0002000324-24-000510.txt : 20240229 0002000324-24-000510.hdr.sgml : 20240229 20240229125813 ACCESSION NUMBER: 0002000324-24-000510 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240229 DATE AS OF CHANGE: 20240229 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AFL CIO HOUSING INVESTMENT TRUST CENTRAL INDEX KEY: 0000225030 ORGANIZATION NAME: IRS NUMBER: 526220193 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03493 FILM NUMBER: 24701605 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 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254900HROIFWPRGM1V77 31306XCR2 26813.15 PA USD 26298.7 0 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31306XND1 41382.03 PA USD 40576.25 0 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31306XKM4 63987.12 PA USD 62830.34 0 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128PTSP1 689862.87 PA USD 679821.78 0.01 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31306YB75 42045.46 PA USD 41345.42 0 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MMRC9 253481.46 PA USD 248453 0 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MDRN5 633.09 PA USD 630.68 0 Long 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254900HROIFWPRGM1V77 31292HAK0 1879.51 PA USD 1964.75 0 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31292HA95 9891.6 PA USD 10253.25 0 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 7 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31293PG41 3201.99 PA USD 3303.1 0 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 7 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31292HAA2 244.99 PA USD 258.9 0 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 8 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31293T4W4 3223.87 PA USD 3321.71 0 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 7.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31292HFU3 318.14 PA USD 335.06 0 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31292HH56 387.66 PA USD 407.73 0 Long ABS-MBS USGSE US N 2 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254900HROIFWPRGM1V77 31292H4K7 178873.5 PA USD 185045.14 0 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31297B6N7 1309.28 PA USD 1357.71 0 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31297DTE8 352562.89 PA USD 366040.77 0.01 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31297DTB4 129286.55 PA USD 134280.4 0 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31297CZM5 46042.15 PA USD 46772.88 0 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31297DJN9 45823.2 PA USD 47616.33 0 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31297DAH1 16695.56 PA USD 17331.93 0 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31297F5C3 49714.58 PA USD 49950.85 0 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31297F5W9 40446.61 PA USD 42022.11 0 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31297GDF5 28457.71 PA USD 29599.14 0 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31297HLJ6 59248.76 PA USD 60961.64 0 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31297HY86 196689.77 PA USD 203145.48 0 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31297HR68 185003.82 PA USD 189978.22 0 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5 N N N N N N Federal Home Loan 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1480404.59 PA USD 1385476.31 0.02 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJYH7 457638.43 PA USD 428007.17 0.01 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WJEB3 587253.66 PA USD 549230.04 0.01 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QQHU9 404834.08 PA USD 390896.65 0.01 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QVPU9 135565.84 PA USD 130898.65 0 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QWS75 596509.7 PA USD 575041.32 0.01 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QVPP0 1457617.94 PA USD 1405158.27 0.02 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJYJ3 781657.08 PA USD 753525.24 0.01 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WDGM0 286294.58 PA USD 277064.44 0 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WECW0 874944.03 PA USD 844275.05 0.01 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QXA49 1315759.25 PA USD 1268405.07 0.02 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJU81 3039523.2 PA USD 2932980.31 0.04 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJWW6 3913807.59 PA USD 3774172.72 0.06 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJXY1 624835.23 PA USD 602347.41 0.01 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WGUH8 897213.06 PA USD 864361.6 0.01 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WJP54 758943.56 PA USD 731392.01 0.01 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WJFB2 1665927.21 PA USD 1605449.89 0.02 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132WJLF6 492949.73 PA USD 475054.42 0.01 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QS4X3 6099529.24 PA USD 5881913.29 0.09 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJX54 3896.43 PA USD 3756.2 0 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 31335AWW4 4173.41 PA USD 4023.21 0 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJ2H2 55183.36 PA USD 53162.82 0 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132QVJF9 67932.96 PA USD 65509.28 0 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3128MJ2D1 3227938.92 PA USD 3088766.33 0.05 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371E4Y8 20.45 PA USD 20.63 0 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 9 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31378FZ81 8837.57 PA USD 9116.64 0 Long ABS-MBS 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Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31385H3F7 6738.99 PA USD 7036.32 0 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31388XSQ8 5900.7 PA USD 6102.72 0 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31389F6R8 51728.82 PA USD 54064.93 0 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31385H6T4 171.8 PA USD 179.1 0 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371JSB1 5411.45 PA USD 5616.99 0 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31389NR23 49030.28 PA USD 51239.23 0 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31390FSW0 43994.3 PA USD 46167.88 0 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31390FE54 16056.15 PA USD 16801.17 0 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31385WT33 839.59 PA USD 871.78 0 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31378QDP3 17245.57 PA USD 17517.44 0 