FHLMC, REMIC, Series 3798, Class AY

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327543.80000000 0.013849913354 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 6.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3927, Class PC 3137AFE73 3970000.00000000 PA USD 4874918.62000000 0.206131822666 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multifamily Structured Pass-Through Certificates, Series K088, Class A2 3137FKZZ2 8700000.00000000 PA USD 10068924.99000000 0.425756001744 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.69000000 N N N N N N 2020-03-30 JPMorgan Trust II Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer