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9403.780000 PA USD 9474.400000 0.0019768 Long ABS-MBS USGSE US N 2 2032-11-01 Floating 4.025 N N N N N N FNMA PASS THRU POOLS N/A 31391MKY8 16440.860000 PA USD 16576.140000 0.0034586 Long ABS-MBS USGSE US N 2 2032-12-01 Floating 2.29 N N N N N N FNMA PASS THRU POOLS N/A 31391MLM3 3250.260000 PA USD 3265.500000 0.0006813 Long ABS-MBS USGSE US N 2 2033-01-01 Floating 3.9 N N N N N N FNMA PASS THRU POOLS N/A 31391XDM8 20156.930000 PA USD 20270.000000 0.0042293 Long ABS-MBS USGSE US N 2 2041-09-01 Floating 2.573 N N N N N N FNMA PASS THRU POOLS N/A 31400AMS4 4531.520000 PA USD 4572.250000 0.0009540 Long ABS-MBS USGSE US N 2 2033-01-01 Floating 3.736 N N N N N N FNMA PASS THRU POOLS N/A 31400ANH7 17984.100000 PA USD 18073.290000 0.0037710 Long ABS-MBS USGSE US N 2 2033-01-01 Floating 3.625 N N N N N N FNMA PASS THRU POOLS N/A 31400HFH1 3111.110000 PA USD 3134.410000 0.0006540 Long ABS-MBS USGSE US N 2 2033-03-01 Floating 3.696 N N N N N N FNMA PASS THRU POOLS N/A 31400H5W9 72299.980000 PA USD 72804.080000 0.0151906 Long ABS-MBS USGSE US N 2 2033-03-01 Floating 3.61 N N N N N N FNMA PASS THRU POOLS N/A 31400KBW5 2713.520000 PA USD 2750.150000 0.0005738 Long ABS-MBS USGSE US N 2 2033-01-01 Floating 1.95 N N N N N N FNMA PASS THRU POOLS N/A 31400QX81 8322.920000 PA USD 8414.730000 0.0017557 Long ABS-MBS USGSE US N 2 2033-04-01 Floating 3.503 N N N N N N FNMA PASS THRU POOLS N/A 31400SJE0 34890.160000 PA USD 35277.390000 0.0073606 Long ABS-MBS USGSE US N 2 2033-04-01 Floating 3.163 N N N N N N FNMA PASS THRU POOLS N/A 31400SJN0 87457.010000 PA USD 88382.170000 0.0184409 Long ABS-MBS USGSE US N 2 2032-12-01 Floating 2.578 N N N N N N FNMA PASS THRU POOLS N/A 31400YDR4 9765.700000 PA USD 9827.400000 0.0020505 Long ABS-MBS USGSE US N 2 2033-08-01 Floating 2.58 N N N N N N FNMA PASS THRU POOLS N/A 31401CCQ4 6737.780000 PA USD 6838.430000 0.0014268 Long ABS-MBS USGSE US N 2 2033-05-01 Floating 2.867 N N N N N N FNMA PASS THRU POOLS N/A 31401G4N1 35148.000000 PA USD 35445.810000 0.0073958 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 2.52 N N N N N N FNMA PASS THRU POOLS N/A 31401L6D0 26630.950000 PA USD 26719.330000 0.0055750 Long ABS-MBS USGSE US N 2 2033-05-01 Floating 3.402 N N N N N N FNMA PASS THRU POOLS N/A 31401YR31 194848.300000 PA USD 195279.070000 0.0407450 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 2.188 N N N N N N FNMA PASS THRU POOLS N/A 31401Y6R1 54824.430000 PA USD 55370.670000 0.0115531 Long ABS-MBS USGSE US N 2 2033-09-01 Floating 3.163 N N N N N N FNMA PASS THRU POOLS N/A 31402CN65 105349.940000 PA USD 105235.940000 0.0219575 Long ABS-MBS USGSE US N 2 2033-04-01 Floating 4.105 N N N N N N FNMA PASS THRU POOLS N/A 31402CUL4 2961.550000 PA USD 2981.120000 0.0006220 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 3.241 N N N N N N FNMA PASS THRU POOLS N/A 31402CVD1 20901.960000 PA USD 21092.690000 0.0044010 Long ABS-MBS USGSE US N 2 2033-03-01 Floating 3.637 N N N N N N FNMA PASS THRU POOLS N/A 31402DKS8 24946.650000 PA USD 25161.690000 0.0052500 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 2.648 N N N N N N FNMA PASS THRU POOLS N/A 31402DLH1 7535.030000 PA USD 7602.580000 0.0015863 Long ABS-MBS USGSE US N 2 2034-05-01 Floating 2.438 N N N N N N FNMA PASS THRU POOLS N/A 31402DLJ7 3028.510000 PA USD 3064.360000 0.0006394 Long ABS-MBS USGSE US N 2 2034-06-01 Floating 3.625 N N N N N N FNMA PASS THRU POOLS N/A 31402DRT9 2207.460000 PA USD 2221.770000 0.0004636 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 2.737 N N N N N N FNMA PASS THRU POOLS N/A 