Freddie Mac Strips Floating Rate, Due 07/15/2036

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S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 08/15/2040 3137A2C74 124716.88000000 PA USD 124602.41000000 0.070988149757 Long ABS-O USGSE US N 2 2040-08-15 Floating 4.32182880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 11/15/2040 3137A2SY8 242846.14000000 PA USD 241548.30000000 0.137614247542 Long ABS-O USGSE US N N/A 2040-11-15 Floating 4.32182880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 11/15/2040 3137A3L49 697923.30000000 PA USD 694271.21000000 0.395538325685 Long ABS-O USGSE US N N/A 2040-11-15 Floating 4.32182880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 02/15/2041 3137A6NJ7 101325.62000000 PA USD 101013.76000000 0.057549287549 Long ABS-O USGSE US N N/A 2041-02-15 Floating 4.32182880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 04/15/2041 3137A9HT6 203854.59000000 PA USD 203332.50000000 0.115842044793 Long ABS-O USGSE US N N/A 2041-04-15 Floating 4.37182920 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 10/15/2033 3137AJZT4 639694.79000000 PA USD 637962.62000000 0.363458347300 Long ABS-O USGSE US N N/A 2033-10-15 Floating 4.27182840 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 01/15/2041 3137AMAA5 211234.20000000 PA USD 210009.87000000 0.119646258062 Long ABS-O USGSE US N N/A 2041-01-15 Floating 4.27182840 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 08/15/2041 3137AUDT3 350489.75000000 PA USD 349804.89000000 0.199289900710 Long ABS-O USGSE US N 2 2041-08-15 Floating 4.17183120 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 09/15/2042 3137AUDY2 917963.72000000 PA USD 904910.28000000 0.515543049879 Long ABS-O USGSE US N N/A 2042-09-15 Floating 4.22183160 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 10/15/2042 3137AVM87 1397530.00000000 PA USD 1373209.90000000 0.782341449332 Long ABS-O USGSE US N N/A 2042-10-15 Floating 4.12183080 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 01/15/2043 3137AXWR0 433130.11000000 PA USD 431015.05000000 0.245556734553 Long ABS-O USGSE US N N/A 2043-01-15 Floating 4.32182880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 08/15/2043 3137B3V70 557496.42000000 PA USD 551782.15000000 0.314359841817 Long ABS-O USGSE US N N/A 2043-08-15 Floating 4.32182880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 09/15/2043 3137B5G64 60322.26000000 PA USD 59686.60000000 0.034004489153 Long ABS-O USGSE US N N/A 2043-09-15 Floating 4.17183120 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 01/15/2035 3137B5QZ9 900474.25000000 PA USD 896037.88000000 0.510488290024 Long ABS-O USGSE US N 2 2035-01-15 Floating 4.22183160 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 09/15/2037 3137B5YE7 271826.48000000 PA USD 269741.68000000 0.153676504135 Long ABS-O USGSE US N N/A 2037-09-15 Floating 4.32182880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 12/15/2043 3137B6GT2 474976.82000000 PA USD 471067.81000000 0.268375485211 Long ABS-O USGSE US N N/A 2043-12-15 Floating 4.22183160 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 12/15/2043 3137B6PA3 1449952.89000000 PA USD 1439296.32000000 0.819992026716 Long ABS-O USGSE US N N/A 2043-12-15 Floating 4.32182880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 12/15/2043 3137B6VQ1 111259.34000000 PA USD 110158.85000000 0.062759403617 Long ABS-O USGSE US N N/A 2043-12-15 Floating 4.27182840 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 02/15/2044 3137B7RJ0 84974.70000000 PA USD 84287.62000000 0.048020116073 Long ABS-O USGSE US N N/A 2044-02-15 Floating 4.37182920 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 01/15/2040 3137BCP36 86775.47000000 PA USD 86315.15000000 0.049175235009 Long ABS-O USGSE US N N/A 2040-01-15 Variable 4.59833040 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 09/15/2044 3137BEBR4 5828279.59000000 PA USD 5735419.36000000 3.267567685488 Long ABS-O USGSE US N N/A 2044-09-15 Floating 4.22183160 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 01/15/2045 3137BFXK2 4440334.59000000 PA USD 4371450.79000000 2.490491181817 Long ABS-O USGSE US N N/A 2045-01-15 Floating 4.22183160 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 05/15/2045 3137BJ3U5 269895.75000000 PA USD 263405.05000000 0.150066416342 Long ABS-O USGSE US N N/A 2045-05-15 Floating 4.07183040 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 01/15/2038 3137BPPH6 97964.87000000 PA USD 96695.77000000 0.055089253905 Long ABS-O USGSE US N N/A 2038-01-15 Variable 4.48913160 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 06/15/2046 3137BPXH7 61948.32000000 PA USD 61595.33000000 0.035091925673 Long ABS-O USGSE US N N/A 2046-06-15 Floating 4.17183120 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 09/15/2046 3137BRU78 2555725.57000000 PA USD 2523955.35000000 1.437941050796 Long ABS-O USGSE US N N/A 2046-09-15 Floating 4.32182880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 10/15/2038 3137BRYG4 69268.69000000 PA USD 68372.19000000 0.038952820117 Long ABS-O USGSE US N N/A 2038-10-15 Variable 4.48913160 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 01/15/2047 3137BUJS8 257908.79000000 PA USD 254561.03000000 0.145027825064 Long ABS-O USGSE US N N/A 2047-01-15 Floating 4.32182880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 05/15/2048 3137F5B32 896426.85000000 PA USD 872702.55000000 0.497193748605 Long ABS-O USGSE US N N/A 2048-05-15 Floating 4.12183080 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 08/15/2038 3137FBCF1 143459.35000000 PA USD 141650.03000000 0.080700473953 Long ABS-O USGSE US N N/A 2038-08-15 Variable 4.48913160 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 12/15/2047 3137FCA61 462274.02000000 PA USD 452410.71000000 0.257746212399 Long ABS-O USGSE US N N/A 2047-12-15 Floating 4.17183120 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 02/15/2048 3137FDT93 850445.76000000 PA USD 828695.95000000 0.472122426862 Long ABS-O USGSE US N N/A 2048-02-15 Floating 4.12183080 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 09/15/2048 3137FH4G5 46641.63000000 PA USD 45681.61000000 0.026025603933 Long ABS-O USGSE US N N/A 2048-09-15 Floating 4.12183080 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 06/15/2048 3137FHED1 667777.24000000 PA USD 650857.37000000 0.370804709574 Long ABS-O USGSE US N 2 2048-06-15 Floating 4.12183080 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 04/15/2038 3137FHRY1 481689.97000000 PA USD 475677.03000000 0.271001437627 Long ABS-O USGSE US N N/A 2038-04-15 Variable 4.48913160 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 08/15/2056 3137FJJR1 931180.59000000 PA USD 909919.87000000 0.518397100015 Long ABS-O USGSE US N N/A 2056-08-15 Floating 4.22183160 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 12/15/2048 3137FK2D7 83227.05000000 PA USD 82356.78000000 0.046920083104 Long ABS-O USGSE US N 2 2048-12-15 Floating 4.12183080 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 08/15/2057 3137FKAN6 1006947.05000000 PA USD 984740.95000000 0.561023964391 Long ABS-O USGSE US N N/A 2057-08-15 Floating 4.22183160 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 12/15/2048 3137FKBB1 594006.64000000 PA USD 581843.17000000 0.331486125247 Long ABS-O USGSE US N N/A 2048-12-15 Floating 4.22183160 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 03/15/2049 3137FL2W3 156675.63000000 PA USD 153892.65000000 0.087675306479 Long ABS-O USGSE US N N/A 2049-03-15 Floating 4.27182840 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 05/15/2049 3137FLVL5 3752135.80000000 PA USD 3691890.76000000 2.103334070017 Long ABS-O USGSE US N N/A 2049-05-15 Floating 4.27182840 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 08/25/2049 3137FN5F3 368950.56000000 PA USD 363558.68000000 0.207125672942 Long ABS-O USGSE US N N/A 2049-08-25 Floating 4.21175880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 03/15/2049 3137FNJJ0 1340639.73000000 PA USD 1315372.16000000 0.749390287723 Long ABS-O USGSE US N N/A 2049-03-15 Floating 4.27182840 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 09/25/2049 3137FNQV5 340337.11000000 PA USD 338209.97000000 0.192684074086 Long ABS-O USGSE US N 2 2049-09-25 Floating 4.21175880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 10/25/2049 3137FP2X2 1683920.93000000 PA USD 1657447.17000000 0.944276341999 Long ABS-O USGSE US N N/A 2049-10-25 Floating 4.26175920 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 11/25/2049 3137FPPK5 381025.39000000 PA USD 374736.99000000 0.213494149638 Long ABS-O USGSE US N N/A 2049-11-25 Floating 4.31175960 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 12/15/2046 3137FQLE1 539372.84000000 PA USD 533407.38000000 0.303891417294 Long ABS-O USGSE US N 2 2046-12-15 Variable 4.63912920 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 01/25/2050 3137FQLW1 665523.58000000 PA USD 656382.75000000 0.373952614201 Long ABS-O USGSE US N 2 2050-01-25 Floating 4.36176000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 03/25/2050 3137FRTX9 601347.30000000 PA USD 589231.96000000 0.335695646804 Long ABS-O USGSE US N N/A 2050-03-25 Floating 4.26175920 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 06/25/2050 3137FTVA2 1071815.60000000 PA USD 1051419.59000000 0.599011939760 Long ABS-O USGSE US N N/A 2050-06-25 Floating 4.21175880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 08/15/2040 3137FUKP8 87763.58000000 PA USD 86466.70000000 0.049261575668 Long ABS-O USGSE US N 2 2040-08-15 Variable 4.48913160 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 05/25/2050 3137FUY81 588083.83000000 PA USD 579311.21000000 0.330043623808 Long ABS-O USGSE US N 2 2050-05-25 Floating 4.16175840 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 08/25/2050 3137FVHY1 688591.62000000 PA USD 670785.81000000 0.382158286790 Long ABS-O USGSE US N N/A 2050-08-25 Floating 4.21175880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 10/15/2040 3137GAPP6 85579.10000000 PA USD 85077.07000000 0.048469879403 Long ABS-O USGSE US N N/A 2040-10-15 Floating 4.30183080 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 06/25/2052 3137H9E54 717552.16000000 PA USD 717743.46000000 0.408910872799 Long ABS-O USGSE US N N/A 2052-06-25 Floating 4.64727960 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 11/25/2052 3137H9FR5 120745.04000000 PA USD 121641.64000000 0.069301347839 Long ABS-O USGSE US N 2 2052-11-25 Floating 4.94727840 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 10/15/2039 3137HAL87 149469.63000000 PA USD 150281.12000000 0.085617755325 Long ABS-O USGSE US N N/A 2039-10-15 Floating 4.52183040 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 08/15/2048 3137HBGQ1 255667.89000000 PA USD 257763.78000000 0.146852487176 Long ABS-O USGSE US N N/A 2048-08-15 Variable 5.02464960 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 03/25/2054 3137HBUJ1 508055.30000000 PA USD 512107.19000000 0.291756330360 Long ABS-O USGSE US N 2 2054-03-25 Floating 4.79728080 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 03/25/2054 3137HBVV3 1943630.13000000 PA USD 1963632.42000000 1.118715378777 Long ABS-O USGSE US N N/A 2054-03-25 Floating 5.04727920 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 04/25/2054 3137HC4W9 219540.77000000 PA USD 219570.06000000 0.125092863786 Long ABS-O USGSE US N N/A 2054-04-25 Floating 4.64727960 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 11/25/2054 3137HHDE8 367646.08000000 PA USD 369702.58000000 0.210625959118 Long ABS-O USGSE US N 2 2054-11-25 Floating 4.79728080 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 11/25/2054 3137HHFL0 2464472.65000000 PA USD 2486030.87000000 1.416334818093 Long ABS-O USGSE US N 2 2054-11-25 Floating 4.99727880 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 09/25/2054 3137HHH53 412334.58000000 PA USD 414790.24000000 0.236313179456 Long ABS-O USGSE US N N/A 2054-09-25 Floating 4.79728080 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 12/25/2054 3137HHKS9 525234.33000000 PA USD 529712.48000000 0.301786368808 Long ABS-O USGSE US N 2 2054-12-25 Floating 4.89728160 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 12/25/2054 3137HHUD1 196504.77000000 PA USD 198098.17000000 0.112859956389 Long ABS-O USGSE US N N/A 2054-12-25 Floating 4.84728120 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 01/25/2055 3137HJ2H9 79456.26000000 PA USD 80018.85000000 0.045588123915 Long ABS-O USGSE US N N/A 2055-01-25 Floating 4.84728120 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 02/25/2055 3137HJGD3 47367.08000000 PA USD 47186.72000000 0.026883091153 Long ABS-O USGSE US N 2 2055-02-25 Floating 4.59727920 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 02/25/2055 3137HJZJ9 62968.41000000 PA USD 63771.29000000 0.036331607749 Long ABS-O USGSE US N N/A 2055-02-25 Floating 5.09727960 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 03/25/2055 3137HKKP8 391253.21000000 PA USD 394209.09000000 0.224587742056 Long ABS-O USGSE US N 2 2055-03-25 Floating 4.84728120 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 03/25/2055 3137HKN91 151394.15000000 PA USD 151429.68000000 0.086272109837 Long ABS-O USGSE US N 2 2055-03-25 Floating 4.89728160 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 04/25/2055 3137HKVR2 158968.95000000 PA USD 158736.90000000 0.090435159554 Long ABS-O USGSE US N N/A 2055-04-25 Floating 4.89728160 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 10/25/2055 3137HNG93 184600.90000000 PA USD 186426.18000000 0.106210221652 Long ABS-O USGSE US N N/A 2055-10-25 Floating 4.94727840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 03/25/2032 31392B4U7 33425.60000000 PA USD 33600.17000000 0.019142598444 Long ABS-O USGSE US N N/A 2032-03-25 Floating 4.71175920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 03/25/2032 31392B4V5 33425.60000000 PA USD 33600.17000000 0.019142598444 Long ABS-O USGSE US N N/A 2032-03-25 Floating 4.71175920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 03/25/2032 31392B4W3 33425.60000000 PA USD 33600.17000000 0.019142598444 Long ABS-O USGSE US N N/A 2032-03-25 Floating 4.71175920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 08/25/2032 31392EJM3 36318.56000000 PA USD 36329.03000000 0.020697277221 Long ABS-O USGSE US N N/A 2032-08-25 Floating 4.31175960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 10/25/2032 31392EXM7 29292.75000000 PA USD 29309.31000000 0.016698021230 Long ABS-O USGSE US N N/A 2032-10-25 Floating 4.31175960 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 05/15/2032 31392KWQ5 41205.50000000 PA USD 41683.77000000 0.023747965285 Long ABS-O USGSE US N N/A 2032-05-15 Floating 4.82182920 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 03/15/2032 31392MT93 42124.25000000 PA USD 42597.35000000 0.024268447625 Long ABS-O USGSE US N N/A 2032-03-15 Floating 4.82182920 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 03/15/2032 31392TSB4 39907.74000000 PA USD 40362.46000000 0.022995192107 Long ABS-O USGSE US N N/A 2032-03-15 Floating 4.82182920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae Trust 2003-W6 Floating Rate, Due 08/25/2042 31393BW76 123764.14000000 PA USD 124903.22000000 0.071159526421 Long ABS-O USGSE US N N/A 2042-08-25 Variable 4.83459120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 07/25/2033 31393DHB0 167336.25000000 PA USD 170737.78000000 0.097272268617 Long ABS-O USGSE US N N/A 2033-07-25 Floating 5.41478160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 07/25/2033 31393DJV4 35215.17000000 PA USD 35829.50000000 0.020412686333 Long ABS-O USGSE US N N/A 2033-07-25 Floating 5.31478080 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 07/15/2031 31393MLN9 83763.08000000 PA USD 84901.25000000 0.048369711706 Long ABS-O USGSE US N N/A 2031-07-15 Floating 5.07183120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 09/25/2033 31393TKR6 48243.33000000 PA USD 48209.25000000 0.027465644193 Long ABS-O USGSE US N N/A 2033-09-25 Floating 4.31175960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 01/25/2034 31393UVU4 113250.86000000 PA USD 113262.52000000 0.064527618138 Long ABS-O USGSE US N 2 2034-01-25 Floating 4.31175960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 05/25/2034 31393YBS3 155770.33000000 PA USD 155045.87000000 0.088332315874 Long ABS-O USGSE US N N/A 2034-05-25 Floating 4.16175840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 07/25/2035 31394D6M7 60531.43000000 PA USD 60100.90000000 0.034240523034 Long ABS-O USGSE US N N/A 2035-07-25 Floating 4.10176080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 04/25/2035 31394DAA8 76995.05000000 PA USD 76541.12000000 0.043606800937 Long ABS-O USGSE US N N/A 2035-04-25 Floating 4.16175840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 06/25/2035 31394DR28 200765.60000000 PA USD 199718.99000000 0.113783365598 Long ABS-O USGSE US N N/A 2035-06-25 Floating 4.15176120 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 07/15/2033 31394GED1 81796.17000000 PA USD 83896.30000000 0.047797174296 Long ABS-O USGSE US N N/A 2033-07-15 Floating 5.41478160 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 10/15/2033 31394NT81 35023.74000000 PA USD 35107.03000000 0.020001082669 Long ABS-O USGSE US N N/A 2033-10-15 Floating 4.42182960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 12/25/2035 31394UK92 336930.00000000 PA USD 335038.07000000 0.190876987753 Long ABS-O USGSE US N N/A 2035-12-25 Floating 4.16175840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 03/25/2036 31395BJT1 106394.82000000 PA USD 105702.65000000 0.060220629343 Long ABS-O USGSE US N N/A 2036-03-25 Floating 4.11176160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 04/25/2036 31395BS87 289885.65000000 PA USD 287801.92000000 0.163965735473 Long ABS-O USGSE US N N/A 2036-04-25 Floating 4.11176160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 04/25/2036 31395BU43 73088.05000000 PA USD 72607.76000000 0.041365897661 Long ABS-O USGSE US N N/A 2036-04-25 Floating 4.16175840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 07/25/2036 31395N5Z6 304501.65000000 PA USD 302356.68000000 0.172257834178 Long ABS-O USGSE US N N/A 2036-07-25 Floating 4.06176120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 06/25/2036 31395NEK9 94764.78000000 PA USD 94287.77000000 0.053717374624 Long ABS-O USGSE US N N/A 2036-06-25 Floating 4.21175880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 07/15/2035 31395W4B0 134265.78000000 PA USD 133473.59000000 0.076042214557 Long ABS-O USGSE US N N/A 2035-07-15 Floating 4.07183040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 09/25/2036 31396KD90 179502.18000000 PA USD 178737.23000000 0.101829693747 Long ABS-O USGSE US N N/A 2036-09-25 Floating 4.25175840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 09/25/2036 31396KE99 95312.16000000 PA USD 94935.76000000 0.054086545743 Long ABS-O USGSE US N N/A 2036-09-25 Floating 4.27176000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 10/25/2036 31396LHV5 700177.73000000 PA USD 696581.27000000 0.396854406853 Long ABS-O USGSE US N N/A 2036-10-25 Floating 4.23176040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 07/25/2036 31396LHW3 26958.38000000 PA USD 26879.05000000 0.015313460042 Long ABS-O USGSE US N N/A 2036-07-25 Floating 4.11176160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 07/25/2036 31396LHX1 18268.62000000 PA USD 18214.86000000 0.010377321028 Long ABS-O USGSE US N N/A 2036-07-25 Floating 4.11176160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 11/25/2036 31396LLP3 125906.00000000 PA USD 125101.96000000 0.071272752039 Long ABS-O USGSE US N N/A 2036-11-25 Floating 4.06176120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 09/25/2039 31396QN21 216465.58000000 PA USD 218110.24000000 0.124261179063 Long ABS-O USGSE US N N/A 2039-09-25 Floating 4.56176160 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 05/15/2036 31396R5S2 675506.41000000 PA USD 671440.47000000 0.382531257923 Long ABS-O USGSE US N N/A 2036-05-15 Floating 4.17183120 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 05/15/2036 31396RKK2 91447.57000000 PA USD 91097.55000000 0.051899851069 Long ABS-O USGSE US N N/A 2036-05-15 Floating 4.23182880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 05/15/2036 31396RPG6 99550.50000000 PA USD 98977.80000000 0.056389365896 Long ABS-O USGSE US N N/A 2036-05-15 Floating 4.17183120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 04/25/2037 31396VCB2 84503.46000000 PA USD 83644.25000000 0.047653577048 Long ABS-O USGSE US N N/A 2037-04-25 Floating 4.14176040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 11/25/2037 31396XK94 48875.27000000 PA USD 48851.14000000 0.027831340037 Long ABS-O USGSE US N N/A 2037-11-25 Floating 4.38176160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 09/25/2037 31396XNE0 134655.90000000 PA USD 134689.66000000 0.076735030685 Long ABS-O USGSE US N N/A 2037-09-25 Floating 4.38176160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 09/25/2037 31396XQH0 40711.20000000 PA USD 40719.67000000 0.023198700827 Long ABS-O USGSE US N N/A 2037-09-25 Floating 4.37176080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 01/25/2038 31396YAX0 241380.80000000 PA USD 242392.74000000 0.138095339626 Long ABS-O USGSE US N N/A 2038-01-25 Floating 4.51176120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 01/25/2038 31396YAY8 103784.41000000 PA USD 104219.51000000 0.059375658813 Long ABS-O USGSE US N N/A 2038-01-25 Floating 4.51176120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 02/25/2038 31396YHB1 193630.51000000 PA USD 193036.96000000 0.109976497446 Long ABS-O USGSE US N N/A 2038-02-25 Floating 4.26175920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 03/25/2038 31396YMD1 52919.74000000 PA USD 53087.37000000 0.030244793594 Long ABS-O USGSE US N N/A 2038-03-25 Floating 4.48175880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 03/25/2038 31396YTT9 100471.82000000 PA USD 101289.35000000 0.057706295942 Long ABS-O USGSE US N N/A 2038-03-25 Floating 4.61175840 N N N N N N Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 03/15/2037 31397FLB6 206476.30000000 PA USD 204770.15000000 0.116661098883 Long ABS-O USGSE US N N/A 2037-03-15 Floating 4.19182920 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 04/15/2037 31397GEG1 83613.45000000 PA USD 83083.21000000 0.047333942849 Long ABS-O USGSE US N N/A 2037-04-15 Floating 4.25183040 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 07/15/2034 31397GSV3 239133.42000000 PA USD 237562.05000000 0.135343211917 Long ABS-O USGSE US N N/A 2034-07-15 Floating 4.14182880 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 05/15/2037 31397H7K8 89982.50000000 PA USD 89084.92000000 0.050753220921 Long ABS-O USGSE US N N/A 2037-05-15 Floating 4.12183080 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 05/15/2037 31397HDF2 13418.41000000 PA USD 13262.49000000 0.007555870117 Long ABS-O USGSE US N N/A 2037-05-15 Floating 4.07183040 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 11/15/2036 31397KED9 48653.01000000 PA USD 48294.13000000 0.027514001798 Long ABS-O USGSE US N N/A 2036-11-15 Floating 4.17183120 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 08/15/2037 31397KEW7 152188.96000000 PA USD 152010.24000000 0.086602864918 Long ABS-O USGSE US N N/A 2037-08-15 Floating 4.37182920 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 09/15/2037 31397KNW7 69540.86000000 PA USD 69583.54000000 0.039642947180 Long ABS-O USGSE US N N/A 2037-09-15 Floating 4.42182960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 07/25/2048 31397MCG0 72185.92000000 PA USD 73199.96000000 0.041703284252 Long ABS-O USGSE US N N/A 2048-07-25 Floating 4.75175880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 08/25/2038 31397MKX4 780357.27000000 PA USD 791740.81000000 0.451068443936 Long ABS-O USGSE US N N/A 2038-08-25 Floating 4.78176120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 06/25/2039 31397NM93 267882.00000000 PA USD 269471.58000000 0.153522623490 Long ABS-O USGSE US N N/A 2039-06-25 Floating 4.51176120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 06/25/2039 31397NN50 251027.00000000 PA USD 252486.57000000 0.143845969294 Long ABS-O USGSE US N N/A 2039-06-25 Floating 4.51176120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 03/25/2037 31397NXK6 77842.93000000 PA USD 78522.75000000 0.044735769848 Long ABS-O USGSE US N 2 2037-03-25 Floating 4.63176000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 02/15/2038 31397RBZ8 284935.49000000 PA USD 286653.37000000 0.163311386658 Long ABS-O USGSE US N N/A 2038-02-15 Floating 4.57183080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 05/25/2041 31397ST95 180517.25000000 PA USD 179475.14000000 0.102250093847 Long ABS-O USGSE US N N/A 2041-05-25 Floating 4.23176040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 07/25/2041 31397U6E4 178406.34000000 PA USD 177810.41000000 0.101301668350 Long ABS-O USGSE US N 2 2041-07-25 Floating 4.31175960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 06/25/2041 31397UGE3 512765.04000000 PA USD 510128.25000000 0.290628893988 Long ABS-O USGSE US N N/A 2041-06-25 Floating 4.25175840 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 06/15/2038 31397WGA7 718637.04000000 PA USD 722218.08000000 0.411460141265 Long ABS-O USGSE US N N/A 2038-06-15 Floating 4.72182840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 09/25/2036 31398FPZ8 59830.85000000 PA USD 61130.84000000 0.034827297680 Long ABS-O USGSE US N N/A 2036-09-25 Floating 5.01176160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 04/25/2040 31398PEY1 630384.04000000 PA USD 636860.23000000 0.362830296635 Long ABS-O USGSE US N N/A 2040-04-25 Floating 4.81176000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 05/15/2040 31398QGG6 145253.29000000 PA USD 145839.91000000 0.083087521113 Long ABS-O USGSE US N 2 2040-05-15 Floating 4.55182920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 04/25/2037 31398RSW6 131631.65000000 PA USD 131579.96000000 0.074963380769 Long ABS-O USGSE US N N/A 2037-04-25 Floating 4.37176080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 06/25/2040 31398RXN0 63573.45000000 PA USD 63825.42000000 0.036362446547 Long ABS-O USGSE US N N/A 2040-06-25 Floating 4.54176000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 12/25/2040 31398SH89 67856.94000000 PA USD 67611.24000000 0.038519293731 Long ABS-O USGSE US N 2 2040-12-25 Floating 4.36176000 N N N N N N Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 Freddie Mac Securities REMIC Trust 2005-S001 Floating Rate, Due 09/25/2035 35562QAB4 837338.49000000 PA USD 820549.85000000 0.467481452688 Long ABS-O USGSE US N N/A 2035-09-25 Floating 3.93707160 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 12/20/2037 383742AA1 1268159.02000000 PA USD 1262514.44000000 0.719276329709 Long ABS-O USGA US N N/A 2037-12-20 Floating 4.23983880 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 01/20/2034 38374GYB2 339365.40000000 PA USD 339334.35000000 0.193324652835 Long ABS-O USGA US N N/A 2034-01-20 Floating 4.08984120 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 11/16/2035 38374MEN5 76219.38000000 PA USD 75643.05000000 0.043095154913 Long ABS-O USGA US N N/A 2035-11-16 Floating 4.04186040 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 03/20/2039 38374TKE3 680654.47000000 PA USD 680809.93000000 0.387869201464 Long ABS-O USGA US N N/A 2039-03-20 Floating 4.73983920 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 03/20/2039 38374XJG1 680654.32000000 PA USD 681269.84000000 0.388131220152 Long ABS-O USGA US N N/A 2039-03-20 Floating 4.73983920 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 07/20/2040 38374YPW7 864955.44000000 PA USD 860336.32000000 0.490148493323 Long ABS-O USGA US N N/A 2040-07-20 Floating 4.23983880 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 12/20/2060 38375BJK9 18890.35000000 PA USD 18760.16000000 0.010687987877 Long ABS-O USGA US N 2 2060-12-20 Variable 4.32919080 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 04/20/2062 38375BRW4 158912.23000000 PA USD 158596.28000000 0.090355045906 Long ABS-O USGA US N N/A 2062-04-20 Variable 4.49919000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 02/20/2062 38375BSK9 70693.06000000 PA USD 70906.21000000 0.040396495173 Long ABS-O USGA US N 2 2062-02-20 Variable 4.64918904 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 06/20/2042 38375CZ37 1048595.47000000 PA USD 1036079.22000000 0.590272265440 Long ABS-O USGA US N N/A 2042-06-20 Floating 4.18983840 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 04/20/2037 38375JVF9 215389.38000000 PA USD 215356.86000000 0.122692530818 Long ABS-O USGA US N N/A 2037-04-20 Floating 4.08984120 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 08/20/2037 38375K4G4 109685.34000000 PA USD 109092.27000000 0.062151754529 Long ABS-O USGA US N N/A 2037-08-20 Floating 4.20984000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 11/20/2037 38375LU73 138736.23000000 PA USD 138068.66000000 0.078660105473 Long ABS-O USGA US N N/A 2037-11-20 Floating 4.22984160 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 01/20/2038 38375PAF8 1086408.42000000 PA USD 1085434.89000000 0.618391044951 Long ABS-O USGA US N N/A 2038-01-20 Floating 4.23983880 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 06/16/2038 38375QV97 57114.75000000 PA USD 57385.14000000 0.032693307554 Long ABS-O USGA US N N/A 2038-06-16 Floating 4.56185880 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 06/16/2038 38375QW21 98509.89000000 PA USD 98935.33000000 0.056365170002 Long ABS-O USGA US N N/A 2038-06-16 Floating 4.54186080 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 08/20/2038 38375XM50 141432.65000000 PA USD 141827.54000000 0.080801604473 Long ABS-O USGA US N N/A 2038-08-20 Floating 4.73983920 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 08/20/2038 38375XPF5 555971.49000000 PA USD 558733.72000000 0.318320271573 Long ABS-O USGA US N N/A 2038-08-20 Floating 4.73983920 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 02/20/2039 38375Y6H0 474399.64000000 PA USD 474515.30000000 0.270339579937 Long ABS-O USGA US N N/A 2039-02-20 Floating 4.76984160 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 10/16/2039 38376CR84 89135.86000000 PA USD 89453.10000000 0.050962979440 Long ABS-O USGA US N N/A 2039-10-16 Floating 4.47185880 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 08/16/2039 38376FRF1 88366.41000000 PA USD 89333.61000000 0.050894903919 Long ABS-O USGA US N N/A 2039-08-16 Floating 4.79185920 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 01/20/2044 38376MAC1 2262412.43000000 PA USD 2235826.82000000 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02/20/2040 38376VBU0 169754.60000000 PA USD 171066.99000000 0.097459825252 Long ABS-O USGA US N N/A 2040-02-20 Floating 4.60983960 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 03/20/2040 38376XE90 166821.75000000 PA USD 167672.27000000 0.095525794508 Long ABS-O USGA US N N/A 2040-03-20 Floating 4.53984120 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 05/16/2034 38376YCG4 59627.35000000 PA USD 59443.75000000 0.033866133304 Long ABS-O USGA US N N/A 2034-05-16 Floating 4.19186160 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 10/16/2041 38377YXG0 1832345.29000000 PA USD 1814864.72000000 1.033959845022 Long ABS-O USGA US N N/A 2041-10-16 Floating 4.19186160 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 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ABS-O USGA US N N/A 2045-08-20 Floating 4.00983840 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 03/20/2046 38379VU28 2936681.60000000 PA USD 2897734.74000000 1.650889639138 Long ABS-O USGA US N N/A 2046-03-20 Floating 4.23983880 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 04/20/2046 38379WFQ0 903338.05000000 PA USD 899111.60000000 0.512239441512 Long ABS-O USGA US N N/A 2046-04-20 Floating 4.28983920 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 06/20/2069 38380L2S1 200050.02000000 PA USD 200278.74000000 0.114102264862 Long ABS-O USGA US N 2 2069-06-20 Variable 4.44919068 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 01/20/2048 38380UC27 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2051-06-20 Floating 2.49999840 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 01/20/2073 38382YV75 94413.24000000 PA USD 95315.74000000 0.054303026926 Long ABS-O USGA US N N/A 2073-01-20 Variable 4.57300080 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 04/20/2052 38383P6L0 1806976.36000000 PA USD 1747879.92000000 0.995797445002 Long ABS-O USGA US N N/A 2052-04-20 Floating 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 04/20/2052 38383PR86 1821627.52000000 PA USD 1752031.69000000 0.998162780235 Long ABS-O USGA US N N/A 2052-04-20 Floating 4.40300160 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 09/20/2052 38383YWM0 1352853.46000000 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03/20/2054 38384KTL5 206444.01000000 PA USD 206942.37000000 0.117898650216 Long ABS-O USGA US N 2 2054-03-20 Floating 4.60299960 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 04/20/2054 38384MMW4 89810.21000000 PA USD 90204.36000000 0.051390985266 Long ABS-O USGA US N 2 2054-04-20 Floating 4.70300040 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 04/20/2054 38384MXA0 1461427.61000000 PA USD 1469881.97000000 0.837417200937 Long ABS-O USGA US N 2 2054-04-20 Floating 5.01764040 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 04/20/2054 38384MZC4 522443.07000000 PA USD 525465.77000000 0.299366944613 Long ABS-O USGA US N N/A 2054-04-20 Floating 5.01765120 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 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