NPORT-P false 0000810893 XXXXXXXX S000009684 C000026542 C000203300 C000026541 C000026544 C000064137 PIMCO Funds 811-05028 0000810893 00000000000000000000 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO GNMA and Government Securities Fund S000009684 PTIGJRRB7TMWG0E5XU42 2021-03-31 2020-06-30 N 5081263394.080000 3270515344.480000 1810748049.600000 0.000000 0.000000 296942995.380000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 15770210.050000 USD N N/A N/A 000000000 3250000.000000 NC USD 7446.400000 0.0004112 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Purchased GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.50000 03/02/21-10Y CME N/A N/A 2031-03-02 0.000000 USD 0.000000 USD N/A USD N/A 1.500000 USD 2021-02-26 XXXX -13678.600000 N N N N/A N/A 000000000 15050000.000000 NC USD 34482.560000 0.0019043 N/A DIR US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 Put Purchased Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.50000 03/02/21-10Y CME N/A N/A 2031-03-02 0.000000 USD 0.000000 USD N/A USD N/A 1.500000 USD 2021-02-26 XXXX -58622.440000 N N N N/A N/A 000000000 8900000.000000 NC USD 20391.680000 0.0011261 N/A DIR US N 2 BNP Paribas S.A. N/A Put Purchased BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.50000 03/02/21-10Y CME N/A N/A 2031-03-02 0.000000 USD 0.000000 USD N/A USD N/A 1.500000 USD 2021-02-26 XXXX -49918.320000 N N N N/A N/A 000000000 15600000.000000 NC USD 1338.480000 0.0000739 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Purchased Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 0.82250 07/09/20-10Y CME N/A N/A 2030-07-09 0.000000 USD 0.000000 USD N/A USD N/A 0.820000 USD 2020-07-07 XXXX -75101.520000 N N N N/A N/A 000000000 28400000.000000 NC USD 3771.520000 0.0002083 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 0.80250 07/09/20-10Y CME N/A N/A 2030-07-09 0.000000 USD 0.000000 USD N/A USD N/A 0.800000 USD 2020-07-07 XXXX -135388.480000 N N N N/A N/A 000000000 30000000.000000 NC USD 7428.000000 0.0004102 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 0.77375 07/09/20-10Y CME N/A N/A 2030-07-09 0.000000 USD 0.000000 USD N/A USD N/A 0.770000 USD 2020-07-07 XXXX -135822.000000 N N N N/A N/A 000000000 20700000.000000 NC USD 7069.050000 0.0003904 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 0.75875 07/09/20-10Y CME N/A N/A 2030-07-09 0.000000 USD 0.000000 USD N/A USD N/A 0.760000 USD 2020-07-07 XXXX -92808.450000 N N N N/A N/A 000000000 7300000.000000 NC USD 19139.870000 0.0010570 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Purchased GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 0.81250 08/10/20-10Y CME N/A N/A 2030-08-10 0.000000 USD 0.000000 USD N/A USD N/A 0.810000 USD 2020-08-06 XXXX -40263.880000 N N N N/A N/A 000000000 24600000.000000 NC USD 29871.780000 0.0016497 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Purchased GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 0.40000 08/10/20-5Y CME N/A N/A 2025-08-10 0.000000 USD 0.000000 USD N/A USD N/A 0.400000 USD 2020-08-06 XXXX -85338.220000 N N N N/A N/A 000000000 15800000.000000 NC USD 40664.460000 0.0022457 N/A DIR US N 2 Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 Put Purchased Deutsche Bank Securities Inc. 9J6MBOOO7BECTDTUZW19 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 0.81500 08/10/20-10Y CME N/A N/A 2030-08-10 0.000000 USD 0.000000 USD N/A USD N/A 0.820000 USD 2020-08-06 XXXX -44655.540000 N N N N/A N/A 000000000 19800000.000000 NC USD 50959.260000 0.0028143 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Purchased FIRST UNION NATIONAL BANK CHARLOTTE N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 0.81500 08/10/20-10Y CME N/A N/A 2030-08-10 0.000000 USD 0.000000 USD N/A USD N/A 0.820000 USD 2020-08-06 XXXX -55960.740000 N N N N/A N/A 000000000 29900000.000000 NC USD 50181.170000 0.0027713 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Purchased FIRST UNION NATIONAL BANK CHARLOTTE N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 0.87250 08/10/20-10Y CME N/A N/A 2030-08-10 0.000000 USD 0.000000 USD N/A USD N/A 0.870000 USD 2020-08-06 XXXX -66428.830000 N N N N/A N/A 000000000 7900000.000000 NC USD 4660.210000 0.0002574 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Purchased GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.01625 08/10/20-10Y CME N/A N/A 2030-08-10 0.000000 USD 0.000000 USD N/A USD N/A 1.020000 USD 2020-08-06 XXXX -34839.790000 N N N N/A N/A 000000000 23300000.000000 NC USD 12465.500000 0.0006884 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Purchased GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.03000 08/10/20-10Y CME N/A N/A 2030-08-10 0.000000 USD 0.000000 USD N/A USD N/A 1.030000 USD 2020-08-06 XXXX -106830.500000 N N N N/A N/A 000000000 12700000.000000 NC USD 15182.850000 0.0008385 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Purchased FIRST UNION NATIONAL BANK CHARLOTTE N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 0.91850 08/10/20-10Y CME N/A N/A 2030-08-10 0.000000 USD 0.000000 USD N/A USD N/A 0.920000 USD 2020-08-06 XXXX -83718.400000 N N N N/A N/A 000000000 19400000.000000 NC USD 10379.000000 0.0005732 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Purchased FIRST UNION NATIONAL BANK CHARLOTTE N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.03000 08/10/20-10Y CME N/A N/A 2030-08-10 0.000000 USD 0.000000 USD N/A USD N/A 1.030000 USD 2020-08-06 XXXX -85069.000000 N N N N/A N/A 000000000 31300000.000000 NC USD 1467.970000 0.0000811 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Purchased FIRST UNION NATIONAL BANK CHARLOTTE N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 0.85000 07/09/20-10Y CME N/A N/A 2030-07-09 0.000000 USD 0.000000 USD N/A USD N/A 0.850000 USD 2020-07-07 XXXX -91085.790000 N N N N/A N/A 000000000 31300000.000000 NC USD 62089.810000 0.0034290 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Purchased FIRST UNION NATIONAL BANK CHARLOTTE N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 0.85000 08/10/20-10Y CME N/A N/A 2030-08-10 0.000000 USD 0.000000 USD N/A USD N/A 0.850000 USD 2020-08-06 XXXX -148259.650000 N N N N/A N/A 000000000 1.000000 NC USD 34355.750000 0.0018973 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Mtge Current Cpns Fnma 30 Year N/A N/A Y 2020-09-18 0.000000 USD 0.000000 USD 55000000.000000 USD 34355.750000 N N N N/A N/A 000000000 1.000000 NC USD 27549.050000 0.0015214 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Mtge Current Cpns Fnma 30 Year N/A N/A Y 2020-09-16 0.000000 USD 0.000000 USD 95000000.000000 USD 27549.050000 N N N N/A N/A 000000000 1.000000 NC USD 27774.500000 0.0015339 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Mtge Current Cpns Fnma 30 Year N/A N/A Y 2020-08-18 0.000000 USD 0.000000 USD 130000000.000000 USD 27774.500000 N N N N/A N/A 000000000 1.000000 NC USD -210861.350000 -0.0116450 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2022-06-17 0.000000 USD -3978.150000 USD 13600000.000000 USD -206883.200000 N N N N/A N/A 000000000 1.000000 NC USD -15765.650000 -0.0008707 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-12-16 0.000000 USD -11560.000000 USD 500000.000000 USD -4205.650000 N N N N/A N/A 000000000 1.000000 NC USD -5094692.210000 -0.2813584 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2030-06-17 0.000000 USD -4228570.720000 USD 84200000.000000 USD -866121.490000 N N N N/A N/A 000000000 1.000000 NC USD -404875.920000 -0.0223596 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-06-17 0.000000 USD -142371.250000 USD 8750000.000000 USD -262504.670000 N N N N/A N/A 000000000 1.000000 NC USD -432840.480000 -0.0239040 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2027-06-17 0.000000 USD -382968.620000 USD 7900000.000000 USD -49871.860000 N N N N/A N/A 000000000 1.000000 NC USD -932060.110000 -0.0514738 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2026-12-18 0.000000 USD -355365.250000 USD 6200000.000000 USD -576694.860000 N N N N/A N/A 000000000 1.000000 NC USD -140374.480000 -0.0077523 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2023-12-19 6976.000000 USD 0.000000 USD 1600000.000000 USD -147350.480000 N N N N/A N/A 000000000 1.000000 NC USD -8872774.510000 -0.4900060 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2026-06-19 0.000000 USD -2744685.140000 USD 56900000.000000 USD -6128089.370000 N N N N/A N/A 000000000 -10000000.000000 NC USD -50608.000000 -0.0027949 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 100.640000 USD 2020-08-06 XXXX 24392.000000 N N N N/A N/A 000000000 -17000000.000000 NC USD -16411.800000 -0.0009064 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.050000 USD 2020-08-06 XXXX 52650.700000 N N N N/A N/A 000000000 -11500000.000000 NC USD -11629.950000 -0.0006423 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.130000 USD 2020-08-06 XXXX 33291.930000 N N N N/A N/A 000000000 -17000000.000000 NC USD -16796.000000 -0.0009276 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.090000 USD 2020-08-06 XXXX 49610.260000 N N N N/A N/A 000000000 -11000000.000000 NC USD -5623.200000 -0.0003105 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written UMBS PASS THRU POOLS FNMA TBA 3.0% AUG 30YR N/A 104.400000 USD 2020-08-06 XXXX 47658.050000 N N N N/A N/A 000000000 -13000000.000000 NC USD -8097.700000 -0.0004472 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written UMBS PASS THRU POOLS FNMA TBA 3.0% AUG 30YR N/A 104.560000 USD 2020-08-06 XXXX 48777.300000 N N N N/A N/A 000000000 -7500000.000000 NC USD -31770.750000 -0.0017546 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 2.5% JUL 30YR N/A 103.810000 USD 2020-07-07 XXXX 3385.500000 N N N N/A N/A 000000000 -7000000.000000 NC USD -4401.600000 -0.0002431 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written UMBS PASS THRU POOLS FNMA TBA 3.0% AUG 30YR N/A 104.570000 USD 2020-08-06 XXXX 26223.400000 N N N N/A N/A 000000000 -30000000.000000 NC USD -0.300000 0.0000000 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% JUL 30YR N/A 102.720000 USD 2020-07-07 XXXX 165234.080000 N N N N/A N/A 000000000 20000000.000000 NC USD 0.200000 0.0000000 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Purchased UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 69.000000 USD 2020-08-06 XXXX -781.050000 N N N N/A N/A 000000000 -10000000.000000 NC USD -10113.000000 -0.0005585 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.130000 USD 2020-08-06 XXXX 28949.500000 N N N N/A N/A 000000000 -16500000.000000 NC USD -0.170000 0.0000000 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% JUL 30YR N/A 102.580000 USD 2020-07-07 XXXX 76054.520000 N N N N/A N/A 000000000 -9000000.000000 NC USD -9578.700000 -0.0005290 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.220000 USD 2020-08-06 XXXX 27335.360000 N N N N/A N/A 000000000 -23000000.000000 NC USD -30040.300000 -0.0016590 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.560000 USD 2020-08-06 XXXX 92147.200000 N N N N/A N/A 000000000 -16000000.000000 NC USD -0.160000 0.0000000 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% JUL 30YR N/A 102.670000 USD 2020-07-07 XXXX 88124.840000 N N N N/A N/A 000000000 -16000000.000000 NC USD -15662.400000 -0.0008650 N/A DIR US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.080000 USD 2020-08-06 XXXX 51837.610000 N N N N/A N/A 000000000 -16500000.000000 NC USD -0.170000 0.0000000 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% JUL 30YR N/A 102.520000 USD 2020-07-07 XXXX 58007.640000 N N N N/A N/A 000000000 -31500000.000000 NC USD -0.320000 0.0000000 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% JUL 30YR N/A 102.500000 USD 2020-07-07 XXXX 146425.460000 N N N N/A N/A 000000000 -16000000.000000 NC USD -19217.600000 -0.0010613 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% AUG 30YR N/A 102.420000 USD 2020-08-06 XXXX 85782.400000 N N N N/A N/A 000000000 80000000.000000 NC USD 0.800000 0.0000000 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Purchased UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 69.000000 USD 2020-08-06 XXXX -3124.210000 N N N N/A N/A 000000000 -10000000.000000 NC USD -50516.000000 -0.0027898 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 100.630000 USD 2020-08-06 XXXX 25265.260000 N N N N/A N/A 000000000 -7500000.000000 NC USD -0.080000 0.0000000 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% JUL 30YR N/A 102.810000 USD 2020-07-07 XXXX 63281.170000 N N N N/A N/A 000000000 -16500000.000000 NC USD -0.170000 0.0000000 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.5% JUL 30YR N/A 102.530000 USD 2020-07-07 XXXX 58007.640000 N N N N/A N/A 000000000 -37000000.000000 NC USD -12594.800000 -0.0006956 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JUL 30YR N/A 100.720000 USD 2020-07-07 XXXX 227327.080000 N N N N/A N/A 000000000 -37000000.000000 NC USD -13530.900000 -0.0007473 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JUL 30YR N/A 100.790000 USD 2020-07-07 XXXX 226390.980000 N N N N/A N/A 000000000 -72000000.000000 NC USD -32976.000000 -0.0018211 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JUL 30YR N/A 101.000000 USD 2020-07-07 XXXX 484524.000000 N N N N/A N/A 000000000 -35000000.000000 NC USD -13919.500000 -0.0007687 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JUL 30YR N/A 100.870000 USD 2020-07-07 XXXX 215768.000000 N N N N/A N/A 000000000 -20000000.000000 NC USD -98668.000000 -0.0054490 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 100.420000 USD 2020-08-06 XXXX 70082.000000 N N N N/A N/A 000000000 -15000000.000000 NC USD -3576.000000 -0.0001975 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JUL 30YR N/A 100.400000 USD 2020-07-07 XXXX 99549.000000 N N N N/A N/A 000000000 -33500000.000000 NC USD -8522.400000 -0.0004707 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JUL 30YR N/A 100.460000 USD 2020-07-07 XXXX 221790.100000 N N N N/A N/A 000000000 -27000000.000000 NC USD -133444.800000 -0.0073696 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% AUG 30YR N/A 100.440000 USD 2020-08-06 XXXX 94367.700000 N N N N/A N/A 000000000 -248.000000 NC USD -101060.310000 -0.0055811 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2020-09-21 -34514625.000000 USD -101060.310000 N N N BANCO LA HIPOTECARIA SA 2016-1A N/A 50346VAA7 2599371.770000 PA USD 2824324.520000 0.1559756 Long ABS-MBS CORP PA N 3 2046-01-15 Fixed 3.3575 N N N N N N BEAR STEARNS STRUC PROD INC 2007-R6 N/A 07402FAA3 1331098.130000 PA USD 1100263.090000 0.0607629 Long ABS-MBS CORP US N 2 2036-01-26 Floating 3.6349 Y N N N N N BENEFIT STREET PARTNERS CLO IV LTD 2014-IVA N/A 08180FAW1 3700000.000000 PA USD 3649626.980000 0.2015536 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 2.38525 N N N N N N BX TRUST 2018-IND N/A 056059AA6 5616203.190000 PA USD 5571316.250000 0.3076804 Long ABS-MBS CORP US N 2 2035-11-15 Floating 0.93475 N N N N N N CENTEX HOME EQUITY 2002-A N/A 152314EQ9 10921.640000 PA USD 10474.690000 0.0005785 Long ABS-MBS CORP US N 2 2032-01-25 Floating 0.4845 N N N N N N CIT GROUP HOME EQUITY LOAN TRUS 2002-2 N/A 12558MBB7 6845.880000 PA USD 6827.690000 0.0003771 Long ABS-MBS CORP US N 2 2033-06-25 Floating 0.7245 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A N/A 22540VK43 9697.120000 PA USD 8785.770000 0.0004852 Long ABS-MBS CORP US N 2 2032-03-25 Floating 1.63311 N N N N N N CREDIT SUISSE MORTGAGE TRUST 2013-MH1 N/A 12647RAA2 1653023.180000 PA USD 1900638.450000 0.1049643 Long ABS-MBS CORP US N 2 2053-05-27 Variable 4.78842 N N N N N N CVP CASCADE CLO LTD 2013-CLO1 N/A 126612AJ9 209896.240000 PA USD 209926.410000 0.0115934 Long ABS-CBDO CORP KY N 2 2026-01-16 Floating 2.32613 N N N N N N DRYDEN XXV SENIOR LOAN FUND 2012-25A N/A 26250JAS9 2141919.950000 PA USD 2123722.090000 0.1172842 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 2.11888 N N N N N N FANNIE MAE 2001-72 N/A 31392BHU3 832437.790000 PA USD 903953.850000 0.0499216 Long ABS-MBS USGSE US N 2 2040-12-25 Floating 4.19535 N N N N N N FANNIE MAE 2002-14 N/A 31392CAZ7 865011.860000 PA USD 905091.580000 0.0499844 Long ABS-MBS USGSE US N 2 2040-10-25 Variable 3.63582 N N N N N N FANNIE MAE 2002-33 N/A 31392DGW6 3458415.340000 PA USD 3701229.300000 0.2044033 Long ABS-MBS USGSE US N 2 2031-11-25 Floating 4.21464 N N N N N N FANNIE MAE 2002-T2 N/A 31392BYX8 202517.160000 PA USD 207876.290000 0.0114801 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 4.16275 N N N N N N FANNIE MAE 2003-7 N/A 31392H2L6 1051364.620000 PA USD 1080870.850000 0.0596920 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 3.93266 N N N N N N FANNIE MAE 2007-96 N/A 31396XXB5 1422729.600000 PA USD 1446559.470000 0.0798874 Long ABS-MBS USGSE US N 2 2037-10-25 Floating 0.8845 N N N N N N FANNIE MAE INTEREST STRIP 386 N/A 3136FFSR1 93708.890000 PA USD 20209.120000 0.0011161 Long ABS-MBS USGSE US N 2 2038-04-25 Fixed 6.5 N N N N N N FANNIE MAE INTEREST STRIP 418 N/A 31395Q3F5 163049.840000 PA USD 20879.200000 0.0011531 Long ABS-MBS USGSE US N 2 2043-08-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS 2009-36 N/A 31397NQ81 1027.750000 PA USD 9.890000 0.0000005 Long ABS-MBS USGSE US N 2 2024-06-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS 2010-126 N/A 31398SAS2 7240257.670000 PA USD 1059571.890000 0.0585157 Long ABS-MBS USGSE US N 2 2040-11-25 Floating 4.829 N N N N N N FANNIE MAE REMICS 2012-111 N/A 3136A9HB7 544614.870000 PA USD 535337.080000 0.0295644 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 3.51292 N N N N N N FANNIE MAE REMICS 2012-70 N/A 3136A7FB3 41798785.600000 PA USD 41875482.190000 2.3126068 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 0.6345 N N N N N N FANNIE MAE REMICS 2012-77 N/A 3136A6H98 525623.380000 PA USD 27533.780000 0.0015206 Long ABS-MBS USGSE US N 2 2052-07-25 Floating 2.90672 N N N N N N FANNIE MAE REMICS 2013-127 N/A 3136AHAV2 2732112.500000 PA USD 137853.110000 0.0076130 Long ABS-MBS USGSE US N 2 2039-09-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2013-20 N/A 3136ACVY4 1904257.250000 PA USD 1937101.690000 0.1069780 Long ABS-MBS USGSE US N 2 2043-03-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2013-30 N/A 3136ADNA3 1185129.080000 PA USD 125142.400000 0.0069111 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2013-34 N/A 3136ADQR3 1078268.000000 PA USD 179877.850000 0.0099339 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 5.9655 N N N N N N FANNIE MAE REMICS 2014-42 N/A 3136AKPR8 579769.250000 PA USD 33013.740000 0.0018232 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 2.93062 N N N N N N FANNIE MAE REMICS 2014-43 N/A 3136AKKU6 672903.450000 PA USD 35633.000000 0.0019679 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 3.00552 N N N N N N FANNIE MAE REMICS 2014-45 N/A 3136AKUC5 416227.650000 PA USD 24576.950000 0.0013573 Long ABS-MBS USGSE US N 2 2044-08-25 Floating 3.20936 N N N N N N FANNIE MAE REMICS 2014-46 N/A 3136AKUR2 3053842.870000 PA USD 122117.070000 0.0067440 Long ABS-MBS USGSE US N 2 2040-09-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2014-47 N/A 3136AKTL7 744920.000000 PA USD 49740.690000 0.0027470 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 3.19065 N N N N N N FANNIE MAE REMICS 2014-73 N/A 3136ALMD0 4601394.110000 PA USD 889733.390000 0.0491362 Long ABS-MBS USGSE US N 2 2044-11-25 Floating 6.0155 N N N N N N FANNIE MAE REMICS 2014-84 N/A 3136AL2X8 733594.410000 PA USD 5920.330000 0.0003270 Long ABS-MBS USGSE US N 2 2043-02-25 Floating 0.2 N N N N N N FANNIE MAE REMICS 2014-92 N/A 3136AMEE5 483400.310000 PA USD 24614.210000 0.0013593 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 3.08074 N N N N N N FANNIE MAE REMICS 2015-10 N/A 3136AMZT9 470633.750000 PA USD 25192.930000 0.0013913 Long ABS-MBS USGSE US N 2 2045-03-25 Floating 3.07635 N N N N N N FANNIE MAE REMICS 2015-19 N/A 3136ANJM0 860481.330000 PA USD 50830.530000 0.0028072 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 3.13315 N N N N N N FANNIE MAE REMICS 2015-47 N/A 3136APDE9 168200.600000 PA USD 16860.130000 0.0009311 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 4 N N N N N N FANNIE MAE REMICS 2015-50 N/A 3136APNG3 2095494.860000 PA USD 156249.320000 0.0086290 Long ABS-MBS USGSE US N 2 2045-07-25 Floating 3.20271 N N N N N N FANNIE MAE REMICS 2015-58 N/A 3136APU75 519902.790000 PA USD 30743.360000 0.0016978 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 3.18596 N N N N N N FANNIE MAE REMICS 2015-64 N/A 3136AP3C4 528342.460000 PA USD 37437.240000 0.0020675 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 3.19725 N N N N N N FANNIE MAE REMICS 2015-73 N/A 3136AP7M8 779827.090000 PA USD 1005295.610000 0.0555182 Long ABS-MBS USGSE US N 2 2045-10-25 Floating 8.93433 N N N N N N FANNIE MAE REMICS 2016-17 N/A 3136ARWA2 375304.590000 PA USD 19300.110000 0.0010659 Long ABS-MBS USGSE US N 2 2046-04-25 Floating 2.86813 N N N N N N FANNIE MAE REMICS 2016-63 N/A 3136ATXU3 1233482.580000 PA USD 54044.180000 0.0029846 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS 2016-64 N/A 3136ATUB8 202952.170000 PA USD 22245.420000 0.0012285 Long ABS-MBS USGSE US N 2 2046-05-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2016-76 N/A 3136ATY81 163084.360000 PA USD 8226.790000 0.0004543 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 2.78719 N N N N N N FANNIE MAE REMICS 2018-28 N/A 3136B1P32 601859.610000 PA USD 630176.380000 0.0348020 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2018-36 N/A 3136B2DF6 11190054.900000 PA USD 1572093.050000 0.0868201 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 6.0155 N N N N N N FANNIE MAE REMICS 2018-64 N/A 3136B22X9 1859813.550000 PA USD 1947876.840000 0.1075730 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2018-78 N/A 3136B3ES5 16794023.980000 PA USD 16737130.860000 0.9243214 Long ABS-MBS USGSE US N 2 2048-10-25 Floating 0.4845 N N N N N N FANNIE MAE REMICS 2018-85 N/A 3136B3QC7 4942683.440000 PA USD 4925328.200000 0.2720052 Long ABS-MBS USGSE US N 2 2048-12-25 Floating 0.4845 N N N N N N FANNIE MAE REMICS 2018-85 N/A 3136B3QF0 1790026.270000 PA USD 161476.660000 0.0089177 Long ABS-MBS USGSE US N 2 2048-12-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2019-1 N/A 3136B3ZE3 1357050.990000 PA USD 1358979.900000 0.0750507 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 0.6345 N N N N N N FANNIE MAE REMICS 2019-42 N/A 3136B5VK8 6090742.490000 PA USD 1463423.920000 0.0808187 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 5.8655 N N N N N N FANNIE MAE REMICS 2019-62 N/A 3136B62S1 691412.560000 PA USD 143694.270000 0.0079356 Long ABS-MBS USGSE US N 2 2049-11-25 Floating 5.8155 N N N N N N FANNIE MAE REMICS 2019-66 N/A 3136B6ZQ9 13087906.250000 PA USD 13095387.300000 0.7232032 Long ABS-MBS USGSE US N 2 2059-11-25 Floating 0.6345 N N N N N N FANNIE MAE REMICS 2020-28 N/A 3136B9RE9 12169328.870000 PA USD 3279991.910000 0.1811402 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 7.75908 N N N N N N FANNIE MAE-2020-29 N/A 3136B9TM9 71218841.250000 PA USD 71480342.590000 3.9475587 Long ABS-MBS USGSE US N 2 2050-05-25 Floating 0.97263 N N N N N N FANNIE MAE-ACES 2013-M5 N/A 3136ADZZ5 1626371.470000 PA USD 21845.750000 0.0012064 Long ABS-MBS USGSE US N 2 2022-01-25 Variable 2.16845 N N N N N N FANNIEMAE WHOLE LOAN 2002-W1 N/A 31392CMV3 623737.500000 PA USD 655447.190000 0.0361976 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 3.94696 N N N N N N FANNIEMAE WHOLE LOAN 2002-W6 N/A 31392DG63 2297727.780000 PA USD 2422167.200000 0.1337661 Long ABS-MBS USGSE US N 2 2042-01-25 Variable 4.33801 N N N N N N FANNIEMAE WHOLE LOAN 2002-W8 N/A 31392DR38 1307769.010000 PA USD 1379648.570000 0.0761922 Long ABS-MBS USGSE US N 2 2042-03-25 Variable 4.24601 N N N N N N FANNIEMAE WHOLE LOAN-2002-W4 N/A 31392DUC4 1748462.500000 PA USD 1859454.550000 0.1026899 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 4.15758 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K014 N/A 3137ADTK3 20734520.380000 PA USD 126443.250000 0.0069829 Long ABS-MBS USGSE US N 2 2021-04-25 Variable 1.32363 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K026 N/A 3137B1BT8 7034629.420000 PA USD 130282.040000 0.0071949 Long ABS-MBS USGSE US N 2 2022-11-25 Variable 1.09143 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KP05 N/A 3137FKK47 2292363.300000 PA USD 2325426.060000 0.1284235 Long ABS-MBS USGSE US N 2 2023-04-25 Fixed 3.254 N N N N N N FHLMC PASS THRU POOLS N/A 3128S4FZ5 503791.450000 PA USD 531734.930000 0.0293655 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 3.989 N N N N N N FHLMC PASS THRU POOLS N/A 31349TD40 1075208.220000 PA USD 1127296.270000 0.0622558 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 4.115 N N N N N N FHLMC PASS THRU POOLS N/A 31295MX47 6144.800000 PA USD 6185.830000 0.0003416 Long ABS-MBS USGSE US N 2 2031-05-01 Floating 3.95 N N N N N N FHLMC PASS THRU POOLS N/A 31347AKC7 1633998.320000 PA USD 1713864.220000 0.0946495 Long ABS-MBS USGSE US N 2 2041-11-01 Floating 3.732 N N N N N N FHLMC PASS THRU POOLS N/A 31288QE55 4675882.500000 PA USD 4894477.110000 0.2703014 Long ABS-MBS USGSE US N 2 2050-01-01 Floating 3.464 N N N N N N FHLMC PASS THRU POOLS N/A 31300LYH2 1862711.410000 PA USD 1970425.030000 0.1088183 Long ABS-MBS USGSE US N 2 2039-10-01 Floating 3.612 N N N N N N FHLMC PASS THRU POOLS N/A 312946PQ3 90686.290000 PA USD 101977.910000 0.0056318 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXAV2 21168.440000 PA USD 24339.670000 0.0013442 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ2X7 1043126.840000 PA USD 1112709.480000 0.0614503 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJ3D0 736406.330000 PA USD 776553.740000 0.0428858 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 31335ALZ9 8834235.230000 PA USD 9752985.620000 0.5386164 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 31335BMB9 882465.840000 PA USD 938943.720000 0.0518539 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 31335BMZ6 369177.850000 PA USD 417246.250000 0.0230428 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132XCSK2 4568282.430000 PA USD 5159118.410000 0.2849164 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31301ABB3 8155.250000 PA USD 9156.390000 0.0005057 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31282CBB2 522.780000 PA USD 524.320000 0.0000290 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 31281AEL2 7896.770000 PA USD 8377.470000 0.0004627 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31281AEW8 4961.900000 PA USD 5132.200000 0.0002834 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 31281BC40 19491.890000 PA USD 20999.510000 0.0011597 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31281BHP8 21079.660000 PA USD 22064.170000 0.0012185 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31281BKG4 4752.230000 PA USD 5018.020000 0.0002771 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31281BMU1 35920.180000 PA USD 38422.260000 0.0021219 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31281BMZ0 33819.570000 PA USD 36478.100000 0.0020145 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31281BN63 20521.800000 PA USD 23355.750000 0.0012898 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31281BPG9 1820.940000 PA USD 1930.850000 0.0001066 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31281BPN4 62418.530000 PA USD 65049.170000 0.0035924 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31281BPP9 9704.290000 PA USD 10366.660000 0.0005725 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31281BSE1 53924.800000 PA USD 57254.440000 0.0031619 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31281BTD2 4416.360000 PA USD 4821.730000 0.0002663 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31281BT91 6041.850000 PA USD 6674.960000 0.0003686 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31281BUD0 14629.700000 PA USD 15834.880000 0.0008745 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31281BUP3 4478.390000 PA USD 4849.010000 0.0002678 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3132XSHM5 3111238.100000 PA USD 3411968.010000 0.1884286 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132XTGE2 596107.050000 PA USD 631830.330000 0.0348933 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132XT6F0 1456467.960000 PA USD 1543230.190000 0.0852261 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132XWE64 1795635.910000 PA USD 1911570.890000 0.1055680 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132XW4M0 116703.690000 PA USD 124243.400000 0.0068614 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132XXE47 77007.850000 PA USD 81921.120000 0.0045242 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132XXXT1 220657.790000 PA USD 234341.430000 0.0129417 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y0FE5 422641.510000 PA USD 463282.260000 0.0255851 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y0UU2 355334.130000 PA USD 388788.480000 0.0214712 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y4CV2 2775692.210000 PA USD 3055311.090000 0.1687320 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132VLSJ7 1014084.200000 PA USD 1096823.560000 0.0605730 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132VMDX0 6400865.810000 PA USD 6868226.240000 0.3793033 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132VN5C3 303097.950000 PA USD 319262.500000 0.0176315 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133A0DE1 1370636.760000 PA USD 1474055.540000 0.0814059 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KGQP6 1243344.870000 PA USD 1320588.710000 0.0729306 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133KG2B3 339525.680000 PA USD 359964.870000 0.0198793 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133KHR40 81507.630000 PA USD 89666.190000 0.0049519 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133L7RQ2 350917.910000 PA USD 368885.180000 0.0203720 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DMBZ7 13203291.220000 PA USD 14484275.990000 0.7999057 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DMB87 2870782.360000 PA USD 3136805.560000 0.1732326 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DMH32 181287.650000 PA USD 193372.300000 0.0106791 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132DVK79 33856064.400000 PA USD 36193362.830000 1.9988072 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132DV4R3 452497.930000 PA USD 479659.370000 0.0264896 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128S3JQ3 808909.230000 PA USD 851501.990000 0.0470249 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 31323EAV6 48227.550000 PA USD 51720.900000 0.0028563 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3132JRKN7 2541036.050000 PA USD 2693185.950000 0.1487333 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132H3EE9 3742015.280000 PA USD 4085614.160000 0.2256313 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132L8U88 99765.040000 PA USD 105451.940000 0.0058237 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132XGGJ9 