NPORT-P false 0000810893 XXXXXXXX S000009684 C000026541 C000026544 C000026542 C000203300 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 2020-12-31 N 8120946427.280000 5896745434.160000 2224200993.120000 0.000000 0.000000 627486982.550000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 9700000.000000 0.000000 0.000000 6074960.800000 USD N N/A N/A 000000000 1.000000 NC USD 5896.500000 0.0002651 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 1412037.170000 USD 5896.500000 N N N N/A N/A 000000000 11000000.000000 NC USD 58378.100000 0.0026247 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 0.58500 08/10/21-5Y CME N/A N/A 2026-08-10 0.000000 USD 0.000000 USD N/A USD N/A 0.590000 USD 2021-08-06 XXXX 11628.100000 N N N N/A N/A 000000000 11000000.000000 NC USD 39864.000000 0.0017923 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Purchased BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.06750 02/10/21-10Y CME N/A N/A 2031-02-10 0.000000 USD 0.000000 USD N/A USD N/A 1.070000 USD 2021-02-08 XXXX 924.000000 N N N N/A N/A 000000000 12500000.000000 NC USD 7136.250000 0.0003208 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 1.38100 02/12/21-10Y CME N/A N/A 2031-02-12 0.000000 USD 0.000000 USD N/A USD N/A 1.380000 USD 2021-02-10 XXXX -13645.000000 N N N N/A N/A 000000000 18200000.000000 NC USD 7320.040000 0.0003291 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 1.41300 08/24/21-5Y CME N/A N/A 2026-08-24 0.000000 USD 0.000000 USD N/A USD N/A 1.410000 USD 2021-08-20 XXXX -2689.960000 N N N N/A N/A 000000000 92000000.000000 NC USD 36781.600000 0.0016537 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 1.42000 08/25/21-5Y CME N/A N/A 2026-08-25 0.000000 USD 0.000000 USD N/A USD N/A 1.420000 USD 2021-08-23 XXXX -27618.400000 N N N N/A N/A 000000000 91400000.000000 NC USD 36953.020000 0.0016614 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 1.44600 09/02/21-5Y CME N/A N/A 2026-09-02 0.000000 USD 0.000000 USD N/A USD N/A 1.450000 USD 2021-08-31 XXXX -27026.980000 N N N N/A N/A 000000000 85600000.000000 NC USD 33229.920000 0.0014940 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 1.46100 09/02/21-5Y CME N/A N/A 2026-09-02 0.000000 USD 0.000000 USD N/A USD N/A 1.460000 USD 2021-08-31 XXXX -25620.080000 N N N N/A N/A 000000000 3250000.000000 NC USD 1915.550000 0.0000861 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 -19209.450000 N N N N/A N/A 000000000 15050000.000000 NC USD 8870.470000 0.0003988 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 -84234.530000 N N N N/A N/A 000000000 80200000.000000 NC USD 50413.720000 0.0022666 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Purchased BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.47000 11/03/21-5Y CME N/A N/A 2026-11-03 0.000000 USD 0.000000 USD N/A USD N/A 1.470000 USD 2021-11-01 XXXX -5726.280000 N N N N/A N/A 000000000 80200000.000000 NC USD 50413.720000 0.0022666 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 1.47000 11/03/21-5Y CME N/A N/A 2026-11-03 0.000000 USD 0.000000 USD N/A USD N/A 1.470000 USD 2021-11-01 XXXX -5726.280000 N N N N/A N/A 000000000 84800000.000000 NC USD 47140.320000 0.0021194 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 1.52000 11/03/21-5Y CME N/A N/A 2026-11-03 0.000000 USD 0.000000 USD N/A USD N/A 1.520000 USD 2021-11-01 XXXX -18579.680000 N N N N/A N/A 000000000 8900000.000000 NC USD 5245.660000 0.0002358 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 -65064.340000 N N N N/A N/A 000000000 16700000.000000 NC USD 126824.810000 0.0057020 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Purchased BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US IRS USD R 1.36000 08/04/21-10Y CME N/A N/A 2031-08-04 0.000000 USD 0.000000 USD N/A USD N/A 1.360000 USD 2021-08-02 XXXX 25372.310000 N N N N/A N/A 000000000 1.000000 NC USD -31542.700000 -0.0014182 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Mtge Current Cpns Fnma 30 Year N/A N/A Y 2021-02-17 0.000000 USD 0.000000 USD 70000000.000000 USD -31542.700000 N N N N/A N/A 000000000 1.000000 NC USD -34738.400000 -0.0015618 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Mtge Current Cpns Fnma 30 Year N/A N/A Y 2021-03-04 0.000000 USD 0.000000 USD 40000000.000000 USD -34738.400000 N N N N/A N/A 000000000 1.000000 NC USD -129737.400000 -0.0058330 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Mtge Current Cpns Fnma 30 Year N/A N/A Y 2021-03-18 0.000000 USD 0.000000 USD 130000000.000000 USD -129737.400000 N N N N/A N/A 000000000 1.000000 NC USD -57638.900000 -0.0025914 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Mtge Current Cpns Fnma 30 Year N/A N/A Y 2021-03-18 0.000000 USD 0.000000 USD 55000000.000000 USD -57638.900000 N N N N/A N/A 000000000 1.000000 NC USD -30264.850000 -0.0013607 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Mtge Current Cpns Fnma 30 Year N/A N/A Y 2021-02-19 0.000000 USD 0.000000 USD 35000000.000000 USD -30264.850000 N N N N/A N/A 000000000 1.000000 NC USD -28184.450000 -0.0012672 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Mtge Current Cpns Fnma 30 Year N/A N/A Y 2021-02-08 0.000000 USD 0.000000 USD 35000000.000000 USD -28184.450000 N N N N/A N/A 000000000 1.000000 NC USD -85223.000000 -0.0038316 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Mtge Current Cpns Fnma 30 Year N/A N/A Y 2021-02-05 0.000000 USD 0.000000 USD 100000000.000000 USD -85223.000000 N N N N/A N/A 000000000 1.000000 NC USD -112562.650000 -0.0050608 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Mtge Current Cpns Fnma 30 Year N/A N/A Y 2021-03-16 0.000000 USD 0.000000 USD 95000000.000000 USD -112562.650000 N N N N/A N/A 000000000 1.000000 NC USD -134436.900000 -0.0060443 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Mtge Current Cpns Fnma 30 Year N/A N/A Y 2021-02-18 0.000000 USD 0.000000 USD 130000000.000000 USD -134436.900000 N N N N/A N/A 000000000 1.000000 NC USD -6996.100000 -0.0003145 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2023-06-16 0.000000 USD -4423.000000 USD 8600000.000000 USD -2573.100000 N N N N/A N/A 000000000 1.000000 NC USD 2477.660000 0.0001114 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2026-06-16 14309.000000 USD 0.000000 USD 8600000.000000 USD -11831.340000 N N N N/A N/A 000000000 1.000000 NC USD 1373625.900000 0.0617582 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2028-06-16 1495540.000000 USD 0.000000 USD 85500000.000000 USD -121914.100000 N N N N/A N/A 000000000 1.000000 NC USD 151342.620000 0.0068044 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2031-06-16 160121.210000 USD 0.000000 USD 6200000.000000 USD -8778.590000 N N N N/A N/A 000000000 1.000000 NC USD 2456300.880000 0.1104352 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2031-06-16 2651621.000000 USD 0.000000 USD 104600000.000000 USD -195320.120000 N N N N/A N/A 000000000 -19500000.000000 NC USD -0.200000 0.0000000 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 101.670000 USD 2021-01-07 XXXX 65507.610000 N N N N/A N/A 000000000 81000000.000000 NC USD 0.810000 0.0000000 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Purchased UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 57.500000 USD 2021-01-07 XXXX -3163.250000 N N N N/A N/A 000000000 -10000000.000000 NC USD -13785.000000 -0.0006198 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% MAR 30YR N/A 104.140000 USD 2021-03-04 XXXX 277.500000 N N N N/A N/A 000000000 -4000000.000000 NC USD -10731.200000 -0.0004825 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 102.750000 USD 2021-02-04 XXXX 1612.550000 N N N N/A N/A 000000000 -21000000.000000 NC USD -47439.000000 -0.0021329 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 102.270000 USD 2021-02-04 XXXX 3420.380000 N N N N/A N/A 000000000 -4000000.000000 NC USD -19362.800000 -0.0008706 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 103.750000 USD 2021-02-04 XXXX -9831.550000 N N N N/A N/A 000000000 11000000.000000 NC USD 0.110000 0.0000000 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Purchased UMBS PASS THRU POOLS FNMA TBA 2.5% JAN 30YR N/A 60.000000 USD 2021-01-07 XXXX -429.580000 N N N N/A N/A 000000000 -19000000.000000 NC USD -18416.700000 -0.0008280 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% MAR 30YR N/A 102.130000 USD 2021-03-04 XXXX 40958.300000 N N N N/A N/A 000000000 -12500000.000000 NC USD -12302.500000 -0.0005531 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% MAR 30YR N/A 102.140000 USD 2021-03-04 XXXX 20900.630000 N N N N/A N/A 000000000 40000000.000000 NC USD 0.400000 0.0000000 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Purchased UMBS PASS THRU POOLS FNMA TBA 2.5% FEB 30YR N/A 120.000000 USD 2021-02-04 XXXX -1562.100000 N N N N/A N/A 000000000 -30000000.000000 NC USD -29526.000000 -0.0013275 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% MAR 30YR N/A 102.140000 USD 2021-03-04 XXXX 64224.000000 N N N N/A N/A 000000000 -24500000.000000 NC USD -97010.200000 -0.0043616 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 1.5% FEB 30YR N/A 98.410000 USD 2021-02-04 XXXX -20447.700000 N N N N/A N/A 000000000 -9500000.000000 NC USD -37376.800000 -0.0016805 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 1.5% FEB 30YR N/A 98.370000 USD 2021-02-04 XXXX -10286.950000 N N N N/A N/A 000000000 -12500000.000000 NC USD -0.130000 0.0000000 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 101.560000 USD 2021-01-07 XXXX 42480.340000 N N N N/A N/A 000000000 -12500000.000000 NC USD -52020.000000 -0.0023388 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 1.5% FEB 30YR N/A 98.700000 USD 2021-02-04 XXXX -20770.000000 N N N N/A N/A 000000000 -10000000.000000 NC USD -9842.000000 -0.0004425 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% MAR 30YR N/A 102.140000 USD 2021-03-04 XXXX 21408.000000 N N N N/A N/A 000000000 -18500000.000000 NC USD -91795.150000 -0.0041271 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 1.5% FEB 30YR N/A 99.690000 USD 2021-02-04 XXXX 18771.250000 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% JAN 30YR N/A 72.000000 USD 2021-01-07 XXXX -3124.200000 N N N N/A N/A 000000000 -21000000.000000 NC USD -46216.800000 -0.0020779 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 102.190000 USD 2021-02-04 XXXX 6283.200000 N N N N/A N/A 000000000 -12500000.000000 NC USD -17231.250000 -0.0007747 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 2.0% MAR 30YR N/A 104.140000 USD 2021-03-04 XXXX -3559.370000 N N N N/A N/A 000000000 40000000.000000 NC USD 0.400000 0.0000000 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Call Purchased UMBS PASS THRU POOLS FNMA TBA 4.0% JAN 30YR N/A 119.500000 USD 2021-01-07 XXXX -1562.100000 N N N N/A N/A 000000000 131000000.000000 NC USD 1.310000 0.0000001 N/A DIR US N 2 FIRST UNION NATIONAL BANK CHARLOTTE N/A Put Purchased UMBS PASS THRU POOLS FNMA TBA 2.0% FEB 30YR N/A 57.500000 USD 2021-02-04 XXXX -5115.880000 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% FEB 30YR N/A 71.000000 USD 2021-02-04 XXXX -3124.200000 N N N N/A N/A 000000000 10000000.000000 NC USD 0.100000 0.0000000 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Purchased UMBS PASS THRU POOLS FNMA TBA 2.0% JAN 30YR N/A 65.000000 USD 2021-01-07 XXXX -390.530000 N N N N/A N/A 000000000 -889.000000 NC USD -104553.030000 -0.0047007 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2021-03-22 -122751453.130000 USD -104553.030000 N N N BANCO LA HIPOTECARIA SA 2016-1A N/A 50346VAA7 2480605.520000 PA USD 2700182.820000 0.1214001 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 1211427.350000 PA USD 994048.950000 0.0446924 Long ABS-MBS CORP US N 2 2036-01-26 Floating 2.98405 Y N N N N N BENEFIT STREET PARTNERS CLO IV LTD 2014-IVA N/A 08180FAW1 3700000.000000 PA USD 3704617.900000 0.1665595 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 1.46838 N N N N N N BX TRUST 2018-IND N/A 056059AA6 4141686.290000 PA USD 4149735.660000 0.1865720 Long ABS-MBS CORP US N 2 2035-11-15 Floating 0.909 N N N N N N CENTEX HOME EQUITY 2002-A N/A 152314EQ9 10361.550000 PA USD 10120.270000 0.0004550 Long ABS-MBS CORP US N 2 2032-01-25 Floating 0.448 N N N N N N CIT GROUP HOME EQUITY LOAN TRUS 2002-2 N/A 12558MBB7 3577.440000 PA USD 3577.440000 0.0001608 Long ABS-MBS CORP US N 2 2033-06-25 Floating 0.688 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A N/A 22540VK43 9254.530000 PA USD 8685.150000 0.0003905 Long ABS-MBS CORP US N 2 2032-03-25 Floating 0.797943 N N N N N N CREDIT SUISSE MORTGAGE TRUST 2013-MH1 N/A 12647RAA2 1640102.080000 PA USD 1858571.060000 0.0835613 Long ABS-MBS CORP US N 2 2053-05-27 Variable 4.78782 N N N N N N DRYDEN XXV SENIOR LOAN FUND 2012-25A N/A 26250JAS9 1851113.360000 PA USD 1846458.610000 0.0830167 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 1.13688 N N N N N N FANNIE MAE 2001-72 N/A 31392BHU3 756104.840000 PA USD 810266.440000 0.0364296 Long ABS-MBS USGSE US N 2 2040-12-25 Floating 3.85564 N N N N N N FANNIE MAE 2002-14 N/A 31392CAZ7 769603.270000 PA USD 807092.340000 0.0362868 Long ABS-MBS USGSE US N 2 2040-10-25 Variable 3.42528 N N N N N N FANNIE MAE 2002-33 N/A 31392DGW6 