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ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312932RY4 42638.980000 PA USD 47937.220000 0.0000685 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312933AQ7 1414914.340000 PA USD 1592204.390000 0.0022760 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312933BM5 24668.000000 PA USD 28022.370000 0.0000401 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312933G65 133893.170000 PA USD 150571.140000 0.0002152 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312933QN7 189580.740000 PA USD 212937.730000 0.0003044 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312933SZ8 34709.720000 PA USD 39039.170000 0.0000558 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312933W42 100576.910000 PA USD 112860.520000 0.0001613 Long ABS-MBS USGSE US N 2 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ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312945LP1 131708.550000 PA USD 146556.760000 0.0002095 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312945Q92 88287.400000 PA USD 97843.650000 0.0001399 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312945RN0 541089.680000 PA USD 605536.070000 0.0008656 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312945ZK7 3606.180000 PA USD 4050.290000 0.0000058 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312945ZL5 21919.280000 PA USD 24623.520000 0.0000352 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312946DE3 115675.700000 PA USD 127907.260000 0.0001828 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312946K39 292384.930000 PA USD 322298.390000 0.0004607 Long ABS-MBS USGSE US N 2 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2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EYP54 71703.010000 PA USD 77688.400000 0.0001111 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EYQC8 27077.450000 PA USD 29348.820000 0.0000420 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EYVS7 3535718.350000 PA USD 3834049.710000 0.0054807 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EYWK3 1561355.090000 PA USD 1689347.720000 0.0024149 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EY3R0 2686469.620000 PA USD 2905578.140000 0.0041535 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140EY4Z1 674219.070000 PA USD 729492.400000 0.0010428 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F0AB0 3106117.920000 PA USD 3356963.870000 0.0047987 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA 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ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F3L97 164324.740000 PA USD 179221.800000 0.0002562 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F3NG9 159299.170000 PA USD 171482.050000 0.0002451 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F3N46 2278482.320000 PA USD 2469881.620000 0.0035306 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F3VZ8 44712.350000 PA USD 48435.760000 0.0000692 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F3WE4 755698.370000 PA USD 817704.980000 0.0011689 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F3XV5 226821.220000 PA USD 247262.210000 0.0003535 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F36M5 2986395.850000 PA USD 3252007.660000 0.0046487 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 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ABS-MBS USGSE US N 2 2046-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FAUS9 2005953.930000 PA USD 2153994.190000 0.0030791 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FBC73 642178.100000 PA USD 691349.250000 0.0009883 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FBLN8 3003015.530000 PA USD 3246649.400000 0.0046410 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FBLR9 1600794.950000 PA USD 1724099.640000 0.0024646 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FCHQ4 2045716.830000 PA USD 2201430.820000 0.0031469 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FCP44 1928668.340000 PA USD 2073663.700000 0.0029643 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FDXY7 2514755.050000 PA USD 2703861.110000 0.0038651 Long ABS-MBS USGSE US N 2 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