NPORT-P false 0000809707 XXXXXXXX S000006850 C000018509 C000018510 C000064441 C000133492 C000140480 Franklin Investors Securities Trust 811-04986 0000809707 549300XUGIR9DEQFV548 One Franklin Parkway San Mateo 94403-1906 650-312-2000 Franklin Low Duration U.S. Government Securities Fund S000006850 549300OAF2KY89TO9M53 2026-10-31 2026-04-30 N 381178276.14 1771061.59 379407214.55 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 18500220.60999999 USD N Bloomberg US Aggregate Government (1-3 Y) Index BM2542 FHLMC S6XOOCT0IEG5ABCC6L87 31288QBT6 1312059.87000000 PA USD 1366867.71000000 0.360264027035 Long ABS-MBS USGSE US N 2 2043-07-01 Variable 6.41900160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QEM8 1283024.88000000 PA USD 1343455.65000000 0.354093332567 Long ABS-MBS USGSE US N 2 2043-07-01 Variable 6.28999920 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QF62 3255976.68000000 PA USD 3376782.17000000 0.890015276595 Long ABS-MBS USGSE US N 2 2047-06-01 Variable 6.21799920 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QF70 2439200.70000000 PA USD 2534408.02000000 0.667991520141 Long ABS-MBS USGSE US N 2 2046-10-01 Variable 6.17400000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QGM6 1313875.28000000 PA USD 1367022.76000000 0.360304893416 Long ABS-MBS USGSE US N 2 2043-10-01 Variable 5.90100120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QGQ7 1239553.25000000 PA USD 1292652.93000000 0.340703307799 Long ABS-MBS USGSE US N 2 2044-01-01 Variable 6.28700040 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QLJ7 5266252.98000000 PA USD 5479626.02000000 1.444259837414 Long ABS-MBS USGSE US N 2 2046-07-01 Variable 6.08600160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QLK4 2866932.08000000 PA USD 3002335.42000000 0.791322701536 Long ABS-MBS USGSE US N 2 2046-11-01 Variable 6.23199960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QQJ2 3091057.38000000 PA USD 3211905.20000000 0.846558809855 Long ABS-MBS USGSE US N 2 2047-08-01 Variable 6.19499880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QQM5 3772677.24000000 PA USD 3967166.75000000 1.045622380877 Long ABS-MBS USGSE US N 2 2046-11-01 Variable 6.14400120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JMV38 652241.45000000 PA USD 675563.95000000 0.178057750114 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.06200040 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JMVS3 170076.82000000 PA USD 174273.88000000 0.045933201403 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.06300120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JNDN2 248684.34000000 PA USD 255767.85000000 0.067412489850 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.51600000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JQBR8 264538.71000000 PA USD 271774.22000000 0.071631273623 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 6.00000120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JR3X2 444812.76000000 PA USD 455252.84000000 0.119990559626 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.32800080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JR6K7 115980.84000000 PA USD 120328.82000000 0.031714953059 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 6.47499960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRFC5 644436.82000000 PA USD 666900.18000000 0.175774248465 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.13900080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRG26 61644.88000000 PA USD 63057.97000000 0.016620129397 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.83600040 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRGX8 1227092.03000000 PA USD 1268672.66000000 0.334382850759 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.31400040 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRJB3 91582.80000000 PA USD 94103.37000000 0.024802736055 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.45500160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRV37 82444.05000000 PA USD 84974.61000000 0.022396677432 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 6.59700000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LUFH4 265494.30000000 PA USD 273482.65000000 0.072081562899 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.41999880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LUK88 462424.29000000 PA USD 478851.45000000 0.126210422900 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.02700120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHK36 1187915.97000000 PA USD 1219754.97000000 0.321489661562 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.08900040 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHML4 58778.14000000 PA USD 59632.70000000 0.015717334229 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.57499960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHPT4 39232.32000000 PA USD 40175.01000000 0.010588889314 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.19499880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHWJ8 341290.96000000 PA USD 351167.31000000 0.092556835118 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.25299840 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QGFA5 94593.45000000 PA USD 96349.39000000 0.025394717418 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.62500000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QGMT6 86798.37000000 PA USD 88128.60000000 0.023227971588 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.56499880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QPKE1 144457.34000000 PA USD 148547.60000000 0.039152550163 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.56499960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QPQ21 496913.16000000 PA USD 519763.27000000 0.136993512528 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 7.06600080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QS3L8 29744.17000000 PA USD 30521.57000000 0.008044541281 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.35799960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QSAC0 783372.96000000 PA USD 806706.37000000 0.212622833479 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.73500160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QSU95 136102.64000000 PA USD 138837.92000000 0.036593379006 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.23499840 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S44P9 393155.25000000 PA USD 401414.39000000 0.105800410378 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.11200080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4A49 189062.80000000 PA USD 196788.95000000 0.051867477067 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.20300160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4EN3 95941.60000000 PA USD 97963.89000000 0.025820249653 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.81500080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4GC5 31844.52000000 PA USD 32731.73000000 0.008627071058 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.11499960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4GM3 12527.77000000 PA USD 12798.77000000 0.003373359680 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.35600160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4HF7 188703.27000000 PA USD 195625.08000000 0.051560716954 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.23599920 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4KY2 141829.90000000 PA USD 146652.96000000 0.038653181693 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.77000160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S54S0 251067.94000000 PA USD 257287.99000000 0.067813151709 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 6.31500120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5AJ3 177127.14000000 PA USD 181562.91000000 0.047854364133 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.19999920 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5DY7 373173.10000000 PA USD 382742.40000000 0.100879051668 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.14599920 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5EK6 99910.39000000 PA USD 102765.21000000 0.027085729015 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 6.42300120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5F66 196404.16000000 PA USD 200941.40000000 0.052961934379 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 5.99500080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5FP4 195491.11000000 PA USD 200524.47000000 0.052852044534 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.21200160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5FR0 266229.85000000 PA USD 273945.40000000 0.072203529478 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 6.35400000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5L51 1358819.84000000 PA USD 1409448.53000000 0.371487013411 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 6.48299880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5LE2 346743.65000000 PA USD 356556.14000000 0.093977163935 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.03100080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5QL1 241808.89000000 PA USD 251641.04000000 0.066324790449 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.03699840 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5QV9 322155.81000000 PA USD 331729.70000000 0.087433682670 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.31599840 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5QX5 201917.56000000 PA USD 209025.29000000 0.055092597605 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 6.36599880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5VZ4 148084.24000000 PA USD 152070.46000000 0.040081067035 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.07100040 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5W75 445923.89000000 PA USD 457857.67000000 0.120677112200 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.37099920 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5XQ2 388850.51000000 PA USD 406979.42000000 0.107267180062 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 6.24700080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5ZW7 3016700.05000000 PA USD 3143504.05000000 0.828530383569 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.19300080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S6AS1 266282.05000000 PA USD 275193.25000000 0.072532424120 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.21699840 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LB87 78143.92000000 PA USD 80010.91000000 0.021088399727 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.11200080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LEF8 338785.91000000 PA USD 347491.95000000 0.091588123966 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.64800120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LF34 687448.84000000 PA USD 710241.37000000 0.187197644842 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.03299880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LFK6 118647.90000000 PA USD 121266.96000000 0.031962217730 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.22500120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LKW4 336283.02000000 PA USD 346217.35000000 0.091252178852 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.09000120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LLX1 158163.18000000 PA USD 162672.79000000 0.042875513106 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.09400080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LN50 794664.61000000 PA USD 825608.09000000 0.217604741907 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.13199880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LUP8 442314.93000000 PA USD 460254.76000000 0.121308910940 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.13599840 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300M4K6 342155.50000000 PA USD 350834.81000000 0.092469198408 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.07100040 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MAA1 79708.80000000 PA USD 82920.93000000 0.021855390941 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.02300160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MAW3 131553.45000000 PA USD 134834.32000000 0.035538153948 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.21399960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MGN7 222727.25000000 PA USD 229430.47000000 0.060470771561 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.19800120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MHK2 776180.61000000 PA USD 807590.99000000 0.212855991934 Long ABS-MBS USGSE US N 2 2040-11-01 Variable 6.57799920 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MMM2 131330.75000000 PA USD 134241.99000000 0.035382034092 Long ABS-MBS USGSE US N 2 2041-11-01 Variable 6.34600080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MZH9 244810.80000000 PA USD 251478.01000000 0.066281820786 Long ABS-MBS USGSE US N 2 2040-05-01 Variable 6.45400080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MZK2 735862.52000000 PA USD 767330.30000000 0.202244520023 Long ABS-MBS USGSE US N 2 2041-10-01 Variable 6.22000080 N Y N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHA4 1431252.92400000 PA USD 1468939.16000000 0.387166902385 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWNJ8 1612423.88000000 PA USD 1622308.05000000 0.427590195385 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133Q3LF6 974103.21400000 PA USD 981334.18000000 0.258649319877 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 4.69515960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31342AZT9 56704.10000000 PA USD 57961.20000000 0.015276778558 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.24999960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31347ASU9 286962.67000000 PA USD 293995.66000000 0.077488157506 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.06999960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31347AVZ4 1249401.90000000 PA USD 1297549.65000000 0.341993931649 Long ABS-MBS USGSE US N 2 2045-05-01 Variable 6.08799960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31349SRM7 90344.43000000 PA USD 92318.72000000 0.024332357546 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.73000120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31349UH50 350919.38000000 PA USD 366732.13000000 0.096659239976 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 7.37200080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31351DEC1 2564576.48000000 PA USD 2513949.95000000 0.662599406018 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 4.13304120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 313612HK2 348.53000000 PA USD 346.41000000 0.000091302955 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 4.32399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313617NN8 162.67000000 PA USD 161.59000000 0.000042590123 Long ABS-MBS USGSE US N 2 2027-07-01 Variable 4.16700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31361HL57 83.86000000 PA USD 83.58000000 0.000022029101 Long ABS-MBS USGSE US N 2 2026-08-01 Variable 3.98999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31361ML80 68.86000000 PA USD 68.60000000 0.000018080836 Long ABS-MBS USGSE US N 2 2026-09-01 Variable 3.98999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362GM40 486.50000000 PA USD 483.75000000 0.000127501529 Long ABS-MBS USGSE US N 2 2028-01-01 Variable 4.38300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362JUN3 140.89000000 PA USD 139.52000000 0.000036773154 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 4.31499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362RD87 165.26000000 PA USD 164.45000000 0.000043343930 Long ABS-MBS USGSE US N 2 2027-11-01 Variable 4.48300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362S5F8 4.17000000 PA USD 4.13000000 0.000001088540 Long ABS-MBS USGSE US N 2 2029-01-01 Variable 4.58100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31363XDF7 15765.56000000 PA USD 15636.99000000 0.004121426636 Long ABS-MBS USGSE US N 2 2028-11-01 Variable 4.39999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5DN2 2850649.65000000 PA USD 2822238.08000000 0.743854616298 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 4.18304160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5EY7 1128343.34000000 PA USD 1108563.82000000 0.292183115525 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 4.20963840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B6LC5 4330851.25000000 PA USD 4286060.29000000 1.129672849021 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 4.18304160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBGN6 2298044.02200000 PA USD 2281400.44000000 0.601306552039 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 4.23303840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFFR9 6585133.39700000 PA USD 6549744.23000000 1.726309879944 Long ABS-MBS USGSE US N 2 2061-03-25 Floating 3.86856000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BHC80 3394980.20000000 PA USD 3313640.55000000 0.873373099647 Long ABS-MBS USGSE US N 2 2045-06-25 Floating 3.86856000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BHPA1 3402435.60000000 PA USD 3408192.52000000 0.898294072779 Long ABS-MBS USGSE US N 2 2061-06-25 Floating 3.86856000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BUBH2 1987815.60000000 PA USD 2006149.42000000 0.528758901535 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 4.64515920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BUCU2 575589.48400000 PA USD 581246.78000000 0.153198662995 Long ABS-MBS USGSE US N 2 2053-12-25 Floating 4.79516040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BUQG8 1722987.09000000 PA USD 1735096.59000000 0.457317763990 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 4.59515880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWSC1 1775139.58000000 PA USD 1791262.46000000 0.472121349122 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 4.74516000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWY59 1786549.02000000 PA USD 1804731.09000000 0.475671263167 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.74516000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31370Q6L8 73302.02000000 PA USD 72689.75000000 0.019158768524 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 4.05399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371L4X4 3429.48000000 PA USD 3514.63000000 0.000926347698 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MAV9 5574.40000000 PA USD 5697.56000000 0.001501700490 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MB89 49453.88000000 PA USD 50714.32000000 0.013366725263 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.94000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MFY8 51342.16000000 PA USD 52994.63000000 0.013967744409 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.47700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373CSC2 2977043.31000000 PA USD 2950477.16000000 0.777654469090 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.23600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373KHS1 6152.28000000 PA USD 6104.38000000 0.001608925651 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 4.59600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373KHT9 175343.06000000 PA USD 172267.85000000 0.045404473977 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 3.98999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374GEW3 885.04000000 PA USD 886.94000000 0.000233769935 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 5.73199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374GRC3 3740.74000000 PA USD 3703.75000000 0.000976193877 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.28699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374T2E8 31934.49000000 PA USD 31334.72000000 0.008258862456 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.27299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374TYQ6 5493.17000000 PA USD 5552.93000000 0.001463580497 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375VEU3 254.07000000 PA USD 253.68000000 0.000066862197 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.19999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376JNW5 3072.50000000 PA USD 3162.08000000 0.000833426429 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.30699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378C4V1 993.04000000 PA USD 987.45000000 0.000260261260 Long ABS-MBS USGSE US N 2 2027-07-01 Variable 4.07599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378FEF8 191.51000000 PA USD 191.29000000 0.000050418124 Long ABS-MBS USGSE US N 2 2027-06-01 Variable 6.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378FMK8 891.75000000 PA USD 884.50000000 0.000233126826 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 3.56400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378QJU6 1064.91000000 PA USD 1095.64000000 0.000288776796 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 5.82500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378VKP4 833.04000000 PA USD 834.16000000 0.000219858760 Long ABS-MBS USGSE US N 2 2027-06-01 Variable 5.61499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LCG4 4899.31000000 PA USD 4916.63000000 0.001295871509 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 5.86400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379MDU0 4213.57000000 PA USD 4362.78000000 0.001149893790 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.30799920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AUFV6 1219006.13600000 PA USD 1206046.88000000 0.317876633271 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 4.17304080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B1TL6 1121957.95100000 PA USD 1082620.31000000 0.285345209179 Long ABS-MBS USGSE US N 2 2037-09-15 Floating 4.08304080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B34M7 874400.31400000 PA USD 852412.82000000 0.224669639192 Long ABS-MBS USGSE US N 2 2040-02-15 Floating 4.08304080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F5MJ5 2512023.40000000 PA USD 2476191.40000000 0.652647420776 Long ABS-MBS USGSE US N 2 2043-03-15 Floating 4.13304120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBCF1 2357246.15600000 PA USD 2329097.34000000 0.613877978773 Long ABS-MBS USGSE US N 2 2038-08-15 Floating 4.13304120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FM2A9 4041938.46200000 PA USD 4091290.93000000 1.078337673376 Long ABS-MBS USGSE US N 2 2042-07-15 Floating 4.18304160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMQG0 4250218.07000000 PA USD 4195720.50000000 1.105862076180 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 4.18304160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNJT8 5761048.25000000 PA USD 5695117.66000000 1.501056764762 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 4.18304160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUKP8 3594737.16400000 PA USD 3530465.78000000 0.930521520047 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 4.13304120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUN26 2860640.94700000 PA USD 2823744.97000000 0.744251785867 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 4.13304120 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBBP8 1794713.34000000 PA USD 1798536.08000000 0.474038450252 Long ABS-MBS USGSE US N 2 2030-10-25 Floating 4.35220920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HDPJ3 2724155.97000000 PA USD 2740686.69000000 0.722360193717 Long ABS-MBS USGSE US N 2 2034-04-25 Floating 4.23221040 N N N N N N FHLMC, Multifamily Structured Pass-Through Certificates S6XOOCT0IEG5ABCC6L87 3137HHUV1 3436237.39000000 PA USD 3435458.05000000 0.905480422683 Long ABS-MBS USGSE US N 2 2034-10-25 Floating 4.22220960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HKGL2 1305723.13300000 PA USD 1316640.15000000 0.347025596643 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.79516040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HLBG6 1688150.09400000 PA USD 1707472.66000000 0.450036950938 Long ABS-MBS USGSE US N 2 2055-05-25 Floating 4.79516040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HMN89 1675916.31000000 PA USD 1691424.23000000 0.445807081451 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.74516000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JFR8 28621.41000000 PA USD 28488.70000000 0.007508739662 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.78599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JN24 7236.01000000 PA USD 7212.15000000 0.001900899541 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.69199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JNU2 19791.04000000 PA USD 19714.86000000 0.005196226967 