Government National Mortgage Association Floating Rate, Due 12/16/2039

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Fannie Mae REMICS Floating Rate, Due 03/25/2050 3136B8D30 688813.11000000 PA USD 675440.29000000 0.336059940271 Long ABS-O USGSE US N N/A 2050-03-25 Floating 4.20963840 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 06/20/2074 38384PPK0 139299.89000000 PA USD 134598.52000000 0.066968422318 Long ABS-O USGA US N 2 2074-06-20 Variable 4.39013880 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 09/25/2039 31396QN21 211904.38000000 PA USD 213066.23000000 0.106009406882 Long ABS-O USGSE US N N/A 2039-09-25 Floating 4.50964080 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 09/25/2054 3136BSR64 416657.89000000 PA USD 420439.06000000 0.209186107911 Long ABS-O USGSE US N N/A 2054-09-25 Floating 4.74516000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 02/25/2042 3136A32C4 368702.18000000 PA USD 366363.83000000 0.182281407624 Long ABS-O USGSE US N N/A 2042-02-25 Floating 4.30963920 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 11/16/2035 38374MEN5 73835.28000000 PA USD 73277.84000000 0.036458806053 Long ABS-O USGA US N N/A 2035-11-16 Floating 4.02887880 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 04/20/2046 38379WFQ0 884493.64000000 PA USD 877515.78000000 0.436600991945 Long ABS-O USGA US N N/A 2046-04-20 Floating 4.27548960 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 07/15/2035 31395W4B0 128097.75000000 PA USD 127184.26000000 0.063279516267 Long ABS-O USGSE US N N/A 2035-07-15 Floating 4.00428000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 11/25/2037 31396XK94 48082.06000000 PA USD 47929.09000000 0.023846737248 Long ABS-O USGSE US N N/A 2037-11-25 Floating 4.32964080 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 07/25/2042 3136A7EC2 736703.46000000 PA USD 728989.22000000 0.362702784182 Long ABS-O USGSE US N N/A 2042-07-25 Floating 4.20963840 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 12/25/2041 3136A2XF5 143539.20000000 PA USD 141260.85000000 0.070283211582 Long ABS-O USGSE US N N/A 2041-12-25 Floating 4.10964120 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 11/25/2054 3137HHFL0 2248928.98000000 PA USD 2276061.63000000 1.132436348196 Long ABS-O USGSE US N N/A 2054-11-25 Floating 4.94516160 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 10/20/2066 38376RB70 113493.15000000 PA USD 113792.05000000 0.056616328774 Long ABS-O USGA US N 2 2066-10-20 Variable 4.52863080 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 06/15/2046 3137BPXH7 58370.62000000 PA USD 57918.61000000 0.028816943415 Long ABS-O USGSE US N N/A 2046-06-15 Floating 4.10428080 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 06/25/2055 3136APAH5 851305.87000000 PA USD 841972.92000000 0.418916924848 Long ABS-O USGSE US N 2 2055-06-25 Variable 4.09304160 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 12/20/2039 38378UKX4 1482226.79000000 PA USD 1469271.98000000 0.731024579303 Long ABS-O USGA US N N/A 2039-12-20 Floating 4.17548880 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 03/20/2066 38376RSB3 82470.18000000 PA USD 82796.14000000 0.041194560459 Long ABS-O USGA US N N/A 2066-03-20 Variable 4.59862920 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 12/25/2054 3137HHUD1 172111.37000000 PA USD 173758.70000000 0.086452258190 Long ABS-O USGSE US N 2 2054-12-25 Floating 4.79516040 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 03/15/2049 3137FL2W3 151772.26000000 PA USD 148989.86000000 0.074128718991 Long ABS-O USGSE US N N/A 2049-03-15 Floating 4.20428160 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 03/25/2044 3136AJEU6 148778.25000000 PA USD 147088.52000000 0.073182722407 Long ABS-O USGSE US N N/A 2044-03-25 Floating 4.20963840 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 11/25/2041 3136A3FE6 39368.14000000 PA USD 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0.042596917529 Long ABS-O USGA US N N/A 2039-10-16 Floating 4.45888080 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 05/15/2037 31397HDF2 12830.08000000 PA USD 12650.96000000 0.006294384455 Long ABS-O USGSE US N N/A 2037-05-15 Floating 4.00428000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 05/25/2054 3136BRTL1 307652.88000000 PA USD 310127.36000000 0.154301399577 Long ABS-O USGSE US N 2 2054-05-25 Floating 4.79516040 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 08/15/2040 3137A2C74 109105.76000000 PA USD 108881.09000000 0.054172919714 Long ABS-O USGSE US N N/A 2040-08-15 Floating 4.25427840 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 11/15/2040 3137A3L49 681575.70000000 PA USD 675586.83000000 0.336132850082 Long ABS-O USGSE US N N/A 2040-11-15 Floating 4.25427840 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 09/15/2048 3137FH4G5 46137.48000000 PA USD 45098.00000000 0.022438150952 Long ABS-O USGSE US N N/A 2048-09-15 Floating 4.05428040 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 12/25/2042 3136AARK3 118575.99000000 PA USD 116287.60000000 0.057857969814 Long ABS-O USGSE US N N/A 2042-12-25 Floating 4.10964120 N N N N N N Ginnie Mae (Ze) 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 06/20/2049 38381WEB0 1464850.66000000 PA USD 1431910.42000000 0.712435632496 Long ABS-O USGA US N N/A 2049-06-20 Floating 4.12548840 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 01/15/2038 3137BPPH6 89398.49000000 PA USD 88271.45000000 0.043918757370 Long ABS-O USGSE US N N/A 2038-01-15 Variable 4.13304120 N N N N N N FEDERAL NATIONAL MORTGAGE 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2038-01-25 Floating 4.45964040 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 09/15/2042 3137AUDY2 904650.31000000 PA USD 889721.95000000 0.442674074677 Long ABS-O USGSE US N N/A 2042-09-15 Floating 4.15428120 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 Government National Mortgage Association Floating Rate, Due 03/20/2055 38385ELC6 35309.91000000 PA USD 35649.69000000 0.017737219513 Long ABS-O USGA US N N/A 2055-03-20 Floating 4.84013880 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS Floating Rate, Due 12/25/2053 3136BQXV6 735128.20000000 PA USD 729611.14000000 0.363012215528 Long ABS-O USGSE US N N/A 2053-12-25 Floating 4.14515880 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS Floating Rate, Due 02/15/2038 31397RBZ8 276011.33000000 PA USD 276902.76000000 0.137770764291 Long ABS-O USGSE US N N/A 2038-02-15 Floating 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1.544407287631 Long STIV US N N/A N N N Federal Home Loan Mortgage Corp. 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