0001387131-21-008840.txt : 20210823 0001387131-21-008840.hdr.sgml : 20210823 20210823125336 ACCESSION NUMBER: 0001387131-21-008840 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210823 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AFL CIO HOUSING INVESTMENT TRUST CENTRAL INDEX KEY: 0000225030 IRS NUMBER: 526220193 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03493 FILM NUMBER: 211196165 BUSINESS ADDRESS: STREET 1: 1227 25TH STREET, NW STREET 2: SUITE 500 CITY: WASHINGTON STATE: DC ZIP: 20037 BUSINESS PHONE: (202) 331-8055 MAIL ADDRESS: STREET 1: 1227 25TH STREET, NW STREET 2: SUITE 500 CITY: WASHINGTON STATE: DC ZIP: 20037 0000225030 S000009768 AFL CIO HOUSING INVESTMENT TRUST C000026832 AFL CIO HOUSING INVESTMENT TRUST NPORT-P 1 primary_doc.xml NPORT-P false 0000225030 XXXXXXXX S000009768 C000026832 AFL CIO Housing Investment Trust 811-03493 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254900HROIFWPRGM1V77 3128K7RU4 85251 PA USD 99933 0 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 31297V5R5 132854 PA USD 156531 0 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 31297VLY2 47590 PA USD 55490 0 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128K7HL5 38096 PA USD 44340 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128KAYT2 3648 PA USD 4316 0 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128KGD70 359654 PA USD 422469 0.01 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128KHSS6 209506 PA USD 245145 0 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128KCG43 67125 PA USD 77811 0 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128KETP8 76329 PA USD 90459 0 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128LXS76 286772 PA USD 332782 0 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128LXRR3 60662 PA USD 70277 0 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128KL4H7 28840 PA USD 33723 0 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128KLRU3 129928 PA USD 152516 0 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128M4FX6 57161 PA USD 67004 0 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128KR6X7 61823 PA USD 72592 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128KSER9 251595 PA USD 295376 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128KR7M0 115738 PA USD 136043 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128KTKF6 33115 PA USD 38830 0 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128L04M1 226676 PA USD 268898 0 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128M5NV8 110675 PA USD 129511 0 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128M5BA7 273127 PA USD 322661 0 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128M5DW7 8887 PA USD 10511 0 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128LDNF7 158720 PA USD 188086 0 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128LCQ25 20082 PA USD 23055 0 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJLD0 347778 PA USD 395021 0.01 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 312932H41 144369 PA USD 158129 0 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128KXPZ8 4312 PA USD 4988 0 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 312938FB4 13321 PA USD 14826 0 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 312938CG6 306881 PA USD 341176 0 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 312941SC2 1047238 PA USD 1177508 0.02 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 312941WB9 326681 PA USD 354640 0.01 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 312942AD7 107209 PA USD 116688 0 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 312942KX2 1129609 PA USD 1240704 0.02 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 312946EH5 115296 PA USD 127654 0 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJQX1 2162805 PA USD 2316734 0.03 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.5 N N N N N N Freddie Mac Single 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Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 31292SAX8 4482408 PA USD 4639058 0.07 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132HP4F8 2449069 PA USD 2533739 0.04 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132HRH45 4600478 PA USD 4782382 0.07 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132HPN42 2746972 PA USD 2857638 0.04 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132GRKD2 4361008 PA USD 4572776 0.07 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132GRKB6 4139009 PA USD 4311810 0.06 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132GTYK7 2818353 PA USD 2955449 0.04 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 312934SC7 1736034 PA USD 1867226 0.03 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132GEZY9 711111 PA USD 761832 0.01 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132GRTL5 811304 PA USD 868508 0.01 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128M7CL8 432764 PA USD 464417 0.01 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128M6T73 315407 PA USD 337585 0 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 312942U78 1582720 PA USD 1684367 0.02 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 312936FJ1 1973140 PA USD 2107317 0.03 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 312933RC0 1182837 PA USD 1262054 0.02 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132L5TQ6 763872 PA USD 812855 0.01 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132GFVU8 322618 PA USD 343155 0 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 312944Q95 360231 PA USD 383470 0.01 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132GDJ60 750578 PA USD 798650 0.01 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJUC2 2603949 PA USD 2742310 0.04 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 312938GE7 673042 PA USD 718781 0.01 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 312945RT7 171409 PA USD 182525 0 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132M3DF1 1000289 PA USD 1057751 0.02 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJTN0 2055069 PA USD 2220180 0.03 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 3 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 31292SCB4 1429125 PA