3216825.390000 PA USD 3428542.680000 0.1541472 Long ABS-MBS USGSE US N 2 2031-11-25 Floating 4.02732 N N N N N N FANNIE MAE 2002-T2 N/A 31392BYX8 121819.870000 PA USD 123665.370000 0.0055600 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 1.8771 N N N N N N FANNIE MAE 2003-7 N/A 31392H2L6 972390.060000 PA USD 997595.380000 0.0448519 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 3.67017 N N N N N N FANNIE MAE 2007-96 N/A 31396XXB5 1310076.920000 PA USD 1340674.420000 0.0602767 Long ABS-MBS USGSE US N 2 2037-10-25 Floating 0.848 N N N N N N FANNIE MAE 2020-54 N/A 3136BBGN6 6562902.570000 PA USD 6612657.250000 0.2973048 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 0.59913 N N N N N N FANNIE MAE INTEREST STRIP 386 N/A 3136FFSR1 84115.830000 PA USD 18762.640000 0.0008436 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 136422.820000 PA USD 16686.230000 0.0007502 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 166.500000 PA USD 1.030000 0.0000000 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 5733813.980000 PA USD 863808.820000 0.0388368 Long ABS-MBS USGSE US N 2 2040-11-25 Floating 4.84525 N N N N N N FANNIE MAE REMICS 2012-111 N/A 3136A9HB7 411730.230000 PA USD 410306.380000 0.0184474 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 3.54334 N N N N N N FANNIE MAE REMICS 2012-70 N/A 3136A7FB3 36781820.790000 PA USD 37061358.950000 1.6662774 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 0.598 N N N N N N FANNIE MAE REMICS 2012-77 N/A 3136A6H98 469932.220000 PA USD 22444.340000 0.0010091 Long ABS-MBS USGSE US N 2 2052-07-25 Floating 2.14659 N N N N N N FANNIE MAE REMICS 2013-127 N/A 3136AHAV2 1865249.590000 PA USD 80829.100000 0.0036341 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 1514817.870000 PA USD 1521207.370000 0.0683934 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 1047905.120000 PA USD 111724.710000 0.0050231 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 982706.900000 PA USD 154464.030000 0.0069447 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 6.002 N N N N N N FANNIE MAE REMICS 2013-74 N/A 3136AE5N3 438712.880000 PA USD 434576.520000 0.0195385 Long ABS-MBS USGSE US N 2 2043-07-25 Floating 5.2224 N N N N N N FANNIE MAE REMICS 2014-42 N/A 3136AKPR8 498089.830000 PA USD 26400.800000 0.0011870 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 2.33764 N N N N N N FANNIE MAE REMICS 2014-43 N/A 3136AKKU6 594120.090000 PA USD 32248.780000 0.0014499 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 2.32567 N N N N N N FANNIE MAE REMICS 2014-45 N/A 3136AKUC5 349662.630000 PA USD 20365.930000 0.0009157 Long ABS-MBS USGSE US N 2 2044-08-25 Floating 2.69005 N N N N N N FANNIE MAE REMICS 2014-46 N/A 3136AKUR2 1987102.790000 PA USD 69859.980000 0.0031409 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 645324.520000 PA USD 44930.010000 0.0020201 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 2.31662 N N N N N N FANNIE MAE REMICS 2014-73 N/A 3136ALMD0 3885206.680000 PA USD 716805.480000 0.0322275 Long ABS-MBS USGSE US N 2 2044-11-25 Floating 6.052 N N N N N N FANNIE MAE REMICS 2014-84 N/A 3136AL2X8 660158.720000 PA USD 5498.130000 0.0002472 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 414287.740000 PA USD 20643.050000 0.0009281 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 2.3379 N N N N N N FANNIE MAE REMICS 2015-10 N/A 3136AMZT9 393336.320000 PA USD 21061.820000 0.0009469 Long ABS-MBS USGSE US N 2 2045-03-25 Floating 2.39706 N N N N N N FANNIE MAE REMICS 2015-19 N/A 3136ANJM0 753723.970000 PA USD 41442.010000 0.0018632 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 2.31612 N N N N N N FANNIE MAE REMICS 2015-47 N/A 3136APDE9 128216.830000 PA USD 10652.790000 0.0004789 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 1814281.060000 PA USD 120398.590000 0.0054131 Long ABS-MBS USGSE US N 2 2045-07-25 Floating 2.43923 N N N N N N FANNIE MAE REMICS 2015-58 N/A 3136APU75 450182.650000 PA USD 27880.710000 0.0012535 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 2.31579 N N N N N N FANNIE MAE REMICS 2015-64 N/A 3136AP3C4 459173.580000 PA USD 35163.150000 0.0015809 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 2.59436 N N N N N N FANNIE MAE REMICS 2015-73 N/A 3136AP7M8 517544.810000 PA USD 602155.930000 0.0270729 Long ABS-MBS USGSE US N 2 2045-10-25 Floating 8.97225 N N N N N N FANNIE MAE REMICS 2016-17 N/A 3136ARWA2 410598.130000 PA USD 22162.900000 0.0009964 Long ABS-MBS USGSE US N 2 2046-04-25 Floating 2.05686 N N N N N N FANNIE MAE REMICS 2016-63 N/A 3136ATXU3 633911.780000 PA USD 27589.810000 0.0012404 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 159016.040000 PA USD 18126.940000 0.0008150 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 141950.930000 PA USD 7452.610000 0.0003351 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 1.99263 N N N N N N FANNIE MAE REMICS 2018-28 N/A 3136B1P32 387437.450000 PA USD 399776.020000 0.0179739 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 8269736.320000 PA USD 1157501.760000 0.0520412 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 6.052 N N N N N N FANNIE MAE REMICS 2018-39 N/A 3136B2CB6 22541144.230000 PA USD 22596933.560000 1.0159574 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 0.44913 N N N N N N FANNIE MAE REMICS 2018-64 N/A 3136B22X9 1374449.680000 PA USD 1447548.690000 0.0650817 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 13581320.050000 PA USD 13632977.960000 0.6129382 Long ABS-MBS USGSE US N 2 2048-10-25 Floating 0.448 N N N N N N FANNIE MAE REMICS 2018-85 N/A 3136B3QC7 4412157.340000 PA USD 4433473.350000 0.1993288 Long ABS-MBS USGSE US N 2 2048-12-25 Floating 0.448 N N N N N N FANNIE MAE REMICS 2018-85 N/A 3136B3QF0 1232461.440000 PA USD 100609.150000 0.0045234 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 1056670.400000 PA USD 1062796.760000 0.0477833 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 0.598 N N N N N N FANNIE MAE REMICS 2019-42 N/A 3136B5VK8 5506268.600000 PA USD 1251661.300000 0.0562746 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 5.902 N N N N N N FANNIE MAE REMICS 2019-62 N/A 3136B62S1 570886.800000 PA USD 100133.090000 0.0045020 Long ABS-MBS USGSE US N 2 2049-11-25 Floating 5.852 N N N N N N FANNIE MAE REMICS 2019-66 N/A 3136B6ZQ9 11327978.750000 PA USD 11399279.310000 0.5125112 Long ABS-MBS USGSE US N 2 2059-11-25 Floating 0.598 N N N N N N FANNIE MAE REMICS 2020-28 N/A 3136B9RE9 6877472.650000 PA USD 570848.110000 0.0256653 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 7.80003 N N N N N N FANNIE MAE-2020-29 N/A 3136B9TM9 60774211.500000 PA USD 61097433.070000 2.7469385 Long ABS-MBS USGSE US N 2 2050-05-25 Floating 0.94913 N N N N N N FANNIE MAE-ACES 2013-M5 N/A 3136ADZZ5 976279.720000 PA USD 8962.250000 0.0004029 Long ABS-MBS USGSE US N 2 2022-01-25 Variable 2.30612 N N N N N N FANNIE MAE-ACES 2020-M33 N/A 3136BBAR3 600000.000000 PA USD 88780.680000 0.0039916 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 2.35816 N N N N N N FANNIEMAE WHOLE LOAN 2002-W1 N/A 31392CMV3 553132.580000 PA USD 579278.710000 0.0260444 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 3.65611 N N N N N N FANNIEMAE WHOLE LOAN 2002-W6 N/A 31392DG63 2115874.660000 PA USD 2224915.840000 0.1000321 Long ABS-MBS USGSE US N 2 2042-01-25 Variable 4.14322 N N N N N N FANNIEMAE WHOLE LOAN 2002-W8 N/A 31392DR38 1213879.180000 PA USD 1205521.010000 0.0542002 Long ABS-MBS USGSE US N 2 2042-03-25 Variable 4.00195 N N N N N N FANNIEMAE WHOLE LOAN-2002-W4 N/A 31392DUC4 1566151.330000 PA USD 1656702.750000 0.0744853 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 3.894 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K014 N/A 3137ADTK3 15682822.570000 PA USD 18314.400000 0.0008234 Long ABS-MBS USGSE US N 2 2021-04-25 Variable 1.17813 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K026 N/A 3137B1BT8 6938998.810000 PA USD 96800.420000 0.0043521 Long ABS-MBS USGSE US N 2 2022-11-25 Variable 0.957481 N N N N N N FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KP05 N/A 3137FKK47 1186113.480000 PA USD 1212477.940000 0.0545130 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 490816.770000 PA USD 516570.660000 0.0232250 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 2.349 N N N N N N FHLMC PASS THRU POOLS N/A 31349TD40 950053.700000 PA USD 1001157.410000 0.0450120 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 2.484 N N N N N N FHLMC PASS THRU POOLS N/A 31295MX47 5914.600000 PA USD 5920.260000 0.0002662 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 1313991.420000 PA USD 1376895.200000 0.0619052 Long ABS-MBS USGSE US N 2 2041-11-01 Floating 2.596 N N N N N N FHLMC PASS THRU POOLS N/A 31288QE55 3345054.950000 PA USD 3472578.510000 0.1561270 Long ABS-MBS USGSE US N 2 2050-01-01 Floating 3.481 N N N N N N FHLMC PASS THRU POOLS N/A 31300LYH2 1614853.890000 PA USD 1699482.860000 0.0764087 Long ABS-MBS USGSE US N 2 2039-10-01 Floating 3.149 N N N N N N FHLMC PASS THRU POOLS N/A 312946PQ3 49531.850000 PA USD 56127.130000 0.0025235 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 18656.760000 PA USD 21912.510000 0.0009852 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 748580.200000 PA USD 804365.640000 0.0361643 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 31335ALZ9 7427788.740000 PA USD 8229568.250000 0.3700011 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 613785.730000 PA USD 657542.110000 0.0295631 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132XCSK2 3681449.090000 PA USD 4175605.550000 0.1877351 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 8009.470000 PA USD 9253.390000 0.0004160 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 31281AEL2 7689.270000 PA USD 8292.710000 0.0003728 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 4225.520000 PA USD 4415.040000 0.0001985 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 15800.960000 PA USD 17251.660000 0.0007756 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 8287.770000 PA USD 8796.920000 0.0003955 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 4136.130000 PA USD 4350.140000 0.0001956 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 35085.820000 PA USD 37952.170000 0.0017063 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 32429.670000 PA USD 35719.100000 0.0016059 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 19939.120000 PA USD 23315.400000 0.0010483 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 1788.180000 PA USD 1928.370000 0.0000867 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 60793.880000 PA USD 64403.870000 0.0028956 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 6626.300000 PA USD 7163.920000 0.0003221 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 52680.400000 PA USD 56883.230000 0.0025575 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 4343.110000 PA USD 4846.240000 0.0002179 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 5909.250000 PA USD 6645.610000 0.0002988 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 14354.670000 PA USD 15775.130000 0.0007092 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 4400.510000 PA USD 4841.270000 0.0002177 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 2723752.030000 PA USD 2995771.020000 0.1346898 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 477083.710000 PA USD 507578.160000 0.0228207 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 965117.860000 PA USD 1023622.480000 0.0460220 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 1321717.260000 PA USD 1415637.810000 0.0636470 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 87730.120000 PA USD 93904.480000 0.0042219 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 63687.800000 PA USD 68249.500000 0.0030685 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 140380.960000 PA USD 150347.220000 0.0067596 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 312619.670000 PA USD 342469.340000 0.0153974 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 270167.590000 PA USD 295964.750000 0.0133066 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 1809688.110000 PA USD 2003571.740000 0.0900805 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 796951.330000 PA USD 876066.600000 0.0393879 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 4245116.110000 PA USD 4587426.910000 0.2062506 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 152507.380000 PA USD 161220.000000 0.0072484 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 974085.520000 PA USD 1052880.790000 0.0473375 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 862744.170000 PA USD 923187.940000 0.0415065 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 209301.190000 PA USD 223374.380000 0.0100429 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3133L7RQ2 277534.420000 PA USD 294346.720000 0.0132338 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 11778633.780000 PA USD 12924692.490000 0.5810937 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 2463143.960000 PA USD 2703758.150000 0.1215609 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 