2500000.000000 PA USD 2609992.200000 0.1441389 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 2.7 N N N N N N FHLMC PASS THRU POOLS N/A 31329LE99 199069.160000 PA USD 208993.630000 0.0115418 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3131XDKG9 1046603.720000 PA USD 1100961.420000 0.0608015 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132A5GX7 370390.320000 PA USD 395474.950000 0.0218404 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132A5G33 369011.320000 PA USD 393849.950000 0.0217507 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132A5J71 1199920.020000 PA USD 1291329.760000 0.0713147 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A8ZC6 703138.160000 PA USD 746493.680000 0.0412257 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A9UB1 2210005.590000 PA USD 2320262.880000 0.1281384 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A9UF2 1308256.730000 PA USD 1375922.120000 0.0759864 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132A9UJ4 2882533.750000 PA USD 3026027.380000 0.1671148 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132AD6P8 1199919.780000 PA USD 1290294.770000 0.0712576 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132AEJ98 2999900.340000 PA USD 3222426.740000 0.1779611 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.5 N N N N N N FHLMC STRUCTURED PASS THROUGH SECURITIES T-48 N/A 31392UZ80 1074192.540000 PA USD 1127216.620000 0.0622514 Long ABS-MBS USGSE US N 2 2033-07-25 Variable 3.96083 N N N N N N FIGUEROA CLO LTD 2014-1A N/A 31683YAJ3 2721114.190000 PA USD 2719567.730000 0.1501903 Long ABS-CBDO CORP KY N 2 2027-01-15 Floating 2.11888 N N N N N N FNMA PASS THRU POOLS N/A 31371M7M3 33136.920000 PA USD 36518.260000 0.0020167 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NCL7 14236.860000 PA USD 15538.030000 0.0008581 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371N4X0 1718.590000 PA USD 1852.960000 0.0001023 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391JRH5 36565.390000 PA USD 38526.900000 0.0021277 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31391PCA2 14153.630000 PA USD 14622.280000 0.0008075 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31391VLP6 9968.600000 PA USD 10409.840000 0.0005749 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31400UF25 14602.110000 PA USD 14690.070000 0.0008113 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31402ASZ0 80259.340000 PA USD 85754.160000 0.0047358 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31402SJ32 35581.660000 PA USD 37331.690000 0.0020617 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31403CX63 19859.630000 PA USD 22025.120000 0.0012164 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406SVC4 21416.380000 PA USD 21552.560000 0.0011903 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.8 N N N N N N FNMA PASS THRU POOLS N/A 31407SLF7 91.130000 PA USD 91.210000 0.0000050 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31408ABA7 2375.510000 PA USD 2492.290000 0.0001376 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31408DM35 5967.300000 PA USD 6182.550000 0.0003414 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408EC91 1165.960000 PA USD 1171.620000 0.0000647 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409GNQ5 15924.630000 PA USD 17240.070000 0.0009521 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31410LGQ9 2550542.830000 PA USD 2836616.360000 0.1566544 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31410PV59 116186.560000 PA USD 125334.980000 0.0069217 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410RMJ5 14152.360000 PA USD 15033.830000 0.0008303 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SNT0 5573.220000 PA USD 6226.140000 0.0003438 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410WUV8 3147.470000 PA USD 3156.110000 0.0001743 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31410XJX5 18712.730000 PA USD 19831.460000 0.0010952 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31411KE41 33635.650000 PA USD 39200.200000 0.0021649 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412FLC5 1174406.080000 PA USD 1368626.820000 0.0755835 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LFJ4 8568.510000 PA USD 8914.420000 0.0004923 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412PER8 120128.000000 PA USD 129319.420000 0.0071418 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412PG21 477679.240000 PA USD 529476.650000 0.0292408 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31413AFS7 1617.160000 PA USD 1812.340000 0.0001001 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31413DJ40 17984.410000 PA USD 20943.640000 0.0011566 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413DK97 20914.730000 PA USD 24350.840000 0.0013448 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413D6C6 10507.290000 PA USD 12109.290000 0.0006687 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413ECR4 73963.940000 PA USD 85738.080000 0.0047350 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413FGD8 6242.610000 PA USD 6883.120000 0.0003801 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413HKX5 9585.050000 PA USD 10018.870000 0.0005533 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413HYF9 5515.350000 PA USD 6142.380000 0.0003392 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413HZG6 2586.250000 PA USD 2874.960000 0.0001588 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415BNZ8 59193.610000 PA USD 61103.990000 0.0033745 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CBT2 124171.630000 PA USD 135918.330000 0.0075062 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416S4B4 8188.280000 PA USD 8215.920000 0.0004537 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416XE30 376290.800000 PA USD 418440.380000 0.0231087 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417EK75 191487.340000 PA USD 200739.440000 0.0110860 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31417EQ38 661214.980000 PA USD 693164.500000 0.0382806 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31417GAU0 38252.630000 PA USD 40999.320000 0.0022642 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31417GQP4 443672.850000 PA USD 475518.510000 0.0262609 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31417N7K1 5891.840000 PA USD 6329.740000 0.0003496 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418MRT1 186443.270000 PA USD 214123.430000 0.0118251 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418VJE3 146463.900000 PA USD 160057.790000 0.0088393 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419ANB9 3385798.850000 PA USD 3717206.500000 0.2052857 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419AVH7 26718.080000 PA USD 32241.830000 0.0017806 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31419AYM3 1383648.340000 PA USD 1547806.590000 0.0854788 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419CMF7 15618.970000 PA USD 16613.410000 0.0009175 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138E4Y47 352966.280000 PA USD 372001.790000 0.0205441 Long ABS-MBS USGSE US N 2 2042-02-01 Floating 3.79 N N N N N N FNMA PASS THRU POOLS N/A 3138EJYZ5 151849.360000 PA USD 161989.680000 0.0089460 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EKDV4 274612.350000 PA USD 288594.950000 0.0159379 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 3.914 N N N N N N FNMA PASS THRU POOLS N/A 3138ELXR9 811115.480000 PA USD 996381.140000 0.0550259 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EMWY3 46694.230000 PA USD 50035.720000 0.0027633 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138ENEW5 1783803.200000 PA USD 1887191.990000 0.1042217 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 3.299 N N N N N N FNMA PASS THRU POOLS N/A 3138EPEV2 8837.700000 PA USD 9312.670000 0.0005143 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EP2M5 3151009.410000 PA USD 3431885.880000 0.1895286 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138EP2Y9 3085393.860000 PA USD 3235633.010000 0.1786904 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 3.331 N N N N N N FNMA PASS THRU POOLS N/A 3138EP6V1 526341.050000 PA USD 551989.340000 0.0304840 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 3.349 N N N N N N FNMA PASS THRU POOLS N/A 3138EQCH3 649580.580000 PA USD 679962.130000 0.0375514 Long ABS-MBS USGSE US N 2 2041-09-01 Floating 3.456 N N N N N N FNMA PASS THRU POOLS N/A 3138EQ7E6 734010.960000 PA USD 820453.960000 0.0453102 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ETY91 3214914.120000 PA USD 3621491.610000 0.1999998 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ERM64 1050876.640000 PA USD 1124489.790000 0.0621008 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138L5FM7 209242.070000 PA USD 245637.230000 0.0135655 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 5.32 N N N N N N FNMA PASS THRU POOLS N/A 3138LKL39 6700000.000000 PA USD 7102686.350000 0.3922515 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 2.6 N N N N N N FNMA PASS THRU POOLS N/A 3138LXQ85 1877761.230000 PA USD 2093555.880000 0.1156183 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138M3LR3 12566.260000 PA USD 13435.240000 0.0007420 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138M9WR8 403171.430000 PA USD 419258.250000 0.0231539 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2 N N N N N N FNMA PASS THRU POOLS N/A 3138NXH42 18166.780000 PA USD 19473.620000 0.0010754 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WCUK7 378154.930000 PA USD 407818.520000 0.0225221 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WDN31 1689948.710000 PA USD 1820531.280000 0.1005403 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WEB24 828399.940000 PA USD 886559.480000 0.0489610 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WJN38 3592980.560000 PA USD 3907554.270000 0.2157978 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WKQQ1 17657018.060000 PA USD 19375996.040000 1.0700548 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138WMXK2 553500.130000 PA USD 593343.190000 0.0327678 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WQAX0 45898.580000 PA USD 49244.500000 0.0027196 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WTST4 243089.850000 PA USD 262059.590000 0.0144724 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138X5EQ6 553808.390000 PA USD 597100.900000 0.0329754 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138X5LX3 701288.840000 PA USD 728868.880000 0.0402524 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2 N N N N N N FNMA PASS THRU POOLS N/A 3138X6L60 298025.250000 PA USD 309123.460000 0.0170716 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2 N N N N N N FNMA PASS THRU POOLS N/A 3138X7NQ2 51837.860000 PA USD 55427.090000 0.0030610 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138X8MV0 132766.300000 PA USD 138029.320000 0.0076228 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2 N N N N N N FNMA PASS THRU POOLS N/A 3138XD2A7 6608301.090000 PA USD 7307299.420000 0.4035514 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138XFF75 58826.330000 PA USD 65323.750000 0.0036076 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138XJPC5 66754.690000 PA USD 71389.970000 0.0039426 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138XTPE9 142545.350000 PA USD 149778.440000 0.0082716 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XWXP8 1359079.420000 PA USD 1462856.360000 0.0807874 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138Y47C7 542460.330000 PA USD 574149.860000 0.0317079 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138YGE32 22364.270000 PA USD 23793.340000 0.0013140 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140FM7B6 73854.070000 PA USD 79316.350000 0.0043803 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FS4R1 2080597.180000 PA USD 2295108.140000 0.1267492 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FTWA5 153097.210000 PA USD 164874.170000 0.0091053 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FT5R8 35992.450000 PA USD 38617.610000 0.0021327 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FUJK5 534885.500000 PA USD 577363.240000 0.0318853 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FUKX5 16499.650000 PA USD 17920.990000 0.0009897 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FVT89 236162.860000 PA USD 252947.350000 0.0139692 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FXDG4 6153602.000000 PA USD 6700987.110000 0.3700673 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FXFH0 1824996.520000 PA USD 1956893.710000 0.1080710 Long ABS-MBS USGSE US N 2 2057-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140FXFK3 5908349.220000 PA USD 6433911.890000 0.3553179 Long ABS-MBS USGSE US N 2 2057-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FXJG8 2401701.900000 PA USD 2574305.540000 0.1421681 Long ABS-MBS USGSE US N 2 2058-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140FXLQ3 9790563.350000 PA USD 10658724.320000 0.5886365 Long ABS-MBS USGSE US N 2 2059-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GNKM4 268245.840000 PA USD 291102.640000 0.0160764 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GQJ98 714061.880000 PA USD 759921.850000 0.0419673 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GQNB8 51531.700000 PA USD 55980.800000 0.0030916 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GRAU8 246063.350000 PA USD 264952.520000 0.0146322 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GSPD8 15403.980000 PA USD 16453.470000 0.0009087 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GS2M3 162154.570000 PA USD 174324.990000 0.0096272 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GT6E5 525255.510000 PA USD 570919.360000 0.0315295 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GVJU0 465288.130000 PA USD 494726.790000 0.0273217 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GXT92 329675.560000 PA USD 351935.240000 0.0194359 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140GYK57 717327.850000 PA USD 791296.120000 0.0437000 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H2Z76 2691179.440000 PA USD 2857230.670000 0.1577928 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H4BZ6 4003653.100000 PA USD 4372418.260000 0.2414703 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H4UM4 122913.990000 PA USD 131213.110000 0.0072463 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H4Y65 867993.580000 PA USD 948586.660000 0.0523865 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140H5JG7 1358298.820000 PA USD 1438170.910000 0.0794241 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140H6DW6 704321.910000 PA USD 774676.390000 0.0427821 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H6HW2 95133.210000 PA USD 101207.440000 0.0055893 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H6LZ0 218166.320000 PA USD 231894.710000 0.0128066 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H6N88 30116.880000 PA USD 31982.370000 0.0017663 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H8ZE8 111739.700000 PA USD 120127.950000 0.0066342 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H9XR9 3099910.240000 PA USD 3331819.210000 0.1840024 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HBJ58 190700.700000 PA USD 202513.650000 0.0111840 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HCAW6 164989.840000 PA USD 175315.770000 0.0096820 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HCAX4 311081.260000 PA USD 330711.320000 0.0182638 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HFFC8 382540.300000 PA USD 414571.840000 0.0228951 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HGTY3 438019.140000 PA USD 465615.050000 0.0257140 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HNU42 85158.150000 PA USD 90390.710000 0.0049919 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HNV66 665606.490000 PA USD 723851.800000 0.0399753 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140HSNN7 1000000.000000 PA USD 1125008.280000 0.0621295 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.575 N N N N N N FNMA PASS THRU POOLS N/A 3140HSPU9 500000.000000 PA USD 587704.470000 0.0324564 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.82 N N N N N N FNMA PASS THRU POOLS N/A 3140HSRE3 3776000.000000 PA USD 4421657.260000 0.2441895 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 3.75 N N N N N N FNMA PASS THRU POOLS N/A 3140HSRK9 807591.480000 PA USD 945003.920000 0.0521886 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.82 N N N N N N FNMA PASS THRU POOLS N/A 3140HYHC5 28000000.000000 PA USD 31457972.280000 1.7372915 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.72 N N N N N N FNMA PASS THRU POOLS N/A 3140HYHG6 1995404.350000 PA USD 2209867.140000 0.1220417 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.84 N N N N N N FNMA PASS THRU POOLS N/A 3140J5UX5 2151966.750000 PA USD 2319818.870000 0.1281138 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J6GM3 66863.430000 PA USD 71374.970000 0.0039417 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J7XW0 744334.920000 PA USD 793339.870000 0.0438128 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J8BG7 384216.470000 PA USD 432766.420000 0.0238999 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J8LH4 1620997.160000 PA USD 1779670.430000 0.0982837 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J83X9 16190376.350000 PA USD 17460685.910000 0.9642803 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140J84U4 371587.350000 PA USD 415428.700000 0.0229424 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140J9AX9 605168.840000 PA USD 651178.980000 0.0359619 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J9T92 873182.010000 PA USD 943629.560000 0.0521127 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140J9UA7 1232359.600000 PA USD 1339449.270000 0.0739722 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140JABC1 16122988.800000 PA USD 16911068.080000 0.9339272 Long ABS-MBS USGSE US N 2 2048-01-01 Floating 3.097 N N N N N N FNMA PASS THRU POOLS N/A 3140JA2W7 6062628.960000 PA USD 6314615.650000 0.3487297 Long ABS-MBS USGSE US N 2 2049-08-01 Floating 3.508 N N N N N N FNMA PASS THRU POOLS N/A 3140JGEJ0 3299016.930000 PA USD 3590919.030000 0.1983114 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JHBA0 1720798.730000 PA USD 1863706.520000 0.1029247 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JHH63 974438.560000 PA USD 1048733.440000 0.0579171 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JKKX3 454764.240000 PA USD 482460.770000 0.0266443 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JLXR0 9883.800000 PA USD 10800.890000 0.0005965 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140JLYX6 302094.960000 PA USD 327533.390000 0.0180883 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JL5J9 96310.070000 PA USD 105382.720000 0.0058198 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140JNNW6 61799.800000 PA USD 67582.410000 0.0037323 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140JNQR4 61945.240000 PA USD 67792.100000 0.0037439 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140JNRD4 83901.100000 PA USD 91820.440000 0.0050709 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140JNWA4 322637.760000 PA USD 341882.000000 0.0188807 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JPJH9 163741.570000 PA USD 173625.250000 0.0095886 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JRC41 498574.300000 PA USD 531242.350000 0.0293383 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JRYG0 765735.020000 PA USD 823053.170000 0.0454538 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140JVCC4 445211.940000 PA USD 472085.770000 0.0260713 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JVPM8 7010246.970000 PA USD 7513003.170000 0.4149116 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140K05S3 1695482.730000 PA USD 1801210.390000 0.0994733 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140K7WQ2 18957123.030000 PA USD 19985256.150000 1.1037017 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140Q8N84 541330.780000 PA USD 575209.990000 0.0317664 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140Q8QN8 2981687.410000 PA USD 3258551.160000 0.1799561 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q9A52 3441799.870000 PA USD 3736359.980000 0.2063434 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140Q9F65 2775894.560000 PA USD 2982101.530000 0.1646889 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140Q9HQ9 1282715.560000 PA USD 1359070.310000 0.0750557 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140Q9PU1 309843.460000 PA USD 332521.340000 0.0183638 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140Q9T94 2607979.800000 PA USD 2765273.840000 0.1527144 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140Q9UC5 8813221.760000 PA USD 9347505.790000 0.5162234 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140Q94M2 7113509.230000 PA USD 7733668.240000 0.4270980 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QAEF3 771090.360000 PA USD 854347.080000 0.0471820 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QC6C5 449264.420000 PA USD 492630.760000 0.0272059 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X4RK4 1999899.720000 PA USD 2147322.850000 0.1185876 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140X4VG8 958757.950000 PA USD 1033143.540000 0.0570562 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X4Y59 1428632.970000 PA USD 1539472.200000 0.0850186 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X5HT3 86408.740000 PA USD 91822.950000 0.0050710 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X5VM2 15416044.940000 PA USD 16574116.270000 0.9153187 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X5Y72 537339.840000 PA USD 569701.570000 0.0314622 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X6M65 1488091.480000 PA USD 1575701.150000 0.0870193 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X6S77 18214577.000000 PA USD 19275895.780000 1.0645267 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X6S93 13857586.890000 PA USD 14755218.040000 0.8148686 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140X6WA5 29438993.000000 PA USD 30969431.450000 1.7103115 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140X6WD9 2599483.960000 PA USD 2739113.500000 0.1512697 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140X6XW6 752857.190000 PA USD 809375.570000 0.0446984 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140X6ZD6 1000000.050000 PA USD 1073822.630000 0.0593027 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140X7AV1 30319857.000000 PA USD 32537698.450000 1.7969203 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YEP8 24554.160000 PA USD 25896.990000 0.0014302 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417Y7L5 46247.100000 PA USD 48810.510000 0.0026956 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418BNS1 15463.940000 PA USD 16250.180000 0.0008974 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CLH5 128617.380000 PA USD 137182.930000 0.0075760 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CNE0 407444.680000 PA USD 435449.710000 0.0240481 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CU85 43048.670000 PA USD 45753.240000 0.0025268 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CV35 169474.830000 PA USD 179942.170000 0.0099374 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CV50 1171646.040000 PA USD 1240676.400000 0.0685173 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418CWV2 305878.530000 PA USD 323794.140000 0.0178818 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418CXT6 1900533.870000 PA USD 2028999.030000 0.1120531 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CX66 415806.270000 PA USD 436523.800000 0.0241074 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418CYK4 1349648.010000 PA USD 1440294.860000 0.0795414 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418CZ72 1753811.080000 PA USD 1877322.000000 0.1036766 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418C2G8 368246.010000 PA USD 386571.980000 0.0213487 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418C4X9 688650.020000 PA USD 739739.170000 0.0408527 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418C6A7 400039.630000 PA USD 429643.100000 0.0237274 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418C7C2 531005.620000 PA USD 567018.570000 0.0313141 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418C7F5 247042.830000 PA USD 265365.920000 0.0146550 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DH54 326694.360000 PA USD 350927.980000 0.0193803 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DKW1 95449.330000 PA USD 102599.220000 0.0056661 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.5 N N N N N N FREDDIE MAC 2178 N/A 3133TLUJ5 2654.470000 PA USD 529.810000 0.0000293 Long ABS-MBS USGSE US N 2 2029-08-15 Fixed 7.5 N N N N N N FREDDIE MAC 3609 N/A 31398LNP9 4783.570000 PA USD 39.850000 0.0000022 Long ABS-MBS USGSE US N 2 2024-12-15 Fixed 4.5 N N N N N N FREDDIE MAC 4836 N/A 3137FJE21 2636475.470000 PA USD 2293966.720000 0.1266861 Long ABS-MBS USGSE US N 2 2058-10-15 Fixed 0 N N N N N N FREDDIE MAC 4839 N/A 3137FJJY6 1305139.830000 PA USD 1233707.700000 0.0681325 Long ABS-MBS USGSE US N 2 2056-08-15 None 0 N N N N N N FREDDIE MAC 4839 N/A 3137FJK81 5483298.140000 PA USD 4787922.170000 0.2644168 Long ABS-MBS USGSE US N 2 2056-08-15 None 0 N N N N N N FREDDIE MAC 4937 N/A 3137FQA52 49025484.750000 PA USD 49069843.010000 2.7099211 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 0.6345 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF05 N/A 3137BEY73 54491.210000 PA USD 54525.450000 0.0030112 Long ABS-MBS USGSE US N 2 2021-09-25 Floating 0.5325 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF06 N/A 3137BFEP2 262721.830000 PA USD 262110.920000 0.0144753 Long ABS-MBS USGSE US N 2 2021-11-25 Floating 0.5125 N N N N N N FREDDIE MAC REMICS 3621 N/A 31398W2S2 148288.470000 PA USD 7238.570000 0.0003998 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 3.17937 N N N N N N FREDDIE MAC REMICS 3635 N/A 31398WJ21 171867.750000 PA USD 7538.170000 0.0004163 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.83918 N N N N N N FREDDIE MAC REMICS 3684 N/A 3137A06E0 412514.240000 PA USD 25784.200000 0.0014240 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 3.5432 N N N N N N FREDDIE MAC REMICS 3838 N/A 3137AA2A0 23837.740000 PA USD 381.650000 0.0000211 Long ABS-MBS USGSE US N 2 2022-04-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS 3962 N/A 3137AJKA1 313975.170000 PA USD 22540.810000 0.0012448 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 3.57077 N N N N N N FREDDIE MAC REMICS 4068 N/A 3137ARPN0 1685994.200000 PA USD 1693022.100000 0.0934985 Long ABS-MBS USGSE US N 2 2042-06-15 Floating 0.68475 N N N N N N FREDDIE MAC REMICS 4096 N/A 3137ATCE0 1161453.310000 PA USD 63009.540000 0.0034798 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 4136 N/A 3137AWHF5 2118644.440000 PA USD 130490.280000 0.0072064 Long ABS-MBS USGSE US N 2 2027-11-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4165 N/A 3137AYSK8 1942182.890000 PA USD 151340.720000 0.0083579 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4182 N/A 3137B0ZL1 314955.730000 PA USD 23851.880000 0.0013172 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4203 N/A 3137B2CJ7 9821884.410000 PA USD 749996.150000 0.0414191 Long ABS-MBS USGSE US N 2 2033-04-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4240 N/A 3137B3UJ5 1434509.590000 PA USD 195974.950000 0.0108229 Long ABS-MBS USGSE US N 2 2042-11-15 Fixed 4 N N N N N N FREDDIE MAC REMICS 4248 N/A 3137B4UN4 3526606.650000 PA USD 5878073.910000 0.3246213 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 15.316 N N N N N N FREDDIE MAC REMICS 4255 N/A 3137B5HZ9 594506.690000 PA USD 856432.250000 0.0472972 Long ABS-MBS USGSE US N 2 2035-05-15 Floating 11.8107 N N N N N N FREDDIE MAC REMICS 4274 N/A 3137B5WB5 392343.480000 PA USD 560986.170000 0.0309809 Long ABS-MBS USGSE US N 2 2035-10-15 Floating 11.5073 N N N N N N FREDDIE MAC REMICS 4324 N/A 3137BAGM8 277374.790000 PA USD 16128.730000 0.0008907 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 3.55137 N N N N N N FREDDIE MAC REMICS 4338 N/A 3137BB7D6 306779.240000 PA USD 16868.900000 0.0009316 Long ABS-MBS USGSE US N 2 2041-10-15 Floating 3.40381 N N N N N N FREDDIE MAC REMICS 4362 N/A 3137BCFS2 2340876.400000 PA USD 121832.780000 0.0067283 Long ABS-MBS USGSE US N 2 2040-01-15 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 4367 N/A 3137BCL55 160692.200000 PA USD 8599.650000 0.0004749 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 3.2634 N N N N N N FREDDIE MAC REMICS 4394 N/A 3137BEV43 150048.970000 PA USD 8104.140000 0.0004476 Long ABS-MBS USGSE US N 2 2041-08-15 Floating 3.37232 N N N N N N FREDDIE MAC REMICS 4438 N/A 3137BGLL1 473358.590000 PA USD 26792.140000 0.0014796 Long ABS-MBS USGSE US N 2 2038-11-15 Floating 3.48677 N N N N N N FREDDIE MAC REMICS 4463 N/A 3137BHGF8 346833.460000 PA USD 19293.620000 0.0010655 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 3.51899 N N N N N N FREDDIE MAC REMICS 4479 N/A 3137BJVZ3 1665228.750000 PA USD 154494.430000 0.0085321 Long ABS-MBS USGSE US N 2 2034-07-15 Fixed 4 N N N N N N FREDDIE MAC REMICS 4825 N/A 3137FH6Z1 544912.180000 PA USD 33771.100000 0.0018650 Long ABS-MBS USGSE US N 2 2048-09-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4940 N/A 3137FQLW1 501973.730000 PA USD 503928.160000 0.0278298 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 0.7345 N N N N N N FREDDIE MAC REMICS 4989 N/A 3137FUKP8 8000000.000000 PA USD 7958776.320000 0.4395297 Long ABS-MBS USGSE US N 3 2040-08-15 Floating 0.54388 N N N N N N FREDDIE MAC REMICS 4989 N/A 3137FUKQ6 8000000.000000 PA USD 7958776.320000 0.4395297 Long ABS-MBS USGSE US N 3 2040-10-15 Floating 0.54388 N N N N N N FREDDIE MAC REMICS-3598 N/A 31398KZ94 62432.520000 PA USD 2738.280000 0.0001512 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 3.00471 N N N N N N FREDDIE MAC STRIPS 303 N/A 31325UEH5 1287651.590000 PA USD 142467.970000 0.0078679 Long ABS-MBS USGSE US N 2 2043-01-15 Fixed 3.5 N N N N N N FREDDIE MAC STRIPS 330 N/A 31351DDT5 712268.180000 PA USD 703626.210000 0.0388583 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.52263 N N N N N N FREDDIE MAC STRIPS 345 N/A 31325VRC0 1366802.650000 PA USD 129547.300000 0.0071544 Long ABS-MBS USGSE US N 2 2045-08-15 Fixed 3.5 N N N N N N FREDDIE MAC-1482 N/A 312914Y65 941.140000 PA USD 944.070000 0.0000521 Long ABS-MBS USGSE US N 2 2023-03-15 Floating 0.93475 N N N N N N FREDDIE MAC-2614 N/A 31393QQ54 303170.830000 PA USD 281626.300000 0.0155530 Long ABS-MBS USGSE US N 2 2033-05-15 None 0 N N N N N N FREDDIE MAC-2616 N/A 31393QTG7 