USD 1514164 0.02 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132M9PA6 1076692 PA USD 1140741 0.02 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132M9Y73 755731 PA USD 800708 0.01 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132MAAK7 229191 PA USD 242861 0 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJVS6 3587820 PA USD 3733964 0.05 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132QLTA1 460461 PA USD 477138 0.01 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132QLSJ3 1345940 PA USD 1391584 0.02 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJVW7 784348 PA USD 812193 0.01 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132JNQ59 1333495 PA USD 1389699 0.02 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132M92L7 1039149 PA USD 1078497 0.02 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132M75X2 1555652 PA USD 1617264 0.02 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132QNE62 2307748 PA USD 2380758 0.03 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJVL1 892468 PA USD 924700 0.01 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJVR8 3013935 PA USD 3135255 0.04 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJVV9 4087309 PA USD 4258551 0.06 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132M8F68 779545 PA USD 809714 0.01 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132L6ST9 2873217 PA USD 2976973 0.04 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJV31 792304 PA USD 820532 0.01 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132QRA26 2114822 PA USD 2202914 0.03 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJWQ9 2306828 PA USD 2427834 0.03 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJVP2 267731 PA USD 277155 0 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJVB3 3016660 PA USD 3171686 0.05 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132MAVQ1 1164080 PA USD 1205238 0.02 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132GGHN8 254965 PA USD 268001 0 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132QLEX7 150700 PA USD 154461 0 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJXE5 4849607 PA USD 5040599 0.07 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJYR5 5402814 PA USD 5534799 0.08 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 2.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJYF1 1252222 PA USD 1285601 0.02 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 2.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJSJ0 1790265 PA USD 1841432 0.03 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132QRC40 1055801 PA USD 1089104 0.02 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJVQ0 920353 PA USD 950453 0.01 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJYT1 1637624 PA USD 1682021 0.02 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJWU0 2455270 PA USD 2526428 0.04 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132WGQ26 3633572 PA USD 3731449 0.05 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJXK1 7192389 PA USD 7521763 0.11 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJYC8 1895524 PA USD 1975662 0.03 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132WGFX0 1789864 PA USD 1862531 0.03 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132WEKW1 8879502 PA USD 9255187 0.13 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132WFFT1 1477014 PA USD 1546010 0.02 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132QREU0 1085138 PA USD 1139534 0.02 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJX88 2829135 PA USD 2955471 0.04 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJYH7 858949 PA USD 896367 0.01 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132WJEB3 642753 PA USD 670817 0.01 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.5 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132QQHU9 731131 PA USD 768611 0.01 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132QVPU9 290815 PA USD 304399 0 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132QWS75 1290399 PA USD 1352081 0.02 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132QVPP0 2372185 PA USD 2487181 0.04 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJYJ3 1402218 PA USD 1467504 0.02 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132WDGM0 483936 PA USD 507789 0.01 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132WECW0 1208618 PA USD 1263759 0.02 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132QXA49 1997601 PA USD 2090783 0.03 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N Freddie Mac 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N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132QS4X3 12047506 PA USD 12557200 0.18 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJX54 7439 PA USD 7725 0 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 31335AWW4 9233 PA USD 9586 0 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJ2H2 114812 PA USD 118268 0 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3132QVJF9 200471 PA USD 208320 0 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N Freddie Mac Single Family MBS 254900HROIFWPRGM1V77 3128MJ2D1 6765974 PA USD 6943945 0.1 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 313615DX1 21 PA USD 21 0 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 8.5 N N N N N N FNMA Single 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N 2 2028-11-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31371HFM5 32345 PA USD 35939 0 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31378QD99 22081 PA USD 24425 0 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31378UHX3 11739 PA USD 12586 0 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 7.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31383CYN9 41608 PA USD 45573 0 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31382YBM9 11582 PA USD 11996 0 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 7.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31384FW60 6586 PA USD 8007 0 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31371JDS0 5761 PA USD 6917 0 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 7.