139782.030000 PA USD 149948.240000 0.0067417 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 31242976.850000 PA USD 33508921.860000 1.5065600 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3128S3JQ3 657242.910000 PA USD 690966.350000 0.0310658 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 38750.380000 PA USD 42027.800000 0.0018896 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 2086040.650000 PA USD 2238876.940000 0.1006598 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 3188018.380000 PA USD 3500455.590000 0.1573804 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 82740.670000 PA USD 88314.670000 0.0039706 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 2521663.480000 0.1133739 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 164645.030000 PA USD 172154.760000 0.0077401 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 31329PBB8 9474292.170000 PA USD 10149884.900000 0.4563385 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 31329QHD6 10873919.950000 PA USD 11689339.220000 0.5255523 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3131XDKG9 850822.790000 PA USD 893634.870000 0.0401778 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 259912.410000 PA USD 279604.260000 0.0125710 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 258959.030000 PA USD 278444.000000 0.0125188 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132A8ZC6 590849.410000 PA USD 628421.150000 0.0282538 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 1701267.410000 PA USD 1777729.890000 0.0799267 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 969587.720000 PA USD 1017913.170000 0.0457653 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 2186857.950000 PA USD 2284398.900000 0.1027065 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 3132AC2W9 26423346.750000 PA USD 28473045.390000 1.2801471 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FHLMC STRUCTURED PASS THROUGH SECURITIES T-48 N/A 31392UZ80 1000139.930000 PA USD 1050987.640000 0.0472524 Long ABS-MBS USGSE US N 2 2033-07-25 Variable 3.80964 N N N N N N FIGUEROA CLO LTD 2014-1A N/A 31683YAJ3 1619734.180000 PA USD 1622160.490000 0.0729323 Long ABS-CBDO CORP KY N 2 2027-01-15 Floating 1.13688 N N N N N N FNMA PASS THRU POOLS N/A 31371M7M3 28354.820000 PA USD 31836.470000 0.0014314 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 12541.110000 PA USD 13867.470000 0.0006235 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 1699.550000 PA USD 1851.260000 0.0000832 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 34466.950000 PA USD 36857.290000 0.0016571 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 13756.840000 PA USD 14424.690000 0.0006485 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 9685.220000 PA USD 10174.560000 0.0004574 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 12304.060000 PA USD 12376.480000 0.0005564 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 77650.800000 PA USD 83648.940000 0.0037609 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 32126.500000 PA USD 33660.120000 0.0015134 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 19016.980000 PA USD 21303.200000 0.0009578 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 20378.530000 PA USD 20506.980000 0.0009220 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 31408ABA7 2326.340000 PA USD 2437.990000 0.0001096 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 5857.360000 PA USD 6070.470000 0.0002729 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 15617.070000 PA USD 17153.840000 0.0007712 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 2189612.750000 PA USD 2434534.690000 0.1094566 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 114254.980000 PA USD 123540.060000 0.0055544 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 13552.900000 PA USD 14530.530000 0.0006533 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 5468.160000 PA USD 6194.230000 0.0002785 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 1203.230000 PA USD 1205.760000 0.0000542 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 18185.330000 PA USD 19250.920000 0.0008655 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 30989.440000 PA USD 36785.520000 0.0016539 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 1148757.980000 PA USD 1365492.170000 0.0613925 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 8246.870000 PA USD 8686.040000 0.0003905 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 119189.420000 PA USD 129578.620000 0.0058259 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 275056.920000 PA USD 297102.770000 0.0133577 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 1586.310000 PA USD 1845.090000 0.0000830 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 16102.570000 PA USD 19127.390000 0.0008600 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 20489.880000 PA USD 24372.210000 0.0010958 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 10203.620000 PA USD 12153.580000 0.0005464 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 60470.690000 PA USD 71731.890000 0.0032251 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 5339.560000 PA USD 6014.770000 0.0002704 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413HYF9 3045.670000 PA USD 3425.710000 0.0001540 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 2530.580000 PA USD 2845.080000 0.0001279 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 58279.520000 PA USD 60180.810000 0.0027057 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 92462.830000 PA USD 99471.860000 0.0044723 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 4478.040000 PA USD 4489.960000 0.0002019 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31417EK75 163601.950000 PA USD 173322.820000 0.0077926 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 578614.360000 PA USD 613099.790000 0.0275649 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 33421.840000 PA USD 36134.820000 0.0016246 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 342982.930000 PA USD 363905.750000 0.0163612 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 4012.560000 PA USD 4290.760000 0.0001929 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 163480.030000 PA USD 192261.800000 0.0086441 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 96962.510000 PA USD 104451.000000 0.0046961 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 2649217.930000 PA USD 2896144.650000 0.1302106 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 