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 7 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31401NXX2 90126.45 PA USD 90351.04 0 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31403NFZ5 113327.57 PA USD 116337.33 0 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31403YNJ8 41426.99 PA USD 42394.64 0 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31404EQZ2 16497.94 PA USD 16852.09 0 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405JZK3 20283.58 PA USD 20840.52 0 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31404X3E2 179968.99 PA USD 182299.59 0 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405PAT7 87984.83 PA USD 89997.03 0 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405JA87 67602.7 PA USD 69514.5 0 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405PBS8 42661.95 PA USD 43616.69 0 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405KFN6 49086.95 PA USD 50510.44 0 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405NDX0 77511.51 PA USD 79539.45 0 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405NDA0 96173.34 PA USD 98944.37 0 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405QRG5 193602.32 PA USD 201072.95 0 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31406GMH9 88433.5 PA USD 91074.5 0 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31405TP97 21282.3 PA USD 21675.81 0 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31406S6D0 91368.83 PA USD 95043.99 0 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31406PRW1 2028.87 PA USD 2065.51 0 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407D4B8 58571.68 PA USD 59500.87 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407BTX7 93660.5 PA USD 95126.08 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407C6H5 125586.24 PA USD 129466.72 0 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407JLQ3 86567.6 PA USD 89044.58 0 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407JMM1 35436.39 PA USD 36858.24 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407G5W4 65589.9 PA USD 68158.43 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31406UKE7 59731.7 PA USD 61599.79 0 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371MER4 43622.37 PA USD 45301.35 0 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407UEN3 1482.05 PA USD 1505.57 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31407XRZ6 143910.63 PA USD 149871.87 0 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31409T5V6 23373.37 PA USD 24039.48 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371MQC4 21219.61 PA USD 21847.2 0 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31408JCJ8 3414.17 PA USD 3430.4 0 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31408W4C3 106208.35 PA USD 110312.67 0 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31408BYR3 142428.53 PA USD 148495.42 0 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31410R5U9 117512.87 PA USD 120961.77 0 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31410MDY3 265403.12 PA USD 274183.27 0 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31408ERU8 48372.48 PA USD 49809.33 0 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31409X3M9 39694.92 PA USD 41950.25 0 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412BWQ1 19355.48 PA USD 20092.88 0 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31411WGA9 48540.23 PA USD 49407.82 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412XMY7 96792.3 PA USD 101184.28 0 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31371NEU5 51625.21 PA USD 52470.43 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31411WFV4 113.96 PA USD 116.61 0 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31411X2J3 234.1 PA USD 242.26 0 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31413HJT6 8643.43 PA USD 8922.69 0 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414LZ68 173.15 PA USD 178.74 0 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31411FHZ0 2874.17 PA USD 2954.01 0 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412SGP4 5373.18 PA USD 5560.38 0 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31413DD61 5972.8 PA USD 6167.07 0 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31413UR76 6773.94 PA USD 6998.04 0 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31413YTT8 110512.16 PA USD 114304.99 0 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414AW65 51385.83 PA USD 53260.55 0 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414SYM9 18895.86 PA USD 19229.96 0 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414CU97 14436.32 PA USD 14400.75 0 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31415MET8 4909.67 PA USD 5086.73 0 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31414AHL9 13897.93 PA USD 14485.46 0 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31368HMU4 127259.26 PA USD 134019.49 0 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31416TDZ9 52646.73 PA USD 52563.73 0 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31416TED7 276360.12 PA USD 275830.2 0 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31416TE21 574732.49 PA USD 573660.38 0.01 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412UY79 950731.15 PA USD 947969.75 0.01 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31417YNE3 262143.36 PA USD 267369.95 0 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31416A4V9 25288.61 PA USD 25747.96 0 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5 N N N N N N FEDERAL 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USD 186313.87 0 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138AT4S6 1378799.55 PA USD 1306008.59 0.02 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138LX5Q8 424782.33 PA USD 391929.07 0.01 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138LQPC2 283004.69 PA USD 260748.47 0 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138LUDV4 220804.79 PA USD 203374.59 0 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138M1K31 386938.29 PA USD 358694.19 0.01 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138LWEN7 226411.64 PA USD 208385.29 0 Long ABS-MBS USGSE US N 2 2042-07-01 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254900HROIFWPRGM1V77 3138MPP58 97647.23 PA USD 92126.87 0 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31417CNL5 2412808.61 PA USD 2279235.28 0.03 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138LWDV0 27975.23 PA USD 26438.91 0 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31417CCF0 26116.35 PA USD 24672.47 0 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138EKD51 42760.8 PA USD 40392.61 