715032.410000 PA USD 112800.720000 0.0062295 Long ABS-MBS USGSE US N 2 2027-02-15 Floating 7.56525 N N N N N N FREDDIE MAC-4832 N/A 3137FHRY1 2729235.410000 PA USD 2720398.960000 0.1502362 Long ABS-MBS USGSE US N 2 2038-04-15 Floating 0.52263 N N N N N N GNMA PASS THRU POOLS N/A 01N030679 3500000.000000 PA USD 3697148.460000 0.2041780 Long ABS-MBS USGSE US N 2 2050-07-21 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 01N032683 3700000.000000 PA USD 3894539.080000 0.2150790 Long ABS-MBS USGSE US N 2 2050-08-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 01N040678 2900000.000000 PA USD 3068449.200000 0.1694575 Long ABS-MBS USGSE US N 2 2050-07-21 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 01N042682 6000000.000000 PA USD 6569090.400000 0.3627832 Long ABS-MBS USGSE US N 2 2050-08-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 01N050685 7000000.000000 PA USD 7648046.910000 0.4223695 Long ABS-MBS USGSE US N 2 2050-08-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202BPF6 1109.000000 PA USD 1179.050000 0.0000651 Long ABS-MBS USGSE US N 2 2023-08-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202CFP3 1127.180000 PA USD 1158.850000 0.0000640 Long ABS-MBS USGSE US N 2 2025-03-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202CJV6 1375.950000 PA USD 1466.450000 0.0000810 Long ABS-MBS USGSE US N 2 2025-09-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202CK51 853.510000 PA USD 948.620000 0.0000524 Long ABS-MBS USGSE US N 2 2025-11-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202CV26 17942.670000 PA USD 20145.370000 0.0011125 Long ABS-MBS USGSE US N 2 2027-05-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202CXZ1 1135.240000 PA USD 1306.830000 0.0000722 Long ABS-MBS USGSE US N 2 2027-10-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202CZN6 1453.260000 PA USD 1636.610000 0.0000904 Long ABS-MBS USGSE US N 2 2028-02-20 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36202CZ48 2515.110000 PA USD 2891.750000 0.0001597 Long ABS-MBS USGSE US N 2 2028-03-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202C2X0 718.860000 PA USD 822.950000 0.0000454 Long ABS-MBS USGSE US N 2 2028-05-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202C6L2 772.980000 PA USD 899.230000 0.0000497 Long ABS-MBS USGSE US N 2 2028-11-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202C7A5 3784.040000 PA USD 4387.630000 0.0002423 Long ABS-MBS USGSE US N 2 2028-12-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202C7L1 1413.260000 PA USD 1590.480000 0.0000878 Long ABS-MBS USGSE US N 2 2029-01-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202DA50 3511.760000 PA USD 3952.180000 0.0002183 Long ABS-MBS USGSE US N 2 2029-03-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202DBH3 216.110000 PA USD 243.210000 0.0000134 Long ABS-MBS USGSE US N 2 2029-04-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202DBJ9 24393.670000 PA USD 28115.820000 0.0015527 Long ABS-MBS USGSE US N 2 2029-04-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DLE9 3089.450000 PA USD 3652.560000 0.0002017 Long ABS-MBS USGSE US N 2 2031-01-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DLT6 631.750000 PA USD 697.960000 0.0000385 Long ABS-MBS USGSE US N 2 2031-02-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202DLU3 763.500000 PA USD 882.770000 0.0000488 Long ABS-MBS USGSE US N 2 2031-02-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DMQ1 871.560000 PA USD 990.740000 0.0000547 Long ABS-MBS USGSE US N 2 2031-04-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202DM57 1194.780000 PA USD 1412.580000 0.0000780 Long ABS-MBS USGSE US N 2 2031-05-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DNX5 14924.660000 PA USD 16800.560000 0.0009278 Long ABS-MBS USGSE US N 2 2031-07-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202DPE5 395.380000 PA USD 470.610000 0.0000260 Long ABS-MBS USGSE US N 2 2031-08-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202DPR6 14201.220000 PA USD 15986.300000 0.0008829 Long ABS-MBS USGSE US N 2 2031-09-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202DRG8 781.480000 PA USD 880.070000 0.0000486 Long ABS-MBS USGSE US N 2 2032-01-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202DS36 1716.870000 PA USD 1935.950000 0.0001069 Long ABS-MBS USGSE US N 2 2032-05-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202DTD3 970.190000 PA USD 1083.390000 0.0000598 Long ABS-MBS USGSE US N 2 2032-06-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DTS0 13130.040000 PA USD 15549.390000 0.0008587 Long ABS-MBS USGSE US N 2 2032-07-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DT68 1066.500000 PA USD 1219.110000 0.0000673 Long ABS-MBS USGSE US N 2 2032-08-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202DU74 1171.340000 PA USD 1350.380000 0.0000746 Long ABS-MBS USGSE US N 2 2032-11-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DVL2 545.540000 PA USD 614.830000 0.0000340 Long ABS-MBS USGSE US N 2 2032-12-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202DWG2 827.970000 PA USD 952.130000 0.0000526 Long ABS-MBS USGSE US N 2 2033-02-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202DYL9 329243.640000 PA USD 379631.250000 0.0209654 Long ABS-MBS USGSE US N 2 2033-07-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DY21 3249.960000 PA USD 3745.120000 0.0002068 Long ABS-MBS USGSE US N 2 2033-08-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DZG9 207596.730000 PA USD 239276.090000 0.0132142 Long ABS-MBS USGSE US N 2 2033-09-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DZH7 1039.050000 PA USD 1194.300000 0.0000660 Long ABS-MBS USGSE US N 2 2033-09-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202D2E0 3167.080000 PA USD 3650.230000 0.0002016 Long ABS-MBS USGSE US N 2 2033-11-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202D2W0 2161.200000 PA USD 2498.620000 0.0001380 Long ABS-MBS USGSE US N 2 2033-12-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202D3Y5 917.540000 PA USD 1072.630000 0.0000592 Long ABS-MBS USGSE US N 2 2034-02-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202D5S6 4273.570000 PA USD 4914.950000 0.0002714 Long ABS-MBS USGSE US N 2 2034-05-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202D6E6 1058.230000 PA USD 1220.380000 0.0000674 Long ABS-MBS USGSE US N 2 2034-06-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202D6G1 1323.010000 PA USD 1542.910000 0.0000852 Long ABS-MBS USGSE US N 2 2034-06-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202D6T3 1065.200000 PA USD 1207.170000 0.0000667 Long ABS-MBS USGSE US N 2 2034-07-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EAK5 804.930000 PA USD 927.910000 0.0000512 Long ABS-MBS USGSE US N 2 2034-09-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EAZ2 392843.500000 PA USD 452469.480000 0.0249880 Long ABS-MBS USGSE US N 2 2034-10-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EBF5 1250.430000 PA USD 1451.910000 0.0000802 Long ABS-MBS USGSE US N 2 2034-11-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EGC7 2974.640000 PA USD 3368.150000 0.0001860 Long ABS-MBS USGSE US N 2 2035-12-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EGR4 521670.570000 PA USD 599677.910000 0.0331177 Long ABS-MBS USGSE US N 2 2036-01-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EG45 2606.800000 PA USD 3003.590000 0.0001659 Long ABS-MBS USGSE US N 2 2036-02-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EHG7 3678.810000 PA USD 4229.870000 0.0002336 Long ABS-MBS USGSE US N 2 2036-03-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EHR3 101171.740000 PA USD 114623.730000 0.0063302 Long ABS-MBS USGSE US N 2 2036-04-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EH36 228906.140000 PA USD 259336.400000 0.0143221 Long ABS-MBS USGSE US N 2 2036-05-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EJG5 7318.580000 PA USD 8291.150000 0.0004579 Long ABS-MBS USGSE US N 2 2036-06-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EJV2 13275.550000 PA USD 15027.600000 0.0008299 Long ABS-MBS USGSE US N 2 2036-07-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EKJ7 16518.700000 PA USD 18730.220000 0.0010344 Long ABS-MBS USGSE US N 2 2036-09-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EKL2 168348.430000 PA USD 193431.920000 0.0106824 Long ABS-MBS USGSE US N 2 2036-09-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EKX6 683.760000 PA USD 786.020000 0.0000434 Long ABS-MBS USGSE US N 2 2036-10-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202ELL1 86130.920000 PA USD 99015.870000 0.0054682 Long ABS-MBS USGSE US N 2 2036-12-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202ELM9 1088.940000 PA USD 1275.060000 0.0000704 Long ABS-MBS USGSE US N 2 2036-12-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202ENB1 4420.000000 PA USD 5081.350000 0.0002806 Long ABS-MBS USGSE US N 2 2037-05-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202ENK1 111617.280000 PA USD 126337.980000 0.0069771 Long ABS-MBS USGSE US N 2 2037-06-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EN88 943.760000 PA USD 1070.060000 0.0000591 Long ABS-MBS USGSE US N 2 2037-08-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EPC7 6803.990000 PA USD 8115.540000 0.0004482 Long ABS-MBS USGSE US N 2 2037-08-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202EPM5 1459.080000 PA USD 1676.040000 0.0000926 Long ABS-MBS USGSE US N 2 2037-09-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EPY9 77033.140000 PA USD 88983.500000 0.0049142 Long ABS-MBS USGSE US N 2 2037-10-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EP86 66202.940000 PA USD 74116.960000 0.0040932 Long ABS-MBS USGSE US N 2 2037-11-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EQA0 8910.740000 PA USD 10245.070000 0.0005658 Long ABS-MBS USGSE US N 2 2037-11-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EQY8 1995.730000 PA USD 2257.230000 0.0001247 Long ABS-MBS USGSE US N 2 2038-01-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202ERE1 7466.670000 PA USD 8581.200000 0.0004739 Long ABS-MBS USGSE US N 2 2038-02-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202ESA8 269344.860000 PA USD 304258.730000 0.0168029 Long ABS-MBS USGSE US N 2 2038-04-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202ETA7 823.800000 PA USD 946.980000 0.0000523 Long ABS-MBS USGSE US N 2 2038-05-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202ETV1 31858.120000 PA USD 34648.200000 0.0019135 Long ABS-MBS USGSE US N 2 2038-06-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EUF4 33625.320000 PA USD 35805.490000 0.0019774 Long ABS-MBS USGSE US N 2 2038-07-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EUM9 562.790000 PA USD 610.470000 0.0000337 Long ABS-MBS USGSE US N 2 2038-07-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EUN7 3790.070000 PA USD 4238.430000 0.0002341 Long ABS-MBS USGSE US N 2 2038-07-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EUS6 1053480.180000 PA USD 1189974.080000 0.0657173 Long ABS-MBS USGSE US N 2 2038-07-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EUT4 3369.480000 PA USD 3885.680000 0.0002146 Long ABS-MBS USGSE US N 2 2038-07-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EVC0 11053.220000 PA USD 11825.890000 0.0006531 Long ABS-MBS USGSE US N 2 2038-08-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EVG1 12347.990000 PA USD 13562.840000 0.0007490 Long ABS-MBS USGSE US N 2 2038-08-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EVH9 19953.850000 PA USD 21729.300000 0.0012000 Long ABS-MBS USGSE US N 2 2038-08-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EVJ5 1010.560000 PA USD 1114.670000 0.0000616 Long ABS-MBS USGSE US N 2 2038-08-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EVM8 1817.920000 PA USD 2053.580000 0.0001134 Long ABS-MBS USGSE US N 2 2038-08-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EVP1 2096.200000 PA USD 2409.990000 0.0001331 Long ABS-MBS USGSE US N 2 2038-08-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EVR7 2135.470000 PA USD 2476.120000 0.0001367 Long ABS-MBS USGSE US N 2 2038-08-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202EV89 11225.880000 PA USD 12210.800000 0.0006744 Long ABS-MBS USGSE US N 2 2038-09-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EV97 125359.350000 PA USD 141746.030000 0.0078280 Long ABS-MBS USGSE US N 2 2038-09-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EWC9 5291.400000 PA USD 5977.280000 0.0003301 Long ABS-MBS USGSE US N 2 2038-09-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EWE5 25675.430000 PA USD 29512.190000 0.0016298 Long ABS-MBS USGSE US N 2 2038-09-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EWU9 274.950000 PA USD 296.440000 0.0000164 Long ABS-MBS USGSE US N 2 2038-10-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EWV7 21539.340000 PA USD 24949.240000 0.0013778 Long ABS-MBS USGSE US N 2 2038-10-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EWW5 4604.480000 PA USD 5013.190000 0.0002769 Long ABS-MBS USGSE US N 2 2038-10-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EW54 2598.490000 PA USD 2986.770000 0.0001649 Long ABS-MBS USGSE US N 2 2038-10-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EXM6 12479.900000 PA USD 13714.130000 0.0007574 Long ABS-MBS USGSE US N 2 2038-11-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EXN4 123512.450000 PA USD 137686.890000 0.0076039 Long ABS-MBS USGSE US N 2 2038-11-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EXP9 30669.550000 PA USD 34688.790000 0.0019157 Long ABS-MBS USGSE US N 2 2038-11-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EYF0 37425.030000 PA USD 40488.910000 0.0022360 Long ABS-MBS USGSE US N 2 2038-12-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EYG8 1273.680000 PA USD 1384.260000 0.0000764 Long ABS-MBS USGSE US N 2 2038-12-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EYM5 530731.800000 PA USD 609991.220000 0.0336872 Long ABS-MBS USGSE US N 2 2038-12-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EY94 981.140000 PA USD 1049.910000 0.0000580 Long ABS-MBS USGSE US N 2 2039-01-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202EZA0 80110.970000 PA USD 87076.660000 0.0048089 Long ABS-MBS USGSE US N 2 2039-01-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EZF9 344957.290000 PA USD 389847.670000 0.0215296 Long ABS-MBS USGSE US N 2 2039-01-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EZ51 9133.690000 PA USD 9934.870000 0.0005487 Long ABS-MBS USGSE US N 2 2039-02-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202E2A6 30567.990000 PA USD 34541.600000 0.0019076 Long ABS-MBS USGSE US N 2 2039-02-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202E2D0 2106.410000 PA USD 2432.780000 0.0001344 Long ABS-MBS USGSE US N 2 2039-02-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202E2Z1 10956.110000 PA USD 11804.620000 0.0006519 Long ABS-MBS USGSE US N 2 2039-03-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202E3F4 1325.470000 PA USD 1497.980000 0.0000827 Long ABS-MBS USGSE US N 2 2039-03-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202E3T4 240946.330000 PA USD 248720.830000 0.0137358 Long ABS-MBS USGSE US N 2 2039-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36202E4A4 4689.740000 PA USD 5048.050000 0.0002788 Long ABS-MBS USGSE US N 2 2039-04-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202E4K2 1329.620000 PA USD 1529.580000 0.0000845 Long ABS-MBS USGSE US N 2 2039-04-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202E5A3 5711.420000 PA USD 6204.270000 0.0003426 Long ABS-MBS USGSE US N 2 2039-05-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202E5G0 140316.630000 PA USD 158546.060000 0.0087558 Long ABS-MBS USGSE US N 2 2039-05-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202E5J4 1602.380000 PA USD 1843.650000 0.0001018 Long ABS-MBS USGSE US N 2 2039-05-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202E5U9 12390.360000 PA USD 14065.990000 0.0007768 Long ABS-MBS USGSE US N 2 2039-06-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202E5W5 136290.420000 PA USD 146284.030000 0.0080787 Long ABS-MBS USGSE US N 2 2039-06-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36202E6E4 779720.310000 PA USD 880741.690000 0.0486397 Long ABS-MBS USGSE US N 2 2039-06-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202E6G9 285.210000 PA USD 328.050000 0.0000181 Long ABS-MBS USGSE US N 2 2039-06-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202E6U8 17029.930000 PA USD 17588.180000 0.0009713 Long ABS-MBS USGSE US N 2 2039-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36202E7K9 4823.530000 PA USD 5543.590000 0.0003061 Long ABS-MBS USGSE US N 2 2039-07-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202FAQ9 198.280000 PA USD 211.750000 0.0000117 Long ABS-MBS USGSE US N 2 2039-08-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202FBB1 5016.560000 PA USD 5485.820000 0.0003030 Long ABS-MBS USGSE US N 2 2039-09-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FBJ4 4199.980000 PA USD 4745.400000 0.0002621 Long ABS-MBS USGSE US N 2 2039-09-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202FB54 777623.950000 PA USD 891326.760000 0.0492242 Long ABS-MBS USGSE US N 2 2039-10-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FCH7 11236.310000 PA USD 12078.100000 0.0006670 Long ABS-MBS USGSE US N 2 2039-11-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FEK8 95411.970000 PA USD 109653.390000 0.0060557 Long ABS-MBS USGSE US N 2 2040-02-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FEV4 18895.180000 PA USD 19515.000000 0.0010777 Long ABS-MBS USGSE US N 2 2040-03-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36202FEW2 919711.720000 PA USD 980130.950000 0.0541285 Long ABS-MBS USGSE US N 2 2040-03-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FEZ5 8834.290000 PA USD 9470.370000 0.0005230 Long ABS-MBS USGSE US N 2 2040-03-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FFK7 40914.840000 PA USD 42256.990000 0.0023337 Long ABS-MBS USGSE US N 2 2040-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36202FFN1 7412.070000 PA USD 7956.530000 0.0004394 Long ABS-MBS USGSE US N 2 2040-04-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FFQ4 886.290000 PA USD 956.190000 0.0000528 Long ABS-MBS USGSE US N 2 2040-04-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FFV3 473459.530000 PA USD 537675.040000 0.0296935 Long ABS-MBS USGSE US N 2 2040-04-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FF84 63044.570000 PA USD 67700.000000 0.0037388 Long ABS-MBS USGSE US N 2 2040-05-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FGT7 450931.460000 PA USD 491039.470000 0.0271180 Long ABS-MBS USGSE US N 2 2040-06-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202FJL1 21493.500000 PA USD 23072.510000 0.0012742 Long ABS-MBS USGSE US N 2 2040-08-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FKH8 41560.380000 PA USD 44622.410000 0.0024643 Long ABS-MBS USGSE US N 2 2040-09-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FLU8 61184.870000 PA USD 70574.460000 0.0038975 Long ABS-MBS USGSE US N 2 2038-12-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202FM52 13042.200000 PA USD 14009.990000 0.0007737 Long ABS-MBS USGSE US N 2 2040-12-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FPB6 5505.920000 PA USD 5871.670000 0.0003243 Long ABS-MBS USGSE US N 2 2041-01-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36202FQA7 9457.590000 PA USD 10086.330000 0.0005570 Long ABS-MBS USGSE US N 2 2041-02-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36202FUR5 5079.110000 PA USD 5417.150000 0.0002992 Long ABS-MBS USGSE US N 2 2041-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36202FUU8 17578.490000 PA USD 18832.410000 0.0010400 Long ABS-MBS USGSE US N 2 2041-06-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FVZ6 9570.960000 PA USD 10202.210000 0.0005634 Long ABS-MBS USGSE US N 2 2041-07-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FX68 3680.200000 PA USD 3926.200000 0.0002168 Long ABS-MBS USGSE US N 2 2041-10-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36202FY34 3363.520000 PA USD 3589.670000 0.0001982 Long ABS-MBS USGSE US N 2 2041-11-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36202FZD1 4257.850000 PA USD 4982.620000 0.0002752 Long ABS-MBS USGSE US N 2 2041-11-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202FZK5 92120.980000 PA USD 96101.050000 0.0053073 Long ABS-MBS USGSE US N 2 2026-11-20 Fixed 3 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 7281415.270000 PA USD 71787473.110000 3.9645203 Long STIV RF US N 1 N N N GNMA PASS THRU POOLS N/A 36225CM29 123291.500000 PA USD 125632.120000 0.0069381 Long ABS-MBS USGSE US N 2 2030-02-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36225CRB4 4185.850000 PA USD 4224.320000 0.0002333 Long ABS-MBS USGSE US N 2 2031-01-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36225C4F0 135620.550000 PA USD 136898.540000 0.0075603 Long ABS-MBS USGSE US N 2 2034-01-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36225EKA9 85840.330000 PA USD 90267.560000 0.0049851 Long ABS-MBS USGSE US N 2 2038-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36224PNZ7 13501.170000 PA USD 13628.800000 0.0007527 Long ABS-MBS USGSE US N 2 2022-11-20 Fixed 6.94 N N N N N N GNMA PASS THRU POOLS N/A 36205XCV4 1578.800000 PA USD 1739.250000 0.0000961 Long ABS-MBS USGSE US N 2 2033-08-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36206GW48 1947.270000 PA USD 1954.680000 0.0001079 Long ABS-MBS USGSE US N 2 2026-11-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36206UD89 7635.440000 PA USD 7706.620000 0.0004256 Long ABS-MBS USGSE US N 2 2025-10-20 Fixed 7.1 N N N N N N GNMA PASS THRU POOLS N/A 36206VD87 17945.900000 PA USD 18012.710000 0.0009948 Long ABS-MBS USGSE US N 2 2026-07-20 Fixed 6.7 N N N N N N GNMA PASS THRU POOLS N/A 36200NFF3 25075.580000 PA USD 28830.780000 0.0015922 Long ABS-MBS USGSE US N 2 2034-03-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200NYS4 12280.300000 PA USD 13828.920000 0.0007637 Long ABS-MBS USGSE US N 2 2034-08-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36290SZH7 43856.520000 PA USD 48207.610000 0.0026623 Long ABS-MBS USGSE US N 2 2024-06-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36290UD94 80505.230000 PA USD 88582.420000 0.0048920 Long ABS-MBS USGSE US N 2 2027-09-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291FS33 3010874.320000 PA USD 3316962.060000 0.1831819 Long ABS-MBS USGSE US N 2 2043-10-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36291HC28 996.470000 PA USD 1086.030000 0.0000600 Long ABS-MBS USGSE US N 2 2035-03-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36291QUX0 1304231.270000 PA USD 1402512.030000 0.0774548 Long ABS-MBS USGSE US N 2 2047-05-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36292E2B5 17365.030000 PA USD 19022.300000 0.0010505 Long ABS-MBS USGSE US N 2 2035-07-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36295NV20 823302.910000 PA USD 891335.340000 0.0492247 Long ABS-MBS USGSE US N 2 2047-07-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36295RGX0 256061.040000 PA USD 275211.650000 0.0151988 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36296UV98 9263.390000 PA USD 9942.100000 0.0005491 Long ABS-MBS USGSE US N 2 2035-11-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36297ARW5 3522.080000 PA USD 3954.640000 0.0002184 Long ABS-MBS USGSE US N 2 2039-04-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620A7KW4 427437.550000 PA USD 472662.340000 0.0261032 Long ABS-MBS USGSE US N 2 2039-08-20 Fixed 5.25 N N N N N N GNMA PASS THRU POOLS N/A 3620AGCP8 119021.160000 PA USD 128137.960000 0.0070765 Long ABS-MBS USGSE US N 2 2040-02-20 Fixed 4.79 N N N N N N GNMA PASS THRU POOLS N/A 3620AQQY2 364358.160000 PA USD 386937.330000 0.0213689 Long ABS-MBS USGSE US N 2 2042-11-20 Fixed 3.15 N N N N N N GNMA PASS THRU POOLS N/A 3620AQRB1 156061.220000 PA USD 164911.720000 0.0091074 Long ABS-MBS USGSE US N 2 2042-12-20 Fixed 3.15 N N N N N N GNMA PASS THRU POOLS N/A 3620AQX99 195149.900000 PA USD 213182.330000 0.0117732 Long ABS-MBS USGSE US N 2 2036-04-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620ARBY6 189067.150000 PA USD 207091.920000 0.0114368 Long ABS-MBS USGSE US N 2 2035-11-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620ARW23 195589.280000 PA USD 213481.450000 0.0117897 Long ABS-MBS USGSE US N 2 2033-07-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AR2E0 393165.720000 PA USD 439069.870000 0.0242480 Long ABS-MBS USGSE US N 2 2040-01-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AR5V9 2186.850000 PA USD 2482.960000 0.0001371 Long ABS-MBS USGSE US N 2 2033-10-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 3620ASHR3 367738.200000 PA USD 401441.900000 0.0221699 Long ABS-MBS USGSE US N 2 2038-09-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620ASHZ5 125699.070000 PA USD 137033.690000 0.0075678 Long ABS-MBS USGSE US N 2 2034-11-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AWJW1 142611.200000 PA USD 153277.570000 0.0084649 Long ABS-MBS USGSE US N 2 2039-05-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AWT83 39061.040000 PA USD 41278.500000 0.0022796 Long ABS-MBS USGSE US N 2 2039-08-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AWT91 424786.810000 PA USD 466439.880000 0.0257595 Long ABS-MBS USGSE US N 2 2039-01-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620C1HB5 194992.620000 PA USD 210949.970000 0.0116499 Long ABS-MBS USGSE US N 2 2030-08-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36230LE70 136023.400000 PA USD 150390.280000 0.0083054 Long ABS-MBS USGSE US N 2 2036-06-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36230N6Q3 4657.890000 PA USD 5083.250000 0.0002807 Long ABS-MBS USGSE US N 2 2037-04-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36230ULU1 1436168.760000 PA USD 1592034.300000 0.0879214 Long ABS-MBS USGSE US N 2 2041-02-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36176ADX4 143502.810000 PA USD 156496.270000 0.0086426 Long ABS-MBS USGSE US N 2 2039-01-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36176ENG2 502431.080000 PA USD 545880.070000 0.0301467 Long ABS-MBS USGSE US N 2 2043-10-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36176LSS5 2396.780000 PA USD 2612.250000 0.0001443 Long ABS-MBS USGSE US N 2 2036-03-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36176NBJ9 316821.560000 PA USD 343173.980000 0.0189521 Long ABS-MBS USGSE US N 2 2041-06-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36176TN95 52509.270000 PA USD 57143.770000 0.0031558 Long ABS-MBS USGSE US N 2 2041-11-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KMD7 131053.130000 PA USD 148354.930000 0.0081930 Long ABS-MBS USGSE US N 2 2037-05-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241LUK0 5417.960000 PA USD 6180.350000 0.0003413 Long ABS-MBS USGSE US N 2 2040-12-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3622A2LP5 628764.560000 PA USD 663061.700000 0.0366181 Long ABS-MBS USGSE US N 2 2044-05-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2PA4 664214.110000 PA USD 715738.720000 0.0395272 Long ABS-MBS USGSE US N 2 2045-07-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2PB2 989346.480000 PA USD 1067808.040000 0.0589705 Long ABS-MBS USGSE US N 2 2045-06-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2PD8 638745.450000 PA USD 689229.510000 0.0380632 Long ABS-MBS USGSE US N 2 2045-05-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2XY3 4585034.160000 PA USD 4911554.750000 0.2712445 Long ABS-MBS USGSE US N 2 2047-03-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2ZK1 1886904.240000 PA USD 2080958.600000 0.1149226 Long ABS-MBS USGSE US N 2 2047-07-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3622A24S8 5753310.380000 PA USD 6217434.880000 0.3433628 Long ABS-MBS USGSE US N 2 2048-02-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3622A25E8 5120816.330000 PA USD 5673333.310000 0.3133143 Long ABS-MBS USGSE US N 2 2048-02-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3622AAAA2 4970086.940000 PA USD 5471970.840000 0.3021939 Long ABS-MBS USGSE US N 2 2048-03-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3622AAB29 587419.760000 PA USD 640735.990000 0.0353852 Long ABS-MBS USGSE US N 2 2049-01-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3622AACJ1 1557209.880000 PA USD 1724465.880000 0.0952350 Long ABS-MBS USGSE US N 2 2049-01-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3622AAKH6 7709156.010000 PA USD 8061867.630000 0.4452230 Long ABS-MBS USGSE US N 2 2034-11-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36177TZR1 1102432.540000 PA USD 1181543.600000 0.0652517 Long ABS-MBS USGSE US N 2 2043-01-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36208ANL1 37425.520000 PA USD 38088.080000 0.0021034 Long ABS-MBS USGSE US N 2 2032-03-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36208AZN4 2942444.640000 PA USD 2963361.600000 0.1636540 Long ABS-MBS USGSE US N 2 2058-03-20 Floating 1.073 N N N N N N GNMA PASS THRU POOLS N/A 3620E0KQ8 3573705.230000 PA USD 3702223.890000 0.2044583 Long ABS-MBS USGSE US N 2 2061-04-20 Floating 1.956 N N N N N N GNMA PASS THRU POOLS N/A 3620E0LQ7 2171063.670000 PA USD 2192771.700000 0.1210976 Long ABS-MBS USGSE US N 2 2061-05-20 Floating 1.201 N N N N N N GNMA PASS THRU POOLS N/A 3620E0LR5 1233514.210000 PA USD 1255339.390000 0.0693271 Long ABS-MBS USGSE US N 2 2061-05-20 Floating 1.249 N N N N N N GNMA PASS THRU POOLS N/A 36177WBR0 162027.450000 PA USD 170414.220000 0.0094113 Long ABS-MBS USGSE US N 2 2042-04-20 Fixed 3.74 N N N N N N GNMA PASS THRU POOLS N/A 36178DCT6 670375.110000 PA USD 717420.430000 0.0396201 Long ABS-MBS USGSE US N 2 2042-07-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178DD73 49614.520000 PA USD 52426.780000 0.0028953 Long ABS-MBS USGSE US N 2 2042-05-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178DT35 774928.570000 PA USD 833131.630000 0.0460104 Long ABS-MBS USGSE US N 2 2043-01-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36178DZM6 698346.290000 PA USD 749704.140000 0.0414030 Long ABS-MBS USGSE US N 2 2043-03-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36178DZN4 400248.520000 PA USD 430300.810000 0.0237637 Long ABS-MBS USGSE US N 2 2043-03-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36180MYG6 253410.330000 PA USD 270712.720000 0.0149503 Long ABS-MBS USGSE US N 2 2043-03-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36181CHW1 104380.110000 PA USD 110824.630000 0.0061204 Long ABS-MBS USGSE US N 2 2044-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36183B6Y9 957423.980000 PA USD 1045412.320000 0.0577337 Long ABS-MBS USGSE US N 2 2044-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36183SXS5 1388827.510000 PA USD 1492313.240000 0.0824142 Long ABS-MBS USGSE US N 2 2045-06-20 Fixed 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36183SXZ9 