23760.180000 PA USD 28410.310000 0.0012773 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 1202535.050000 PA USD 1350384.610000 0.0607132 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 14071.170000 PA USD 15074.020000 0.0006777 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 280506.860000 PA USD 293748.990000 0.0132069 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 131157.750000 PA USD 140633.080000 0.0063229 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 225136.700000 PA USD 237782.870000 0.0106907 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 3.438 N N N N N N FNMA PASS THRU POOLS N/A 3138ELXR9 719448.320000 PA USD 850570.940000 0.0382416 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 41161.430000 PA USD 44483.270000 0.0020000 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 1564458.480000 PA USD 1647938.550000 0.0740913 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 2.766 N N N N N N FNMA PASS THRU POOLS N/A 3138EPEV2 6119.790000 PA USD 6432.720000 0.0002892 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 2741273.450000 PA USD 3049397.220000 0.1371008 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 2777137.390000 PA USD 2926891.250000 0.1315929 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 2.632 N N N N N N FNMA PASS THRU POOLS N/A 3138EP6V1 467130.110000 PA USD 492434.140000 0.0221398 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 2.905 N N N N N N FNMA PASS THRU POOLS N/A 3138EQCH3 592072.720000 PA USD 622618.170000 0.0279929 Long ABS-MBS USGSE US N 2 2041-09-01 Floating 3.051 N N N N N N FNMA PASS THRU POOLS N/A 3138EQ7E6 641073.100000 PA USD 719727.210000 0.0323589 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 2764475.030000 PA USD 3103935.700000 0.1395528 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 935780.410000 PA USD 1006188.090000 0.0452382 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 207732.770000 PA USD 240156.120000 0.0107974 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 6883343.830000 0.3094749 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 1784238.440000 PA USD 1983886.090000 0.0891955 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 8374.070000 PA USD 8814.110000 0.0003963 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 357880.760000 PA USD 375857.240000 0.0168985 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 16537.180000 PA USD 17879.290000 0.0008039 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 314466.040000 PA USD 341427.680000 0.0153506 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 1135725.950000 PA USD 1217323.560000 0.0547308 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 553892.500000 PA USD 593865.300000 0.0267002 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 3230887.030000 PA USD 3516003.540000 0.1580794 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 14871048.700000 PA USD 16320345.710000 0.7337622 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 467499.560000 PA USD 498474.340000 0.0224114 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 39999.110000 PA USD 43246.170000 0.0019443 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 142824.860000 PA USD 154220.030000 0.0069337 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 415957.550000 PA USD 449816.960000 0.0202238 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 658850.040000 PA USD 691642.170000 0.0310962 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 185107.290000 PA USD 193518.790000 0.0087006 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 38827.150000 PA USD 41081.290000 0.0018470 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 123236.800000 PA USD 129389.720000 0.0058174 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 5131805.330000 PA USD 5634400.080000 0.2533224 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 43821.630000 PA USD 48784.180000 0.0021933 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 44479.640000 PA USD 46786.310000 0.0021035 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 122881.300000 PA USD 130235.700000 0.0058554 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 1058242.870000 PA USD 1144450.920000 0.0514545 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 535116.850000 PA USD 571524.010000 0.0256957 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 21936.210000 PA USD 23562.530000 0.0010594 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 59400.130000 PA USD 64029.260000 0.0028788 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 1781337.730000 PA USD 1923934.870000 0.0865000 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 145899.900000 PA USD 158689.420000 0.0071347 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 31624.950000 PA USD 34605.640000 0.0015559 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 385523.980000 PA USD 419021.500000 0.0188392 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 15162.250000 PA USD 16590.620000 0.0007459 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 181599.310000 PA USD 195840.540000 0.0088050 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 5743933.120000 PA USD 6353276.770000 0.2856431 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 1698550.000000 PA USD 1847422.910000 0.0830601 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 5436434.140000 PA USD 6013146.840000 0.2703509 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 2169123.600000 PA USD 2358612.860000 0.1060432 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 8913021.140000 PA USD 9857287.370000 0.4431833 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 224331.990000 PA USD 245854.550000 0.0110536 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 458041.520000 PA USD 491868.820000 0.0221144 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 40383.540000 PA USD 43974.540000 0.0019771 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 212252.680000 PA USD 230846.370000 0.0103788 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 10827.990000 PA USD 11649.160000 0.0005237 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 140026.350000 PA USD 152292.840000 0.0068471 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 382176.110000 PA USD 407884.580000 0.0183385 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 285398.250000 PA USD 306058.630000 0.0137604 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 272529.080000 PA USD 292723.940000 0.0131609 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 587596.620000 PA USD 