0 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31417DK77 182201.78 PA USD 172008.21 0 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138EKG41 2504956.86 PA USD 2500635.56 0.04 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31417VN66 1605774.91 PA USD 1603286.92 0.02 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138X0C55 96028.42 PA USD 95709.77 0 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31412PR60 154420 PA USD 154186.78 0 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31417MZL0 177118.33 PA USD 176837.31 0 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31419AG43 696965.45 PA USD 695865.36 0.01 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138XQ5A5 1889359.49 PA USD 1821624.82 0.03 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4 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3138WJBM9 1735807.85 PA USD 1670865.9 0.03 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140EW6Z3 1427971.49 PA USD 1374992.89 0.02 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140E12T9 3846058.51 PA USD 3704569.32 0.06 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138WGG65 1244243.51 PA USD 1164270.88 0.02 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138WJQ43 5109228.43 PA USD 4914883.09 0.07 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140FNJL9 3341551.55 PA USD 3119466.69 0.05 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140FMLM6 1747421.63 PA USD 1631831.26 0.02 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140FRAX3 2272884.3 PA USD 2122535.05 0.03 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138ERU57 738193.52 PA USD 689362.68 0.01 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140FP4G1 1149713.8 PA USD 1073301.98 0.02 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140E4WF0 882318.19 PA USD 825607.98 0.01 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138WE4D8 409100.61 PA USD 383061.72 0.01 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140GS7L0 1433381.6 PA USD 1337668.83 0.02 Long ABS-MBS USGSE US 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254900HROIFWPRGM1V77 3138WJZ43 1567523.83 PA USD 1463343.69 0.02 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3138WKRK3 3030121.64 PA USD 2915808.48 0.04 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31418CS47 3501982.49 PA USD 3265952.02 0.05 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140FFMG3 1095716.7 PA USD 1085917.38 0.02 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140GR3C6 164979.79 PA USD 162834.1 0 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140Q7HV2 1922898.12 PA USD 1902095.63 0.03 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140HFGR4 388375.6 PA USD 383324.46 0.01 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140HFG29 1572741.95 PA USD 1552287.18 0.02 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140H7LL9 3213318.1 PA USD 3171526.33 0.05 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31418CXP4 36015.14 PA USD 35535.48 0 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31418CS62 114946.92 PA USD 113595.63 0 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 31418CXN9 2160152.87 PA USD 2077309.71 0.03 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140JLP99 1063048.18 PA USD 1046896.97 0.02 Long ABS-MBS 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254900HROIFWPRGM1V77 3140XDNF9 14346136.21 PA USD 12829517.21 0.2 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XDWE2 10071529.28 PA USD 9003658.12 0.14 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XB6S4 10051354.44 PA USD 8957352.96 0.14 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140QL3A2 4716389.6 PA USD 4359083 0.07 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XD3U8 22926382.55 PA USD 20388060.59 0.31 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MBCU4 11344648.67 PA USD 9745201.82 0.15 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XFJA0 43281370.9 PA USD 37179264.59 0.57 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XF4J7 23542227.5 PA USD 21071823.86 0.32 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MGDV0 12609500.01 PA USD 11571473.36 0.18 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133B5KV3 12591714.59 PA USD 11555152.05 0.18 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133KNJ79 36319683.6 PA USD 33329810.93 0.51 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XHL54 32725424.45 PA USD 31028081.04 0.47 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MWHJ8 11475977.2 PA USD 11147410.79 0.17 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MUW63 11903489.61 PA USD 11562683.18 0.18 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MSU86 25352730.99 PA USD 25147614.72 0.38 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XHVJ3 20182011.13 PA USD 19711400.94 0.3 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MRAX5 14720581.29 PA USD 13938679.95 0.21 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140MXZY3 23207160.35 PA USD 23048411.77 0.35 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DNYG2 18902576 PA USD 18915042.25 0.29 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140XJBV4 23383280.52 PA USD 22903787.65 0.35 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DN3T8 16840652.45 PA USD 16714928.56 0.25 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 3140N5Z49 18827133.4 PA USD 18280743.63 0.28 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3133BKB99 16999629.73 PA USD 16581977.73 0.25 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DQCE4 19002913.93 PA USD 18904100.68 0.29 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5 N N N N N N Federal Home Loan Mortgage Corporation 254900HROIFWPRGM1V77 3132DQFS0 24305676.25 PA USD 24179289.16 0.37 Long ABS-MBS USGSE US N 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7243.79 PA USD 7298.39 0 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36207NEN0 14505.53 PA USD 14722.38 0 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36208UYA9 9797.69 PA USD 9992.73 0 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36206DST5 1394.73 PA USD 1415.58 0 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36207FFF3 1248.95 PA USD 1267.62 0 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36207UJ74 23.63 PA USD 23.57 0 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 7.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 254900HROIFWPRGM1V77 36206AM42 2330.93 PA USD 2345.19 0 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 7.5 N 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Milano Nicholas C. Milano General Counsel