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.42499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JRV6 116040.50000000 PA USD 116949.77000000 0.030824340053 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.07799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JU75 556450.88000000 PA USD 562348.89000000 0.148217764036 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.39100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384KZR0 1148.87000000 PA USD 1163.30000000 0.000306609878 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 6.25500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384V7B2 12.63000000 PA USD 12.65000000 0.000003334148 Long ABS-MBS USGSE US N 2 2030-03-01 Variable 5.61999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384V7K2 4829.76000000 PA USD 4823.70000000 0.001271378037 Long ABS-MBS USGSE US N 2 2040-10-01 Variable 5.19900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VBF8 4637.46000000 PA USD 4635.88000000 0.001221874498 Long ABS-MBS USGSE US N 2 2027-05-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VJ60 107.08000000 PA USD 107.53000000 0.000028341580 Long ABS-MBS USGSE US N 2 2028-07-01 Variable 6.44500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VSV5 23044.72000000 PA USD 22608.33000000 0.005958856113 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.19299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VYA4 38.12000000 PA USD 38.31000000 0.000010097330 Long ABS-MBS USGSE US N 2 2028-10-01 Variable 6.24600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385H4F6 2633.05000000 PA USD 2684.42000000 0.000707530035 Long ABS-MBS USGSE US N 2 2040-07-01 Variable 6.25299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385H5Y4 22330.50000000 PA USD 22779.15000000 0.006003878979 Long ABS-MBS USGSE US N 2 2032-01-01 Variable 6.03000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HFW7 7688.65000000 PA USD 7677.53000000 0.002023559306 Long ABS-MBS USGSE US N 2 2030-02-01 Variable 6.00699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HJT0 1807.70000000 PA USD 1809.09000000 0.000476820136 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 4.97400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HKE1 324281.03000000 PA USD 321880.82000000 0.084837822702 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.59200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HN32 456.75000000 PA USD 451.73000000 0.000119062048 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.58200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HU59 2065.93000000 PA USD 2042.72000000 0.000538397774 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.32200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HUF7 51.30000000 PA USD 51.48000000 0.000013568534 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.33999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HUG5 2487.63000000 PA USD 2503.09000000 0.000659737059 Long ABS-MBS USGSE US N 2 2029-02-01 Variable 6.45099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JFR4 8305.33000000 PA USD 8446.98000000 0.002226362513 Long ABS-MBS USGSE US N 2 2032-02-01 Variable 5.88600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JLV8 4032.00000000 PA USD 4117.04000000 0.001085124331 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 6.23300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JN87 24578.15000000 PA USD 24924.25000000 0.006569260953 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 6.14000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JPQ5 21839.40000000 PA USD 21954.26000000 0.005786463503 Long ABS-MBS USGSE US N 2 2028-08-01 Variable 6.17299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385W6E4 154.45000000 PA USD 156.78000000 0.000041322356 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 5.91000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WTF6 19041.24000000 PA USD 19143.98000000 0.005045760667 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.31599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WUW7 3269.05000000 PA USD 3323.97000000 0.000876095622 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 5.89399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WVC0 504.12000000 PA USD 504.03000000 0.000132846709 Long ABS-MBS USGSE US N 2 2027-09-01 Variable 5.34800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WXE4 17930.57000000 PA USD 18326.45000000 0.004830285059 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.83499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WYA1 20949.93000000 PA USD 21118.04000000 0.005566061790 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 5.97899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZK8 13063.32000000 PA USD 13343.15000000 0.003516841401 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.78000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZW2 1066.31000000 PA USD 1083.02000000 0.000285450555 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.10099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZZ5 51925.87000000 PA USD 52351.21000000 0.013798158809 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 5.39600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XCP0 45.71000000 PA USD 45.20000000 0.000011913321 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.50600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XEK9 13567.56000000 PA USD 13840.56000000 0.003647943283 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.76500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XFF9 5200.50000000 PA USD 5287.74000000 0.001393684620 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.72900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XHB6 13.68000000 PA USD 13.66000000 0.000003600353 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.60999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XJS7 5346.01000000 PA USD 5468.18000000 0.001441243020 Long ABS-MBS USGSE US N 2 2040-01-01 Variable 6.01599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XK48 31064.70000000 PA USD 31592.58000000 0.008326826372 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.68400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XK63 7874.63000000 PA USD 8023.56000000 0.002114762105 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.48499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XLL9 12809.44000000 PA USD 12985.19000000 0.003422494223 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.37300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XMD6 2669.11000000 PA USD 2728.17000000 0.000719061181 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.27400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XP43 57.88000000 PA USD 58.17000000 0.000015331811 Long ABS-MBS USGSE US N 2 2030-08-01 Variable 6.40500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XP84 1080.29000000 PA USD 1094.68000000 0.000288523770 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.89799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XSJ7 1096.71000000 PA USD 1090.49000000 0.000287419415 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.43499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XSL2 3335.70000000 PA USD 3406.01000000 0.000897718828 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.14700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XSY4 6056.63000000 PA USD 6112.28000000 0.001611007847 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.37300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XUH8 1922.79000000 PA USD 1967.90000000 0.000518677538 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.17699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XUU9 889.91000000 PA USD 887.42000000 0.000233896448 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 4.84499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y2D6 29648.56000000 PA USD 30064.88000000 0.007924171931 Long ABS-MBS USGSE US N 2 2040-06-01 Variable 5.19900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y2E4 19175.26000000 PA USD 19273.57000000 0.005079916580 Long ABS-MBS USGSE US N 2 2040-06-01 Variable 5.19900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y6D2 25556.37000000 PA USD 25808.44000000 0.006802306073 Long ABS-MBS USGSE US N 2 2030-11-01 Variable 5.70700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385YEG6 2951.69000000 PA USD 2955.82000000 0.000779062676 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 6.27699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386C3H3 29600.58000000 PA USD 29590.79000000 0.007799216479 Long ABS-MBS USGSE US N 2 2040-09-01 Variable 5.19900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386C3W0 15857.70000000 PA USD 15969.89000000 0.004209168773 Long ABS-MBS USGSE US N 2 2040-09-01 Variable 5.19900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386CXW7 420.59000000 PA USD 422.39000000 0.000111328932 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 6.38499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386G6N8 2841.44000000 PA USD 2862.06000000 0.000754350442 Long ABS-MBS USGSE US N 2 2040-11-01 Variable 5.19900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386G7J6 4732.01000000 PA USD 4732.97000000 0.001247464417 Long ABS-MBS USGSE US N 2 2040-11-01 Variable 4.97400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386M2G4 2136.34000000 PA USD 2171.40000000 0.000572313840 Long ABS-MBS USGSE US N 2 2030-09-01 Variable 6.07799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386M2Y5 2705.47000000 PA USD 2746.58000000 0.000723913487 Long ABS-MBS USGSE US N 2 2030-08-01 Variable 6.12000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386MLW8 2293.51000000 PA USD 2302.45000000 0.000606854564 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 5.19900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386QD99 152690.85000000 PA USD 152935.49000000 0.040309062172 Long ABS-MBS USGSE US N 2 2041-01-01 Variable 5.19900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386TRN7 1686.92000000 PA USD 1682.12000000 0.000443354774 Long ABS-MBS USGSE US N 2 2041-02-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387MAU3 70008.20000000 PA USD 70935.64000000 0.018696439413 Long ABS-MBS USGSE US N 2 2031-04-01 Variable 5.89500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387TZK3 241.05000000 PA USD 240.34000000 0.000063346186 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 6.76500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387UEK3 12.09000000 PA USD 12.20000000 0.000003215542 Long ABS-MBS USGSE US N 2 2030-12-01 Variable 7.25799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388G7J4 18384.13000000 PA USD 18709.11000000 0.004931142393 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388JK53 5233.80000000 PA USD 5285.77000000 0.001393165389 Long ABS-MBS USGSE US N 2 2031-09-01 Variable 6.15899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388K2K7 11310.86000000 PA USD 11529.26000000 0.003038756132 Long ABS-MBS USGSE US N 2 2031-09-01 Variable 6.14499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388NR99 4241.12000000 PA USD 4277.00000000 0.001127284836 Long ABS-MBS USGSE US N 2 2030-03-01 Variable 5.84499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388RPD3 73175.69000000 PA USD 74448.47000000 0.019622312688 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.45000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388X3J1 3932.39000000 PA USD 3922.28000000 0.001033791622 Long ABS-MBS USGSE US N 2 2029-04-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388XVV3 192611.33000000 PA USD 191102.92000000 0.050368815528 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 3.98999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AY80 5449.63000000 PA USD 5342.60000000 0.001408144019 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 4.10799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZ22 1350.96000000 PA USD 1339.74000000 0.000353114002 Long ABS-MBS USGSE US N 2 2027-11-01 Variable 4.94899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZ30 2993.58000000 PA USD 2973.86000000 0.000783817462 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 4.56800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZ55 1106.33000000 PA USD 1105.20000000 0.000291296516 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 4.94899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZN6 2598.39000000 PA USD 2580.37000000 0.000680105675 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 3.99399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZX4 3217.07000000 PA USD 3194.45000000 0.000841958159 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 4.80499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZY2 25210.09000000 PA USD 24560.79000000 0.006473464145 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.08600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389CYT0 8192.62000000 PA USD 8269.55000000 0.002179597456 Long ABS-MBS USGSE US N 2 2032-01-01 Variable 5.54000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389HEY0 4745.83000000 PA USD 4836.93000000 0.001274865056 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 5.82500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389PVL1 82504.77000000 PA USD 83291.01000000 0.021952932576 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 5.41500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389TGC0 68316.99000000 PA USD 70008.46000000 0.018452063459 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 6.06899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389TR46 972.03000000 PA USD 987.88000000 0.000260374595 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389VAQ0 16860.20000000 PA USD 17167.45000000 0.004524808528 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 5.91000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EG7K4 474537.11000000 PA USD 487155.18000000 0.128399029148 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.32199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGBF0 59836.20000000 PA USD 61981.42000000 0.016336384133 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.14000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGEG5 35740.47000000 PA USD 36954.32000000 0.009740015103 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.09699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGEH3 1092824.46000000 PA USD 1125155.86000000 0.296556263784 Long ABS-MBS USGSE US N 2 2039-01-01 Variable 5.97800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGJB1 95639.85000000 PA USD 98031.25000000 0.025838003664 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.30900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGL93 139008.39000000 PA USD 143107.17000000 0.037718621183 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.39699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGR63 390830.87000000 PA USD 402360.60000000 0.106049802051 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.10400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGSW5 620732.33000000 PA USD 637369.21000000 0.167990798687 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.95599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGV68 48475.60000000 PA USD 49773.11000000 0.013118651436 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.83899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EH7E6 33548.48000000 PA USD 33937.05000000 0.008944756108 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.64199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHDZ2 272698.34000000 PA USD 279519.92000000 0.073672800431 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.04800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHG55 19520.76000000 PA USD 20170.13000000 0.005316222050 Long ABS-MBS USGSE US N 2 2041-11-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHJB9 42597.76000000 PA USD 44376.86000000 0.011696366937 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.90000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHVA7 28138.30000000 PA USD 29092.35000000 0.007667843120 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 6.13100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHVL3 38782.37000000 PA USD 39401.30000000 0.010384963303 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 5.61499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHZ70 32335.61000000 PA USD 32967.70000000 0.008689265447 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.65800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJDL9 577508.57000000 PA USD 596612.46000000 0.157248580712 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 6.11300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJJ66 2869.35000000 PA USD 2933.74000000 0.000773243071 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.15099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJN20 98781.56000000 PA USD 101318.25000000 0.026704355139 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.53399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJPA0 252250.03000000 PA USD 258270.25000000 0.068072045046 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 5.89799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJZS0 702166.40000000 PA USD 728779.98000000 0.192083848712 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.03799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EK6B6 494116.88000000 PA USD 509384.83000000 0.134258076933 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 6.15800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKTS4 37457.03000000 PA USD 38617.49000000 0.010178375244 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 6.35799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELR88 649090.24000000 PA USD 673320.01000000 0.177466316975 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.09000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELXF5 159376.82000000 PA USD 162025.50000000 0.042704907494 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.60300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EM2J9 847141.61000000 PA USD 874510.13000000 0.230493806249 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 5.88099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EMA43 393189.12000000 PA USD 409992.75000000 0.108061400594 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 5.98799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENA82 192549.52000000 PA USD 196395.00000000 0.051763644039 Long ABS-MBS USGSE US N 2 2042-01-01 Variable 6.14700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPR63 302631.66000000 PA USD 310026.04000000 0.081713269571 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 5.97600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ5S7 453446.75000000 PA USD 468751.43000000 0.123548370200 Long ABS-MBS USGSE US N 2 2042-07-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQBQ4 65470.60000000 PA USD 68167.20000000 0.017966764306 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.11100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQJX1 206136.18000000 PA USD 214684.60000000 0.056584216579 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 6.37599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQTE2 248161.45000000 PA USD 257084.12000000 0.067759417886 Long ABS-MBS USGSE US N 2 2040-03-01 Variable 6.21699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERS68 130576.96000000 PA USD 133959.85000000 0.035307670719 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 5.96400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ESAN8 1818963.96000000 PA USD 1891897.88000000 0.498645731406 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 6.20600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETM29 2978424.16000000 PA USD 3100235.69000000 0.817126182926 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.11200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138YBWH2 61221.27000000 PA USD 63110.55000000 0.016633987857 Long ABS-MBS USGSE US N 2 2045-04-01 Variable 5.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390AHA1 6509.36000000 PA USD 6635.53000000 0.001748920354 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 5.77000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390CLB0 603.57000000 PA USD 615.45000000 0.000162213573 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 5.77000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390K5E4 64165.48000000 PA USD 64872.41000000 0.017098359628 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 5.64500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390NJT0 1863.97000000 PA USD 1867.12000000 0.000492115049 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 4.92400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390PQW0 5518.44000000 PA USD 5643.13000000 0.001487354426 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 5.82999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390RZZ9 644.58000000 PA USD 659.58000000 0.000173844875 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.14999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390S3K5 2149.00000000 PA USD 2166.74000000 0.000571085608 Long ABS-MBS USGSE US N 2 2032-05-01 Variable 5.47999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390UMX1 1494.77000000 PA USD 1534.32000000 0.000404399268 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.28999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390W7E6 12826.32000000 PA USD 13129.61000000 0.003460558865 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.05900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WQV7 29377.84000000 PA USD 29719.10000000 0.007833035024 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.41299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WQX3 39237.50000000 PA USD 40303.73000000 0.010622815922 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.39799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WRA2 6492.60000000 PA USD 6568.61000000 0.001731282313 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.53200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WTK8 3034.04000000 PA USD 3067.94000000 0.000808614038 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.41299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391A7F0 1026.20000000 PA USD 1045.75000000 0.000275627336 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 6.43700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391BC39 3166.09000000 PA USD 3230.01000000 0.000851330674 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 6.24600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391EUJ8 7241.62000000 PA USD 7397.77000000 0.001949823228 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 6.24600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FFE3 12166.22000000 PA USD 12134.78000000 0.003198352465 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 4.64000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FFF0 3440.35000000 PA USD 3439.51000000 0.000906548391 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 5.26500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FPC6 21.17000000 PA USD 21.36000000 0.000005629834 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 6.33999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391JKL3 4988.97000000 PA USD 5101.45000000 0.001344584342 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 5.93700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391KQN0 513.18000000 PA USD 523.90000000 0.000138083826 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391LSJ5 144350.76000000 PA USD 145721.38000000 0.038407646036 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 5.18299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391MCM3 15637.29000000 PA USD 15835.13000000 0.004173650208 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.41900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391MDC4 53123.64000000 PA USD 53673.54000000 0.014146684074 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 5.41500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391MQR7 126316.92000000 PA USD 127853.55000000 0.033698239015 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.53799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391NM40 1094.27000000 PA USD 1117.30000000 0.000294485702 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.02700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391QW34 1118.62000000 PA USD 1142.97000000 0.000301251519 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 5.79999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391QWB6 5340.79000000 PA USD 5454.04000000 0.001437516154 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.00999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391RTQ5 96077.22000000 PA USD 98932.81000000 0.026075626979 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 7.18800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391RTR3 