2404868.270000 PA USD 2582659.340000 0.1426294 Long ABS-MBS USGSE US N 2 2045-12-20 Fixed 3.75 N N N N N N GNMA PASS THRU POOLS N/A 36184B5V5 1966410.840000 PA USD 2136912.170000 0.1180127 Long ABS-MBS USGSE US N 2 2045-03-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36186J4Y1 3556864.910000 PA USD 4016176.390000 0.2217965 Long ABS-MBS USGSE US N 2 2039-02-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36187SYC5 543085.000000 PA USD 557763.200000 0.0308029 Long ABS-MBS USGSE US N 2 2045-08-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617A7ER8 408207.320000 PA USD 449126.720000 0.0248034 Long ABS-MBS USGSE US N 2 2045-08-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36188KDS9 339016.560000 PA USD 363107.450000 0.0200529 Long ABS-MBS USGSE US N 2 2045-10-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36188SQ66 346147.060000 PA USD 370756.100000 0.0204753 Long ABS-MBS USGSE US N 2 2045-09-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36189MCS5 148750.830000 PA USD 157877.730000 0.0087189 Long ABS-MBS USGSE US N 2 2045-11-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36192S2Y5 2552851.830000 PA USD 2713391.590000 0.1498492 Long ABS-MBS USGSE US N 2 2046-05-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36192XKA6 114037.290000 PA USD 125732.440000 0.0069437 Long ABS-MBS USGSE US N 2 2046-04-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36193MK27 801462.510000 PA USD 871001.850000 0.0481018 Long ABS-MBS USGSE US N 2 2046-04-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36193QNF6 1033155.560000 PA USD 1107040.930000 0.0611372 Long ABS-MBS USGSE US N 2 2046-04-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36193SUM9 1852772.520000 PA USD 2012712.370000 0.1111536 Long ABS-MBS USGSE US N 2 2046-03-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36194GMW1 1863888.520000 PA USD 1995190.610000 0.1101860 Long ABS-MBS USGSE US N 2 2046-06-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36194HS29 483480.330000 PA USD 515633.820000 0.0284763 Long ABS-MBS USGSE US N 2 2047-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36194TRK4 933325.420000 PA USD 994437.750000 0.0549186 Long ABS-MBS USGSE US N 2 2046-05-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36195DSW1 658731.120000 PA USD 713207.550000 0.0393875 Long ABS-MBS USGSE US N 2 2046-11-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36196KTH6 590283.770000 PA USD 635508.430000 0.0350965 Long ABS-MBS USGSE US N 2 2046-11-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36196UWH0 1484040.550000 PA USD 1598618.020000 0.0882850 Long ABS-MBS USGSE US N 2 2038-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617AEDK9 371715.550000 PA USD 393037.440000 0.0217058 Long ABS-MBS USGSE US N 2 2047-06-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617AED94 924496.060000 PA USD 981526.210000 0.0542056 Long ABS-MBS USGSE US N 2 2047-06-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617AER81 4384415.470000 PA USD 4749054.980000 0.2622703 Long ABS-MBS USGSE US N 2 2047-05-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617AEZ66 896005.100000 PA USD 986002.240000 0.0544528 Long ABS-MBS USGSE US N 2 2047-05-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617AE2L9 524470.800000 PA USD 567292.190000 0.0313292 Long ABS-MBS USGSE US N 2 2047-05-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617AE4T0 106816.880000 PA USD 113414.860000 0.0062634 Long ABS-MBS USGSE US N 2 2047-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617AGAT8 680227.430000 PA USD 735923.750000 0.0406420 Long ABS-MBS USGSE US N 2 2047-06-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617AJGB5 2066373.670000 PA USD 2244791.050000 0.1239704 Long ABS-MBS USGSE US N 2 2047-08-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617AJGT6 693541.340000 PA USD 750545.960000 0.0414495 Long ABS-MBS USGSE US N 2 2047-05-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617ANSR8 1882203.460000 PA USD 2044716.330000 0.1129211 Long ABS-MBS USGSE US N 2 2047-07-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617AQGR4 1995515.650000 PA USD 2159766.460000 0.1192748 Long ABS-MBS USGSE US N 2 2047-06-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617AQHD4 1954322.190000 PA USD 2114732.820000 0.1167878 Long ABS-MBS USGSE US N 2 2047-06-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617B0TF2 827608.900000 PA USD 899481.040000 0.0496746 Long ABS-MBS USGSE US N 2 2047-08-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617B0YJ8 376838.980000 PA USD 413027.770000 0.0228098 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617B1XT5 1113715.990000 PA USD 1206118.360000 0.0666088 Long ABS-MBS USGSE US N 2 2047-09-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617B3V97 759282.440000 PA USD 823411.870000 0.0454736 Long ABS-MBS USGSE US N 2 2047-08-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617B4NF0 1909502.320000 PA USD 2075140.840000 0.1146013 Long ABS-MBS USGSE US N 2 2047-08-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617B5DZ4 1678374.460000 PA USD 1817374.530000 0.1003660 Long ABS-MBS USGSE US N 2 2047-09-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617B7EF3 472178.000000 PA USD 504072.390000 0.0278378 Long ABS-MBS USGSE US N 2 2047-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617BFTE2 4390156.470000 PA USD 4789001.310000 0.2644764 Long ABS-MBS USGSE US N 2 2048-08-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3617BFTQ5 1407255.320000 PA USD 1549703.400000 0.0855836 Long ABS-MBS USGSE US N 2 2048-09-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3617BGXF2 1530167.350000 PA USD 1625586.340000 0.0897743 Long ABS-MBS USGSE US N 2 2047-09-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617BHFK9 963232.650000 PA USD 1024247.570000 0.0565649 Long ABS-MBS USGSE US N 2 2047-10-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617BJDK7 2480172.830000 PA USD 2769112.250000 0.1529264 Long ABS-MBS USGSE US N 2 2048-01-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617BJEH3 2129166.530000 PA USD 2388221.050000 0.1318914 Long ABS-MBS USGSE US N 2 2048-01-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617BNXQ3 612008.220000 PA USD 654169.140000 0.0361270 Long ABS-MBS USGSE US N 2 2047-10-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617BQA73 1603395.030000 PA USD 1741840.000000 0.0961945 Long ABS-MBS USGSE US N 2 2047-11-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617BRBR6 1554835.130000 PA USD 1666184.210000 0.0920163 Long ABS-MBS USGSE US N 2 2047-11-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617BREM4 2191877.850000 PA USD 2348654.570000 0.1297063 Long ABS-MBS USGSE US N 2 2048-01-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617BRUU8 1532530.740000 PA USD 1655754.920000 0.0914404 Long ABS-MBS USGSE US N 2 2047-11-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617BSCK8 1762939.470000 PA USD 1915805.770000 0.1058019 Long ABS-MBS USGSE US N 2 2047-11-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617BUZB8 65855.180000 PA USD 74500.930000 0.0041144 Long ABS-MBS USGSE US N 2 2047-12-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617BUZF9 184901.110000 PA USD 209264.910000 0.0115568 Long ABS-MBS USGSE US N 2 2048-01-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617BU2B4 48023.460000 PA USD 54335.770000 0.0030007 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617BWMU6 1971050.060000 PA USD 2142301.080000 0.1183103 Long ABS-MBS USGSE US N 2 2048-02-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617BYAC5 813815.810000 PA USD 877554.150000 0.0484636 Long ABS-MBS USGSE US N 2 2047-12-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617G0H45 1911767.020000 PA USD 2111201.010000 0.1165928 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617G0JC5 816223.070000 PA USD 873490.280000 0.0482392 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617G1A73 784315.250000 PA USD 846837.630000 0.0467673 Long ABS-MBS USGSE US N 2 2048-01-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617G1HC5 918774.360000 PA USD 988330.950000 0.0545814 Long ABS-MBS USGSE US N 2 2048-02-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617G4LS9 534029.870000 PA USD 569424.760000 0.0314469 Long ABS-MBS USGSE US N 2 2047-12-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617G4MQ2 1109804.900000 PA USD 1205895.290000 0.0665965 Long ABS-MBS USGSE US N 2 2047-12-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617G44R0 50295.390000 PA USD 54182.340000 0.0029923 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617G7N35 126989.490000 PA USD 141695.840000 0.0078253 Long ABS-MBS USGSE US N 2 2048-03-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617G8U84 78016.140000 PA USD 85997.740000 0.0047493 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617G82B8 80858.180000 PA USD 88925.700000 0.0049110 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617G9E72 154818.160000 PA USD 172912.010000 0.0095492 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617G9GA3 68948.160000 PA USD 74289.100000 0.0041027 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617G9MX6 46358.930000 PA USD 50676.810000 0.0027987 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GAPT9 679241.110000 PA USD 726510.500000 0.0401221 Long ABS-MBS USGSE US N 2 2048-02-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617GBHY5 444297.620000 PA USD 484961.540000 0.0267824 Long ABS-MBS USGSE US N 2 2048-03-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GBLM6 278024.170000 PA USD 303372.160000 0.0167540 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GFDA2 74758.430000 PA USD 79627.820000 0.0043975 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GLMB7 35009.110000 PA USD 39606.030000 0.0021873 Long ABS-MBS USGSE US N 2 2048-03-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GLVF8 61681.600000 PA USD 67985.430000 0.0037545 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GLWQ3 60752.600000 PA USD 66768.340000 0.0036873 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GQJL8 83592.090000 PA USD 94562.710000 0.0052223 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GQJU8 63671.980000 PA USD 72067.450000 0.0039800 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GRLQ2 106124.570000 PA USD 113973.840000 0.0062943 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GTJB4 161056.400000 PA USD 177710.920000 0.0098142 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617H3RJ4 91750.350000 PA USD 99167.010000 0.0054766 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617H4C66 165262.120000 PA USD 178240.410000 0.0098435 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617H6P42 84665.350000 PA USD 90914.260000 0.0050208 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617HF4A1 442168.410000 PA USD 482888.950000 0.0266679 Long ABS-MBS USGSE US N 2 2048-10-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3617HGAW4 403433.050000 PA USD 431002.380000 0.0238024 Long ABS-MBS USGSE US N 2 2048-11-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617HGFQ2 268326.720000 PA USD 287512.410000 0.0158781 Long ABS-MBS USGSE US N 2 2049-01-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617HJDD7 1829004.310000 PA USD 1974111.060000 0.1090219 Long ABS-MBS USGSE US N 2 2048-09-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617HNV89 1240663.360000 PA USD 1398196.130000 0.0772165 Long ABS-MBS USGSE US N 2 2048-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617HNWC9 1131627.130000 PA USD 1279165.160000 0.0706429 Long ABS-MBS USGSE US N 2 2048-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617HPC44 176919.330000 PA USD 192766.950000 0.0106457 Long ABS-MBS USGSE US N 2 2048-09-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3617HX4S3 499299.730000 PA USD 528866.200000 0.0292071 Long ABS-MBS USGSE US N 2 2047-10-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617J8WW6 4329103.800000 PA USD 4678689.150000 0.2583843 Long ABS-MBS USGSE US N 2 2049-02-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617JEM38 4514451.060000 PA USD 4821480.590000 0.2662701 Long ABS-MBS USGSE US N 2 2049-02-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617JMD89 1183942.560000 PA USD 1273381.820000 0.0703235 Long ABS-MBS USGSE US N 2 2049-04-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617JRLB2 299141.220000 PA USD 319554.750000 0.0176477 Long ABS-MBS USGSE US N 2 2049-05-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617K02K0 1229066.690000 PA USD 1321022.040000 0.0729545 Long ABS-MBS USGSE US N 2 2049-07-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617K2BF7 834822.860000 PA USD 894605.240000 0.0494053 Long ABS-MBS USGSE US N 2 2049-04-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617K2BH3 1046588.560000 PA USD 1134106.890000 0.0626320 Long ABS-MBS USGSE US N 2 2049-03-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617K8RB6 1447308.420000 PA USD 1566935.610000 0.0865353 Long ABS-MBS USGSE US N 2 2049-07-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617KCJD2 3223637.440000 PA USD 3456538.020000 0.1908901 Long ABS-MBS USGSE US N 2 2049-08-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617KFG89 1180530.550000 PA USD 1265492.840000 0.0698878 Long ABS-MBS USGSE US N 2 2049-07-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617KFMN9 1604187.460000 PA USD 1735114.940000 0.0958231 Long ABS-MBS USGSE US N 2 2049-08-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617KLDJ5 1261105.830000 PA USD 1357919.490000 0.0749922 Long ABS-MBS USGSE US N 2 2049-06-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617KLMQ9 1442412.990000 PA USD 1562722.610000 0.0863026 Long ABS-MBS USGSE US N 2 2049-04-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617KPJ76 4960343.210000 PA USD 5275520.390000 0.2913448 Long ABS-MBS USGSE US N 2 2049-08-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617KPLY4 1573819.390000 PA USD 1683284.760000 0.0929607 Long ABS-MBS USGSE US N 2 2049-09-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617KRF27 1055825.780000 PA USD 1143018.050000 0.0631241 Long ABS-MBS USGSE US N 2 2049-08-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617LDN77 3654557.570000 PA USD 3924181.140000 0.2167160 Long ABS-MBS USGSE US N 2 2049-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617LRZ73 1896418.210000 PA USD 2004500.720000 0.1107001 Long ABS-MBS USGSE US N 2 2050-04-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617LRZ99 1594802.290000 PA USD 1692168.850000 0.0934514 Long ABS-MBS USGSE US N 2 2050-04-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617M76Z6 3387120.760000 PA USD 3648747.830000 0.2015050 Long ABS-MBS USGSE US N 2 2049-12-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617M8AA4 5034852.610000 PA USD 5405033.750000 0.2984973 Long ABS-MBS USGSE US N 2 2050-03-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617M8AF3 14008403.380000 PA USD 14960047.030000 0.8261805 Long ABS-MBS USGSE US N 2 2050-03-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617MCYA9 4230114.320000 PA USD 4507372.980000 0.2489233 Long ABS-MBS USGSE US N 2 2050-01-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617MC7B7 970452.260000 PA USD 1034571.490000 0.0571350 Long ABS-MBS USGSE US N 2 2050-02-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617MJKL5 3851333.900000 PA USD 4019668.540000 0.2219894 Long ABS-MBS USGSE US N 2 2050-02-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617MPQ68 3112288.890000 PA USD 3248246.680000 0.1793870 Long ABS-MBS USGSE US N 2 2050-02-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617MQF76 4230579.010000 PA USD 4559376.310000 0.2517952 Long ABS-MBS USGSE US N 2 2050-03-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617MQF84 5191071.060000 PA USD 5564780.730000 0.3073194 Long ABS-MBS USGSE US N 2 2050-03-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617MQGA8 9222104.790000 PA USD 9817254.430000 0.5421657 Long ABS-MBS USGSE US N 2 2050-03-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617MQGB6 7345381.500000 PA USD 7762086.680000 0.4286674 Long ABS-MBS USGSE US N 2 2050-03-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617MT3U2 14973234.150000 PA USD 15891890.580000 0.8776423 Long ABS-MBS USGSE US N 2 2050-05-20 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36179MAB6 327453.730000 PA USD 341598.080000 0.0188650 Long ABS-MBS USGSE US N 2 2027-04-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179MA26 1024910.870000 PA USD 1159014.970000 0.0640075 Long ABS-MBS USGSE US N 2 2042-04-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179MC40 179813.950000 PA USD 202616.580000 0.0111897 Long ABS-MBS USGSE US N 2 2042-05-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179MG87 379802.700000 PA USD 428930.560000 0.0236880 Long ABS-MBS USGSE US N 2 2042-07-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179MLA6 834108.610000 PA USD 941653.200000 0.0520035 Long ABS-MBS USGSE US N 2 2042-08-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179MNL0 21475.360000 PA USD 24259.280000 0.0013397 Long ABS-MBS USGSE US N 2 2042-09-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179MS27 91272.750000 PA USD 103104.960000 0.0056941 Long ABS-MBS USGSE US N 2 2042-11-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179M4F4 225319.390000 PA USD 235094.900000 0.0129833 Long ABS-MBS USGSE US N 2 2028-03-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179NAE8 102606.570000 PA USD 107058.280000 0.0059124 Long ABS-MBS USGSE US N 2 2028-04-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179NBE7 78166.040000 PA USD 88162.190000 0.0048688 Long ABS-MBS USGSE US N 2 2043-04-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179NDU9 485769.770000 PA USD 547593.740000 0.0302413 Long ABS-MBS USGSE US N 2 2043-05-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179NE95 128138.080000 PA USD 133699.370000 0.0073837 Long ABS-MBS USGSE US N 2 2028-06-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179NHF8 536329.140000 PA USD 559619.830000 0.0309054 Long ABS-MBS USGSE US N 2 2028-07-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179NH50 145999.130000 PA USD 154684.810000 0.0085426 Long ABS-MBS USGSE US N 2 2043-07-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179NKL1 895040.130000 PA USD 933886.900000 0.0515746 Long ABS-MBS USGSE US N 2 2028-08-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179NM70 47588.320000 PA USD 50385.120000 0.0027826 Long ABS-MBS USGSE US N 2 2043-09-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179N2M9 127708.270000 PA USD 144047.950000 0.0079552 Long ABS-MBS USGSE US N 2 2044-02-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179QBJ9 94901.200000 PA USD 107053.180000 0.0059121 Long ABS-MBS USGSE US N 2 2044-04-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179QD32 200175.070000 PA USD 225714.740000 0.0124653 Long ABS-MBS USGSE US N 2 2044-05-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179QL82 2129157.330000 PA USD 2401150.640000 0.1326055 Long ABS-MBS USGSE US N 2 2044-08-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179QTU5 250395.530000 PA USD 265288.820000 0.0146508 Long ABS-MBS USGSE US N 2 2044-11-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179QV57 2843598.410000 PA USD 2978124.300000 0.1644693 Long ABS-MBS USGSE US N 2 2044-12-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179QYJ4 55204.000000 PA USD 58434.820000 0.0032271 Long ABS-MBS USGSE US N 2 2045-01-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179RBZ1 16052727.200000 PA USD 17598051.810000 0.9718664 Long ABS-MBS USGSE US N 2 2045-04-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179RD97 1149178.810000 PA USD 1259859.160000 0.0695767 Long ABS-MBS USGSE US N 2 2045-05-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179RE88 654091.870000 PA USD 682483.680000 0.0376907 Long ABS-MBS USGSE US N 2 2030-06-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179RF20 16045.480000 PA USD 16999.510000 0.0009388 Long ABS-MBS USGSE US N 2 2045-06-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179RHE2 799561.330000 PA USD 834356.100000 0.0460780 Long ABS-MBS USGSE US N 2 2030-07-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179RKN8 718820.130000 PA USD 750129.150000 0.0414265 Long ABS-MBS USGSE US N 2 2030-08-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179RMD8 503215.270000 PA USD 523150.430000 0.0288914 Long ABS-MBS USGSE US N 2 2045-08-20 Floating 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36179RMW6 680126.270000 PA USD 709813.910000 0.0392000 Long ABS-MBS USGSE US N 2 2030-09-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179RNQ8 40072.630000 PA USD 42416.410000 0.0023425 Long ABS-MBS USGSE US N 2 2045-09-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179RQU6 6221.220000 PA USD 6587.860000 0.0003638 Long ABS-MBS USGSE US N 2 2045-10-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179RW62 1687608.010000 PA USD 1767145.400000 0.0975920 Long ABS-MBS USGSE US N 2 2046-01-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179RW70 3115.320000 PA USD 3296.890000 0.0001821 Long ABS-MBS USGSE US N 2 2046-01-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179RZL6 16379.760000 PA USD 17326.100000 0.0009568 Long ABS-MBS USGSE US N 2 2046-02-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179R3P2 4481.550000 PA USD 4575.150000 0.0002527 Long ABS-MBS USGSE US N 2 2031-03-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36179SEP8 39987.250000 PA USD 45430.090000 0.0025089 Long ABS-MBS USGSE US N 2 2039-09-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36179SGK7 3710562.160000 PA USD 3949099.770000 0.2180922 Long ABS-MBS USGSE US N 2 2046-07-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179SLK1 11336.700000 PA USD 12006.040000 0.0006630 Long ABS-MBS USGSE US N 2 2046-09-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179SQN0 12730.480000 PA USD 13479.820000 0.0007444 Long ABS-MBS USGSE US N 2 2046-11-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179SSD0 461981.950000 PA USD 483356.850000 0.0266938 Long ABS-MBS USGSE US N 2 2046-12-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179SU21 13460.170000 PA USD 15465.020000 0.0008541 Long ABS-MBS USGSE US N 2 2039-10-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36179SW45 2476505.040000 PA USD 2845640.050000 0.1571527 Long ABS-MBS USGSE US N 2 2047-02-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36179SYT8 2083848.780000 PA USD 2240025.490000 0.1237072 Long ABS-MBS USGSE US N 2 2047-03-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179S5S2 22764.530000 PA USD 26084.120000 0.0014405 Long ABS-MBS USGSE US N 2 2039-02-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TCY9 8604008.500000 PA USD 9260084.110000 0.5113955 Long ABS-MBS USGSE US N 2 2047-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TE50 3165246.050000 PA USD 3532241.800000 0.1950709 Long ABS-MBS USGSE US N 2 2047-08-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TGV1 416745.790000 PA USD 440432.430000 0.0243232 Long ABS-MBS USGSE US N 2 2047-09-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TG33 1117787.440000 PA USD 1186372.680000 0.0655184 Long ABS-MBS USGSE US N 2 2047-09-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179TG58 2113122.260000 PA USD 2266478.640000 0.1251681 Long ABS-MBS USGSE US N 2 2047-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TJQ9 1673866.470000 PA USD 1769845.070000 0.0977411 Long ABS-MBS USGSE US N 2 2047-10-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TJR7 186866.460000 PA USD 200793.290000 0.0110890 Long ABS-MBS USGSE US N 2 2047-10-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179TJW6 331473.400000 PA USD 351813.720000 0.0194292 Long ABS-MBS USGSE US N 2 2047-10-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179TJ48 67910.570000 PA USD 76837.900000 0.0042434 Long ABS-MBS USGSE US N 2 2047-10-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36179TLK9 4589278.160000 PA USD 4850994.180000 0.2679000 Long ABS-MBS USGSE US N 2 2047-11-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TNH4 1234673.940000 PA USD 1303909.700000 0.0720094 Long ABS-MBS USGSE US N 2 2047-12-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TNJ0 478839.810000 PA USD 517495.450000 0.0285791 Long ABS-MBS USGSE US N 2 2047-12-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179TQF5 429252.270000 PA USD 453684.930000 0.0250551 Long ABS-MBS USGSE US N 2 2048-01-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TR64 1268726.160000 PA USD 1315707.930000 0.0726610 Long ABS-MBS USGSE US N 2 2048-02-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179TTX3 2280078.240000 PA USD 2371290.720000 0.1309564 Long ABS-MBS USGSE US N 2 2048-03-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179TUB9 3270970.150000 PA USD 3500211.150000 0.1933019 Long ABS-MBS USGSE US N 2 2048-03-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179TVV4 1215315.430000 PA USD 1283382.950000 0.0708758 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TV77 188771.740000 PA USD 203838.890000 0.0112572 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TWA9 434064.580000 PA USD 482184.480000 0.0266290 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36179TXL4 1455827.330000 PA USD 1538746.290000 0.0849785 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TXW0 559195.450000 PA USD 603562.560000 0.0333322 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TZ65 1418857.370000 PA USD 1530352.160000 0.0845149 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179T4P7 6839144.680000 PA USD 7283837.970000 0.4022557 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179T7B5 272129.390000 PA USD 291713.940000 0.0161101 Long ABS-MBS USGSE US N 2 2048-08-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179T7L3 1627689.150000 PA USD 1742355.030000 0.0962229 Long ABS-MBS USGSE US N 2 2048-08-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UAC6 5172.110000 PA USD 5914.300000 0.0003266 Long ABS-MBS USGSE US N 2 2048-08-20 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UCC4 341330.700000 PA USD 367803.150000 0.0203122 Long ABS-MBS USGSE US N 2 2048-09-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UEF5 37693.300000 PA USD 45156.320000 0.0024938 Long ABS-MBS USGSE US N 2 2038-12-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36179UF49 352329.030000 PA USD 378063.030000 0.0208788 Long ABS-MBS USGSE US N 2 2048-11-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UHU9 1615702.330000 PA USD 1732570.540000 0.0956826 Long ABS-MBS USGSE US N 2 2048-12-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UH62 2354093.610000 PA USD 2559391.380000 0.1413444 Long ABS-MBS USGSE US N 2 2048-12-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UKP6 725475.330000 PA USD 774853.070000 0.0427919 Long ABS-MBS USGSE US N 2 2049-01-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UKQ4 1969892.700000 PA USD 2085649.740000 0.1151817 Long ABS-MBS USGSE US N 2 2049-01-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UKY7 4255906.710000 PA USD 4548176.800000 0.2511767 Long ABS-MBS USGSE US N 2 2049-01-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UMM1 7113041.930000 PA USD 7600276.770000 0.4197313 Long ABS-MBS USGSE US N 2 2049-02-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179USM5 12267.820000 PA USD 12993.040000 0.0007176 Long ABS-MBS USGSE US N 2 2049-05-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179USN3 1019534.050000 PA USD 1106787.660000 0.0611232 Long ABS-MBS USGSE US N 2 2049-05-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UT93 1439736.980000 PA USD 1490986.580000 0.0823409 Long ABS-MBS USGSE US N 2 2049-06-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UXJ6 1153551.260000 PA USD 1194617.110000 0.0659737 Long ABS-MBS USGSE US N 2 2049-08-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179U3V2 526064.060000 PA USD 550433.990000 0.0303982 Long ABS-MBS USGSE US N 2 2049-10-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179U6N7 2118279.680000 PA USD 2216414.920000 0.1224033 Long ABS-MBS USGSE US N 2 2049-11-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179U6P2 2525737.450000 PA USD 2696231.420000 0.1489015 Long ABS-MBS USGSE US N 2 2049-11-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179U6Q0 542401.470000 PA USD 570210.890000 0.0314903 Long ABS-MBS USGSE US N 2 2049-09-20 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36179VA91 2103000.350000 PA USD 2201653.990000 0.1215881 Long ABS-MBS USGSE US N 2 2049-12-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179VBA7 1145650.610000 PA USD 1222698.550000 0.0675245 Long ABS-MBS USGSE US N 2 2049-12-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179VDF4 1213751.320000 PA USD 1269859.810000 0.0701290 Long ABS-MBS USGSE US N 2 2050-01-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179VDP2 3898650.200000 PA USD 4123710.540000 0.2277352 Long ABS-MBS USGSE US N 2 2050-01-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179VFR6 26485656.570000 PA USD 28120512.590000 1.5529777 Long ABS-MBS USGSE US N 2 2050-02-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179VHT0 18331550.290000 PA USD 19419305.620000 1.0724466 Long ABS-MBS USGSE US N 2 2050-03-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179VMD9 73441620.220000 PA USD 77947853.360000 4.3047321 Long ABS-MBS USGSE US N 2 2050-05-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 21H022689 52000000.000000 PA USD 54608124.480000 3.0157771 Long ABS-MBS USGSE US N 2 2050-08-20 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 21H030682 401650000.000000 PA USD 424619355.360000 23.4499413 Long ABS-MBS USGSE US N 2 2050-08-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 21H032688 343250000.000000 PA USD 362182386.250000 20.0018101 Long ABS-MBS USGSE US N 2 2050-08-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 21H040673 85500000.000000 PA USD 90650039.490000 5.0062205 Long ABS-MBS USGSE US N 2 2050-07-21 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H040681 66750000.000000 PA USD 70775860.040000 3.9086531 Long ABS-MBS USGSE US N 2 2050-08-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H042679 -4480000.000000 PA USD -4783100.000000 -0.2641505 Short ABS-MBS USGSE US N 2 2050-07-21 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 362165M25 1265.300000 PA USD 1287.350000 0.0000711 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 362172FM5 804.170000 PA USD 819.660000 0.0000453 Long ABS-MBS USGSE US N 2 2024-05-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36218ST67 3112.410000 PA USD 3137.830000 0.0001733 Long ABS-MBS USGSE US N 2 2021-04-15 Fixed 7.75 N N N N N N GNMA PASS THRU POOLS N/A 362191PN2 8794.160000 PA USD 8830.990000 0.0004877 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 362191PR3 11779.160000 PA USD 11789.100000 0.0006511 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 362199D24 670.570000 PA USD 681.020000 0.0000376 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36220UZ20 6927.690000 PA USD 7251.060000 0.0004004 Long ABS-MBS USGSE US N 2 2022-12-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36223AL34 4175.500000 PA USD 4192.480000 0.0002315 Long ABS-MBS USGSE US N 2 2022-06-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36223HQR1 3753.190000 PA USD 3767.890000 0.0002081 Long ABS-MBS USGSE US N 2 2023-03-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36223H6N2 3290.550000 PA USD 3325.580000 0.0001837 Long ABS-MBS USGSE US N 2 2022-05-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36223MAN6 330.220000 PA USD 347.480000 0.0000192 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36223V7E0 327.320000 PA USD 328.580000 0.0000181 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36223WH80 5041.640000 PA USD 5097.850000 0.0002815 Long ABS-MBS USGSE US N 2 2022-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36223WXS8 7171.460000 PA USD 7200.110000 0.0003976 Long ABS-MBS USGSE US N 2 2022-02-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36223WX82 23.990000 PA USD 24.090000 0.0000013 Long ABS-MBS USGSE US N 2 2022-02-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36223W2N3 40288.700000 PA USD 44791.020000 0.0024736 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36223XK68 2750.130000 PA USD 2780.600000 0.0001536 Long ABS-MBS USGSE US N 2 2022-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36223XNY4 17324.910000 PA USD 17541.300000 0.0009687 Long ABS-MBS USGSE US N 2 2022-05-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36223XPV8 135.390000 PA USD 135.960000 0.0000075 Long ABS-MBS USGSE US N 2 2022-03-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36223YPZ7 161.810000 PA USD 163.850000 0.0000090 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36223YQF0 3420.500000 PA USD 3465.080000 0.0001914 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36223YQG8 2144.580000 PA USD 2153.550000 0.0001189 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36223YTX8 231.790000 PA USD 232.750000 0.0000129 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224BGD5 8342.690000 PA USD 9187.730000 0.0005074 Long ABS-MBS USGSE US N 2 2024-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36224BGY9 11491.250000 PA USD 11641.060000 0.0006429 Long ABS-MBS USGSE US N 2 2022-05-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224CJ65 14030.670000 PA USD 14087.720000 0.0007780 Long ABS-MBS USGSE US N 2 2022-06-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224ES53 664.520000 PA USD 678.610000 0.0000375 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224ETB9 1637.160000 PA USD 1681.140000 0.0000928 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224ETW3 911.880000 PA USD 960.740000 0.0000531 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224FBW9 186.310000 PA USD 187.010000 0.0000103 Long ABS-MBS USGSE US N 2 2023-01-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224FF70 104.850000 PA USD 105.250000 0.0000058 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224F6B1 3174.120000 PA USD 3215.610000 0.0001776 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224JHR6 2591.680000 PA USD 2705.450000 0.0001494 Long ABS-MBS USGSE US N 2 2023-01-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224JLU4 321.300000 PA USD 327.070000 0.0000181 Long ABS-MBS USGSE US N 2 2022-11-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224J3V2 622.830000 PA USD 636.370000 0.0000351 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224J3X8 358.300000 PA USD 374.480000 0.0000207 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224KEK1 921.720000 PA USD 925.440000 0.0000511 Long ABS-MBS USGSE US N 2 2022-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224KKN8 134.840000 PA USD 135.260000 0.0000075 Long ABS-MBS USGSE US N 2 2023-03-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224MCR4 249.130000 PA USD 250.040000 0.0000138 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224M3S2 395.970000 PA USD 409.410000 0.0000226 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224M6V2 1262.730000 PA USD 1278.660000 0.0000706 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224NNA7 638.370000 PA USD 640.820000 0.0000354 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224NTX1 21.960000 PA USD 22.040000 0.0000012 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224QMF0 2707.530000 PA USD 2981.310000 0.0001646 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36224RKD5 19481.350000 PA USD 20539.470000 0.0011343 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224RMW1 1057.240000 PA USD 1061.640000 0.0000586 Long ABS-MBS USGSE US N 2 2023-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224RWQ3 3190.500000 PA USD 3203.780000 0.0001769 Long ABS-MBS USGSE US N 2 2023-03-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224SG22 72.470000 PA USD 73.300000 0.0000040 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224SHU9 327.030000 PA USD 331.360000 0.0000183 Long ABS-MBS USGSE US N 2 2023-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224SV33 196.230000 PA USD 204.600000 0.0000113 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224SWD0 2186.250000 PA USD 2297.540000 0.0001269 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224SYQ9 51.520000 PA USD 51.710000 0.0000029 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224SZP0 1185.040000 PA USD 1189.480000 0.0000657 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224S2B7 1205.510000 PA USD 1264.720000 0.0000698 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224S2K7 4140.420000 PA USD 4192.490000 0.0002315 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224S4Z2 831.040000 PA USD 841.920000 0.0000465 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224S5A6 3688.010000 PA USD 3787.870000 0.0002092 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224TUX6 251.810000 PA USD 254.960000 0.0000141 Long ABS-MBS USGSE US N 2 2023-02-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224UZU4 59.730000 PA USD 59.950000 0.0000033 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224VNH4 478.880000 PA USD 501.300000 0.0000277 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224VX67 383.530000 PA USD 385.100000 0.0000213 Long ABS-MBS USGSE US N 2 2023-01-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224V7B5 1468.310000 PA USD 1473.820000 0.0000814 Long ABS-MBS USGSE US N 2 2023-01-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224WBS1 63.650000 PA USD 63.890000 0.0000035 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224WKC6 8688.790000 PA USD 9569.120000 0.0005285 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36224WN66 12564.460000 PA USD 13059.880000 0.0007212 Long ABS-MBS USGSE US N 2 2023-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224WQK2 7855.830000 PA USD 7885.230000 0.0004355 Long ABS-MBS USGSE US N 2 2023-04-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224WRM7 1385.370000 PA USD 1391.160000 0.0000768 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224WWC3 119.590000 PA USD 121.470000 0.0000067 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224XMM0 763.150000 PA USD 766.050000 0.0000423 Long ABS-MBS USGSE US N 2 2023-01-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224XPY1 13.700000 PA USD 13.750000 0.0000008 Long ABS-MBS USGSE US N 2 2023-02-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224YNU9 9496.590000 PA USD 9994.460000 0.0005520 Long ABS-MBS USGSE US N 2 2023-01-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224YQB8 197.880000 PA USD 206.950000 0.0000114 Long ABS-MBS USGSE US N 2 2023-03-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36224YQE2 531.020000 PA USD 557.500000 0.0000308 Long ABS-MBS USGSE US N 2 2023-03-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36224YWH8 993.020000 PA USD 996.830000 0.0000551 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203AEA0 2135.830000 PA USD 2163.220000 0.0001195 Long ABS-MBS USGSE US N 2 2022-12-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203ARS7 4656.900000 PA USD 4674.870000 0.0002582 Long ABS-MBS USGSE US N 2 2023-01-15 Fixed 7.15 N N N N N N GNMA PASS THRU POOLS N/A 36203AVL7 94.440000 PA USD 94.620000 0.0000052 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203AVX1 1264.370000 PA USD 1330.440000 0.0000735 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203BGU2 200.300000 PA USD 201.020000 0.0000111 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203BJ54 141.170000 PA USD 147.400000 0.0000081 Long ABS-MBS USGSE US N 2 2022-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203BK60 994.920000 PA USD 1008.520000 0.0000557 Long ABS-MBS USGSE US N 2 2023-01-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203BLQ5 801.160000 PA USD 810.240000 0.0000447 Long ABS-MBS USGSE US N 2 2023-03-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203BVS0 1835.030000 PA USD 1842.090000 0.0001017 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203CEF5 6881.630000 PA USD 6970.430000 0.0003849 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203CET5 607.760000 PA USD 639.930000 0.0000353 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203CKE1 126.630000 PA USD 127.150000 0.0000070 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203CMX7 3698.300000 PA USD 3712.500000 0.0002050 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203CSZ6 2279.760000 PA USD 2402.390000 0.0001327 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203CVS8 171.900000 PA USD 172.560000 0.0000095 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203DER7 33.250000 PA USD 34.190000 0.0000019 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203DGA2 2267.570000 PA USD 2371.660000 0.0001310 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203DHB9 466.270000 PA USD 513.180000 0.0000283 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203DMH0 2823.990000 PA USD 2997.980000 0.0001656 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203D4L1 2654.540000 PA USD 2688.520000 0.0001485 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203EAP3 5278.460000 PA USD 5298.640000 0.0002926 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203EBC1 923.380000 PA USD 926.810000 0.0000512 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203EBL1 523.160000 PA USD 531.710000 0.0000294 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203ECJ5 1604.190000 PA USD 1624.880000 0.0000897 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203EC30 4301.470000 PA USD 4543.100000 0.0002509 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203EG77 1611.890000 PA USD 1618.640000 0.0000894 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203EHG6 1875.290000 PA USD 1882.180000 0.0001039 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203EMN5 2781.910000 PA USD 2792.610000 0.0001542 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203EP85 201.690000 PA USD 205.340000 0.0000113 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203E6V5 2736.610000 PA USD 2768.600000 0.0001529 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203E7K8 1671.680000 PA USD 1701.790000 0.0000940 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203FGW9 2027.810000 PA USD 2233.010000 0.0001233 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203FTK1 1178.680000 PA USD 1183.550000 0.0000654 Long ABS-MBS USGSE US N 2 2023-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203FTZ8 1011.690000 PA USD 1015.040000 0.0000561 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203FVX0 8126.690000 PA USD 8160.560000 0.0004507 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203FXW0 325.380000 PA USD 326.740000 0.0000180 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203FZS7 8489.190000 PA USD 8604.550000 0.0004752 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203GA94 985.030000 PA USD 988.610000 0.0000546 Long ABS-MBS USGSE US N 2 2023-03-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203GPS6 106.010000 PA USD 111.830000 0.0000062 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203GPT4 3283.850000 PA USD 3297.600000 0.0001821 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203GQ48 2017.100000 PA USD 2125.190000 0.0001174 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203GRG0 1111.330000 PA USD 1115.990000 0.0000616 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203GRL9 2336.950000 PA USD 2459.000000 0.0001358 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203GR54 69.140000 PA USD 72.470000 0.0000040 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203GSD6 494.780000 PA USD 522.000000 0.0000288 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203HGF2 4101.520000 PA USD 4117.230000 0.0002274 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203HGQ8 344.150000 PA USD 349.270000 0.0000193 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203HNG2 2608.910000 PA USD 2618.900000 0.0001446 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203HRC7 20.130000 PA USD 20.190000 0.0000011 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203JL21 55.790000 PA USD 55.990000 0.0000031 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203JS81 985.940000 PA USD 989.580000 0.0000547 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203J6R3 597.280000 PA USD 623.920000 0.0000345 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203KB45 1628.390000 PA USD 1635.170000 0.0000903 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203KB52 8674.230000 PA USD 8707.490000 0.0004809 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203KB78 1206.200000 PA USD 1269.490000 0.0000701 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203KH31 1376.660000 PA USD 1394.390000 0.0000770 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203KKD5 2102.810000 PA USD 2314.670000 0.0001278 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203KM68 992.480000 PA USD 1092.340000 0.0000603 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203KSL9 1435.650000 PA USD 1441.140000 0.0000796 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203KUN2 23940.260000 PA USD 24251.310000 0.0013393 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203K5Y6 3363.560000 PA USD 3376.330000 0.0001865 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203LAW2 325.230000 PA USD 338.410000 0.0000187 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203LAX0 121.750000 PA USD 128.870000 0.0000071 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203LBQ4 882.590000 PA USD 892.670000 0.0000493 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203LBS0 1169.180000 PA USD 1229.220000 0.0000679 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203LBV3 200.390000 PA USD 213.640000 0.0000118 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203LCU4 308.200000 PA USD 327.840000 0.0000181 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203LCV2 199.090000 PA USD 202.050000 0.0000112 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203LDN9 744.910000 PA USD 783.840000 0.0000433 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203LDT6 314.150000 PA USD 333.240000 0.0000184 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203LF64 509.680000 PA USD 515.920000 0.0000285 Long ABS-MBS USGSE US N 2 2023-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203LG22 972.200000 PA USD 1026.280000 0.0000567 Long ABS-MBS USGSE US N 2 2023-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203LRA2 382.180000 PA USD 383.600000 0.0000212 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203LRN4 212.980000 PA USD 213.870000 0.0000118 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203LW40 1900.300000 PA USD 1907.540000 0.0001053 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203LZG0 11058.400000 PA USD 11679.850000 0.0006450 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203L4C3 286.060000 PA USD 315.020000 0.0000174 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203L6F4 4674.370000 PA USD 5147.720000 0.0002843 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203MB66 1356.580000 PA USD 1493.940000 0.0000825 Long ABS-MBS USGSE US N 2 2024-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203MGJ3 251.170000 PA USD 252.030000 0.0000139 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203MHP8 102.400000 PA USD 102.790000 0.0000057 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203MMP2 2587.630000 PA USD 2598.420000 0.0001435 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203MWX4 356.170000 PA USD 360.460000 0.0000199 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203NDW5 135.560000 PA USD 141.690000 0.0000078 Long ABS-MBS USGSE US N 2 2027-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203NPZ5 3981.770000 PA USD 4382.400000 0.0002420 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203NRC4 2451.510000 PA USD 2558.290000 0.0001413 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203NRK6 3902.060000 PA USD 3918.330000 0.0002164 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203NRT7 2881.540000 PA USD 2922.190000 0.0001614 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203NXR4 85.170000 PA USD 85.450000 0.0000047 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203NZ76 6320.240000 PA USD 6658.210000 0.0003677 Long ABS-MBS USGSE US N 2 2023-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203N2K3 4786.430000 PA USD 5021.840000 0.0002773 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203N3K2 806.460000 PA USD 851.760000 0.0000470 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203N3U0 184.210000 PA USD 194.090000 0.0000107 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203N4B1 11981.840000 PA USD 12628.620000 0.0006974 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203N4L9 1848.680000 PA USD 1942.780000 0.0001073 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203N4M7 589.150000 PA USD 621.380000 0.0000343 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203N5H7 7240.570000 PA USD 7657.150000 0.0004229 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203N6C7 6713.370000 PA USD 7162.650000 0.0003956 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203N6K9 1843.490000 PA USD 1941.690000 0.0001072 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203N6R4 2358.240000 PA USD 2392.410000 0.0001321 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203N7F9 171.910000 PA USD 182.960000 0.0000101 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203PAY9 2881.790000 PA USD 3062.120000 0.0001691 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203PBV4 2183.620000 PA USD 2404.660000 0.0001328 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203PB51 4149.900000 PA USD 4442.600000 0.0002453 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203PB93 13965.360000 PA USD 14893.020000 0.0008225 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203PCQ4 2793.470000 PA USD 3076.280000 0.0001699 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203PCU5 1956.730000 PA USD 2154.830000 0.0001190 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203PC35 1680.460000 PA USD 1850.590000 0.0001022 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203PDU4 831.680000 PA USD 915.880000 0.0000506 Long ABS-MBS USGSE US N 2 2024-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203PG49 8459.930000 PA USD 8814.760000 0.0004868 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203PHY2 651.730000 PA USD 659.150000 0.0000364 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203PWH2 517.980000 PA USD 519.860000 0.0000287 Long ABS-MBS USGSE US N 2 2021-09-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203PWP4 6690.330000 PA USD 6716.540000 0.0003709 Long ABS-MBS USGSE US N 2 2021-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203PYT4 149.360000 PA USD 149.930000 0.0000083 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203P3L5 423.780000 PA USD 432.000000 0.0000239 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203QAA9 441.030000 PA USD 446.180000 0.0000246 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203QBD2 86.830000 PA USD 87.160000 0.0000048 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203QGP0 1902.580000 PA USD 2001.500000 0.0001105 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203QGV7 552.950000 PA USD 580.340000 0.0000320 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203QG21 5247.630000 PA USD 5482.940000 0.0003028 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203QSQ5 1451.210000 PA USD 1456.800000 0.0000805 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203Q6D8 1651.730000 PA USD 1657.820000 0.0000916 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203RF53 1502.800000 PA USD 1577.630000 0.0000871 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203RK57 1868.890000 PA USD 1876.010000 0.0001036 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203RRF8 1177.620000 PA USD 1182.560000 0.0000653 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203RXP9 501.780000 PA USD 503.870000 0.0000278 Long ABS-MBS USGSE US N 2 2023-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203RYC7 133.880000 PA USD 134.390000 0.0000074 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203RYH6 3273.710000 PA USD 3286.230000 0.0001815 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203RZY8 285.260000 PA USD 300.920000 0.0000166 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203RZZ5 154.030000 PA USD 162.470000 0.0000090 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203RZ36 3663.590000 PA USD 3884.890000 0.0002145 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203R2K4 57.650000 PA USD 57.860000 0.0000032 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203R4G1 5442.920000 PA USD 5730.270000 0.0003165 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203SHE0 8661.340000 PA USD 8697.310000 0.0004803 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203SR82 2072.010000 PA USD 2079.930000 0.0001149 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203SSP3 1132.010000 PA USD 1136.740000 0.0000628 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203STN7 51.850000 PA USD 52.490000 0.0000029 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203SWX1 907.670000 PA USD 918.120000 0.0000507 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203SXA0 368.220000 PA USD 387.950000 0.0000214 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203SYN1 247.760000 PA USD 248.690000 0.0000137 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203TDW2 119.010000 PA USD 120.570000 0.0000067 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203TMX0 57.330000 PA USD 57.540000 0.0000032 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203TPR0 2258.970000 PA USD 2287.140000 0.0001263 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203T2P9 8.180000 PA USD 8.200000 0.0000005 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203UBC5 4483.320000 PA USD 4934.410000 0.0002725 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203UH39 2622.620000 PA USD 2647.240000 0.0001462 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203UUG5 4206.710000 PA USD 4432.470000 0.0002448 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203UX23 914.150000 PA USD 935.910000 0.0000517 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203UYM8 680.500000 PA USD 689.230000 0.0000381 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203U4R0 5509.910000 PA USD 5531.040000 0.0003055 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203VG87 20.420000 PA USD 20.490000 0.0000011 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203VTR1 1512.320000 PA USD 1529.440000 0.0000845 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203VYL8 3304.610000 PA USD 3638.990000 0.0002010 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203V2J8 50.980000 PA USD 51.180000 0.0000028 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203V2W9 53.640000 PA USD 53.840000 0.0000030 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203WQL5 2645.790000 PA USD 2794.340000 0.0001543 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203XG67 936.180000 PA USD 1000.780000 0.0000553 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203XUQ7 348.090000 PA USD 349.420000 0.0000193 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203XWH5 10.250000 PA USD 10.280000 0.0000006 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203XW77 1772.420000 PA USD 1793.560000 0.0000991 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203X6G6 1932.510000 PA USD 1939.900000 0.0001071 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203YDX9 2136.000000 PA USD 2144.970000 0.0001185 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36203YE75 1767.200000 PA USD 1773.920000 0.0000980 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203YFN9 1043.190000 PA USD 1054.590000 0.0000582 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203YJT2 271.570000 PA USD 274.390000 0.0000152 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203YLQ5 12162.180000 PA USD 12208.540000 0.0006742 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204APR0 154.520000 PA USD 155.110000 0.0000086 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204AWE1 6346.230000 PA USD 6372.880000 0.0003519 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36204BD59 2131.060000 PA USD 2139.260000 0.0001181 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204CCC3 776.260000 PA USD 854.360000 0.0000472 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204CFN6 2793.240000 PA USD 2956.840000 0.0001633 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204CNV9 169.790000 PA USD 174.260000 0.0000096 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204C7K1 1046.220000 PA USD 1152.150000 0.0000636 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204DKX6 2189.540000 PA USD 2411.210000 0.0001332 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204DM89 2095.270000 PA USD 2307.390000 0.0001274 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204D4S5 940.700000 PA USD 988.820000 0.0000546 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204EHV2 2028.770000 PA USD 2190.710000 0.0001210 Long ABS-MBS USGSE US N 2 2024-05-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36204EWH6 5549.020000 PA USD 5571.970000 0.0003077 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36204FCV4 2618.070000 PA USD 2882.180000 0.0001592 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204FM68 1517.780000 PA USD 1671.580000 0.0000923 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204FPE8 560.280000 PA USD 616.650000 0.0000341 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204FSA3 837.820000 PA USD 841.040000 0.0000464 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204F2A1 5195.830000 PA USD 5721.540000 0.0003160 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204F2P8 868.160000 PA USD 955.510000 0.0000528 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204F3E2 375.940000 PA USD 413.840000 0.0000229 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204G5D0 88.510000 PA USD 88.850000 0.0000049 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204HEJ5 1105.500000 PA USD 1156.260000 0.0000639 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204HGB0 415.230000 PA USD 457.280000 0.0000253 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204HGS3 3351.850000 PA USD 3690.670000 0.0002038 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204HKH2 23429.910000 PA USD 23520.200000 0.0012989 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204HQ78 3640.260000 PA USD 4006.530000 0.0002213 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204H5K2 3236.180000 PA USD 3290.330000 0.0001817 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204H5Q9 3429.360000 PA USD 3603.080000 0.0001990 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204JCZ7 1967.210000 PA USD 2088.410000 0.0001153 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204JGX8 3753.990000 PA USD 4131.700000 0.0002282 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204JN28 1894.010000 PA USD 2085.750000 0.0001152 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204KDN0 2370.160000 PA USD 2610.030000 0.0001441 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204KD42 4580.880000 PA USD 5044.650000 0.0002786 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204KEC3 3212.450000 PA USD 3537.800000 0.0001954 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204LD32 2120.480000 PA USD 2242.380000 0.0001238 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36204NFZ5 12088.310000 PA USD 13312.440000 0.0007352 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204NST5 1856.000000 PA USD 2042.930000 0.0001128 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204PGK2 5276.030000 PA USD 5806.880000 0.0003207 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204PGQ9 15296.880000 PA USD 16835.980000 0.0009298 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204PQX3 5518.460000 PA USD 6077.200000 0.0003356 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204PRC8 1059.450000 PA USD 1166.050000 0.0000644 Long ABS-MBS USGSE US N 2 2024-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204PUU4 1442.640000 PA USD 1588.600000 0.0000877 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204P7D8 341.140000 PA USD 342.560000 0.0000189 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36204QAE0 54.630000 PA USD 55.330000 0.0000031 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204QDD9 1507.280000 PA USD 1659.840000 0.0000917 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204QEB2 1974.220000 PA USD 2174.040000 0.0001201 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204QES5 429.710000 PA USD 473.160000 0.0000261 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204QFD7 2308.160000 PA USD 2540.470000 0.0001403 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204QMC1 738.710000 PA USD 813.530000 0.0000449 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204QUV0 7900.180000 PA USD 8696.360000 0.0004803 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204Q4E7 2913.850000 PA USD 3207.220000 0.0001771 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204R2F4 1195.770000 PA USD 1316.080000 0.0000727 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204R3J5 1177.390000 PA USD 1296.050000 0.0000716 Long ABS-MBS USGSE US N 2 2024-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204SM37 3304.530000 PA USD 3637.020000 0.0002009 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204VBX6 1216.810000 PA USD 1339.240000 0.0000740 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204VUQ0 3972.410000 PA USD 4372.100000 0.0002415 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204VXY0 1019.090000 PA USD 1023.020000 0.0000565 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204WZC4 1798.110000 PA