637043.400000 0.0286414 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 1799655.760000 PA USD 1926249.790000 0.0866041 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 3188933.320000 PA USD 3487011.970000 0.1567759 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 98321.160000 PA USD 105476.390000 0.0047422 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 748056.090000 PA USD 821043.200000 0.0369141 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 1065369.780000 PA USD 1122219.080000 0.0504549 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 577693.970000 PA USD 637708.500000 0.0286714 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 72399.010000 PA USD 77513.330000 0.0034850 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 175787.190000 PA USD 188208.700000 0.0084619 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 21673.510000 PA USD 23198.890000 0.0010430 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 88977.620000 PA USD 96603.290000 0.0043433 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 2495025.810000 PA USD 2710118.640000 0.1218468 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 141129.420000 PA USD 150915.230000 0.0067851 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 101094.890000 PA USD 108479.390000 0.0048772 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 220510.800000 PA USD 236029.960000 0.0106119 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HDSY1 2989781.570000 PA USD 3138017.390000 0.1410852 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140HFFC8 291232.860000 PA USD 317107.420000 0.0142571 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 252330.260000 PA USD 270078.730000 0.0121427 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 57501.190000 PA USD 61497.510000 0.0027649 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 470018.570000 PA USD 514211.930000 0.0231190 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 1078567.280000 0.0484923 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 3140HSRE3 3776000.000000 PA USD 4425989.920000 0.1989924 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 801217.460000 PA USD 937575.330000 0.0421534 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 3140HYHG6 1981387.760000 PA USD 2208029.730000 0.0992729 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 1885437.540000 PA USD 2076655.010000 0.0933663 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 45955.910000 PA USD 49387.680000 0.0022205 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 504623.450000 PA USD 542057.760000 0.0243709 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 346831.990000 PA USD 391548.200000 0.0176040 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 1472931.490000 PA USD 1664062.630000 0.0748162 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 12600019.100000 PA USD 13733794.520000 0.6174709 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 318327.780000 PA USD 360215.400000 0.0161953 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 450901.360000 PA USD 488782.450000 0.0219756 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 763578.260000 PA USD 828307.080000 0.0372407 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 1117392.260000 PA USD 1218225.070000 0.0547714 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 11521891.660000 PA USD 12030341.790000 0.5408838 Long ABS-MBS USGSE US N 2 2048-01-01 Floating 3.109 N N N N N N FNMA PASS THRU POOLS N/A 3140JA2W7 4194556.170000 PA USD 4368251.230000 0.1963964 Long ABS-MBS USGSE US N 2 2049-08-01 Floating 3.519 N N N N N N FNMA PASS THRU POOLS N/A 3140JHBA0 1222914.490000 PA USD 1339431.240000 0.0602208 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 760271.640000 PA USD 826994.490000 0.0371816 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 3140JLYX6 217715.690000 PA USD 239226.070000 0.0107556 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 75186.900000 PA USD 83211.910000 0.0037412 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 51460.820000 PA USD 56998.340000 0.0025626 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140JNRD4 68087.810000 PA USD 75364.090000 0.0033884 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 221035.770000 PA USD 235929.930000 0.0106074 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 108265.000000 PA USD 116172.350000 0.0052231 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 408482.050000 PA USD 437834.200000 0.0196850 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 536444.160000 PA USD 582111.470000 0.0261717 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 314881.950000 PA USD 336346.970000 0.0151221 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 5268091.060000 PA USD 5649444.540000 0.2539988 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 1186149.270000 PA USD 1256258.010000 0.0564813 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140Q8N84 407826.760000 PA USD 436634.410000 0.0196311 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 2515552.000000 PA USD 2761008.800000 0.1241349 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 2935383.820000 PA USD 3219975.890000 0.1447700 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 1986405.100000 PA USD 2159007.770000 0.0970689 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 812532.300000 PA USD 868546.030000 0.0390498 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 229616.750000 PA USD 247454.260000 0.0111255 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140Q9UC5 5612961.820000 PA USD 5999911.890000 0.2697558 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 5452775.500000 PA USD 5941453.460000 0.2671275 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 643025.640000 PA USD 718317.870000 0.0322955 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 3140QBDY1 12963181.500000 PA USD 14093008.840000 0.6336212 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QC6C5 365694.000000 PA USD 400943.050000 0.0180264 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QGEG8 13543853.000000 PA USD 14772719.020000 0.6641809 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X3CN6 11020132.040000 PA USD 11753437.850000 0.5284342 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X4TR7 407922.950000 PA USD 429523.090000 0.0193113 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X4VG8 825511.370000 PA USD 896311.170000 0.0402981 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 1253703.260000 PA USD 1351643.240000 0.0607698 