11555.11000000 PA USD 11830.12000000 0.003118053517 Long ABS-MBS USGSE US N 2 2032-08-01 Variable 6.27999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391RYS5 12262.45000000 PA USD 12349.05000000 0.003254827406 Long ABS-MBS USGSE US N 2 2031-02-01 Variable 5.64500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391S6L9 4283.36000000 PA USD 4345.43000000 0.001145320867 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 5.61999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SGL8 10304.38000000 PA USD 10538.31000000 0.002777572380 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.83999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SHX1 832.64000000 PA USD 851.36000000 0.000224392148 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 5.91500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SJH4 691.90000000 PA USD 708.69000000 0.000186788751 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 5.91500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SJK7 170.00000000 PA USD 174.08000000 0.000045882100 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 5.91500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SSV3 159.90000000 PA USD 162.54000000 0.000042840513 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SSW1 1820.90000000 PA USD 1852.85000000 0.000488353918 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 5.62100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391T4G0 2761.74000000 PA USD 2820.03000000 0.000743272634 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.10200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391TU30 18068.16000000 PA USD 18348.29000000 0.004836041407 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 5.89600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391TZ50 10745.53000000 PA USD 10942.94000000 0.002884220325 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.01200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391UD69 125695.52000000 PA USD 127776.03000000 0.033677807142 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.96999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391UJV8 7094.43000000 PA USD 7238.89000000 0.001907947377 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.05999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391XEH8 75393.47000000 PA USD 76892.60000000 0.020266509716 Long ABS-MBS USGSE US N 2 2032-08-01 Variable 6.45199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391XH93 20113.11000000 PA USD 20298.17000000 0.005349969431 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 5.46599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AM96 44380.30000000 PA USD 44964.12000000 0.011851150498 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.57399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AMD7 20444.93000000 PA USD 20885.62000000 0.005504803071 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.79700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AMQ8 1390.18000000 PA USD 1414.54000000 0.000372828967 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AMS4 18141.76000000 PA USD 18387.04000000 0.004846254708 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.50000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ANG9 7412.12000000 PA USD 7540.03000000 0.001987318561 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.62399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ANT1 1288.31000000 PA USD 1310.89000000 0.000345510035 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 5.62899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AP77 3149.85000000 PA USD 3211.95000000 0.000846570617 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 5.74899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ARQ3 50.17000000 PA USD 51.15000000 0.000013481557 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.62399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ARR1 9409.08000000 PA USD 9624.00000000 0.002536588559 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.66100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400BWB8 5630.84000000 PA USD 5737.87000000 0.001512324958 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 5.83099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400BWF9 3252.14000000 PA USD 3320.87000000 0.000875278558 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 5.94100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400FEQ6 45526.17000000 PA USD 46670.00000000 0.012300767673 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400H5W9 23309.96000000 PA USD 23796.98000000 0.006272147467 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 5.46500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400JMH9 3690.37000000 PA USD 3771.01000000 0.000993921532 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.62399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400KQZ2 5024.24000000 PA USD 5064.38000000 0.001334813837 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.16899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400PAT2 90954.80000000 PA USD 92589.77000000 0.024403797937 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 5.89500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400Q2Z5 1923.70000000 PA USD 1966.83000000 0.000518395519 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 5.78999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QTZ6 4874.95000000 PA USD 4945.25000000 0.001303414856 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 5.58799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QX32 1628.16000000 PA USD 1650.14000000 0.000434925836 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.65800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QZ48 568.77000000 PA USD 579.45000000 0.000152725087 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.93300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400RDY4 2319.90000000 PA USD 2350.93000000 0.000619632392 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 5.76000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400RT76 3890.30000000 PA USD 3968.58000000 0.001045994869 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.69800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SJK6 6990.82000000 PA USD 7150.53000000 0.001884658416 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.76799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SJL4 39904.05000000 PA USD 40885.95000000 0.010776271096 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.77299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SXU8 18496.35000000 PA USD 18910.15000000 0.004984130315 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.71500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400U3Z5 20232.65000000 PA USD 20751.11000000 0.005469350398 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 5.75100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400VP89 164.81000000 PA USD 164.79000000 0.000043433544 Long ABS-MBS USGSE US N 2 2028-03-01 Variable 5.38599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400WEN6 2040.65000000 PA USD 2099.37000000 0.000553328961 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.08500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400WR77 15219.85000000 PA USD 15470.15000000 0.004077452775 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.56700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400XZG6 3039.25000000 PA USD 3091.17000000 0.000814736747 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.76000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400YA22 23629.20000000 PA USD 24031.19000000 0.006333877975 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.78599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400YDJ2 27242.67000000 PA USD 28301.42000000 0.007459378450 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.84500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401BX83 4140.28000000 PA USD 4217.08000000 0.001111491779 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.32800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401BYD1 10878.70000000 PA USD 11091.47000000 0.002923368237 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.07799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CAQ6 16052.33000000 PA USD 16226.57000000 0.004276821678 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.57100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CP31 3388.63000000 PA USD 3449.16000000 0.000909091832 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.35600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CR21 502.91000000 PA USD 513.58000000 0.000135363793 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.10200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CU76 4215.76000000 PA USD 4269.14000000 0.001125213184 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.37800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CV83 2899.37000000 PA USD 2952.57000000 0.000778206076 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.40299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CXK4 3206.13000000 PA USD 3270.67000000 0.000862047392 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.38700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CXL2 4248.06000000 PA USD 4332.56000000 0.001141928733 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.03299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401D3F6 3536.99000000 PA USD 3627.95000000 0.000956215343 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.28999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401D6G1 3035.53000000 PA USD 3097.44000000 0.000816389325 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.65200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401DMN8 6340.17000000 PA USD 6488.69000000 0.001710217874 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.77299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401EWC9 12085.31000000 PA USD 12236.93000000 0.003225276043 Long ABS-MBS USGSE US N 2 2031-01-01 Variable 6.16299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401G4N1 14864.76000000 PA USD 15126.01000000 0.003986748121 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.89500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401G4Z4 15029.76000000 PA USD 15302.09000000 0.004033157360 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.64099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401G5B6 47158.99000000 PA USD 47754.72000000 0.012586666296 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.51000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401GY24 40357.78000000 PA USD 41029.70000000 0.010814159147 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.53700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401GYR9 5050.02000000 PA USD 5129.62000000 0.001352009082 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.68000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401H6Q0 938.25000000 PA USD 955.53000000 0.000251848136 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.13500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401HJF0 12803.49000000 PA USD 13047.43000000 0.003438898760 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.68500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401HVK5 12384.89000000 PA USD 12579.30000000 0.003315514180 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.19499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KL29 18803.06000000 PA USD 19325.87000000 0.005093701242 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.26100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KMH5 17584.18000000 PA USD 18026.77000000 0.004751298686 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KSS5 48109.91000000 PA USD 49362.92000000 0.013010538046 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.28700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401L4L4 724.05000000 PA USD 737.63000000 0.000194416440 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.66899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401L5Z2 42089.70000000 PA USD 43090.83000000 0.011357409228 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.07299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401MHB0 1238.12000000 PA USD 1268.07000000 0.000334224008 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.28700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401MUQ2 12266.04000000 PA USD 12476.04000000 0.003288298040 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.58000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401PEH3 179581.50000000 PA USD 182271.46000000 0.048041115985 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.54500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401PEJ9 12212.48000000 PA USD 12389.35000000 0.003265449238 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.54500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401PFA7 48960.41000000 PA USD 49285.36000000 0.012990095630 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.22500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401Y3J2 61937.63000000 PA USD 63653.42000000 0.016777071589 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.39299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401Y6N0 11532.76000000 PA USD 11840.21000000 0.003120712929 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.39299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401YYL3 27016.02000000 PA USD 27717.92000000 0.007305585907 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.32900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402A4W3 1698.16000000 PA USD 1736.26000000 0.000457624402 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.12299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402A5N2 25580.39000000 PA USD 26166.82000000 0.006896763950 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.50000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402A5X0 30926.91000000 PA USD 31573.83000000 0.008321884452 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.80299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402BSQ8 595.11000000 PA USD 610.43000000 0.000160890456 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.28700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402BTK0 10870.38000000 PA USD 11118.38000000 0.002930460880 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.13500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C2J0 594.25000000 PA USD 608.32000000 0.000160334325 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 5.99100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C2S0 21100.06000000 PA USD 21503.67000000 0.005667701924 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.73300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C3F7 21248.89000000 PA USD 21609.95000000 0.005695714043 Long ABS-MBS USGSE US N 2 2030-09-01 Variable 6.07799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C5W8 2077.81000000 PA USD 2117.92000000 0.000558218167 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.25799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C5X6 30697.52000000 PA USD 31100.60000000 0.008197155670 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.29599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C6L1 127127.01000000 PA USD 131044.13000000 0.034539177162 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.24999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C6N7 4504.82000000 PA USD 4550.26000000 0.001199307716 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.34600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CQF2 325.15000000 PA USD 329.62000000 0.000086877631 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 5.76900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CQG0 562.05000000 PA USD 570.69000000 0.000150416222 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 5.78400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CR61 1353.83000000 PA USD 1390.31000000 0.000366442689 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.04500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CRK0 853.97000000 PA USD 864.66000000 0.000227897616 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.50299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CSA1 364.10000000 PA USD 372.21000000 0.000098103036 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 5.93700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CVF6 29808.76000000 PA USD 30722.66000000 0.008097542382 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.18900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CW32 109417.33000000 PA USD 110683.77000000 0.029172816371 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 5.31399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CWB4 151985.63000000 PA USD 155855.64000000 0.041078723340 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.38499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CWE8 28555.59000000 PA USD 29267.49000000 0.007714004604 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 5.94699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CXQ0 482.27000000 PA USD 491.37000000 0.000129509925 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.31900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402D4C1 7428.89000000 PA USD 7521.09000000 0.001982326564 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.02600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DB25 4568.25000000 PA USD 4693.08000000 0.001236950648 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 5.92499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DBW9 784.72000000 PA USD 790.54000000 0.000208361878 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.98799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DEL0 2015.60000000 PA USD 2062.21000000 0.000543534735 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.32099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DFN5 235884.28000000 PA USD 240797.92000000 0.063466879586 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.10499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHF0 3284.55000000 PA USD 3349.85000000 0.000882916790 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.14900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHG8 14108.94000000 PA USD 14291.37000000 0.003766762847 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.50500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHL7 63664.32000000 PA USD 64925.17000000 0.017112265531 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.85299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHN3 25136.80000000 PA USD 25520.26000000 0.006726350744 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.64900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHR4 1438.99000000 PA USD 1474.73000000 0.000388693188 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.32700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DKQ2 3894.31000000 PA USD 3986.57000000 0.001050736477 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.27699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DKW9 34768.56000000 PA USD 35658.86000000 0.009398571938 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.18400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DLW8 9074.63000000 PA USD 9225.39000000 0.002431527300 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 5.85600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DM98 1236.03000000 PA USD 1262.71000000 0.000332811278 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.27900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DMC1 901.38000000 PA USD 916.84000000 0.000241650649 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.40500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DMF4 3566.59000000 PA USD 3647.87000000 0.000961465639 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.10599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DNA4 680.89000000 PA USD 698.59000000 0.000184126704 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.32900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DNC0 102.76000000 PA USD 104.83000000 0.000027629943 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.65200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DQR4 738.76000000 PA USD 761.87000000 0.000200805353 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.17199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DQT0 2239.74000000 PA USD 2289.81000000 0.000603523051 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.97999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DSC5 8122.91000000 PA USD 8337.70000000 0.002197559687 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.37200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DSD3 56248.71000000 PA USD 56572.37000000 0.014910725951 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.06100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402EM39 13215.43000000 PA USD 13421.22000000 0.003537418237 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.79999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402EM70 3955.53000000 PA USD 3987.08000000 0.001050870897 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.13599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402ENR5 15691.82000000 PA USD 16119.42000000 0.004248580254 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.26500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G6M0 9450.84000000 PA USD 9686.57000000 0.002553080075 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G6P3 8740.72000000 PA USD 8959.58000000 0.002361468010 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G7A5 362.05000000 PA USD 371.22000000 0.000097842103 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.33999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G7D9 11115.76000000 PA USD 11388.80000000 0.003001735223 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.26600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HAL5 15770.91000000 PA USD 16233.76000000 0.004278716739 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.46499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HAQ4 984.08000000 PA USD 1008.98000000 0.000265935902 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.33999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HBG5 73083.70000000 PA USD 75368.44000000 0.019864788309 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 6.06399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HBN0 61402.32000000 PA USD 63021.71000000 0.016610572383 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 5.83999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402J4L8 58960.45000000 PA USD 60378.72000000 0.015913962013 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.46300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402JBV8 4938.48000000 PA USD 4928.04000000 0.001298878832 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.96299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402JXS1 1638.52000000 PA USD 1676.09000000 0.000441765452 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.40299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402JXU6 17951.24200000 PA USD 18348.86000000 0.004836191642 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.36300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402KR48 2680.91000000 PA USD 2754.90000000 0.000726106382 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.40500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402KU28 1485.38000000 PA USD 1522.06000000 0.000401167911 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.27999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402LGC0 103279.90000000 PA USD 104865.12000000 0.027639200304 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.53899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402LLN0 23870.87000000 PA USD 24455.20000000 0.006445633889 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.20100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402M4D9 38838.12000000 PA USD 39722.15000000 0.010469529433 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.30399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402M4P2 116380.19000000 PA USD 118989.37000000 0.031361915492 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.28499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402MM72 8864.95000000 PA USD 9091.82000000 0.002396322381 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.33999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402MNH9 557.96000000 PA USD 571.09000000 0.000150521650 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402MPQ7 2188.82000000 PA USD 2241.60000000 0.000590816387 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.71500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NGF9 21627.87000000 PA USD 22056.10000000 0.005813305375 