USD 1996.780000 0.0001103 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36204XMX0 5731.770000 PA USD 6312.140000 0.0003486 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204XUU7 2344.840000 PA USD 2580.770000 0.0001425 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204YAD5 1734.170000 PA USD 1909.660000 0.0001055 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204YCT8 7649.540000 PA USD 8424.480000 0.0004652 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36204Y2E2 4588.690000 PA USD 5052.760000 0.0002790 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36205BEF5 400.370000 PA USD 440.830000 0.0000243 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36205BE81 3188.710000 PA USD 3511.660000 0.0001939 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36205BF23 971.920000 PA USD 1069.710000 0.0000591 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36205BKK7 1683.760000 PA USD 1853.380000 0.0001024 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36205BK27 2287.530000 PA USD 2452.060000 0.0001354 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36205BLT7 1587.130000 PA USD 1746.820000 0.0000965 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36205BLW0 4625.040000 PA USD 5090.980000 0.0002812 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36205BPF3 8252.190000 PA USD 9085.350000 0.0005017 Long ABS-MBS USGSE US N 2 2024-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36205BQF2 638.810000 PA USD 703.080000 0.0000388 Long ABS-MBS USGSE US N 2 2024-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36205F4C4 2526.640000 PA USD 2815.830000 0.0001555 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36205HNA3 9038.300000 PA USD 9073.970000 0.0005011 Long ABS-MBS USGSE US N 2 2028-02-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36205HW88 5397.940000 PA USD 5475.740000 0.0003024 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36205JC37 2039.360000 PA USD 2385.480000 0.0001317 Long ABS-MBS USGSE US N 2 2037-12-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36205JPD1 10441.090000 PA USD 11493.210000 0.0006347 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36205KWA6 1941.100000 PA USD 2136.400000 0.0001180 Long ABS-MBS USGSE US N 2 2024-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36205UHR4 1777.350000 PA USD 1956.130000 0.0001080 Long ABS-MBS USGSE US N 2 2024-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36205UJ76 1151.520000 PA USD 1156.010000 0.0000638 Long ABS-MBS USGSE US N 2 2025-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36206BTE1 14.770000 PA USD 14.790000 0.0000008 Long ABS-MBS USGSE US N 2 2026-04-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36206C7M5 32469.930000 PA USD 35741.380000 0.0019738 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36206EKG9 971.210000 PA USD 975.330000 0.0000539 Long ABS-MBS USGSE US N 2 2025-06-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36206G6P0 10809.810000 PA USD 11903.890000 0.0006574 Long ABS-MBS USGSE US N 2 2026-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36206H7M4 741.470000 PA USD 770.080000 0.0000425 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36206KMM0 1686.160000 PA USD 1854.430000 0.0001024 Long ABS-MBS USGSE US N 2 2025-11-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36206KWY3 786.590000 PA USD 789.800000 0.0000436 Long ABS-MBS USGSE US N 2 2025-12-15 Fixed 7.25 N N N N N N GNMA PASS THRU POOLS N/A 36206LSZ3 343.860000 PA USD 373.910000 0.0000206 Long ABS-MBS USGSE US N 2 2025-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36206LYE3 105.020000 PA USD 114.120000 0.0000063 Long ABS-MBS USGSE US N 2 2025-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36206PSW1 741.350000 PA USD 805.880000 0.0000445 Long ABS-MBS USGSE US N 2 2026-03-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36206REA0 674.970000 PA USD 677.950000 0.0000374 Long ABS-MBS USGSE US N 2 2025-10-15 Fixed 7.75 N N N N N N GNMA PASS THRU POOLS N/A 36206URD3 695.620000 PA USD 730.500000 0.0000403 Long ABS-MBS USGSE US N 2 2026-03-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36206VBS5 840.940000 PA USD 855.030000 0.0000472 Long ABS-MBS USGSE US N 2 2026-01-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36206XHB2 978.240000 PA USD 993.190000 0.0000548 Long ABS-MBS USGSE US N 2 2026-07-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36207EJL9 3173.580000 PA USD 3742.980000 0.0002067 Long ABS-MBS USGSE US N 2 2033-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36207EK37 8820.990000 PA USD 9810.110000 0.0005418 Long ABS-MBS USGSE US N 2 2033-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36207GDK2 3147.400000 PA USD 3509.560000 0.0001938 Long ABS-MBS USGSE US N 2 2026-09-15 Fixed 7.75 N N N N N N GNMA PASS THRU POOLS N/A 36207GHW2 231.530000 PA USD 256.940000 0.0000142 Long ABS-MBS USGSE US N 2 2026-10-15 Fixed 7.75 N N N N N N GNMA PASS THRU POOLS N/A 36207JT45 780.390000 PA USD 861.800000 0.0000476 Long ABS-MBS USGSE US N 2 2028-02-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36207JXV0 2198.710000 PA USD 2419.940000 0.0001336 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36207JYA5 6421.480000 PA USD 7073.930000 0.0003907 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36207JYB3 21132.650000 PA USD 23373.790000 0.0012908 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36207JYN7 1973.990000 PA USD 2192.290000 0.0001211 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36207KFU9 876.570000 PA USD 975.930000 0.0000539 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36207K7L8 753.310000 PA USD 769.380000 0.0000425 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36207LCJ5 322.810000 PA USD 325.560000 0.0000180 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36207LJS8 75991.160000 PA USD 87856.620000 0.0048520 Long ABS-MBS USGSE US N 2 2031-03-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36207MK88 12171.090000 PA USD 13523.240000 0.0007468 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36207MND4 980.190000 PA USD 983.870000 0.0000543 Long ABS-MBS USGSE US N 2 2028-01-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36207NE91 24792.160000 PA USD 27334.380000 0.0015096 Long ABS-MBS USGSE US N 2 2027-02-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36207RF34 23603.650000 PA USD 24454.980000 0.0013505 Long ABS-MBS USGSE US N 2 2027-01-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36207RJB2 332.110000 PA USD 333.540000 0.0000184 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36207RR80 3640.740000 PA USD 3685.780000 0.0002036 Long ABS-MBS USGSE US N 2 2027-01-15 Fixed 7.25 N N N N N N GNMA PASS THRU POOLS N/A 36207UR34 10637.680000 PA USD 10682.870000 0.0005900 Long ABS-MBS USGSE US N 2 2027-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36207XN99 20569.050000 PA USD 20657.010000 0.0011408 Long ABS-MBS USGSE US N 2 2027-02-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36208CX77 853.420000 PA USD 959.440000 0.0000530 Long ABS-MBS USGSE US N 2 2027-06-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36208CYJ0 3499.280000 PA USD 3871.950000 0.0002138 Long ABS-MBS USGSE US N 2 2027-06-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36208DEQ4 25366.140000 PA USD 25475.400000 0.0014069 Long ABS-MBS USGSE US N 2 2027-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36208EBH5 31359.620000 PA USD 31677.600000 0.0017494 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36208GBK3 11103.650000 PA USD 11402.090000 0.0006297 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36208GR67 17339.590000 PA USD 18988.430000 0.0010487 Long ABS-MBS USGSE US N 2 2027-11-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36208JDC3 2037.450000 PA USD 2301.170000 0.0001271 Long ABS-MBS USGSE US N 2 2027-11-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36208M2S3 210.330000 PA USD 211.190000 0.0000117 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 7.25 N N N N N N GNMA PASS THRU POOLS N/A 36208NJY0 4492.820000 PA USD 4510.110000 0.0002491 Long ABS-MBS USGSE US N 2 2027-09-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36208PQT8 30842.970000 PA USD 31888.790000 0.0017611 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36208PRN0 169.310000 PA USD 186.520000 0.0000103 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36208QZ90 2537.620000 PA USD 2819.140000 0.0001557 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36208Q6Z4 11225.990000 PA USD 11394.490000 0.0006293 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36208RAF1 4069.500000 PA USD 4178.460000 0.0002308 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36208RY32 842.340000 PA USD 937.990000 0.0000518 Long ABS-MBS USGSE US N 2 2028-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36208SNS7 36233.500000 PA USD 37815.370000 0.0020884 Long ABS-MBS USGSE US N 2 2028-01-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36208SVD1 1434.880000 PA USD 1440.530000 0.0000796 Long ABS-MBS USGSE US N 2 2028-01-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36208TVE7 5635.010000 PA USD 5713.650000 0.0003155 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36208UCZ8 172.480000 PA USD 181.500000 0.0000100 Long ABS-MBS USGSE US N 2 2027-11-15 Fixed 7.25 N N N N N N GNMA PASS THRU POOLS N/A 36208VVP7 53.220000 PA USD 59.020000 0.0000033 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36208V3N3 11548.400000 PA USD 12756.930000 0.0007045 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36208V7B5 6548.020000 PA USD 7181.300000 0.0003966 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36208WBE2 913.950000 PA USD 1048.890000 0.0000579 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36208WM42 27441.120000 PA USD 30643.590000 0.0016923 Long ABS-MBS USGSE US N 2 2028-01-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36208XEX5 3028.710000 PA USD 3334.870000 0.0001842 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36208X5L1 1264.760000 PA USD 1407.650000 0.0000777 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36208YFM6 1174.190000 PA USD 1178.810000 0.0000651 Long ABS-MBS USGSE US N 2 2028-01-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36208YJE0 4890.020000 PA USD 5449.960000 0.0003010 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36208YX79 7357.490000 PA USD 7389.210000 0.0004081 Long ABS-MBS USGSE US N 2 2030-06-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36209AFZ8 8418.670000 PA USD 8703.060000 0.0004806 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36209AVL1 46820.020000 PA USD 51551.690000 0.0028470 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209A2T6 932.750000 PA USD 1027.030000 0.0000567 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209BHT8 1755.670000 PA USD 1958.510000 0.0001082 Long ABS-MBS USGSE US N 2 2029-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209BWJ3 846.560000 PA USD 932.590000 0.0000515 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209CH41 2372.060000 PA USD 2612.020000 0.0001443 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209DSC9 7464.820000 PA USD 7829.310000 0.0004324 Long ABS-MBS USGSE US N 2 2031-09-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36209EXS6 400.440000 PA USD 445.950000 0.0000246 Long ABS-MBS USGSE US N 2 2028-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36209FFC8 400.110000 PA USD 444.320000 0.0000245 Long ABS-MBS USGSE US N 2 2029-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36209FH77 864.690000 PA USD 951.130000 0.0000525 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36209FYY9 772.040000 PA USD 849.780000 0.0000469 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209HE35 25108.580000 PA USD 27661.830000 0.0015276 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209HFC4 4135.380000 PA USD 4551.950000 0.0002514 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209HFE0 2290.230000 PA USD 2392.030000 0.0001321 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36209JME8 2558.880000 PA USD 2817.870000 0.0001556 Long ABS-MBS USGSE US N 2 2029-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209JT50 62.020000 PA USD 68.260000 0.0000038 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209J5T4 11249.410000 PA USD 12425.570000 0.0006862 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209J7D7 4896.010000 PA USD 5389.680000 0.0002976 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209KAN8 1978.980000 PA USD 2196.220000 0.0001213 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209KBG2 20078.810000 PA USD 22173.310000 0.0012245 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209KUN6 4300.220000 PA USD 4733.910000 0.0002614 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209N2S0 4491.710000 PA USD 5092.290000 0.0002812 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36209N5C2 1615.740000 PA USD 1729.620000 0.0000955 Long ABS-MBS USGSE US N 2 2030-06-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36209QAH8 18145.440000 PA USD 18223.760000 0.0010064 Long ABS-MBS USGSE US N 2 2028-07-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36209RCC5 18210.680000 PA USD 19342.720000 0.0010682 Long ABS-MBS USGSE US N 2 2029-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36209SN49 19127.280000 PA USD 21051.780000 0.0011626 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209XCU2 1438.540000 PA USD 1598.210000 0.0000883 Long ABS-MBS USGSE US N 2 2028-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36209YNT1 1454.850000 PA USD 1651.840000 0.0000912 Long ABS-MBS USGSE US N 2 2031-07-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36210AN94 376.760000 PA USD 428.370000 0.0000237 Long ABS-MBS USGSE US N 2 2028-09-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36210ARS8 700.560000 PA USD 792.150000 0.0000437 Long ABS-MBS USGSE US N 2 2028-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36210A2N6 1276.840000 PA USD 1440.430000 0.0000795 Long ABS-MBS USGSE US N 2 2029-02-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36210A5V5 643.660000 PA USD 721.840000 0.0000399 Long ABS-MBS USGSE US N 2 2029-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36210BDM4 2085.300000 PA USD 2462.110000 0.0001360 Long ABS-MBS USGSE US N 2 2029-04-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36210C4L4 30760.960000 PA USD 34159.750000 0.0018865 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.25 N N N N N N GNMA PASS THRU POOLS N/A 36210DC74 1639.290000 PA USD 1824.760000 0.0001008 Long ABS-MBS USGSE US N 2 2028-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36210D2G5 716.440000 PA USD 802.130000 0.0000443 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36210FLE4 855.810000 PA USD 953.100000 0.0000526 Long ABS-MBS USGSE US N 2 2028-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36210HJE3 1210.810000 PA USD 1344.590000 0.0000743 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36210JBV9 1813.570000 PA USD 1842.440000 0.0001018 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36210JHH4 1166.910000 PA USD 1349.370000 0.0000745 Long ABS-MBS USGSE US N 2 2029-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36210JRM2 3296.900000 PA USD 3661.180000 0.0002022 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.25 N N N N N N GNMA PASS THRU POOLS N/A 36210MQS3 26474.870000 PA USD 29167.770000 0.0016108 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36210NP45 3694.670000 PA USD 4104.870000 0.0002267 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36210NQZ5 2024.130000 PA USD 2066.480000 0.0001141 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36210RQ45 1074.250000 PA USD 1117.190000 0.0000617 Long ABS-MBS USGSE US N 2 2029-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36210UPP2 43958.350000 PA USD 48932.060000 0.0027023 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36211ACX2 835.910000 PA USD 906.780000 0.0000501 Long ABS-MBS USGSE US N 2 2029-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36211FJJ5 93.140000 PA USD 93.540000 0.0000052 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36211FPT6 515.760000 PA USD 530.550000 0.0000293 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36211GH30 4643.040000 PA USD 4793.570000 0.0002647 Long ABS-MBS USGSE US N 2 2030-06-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36211HU25 1184.120000 PA USD 1361.120000 0.0000752 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36211J5Q6 1958.270000 PA USD 2061.170000 0.0001138 Long ABS-MBS USGSE US N 2 2030-06-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36211KU69 1156.280000 PA USD 1212.900000 0.0000670 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36211K6N9 8096.120000 PA USD 8230.360000 0.0004545 Long ABS-MBS USGSE US N 2 2030-06-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36211MCC2 39023.240000 PA USD 42055.950000 0.0023226 Long ABS-MBS USGSE US N 2 2029-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36211MUF5 3628.860000 PA USD 3945.210000 0.0002179 Long ABS-MBS USGSE US N 2 2030-03-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36211PY98 150.760000 PA USD 151.410000 0.0000084 Long ABS-MBS USGSE US N 2 2030-06-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36211RF20 20872.720000 PA USD 23386.250000 0.0012915 Long ABS-MBS USGSE US N 2 2035-12-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36211T7L3 112.800000 PA USD 112.890000 0.0000062 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36212AWJ0 5823.500000 PA USD 6410.220000 0.0003540 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36212A7C3 4139.920000 PA USD 4668.580000 0.0002578 Long ABS-MBS USGSE US N 2 2030-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36212D2Q1 11614.030000 PA USD 13171.530000 0.0007274 Long ABS-MBS USGSE US N 2 2031-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36212GVJ8 20843.510000 PA USD 21207.020000 0.0011712 Long ABS-MBS USGSE US N 2 2030-11-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36212JV60 993.550000 PA USD 1011.930000 0.0000559 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36212LQJ3 930.200000 PA USD 969.860000 0.0000536 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36212MTJ8 894.500000 PA USD 910.010000 0.0000503 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212M7L7 287.090000 PA USD 342.190000 0.0000189 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36212PYP1 17549.090000 PA USD 17783.010000 0.0009821 Long ABS-MBS USGSE US N 2 2030-11-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36212SD86 20263.120000 PA USD 22317.030000 0.0012325 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36212TBV5 2631.240000 PA USD 2994.760000 0.0001654 Long ABS-MBS USGSE US N 2 2031-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36212UDR9 275.500000 PA USD 306.490000 0.0000169 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36212U4H1 1920.810000 PA USD 2168.700000 0.0001198 Long ABS-MBS USGSE US N 2 2031-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36212XFM2 273394.820000 PA USD 303177.360000 0.0167432 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 5.25 N N N N N N GNMA PASS THRU POOLS N/A 36212XFS9 141348.850000 PA USD 157268.500000 0.0086853 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 5.875 N N N N N N GNMA PASS THRU POOLS N/A 36212XFX8 160596.710000 PA USD 179001.670000 0.0098855 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 6.075 N N N N N N GNMA PASS THRU POOLS N/A 36212XFY6 76654.100000 PA USD 85253.170000 0.0047082 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 6.02 N N N N N N GNMA PASS THRU POOLS N/A 36212XF42 34307.460000 PA USD 38004.830000 0.0020988 Long ABS-MBS USGSE US N 2 2034-04-15 Fixed 5.82 N N N N N N GNMA PASS THRU POOLS N/A 36212XGJ8 199626.720000 PA USD 219402.330000 0.0121167 Long ABS-MBS USGSE US N 2 2034-06-15 Fixed 5.27 N N N N N N GNMA PASS THRU POOLS N/A 36212XGK5 225523.270000 PA USD 249392.340000 0.0137729 Long ABS-MBS USGSE US N 2 2034-06-15 Fixed 5.52 N N N N N N GNMA PASS THRU POOLS N/A 36212XGP4 76078.240000 PA USD 83580.970000 0.0046158 Long ABS-MBS USGSE US N 2 2034-08-15 Fixed 5.38 N N N N N N GNMA PASS THRU POOLS N/A 36212XGY5 64419.870000 PA USD 71621.430000 0.0039554 Long ABS-MBS USGSE US N 2 2034-08-15 Fixed 5.97 N N N N N N GNMA PASS THRU POOLS N/A 36212XGZ2 147204.190000 PA USD 163585.620000 0.0090341 Long ABS-MBS USGSE US N 2 2034-10-15 Fixed 5.93 N N N N N N GNMA PASS THRU POOLS N/A 36212XG66 67787.530000 PA USD 75193.550000 0.0041526 Long ABS-MBS USGSE US N 2 2034-10-15 Fixed 5.87 N N N N N N GNMA PASS THRU POOLS N/A 36212XG82 133570.090000 PA USD 148111.380000 0.0081796 Long ABS-MBS USGSE US N 2 2034-12-15 Fixed 5.82 N N N N N N GNMA PASS THRU POOLS N/A 36212XG90 172983.040000 PA USD 191312.820000 0.0105654 Long ABS-MBS USGSE US N 2 2034-12-15 Fixed 5.72 N N N N N N GNMA PASS THRU POOLS N/A 36212XHA6 152446.210000 PA USD 169179.460000 0.0093431 Long ABS-MBS USGSE US N 2 2034-12-15 Fixed 5.68 N N N N N N GNMA PASS THRU POOLS N/A 36213AAC8 1267.050000 PA USD 1394.970000 0.0000770 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36213AB94 479.130000 PA USD 532.460000 0.0000294 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36213APK4 2884.140000 PA USD 3213.710000 0.0001775 Long ABS-MBS USGSE US N 2 2032-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36213CEY2 41192.860000 PA USD 45361.310000 0.0025051 Long ABS-MBS USGSE US N 2 2031-07-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36213CZP8 12064.510000 PA USD 13985.700000 0.0007724 Long ABS-MBS USGSE US N 2 2035-12-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36213DGZ5 4852.550000 PA USD 5858.810000 0.0003236 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36213EEN2 28655.020000 PA USD 29381.760000 0.0016226 Long ABS-MBS USGSE US N 2 2031-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36213ESA5 536.150000 PA USD 617.520000 0.0000341 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36213ESE7 684.150000 PA USD 777.830000 0.0000430 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36213EZW9 1724.990000 PA USD 1922.270000 0.0001062 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36213EZ74 725.830000 PA USD 812.110000 0.0000448 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36213E7L4 192470.460000 PA USD 225154.340000 0.0124343 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36213FM59 2781.630000 PA USD 3247.510000 0.0001793 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36213HNA3 5766.370000 PA USD 6410.970000 0.0003541 Long ABS-MBS USGSE US N 2 2031-06-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36213JPU3 1457.640000 PA USD 1621.540000 0.0000896 Long ABS-MBS USGSE US N 2 2031-07-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36213MWF1 14977.010000 PA USD 15264.260000 0.0008430 Long ABS-MBS USGSE US N 2 2031-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36213NLF1 1214.790000 PA USD 1353.860000 0.0000748 Long ABS-MBS USGSE US N 2 2031-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36213NQN9 831.380000 PA USD 952.660000 0.0000526 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36213N4L7 13483.950000 PA USD 14851.270000 0.0008202 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36213QZ36 127.520000 PA USD 149.320000 0.0000082 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36213QZ51 2921.950000 PA USD 3554.200000 0.0001963 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36213Q3G2 5658.400000 PA USD 6431.080000 0.0003552 Long ABS-MBS USGSE US N 2 2031-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36213RWM5 1465.980000 PA USD 1712.210000 0.0000946 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36213RXM4 1164.670000 PA USD 1298.520000 0.0000717 Long ABS-MBS USGSE US N 2 2034-08-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36213TFS7 773.340000 PA USD 900.030000 0.0000497 Long ABS-MBS USGSE US N 2 2032-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36213UPB0 26435.180000 PA USD 30721.590000 0.0016966 Long ABS-MBS USGSE US N 2 2031-09-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36213USG6 10765.750000 PA USD 11711.510000 0.0006468 Long ABS-MBS USGSE US N 2 2031-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36213UW63 2161.700000 PA USD 2482.610000 0.0001371 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36213UXU9 2961.610000 PA USD 3394.870000 0.0001875 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36213UZ60 2072.490000 PA USD 2401.090000 0.0001326 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36213WKQ8 4682.720000 PA USD 5290.030000 0.0002921 Long ABS-MBS USGSE US N 2 2033-11-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36213YF98 1508.480000 PA USD 1556.090000 0.0000859 Long ABS-MBS USGSE US N 2 2031-11-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36213Y5V0 375.350000 PA USD 417.560000 0.0000231 Long ABS-MBS USGSE US N 2 2031-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200QSF2 1386.240000 PA USD 1540.800000 0.0000851 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200QWM2 749.680000 PA USD 875.330000 0.0000483 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200Q2U7 657.600000 PA USD 679.210000 0.0000375 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36200RLX8 2217.490000 PA USD 2585.910000 0.0001428 Long ABS-MBS USGSE US N 2 2031-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200R5X6 1658.100000 PA USD 1705.010000 0.0000942 Long ABS-MBS USGSE US N 2 2031-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36200SSR2 728.990000 PA USD 831.140000 0.0000459 Long ABS-MBS USGSE US N 2 2031-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36200TSP4 3009.970000 PA USD 3331.880000 0.0001840 Long ABS-MBS USGSE US N 2 2034-08-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36200WCZ2 768.100000 PA USD 858.790000 0.0000474 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200WQP9 14808.730000 PA USD 16587.840000 0.0009161 Long ABS-MBS USGSE US N 2 2034-09-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36200XHU6 1519.770000 PA USD 1704.050000 0.0000941 Long ABS-MBS USGSE US N 2 2031-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200XVR7 1403.940000 PA USD 1599.790000 0.0000883 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36200YLW5 34630.780000 PA USD 39838.080000 0.0022001 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36200YPD3 1789.190000 PA USD 2132.510000 0.0001178 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36201CZB3 372.220000 PA USD 414.670000 0.0000229 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36201C6H2 3970.170000 PA USD 4542.770000 0.0002509 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36201DFH0 1077.190000 PA USD 1200.320000 0.0000663 Long ABS-MBS USGSE US N 2 2031-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36201ELR9 1597.340000 PA USD 1680.870000 0.0000928 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36201EMU1 610.300000 PA USD 700.820000 0.0000387 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36201FAA5 1819.470000 PA USD 2002.520000 0.0001106 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36201FXD4 14551.650000 PA USD 15906.190000 0.0008784 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36201G6Y6 3032.450000 PA USD 3339.620000 0.0001844 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36201J5M7 53165.580000 PA USD 61061.250000 0.0033722 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36201LK29 1813.040000 PA USD 2086.620000 0.0001152 Long ABS-MBS USGSE US N 2 2034-12-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36201L2M5 1279.850000 PA USD 1423.310000 0.0000786 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36201MLC4 1743.270000 PA USD 2077.470000 0.0001147 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36201NMH0 1260.090000 PA USD 1446.360000 0.0000799 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36201Q2P7 895.490000 PA USD 1021.500000 0.0000564 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36201Q2T9 5.000000 PA USD 5.500000 0.0000003 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36201SQA0 2475.920000 PA USD 2869.300000 0.0001585 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36201UA53 30562.980000 PA USD 35228.900000 0.0019455 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36201UA61 1022.840000 PA USD 1161.220000 0.0000641 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36201UCJ1 1721.070000 PA USD 1782.010000 0.0000984 Long ABS-MBS USGSE US N 2 2032-11-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36201UCP7 3139.650000 PA USD 3151.500000 0.0001740 Long ABS-MBS USGSE US N 2 2031-11-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36201VZJ4 20158.710000 PA USD 23173.990000 0.0012798 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36200ACG2 43037.760000 PA USD 49595.880000 0.0027390 Long ABS-MBS USGSE US N 2 2032-10-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36200ACT4 680.030000 PA USD 810.910000 0.0000448 Long ABS-MBS USGSE US N 2 2032-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200AFV6 2410.890000 PA USD 2875.600000 0.0001588 Long ABS-MBS USGSE US N 2 2032-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200BBH9 2963.820000 PA USD 3259.750000 0.0001800 Long ABS-MBS USGSE US N 2 2032-10-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36200B3D7 1681.600000 PA USD 1851.340000 0.0001022 Long ABS-MBS USGSE US N 2 2032-11-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36200B7H4 1282.540000 PA USD 1283.510000 0.0000709 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36200CST3 690.800000 PA USD 763.590000 0.0000422 Long ABS-MBS USGSE US N 2 2033-04-15 Fixed 5.75 N N N N N N GNMA PASS THRU POOLS N/A 36200DHV8 1673.920000 PA USD 1861.890000 0.0001028 Long ABS-MBS USGSE US N 2 2032-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200FR59 13037.440000 PA USD 14305.950000 0.0007901 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 5.25 N N N N N N GNMA PASS THRU POOLS N/A 36200FVR6 901.230000 PA USD 1004.010000 0.0000554 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200F7L6 3111.250000 PA USD 3420.460000 0.0001889 Long ABS-MBS USGSE US N 2 2034-05-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36200H3E2 1602.490000 PA USD 1784.080000 0.0000985 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200JAL4 985.860000 PA USD 1151.090000 0.0000636 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36200JMC1 4230.340000 PA USD 5041.700000 0.0002784 Long ABS-MBS USGSE US N 2 2036-03-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200KPA9 32847.700000 PA USD 36161.330000 0.0019970 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36200KRF6 80410.920000 PA USD 88543.960000 0.0048899 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36200KRJ8 27235.620000 PA USD 30405.780000 0.0016792 Long ABS-MBS USGSE US N 2 2033-04-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200KRM1 50503.260000 PA USD 55596.440000 0.0030704 Long ABS-MBS USGSE US N 2 2033-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36200KU96 