31402LCR1 69716.420000 PA USD 70417.380000 0.0146926 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 2.74 N N N N N N FNMA PASS THRU POOLS N/A 31402QUH2 34830.450000 PA USD 36579.100000 0.0076322 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 3.604 N N N N N N FNMA PASS THRU POOLS N/A 31402QX48 20624.310000 PA USD 21596.550000 0.0045061 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.6 N N N N N N FNMA PASS THRU POOLS N/A 31402RBC2 11101.400000 PA USD 11221.640000 0.0023414 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 3.49 N N N N N N FNMA PASS THRU POOLS N/A 31402RPT0 55014.120000 PA USD 55659.000000 0.0116132 Long ABS-MBS USGSE US N 2 2034-10-01 Floating 2.655 N N N N N N FNMA PASS THRU POOLS N/A 31402RTV1 12268.930000 PA USD 12375.260000 0.0025821 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 3.672 N N N N N N FNMA PASS THRU POOLS N/A 31402RTX7 15036.310000 PA USD 15217.330000 0.0031751 Long ABS-MBS USGSE US N 2 2033-10-01 Floating 3.736 N N N N N N FNMA PASS THRU POOLS N/A 31402TAD7 831.320000 PA USD 837.860000 0.0001748 Long ABS-MBS USGSE US N 2 2033-08-01 Floating 3.19 N N N N N N FNMA PASS THRU POOLS N/A 31402TLV5 9831.850000 PA USD 9875.590000 0.0020605 Long ABS-MBS USGSE US N 2 2033-09-01 Floating 3.802 N N N N N N FNMA PASS THRU POOLS N/A 31402TQD0 76654.950000 PA USD 77193.080000 0.0161063 Long ABS-MBS USGSE US N 2 2033-09-01 Floating 3.625 N N N N N N FNMA PASS THRU POOLS N/A 31402W5X2 106252.380000 PA USD 106993.440000 0.0223242 Long ABS-MBS 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2043-11-01 Floating 3.885 N N N N N N FNMA PASS THRU POOLS N/A 31403GCN0 15065.760000 PA USD 15108.270000 0.0031523 Long ABS-MBS USGSE US N 2 2033-09-01 Floating 4.205 N N N N N N FNMA PASS THRU POOLS N/A 31403GDA7 148919.200000 PA USD 149945.010000 0.0312860 Long ABS-MBS USGSE US N 2 2033-10-01 Floating 4.075 N N N N N N FNMA PASS THRU POOLS N/A 31403GWC2 30634.690000 PA USD 31534.020000 0.0065796 Long ABS-MBS USGSE US N 2 2033-09-01 Floating 3.098 N N N N N N FNMA PASS THRU POOLS N/A 31403GZT2 18204.750000 PA USD 18269.870000 0.0038120 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31403H3P3 19749.920000 PA USD 19884.560000 0.0041489 Long ABS-MBS USGSE US N 2 2033-11-01 Floating 3.957 N N N N N N FNMA PASS THRU POOLS N/A 31403KDN0 95689.690000 PA USD 96562.950000 0.0201478 Long ABS-MBS USGSE US N 2 2033-11-01 Floating 2.741 N N N N N N FNMA PASS THRU POOLS N/A 31403NSL2 118248.050000 PA USD 123947.000000 0.0258615 Long ABS-MBS USGSE US N 2 2033-11-01 Floating 3.887 N N N N N N FNMA PASS THRU POOLS N/A 31404AUB8 101592.910000 PA USD 101948.090000 0.0212715 Long ABS-MBS USGSE US N 2 2033-08-01 Floating 3.369 N N N N N N FNMA PASS THRU POOLS N/A 31404CGB0 238799.330000 PA USD 241001.060000 0.0502848 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 3.393 N N N N N N FNMA PASS THRU POOLS N/A 31404ECQ7 142398.660000 PA USD 143712.630000 0.0299856 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 3.677 N N N N N N FNMA PASS THRU POOLS N/A 31404EQE9 12142.070000 PA USD 12190.190000 0.0025435 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 3.655 N N N N N N FNMA PASS THRU POOLS N/A 31404GV40 1647.320000 PA USD 1719.590000 0.0003588 Long ABS-MBS USGSE US N 2 2034-01-01 Floating 3.652 N N N N N N FNMA PASS THRU POOLS N/A 31404JS97 24038.510000 PA USD 24215.820000 0.0050526 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 3.63 N N N N N N FNMA PASS THRU POOLS N/A 31404J2J3 16271.600000 PA USD 16394.560000 0.0034207 Long ABS-MBS USGSE US N 2 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