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31371J3C6 168 PA USD 194 0 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31371J3W2 151 PA USD 178 0 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 8 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31387JEL6 857 PA USD 1010 0 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31387JEM4 52733 PA USD 61742 0 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31387JTH9 108204 PA USD 125120 0 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31387XF83 25775 PA USD 27798 0 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31388KPY2 25251 PA USD 29711 0 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31385H3F7 15553 PA USD 18295 0 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31388XSQ8 13038 PA USD 15110 0 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31389F6R8 62354 PA USD 73579 0 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31385H6T4 320 PA USD 375 0 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31371JSB1 8690 PA USD 10133 0 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31389QS74 2275 PA USD 2426 0 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31389NR23 72742 PA USD 85434 0 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31390FSW0 52648 PA USD 62507 0 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31390FE54 19715 PA USD 23125 0 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31385WT33 1571 PA USD 1817 0 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31378QDP3 26663 PA USD 29795 0 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 7 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31401NXX2 236815 PA USD 262486 0 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31403NFZ5 133169 PA USD 153665 0 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31403YNJ8 62815 PA USD 71459 0 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31404EQZ2 54167 PA USD 62004 0 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31405FHB1 159951 PA USD 186979 0 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31405JZK3 56751 PA USD 64997 0 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31404X3E2 277543 PA USD 314535 0 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31405PAT7 124168 PA USD 141266 0 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31405JA87 157017 PA USD 181132 0 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31405PBS8 79529 PA USD 91222 0 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31405KFN6 56908 PA USD 65731 0 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31405NDX0 199013 PA USD 227695 0 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31405NDA0 111502 PA USD 128837 0 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31405QRG5 224533 PA USD 261954 0 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31406GMH9 101921 PA USD 117868 0 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31405TP97 58150 PA USD 66940 0 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31406S6D0 104717 PA USD 122811 0 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31406PRW1 9971 PA USD 11595 0 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31407D4B8 69911 PA USD 79566 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31407BTX7 149256 PA USD 169820 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31407C6H5 211543 PA USD 244591 0 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31407JLQ3 108200 PA USD 124920 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31407JMM1 63569 PA USD 74421 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31407G5W4 76290 PA USD 89522 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31406UKE7 68242 PA USD 78952 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31371MER4 74502 PA USD 87156 0 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31407UEN3 32097 PA USD 37667 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31407VN84 233114 PA USD 274913 0 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31407XRZ6 339208 PA USD 399579 0.01 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31408ED82 134349 PA USD 158506 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31409T5V6 37064 PA USD 43222 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31371MQC4 31795 PA USD 37110 0 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31408JCJ8 33516 PA USD 38953 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31408W4C3 280951 PA USD 330947 0 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31408BYR3 194543 PA USD 228060 0 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31410R5U9 133620 PA USD 156985 0 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31410MDY3 295308 PA USD 347616 0 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31408ERU8 84421 PA USD 99366 0 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31409X3M9 59349 PA USD 70472 0 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31412BWQ1 34454 PA USD 40530 0 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31411WGA9 102411 PA USD 118623 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31412XMY7 182490 PA USD 215850 0 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31371NEU5 63617 PA USD 73792 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31411WFV4 769 PA USD 885 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31411X2J3 540 PA USD 625 0 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31413HJT6 9947 PA USD 11489 0 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31414LZ68 218 PA USD 253 0 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31411FHZ0 4066 PA USD 4660 0 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31412SGP4 6880 PA USD 7977 0 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31413DD61 8027 PA USD 9289 0 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31413UR76 10568 PA USD 12216 0 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31413YTT8 126252 PA USD 146280 0 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31414AW65 75513 PA USD 87887 0 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31414SYM9 33977 PA USD 39241 0 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31414CU97 21299 PA USD 23569 0 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31414PYL7 139835 PA USD 159238 0 