62844.040000 PA USD 72174.000000 0.0039859 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200KVB0 14582.010000 PA USD 16055.240000 0.0008867 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36200KVF1 16374.400000 PA USD 18218.490000 0.0010061 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200KZD2 1434.850000 PA USD 1652.810000 0.0000913 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200K4W4 19381.330000 PA USD 21331.410000 0.0011780 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36200MEP4 2100.020000 PA USD 2449.690000 0.0001353 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36200MQY2 941.660000 PA USD 1099.690000 0.0000607 Long ABS-MBS USGSE US N 2 2033-07-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36200MRA3 438607.020000 PA USD 518268.050000 0.0286218 Long ABS-MBS USGSE US N 2 2033-07-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200MYU1 1360.530000 PA USD 1592.750000 0.0000880 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200N3C3 7402.060000 PA USD 8153.080000 0.0004503 Long ABS-MBS USGSE US N 2 2034-09-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36201YPN0 5645.270000 PA USD 6215.770000 0.0003433 Long ABS-MBS USGSE US N 2 2034-04-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36201YRY4 2270.130000 PA USD 2524.890000 0.0001394 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36201Y4S2 68100.840000 PA USD 75010.610000 0.0041425 Long ABS-MBS USGSE US N 2 2034-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36201Y4T0 56848.280000 PA USD 62595.950000 0.0034569 Long ABS-MBS USGSE US N 2 2034-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202SBT4 589.600000 PA USD 691.080000 0.0000382 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202SFH6 3130.570000 PA USD 3603.660000 0.0001990 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202SU63 2393.130000 PA USD 2794.190000 0.0001543 Long ABS-MBS USGSE US N 2 2033-06-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202TFL5 1184.770000 PA USD 1305.240000 0.0000721 Long ABS-MBS USGSE US N 2 2026-08-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202TQH2 12625.110000 PA USD 15315.160000 0.0008458 Long ABS-MBS USGSE US N 2 2036-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202U2L6 43215.430000 PA USD 47578.070000 0.0026275 Long ABS-MBS USGSE US N 2 2034-08-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36202U3R2 25828.700000 PA USD 28330.350000 0.0015646 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202U3T8 970.040000 PA USD 1048.740000 0.0000579 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202WFC8 1583.960000 PA USD 1740.670000 0.0000961 Long ABS-MBS USGSE US N 2 2034-02-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202WXY0 959.080000 PA USD 1103.610000 0.0000609 Long ABS-MBS USGSE US N 2 2033-06-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202XD95 2867.010000 PA USD 3210.530000 0.0001773 Long ABS-MBS USGSE US N 2 2033-07-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202XLF2 2009.190000 PA USD 2200.280000 0.0001215 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202XLK1 6987.830000 PA USD 7776.250000 0.0004294 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202X4V6 7194.770000 PA USD 8089.780000 0.0004468 Long ABS-MBS USGSE US N 2 2033-07-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36290QVK8 2479.190000 PA USD 2852.110000 0.0001575 Long ABS-MBS USGSE US N 2 2033-06-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36290RQZ9 3304.860000 PA USD 3752.430000 0.0002072 Long ABS-MBS USGSE US N 2 2033-07-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36290R6H1 15399.180000 PA USD 17304.010000 0.0009556 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36290SMS7 24980.860000 PA USD 29784.360000 0.0016449 Long ABS-MBS USGSE US N 2 2033-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36290SWM9 137122.260000 PA USD 153625.610000 0.0084841 Long ABS-MBS USGSE US N 2 2034-04-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36290TUN7 11487.070000 PA USD 13910.940000 0.0007682 Long ABS-MBS USGSE US N 2 2036-08-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36290TVQ9 139259.160000 PA USD 166628.760000 0.0092022 Long ABS-MBS USGSE US N 2 2036-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36290TWP0 19438.590000 PA USD 22757.020000 0.0012568 Long ABS-MBS USGSE US N 2 2036-10-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36290UGN0 828.690000 PA USD 986.280000 0.0000545 Long ABS-MBS USGSE US N 2 2037-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36290VDW1 9383.590000 PA USD 10379.080000 0.0005732 Long ABS-MBS USGSE US N 2 2033-09-15 Fixed 5.75 N N N N N N GNMA PASS THRU POOLS N/A 36290VJ21 4672.270000 PA USD 5376.870000 0.0002969 Long ABS-MBS USGSE US N 2 2036-10-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36290VJ88 91093.520000 PA USD 99600.580000 0.0055005 Long ABS-MBS USGSE US N 2 2036-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36290VJ96 88912.720000 PA USD 103385.420000 0.0057095 Long ABS-MBS USGSE US N 2 2036-10-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36290VM68 22179.830000 PA USD 25293.890000 0.0013969 Long ABS-MBS USGSE US N 2 2037-01-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36290WFF4 67685.850000 PA USD 75319.760000 0.0041596 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36290YGG7 1308.940000 PA USD 1456.480000 0.0000804 Long ABS-MBS USGSE US N 2 2034-07-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291ALH0 1119.140000 PA USD 1230.700000 0.0000680 Long ABS-MBS USGSE US N 2 2035-06-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36291ANV7 1747.870000 PA USD 1943.670000 0.0001073 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291CFS9 1150.570000 PA USD 1279.580000 0.0000707 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291FPX0 445475.740000 PA USD 502798.680000 0.0277675 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36291FQU5 355268.570000 PA USD 378325.540000 0.0208933 Long ABS-MBS USGSE US N 2 2045-08-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36291FW46 1455.640000 PA USD 1618.870000 0.0000894 Long ABS-MBS USGSE US N 2 2034-04-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291GY34 1536.900000 PA USD 1691.030000 0.0000934 Long ABS-MBS USGSE US N 2 2034-05-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36291JCP3 4843.650000 PA USD 5392.800000 0.0002978 Long ABS-MBS USGSE US N 2 2034-04-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291KAS6 34891.700000 PA USD 38210.220000 0.0021102 Long ABS-MBS USGSE US N 2 2034-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36291LDS1 2440.530000 PA USD 2686.700000 0.0001484 Long ABS-MBS USGSE US N 2 2034-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36291L3K9 41769.910000 PA USD 44669.310000 0.0024669 Long ABS-MBS USGSE US N 2 2024-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36291N2T7 48974.080000 PA USD 53928.030000 0.0029782 Long ABS-MBS USGSE US N 2 2034-08-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36291PAQ9 300229.730000 PA USD 342145.120000 0.0188952 Long ABS-MBS USGSE US N 2 2034-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291P3T1 45264.560000 PA USD 52283.330000 0.0028874 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36291QYR9 1460.400000 PA USD 1606.010000 0.0000887 Long ABS-MBS USGSE US N 2 2034-12-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36291Q5U4 835.460000 PA USD 941.080000 0.0000520 Long ABS-MBS USGSE US N 2 2036-03-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291SDB3 67323.630000 PA USD 73970.900000 0.0040851 Long ABS-MBS USGSE US N 2 2025-04-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36291SDD9 22470.550000 PA USD 25010.070000 0.0013812 Long ABS-MBS USGSE US N 2 2035-04-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291SDE7 98654.210000 PA USD 109955.970000 0.0060724 Long ABS-MBS USGSE US N 2 2027-04-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291SDL1 160186.810000 PA USD 178751.450000 0.0098717 Long ABS-MBS USGSE US N 2 2035-04-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291SGY0 68445.620000 PA USD 73874.780000 0.0040798 Long ABS-MBS USGSE US N 2 2025-07-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36291SMW7 265816.170000 PA USD 302118.130000 0.0166847 Long ABS-MBS USGSE US N 2 2034-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291UAW5 35885.080000 PA USD 39925.140000 0.0022049 Long ABS-MBS USGSE US N 2 2034-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291UGX7 177875.150000 PA USD 195996.940000 0.0108241 Long ABS-MBS USGSE US N 2 2035-02-15 Fixed 5.52 N N N N N N GNMA PASS THRU POOLS N/A 36291UGY5 85484.100000 PA USD 94158.550000 0.0052000 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 5.57 N N N N N N GNMA PASS THRU POOLS N/A 36291UHA6 143672.160000 PA USD 158173.640000 0.0087353 Long ABS-MBS USGSE US N 2 2035-06-15 Fixed 5.475 N N N N N N GNMA PASS THRU POOLS N/A 36291UHB4 124845.730000 PA USD 137113.070000 0.0075722 Long ABS-MBS USGSE US N 2 2035-05-15 Fixed 5.53 N N N N N N GNMA PASS THRU POOLS N/A 36291URE7 58770.520000 PA USD 64711.440000 0.0035737 Long ABS-MBS USGSE US N 2 2036-09-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36291WE56 3614.560000 PA USD 3976.550000 0.0002196 Long ABS-MBS USGSE US N 2 2035-02-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36291XB57 2375.490000 PA USD 2665.590000 0.0001472 Long ABS-MBS USGSE US N 2 2035-05-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36292CBS2 752.260000 PA USD 875.080000 0.0000483 Long ABS-MBS USGSE US N 2 2035-07-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36292CMD3 13397.700000 PA USD 15025.960000 0.0008298 Long ABS-MBS USGSE US N 2 2035-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36292EF39 1623.960000 PA USD 1787.630000 0.0000987 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36292FJB4 2170.080000 PA USD 2465.490000 0.0001362 Long ABS-MBS USGSE US N 2 2035-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36292FNK9 71704.930000 PA USD 78979.340000 0.0043617 Long ABS-MBS USGSE US N 2 2036-08-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36292FNQ6 3970.000000 PA USD 3996.850000 0.0002207 Long ABS-MBS USGSE US N 2 2036-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36292F2K2 1421.180000 PA USD 1573.000000 0.0000869 Long ABS-MBS USGSE US N 2 2035-08-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36292GS89 1350.840000 PA USD 1503.080000 0.0000830 Long ABS-MBS USGSE US N 2 2035-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36292JTL3 1078.300000 PA USD 1241.950000 0.0000686 Long ABS-MBS USGSE US N 2 2035-12-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36292KNH5 37981.230000 PA USD 38561.010000 0.0021296 Long ABS-MBS USGSE US N 2 2036-01-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36292LAK0 19332.050000 PA USD 21283.500000 0.0011754 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36292LDU5 1534.740000 PA USD 1827.760000 0.0001009 Long ABS-MBS USGSE US N 2 2036-05-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36292MAE2 518.210000 PA USD 584.840000 0.0000323 Long ABS-MBS USGSE US N 2 2036-06-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36292NJJ0 201553.100000 PA USD 222860.050000 0.0123076 Long ABS-MBS USGSE US N 2 2036-03-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36294PA29 43474.650000 PA USD 44441.810000 0.0024543 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36294PL50 48067.910000 PA USD 52918.060000 0.0029224 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36294PL92 57006.840000 PA USD 62768.560000 0.0034664 Long ABS-MBS USGSE US N 2 2036-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36294PMJ9 161898.440000 PA USD 189666.110000 0.0104745 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36294RM71 7129.720000 PA USD 8166.940000 0.0004510 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36294SCC9 46313.000000 PA USD 48022.970000 0.0026521 Long ABS-MBS USGSE US N 2 2036-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36294TAQ8 142929.080000 PA USD 157455.210000 0.0086956 Long ABS-MBS USGSE US N 2 2036-08-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36294THX6 35021.080000 PA USD 36038.910000 0.0019903 Long ABS-MBS USGSE US N 2 2036-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36294TK61 121884.100000 PA USD 145499.460000 0.0080353 Long ABS-MBS USGSE US N 2 2036-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36294T2Z7 6838.690000 PA USD 7585.060000 0.0004189 Long ABS-MBS USGSE US N 2 2036-10-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36294YQD9 39024.740000 PA USD 43748.320000 0.0024160 Long ABS-MBS USGSE US N 2 2037-02-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36295AGH2 1515.050000 PA USD 1801.960000 0.0000995 Long ABS-MBS USGSE US N 2 2037-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295A7E9 1194.470000 PA USD 1315.110000 0.0000726 Long ABS-MBS USGSE US N 2 2037-02-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36295CKY6 107554.710000 PA USD 119390.020000 0.0065934 Long ABS-MBS USGSE US N 2 2043-09-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36295DXK0 17050.340000 PA USD 19208.090000 0.0010608 Long ABS-MBS USGSE US N 2 2038-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295GMZ2 1081.040000 PA USD 1240.120000 0.0000685 Long ABS-MBS USGSE US N 2 2037-06-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295GQM7 71901.680000 PA USD 80067.980000 0.0044218 Long ABS-MBS USGSE US N 2 2039-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295HKJ8 31018.210000 PA USD 34148.050000 0.0018859 Long ABS-MBS USGSE US N 2 2037-12-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36295HY38 1925.840000 PA USD 2215.150000 0.0001223 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295HY61 36097.290000 PA USD 41397.470000 0.0022862 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295H5C0 5924.770000 PA USD 6872.170000 0.0003795 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36295J7C4 1120.600000 PA USD 1334.760000 0.0000737 Long ABS-MBS USGSE US N 2 2037-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295KHE6 1767.160000 PA USD 2104.510000 0.0001162 Long ABS-MBS USGSE US N 2 2038-03-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295KVA8 2014.620000 PA USD 2404.280000 0.0001328 Long ABS-MBS USGSE US N 2 2038-08-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295KW33 209918.900000 PA USD 248576.010000 0.0137278 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295K3Q4 5759.190000 PA USD 6874.060000 0.0003796 Long ABS-MBS USGSE US N 2 2038-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295LSJ1 9847.580000 PA USD 11118.460000 0.0006140 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295NDU8 461.190000 PA USD 507.550000 0.0000280 Long ABS-MBS USGSE US N 2 2038-03-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36295NR90 3852.550000 PA USD 4461.740000 0.0002464 Long ABS-MBS USGSE US N 2 2038-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295PAQ5 17119.550000 PA USD 20076.940000 0.0011088 Long ABS-MBS USGSE US N 2 2038-08-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36295PKC5 1399.820000 PA USD 1606.220000 0.0000887 Long ABS-MBS USGSE US N 2 2037-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295P5B4 148125.200000 PA USD 173238.960000 0.0095673 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36295QKF6 23853.240000 PA USD 27882.020000 0.0015398 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36295QLA6 1205.030000 PA USD 1409.570000 0.0000778 Long ABS-MBS USGSE US N 2 2038-08-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36295UAM3 2918.530000 PA USD 3315.960000 0.0001831 Long ABS-MBS USGSE US N 2 2040-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295UCL3 1455.270000 PA USD 1617.990000 0.0000894 Long ABS-MBS USGSE US N 2 2040-06-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295UC74 1626.770000 PA USD 1903.180000 0.0001051 Long ABS-MBS USGSE US N 2 2037-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295UC82 1040.600000 PA USD 1145.610000 0.0000633 Long ABS-MBS USGSE US N 2 2037-12-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36295UDK4 72612.050000 PA USD 82129.990000 0.0045357 Long ABS-MBS USGSE US N 2 2037-12-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36295VGV5 47966.960000 PA USD 53401.510000 0.0029491 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295WUY1 61278.940000 PA USD 70364.040000 0.0038859 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295WU88 19275.100000 PA USD 21835.100000 0.0012059 Long ABS-MBS USGSE US N 2 2040-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295XW50 912.240000 PA USD 1085.240000 0.0000599 Long ABS-MBS USGSE US N 2 2038-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295XZZ1 2106.160000 PA USD 2400.670000 0.0001326 Long ABS-MBS USGSE US N 2 2038-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296BBP6 2947.560000 PA USD 3391.040000 0.0001873 Long ABS-MBS USGSE US N 2 2038-08-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296CER7 843.220000 PA USD 928.040000 0.0000513 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36296DA57 5563.150000 PA USD 6358.730000 0.0003512 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296DLA4 13230.330000 PA USD 15455.200000 0.0008535 Long ABS-MBS USGSE US N 2 2038-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296DNA2 38425.880000 PA USD 44165.340000 0.0024391 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296FEG4 3000.660000 PA USD 3337.950000 0.0001843 Long ABS-MBS USGSE US N 2 2038-07-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296FP31 30420.420000 PA USD 35359.240000 0.0019527 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296HQD4 5339.480000 PA USD 5874.880000 0.0003244 Long ABS-MBS USGSE US N 2 2038-07-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36296H4B2 2803.050000 PA USD 3087.000000 0.0001705 Long ABS-MBS USGSE US N 2 2038-10-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36296KMQ2 16825.990000 PA USD 19682.210000 0.0010870 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36296P2W0 938.930000 PA USD 1063.290000 0.0000587 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296QJA8 12143.060000 PA USD 13810.460000 0.0007627 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296QY29 13062.150000 PA USD 14731.540000 0.0008136 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36296QY37 56506.150000 PA USD 64654.630000 0.0035706 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296Q5M7 957196.930000 PA USD 1079110.530000 0.0595947 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36296RAR8 3532.560000 PA USD 4063.710000 0.0002244 Long ABS-MBS USGSE US N 2 2038-10-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36296R3Q8 915.900000 PA USD 1052.410000 0.0000581 Long ABS-MBS USGSE US N 2 2038-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296SD44 43873.160000 PA USD 49786.750000 0.0027495 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36296TSS3 5537.640000 PA USD 6282.550000 0.0003470 Long ABS-MBS USGSE US N 2 2038-10-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36296ULJ7 15701.020000 PA USD 18061.590000 0.0009975 Long ABS-MBS USGSE US N 2 2038-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36296U6T2 53120.430000 PA USD 59240.530000 0.0032716 Long ABS-MBS USGSE US N 2 2039-06-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36296WGA8 532442.510000 PA USD 563795.480000 0.0311361 Long ABS-MBS USGSE US N 2 2043-01-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36296XGF5 4019.590000 PA USD 4667.710000 0.0002578 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296XGN8 871.980000 PA USD 1042.750000 0.0000576 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36296XYV0 1000690.960000 PA USD 1128041.490000 0.0622970 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36296XZZ0 3912.990000 PA USD 4374.360000 0.0002416 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36296X6A7 15566.740000 PA USD 17337.760000 0.0009575 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36297AAZ6 1330.470000 PA USD 1482.610000 0.0000819 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36297ABV4 1006.710000 PA USD 1124.400000 0.0000621 Long ABS-MBS USGSE US N 2 2039-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36297BFN6 842539.070000 PA USD 982387.480000 0.0542531 Long ABS-MBS USGSE US N 2 2039-11-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36297CV89 10930.740000 PA USD 12949.810000 0.0007152 Long ABS-MBS USGSE US N 2 2039-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36297C4Q9 1447.540000 PA USD 1611.340000 0.0000890 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36297EB95 7305.790000 PA USD 8045.110000 0.0004443 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36297GCL2 242323.450000 PA USD 274921.480000 0.0151828 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36297GJG6 970.030000 PA USD 1079.900000 0.0000596 Long ABS-MBS USGSE US N 2 2034-04-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36297GJZ4 1661.100000 PA USD 1825.390000 0.0001008 Long ABS-MBS USGSE US N 2 2033-06-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36297GNV8 44652.030000 PA USD 52073.530000 0.0028758 Long ABS-MBS USGSE US N 2 2040-04-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36297JT46 143582.840000 PA USD 161963.270000 0.0089446 Long ABS-MBS USGSE US N 2 2039-06-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36297J2J2 72497.600000 PA USD 79417.180000 0.0043859 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 4.875 N N N N N N GNMA PASS THRU POOLS N/A 36297KK67 2699.210000 PA USD 3004.710000 0.0001659 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3620A5A66 8364.430000 PA USD 9322.920000 0.0005149 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3620A56L8 521023.710000 PA USD 587606.180000 0.0324510 Long ABS-MBS USGSE US N 2 2039-06-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3620A85U3 52813.040000 PA USD 59299.050000 0.0032748 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3620A9S44 8122.100000 PA USD 9292.700000 0.0005132 Long ABS-MBS USGSE US N 2 2039-09-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620A9YX3 169993.000000 PA USD 191714.350000 0.0105876 Long ABS-MBS USGSE US N 2 2039-12-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AALN6 2018.790000 PA USD 2246.340000 0.0001241 Long ABS-MBS USGSE US N 2 2039-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3620AARB6 175383.940000 PA USD 198995.860000 0.0109897 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AATC2 29240.580000 PA USD 33465.580000 0.0018482 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620ABCL8 542681.490000 PA USD 582694.490000 0.0321798 Long ABS-MBS USGSE US N 2 2030-04-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3620ACZS6 39093.630000 PA USD 41596.650000 0.0022972 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AC5A8 7900.850000 PA USD 9209.250000 0.0005086 Long ABS-MBS USGSE US N 2 2039-09-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AC6R0 16933.230000 PA USD 19096.400000 0.0010546 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AKXM3 29937.380000 PA USD 33288.880000 0.0018384 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3620AMZ39 79231.430000 PA USD 83847.090000 0.0046305 Long ABS-MBS USGSE US N 2 2042-03-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3620APKD6 680370.850000 PA USD 767487.400000 0.0423851 Long ABS-MBS USGSE US N 2 2040-04-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AQPB3 666278.010000 PA USD 703843.540000 0.0388703 Long ABS-MBS USGSE US N 2 2025-04-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3620ARG47 321197.240000 PA USD 343302.390000 0.0189591 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3620ARLM1 139903.070000 PA USD 153822.490000 0.0084950 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3620ASG29 42288.500000 PA USD 46358.260000 0.0025602 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620AS3C1 2650723.240000 PA USD 2985158.840000 0.1648578 Long ABS-MBS USGSE US N 2 2041-10-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3620ATLW5 82327.770000 PA USD 90523.220000 0.0049992 Long ABS-MBS USGSE US N 2 2041-10-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AWS92 22127.690000 PA USD 24641.320000 0.0013608 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3620AXVA3 204346.560000 PA USD 217359.650000 0.0120039 Long ABS-MBS USGSE US N 2 2040-04-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 3620AXX37 291828.270000 PA USD 311359.900000 0.0171951 Long ABS-MBS USGSE US N 2 2040-05-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 3620AX4Z8 412492.840000 PA USD 440151.520000 0.0243077 Long ABS-MBS USGSE US N 2 2040-06-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 3620AYBV7 62648.880000 PA USD 66703.030000 0.0036837 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 3620C06E3 10224.770000 PA USD 11640.310000 0.0006428 Long ABS-MBS USGSE US N 2 2040-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620C3J37 185604.700000 PA USD 197627.550000 0.0109141 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 3620C3PE6 46494.360000 PA USD 49514.130000 0.0027345 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 3620C3R95 99222.230000 PA USD 105610.770000 0.0058324 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 3620C56M4 46843.290000 PA USD 50012.120000 0.0027620 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36230KC41 138748.650000 PA USD 151943.210000 0.0083912 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 4.875 N N N N N N GNMA PASS THRU POOLS N/A 36230KC66 72963.730000 PA USD 77678.930000 0.0042899 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 36230KGS4 317444.980000 PA USD 342115.120000 0.0188936 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 36230KKT7 64263.530000 PA USD 70383.270000 0.0038870 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 4.875 N N N N N N GNMA PASS THRU POOLS N/A 36230LG52 6755.640000 PA USD 7436.790000 0.0004107 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36230NFH3 404336.160000 PA USD 432303.540000 0.0238743 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36230NS30 3534.030000 PA USD 3938.920000 0.0002175 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36230PV64 12979.050000 PA USD 13872.400000 0.0007661 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36230P3F5 94781.470000 PA USD 100888.580000 0.0055717 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 36230P6F2 67319.900000 PA USD 71688.680000 0.0039591 Long ABS-MBS USGSE US N 2 2040-11-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 36230QCJ5 62878.010000 PA USD 66966.440000 0.0036983 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 36230QHQ4 175199.850000 PA USD 186591.660000 0.0103047 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 36230QPD4 136749.600000 PA USD 145697.720000 0.0080463 Long ABS-MBS USGSE US N 2 2040-11-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 36230QTP3 5481.050000 PA USD 6105.470000 0.0003372 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36230QYE2 79124.480000 PA USD 84244.640000 0.0046525 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 36230RZC3 29983.530000 PA USD 33403.750000 0.0018447 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36230RZH2 23978.470000 PA USD 26379.830000 0.0014568 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36176BE78 26652.540000 PA USD 28384.950000 0.0015676 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 4.05 N N N N N N GNMA PASS THRU POOLS N/A 36176D4A8 165752.790000 PA USD 178288.970000 0.0098462 Long ABS-MBS USGSE US N 2 2031-05-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36176FAY4 4942.390000 PA USD 5422.670000 0.0002995 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36176FDW5 43393.620000 PA USD 48273.750000 0.0026660 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36176FUE6 119417.480000 PA USD 127615.040000 0.0070476 Long ABS-MBS USGSE US N 2 2042-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36176PAL0 19175.560000 PA USD 21043.020000 0.0011621 Long ABS-MBS USGSE US N 2 2041-10-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36176QYS7 3503.370000 PA USD 3695.520000 0.0002041 Long ABS-MBS USGSE US N 2 2042-03-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36176SA26 48329.810000 PA USD 51408.150000 0.0028391 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36176SFZ8 59510.140000 PA USD 66292.890000 0.0036611 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36176UZR9 13684.470000 PA USD 14624.870000 0.0008077 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36176W5N7 13099.420000 PA USD 13872.770000 0.0007661 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36176XEQ8 125875.690000 PA USD 132840.680000 0.0073362 Long ABS-MBS USGSE US N 2 2042-03-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36176XUB3 4645399.830000 PA USD 4932082.640000 0.2723782 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36176X2L2 380701.340000 PA USD 406807.230000 0.0224663 Long ABS-MBS USGSE US N 2 2041-10-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36225AAB6 5213.920000 PA USD 5742.050000 0.0003171 Long ABS-MBS USGSE US N 2 2024-07-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36225AC32 5151.110000 PA USD 5174.510000 0.0002858 Long ABS-MBS USGSE US N 2 2021-12-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36225AEV8 811.580000 PA USD 880.080000 0.0000486 Long ABS-MBS USGSE US N 2 2025-01-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36225AHH6 174.260000 PA USD 178.040000 0.0000098 Long ABS-MBS USGSE US N 2 2022-11-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225AMX5 921.570000 PA USD 977.900000 0.0000540 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36225ANF3 469.460000 PA USD 471.420000 0.0000260 Long ABS-MBS USGSE US N 2 2022-12-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36225ANZ9 33.170000 PA USD 33.300000 0.0000018 Long ABS-MBS USGSE US N 2 2022-10-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36225AQ78 655.060000 PA USD 733.760000 0.0000405 Long ABS-MBS USGSE US N 2 2026-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36225AT34 678.860000 PA USD 774.210000 0.0000428 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36225AUG3 1129.230000 PA USD 1261.410000 0.0000697 Long ABS-MBS USGSE US N 2 2027-06-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36225AUM0 745.340000 PA USD 843.190000 0.0000466 Long ABS-MBS USGSE US N 2 2027-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36225AUX6 919.120000 PA USD 992.180000 0.0000548 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36225AVK3 2087.360000 PA USD 2417.620000 0.0001335 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225AVP2 6233.660000 PA USD 7276.100000 0.0004018 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225AWK2 18374.030000 PA USD 20794.200000 0.0011484 Long ABS-MBS USGSE US