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ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CS62 91082.68 PA USD 89088.73 0 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CXN9 1739310.61 PA USD 1657326.81 0.02 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JLP99 859078.12 PA USD 838392.29 0.01 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CZJ6 1350553 PA USD 1318876.99 0.02 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JSZQ5 485135.28 PA USD 449148.14 0.01 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JXKA5 37280.79 PA USD 33394.24 0 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KHGV2 3505688 PA USD 3236873.25 0.04 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133A4PK6 10596934.15 PA USD 9014918.91 0.12 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6R52 8578447.8 PA USD 7686283.22 0.1 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEBS0 11444154.75 PA USD 9746386.93 0.13 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KGK23 4326117.21 PA USD 4002503.74 0.05 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133A9ZV0 5625369.81 PA USD 4782043.06 0.06 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133A8LC9 8042784.55 PA USD 6837051.31 0.09 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N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFJA0 37860262.55 PA USD 32356001.28 0.44 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XF4J7 18794983.32 PA USD 16770985.4 0.23 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHL54 27639621.49 PA USD 26164058.19 0.35 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MWHJ8 9414589.45 PA USD 9143763.72 0.12 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MUW63 8900557.47 PA USD 8644518.69 0.12 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSU86 20804289.36 PA USD 20684735.43 0.28 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHVJ3 16428276.98 PA USD 15986494.33 0.22 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MRAX5 11164477.18 PA USD 10536006.43 0.14 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MXZY3 16885226.32 PA USD 16788193.68 0.23 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DNYG2 14638063.6 PA USD 14595114.06 0.2 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJBV4 19008083.05 PA USD 18532565.44 0.25 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DN3T8 14218255.83 PA USD 14127662.79 0.19 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133BKB99 13439855.48 PA USD 13065836.4 0.18 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DQCE4 14974181.6 PA USD 14843677.12 0.2 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DQFS0 19170995 PA USD 19003914.03 0.26 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DQFW1 16950679.85 PA USD 17119962.9 0.23 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMAX4 12450977.01 PA USD 12732900.75 0.17 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DQXZ4 13464837.54 PA USD 13656323.69 0.18 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSUC3 7066582.7 PA USD 7241937.12 0.1 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTH28 12380171.6 PA USD 12889775.37 0.17 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3142GQW65 11738694.3 PA USD 12029068.51 0.16 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3142GQRA2 7377952.8 PA USD 7584089.85 0.1 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN5N0 16535963.4 PA USD 16771124.64 0.23 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QT2S7 19494837.75 PA USD 19662419.27 0.26 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3142GRLL2 12527432.41 PA USD 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Milano Nicholas C. Milano General Counsel XXXX