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.17299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NY36 80724.36000000 PA USD 82140.48000000 0.021649688474 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.80500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NY44 6502.92000000 PA USD 6603.13000000 0.001740380716 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.80500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NYZ5 12369.27000000 PA USD 12570.40000000 0.003313168415 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.80500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4F5 821.18000000 PA USD 837.14000000 0.000220644196 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.73999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4J7 491.95000000 PA USD 504.46000000 0.000132960044 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.10499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4R9 6634.66000000 PA USD 6777.34000000 0.001786297081 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.87599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4W8 20605.41000000 PA USD 20690.17000000 0.005453288500 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.56899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q5D9 13885.19000000 PA USD 14155.45000000 0.003730938542 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.14099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q5R8 99313.94000000 PA USD 101256.69000000 0.026688129829 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.71200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QST9 16714.60000000 PA USD 17134.93000000 0.004516237262 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.32999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QTK7 906.17000000 PA USD 918.93000000 0.000242201509 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.41299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QWH0 9442.80000000 PA USD 9655.15000000 0.002544798735 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.34899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QWK3 10.55000000 PA USD 10.65000000 0.000002807010 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.23400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QX48 1103.42000000 PA USD 1128.27000000 0.000297377054 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QZ46 76037.72000000 PA USD 78589.06000000 0.020713644070 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.95199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QZV6 29051.75000000 PA USD 29920.07000000 0.007886004496 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.05499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QZY0 388.14000000 PA USD 397.06000000 0.000104652727 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RBC2 2692.67000000 PA USD 2752.67000000 0.000725518623 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.84200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RBH1 1213.25000000 PA USD 1244.48000000 0.000328006414 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.39299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RCM9 431.55000000 PA USD 442.92000000 0.000116740004 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 5.98399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RD55 18635.23000000 PA USD 19053.51000000 0.005021915574 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.26000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RD89 187083.40000000 PA USD 189944.70000000 0.050063544581 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.72100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402REK1 1298.62000000 PA USD 1337.10000000 0.000352418179 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.24800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402REL9 4743.83000000 PA USD 4868.34000000 0.001283143760 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.88399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RH69 4945.64000000 PA USD 4943.44000000 0.001302937796 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RH77 29499.33000000 PA USD 29614.87000000 0.007805563221 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHA0 1957.10000000 PA USD 2004.61000000 0.000528353158 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.90900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHF9 38222.61000000 PA USD 38791.57000000 0.010224257344 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.00099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHT9 12344.20000000 PA USD 12356.28000000 0.003256733010 Long ABS-MBS USGSE US N 2 2042-08-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHU6 9666.77000000 PA USD 9721.09000000 0.002562178479 Long ABS-MBS USGSE US N 2 2042-08-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHZ5 792.72000000 PA USD 812.06000000 0.000214033884 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.23999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKA6 6729.82000000 PA USD 6918.62000000 0.001823534117 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.07700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKC2 4103.54000000 PA USD 4179.16000000 0.001101497240 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 5.82800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKL2 299788.35000000 PA USD 307799.75000000 0.081126488426 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.19400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKW8 71074.35000000 PA USD 72841.87000000 0.019198862648 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.89700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RMG1 7869.27000000 PA USD 8080.67000000 0.002129814534 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 5.98100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RMJ5 66436.70000000 PA USD 67376.74000000 0.017758423513 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.65200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN39 2403.63000000 PA USD 2440.73000000 0.000643300893 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 5.71399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN54 181262.67000000 PA USD 185640.30000000 0.048929037952 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.32099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN62 3657.14000000 PA USD 3751.31000000 0.000988729221 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.21200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN88 5192.51000000 PA USD 5274.71000000 0.001390250316 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 5.60000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RNB1 6041.76000000 PA USD 6155.93000000 0.001622512636 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.70200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RPM5 2990.06000000 PA USD 3070.00000000 0.000809156990 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.83700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RPT0 28531.81000000 PA USD 28659.74000000 0.007553820512 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.07499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RQK8 14966.86000000 PA USD 15298.97000000 0.004032335025 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.11700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RRV3 740.80000000 PA USD 757.48000000 0.000199648285 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.03000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RSX8 8184.31000000 PA USD 8476.27000000 0.002234082451 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.77599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RTR0 11705.49000000 PA USD 12023.74000000 0.003169085757 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.28300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RTY5 1709.67000000 PA USD 1747.72000000 0.000460644904 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 5.88300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RUB3 31229.92000000 PA USD 32094.45000000 0.008459103772 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.38600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TH24 5737.15000000 PA USD 5853.01000000 0.001542672299 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.30200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TL45 61246.43000000 PA USD 62434.81000000 0.016455883706 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.15099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TLH6 15216.34000000 PA USD 15414.56000000 0.004062800971 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.73999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VNU0 5572.97000000 PA USD 5703.56000000 0.001503281904 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.25600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VZW3 4760.19000000 PA USD 4848.93000000 0.001278027885 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.71299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VZX1 9166.71000000 PA USD 9323.59000000 0.002457409780 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.67799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XWG7 53479.50000000 PA USD 54134.25000000 0.014268112973 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.78099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XWP7 41550.57000000 PA USD 42002.04000000 0.011070437880 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.73000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XXU5 35729.32000000 PA USD 36160.16000000 0.009530699104 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.49900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402YQW7 165338.90000000 PA USD 169998.50000000 0.044806343548 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.52700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AHD0 5418.26000000 PA USD 5521.53000000 0.001455304429 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.31900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AL78 6003.21000000 PA USD 6139.99000000 0.001618311345 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.38799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AQP3 60347.70000000 PA USD 61660.56000000 0.016251815367 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.25500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403ATU9 4691.77000000 PA USD 4809.69000000 0.001267685435 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.06499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AU60 77294.22000000 PA USD 79117.82000000 0.020853008842 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.37800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AU86 4241.63000000 PA USD 4321.91000000 0.001139121723 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.31900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AX83 16352.90000000 PA USD 16664.23000000 0.004392175309 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.51499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C3Z2 45235.74000000 PA USD 46514.27000000 0.012259722065 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.28400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C4Q1 1378.49000000 PA USD 1433.11000000 0.000377723444 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.89299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C7L9 3753.16000000 PA USD 3830.62000000 0.001009632883 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 5.52200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CFP1 16605.45000000 PA USD 16936.38000000 0.004463905627 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.39799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CWP2 1050.74000000 PA USD 1081.09000000 0.000284941866 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.24800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CWU1 30091.21000000 PA USD 30878.03000000 0.008138493106 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.05300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CWW7 2471.11000000 PA USD 2521.68000000 0.000664636807 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.91400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CZ95 7103.06000000 PA USD 7313.61000000 0.001927641257 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.39500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DC49 82451.33000000 PA USD 84184.61000000 0.022188457881 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.86500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DET2 3175.09000000 PA USD 3251.01000000 0.000856865624 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.91800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFB0 85881.61000000 PA USD 87870.14000000 0.023159849531 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.87499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFN4 287634.21000000 PA USD 296894.47000000 0.078252194110 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.91699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFT1 120535.20000000 PA USD 123182.05000000 0.032466976187 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 5.94100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFV6 280.77000000 PA USD 288.18000000 0.000075955329 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.16500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DHM4 1542646.96000000 PA USD 1594914.89000000 0.420370206162 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.94799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DHP7 504.24000000 PA USD 523.17000000 0.000137891421 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.10899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DK81 1124.34000000 PA USD 1150.94000000 0.000303352165 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.82300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DKQ1 90269.63000000 PA USD 93130.53000000 0.024546325538 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.85100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DMV8 211012.62000000 PA USD 214589.25000000 0.056559085270 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.49399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DMZ9 178235.64000000 PA USD 182634.46000000 0.048136791551 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.55000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DNX3 13284.39000000 PA USD 13593.07000000 0.003582712578 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.09699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DPE3 8595.02000000 PA USD 8713.30000000 0.002296556223 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 5.57600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQ36 166624.80000000 PA USD 171276.37000000 0.045143150533 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.26400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQ69 94270.21000000 PA USD 97295.08000000 0.025643972035 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.13299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQN2 32118.82000000 PA USD 33075.89000000 0.008717780983 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.45300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DR76 5090.08000000 PA USD 5200.77000000 0.001370762020 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.21600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DSD2 44012.33400000 PA USD 44933.93000000 0.011843193349 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.05199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTE9 38234.75000000 PA USD 39534.00000000 0.010419938916 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.05599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTQ2 1611.67000000 PA USD 1658.16000000 0.000437039659 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.98299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTT6 3923.85000000 PA USD 4021.69000000 0.001059993022 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.05800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DUU1 5272.19000000 PA USD 5420.06000000 0.001428560077 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.50700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVD8 2791.86000000 PA USD 2867.03000000 0.000755660380 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.03900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVG1 28443.18000000 PA USD 29040.39000000 0.007654148072 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.88200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVP1 11346.96000000 PA USD 11710.19000000 0.003086443681 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.22500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVS5 22467.25000000 PA USD 23141.46000000 0.006099372682 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.43700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVU0 9724.51000000 PA USD 10154.67000000 0.002676456748 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 5.96300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DW96 2157.29000000 PA USD 2217.95000000 0.000584582979 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.43899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DX46 37608.13000000 PA USD 38388.84000000 0.010118110180 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 5.51900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DXK0 3571.27000000 PA USD 3644.41000000 0.000960553690 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.04599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403EDZ7 838.59000000 PA USD 873.41000000 0.000230203846 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.37700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403FGK4 6621.99000000 PA USD 6783.42000000 0.001787899581 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.15499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GCU4 2905.56000000 PA USD 2976.34000000 0.000784471113 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.32999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GCV2 2289.78000000 PA USD 2345.85000000 0.000618293461 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.32999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GWE8 9407.20000000 PA USD 9557.99000000 0.002519190366 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.55000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403JP42 37328.02000000 PA USD 38351.96000000 0.010108389753 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.17500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403JRR9 23519.71000000 PA USD 24217.21000000 0.006382907090 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.24999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403K4F7 122787.04000000 PA USD 125732.43000000 0.033139177426 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.70999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403K4Q3 7241.00000000 PA USD 7432.48000000 0.001958971710 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403LLM1 8375.09000000 PA USD 8579.45000000 0.002261277506 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.24999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403N6X0 95611.81000000 PA USD 97885.31000000 0.025799538397 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 5.92999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NBV8 2268.21000000 PA USD 2322.85000000 0.000612231373 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.13000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NG92 14006.66000000 PA USD 14195.76000000 0.003741563010 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NPV3 34512.84000000 PA USD 35301.79000000 0.009304459337 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 6.11200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NRB5 9429.77000000 PA USD 9660.98000000 0.002546335343 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.11899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NSL2 20635.15000000 PA USD 21106.78000000 0.005563094003 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.39200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403Q5H9 809.72000000 PA USD 820.86000000 0.000216353292 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.47499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QMT4 17034.30000000 PA USD 17330.81000000 0.004567865168 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.55000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QMV9 27990.54000000 PA USD 28536.07000000 0.007521224928 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.57399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QQG8 1169.20000000 PA USD 1199.53000000 0.000316158985 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.91999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403TPB4 32892.86000000 PA USD 33351.02000000 0.008790296736 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.50199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403UYH8 4124.31000000 PA USD 4210.62000000 0.001109789123 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.61300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403UYK1 8244.95000000 PA USD 8423.14000000 0.002220079027 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.72100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VLC1 2659.97000000 PA USD 2704.81000000 0.000712904208 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.69999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VQK8 12921.14000000 PA USD 13192.83000000 0.003477221701 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.87000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VTK5 3231.81000000 PA USD 3287.27000000 0.000866422638 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.54400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VWF2 28172.77000000 PA USD 28746.36000000 0.007576650864 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.90400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VWN5 18639.80000000 PA USD 19096.98000000 0.005033372921 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.84200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VYY9 96189.60000000 PA USD 98352.38000000 0.025922643594 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 5.78000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403Y2E2 4424.52000000 PA USD 4496.28000000 0.001185080258 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.61300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403YHN6 18097.70000000 PA USD 18579.74000000 0.004897044465 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 5.90500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403YV59 3028.71000000 PA USD 3096.32000000 0.000816094128 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.96499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404A3G7 13355.66000000 PA USD 13717.59000000 0.003615532197 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.37900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404AUY8 19529.66000000 PA USD 20049.92000000 0.005284538414 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.02499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404B2P6 3590.88000000 PA USD 3639.40000000 0.000959233209 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.58299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404CAE0 20152.53000000 PA USD 20679.96000000 0.005450597460 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.77299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404CVT4 80427.70000000 PA USD 82526.92000000 0.021751542099 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.86500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DTQ1 907.63000000 PA USD 928.24000000 0.000244655337 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DTS7 26889.67000000 PA USD 27498.49000000 0.007247750950 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DX60 7887.99000000 PA USD 8051.08000000 0.002122015526 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 5.88200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DZ68 14964.42000000 PA USD 15332.36000000 0.004041135595 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.25700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404EAC0 6483.65000000 PA USD 6618.15000000 0.001744339523 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 5.92200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ECQ7 15164.25000000 PA USD 15492.94000000 0.004083459514 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 5.85100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404EZ90 32054.70000000 PA USD 32633.22000000 0.008601106871 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 5.77699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FPR8 51310.59000000 PA USD 52690.29000000 0.013887529804 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.22000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FPT4 26391.05000000 PA USD 27101.45000000 0.007143103494 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.22000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FPY3 25688.62000000 PA USD 26377.26000000 0.006952229422 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.34500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GPG0 184996.73000000 PA USD 186491.13000000 0.049153290408 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.11499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GTS0 80617.30000000 PA USD 81569.27000000 0.021499135196 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.41900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GV40 1119.28000000 PA USD 1157.80000000 0.000305160248 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.64999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GZJ3 11887.36000000 PA USD 12121.50000000 0.003194852268 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 5.64800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404H4G1 3702.21000000 PA USD 3785.43000000 0.000997722197 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 5.87499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JQS7 8424.39000000 PA USD 8605.35000000 0.002268103944 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 5.86500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JSQ9 17915.87000000 PA USD 18235.31000000 0.004806263376 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 5.51599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JVP7 59154.39000000 PA USD 60356.81000000 0.015908187215 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.88300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404KRM6 16717.02000000 PA USD 17003.25000000 0.004481530489 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.70399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404MPD4 13677.02000000 PA USD 13999.81000000 0.003689916655 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NAD8 2790.28000000 PA USD 2858.15000000 0.000753319887 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.68500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NBN5 2331.10000000 PA USD 2386.02000000 0.000628881030 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.61700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NEM4 6751.52000000 PA USD 6914.58000000 0.001822469298 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.24999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NLA2 12136.65000000 PA USD 12424.02000000 0.003274587177 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.12399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404P6G1 21669.80000000 PA USD 22020.98000000 0.005804048830 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.45199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404PHL8 781.82000000 PA USD 799.07000000 0.000210610122 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 5.63500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404Q5M7 148691.69000000 PA USD 150496.28000000 0.039666161904 Long ABS-MBS USGSE US N 2 2044-03-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QF61 3239.35000000 PA USD 3301.59000000 0.000870196947 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.53200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QLK3 2479.62000000 PA USD 2530.19000000 0.000666879780 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.75799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404RUM7 3064.45000000 PA USD 3141.94000000 0.000828118148 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 5.57499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404RUN5 7513.73000000 PA USD 7647.54000000 0.002015654870 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 5.59699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404TAR4 9714.98000000 PA USD 9942.17000000 0.002620448325 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404UDP2 73238.64000000 PA USD 75719.98000000 0.019957443373 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.55699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ULA6 9736.00000000 PA USD 10010.88000000 0.002638558154 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.27500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ULF5 121744.15000000 PA USD 123760.27000000 0.032619377084 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.12000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404UQ60 1996.87000000 PA USD 2039.10000000 0.000537443654 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.30200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404V2S6 540.44000000 PA USD 555.98000000 0.000146539121 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.41999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404V6Z6 10167.06000000 PA USD 10452.72000000 0.002755013505 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.27199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404VKH0 25080.13000000 PA USD 25698.62000000 0.006773360920 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.27500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WAN6 21374.02000000 PA USD 21998.04000000 0.005798002556 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.27300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WC38 18961.78000000 PA USD 19500.59000000 0.005139752026 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.27300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WPZ3 71675.34000000 PA USD 73150.74000000 0.019280271221 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.50000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404X3H5 26790.22000000 PA USD 27516.45000000 0.007252484650 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.86500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XE26 244457.87000000 PA USD 250821.07000000 0.066108671733 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.17900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XEC4 4793.66000000 PA USD 4897.56000000 0.001290845248 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.12699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XFS8 3245.71000000 PA USD 3319.13000000 0.000874819948 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XH31 5268.27000000 PA USD 5385.11000000 0.001419348339 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.91900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJG0 5505.79000000 PA USD 5620.48000000 0.001481384587 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.87400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJP0 13982.74000000 PA USD 14282.62000000 0.003764456618 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.77400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJX3 7581.63000000 PA USD 7756.25000000 0.002044307462 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.62399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJY1 43563.38000000 PA USD 44582.18000000 0.011750482935 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.95400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XR71 63716.86000000 PA USD 65034.08000000 0.017140970837 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.08500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XRB2 54741.41000000 PA USD 56124.70000000 0.014792733993 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.90000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404YDK5 582.78000000 PA USD 593.81000000 0.000156509938 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.67000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AET6 1864.00000000 PA USD 1855.99000000 0.000489181525 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AEW9 13010.66000000 PA USD 13038.59000000 0.003436568810 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AEY5 75817.92000000 PA USD 76340.27000000 0.020120932621 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AP64 1634.13000000 PA USD 1680.62000000 0.000442959420 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AR70 14508.79000000 PA USD 14898.27000000 0.003926722905 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.70999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405ARB1 146277.36000000 PA USD 150365.05000000 0.039631573737 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.12900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405BD32 4720.88000000 PA USD 4868.27000000 0.001283125310 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.13299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405BD57 6546.65000000 PA USD 6720.32000000 0.001771268374 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.82999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405BMC2 4236.43000000 PA USD 4304.32000000 0.001134485543 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.55000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405D4L8 4966.88000000 PA USD 5032.83000000 0.001326498233 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.97800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DJE8 92062.90000000 PA USD 94509.40000000 0.024909752997 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.37700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DLX3 16594.71000000 PA USD 16884.84000000 0.004450321278 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.04599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DLY1 531.94000000 PA USD 540.67000000 0.000142503879 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.14499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DM79 671.61000000 PA USD 686.42000000 0.000180919068 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.46099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DUD7 335.49000000 PA USD 340.68000000 0.000089792704 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.27500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DVE4 11746.71000000 PA USD 11993.91000000 0.003161223492 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.37300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405FTR3 1136.95000000 PA USD 1170.33000000 0.000308462769 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.29499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405FTT9 28258.31000000 PA USD 29087.27000000 0.007666504189 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.29499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405H3L0 128.84010000 PA USD 131.25000000 0.000034593438 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.02499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405HB80 12115.35000000 PA USD 12478.10000000 0.003288840992 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 5.81600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JE75 1132.05000000 PA USD 1156.80000000 0.000304896679 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.35900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JFC3 148309.41000000 PA USD 151010.86000000 0.039801789267 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.04800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JMH4 12503.24000000 PA USD 12788.10000000 0.003370547398 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.20899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JQP2 242.52000000 PA USD 246.28000000 0.000064911786 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.16500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JWZ3 7002.76000000 PA USD 7176.96000000 0.001891624546 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.39600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KMH1 28749.25000000 PA USD 29517.77000000 0.007779970666 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.27300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KMW8 2444.28000000 PA USD 2503.10000000 0.000659739694 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.17000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405LNA3 29880.80000000 PA USD 30684.53000000 0.008087492494 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.08600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MA23 12188.89000000 PA USD 12456.69000000 0.003283197978 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.74099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MA80 3344.52000000 PA USD 3408.14000000 0.000898280230 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.85500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MCX3 11676.46000000 PA USD 12043.19000000 0.003174212175 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.43299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N7D1 13372.32000000 PA USD 13692.50000000 0.003608919249 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.21200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N7F6 1608.67000000 PA USD 1631.22000000 0.000429939109 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.06600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N7J8 2651.85000000 PA USD 2712.37000000 0.000714896790 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.02499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405NLW3 635.94000000 PA USD 649.66000000 0.000171230270 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.18199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405NLX1 476.76000000 PA USD 484.88000000 0.000127799362 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.32000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PC40 16500.25000000 PA USD 16701.15000000 0.004401906278 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.99500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PDD9 26735.09000000 PA USD 27466.03000000 0.007239195499 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.04000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PKE9 13331.13000000 PA USD 13555.02000000 0.003572683776 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.97499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PLQ1 10221.91000000 PA USD 10574.32000000 0.002787063501 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.88999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PLR9 118931.19000000 PA USD 122319.08000000 0.032239524001 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.06700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PP38 1194.92000000 PA USD 1215.58000000 0.000320389268 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.79999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PRS1 19841.05000000 PA USD 19878.98000000 0.005239483920 Long ABS-MBS USGSE US N 2 2044-07-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PZ86 10057.05000000 PA USD 10326.25000000 0.002721679927 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.22199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405QCV8 5923.59000000 PA USD 6092.99000000 0.001605923600 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.34500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405QYJ1 7568.45000000 PA USD 7794.38000000 0.002054357350 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.91500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RC61 88258.40000000 PA USD 90663.33000000 0.023896047972 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.41499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RM94 6902.16000000 PA USD 7038.43000000 0.001855112325 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.35500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RNA0 70.26000000 PA USD 71.47000000 0.000018837280 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RNC6 4966.86000000 PA USD 5101.77000000 0.001344668684 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.67200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RND4 2020.51000000 PA USD 2059.17000000 0.000542733485 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.69700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RXD3 4889.97000000 PA USD 4994.12000000 0.001316295475 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.87499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RXF8 7407.53000000 PA USD 7593.10000000 0.002001306171 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.21900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405TZV7 35557.77000000 PA USD 36137.35000000 0.009524687094 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.55000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405U6G9 58278.68000000 PA USD 59255.62000000 0.015617947610 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.75399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405UMM8 5581.25000000 PA USD 5712.07000000 0.001505524876 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.20499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405UTZ2 2430.54000000 PA USD 2467.60000000 0.000650382993 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405UY60 83449.39000000 PA USD 84998.53000000 0.022402982004 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.79399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405VG76 10781.93000000 PA USD 10874.79000000 0.002866258094 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.30700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHS7 19464.62000000 PA USD 19994.91000000 0.005270039480 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 5.56499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHT5 32113.70000000 PA USD 32846.27000000 0.008657260257 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.35500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHV0 2795.35000000 PA USD 2875.41000000 0.000757869088 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.31500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WSY2 2423.78000000 PA USD 2459.67000000 0.000648292891 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.10499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405X2Q5 209293.44000000 PA USD 214287.64000000 0.056479590208 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.17799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405X5P4 5411.54000000 PA USD 5548.81000000 0.001462494593 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.82300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405X5R0 20011.08000000 PA USD 20500.20000000 0.005403218287 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.74300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XQU0 1712.37000000 PA USD 1756.96000000 0.000463080282 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.34799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XWJ8 431936.31000000 PA USD 446571.25000000 0.117702361176 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.41999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XXV0 14491.18000000 PA USD 14821.28000000 0.003906430724 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.99500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XYA5 78789.55000000 PA USD 79889.17000000 0.021056312831 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.52999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YPF2 302973.07000000 PA USD 304066.43000000 0.080142500811 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 4.80800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YPX3 62163.05000000 PA USD 62916.63000000 0.016582876547 Long ABS-MBS USGSE US N 2 2044-09-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YU25 23929.07000000 PA USD 24347.26000000 0.006417184245 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.55000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YX22 12714.76000000 PA USD 12941.29000000 0.003410923541 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.58500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YXX4 17539.14000000 PA USD 17914.39000000 0.004721678796 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.08500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AKA9 9479.98000000 PA USD 9652.57000000 0.002544118727 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.64599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AV82 100238.80000000 PA USD 101459.16000000 0.026741494655 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.53100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AVG4 10624.67000000 PA USD 10789.23000000 0.002843707126 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.72500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AZ62 11232.91000000 PA USD 11435.65000000 0.003014083433 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.64300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406BV64 87080.07000000 PA USD 88527.71000000 0.023333164632 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.75499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406C6Q6 37014.48000000 PA USD 36598.57000000 0.009646250412 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 3.98999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406C6X1 23385.01000000 PA USD 23231.40000000 0.006123078083 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.09899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406CT32 20315.12000000 PA USD 21099.16000000 0.005561085606 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.72300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAD8 18599.66000000 PA USD 18676.34000000 0.004922505235 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAE6 24655.04000000 PA USD 24658.23000000 0.006499146314 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAF3 97503.58000000 PA USD 98698.93000000 0.026013983449 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DBS4 2099.54000000 PA USD 2165.89000000 0.000570861574 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.93799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DBZ8 4953.18000000 PA USD 5093.44000000 0.001342473154 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.81799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DG67 7746.17000000 PA USD 8018.80000000 0.002113507517 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DJR8 1760.86000000 PA USD 1785.90000000 0.000470707970 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.58100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DJV9 20922.17000000 PA USD 21317.61000000 0.005618662266 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.76200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406F6R7 20605.92000000 PA USD 20886.10000000 0.005504929584 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.52700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406G4D8 24409.82000000 PA USD 24928.40000000 0.006570354765 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.82300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GD55 49324.52000000 PA USD 49954.71000000 0.013166515575 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.55199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GLR8 107062.22000000 PA USD 108164.71000000 0.028508870114 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.46500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GNF2 34616.81000000 PA USD 35411.31000000 0.009333325419 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.95500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GR84 314192.71000000 PA USD 318456.48000000 0.083935272653 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.55500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GW47 35969.70000000 PA USD 36834.27000000 0.009708373638 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.87499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GY52 33302.72000000 PA USD 33984.06000000 0.008957146489 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.81500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3D7 27995.53000000 PA USD 29091.18000000 0.007667534744 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.65499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3E5 1183957.00000000 PA USD 1223058.64000000 0.322360406733 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.69599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3G0 3336.11000000 PA USD 3406.49000000 0.000897845341 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.94000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406HG50 3962.95000000 PA USD 4127.74000000 0.001087944520 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.13000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406J3L5 770.54000000 PA USD 788.70000000 0.000207876911 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.92499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406KA26 455.49000000 PA USD 469.98000000 0.000123872183 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.15499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406KAA8 11055.96000000 PA USD 11418.34000000 0.003009521053 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L2Y3 48190.45000000 PA USD 49464.97000000 0.013037435268 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.90500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L3E6 3361.28000000 PA USD 3457.19000000 0.000911208292 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.05000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L3G1 1343.56000000 PA USD 1382.16000000 0.000364294601 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.79999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L3Q9 28226.62000000 PA USD 29120.94000000 0.007675378559 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L5A2 29728.76000000 PA USD 30571.73000000 0.008057761905 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.94100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LDC9 22269.80000000 PA USD 22511.77000000 0.005933405885 Long ABS-MBS USGSE US N 2 2044-11-01 Variable 4.99899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LMT2 21994.98000000 PA USD 22482.23000000 0.005925620056 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.91500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LZ68 278.19000000 PA USD 284.99000000 0.000075114544 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.97300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406M3E4 14418.01000000 PA USD 14655.74000000 0.003862799503 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.68000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MA71 1004.78000000 PA USD 1020.89000000 0.000269075009 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.75499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MAP1 2882.69000000 PA USD 2932.10000000 0.000772810818 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.56899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MEP7 3282.64000000 PA USD 3364.89000000 0.000886880868 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.63900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MER3 34074.91000000 PA USD 35429.15000000 0.009338027491 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.73699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406N6M1 2026.36000000 PA USD 2047.21000000 0.000539581199 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.18900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NBG8 69715.77000000 PA USD 71250.50000000 0.018779426765 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.82300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NBL7 15957.08000000 PA USD 16294.53000000 0.004294733830 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.59699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NEA8 80851.54000000 PA USD 82431.07000000 0.021726279005 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.76100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NME1 7562.30000000 PA USD 7734.84000000 0.002038664449 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.55500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NSE5 32339.55000000 PA USD 32718.30000000 0.008623531326 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.48300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406P3R8 2962.20000000 PA USD 3058.43000000 0.000806107496 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.85799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PC56 31904.71000000 PA USD 32756.88000000 0.008633699820 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.75799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PCX5 560.77000000 PA USD 574.98000000 0.000151546933 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.70800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PDR7 79459.38000000 PA USD 81586.08000000 0.021503565791 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.70800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PKY4 11356.37000000 PA USD 11637.74000000 0.003067348103 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.79399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406QGB7 6086.72000000 PA USD 6224.61000000 0.001640614559 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.62399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406QGG6 58902.17000000 PA USD 59992.63000000 0.015812200638 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.60499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406RA70 2602.43000000 PA USD 2635.64000000 0.000694673137 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.49799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TLM1 5093.73000000 PA USD 5224.19000000 0.001376934807 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.96999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TTD3 123262.66000000 PA USD 125890.96000000 0.033180961028 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.86400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TTE1 9764.19000000 PA USD 9941.35000000 0.002620232198 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.76500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TTN1 847.92000000 PA USD 869.45000000 0.000229160112 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.86500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UDS4 27405.06000000 PA USD 28301.13000000 0.007459302015 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.36300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UNY0 14646.03000000 PA USD 15044.69000000 0.003965314686 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.92200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UUX4 57948.34000000 PA USD 59004.34000000 0.015551717979 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.46400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UUZ9 481040.00000000 PA USD 494477.78000000 0.130329039890 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.62399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406V3E4 873.36000000 PA USD 894.47000000 0.000235754610 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.19899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406V5L6 78096.59000000 PA USD 79458.56000000 0.020942817361 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.89200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VC95 421.58000000 PA USD 431.41000000 0.000113706324 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.86199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VD86 106691.73000000 PA USD 108760.11000000 0.028665799127 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.11499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VJY3 31933.78000000 PA USD 32604.78000000 0.008593610967 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.86000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VLK0 16741.21000000 PA USD 17277.16000000 0.004553724688 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.98299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VQ74 5625.82000000 PA USD 5682.62000000 0.001497762768 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.03900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VYX8 23653.56000000 PA USD 23967.23000000 0.006317020098 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.75200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VZ33 100031.61000000 PA USD 102084.39000000 0.026906285933 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.09599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WEE0 191924.40000000 PA USD 196191.85000000 0.051710099986 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.16600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WEF7 12470.15000000 PA USD 12783.12000000 0.003369234824 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.25200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WGK4 799.64000000 PA USD 808.04000000 0.000212974337 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.36000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WHP2 3336.37000000 PA USD 3375.45000000 0.000889664157 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.60000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WNX8 20916.80000000 PA USD 21228.58000000 0.005595196713 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.58500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WNY6 293863.28000000 PA USD 300635.94000000 0.079238329813 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.83499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WQP2 1863.45000000 PA USD 1901.25000000 0.000501110660 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.49500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WRX4 1082.42000000 PA USD 1118.54000000 0.000294812527 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.05400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406X2J0 18495.50000000 PA USD 18869.24000000 0.004973347705 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.58600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406X2K7 4140.08000000 PA USD 4200.15000000 0.001107029555 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.69499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406X7G1 4304.41000000 PA USD 4407.30000000 0.001161627884 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.06499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XTD4 181686.67000000 PA USD 189696.67000000 0.049998171549 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 7.05800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XXS6 48395.36000000 PA USD 49768.96000000 0.013117557624 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.20799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406YCH1 52088.29000000 PA USD 52254.03000000 0.013772545169 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.08500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AAJ0 133901.67000000 PA USD 137003.93000000 0.036109996000 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.32000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AZQ7 8512.14000000 PA USD 8621.43000000 0.002272342135 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.18000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AZR5 24185.49000000 PA USD 24980.93000000 0.006584200047 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.70499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AZX2 23983.29000000 PA USD 24585.60000000 0.006480003293 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.00699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407B3T4 279793.92000000 PA USD 284942.62000000 0.075102056332 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.04500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BCV9 20626.11700000 PA USD 21200.83000000 0.005587882672 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.15800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BVH9 11965.01000000 PA USD 12203.44000000 0.003216449116 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.30299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BWE5 54438.64000000 PA USD 55695.19000000 0.014679528449 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.18000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BWF2 23204.03000000 PA USD 23678.31000000 0.006240869728 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.36300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CAP2 578070.81000000 PA USD 592643.16000000 0.156202396072 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.02600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CCN5 14776.20000000 PA USD 15125.95000000 0.003986732307 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.24800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CCP0 2733.89000000 PA USD 2810.36000000 0.000740723922 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.22500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CEJ2 12741.84000000 PA USD 13016.25000000 0.003430680677 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.43799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CEQ6 15078.27000000 PA USD 15388.01000000 0.004055803213 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.04199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CU88 100397.46000000 PA USD 103062.44000000 0.027164069645 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.40699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DNH4 310.18000000 PA USD 316.71000000 0.000083474954 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.08000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DNZ4 12522.31000000 PA USD 12862.52000000 0.003390162207 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.94000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DUE3 318173.50000000 PA USD 325294.04000000 0.085737441863 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.67799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DUF0 590.61000000 PA USD 601.96000000 0.000158658026 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.79999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DUK9 1889.18000000 PA USD 1925.16000000 0.000507412596 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.77699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407E6Z1 432.57000000 PA USD 443.97000000 0.000117016752 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.12100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407EM67 49428.03000000 PA USD 50737.16000000 0.013372745180 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.35500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FL24 38163.27000000 PA USD 39268.48000000 0.010349956061 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.24600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FU40 4465.72000000 PA USD 4601.55000000 0.001212826172 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.29799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FUV0 1484.48000000 PA USD 1531.81000000 0.000403737710 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.31299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GB80 179753.62000000 PA USD 183340.23000000 0.048322810681 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.17600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GCT3 149660.50000000 PA USD 154187.78000000 0.040639127061 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.94000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GCY2 774.03000000 PA USD 806.31000000 0.000212518362 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.22400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GYA0 4586.80000000 PA USD 4726.59000000 0.001245782847 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.78400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GYF9 3528.53800000 PA USD 3634.66000000 0.000957983891 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.31500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407HD37 106198.20000000 PA USD 109181.14000000 0.028776769606 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.42700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JNN8 137963.90000000 PA USD 142501.92000000 0.037559096014 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.44299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JNQ1 3725.44000000 PA USD 3812.36000000 0.001004820112 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.17200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JWL2 6753.85000000 PA USD 6891.92000000 0.001816496823 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.17699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KGP8 7039.32200000 PA USD 7175.23000000 0.001891168571 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.09000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KKY4 137449.30000000 PA USD 141039.52000000 0.037173652632 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.39399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KRF8 47468.26000000 PA USD 48414.25000000 0.012760497993 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.13900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407LJN8 171254.43000000 PA USD 176001.18000000 0.046388464228 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.60499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MEP6 5855.21000000 PA USD 6017.82000000 0.001586111114 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.71500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MGQ2 47183.54000000 PA USD 48418.95000000 0.012761736768 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.35900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSE6 2826.97000000 PA USD 2880.17000000 0.000759123677 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.74400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSF3 1579.97000000 PA USD 1627.91000000 0.000429066696 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.72699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSQ9 38076.05000000 PA USD 39179.78000000 0.010326577486 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.75100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSU0 2068.04000000 PA USD 2110.45000000 0.000556249306 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.77900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSW6 22441.03000000 PA USD 22961.74000000 0.006052004052 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.72000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MWS0 5182.27000000 PA USD 5307.88000000 0.001398992901 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.32999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407P4K1 214193.49000000 PA USD 217064.08000000 0.057211373868 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.41100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PJH2 41498.27000000 PA USD 42605.05000000 0.011229372654 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 5.89299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PP28 2293.39000000 PA USD 2344.76000000 0.000618006171 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 5.65200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PWM6 19845.40000000 PA USD 20059.58000000 0.005287084491 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 5.72199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407QG59 14396.87000000 PA USD 14866.99000000 0.003918478465 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.42300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407SKU5 191341.65000000 PA USD 196934.55000000 0.051905852721 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.08500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407T2S8 17110.86000000 PA USD 17602.32000000 0.004639426801 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407T2T6 5050.22000000 PA USD 5198.16000000 0.001370074105 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407UMR5 42329.47000000 PA USD 44280.98000000 0.011671095936 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.22599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407VFN0 7941.72000000 PA USD 8188.42000000 0.002158214099 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.51999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407VNZ4 200589.88000000 PA USD 206395.31000000 0.054399416269 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.46300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WS87 55226.77000000 PA USD 56195.16000000 0.014811305068 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.05900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSA2 6213.96000000 PA USD 6321.21000000 0.001666075329 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.70399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSB0 755.14000000 PA USD 775.39000000 0.000204368807 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.78499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSP9 9987.31000000 PA USD 10171.29000000 0.002680837266 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.53500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSR5 7128.02000000 PA USD 7313.56000000 0.001927628078 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.53500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSS3 5689.25000000 PA USD 5871.70000000 0.001547598404 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.53500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WTA1 21497.28000000 PA USD 21933.99000000 0.005781120958 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.26000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407X4W8 24966.66000000 PA USD 25349.13000000 0.006681246172 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.42499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XPG0 4356.38000000 PA USD 4424.32000000 0.001166113829 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.69700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XR78 541746.51000000 PA USD 557865.15000000 0.147035988933 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.00500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XT92 396165.02000000 PA USD 404176.33000000 0.106528372287 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.98600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XUW9 31813.82000000 PA USD 32417.20000000 0.008544170684 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.62700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XWM9 23574.55000000 PA USD 23904.43000000 0.006300467962 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.62600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XWX5 5147.89000000 PA USD 5265.10000000 0.001387717417 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.88499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XZM6 24538.67000000 PA USD 24840.29000000 0.006547131695 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.73300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407YMC0 2559.22000000 PA USD 2609.71000000 0.000687838791 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.93100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407YRJ0 48588.20000000 PA USD 49455.70000000 0.013034991983 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.64900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408B4W5 3426.41000000 PA USD 3490.67000000 0.000920032584 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.78800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BQB7 88111.73000000 PA USD 90282.87000000 0.023795770490 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.11200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BT65 127136.63000000 PA USD 132047.82000000 0.034803718784 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.86400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BUF3 13465.94000000 PA USD 13802.63000000 0.003637946109 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 7.13499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408C2U9 29844.23000000 PA USD 30453.68000000 0.008026647578 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.09500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408C2W5 38446.11000000 PA USD 39703.79000000 0.010464690305 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.19400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DCA0 2359.22000000 PA USD 2416.62000000 0.000636946243 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.48900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DRK2 35027.65000000 PA USD 35767.65000000 0.009427245615 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.50699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DVM3 227158.44000000 PA USD 232749.24000000 0.061345496625 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.98299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DXE9 9098.43000000 PA USD 9218.20000000 0.002429632238 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.33999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EGX4 22135.50000000 PA USD 22557.15000000 0.005945366649 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.79499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EKN1 112297.21000000 PA USD 114880.16000000 0.030278854906 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.67799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQ21 423364.58000000 PA USD 429918.98000000 0.113313338153 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.50699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQC9 79528.60000000 PA USD 81470.40000000 0.021473076123 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.79800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQJ4 14477.65000000 PA USD 14786.93000000 0.003897377127 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.74099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408FN88 21477.98000000 PA USD 21861.52000000 0.005762020109 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.08500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408FPH6 9982.28000000 PA USD 10174.60000000 0.002681709680 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.96000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408G4X2 56437.65000000 PA USD 57463.57000000 0.015145618690 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.74800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GAQ0 79277.19000000 PA USD 81240.19000000 0.021412399892 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.98700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GJF5 2647.43000000 PA USD 2723.38000000 0.000717798685 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.12900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GX28 1229.25000000 PA USD 1270.57000000 0.000334882930 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.22000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GXK8 53099.22000000 PA USD 54508.34000000 0.014366711519 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.86199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AC80 5647.70000000 PA USD 5872.80000000 0.001547888330 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 7.17999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ACY3 47843.06000000 PA USD 49747.60000000 0.013111927789 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 7.05499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AFG9 40745.87000000 PA USD 41625.94000000 0.010971309559 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.77100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AK81 848.76000000 PA USD 868.29000000 0.000228854372 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.77000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ARH4 8298.32000000 PA USD 8502.73000000 0.002241056488 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.99699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ASN0 3593.54000000 PA USD 3691.94000000 0.000973081127 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.79499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409BAN7 638.86000000 PA USD 657.16000000 0.000173207038 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.15399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CCW3 447491.82000000 PA USD 458922.19000000 0.120957686728 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.96999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CD44 64362.33000000 PA USD 66386.22000000 0.017497353095 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.89299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DT60 88832.98000000 PA USD 91426.91000000 0.024097304029 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.07700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DVM2 227083.77000000 PA USD 233567.86000000 0.061561259523 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.09599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DYY3 47657.55000000 PA USD 49388.86000000 0.013017375027 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.95000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409EJW2 121924.79000000 PA USD 125371.80000000 0.033044126519 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.68199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409EL90 47.30000000 PA USD 48.67000000 0.000012827905 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.92999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ENJ6 11484.21000000 PA USD 11840.39000000 0.003120760371 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.52500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409GFF8 28113.83000000 PA USD 28922.48000000 0.007623070645 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.77299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409GSP2 222.08000000 PA USD 228.20000000 0.000060146457 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.90300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409HGL2 41057.88000000 PA USD 42310.93000000 0.011151851724 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.79800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JKP4 74302.80000000 PA USD 76625.46000000 0.020196099879 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.59800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JKQ2 10609.46000000 PA USD 10854.42000000 0.002860889193 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.22500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JLH1 3563.00000000 PA USD 3670.62000000 0.000967461834 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.70500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JSM3 29011.66000000 PA USD 29371.58000000 0.007741439507 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.33999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JU99 12314.11000000 PA USD 12754.06000000 0.003361575508 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.01499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UBQ7 35405.04000000 PA USD 36372.39000000 0.009586636364 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 5.98700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UUT0 360042.60000000 PA USD 370119.36000000 0.097552008977 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.02499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UWF8 3043.57000000 PA USD 3121.16000000 0.000822641183 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.90299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UWM3 46618.28000000 PA USD 48328.86000000 0.012737991832 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.56999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UWR2 33878.81000000 PA USD 35243.49000000 0.009289093261 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.80299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VAS2 361439.88000000 PA USD 373096.63000000 0.098336725210 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.07799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VJ20 48816.66000000 PA USD 50114.15000000 0.013208539025 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 5.81299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCB5 1844.69000000 PA USD 1875.60000000 0.000494350114 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.52300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCD1 47362.93000000 PA USD 48823.83000000 0.012868450606 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.94600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCG4 25461.64000000 PA USD 26402.13000000 0.006958784384 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.07799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCJ8 313562.79000000 PA USD 325061.64000000 0.085676188415 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.87900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCN9 5211.31000000 PA USD 5399.14000000 0.001423046213 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.75600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409X3V9 33118.10300000 PA USD 33749.00000000 0.008895191948 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.53799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409X5Q8 27810.40000000 PA USD 28351.40000000 0.007472551631 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.82800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XQG7 16857.64000000 PA USD 17272.24000000 0.004552427929 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 5.65400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XQY8 7549.13000000 PA USD 7627.88000000 0.002010473103 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 5.86000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XUP2 41771.18000000 PA USD 42845.90000000 0.011292853260 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.81000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XXB0 27302.35000000 PA USD 27943.05000000 0.007364923208 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.84499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XXJ3 53055.31000000 PA USD 54247.29000000 0.014297906818 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XZU6 2471.69000000 PA USD 2522.67000000 0.000664897741 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.70999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XZY8 138844.37000000 PA USD 142289.67000000 0.037503153483 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.83499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FCAM0 409588.16000000 PA USD 426781.56000000 0.112486411336 Long ABS-MBS USGSE US N 2 2046-03-01 Variable 6.03299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5FX2 191356.07000000 PA USD 197509.32000000 0.052057344305 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.22100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JA4Y1 1716019.30000000 PA USD 1783029.00000000 0.469951263872 Long ABS-MBS USGSE US N 2 2042-07-01 Variable 6.18999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBHL3 4701471.73500000 PA USD 4874126.09000000 1.284668794656 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 6.01200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBHN9 1674921.30000000 PA USD 1750801.13000000 0.461456994716 Long ABS-MBS USGSE US N 2 2045-09-01 Variable 6.23999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBKS4 11673317.26000000 PA USD 12186835.59000000 3.212072707804 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 6.20200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBML7 7191673.82000000 PA USD 7471314.43000000 1.969207264248 Long ABS-MBS USGSE US N 2 2047-04-01 Variable 6.21699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBVK9 2828356.83000000 PA USD 2939621.30000000 0.774793200357 Long ABS-MBS USGSE US N 2 2047-05-01 Variable 5.95699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410ABX3 7583.63000000 PA USD 7770.49000000 0.002048060685 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.18999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410AH33 2400.07000000 PA USD 2475.80000000 0.000652544259 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 5.88499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410AKW5 38360.60000000 PA USD 39671.84000000 0.010456269274 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 5.91900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410B3M4 3893.35000000 PA USD 4009.30000000 0.001056727401 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.21299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410B6S8 6268.96000000 PA USD 6439.08000000 0.001697142213 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.36699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410D4P2 6000.77000000 PA USD 6147.71000000 0.001620346098 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.31500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410DXD7 16916.86000000 PA USD 17329.75000000 0.004567585785 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.17400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EFD5 4618.04000000 PA USD 4748.22000000 0.001251483845 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.64499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EKC1 12441.92000000 PA USD 12888.61000000 0.003397038724 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.05199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EM88 2170.93400000 PA USD 2214.22000000 0.000583599867 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.17799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EPC6 187666.63000000 PA USD 192591.83000000 0.050761246126 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.22500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EPE2 123721.78000000 PA USD 127329.72000000 0.033560173638 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.35500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F3M5 622.23000000 PA USD 629.50000000 0.000165916718 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.29300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F4H5 1534.72000000 PA USD 1578.35000000 0.000416004213 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.10499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F6X8 915.00000000 PA USD 935.90000000 0.000246674276 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 5.94100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F7K5 372319.41000000 PA USD 383676.55000000 0.101125264698 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.24700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FVN2 2986.29000000 PA USD 3073.58000000 0.000810100567 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.06499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FW50 13760.03000000 PA USD 14074.84000000 0.003709692241 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.13800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWH4 324454.55000000 PA USD 335440.20000000 0.088411655639 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 5.72699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWR2 1029533.85000000 PA USD 1066551.06000000 0.281109852184 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.31599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWV3 4219.94000000 PA USD 4322.84000000 0.001139366842 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 5.82800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FX34 3353.12000000 PA USD 3430.64000000 0.000904210533 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.56399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FXX8 2880.89000000 PA USD 2946.59000000 0.000776629934 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.05199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZG3 2490.95000000 PA USD 2540.70000000 0.000669649891 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.14300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZH1 81031.49000000 PA USD 82085.21000000 0.021635121013 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.91999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZT5 8294.75000000 PA USD 8472.16000000 0.002232999182 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.37999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410G3Q4 2163.13000000 PA USD 2202.23000000 0.000580439674 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.72699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410G6F5 159682.77000000 PA USD 163409.38000000 0.043069655434 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.24099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GD34 48114.32000000 PA USD 48954.58000000 0.012902912259 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.82999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GD83 116.92000000 PA USD 120.22000000 0.000031686271 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.11300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDF7 10792.75000000 PA USD 10948.27000000 0.002885625148 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.51300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDL4 42291.62000000 PA USD 44057.98000000 0.011612320037 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.83599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDM2 1647.31000000 PA USD 1681.48000000 0.000443186090 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 5.82400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDQ3 5483.40000000 PA USD 5623.79000000 0.001482257001 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 6.03100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDS9 1750.14000000 PA USD 1798.32000000 0.000473981498 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 5.91099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDT7 911.20000000 PA USD 929.60000000 0.000245013791 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.77900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GG31 2260.12000000 PA USD 2314.06000000 0.000609914601 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 5.85100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GGV9 14102.64000000 PA USD 14574.19000000 0.003841305447 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.44799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GJK0 100.43000000 PA USD 101.37000000 0.000026717994 Long ABS-MBS USGSE US N 2 2032-01-01 Variable 6.27999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GJN4 224338.64000000 PA USD 229771.73000000 0.060560717136 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.94000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GJV6 364.72000000 PA USD 369.27000000 0.000097328143 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.01999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GK44 4938.11000000 PA USD 5071.02000000 0.001336563935 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.39200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GMA8 307960.71000000 PA USD 316780.20000000 0.083493457122 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.22000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GML4 2661.47000000 PA USD 2695.87000000 0.000710547901 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 5.84200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GQL0 33893.88000000 PA USD 35337.69000000 0.009313921466 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.17600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KBX1 41288.65000000 PA USD 41963.54000000 0.011060290471 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 5.72900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KCR3 1905.46000000 PA USD 1955.17000000 0.000515322304 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 6.00800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KD27 202205.96000000 PA USD 206523.85000000 0.054433295435 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.44199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KF41 143566.33000000 PA USD 146965.25000000 0.038735491673 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.44500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KFR0 10713.46000000 PA USD 11017.58000000 0.002903893119 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 5.86000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KSL9 23189.00000000 PA USD 23834.77000000 0.006282107742 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.99299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KVD3 5.45000000 PA USD 5.44000000 0.000001433815 Long ABS-MBS USGSE US N 2 2028-02-01 Variable 5.54000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KWJ9 253571.47000000 PA USD 259653.09000000 0.068436518875 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.37300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KXH2 15849.72000000 PA USD 16320.49000000 0.004301576083 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 6.37999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410L6G2 4827.82000000 PA USD 4979.25000000 0.001312376203 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.48399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MHB9 121079.45000000 PA USD 125604.00000000 0.033105327253 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.66100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MHD5 433770.27000000 PA USD 443646.57000000 0.116931506040 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.77500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MHH6 8313.30000000 PA USD 8481.30000000 0.002235408203 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.56400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410PMX8 2411.99000000 PA USD 2498.14000000 0.000658432392 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.65700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410PYG2 24864.64000000 PA USD 25701.13000000 0.006774022478 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.67500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QAR2 21159.19000000 PA USD 21647.11000000 0.005705508269 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 5.95000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QEE7 4510.95000000 PA USD 4627.19000000 0.001219584083 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 5.72500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QKA8 18678.63000000 PA USD 19026.30000000 0.005014743861 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 5.86000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QPW5 129299.28000000 PA USD 134192.87000000 0.035369087580 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 7.07500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QQR5 6919.54000000 PA USD 7094.65000000 0.001869930177 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.29499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QZE4 39103.64000000 PA USD 40401.07000000 0.010648471734 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 7.00200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410RM30 108474.74000000 PA USD 111616.44000000 0.029418639319 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.51999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410RM48 26216.71000000 PA USD 27066.34000000 0.007133849584 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.54999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SC47 24476.61000000 PA USD 25171.29000000 0.006634373052 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.81000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SC96 5337.13000000 PA USD 5471.44000000 0.001442102255 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.70700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SCY1 195337.43000000 PA USD 198940.29000000 0.052434503712 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.95000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SCZ8 373428.46000000 PA USD 382016.31000000 0.100687676815 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.71799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SHK6 25155.76000000 PA USD 25723.36000000 0.006779881618 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.56400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410UK68 2114.12000000 PA USD 2158.05000000 0.000568795193 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 5.73000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410UXH0 35031.12000000 PA USD 36612.69000000 0.009649972007 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.09199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410UXJ6 161339.68000000 PA USD 168615.97000000 0.044441951426 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.19499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410VQJ2 51909.92000000 PA USD 52652.91000000 0.013877677593 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.47499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410WFG8 2955.61000000 PA USD 3038.52000000 0.000800859836 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 6.36599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410WFR4 75323.51000000 PA USD 77709.11000000 0.020481716482 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 6.09400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410WFS2 34084.88000000 PA USD 34967.74000000 0.009216414095 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 6.31400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410XDA1 17093.39000000 PA USD 17833.15000000 0.004700266446 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.77999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410YNX8 44691.98000000 PA USD 46064.49000000 0.012141173977 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.54999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411AJ97 116899.77000000 PA USD 120623.49000000 0.031792618952 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.40299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411BAT0 14.46000000 PA USD 14.89000000 0.000003924543 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.32099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411DUK3 24688.14000000 PA USD 25610.45000000 0.006750122037 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.43500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411E2N6 55224.63000000 PA USD 56837.12000000 0.014980505857 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.99299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411E4K0 559.74000000 PA USD 577.77000000 0.000152282291 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.00999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EME4 1560.30000000 PA USD 1604.47000000 0.000422888637 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.24999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EWY9 110.08000000 PA USD 112.88000000 0.000029751674 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.12399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EYM3 223.40000000 PA USD 229.45000000 0.000060475919 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.83599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EZA8 648.36000000 PA USD 666.88000000 0.000175768929 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.09599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411GTW2 58616.21000000 PA USD 60839.46000000 0.016035398818 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.33999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411HGV6 5272.54000000 PA USD 5393.55000000 0.001421572862 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.02499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411HM56 4605.86000000 PA USD 4760.99000000 0.001254849622 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.90299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JGW0 25236.81000000 PA USD 25785.61000000 0.006796288792 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 5.82500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JKZ8 2142.54000000 PA USD 2196.95000000 0.000579048029 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 5.88099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JMS2 6172.29000000 PA USD 6375.21000000 0.001680308058 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.00199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JU79 429254.59000000 PA USD 442562.40000000 0.116645752381 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.02799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JZ58 35601.52000000 PA USD 36793.25000000 0.009697562035 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.00500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411RTJ7 2698.18000000 PA USD 2787.21000000 0.000734622298 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 5.73199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411S6V3 82986.38000000 PA USD 85008.02000000 0.022405483274 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.14499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411SM94 20536.98000000 PA USD 20944.88000000 0.005520422173 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 5.56499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411SVN3 95283.56000000 PA USD 98792.09000000 0.026038537542 Long ABS-MBS USGSE US N 2 2047-03-01 Variable 6.06999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UKA8 4563.13000000 PA USD 4723.44000000 0.001244952604 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.90799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UN64 2294.44000000 PA USD 2363.44000000 0.000622929641 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.98600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VHW2 567.66000000 PA USD 578.57000000 0.000152493146 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.07200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VVR7 23389.96000000 PA USD 24071.08000000 0.006344391745 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 5.96300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411YBW2 102876.55000000 PA USD 105702.65000000 0.027859947293 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 5.71899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411YPE7 331.21000000 PA USD 342.27000000 0.000090211779 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 6.49800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412BPZ9 14162.78000000 PA USD 14270.74000000 0.003761325418 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.50000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412BTN2 10185.83000000 PA USD 10558.34000000 0.002782851668 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.68999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CBE9 122092.17000000 PA USD 123281.21000000 0.032493111694 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.24999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CBL3 13926.04000000 PA USD 14462.26000000 0.003811804163 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.61899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CE30 8763.49000000 PA USD 8969.29000000 0.002364027265 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.66399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFA3 7239.80000000 PA USD 7356.58000000 0.001938966819 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.54100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFG0 4762.27000000 PA USD 4810.78000000 0.001267972725 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.37400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFL9 812.01000000 PA USD 821.63000000 0.000216556240 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.32500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFN5 11358.22000000 PA USD 11548.84000000 0.003043916814 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.53100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412DPT9 12749.65000000 PA USD 13053.02000000 0.003440372111 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.58500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412DZV3 7282.80000000 PA USD 7608.06000000 0.002005249164 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.74999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412ECK0 233808.59000000 PA USD 242070.94000000 0.063802408261 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.19800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EJ23 1226.91000000 PA USD 1248.56000000 0.000329081776 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 5.46000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EJ72 3524.46000000 PA USD 3597.66000000 0.000948231836 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 5.70999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EPK6 19643.87000000 PA USD 20080.36000000 0.005292561456 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.78199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412G2Z3 9989.93000000 PA USD 10078.97000000 0.002656504571 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.05000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412HRW1 24168.40300000 PA USD 24145.78000000 0.006364080353 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 4.86500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412SKY0 2003.08000000 PA USD 2054.81000000 0.000541584324 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 5.74999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412SVV4 62.76600000 PA USD 64.39000000 0.000016971211 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 6.37499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V6Z6 8891.44000000 PA USD 9087.48000000 0.002395178492 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.14000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V7C6 13042.37000000 PA USD 13199.68000000 0.003479027149 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.19000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412XPK4 201.65000000 PA USD 207.07000000 0.000054577243 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 6.41999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413ADY6 11651.64000000 PA USD 11840.97000000 0.003120913242 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 5.38999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413DTG2 1894.41000000 PA USD 1942.27000000 0.000511922263 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.26900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413ECE3 13977.02000000 PA USD 14445.22000000 0.003807312946 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.74399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413EE43 166284.07000000 PA USD 171305.86000000 0.045150923185 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.40500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413GK90 9036.59100000 PA USD 9217.81000000 0.002429529446 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.82000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413GLM0 3286.64000000 PA USD 3406.85000000 0.000897940226 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 7.08199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413JB45 6167.37000000 PA USD 6306.76000000 0.001662266756 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.16600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413JFD1 488.74000000 PA USD 503.10000000 0.000132601590 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.56499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413KMQ1 99945.66000000 PA USD 101803.48000000 0.026832246751 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 5.98500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413MFB8 195879.13000000 PA USD 199770.25000000 0.052653255483 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 5.89299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NJ30 80238.97000000 PA USD 81679.83000000 0.021528275390 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.14800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NJ63 10570.86000000 PA USD 10616.93000000 0.002798294179 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 4.98499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NKA2 9556.82000000 PA USD 9632.37000000 0.002538794632 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.66499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413QJ33 1879.05000000 PA USD 1932.61000000 0.000509376186 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.19999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413RBC9 5486.56000000 PA USD 5705.80000000 0.001503872298 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.41099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413RTG1 20294.32800000 PA USD 20909.18000000 0.005511012758 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 6.28200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413YLY5 2947.01000000 PA USD 2992.12000000 0.000788630232 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 5.60800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413YWH0 47592.86000000 PA USD 48735.29000000 0.012845114202 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.14499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CNW4 5327.67000000 PA USD 5405.70000000 0.001424775226 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.62799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CPN2 44069.58000000 PA USD 45247.68000000 0.011925888139 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.90000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CZH4 15555.62000000 PA USD 16008.52000000 0.004219350446 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 5.73000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414DPA8 7385.75000000 PA USD 7635.96000000 0.002012602741 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.03100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414EKD5 4824.41000000 PA USD 4984.17000000 0.001313672963 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 6.54199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414F7E5 4562.37000000 PA USD 4671.26000000 0.001231199571 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 6.08100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414HDB0 5250.00000000 PA USD 5396.37000000 0.001422316127 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 6.40500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414KPM6 2493.25000000 PA USD 2577.70000000 0.000679401946 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 5.88300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414NBM5 17556.99900000 PA USD 18179.60000000 0.004791579944 Long ABS-MBS USGSE US N 2 2038-11-01 Variable 6.32999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414R5F8 16808.87000000 PA USD 17259.29000000 0.004549014709 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 5.80700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414SKF9 103017.25000000 PA USD 105286.18000000 0.027750178689 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.00099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UP36 86112.94000000 PA USD 88096.03000000 0.023219387144 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 5.52999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UQ27 71169.99000000 PA USD 72018.35000000 0.018981808262 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 5.52999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UQH4 217435.74200000 PA USD 222923.25000000 0.058755669752 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.52999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UQL5 47038.01000000 PA USD 47743.85000000 0.012583801300 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.53200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414URK6 82072.35000000 PA USD 83337.73000000 0.021965246522 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.78000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415CML8 87595.21000000 PA USD 90674.68000000 0.023899039481 Long ABS-MBS USGSE US N 2 2048-05-01 Variable 6.28499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415MU78 89235.86000000 PA USD 92335.96000000 0.024336901476 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 5.91800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B4U9 1689.43000000 PA USD 1716.49000000 0.000452413642 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 5.78000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5B0 425907.24000000 PA USD 438243.37000000 0.115507389736 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.11700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5H7 173615.75000000 PA USD 178430.52000000 0.047028763069 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.15499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5M6 6374.49000000 PA USD 6541.73000000 0.001724197576 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.91999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5R5 38400.78000000 PA USD 39619.34000000 0.010442431899 Long ABS-MBS USGSE US N 2 2039-02-01 Variable 6.22900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5V6 10658.89000000 PA USD 11002.85000000 0.002900010747 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 6.28300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BK49 1132582.33000000 PA USD 1168594.19000000 0.308005263259 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.83899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BK56 60259.57000000 PA USD 62605.13000000 0.016500774787 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.14999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BNZ7 2864.64000000 PA USD 2954.17000000 0.000778627787 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.25100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BT40 530758.88000000 PA USD 548220.41000000 0.144493933951 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.27000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BWG9 2299.28000000 PA USD 2359.09000000 0.000621783115 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.10099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BWK0 19237.85000000 PA USD 19504.39000000 0.005140753589 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 5.93499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CAG1 3895.55000000 PA USD 4038.10000000 0.001064318190 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.17000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CAQ9 4091.97000000 PA USD 4178.03000000 0.001101199407 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 6.18999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CAU0 101461.80000000 PA USD 104960.44000000 0.027664323706 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.01200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CBD7 11723.90000000 PA USD 12054.11000000 0.003177090349 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.19999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CDW3 13806.75000000 PA USD 14107.52000000 0.003718305677 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 5.91400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CG75 306163.86000000 PA USD 312437.70000000 0.082348908512 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 5.85600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CGR1 51937.66000000 PA USD 53326.55000000 0.014055228249 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.05400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CGZ3 781779.41000000 PA USD 810940.60000000 0.213738845467 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.42399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CL61 546.02000000 PA USD 562.08000000 0.000148146892 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.21200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CLA2 350114.84000000 PA USD 360105.68000000 0.094912712829 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.85600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417SC24 18580.39000000 PA USD 19179.88000000 0.005055222796 Long ABS-MBS USGSE US N 2 2039-12-01 Variable 5.99299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417VFL2 82519.83000000 PA USD 84218.48000000 0.022197384965 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.32000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D2R2 0.02000000 PA USD 0.02000000 0.000000005271 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418E3E8 1585831.54000000 PA USD 1597334.40000000 0.421007914120 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EQ94 9869313.48000000 PA USD 9963077.19000000 2.625958813623 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ERA0 0.00700000 PA USD 0.01000000 0.000000002635 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ET75 3255251.34000000 PA USD 3337967.90000000 0.879785036233 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EXW5 0.00500000 PA USD 0.01000000 0.000000002635 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FMK0 1402778.77000000 PA USD 1432921.60000000 0.377673788227 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418M6F4 35338.39000000 PA USD 36250.12000000 0.009554409776 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 5.92999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MBE1 379937.89000000 PA USD 377017.15000000 0.099370052951 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 4.18299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MKA9 9817.29000000 PA USD 10052.44000000 0.002649512084 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 5.87099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MM82 304904.08000000 PA USD 314592.01000000 0.082916717957 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.05400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MM90 26674.33000000 PA USD 27514.57000000 0.007251989141 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.05599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MMV1 131093.44000000 PA USD 133709.42000000 0.035241665121 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 5.99900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MNV0 680003.64000000 PA USD 703890.33000000 0.185523707248 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.94000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MVF6 366305.49000000 PA USD 374339.00000000 0.098664175493 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.24499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MVS8 370089.14000000 PA USD 379560.58000000 0.100040422386 Long ABS-MBS USGSE US N 2 2038-08-01 Variable 6.13599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MYA4 164471.43000000 PA USD 167577.50000000 0.044168242872 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 6.01800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418NAF7 8305.98000000 PA USD 8550.09000000 0.002253539118 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 5.99600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418UHN7 43569.52000000 PA USD 45077.82000000 0.011881118300 Long ABS-MBS USGSE US N 2 2040-05-01 Variable 6.55999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418WMU1 179997.83000000 PA USD 187078.28000000 0.049308044977 Long ABS-MBS USGSE US N 2 2040-08-01 Variable 6.53500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AB48 5422.37000000 PA USD 5565.49000000 0.001466890925 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.05800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ACA3 534516.95000000 PA USD 556104.03000000 0.146571812204 Long ABS-MBS USGSE US N 2 2040-05-01 Variable 6.10599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ACM7 378612.67000000 PA USD 386537.93000000 0.101879435913 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.76699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFH5 315517.36000000 PA USD 318224.34000000 0.083874087733 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 5.78499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFJ1 170301.46000000 PA USD 175079.17000000 0.046145450926 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.05599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFS1 77667.55000000 PA USD 79494.35000000 0.020952250497 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.12399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFT9 653833.08000000 PA USD 673308.69000000 0.177463333373 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.85100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AJH1 160946.53000000 PA USD 164833.82000000 0.043445093735 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.36300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419APP6 271101.36000000 PA USD 277814.75000000 0.073223370390 Long ABS-MBS USGSE US N 2 2038-11-01 Variable 6.37800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BA21 113636.09000000 PA USD 118149.58000000 0.031140572838 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 5.89200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419GJS4 154286.97000000 PA USD 159903.21000000 0.042145537530 Long ABS-MBS USGSE US N 2 2040-09-01 Variable 6.50000160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5RG6 2139746.38000000 PA USD 2183877.92000000 0.575602633858 Long ABS-MBS USGA US N 2 2055-07-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225C2Y1 59832.96000000 PA USD 61129.79000000 0.016111920821 Long ABS-MBS USGA US N 2 2033-12-20 Variable 5.12499960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225C4D5 3587.45000000 PA USD 3618.97000000 0.000953848493 Long ABS-MBS USGA US N 2 2034-01-20 Variable 5.00000040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225CZW9 2242.32000000 PA USD 2262.55000000 0.000596338159 Long ABS-MBS USGA US N 2 2033-09-20 Variable 5.37500160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DAS3 8581.50000000 PA USD 8724.03000000 0.002299384319 Long ABS-MBS USGA US N 2 2034-05-20 Variable 5.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DBX1 3892.03000000 PA USD 3889.62000000 0.001025183457 Long ABS-MBS USGA US N 2 2034-06-20 Variable 5.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DLD4 11200.29000000 PA USD 11257.48000000 0.002967123335 Long ABS-MBS USGA US N 2 2035-01-20 Variable 5.00000040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DN75 7103.06000000 PA USD 7083.90000000 0.001867096810 Long ABS-MBS USGA US N 2 2035-04-20 Variable 5.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DNG5 31055.16000000 PA USD 31335.37000000 0.008259033776 Long ABS-MBS USGA US N 2 2035-03-20 Variable 5.00000040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376TAF9 410656.97400000 PA USD 410610.20000000 0.108224141306 Long ABS-MBS USGA US N 2 2040-01-16 Floating 4.37888160 N N N N N N Franklin Institutional U.S. Government Money Market Fund 549300M4TP89K77LG374 457756500 10807853.35100000 NS USD 10807853.35000000 2.848615665576 Long STIV RF US N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CGC9 10000000.00000000 PA USD 9998828.10000000 2.635381647093 Long DBT UST US N 2 2027-12-31 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKE0 11000000.00000000 PA USD 11047979.80000000 2.911905566451 Long DBT UST US N 2 2027-03-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKJ9 15000000.00000000 PA USD 15103943.25000000 3.980932009401 Long DBT UST US N 2 2027-04-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMB4 10000000.00000000 PA USD 10019140.60000000 2.640735393469 Long DBT UST US N 2 2027-12-15 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMF5 10000000.00000000 PA USD 10059765.60000000 2.651442886222 Long DBT UST US N 2 2028-01-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMH1 20000000.00000000 PA USD 20056943.20000000 5.286389512594 Long DBT UST US N 2 2027-01-31 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMW8 10000000.00000000 PA USD 9974218.80000000 2.628895397213 Long DBT UST US N 2 2028-04-15 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CND9 10000000.00000000 PA USD 9973242.20000000 2.628637995676 Long DBT UST US N 2 2028-05-15 Fixed 3.75000000 N N N N N N N/A N/A N/A 72.00000000 NC USD -138435.04000000 -0.03648719230 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Notes 2026-06-30 7764187.54000000 USD -138435.04000000 N N N N/A N/A N/A 458.00000000 NC USD -841280.96000000 -0.22173562540 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Notes 2026-06-30 94863250.00000000 USD -841280.96000000 N N N N/A N/A N/A -10.00000000 NC USD 48393.14000000 0.012754934050 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bonds 2026-06-18 -1128437.50000000 USD 48393.14000000 N N N N/A N/A N/A -45.00000000 NC USD 144784.80000000 0.038160792533 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Notes 2026-06-18 -5078671.88000000 USD 144784.80000000 N N N 2026-06-01 Franklin Investors Securities Trust Monica Krogh Monica Krogh Assistant Treasurer