N 2 2027-10-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36225AYN4 2090.520000 PA USD 2442.060000 0.0001349 Long ABS-MBS USGSE US N 2 2028-02-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36225A5Z9 453.910000 PA USD 512.640000 0.0000283 Long ABS-MBS USGSE US N 2 2028-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36225A6W5 3969.540000 PA USD 4252.220000 0.0002348 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BC48 97.050000 PA USD 100.580000 0.0000056 Long ABS-MBS USGSE US N 2 2024-11-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36225BC55 9754.940000 PA USD 11337.130000 0.0006261 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225BFK9 1468.990000 PA USD 1720.370000 0.0000950 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225BPM4 13730.190000 PA USD 16624.850000 0.0009181 Long ABS-MBS USGSE US N 2 2031-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36225BP69 258.200000 PA USD 307.730000 0.0000170 Long ABS-MBS USGSE US N 2 2031-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36225BQH4 204.370000 PA USD 233.900000 0.0000129 Long ABS-MBS USGSE US N 2 2029-12-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BRJ9 18922.230000 PA USD 23465.610000 0.0012959 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BRX8 30620.610000 PA USD 37474.380000 0.0020696 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BTD0 1205.320000 PA USD 1451.680000 0.0000802 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36225BTQ1 2461.100000 PA USD 2933.090000 0.0001620 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36225BUE6 16222.520000 PA USD 19940.330000 0.0011012 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BVH8 2772.040000 PA USD 3333.760000 0.0001841 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BXB9 897.940000 PA USD 1057.080000 0.0000584 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36225BYC6 2521.840000 PA USD 3006.550000 0.0001660 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36225B2Q0 1328.070000 PA USD 1583.830000 0.0000875 Long ABS-MBS USGSE US N 2 2033-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36225B4C9 1459.710000 PA USD 1739.220000 0.0000960 Long ABS-MBS USGSE US N 2 2034-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241KBK3 14671.270000 PA USD 17567.360000 0.0009702 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36241KEA2 7038.950000 PA USD 8397.080000 0.0004637 Long ABS-MBS USGSE US N 2 2035-06-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241KGC6 1958.450000 PA USD 2298.430000 0.0001269 Long ABS-MBS USGSE US N 2 2035-10-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KGE2 11562.170000 PA USD 14215.020000 0.0007850 Long ABS-MBS USGSE US N 2 2030-11-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36241KHE1 2266.430000 PA USD 2701.660000 0.0001492 Long ABS-MBS USGSE US N 2 2036-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241KKT4 11597.210000 PA USD 13658.930000 0.0007543 Long ABS-MBS USGSE US N 2 2036-07-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KMQ8 945.970000 PA USD 1126.070000 0.0000622 Long ABS-MBS USGSE US N 2 2037-06-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241KRH3 28462.480000 PA USD 33288.970000 0.0018384 Long ABS-MBS USGSE US N 2 2037-12-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KSB5 23242.590000 PA USD 27170.110000 0.0015005 Long ABS-MBS USGSE US N 2 2038-04-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KSZ2 48121.920000 PA USD 57327.610000 0.0031660 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241KT65 8471.590000 PA USD 10322.680000 0.0005701 Long ABS-MBS USGSE US N 2 2038-07-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KUF3 59012.850000 PA USD 68993.630000 0.0038102 Long ABS-MBS USGSE US N 2 2038-08-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KU63 62783.690000 PA USD 73357.420000 0.0040512 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KWH7 61298.180000 PA USD 73089.180000 0.0040364 Long ABS-MBS USGSE US N 2 2038-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241KYT9 5248.300000 PA USD 6325.140000 0.0003493 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36241LG26 2559292.870000 PA USD 2856548.060000 0.1577551 Long ABS-MBS USGSE US N 2 2040-04-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LHD1 32806.580000 PA USD 37388.500000 0.0020648 Long ABS-MBS USGSE US N 2 2040-04-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LJS6 8214.510000 PA USD 9600.440000 0.0005302 Long ABS-MBS USGSE US N 2 2035-11-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LKU9 3315386.620000 PA USD 3700879.680000 0.2043840 Long ABS-MBS USGSE US N 2 2040-06-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LQ66 72143.020000 PA USD 80532.550000 0.0044475 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LRX6 934513.940000 PA USD 1042238.080000 0.0575584 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LUR5 118273.190000 PA USD 140952.180000 0.0077842 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3622A2N32 626016.860000 PA USD 681686.310000 0.0376467 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3622A2P22 1250238.680000 PA USD 1361406.050000 0.0751847 Long ABS-MBS USGSE US N 2 2045-08-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3622A2U91 1779931.700000 PA USD 1938290.390000 0.1070436 Long ABS-MBS USGSE US N 2 2046-07-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36177KFK7 43145.060000 PA USD 45522.460000 0.0025140 Long ABS-MBS USGSE US N 2 2042-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36177ML59 32501.770000 PA USD 34511.050000 0.0019059 Long ABS-MBS USGSE US N 2 2042-02-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36177UGV0 74168.120000 PA USD 79101.220000 0.0043684 Long ABS-MBS USGSE US N 2 2042-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36177WFT2 517769.320000 PA USD 550216.150000 0.0303861 Long ABS-MBS USGSE US N 2 2042-05-15 Fixed 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36177WFU9 322439.320000 PA USD 341831.290000 0.0188779 Long ABS-MBS USGSE US N 2 2042-05-15 Fixed 3.25 N N N N N N GNMA PASS THRU POOLS N/A 36177WNP1 1995415.200000 PA USD 2179939.540000 0.1203889 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36177XY93 666054.660000 PA USD 707136.580000 0.0390522 Long ABS-MBS USGSE US N 2 2042-05-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178AZP5 51030.460000 PA USD 54193.060000 0.0029929 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36178CLZ4 287247.280000 PA USD 307148.150000 0.0169625 Long ABS-MBS USGSE US N 2 2042-06-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178CTY9 12326.970000 PA USD 13000.240000 0.0007179 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178CT60 22899.950000 PA USD 24232.080000 0.0013382 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178EW47 35055.140000 PA USD 37022.910000 0.0020446 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178NBL2 753827.090000 PA USD 802839.650000 0.0443375 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178SHR2 75741.660000 PA USD 80890.450000 0.0044672 Long ABS-MBS USGSE US N 2 2042-11-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178TP59 164479.470000 PA USD 175708.330000 0.0097036 Long ABS-MBS USGSE US N 2 2043-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178TSB3 675653.810000 PA USD 719276.070000 0.0397226 Long ABS-MBS USGSE US N 2 2042-09-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36178UUR2 57343.360000 PA USD 61140.640000 0.0033765 Long ABS-MBS USGSE US N 2 2042-11-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179DYD6 381292.900000 PA USD 406037.140000 0.0224237 Long ABS-MBS USGSE US N 2 2046-01-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179HXC0 103503.080000 PA USD 109432.910000 0.0060435 Long ABS-MBS USGSE US N 2 2042-11-15 Fixed 3.15 N N N N N N GNMA PASS THRU POOLS N/A 36180BHR5 409034.190000 PA USD 444389.110000 0.0245417 Long ABS-MBS USGSE US N 2 2043-04-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36180BJP7 290696.170000 PA USD 310349.200000 0.0171393 Long ABS-MBS USGSE US N 2 2043-05-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36180BJQ5 196496.900000 PA USD 208318.310000 0.0115045 Long ABS-MBS USGSE US N 2 2043-05-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36180CYW3 74919.960000 PA USD 80316.050000 0.0044355 Long ABS-MBS USGSE US N 2 2043-01-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36180DV61 18147.340000 PA USD 19252.760000 0.0010632 Long ABS-MBS USGSE US N 2 2043-05-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36180MX69 858851.820000 PA USD 918089.510000 0.0507022 Long ABS-MBS USGSE US N 2 2043-03-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36181BBS8 330890.100000 PA USD 355956.640000 0.0196580 Long ABS-MBS USGSE US N 2 2043-05-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36181EC44 61942.570000 PA USD 65246.210000 0.0036033 Long ABS-MBS USGSE US N 2 2043-06-15 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36181FKX8 134612.680000 PA USD 141800.310000 0.0078310 Long ABS-MBS USGSE US N 2 2043-08-15 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36181FKY6 294945.000000 PA USD 310726.590000 0.0171601 Long ABS-MBS USGSE US N 2 2043-08-15 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36198KJB8 312925.060000 PA USD 334198.580000 0.0184564 Long ABS-MBS USGSE US N 2 2044-06-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36198PR93 377534.710000 PA USD 420318.500000 0.0232124 Long ABS-MBS USGSE US N 2 2044-05-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36198TT77 19638.030000 PA USD 20902.470000 0.0011544 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36198W6V2 101180.090000 PA USD 112314.820000 0.0062027 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36182XLN9 332731.380000 PA USD 352427.610000 0.0194631 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183BBS6 11343.320000 PA USD 12055.920000 0.0006658 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183GBH9 59857.280000 PA USD 63151.660000 0.0034876 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183QUL7 27464.280000 PA USD 29088.250000 0.0016064 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36183REH2 1053267.300000 PA USD 1125017.310000 0.0621300 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36183XLZ1 76267.560000 PA USD 81661.940000 0.0045098 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36183XQD5 187997.060000 PA USD 206771.440000 0.0114191 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36184BNJ2 61804.630000 PA USD 65368.030000 0.0036100 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36184FDM7 48487.180000 PA USD 51179.380000 0.0028264 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184YDG9 73510.140000 PA USD 77702.470000 0.0042912 Long ABS-MBS USGSE US N 2 2046-01-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36186NLH0 339879.000000 PA USD 359846.120000 0.0198728 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36186NL72 1789063.650000 PA USD 1893079.240000 0.1045468 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36186NMM8 1134830.730000 PA USD 1224887.120000 0.0676454 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36186PML5 353399.290000 PA USD 377769.480000 0.0208626 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36186SM21 675303.550000 PA USD 715639.570000 0.0395218 Long ABS-MBS USGSE US N 2 2045-08-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617A0SH0 3173.070000 PA USD 3481.230000 0.0001923 Long ABS-MBS USGSE US N 2 2045-08-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617A5CJ2 217379.210000 PA USD 230445.570000 0.0127265 Long ABS-MBS USGSE US N 2 2045-08-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617AACZ5 17533.190000 PA USD 19550.920000 0.0010797 Long ABS-MBS USGSE US N 2 2045-11-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617AAL28 17379.480000 PA USD 19288.270000 0.0010652 Long ABS-MBS USGSE US N 2 2045-12-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36189YFS6 682932.710000 PA USD 727439.630000 0.0401734 Long ABS-MBS USGSE US N 2 2045-12-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36193PPX7 1957941.890000 PA USD 2068648.840000 0.1142428 Long ABS-MBS USGSE US N 2 2046-05-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36194MY96 1700389.890000 PA USD 1794953.520000 0.0991277 Long ABS-MBS USGSE US N 2 2046-05-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36195TZH1 42724.310000 PA USD 46887.230000 0.0025894 Long ABS-MBS USGSE US N 2 2046-10-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36196HSS0 903365.040000 PA USD 995053.370000 0.0549526 Long ABS-MBS USGSE US N 2 2047-02-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36196R5E4 390178.570000 PA USD 432488.310000 0.0238845 Long ABS-MBS USGSE US N 2 2047-02-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36196YDX8 424904.080000 PA USD 455092.810000 0.0251329 Long ABS-MBS USGSE US N 2 2047-01-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36197DZB7 2413718.900000 PA USD 2581556.120000 0.1425685 Long ABS-MBS USGSE US N 2 2047-02-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36197MRM2 100432.390000 PA USD 107134.410000 0.0059166 Long ABS-MBS USGSE US N 2 2047-04-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617ACHV5 2812065.530000 PA USD 2998943.000000 0.1656190 Long ABS-MBS USGSE US N 2 2047-04-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617ALXP0 55844.230000 PA USD 59484.520000 0.0032851 Long ABS-MBS USGSE US N 2 2047-05-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617ALZA1 54664.490000 PA USD 58062.390000 0.0032065 Long ABS-MBS USGSE US N 2 2047-06-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617B4GK7 66389.670000 PA USD 70504.290000 0.0038937 Long ABS-MBS USGSE US N 2 2047-07-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617B4HP5 57593.900000 PA USD 61152.420000 0.0033772 Long ABS-MBS USGSE US N 2 2047-08-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617B4JZ1 41122.470000 PA USD 43992.830000 0.0024295 Long ABS-MBS USGSE US N 2 2047-08-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617G02L3 24965.680000 PA USD 26531.730000 0.0014652 Long ABS-MBS USGSE US N 2 2047-12-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GQJT1 423194.290000 PA USD 477379.000000 0.0263636 Long ABS-MBS USGSE US N 2 2048-07-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GUYE8 45183.550000 PA USD 50902.620000 0.0028111 Long ABS-MBS USGSE US N 2 2048-07-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617HAMT1 73235.830000 PA USD 82657.330000 0.0045648 Long ABS-MBS USGSE US N 2 2048-08-15 Fixed 4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2006-22 N/A 38374M2X6 1372725.630000 PA USD 1316954.120000 0.0727298 Long ABS-MBS USGSE US N 2 2036-04-20 None 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2007-28 N/A 38375J8N8 14427.340000 PA USD 13710.120000 0.0007572 Long ABS-MBS USGSE US N 2 2037-05-20 None 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2008-1 N/A 38375PCK5 36728.960000 PA USD 34918.060000 0.0019284 Long ABS-MBS USGSE US N 2 2038-01-20 None 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2008-34 N/A 383742P64 134202.400000 PA USD 128390.540000 0.0070905 Long ABS-MBS USGSE US N 2 2037-06-20 None 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2009-79 N/A 38376CXX2 83514.910000 PA USD 80489.140000 0.0044451 Long ABS-MBS USGSE US N 2 2037-11-16 None 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-46 N/A 38376YAM3 710716.760000 PA USD 679063.780000 0.0375018 Long ABS-MBS USGSE US N 2 2035-03-20 None 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-114 N/A 38377XJG8 557452.200000 PA USD 536082.380000 0.0296056 Long ABS-MBS USGSE US N 2 2040-12-20 None 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-167 N/A 38378ATQ4 621106.710000 PA USD 602399.970000 0.0332680 Long ABS-MBS USGSE US N 2 2037-04-20 None 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H23 N/A 38375BNR9 2489631.180000 PA USD 2509327.900000 0.1385796 Long ABS-MBS USGSE US N 2 2061-10-20 Floating 1.05338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-116 N/A 38375C5W6 2584678.820000 PA USD 145585.390000 0.0080401 Long ABS-MBS USGSE US N 2 2027-09-20 Fixed 2.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-128 N/A 38378HP59 447476.370000 PA USD 511382.570000 0.0282415 Long ABS-MBS USGSE US N 2 2042-02-20 Fixed 4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-19 N/A 38378BDL0 10787183.000000 PA USD 47597.370000 0.0026286 Long ABS-MBS USGSE US N 2 2052-08-16 Variable 0.13128 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-2 N/A 38378BCQ0 9106056.950000 PA USD 114962.150000 0.0063489 Long ABS-MBS USGSE US N 2 2043-11-16 Variable 0.2705 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H06 N/A 38375BPW6 1952.810000 PA USD 1952.750000 0.0001078 Long ABS-MBS USGSE US N 2 2062-01-20 Floating 0.80338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H06 N/A 38375BPR7 2202174.020000 PA USD 2215540.340000 0.1223550 Long ABS-MBS USGSE US N 2 2062-03-20 Floating 1.00338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H28 N/A 38375BYE6 25521.910000 PA USD 25538.090000 0.0014104 Long ABS-MBS USGSE US N 2 2062-09-20 Floating 0.88338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-114 N/A 38378WGZ0 4161618.480000 PA USD 4144013.170000 0.2288564 Long ABS-MBS USGSE US N 2 2043-08-20 Floating 0.49 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-160 N/A 38378USQ1 239108.030000 PA USD 15738.260000 0.0008692 Long ABS-MBS USGSE US N 2 2043-10-20 Fixed 4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-23 N/A 38378MAC9 1698048.500000 PA USD 204648.300000 0.0113019 Long ABS-MBS USGSE US N 2 2042-08-20 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-77 N/A 38378PAG3 3532091.660000 PA USD 235200.920000 0.0129892 Long ABS-MBS USGSE US N 2 2043-02-20 Fixed 3 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H23 N/A 38375B8G0 1951276.190000 PA USD 1980859.290000 0.1093945 Long ABS-MBS USGSE US N 2 2063-09-20 Floating 1.60338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H23 N/A 38375B8J4 3020168.490000 PA USD 3034186.900000 0.1675654 Long ABS-MBS USGSE US N 2 2063-09-20 Floating 1.02338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-6 N/A 38378PS66 1576543.970000 PA USD 112752.220000 0.0062268 Long ABS-MBS USGSE US N 2 2029-01-20 Fixed 3 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-126 N/A 38379QFL4 519190.650000 PA USD 721111.270000 0.0398239 Long ABS-MBS USGSE US N 2 2045-09-20 Floating 8.93053 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-127 N/A 38379MX90 568718.520000 PA USD 27547.760000 0.0015213 Long ABS-MBS USGSE US N 2 2043-06-20 Floating 2.52637 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-166 N/A 38379FDK2 633870.200000 PA USD 31432.670000 0.0017359 Long ABS-MBS USGSE US N 2 2042-06-20 Floating 3.20487 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-180 N/A 38379TGM5 689305.180000 PA USD 34589.750000 0.0019102 Long ABS-MBS USGSE US N 2 2042-06-20 Floating 3.15487 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-42 N/A 38379LAB2 348619.670000 PA USD 11476.350000 0.0006338 Long ABS-MBS USGSE US N 2 2039-05-20 Fixed 3 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H27 N/A 38376RHR0 3725934.140000 PA USD 3753325.720000 0.2072804 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 1.05338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29 N/A 38376RMB9 58382.000000 PA USD 58522.410000 0.0032319 Long ABS-MBS USGSE US N 2 2065-10-20 Floating 1.00338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29 N/A 38376RLR5 5708251.420000 PA USD 5729263.490000 0.3164031 Long ABS-MBS USGSE US N 2 2065-11-20 Floating 0.98338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30 N/A 38376RKZ8 17108.700000 PA USD 17201.990000 0.0009500 Long ABS-MBS USGSE US N 2 2061-08-20 Floating 0.98338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30 N/A 38376RLB0 369.910000 PA USD 372.100000 0.0000205 Long ABS-MBS USGSE US N 2 2062-03-20 Floating 0.98338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H20 N/A 38376RYF7 6583655.450000 PA USD 6609813.630000 0.3650322 Long ABS-MBS USGSE US N 2 2066-09-20 Floating 0.95338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23 N/A 38376RB54 114339.440000 PA USD 114277.620000 0.0063111 Long ABS-MBS USGSE US N 2 2066-10-20 Floating 0.67338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-118 N/A 38380AUU9 207409.710000 PA USD 28345.420000 0.0015654 Long ABS-MBS USGSE US N 2 2046-09-20 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-138 N/A 38376MCQ8 337159.680000 PA USD 14264.380000 0.0007878 Long ABS-MBS USGSE US N 2 2045-08-20 Floating 2.4901 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-180 N/A 38376T6N7 994656.270000 PA USD 37399.770000 0.0020654 Long ABS-MBS USGSE US N 2 2045-09-20 Floating 2.44458 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-23 N/A 38379VRN6 4522033.760000 PA USD 4844488.680000 0.2675407 Long ABS-MBS USGSE US N 2 2031-01-20 Variable 4.36958 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UXM7 6706060.450000 PA USD 6769867.270000 0.3738713 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 1.10338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H14 N/A 38376RVV5 984200.890000 PA USD 993717.130000 0.0548788 Long ABS-MBS USGSE US N 2 2066-06-20 Floating 1.10338 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-15 N/A 38380CSQ7 676031.160000 PA USD 31202.350000 0.0017232 Long ABS-MBS USGSE US N 2 2045-11-20 Floating 2.60438 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-57 N/A 38380B7Q2 364986.580000 PA USD 14638.080000 0.0008084 Long ABS-MBS USGSE US N 2 2045-12-20 Floating 2.59485 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-163 N/A 38381AA55 4246922.380000 PA USD 4653229.270000 0.2569783 Long ABS-MBS USGSE US N 2 2048-11-20 Fixed 4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-110 N/A 38381YWG5 4335317.470000 PA USD 883870.650000 0.0488125 Long ABS-MBS USGSE US N 2 2049-09-20 Floating 5.86 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-20 N/A 38381RCM9 11996611.210000 PA USD 11981983.740000 0.6617146 Long ABS-MBS USGSE US N 2 2049-02-20 Floating 0.59 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-23 N/A 38381RNK1 5630714.700000 PA USD 5636494.630000 0.3112799 Long ABS-MBS USGSE US N 2 2049-02-20 Floating 0.64 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-65 N/A 38382E6U6 19267257.050000 PA USD 19280181.530000 1.0647633 Long ABS-MBS USGSE US N 2 2046-04-20 Floating 0.57263 N N N N N N GOVERNMENT NATIONAL MTG ASSOC 2006-26 N/A 38374NDU8 42174.010000 PA USD 39887.330000 0.0022028 Long ABS-MBS USGSE US N 2 2036-06-20 Fixed 0 N N N N N N GOVERNMENT NATIONAL MTGE 2004-46 N/A 38374G5Z1 90987.320000 PA USD 87645.200000 0.0048403 Long ABS-MBS USGSE US N 2 2034-06-20 None 0 N N N N N N GOVERNMENT NATIONAL MTGE ASSOC 2004-6 N/A 38374E7S0 3087632.630000 PA USD 218.910000 0.0000121 Long ABS-MBS USGSE US N 2 2044-01-16 Variable 0.0861 N N N N N N GOVERNMENT NATL MTGE ASSOC 2002-83 N/A 38373VT91 1060353.350000 PA USD 1.380000 0.0000001 Long ABS-MBS USGSE US N 2 2042-10-16 Variable 0.0001 N N N N N N GOVERNMENT NATL MTGE ASSOC 2004-35 N/A 38374GPK2 636083.180000 PA USD 608326.480000 0.0335953 Long ABS-MBS USGSE US N 2 2034-03-20 None 0 N N N N N N GOVERNMENT NATL MTGE ASSOC 2009-115 N/A 38376GCX6 6031617.180000 PA USD 60.320000 0.0000033 Long ABS-MBS USGSE US N 2 2051-11-16 Variable 0 N N N N N N GOVERNMENT NATL MTGE ASSOC 2009-56 N/A 38374VLL1 633873.880000 PA USD 603831.430000 0.0333471 Long ABS-MBS USGSE US N 2 2039-07-20 None 0 N N N N N N GOVERNMENT NATL MTGE ASSOC 2010-14 N/A 38376WBN4 6031.690000 PA USD 6021.650000 0.0003326 Long ABS-MBS USGSE US N 2 2032-12-20 None 0 N N N N N N GOVERNMENT NATL MTGE ASSOC 2010-14 N/A 38376WBS3 122730.890000 PA USD 117142.250000 0.0064693 Long ABS-MBS USGSE US N 2 2035-08-20 None 0 N N N N N N GOVERNMENT NATL MTGE ASSOC 2010-36 N/A 38376GGH7 3683633.440000 PA USD 36.840000 0.0000020 Long ABS-MBS USGSE US N 2 2052-01-16 Variable 0 N N N N N N GOVERNMENT NATL MTGE ASSOC 2010-H02 N/A 38375BAM4 7216447.880000 PA USD 7261164.600000 0.4010036 Long ABS-MBS USGSE US N 2 2060-02-20 Floating 0.85375 N N N N N N GOVT NATL MORTGAGE ASSOC SERIES 2007-18 N/A 38375JD69 78535.900000 PA USD 77189.280000 0.0042628 Long ABS-MBS USGSE US N 2 2035-03-20 None 0 N N N N N N HOME EQUITY PASS-THRU CERTS 2002-1 N/A 22541NAD1 2565.960000 PA USD 2212.190000 0.0001222 Long ABS-MBS CORP US N 2 2032-11-25 Floating 0.76825 N N N N N N INTERPUBLIC GROUP OF COMPANIES INC 5493008IUOJ5VWTRC333 460690BM1 90000.000000 PA USD 90599.990000 0.0050035 Long DBT CORP US N 2 2020-10-01 Fixed 3.5 N N N N N N JP MORGAN MORTGAGE TRUST 2019-6 N/A 46651BAL4 9929650.420000 PA USD 9917275.100000 0.5476894 Long ABS-MBS CORP US N 2 2049-12-25 Floating 1.0845 N N N N N N LA HIPOTECARIA EL SALVADORIAN MORTGAGE TRUST 2013-1A N/A 501716AA2 2851000.210000 PA USD 2988299.900000 0.1650312 Long ABS-MBS CORP PA N 3 2041-10-25 Fixed 3.4975 N N N N N N LA HIPOTECARIA PANAMANIAN MORTGAGE TRUST 2010-1GA N/A 50346RAA6 8804161.730000 PA USD 9034781.640000 0.4989530 Long ABS-MBS CORP PA N 3 2039-09-08 Floating 3.3825 N N N N N N LA HIPOTECARIA PANAMANIAN MORTGAGE TRUST 2014-1A N/A 50346EAA5 3591001.160000 PA USD 3781552.930000 0.2088393 Long ABS-MBS CORP PA N 3 2042-11-24 Floating 3.508 N N N N N N LA HIPOTECARIA SA 2019-1A N/A 50346WAA5 5024801.140000 PA USD 5555482.850000 0.3068060 Long ABS-MBS CORP US N 3 2046-09-29 Fixed 4.25 N N N N N N MORTGAGE EQUITY CONVER ASSET TR 2007-FF2 N/A 61911CAA1 6453278.780000 PA USD 6261008.500000 0.3457692 Long ABS-MBS CORP US N 2 2042-02-25 Floating 0.64 N N N N N N MORTGAGE EQUITY CONVER ASSET TR 2007-FF3 N/A 61911GAA2 18345460.590000 PA USD 17357262.180000 0.9585686 Long ABS-MBS CORP US N 2 2042-05-25 Floating 0.68 N N N N N N PREFERRED TERM SECURITIES X LTD / PREFERRED TERM SECURITIES X INC N/A 74040YAB8 214308.850000 PA USD 202532.580000 0.0111850 Long DBT CORP KY N 2 2033-07-03 Floating 1.15688 N N N N N N STRUCTURED ASSEET MTGE INV INC 2002-AR3 N/A 86358HNX3 14619.500000 PA USD 14102.860000 0.0007788 Long ABS-MBS CORP US N 2 2032-09-19 Floating 0.85388 N N N N N N TRALEE CLO II LTD 2013-1A N/A 89289UAQ1 4168939.740000 PA USD 4130964.490000 0.2281358 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 2.45525 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 N/A 90349GAG0 24711707.260000 PA USD 593268.780000 0.0327637 Long ABS-MBS CORP US N 2 2046-04-10 Variable 1.11094 N N N N N N UMBS PASS THRU POOLS N/A 01F012486 8000000.000000 PA USD 8123125.120000 0.4486060 Long ABS-MBS USGSE US N 2 2035-08-17 Fixed 1.5 N N N N N N UMBS PASS THRU POOLS N/A 01F022477 1500000.000000 PA USD 1570136.730000 0.0867120 Long ABS-MBS USGSE US N 2 2035-07-16 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F022485 10000000.000000 PA USD 10451562.600000 0.5771959 Long ABS-MBS USGSE US N 2 2035-08-17 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030470 -8100000.000000 PA USD -8512277.280000 -0.4700973 Short ABS-MBS USGSE US N 2 2035-07-16 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032476 600000.000000 PA USD 630398.440000 0.0348143 Long ABS-MBS USGSE US N 2 2035-07-16 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F032476 -18100000.000000 PA USD -19017019.670000 -1.0502300 Short ABS-MBS USGSE US N 2 2035-07-16 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040479 500000.000000 PA USD 529033.200000 0.0292163 Long ABS-MBS USGSE US N 2 2035-07-16 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F020695 19600000.000000 PA USD 19959324.640000 1.1022696 Long ABS-MBS USGSE US N 2 2050-09-14 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F022683 122150000.000000 PA USD 127065915.760000 7.0173162 Long ABS-MBS USGSE US N 2 2050-08-13 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F022691 50000000.000000 PA USD 51901019.500000 2.8662750 Long ABS-MBS USGSE US N 2 2050-09-14 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030686 3000000.000000 PA USD 3154466.430000 0.1742079 Long ABS-MBS USGSE US N 2 2050-08-13 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F030686 -3619000.000000 PA USD -3805338.000000 -0.2101528 Short ABS-MBS USGSE US N 2 2050-08-13 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F030694 -68081000.000000 PA USD -71460581.010000 -3.9464674 Short ABS-MBS USGSE US N 2 2050-09-14 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032674 -27550000.000000 PA USD -28974851.840000 -1.6001592 Short ABS-MBS USGSE US N 2 2050-07-14 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F032682 -87000000.000000 PA USD -91507285.560000 -5.0535626 Short ABS-MBS USGSE US N 2 2050-08-13 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040685 5132000.000000 PA USD 5440922.380000 0.3004793 Long ABS-MBS USGSE US N 2 2050-08-13 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F042673 1000000.000000 PA USD 1074609.370000 0.0593462 Long ABS-MBS USGSE US N 2 2050-07-14 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F042673 -51500000.000000 PA USD -55342382.560000 -3.0563271 Short ABS-MBS USGSE US N 2 2050-07-14 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F050676 5450000.000000 PA USD 5956253.930000 0.3289389 Long ABS-MBS USGSE US N 2 2050-07-14 Fixed 5 N N N N N N UMBS PASS THRU POOLS N/A 01F052680 3000000.000000 PA USD 3300183.900000 0.1822553 Long ABS-MBS USGSE US N 2 2050-08-13 Fixed 5.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9127962G3 59000.000000 PA USD 58983.380000 0.0032574 Long DBT UST US N 2 2020-09-17 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9127962H1 224000.000000 PA USD 223936.530000 0.0123671 Long DBT UST US N 2 2020-09-24 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796TJ8 1599000.000000 PA USD 1598613.680000 0.0882847 Long DBT UST US N 2 2020-09-10 None 0 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5 N/A 94988HAK7 8758096.070000 PA USD 273508.330000 0.0151047 Long ABS-MBS CORP US N 2 2045-10-15 Variable 1.90707 N N N N N N N/A N/A 000000000 2113000.000000 PA USD 2113000.000000 0.1166921 Long RA US N 2 Repurchase N 0.0000001 2020-07-01 2012100.000000 USD 2155315.020000 USD UST N N N N/A N/A 000000000 -13538429.540000 PA USD -13540159.460000 -0.7477661 Short RA US N 2 Reverse repurchase N 0.2300000 2020-07-14 13044743.510000 USD 13983121.290000 USD AMBS N N N N/A N/A 000000000 1.000000 NC USD -160.390000 -0.0000089 N/A DIR US N 2 Signature Bank VLP5AP0XK2GM6GKD1007 USD-LIBOR-BBA-Bloomberg 1M N/A N/A Y 2039-01-12 0.000000 USD 0.000000 USD 76309.270000 USD -160.390000 N N N N/A N/A 000000000 1.000000 NC USD -2642.790000 -0.0001460 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 USD-LIBOR-BBA-Bloomberg 1M N/A N/A Y 2038-01-12 0.000000 USD 0.000000 USD 1568163.710000 USD -2642.790000 N N N AREIT TRUST 2020-CRE4 N/A 04002RAA8 5600000.000000 PA USD 5630115.680000 0.3109276 Long ABS-MBS CORP KY N 2 2037-04-14 Floating 2.80475 N N N N N N 2020-08-04 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX