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122559.8 0 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132M3DF1 364313.78 PA USD 359605.64 0 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3128MJTN0 1054960.12 PA USD 959321.97 0.01 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 3 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31292SCB4 640619.07 PA USD 597543.46 0.01 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132M9PA6 489796.78 PA USD 458016.07 0.01 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132M9Y73 462350.42 PA USD 430536.37 0.01 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132MAAK7 56094.13 PA USD 52585.95 0 Long ABS-MBS USGSE US N 2 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N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409X3M9 34097.35 PA USD 35665.49 0 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412BWQ1 13777.6 PA USD 14215.44 0 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411WGA9 41039.72 PA USD 41218.4 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412XMY7 69243.45 PA USD 71696.11 0 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371NEU5 37592.51 PA USD 37759.89 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411WFV4 82.76 PA USD 83.96 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411X2J3 202.3 PA 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FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JSZQ5 481724.41 PA USD 442820.97 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 37000.43 PA USD 32903.92 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 3436128.05 PA USD 3150040.5 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 10018103.52 PA USD 8479944.94 0.11 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 8367705.3 PA USD 7427676.45 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 11209831 PA USD 9492200.16 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 4240164.78 PA USD 3893759.43 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 5528846.89 PA USD 4676503.82 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 7882153.16 PA USD 6671943.92 0.09 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8KN6 9554676.17 PA USD 8081699.58 0.11 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133AB2K5 10037401.45 PA USD 8483733.16 0.11 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAEY4 8979534.6 PA USD 7898375.29 0.11 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGE94 3697828.4 PA USD 3256066.96 0.04 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KEHY7 4049646.07 PA USD 3567120.21 0.05 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAYT3 3742332.08 PA USD 3429580.9 0.05 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCZ92 23324665.59 PA USD 19648688.96 0.26 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDNF9 12500789.52 PA USD 11069885.4 0.15 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDWE2 7518200.64 PA USD 6641182.99 0.09 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QL3A2 3543620.58 PA USD 3243046.43 0.04 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XD3U8 16446257.58 PA USD 14450667.04 0.19 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MBCU4 9951644.6 PA USD 8464118.54 0.11 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFJA0 36566895.79 PA USD 31101044.42 0.42 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 18375032.97 PA USD 16265990.79 0.22 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHL54 26861301.02 PA USD 25242751.84 0.34 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MWHJ8 9368206.69 PA USD 9067362.66 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 8588322.39 PA USD 8312523.02 0.11 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 20398476.29 PA USD 20247601 0.27 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHVJ3 16334674.2 PA USD 15845846.01 0.21 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 10771912.48 PA USD 10123852.68 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 16191188.24 PA USD 16071431.74 0.22 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 14342932.4 PA USD 14317525.33 0.19 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJBV4 18350011.42 PA USD 17841013.3 0.24 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 13741983.95 PA USD 13627459.63 0.18 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 12715143.13 PA USD 12326685.34 0.17 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 14622394.63 PA USD 14473116.07 0.19 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 18957935.75 PA USD 18764396.08 0.25 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 16286463.81 PA USD 16433460.55 0.22 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 11605791.72 PA USD 11899500.65 0.16 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 12835223.76 PA USD 13001609.33 0.17 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 6594619.7 PA USD 6768620.06 0.09 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTH28 11045924.6 PA USD 11485663.96 0.15 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 10415694.6 PA USD 10666916.99 0.14 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 6702427.4 PA USD 6899693.91 0.09 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL 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Milano Nicholas C. Milano General Counsel