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31415MET8 5549 PA USD 6347 0 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31414AHL9 30727 PA USD 35373 0 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31368HMU4 224140 PA USD 257947 0 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31416TDZ9 73441 PA USD 81543 0 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31416TED7 491451 PA USD 544987 0.01 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31416TE21 1078541 PA USD 1195806 0.02 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31412UY79 1686990 PA USD 1865345 0.03 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31417YNE3 439163 PA USD 489915 0.01 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31416A4V9 41791 PA USD 46899 0 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31418RBS9 83464 PA USD 93577 0 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31416J5H0 216641 PA USD 237493 0 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31418X2G2 1098028 PA USD 1196405 0.02 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31418U3V4 1236025 PA USD 1353166 0.02 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31418XDN5 163379 PA USD 178007 0 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31419ADT1 161 PA USD 174 0 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31419GRA4 186443 PA USD 201935 0 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31419E3V9 1640816 PA USD 1776091 0.03 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31419E3Y3 1474165 PA USD 1595372 0.02 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31416WJL7 228368 PA USD 249875 0 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138A4RP2 3208460 PA USD 3531921 0.05 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31412RHW0 236776 PA USD 259083 0 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31417MTA1 141686 PA USD 155347 0 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31419B5R2 166664 PA USD 182325 0 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31416WSN3 1562122 PA USD 1725822 0.02 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138A9AL8 686390 PA USD 759451 0.01 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31417YXL6 1174220 PA USD 1300892 0.02 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31416YDW5 1270628 PA USD 1402886 0.02 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138A8G83 121254 PA USD 132607 0 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138AX4P3 881998 PA USD 937398 0.01 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138E6EK8 893943 PA USD 950093 0.01 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.5 N N N N N N FNMA Single 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3138LQPC2 443420 PA USD 460481 0.01 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138LUDV4 454064 PA USD 471609 0.01 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138M1K31 600746 PA USD 623916 0.01 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138LWEN7 497904 PA USD 516974 0.01 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138LWD73 365448 PA USD 379502 0.01 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138M53S6 582087 PA USD 604480 0.01 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138LW6E6 475946 PA USD 494379 0.01 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31418AHJ0 210732 PA USD 218841 0 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138MQWL3 760814 PA USD 789446 0.01 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31417DKR3 3552603 PA USD 3702740 0.05 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138MPP58 163873 PA USD 170678 0 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31417CNL5 4107474 PA USD 4296405 0.06 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138LWDV0 44764 PA USD 46427 0 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31417CCF0 40843 PA USD 42380 0 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138EKD51 72141 PA USD 74829 0 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31417DK77 332037 PA USD 345165 0 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138EKG41 3882385 PA USD 4130631 0.06 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31417VN66 2873905 PA USD 3063387 0.04 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138X0C55 115549 PA USD 122148 0 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31412PR60 292739 PA USD 311998 0 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31417MZL0 244954 PA USD 260961 0 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31419AG43 1206940 PA USD 1282539 0.02 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138XQ5A5 3388187 PA USD 3541045 0.05 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138YBPY3 551758 PA USD 569767 0.01 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138YEVQ7 1195023 PA USD 1233660 0.02 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138YEV87 1518059 PA USD 1567213 0.02 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138YENY9 5235177 PA USD 5418453 0.08 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138YTQW7 2410008 PA USD 2483896 0.04 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138ELYV9 636675 PA USD 667641 0.01 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138WBSS5 864278 PA USD 901875 0.01 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140EW5C5 6369762 PA USD 6634974 0.1 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140E9JX5 4914080 PA USD 5102215 0.07 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140F76S3 4493386 PA USD 4591732 0.07 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140F8D46 1433125 PA USD 1464452 0.02 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140E7FG0 8803733 PA USD 8990080 0.13 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138WJBM9 3683121 PA USD 3816701 0.05 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140EW6Z3 2293186 PA USD 2382069 0.03 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140E12T9 6645472 PA USD 6989092 0.1 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138WGG65 2108999 PA USD 2223462 0.03 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138WJQ43 8621951 PA USD 8930867 0.13 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140FNJL9 6472997 PA USD 6741526 0.1 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140FMLM6 2730313 PA USD 2856174 0.04 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140FRAX3 4119960 PA USD 4310255 0.06 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138ERU57 1302802 PA USD 1362834 0.02 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140FP4G1 1793091 PA USD 1873143 0.03 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140E4WF0 1368918 PA USD 1442328 0.02 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138WE4D8 704905 PA USD 744834 0.01 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140GS7L0 2784943 PA USD 2876591 0.04 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138WKRE7 1207558 PA USD 1252261 0.02 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138WKRC1 1255562 PA USD 1302086 0.02 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140FQWY9 2947501 PA USD 3051719 0.04 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140FTRN3 2640780 PA USD 2730223 0.04 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140FQY27 1115833 PA USD 1156306 0.02 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140FUKP2 1090973 PA USD 1130008 0.02 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138WJBN7 7012807 PA USD 7240149 0.1 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140J6GL5 5222053 PA USD 5371267 0.08 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31418CCJ1 2045457 PA USD 2127496 0.03 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140F4A22 1405766 PA USD 1462093 0.02 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31418CBR4 1696904 PA USD 1764919 0.03 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140FHSV0 2159318 PA USD 2245310 0.03 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138WJZ43 2802675 PA USD 2913852 0.04 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3138WKRK3 6089808 PA USD 6343014 0.09 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31418CS47 6397349 PA USD 6689403 0.1 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140FFMG3 1557589 PA USD 1643195 0.02 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140GR3C6 397668 PA USD 415895 0.01 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140Q7HV2 4040256 PA USD 4245324 0.06 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140HFGR4 682781 PA USD 711571 0.01 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140HFG29 5050713 PA USD 5253738 0.08 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140H7LL9 6383960 PA USD 6673106 0.1 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31418CXP4 83816 PA USD 87205 0 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31418CS62 250577 PA USD 262502 0 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31418CXN9 4432004 PA USD 4716075 0.07 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140JLP99 1691146 PA USD 1760012 0.03 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 31418CZJ6 4271684 PA USD 4445658 0.06 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140JSZQ5 1829124 PA USD 1878171 0.03 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140JXKA5 110314 PA USD 114061 0 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3133A0FB5 15803535 PA USD 16560847 0.24 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3133KHGV2 12200945 PA USD 12071179 0.17 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3133A4PK6 22544346 PA USD 22450351 0.32 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140X6R52 17916245 PA USD 17865496 0.26 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140QEAF9 25903741 PA USD 25814092 0.37 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3133A6EC1 9573995 PA USD 9529548 0.14 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140X7D22 36568686 PA USD 36285126 0.52 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140QEBS0 22029205 PA USD 21790983 0.31 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3133A7E70 35738791 PA USD 35051014 0.5 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3133KGK23 12283415 PA USD 12143045 0.17 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3133A9ZV0 9296384 PA USD 9124414 0.13 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3133A8LC9 13426043 PA USD 13231494 0.19 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140X8KN6 18049436 PA USD 17778067 0.26 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3133ABNU0 29584406 PA USD 29145310 0.42 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3133AB2K5 19484415 PA USD 19175335 0.28 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3133ADH66 24642578 PA USD 24250587 0.35 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.5 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140XAEY4 17579936 PA USD 17303060 0.25 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140QGE94 11128946 PA USD 11026971 0.16 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140KEHY7 8986530 PA USD 8934442 0.13 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3 N N N N N N FNMA Single Family MBS 254900HROIFWPRGM1V77 3140XBRF9 21109868 PA USD 20991314 0.3 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3 N N N N N N GNMA Single Family MBS 254900HROIFWPRGM1V77 36202CCG6 1850 PA USD 2009 0 Long ABS-MBS USGA US N 2 2024-09-20 Fixed 9 N N N N N N GNMA Single Family MBS 254900HROIFWPRGM1V77 36202CG72 1348 PA USD 1488 0 Long ABS-MBS USGA US N 2 2025-06-20 Fixed 9 N N N N N N GNMA Single Family MBS 254900HROIFWPRGM1V77 36225AJM3 2345 PA USD 2384 0 Long ABS-MBS USGA US N 2 2022-06-15 Fixed 8.5 N N N N N N GNMA Single Family MBS 254900HROIFWPRGM1V77 36202CLU5 2179 PA USD 2389 0 Long ABS-MBS USGA US N 2 2025-12-20 Fixed 7.5 N N N N N N GNMA Single Family MBS 254900HROIFWPRGM1V77 36202CK77 11324 PA USD 12404 0 Long 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254900HROIFWPRGM1V77 36225BHF8 69459 PA USD 78910 0 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 7 N N N N N N GNMA Single Family MBS 254900HROIFWPRGM1V77 36225BKT4 5083 PA USD 5809 0 Long ABS-MBS USGA US N 2 2030-08-15 Fixed 7.5 N N N N N N GNMA Single Family MBS 254900HROIFWPRGM1V77 36225BKC1 12983 PA USD 14761 0 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 7.5 N N N N N N GNMA Single Family MBS 254900HROIFWPRGM1V77 36211FQZ1 2659 PA USD 3010 0 Long ABS-MBS USGA US N 2 2030-11-15 Fixed 8 N N N N N N GNMA Single Family MBS 254900HROIFWPRGM1V77 36200KKH9 78310 PA USD 88275 0 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 5.5 N N N N N N GNMA Single Family MBS 254900HROIFWPRGM1V77 36212M7L7 84309 PA USD 95578 0 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6 N N N N N N GNMA Single Family MBS 254900HROIFWPRGM1V77 36202SWK0 522491 PA USD 591337 0.01 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.5 N N N N N N GNMA Single Family MBS 254900HROIFWPRGM1V77 36200MN33 59254 PA USD 67467 0 Long ABS-MBS USGA US N 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N GNMA MF CLC / PLC 254900HROIFWPRGM1V77 3617V84Y9 1147450 PA USD 5654208 0.08 Long ABS-MBS USGA US N 2 2063-12-15 Fixed 3.05 N N N N N N GNMA MF CLC / PLC N/A N/A 1142674 PA USD 2107456 0.03 Long ABS-MBS USGA US N 2 2063-04-15 Fixed 2.98 N N N N N N GNMA MF CLC / PLC N/A N/A 552467 PA USD 859105 0.01 Long ABS-MBS USGA US N 2 2063-02-15 Fixed 2.64 N N N N N N GNMA MF PLC 254900HROIFWPRGM1V77 36181R5Z4 32104034 PA USD 33704452 0.48 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 4.25 N N N N N N GNMA MF PLC N/A N/A 17085035 PA USD 17131512 0.25 Long ABS-MBS USGA US N 2 2037-04-20 Fixed 5.25 N N N N N N GNMA MF PLC 254900HROIFWPRGM1V77 36184QBX1 2405775 PA USD 2791678 0.04 Long ABS-MBS USGA US N 2 2055-06-15 Fixed 4.45 N N N N N N GNMA MF PLC 254900HROIFWPRGM1V77 36193CAA2 4163494 PA USD 4281291 0.06 Long ABS-MBS USGA US N 2 2051-05-15 Fixed 4.1 N N N N N N GNMA MF PLC 254900HROIFWPRGM1V77 3617A45T1 14563904 PA USD 15186412 0.22 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 3.67 N N N N N N GNMA 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DUS 254900HROIFWPRGM1V77 3140HWZS4 20711078 PA USD 21983660 0.32 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 2.53 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140HXPN4 51996071 PA USD 55040475 0.79 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 2.55 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140HXXN5 7224048 PA USD 7516105 0.11 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 2.19 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140HYCN6 6513558 PA USD 6532532 0.09 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 1.94 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140HYER5 13510094 PA USD 14002971 0.2 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 2.09 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140HWJR4 9601816 PA USD 10124011 0.15 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.46 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J0CH1 4730722 PA USD 4690708 0.07 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 1.82 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J0FZ8 7803547 PA USD 7717381 0.11 Long ABS-MBS 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254900HROIFWPRGM1V77 3140J0MQ0 25715663 PA USD 25283047 0.36 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 1.22 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J0NB2 10685724 PA USD 10473371 0.15 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 1.53 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J0N30 7447814 PA USD 7325381 0.11 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 1.17 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J0PH7 8555650 PA USD 8246898 0.12 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.09 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J0PT1 10675839 PA USD 10495170 0.15 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 1.38 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J0QJ2 9146107 PA USD 9063100 0.13 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 1.76 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J0R51 21341627 PA USD 20884765 0.3 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 1.32 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J0TU4 4533767 PA USD 4408544 0.06 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 1.31 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J0UK4 1216617 PA USD 1190299 0.02 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 1.5 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J0Q37 48519966 PA USD 47006359 0.67 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 1.57 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J1DZ8 14368900 PA USD 13777861 0.2 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.16 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J1FB9 13270218 PA USD 12888283 0.18 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 1.68 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J1K80 16611136 PA USD 15851061 0.23 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 1.71 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J1K98 3346301 PA USD 3266723 0.05 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 1.77 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J15B0 27329413 PA USD 26528309 0.38 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 1.17 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J2LB0 9337083 PA USD 9240830 0.13 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 1.71 N N N N N N FNMA MF DUS N/A N/A 0 PA USD -2392514 -0.03 Long ABS-MBS USGSE US N 2 2039-12-25 Fixed 2.21 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140LAFS9 21435413 PA USD 20993318 0.3 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 1.06 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140J3CK8 12511638 PA USD 12235118 0.18 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 1.47 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140LAG90 22040524 PA USD 21929874 0.31 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 1.57 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140LBL68 24992748 PA USD 24657398 0.35 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 1.26 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140LBTF0 6259421 PA USD 6146688 0.09 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 1.74 N N N N N N FNMA MF DUS 254900HROIFWPRGM1V77 3140LBTL7 20373030 PA USD 20318566 0.29 Long ABS-MBS USGSE US N 2 2031-03-01 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