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X42H8 111748.940000 PA USD 117563.500000 0.0052857 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X5HT3 60027.470000 PA USD 64161.140000 0.0028847 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X5H48 6608931.300000 PA USD 6938898.850000 0.3119727 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X5VM2 14514463.810000 PA USD 15703412.340000 0.7060249 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X5V26 2211980.920000 PA USD 2322454.920000 0.1044175 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 369739.690000 PA USD 393637.510000 0.0176979 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X6S77 15567937.940000 PA USD 16541289.630000 0.7436958 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 10748009.840000 PA USD 11495725.130000 0.5168474 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 20134396.180000 PA USD 21365918.940000 0.9606110 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 1961566.120000 PA USD 2078168.180000 0.0934344 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 3140X6ZD6 748743.400000 PA USD 809009.840000 0.0363731 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 3140X63B5 2981005.750000 PA USD 3248628.490000 0.1460582 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 3140X7JP5 28729334.510000 PA USD 30113336.870000 1.3538946 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X7SQ3 1665504.060000 PA USD 1778614.190000 0.0799664 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X7ST7 8099534.850000 PA USD 8623041.560000 0.3876917 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140X75T2 30659158.970000 PA USD 32132171.820000 1.4446613 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X8H26 15916375.270000 PA USD 16688418.470000 0.7503107 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X8ML8 24900817.750000 PA USD 26478790.290000 1.1904855 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YEP8 18108.220000 PA USD 19275.210000 0.0008666 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 41792.360000 PA USD 44613.740000 0.0020058 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 12207.750000 PA USD 12941.260000 0.0005818 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 88419.550000 PA USD 95307.970000 0.0042850 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 281051.670000 PA USD 302771.950000 0.0136126 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 30498.260000 PA USD 32685.940000 0.0014696 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 113829.360000 PA USD 121868.020000 0.0054792 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 859762.020000 PA USD 905483.460000 0.0407105 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 219468.510000 PA USD 230542.340000 0.0103652 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 1304428.780000 PA USD 1401906.420000 0.0630297 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 252530.560000 PA USD 267254.380000 0.0120157 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 931719.060000 PA USD 1000716.750000 0.0449922 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 1193260.010000 PA USD 1282899.830000 0.0576791 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 229755.880000 PA USD 243170.830000 0.0109330 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 31418C7C2 376467.980000 PA USD 402095.770000 0.0180782 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418DH54 241530.490000 PA USD 261802.620000 0.0117706 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.5 N N N N N N FREDDIE MAC 2178 N/A 3133TLUJ5 2333.410000 PA USD 438.560000 0.0000197 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 583.510000 PA USD 4.540000 0.0000002 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 2380998.920000 PA USD 2146528.150000 0.0965078 Long ABS-MBS USGSE US N 2 2058-10-15 Fixed 0 N N N N N N FREDDIE MAC 4839 N/A 3137FJJY6 1172668.180000 PA USD 1090538.610000 0.0490306 Long ABS-MBS USGSE US N 2 2056-08-15 None 0 N N N N N N FREDDIE MAC 4839 N/A 3137FJK81 4994299.900000 PA USD 4497151.810000 0.2021918 Long ABS-MBS USGSE US N 2 2056-08-15 None 0 N N N N N N FREDDIE MAC 4937 N/A 3137FQA52 41766451.650000 PA USD 42174618.480000 1.8961694 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 0.598 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF05 N/A 3137BEY73 53964.800000 PA USD 54004.970000 0.0024281 Long ABS-MBS USGSE US N 2 2021-09-25 Floating 0.50338 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF06 N/A 3137BFEP2 261055.390000 PA USD 260786.950000 0.0117250 Long ABS-MBS USGSE US N 2 2021-11-25 Floating 0.48338 N N N N N N FREDDIE MAC REMICS 3621 N/A 31398W2S2 117871.450000 PA USD 5264.780000 0.0002367 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 2.73887 N N N N N N FREDDIE MAC REMICS 3635 N/A 31398WJ21 155146.350000 PA USD 6275.440000 0.0002821 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.1971 N N N N N N FREDDIE MAC REMICS 3684 N/A 3137A06E0 370065.350000 PA USD 21866.500000 0.0009831 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 2.69033 N N N N N N FREDDIE MAC REMICS 3838 N/A 3137AA2A0 6327.240000 PA USD 84.540000 0.0000038 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 280770.340000 PA USD 18628.050000 0.0008375 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 2.62056 N N N N N N FREDDIE MAC REMICS 4068 N/A 3137ARPN0 1359496.600000 PA USD 1373338.450000 0.0617452 Long ABS-MBS USGSE US N 2 2042-06-15 Floating 0.65863 N N N N N N FREDDIE MAC REMICS 4096 N/A 3137ATCE0 964198.040000 PA USD 45485.750000 0.0020450 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 1819210.490000 PA USD 108179.350000 0.0048637 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 1686896.890000 PA USD 128516.070000 0.0057781 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 250905.840000 PA USD 19538.840000 0.0008785 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 8487853.370000 PA USD 627500.210000 0.0282124 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 1240799.760000 PA USD 166006.350000 0.0074636 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 5484679.170000 0.2465910 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 15.381 N N N N N N FREDDIE MAC REMICS 4255 N/A 3137B5HZ9 594506.690000 PA USD 809531.440000 0.0363965 Long ABS-MBS USGSE US N 2 2035-05-15 Floating 11.854 N N N N N N FREDDIE MAC REMICS 4274 N/A 3137B5WB5 392343.480000 PA USD 530579.150000 0.0238548 Long ABS-MBS USGSE US N 2 2035-10-15 Floating 11.577 N N N N N N FREDDIE MAC REMICS 4324 N/A 3137BAGM8 260086.420000 PA USD 13707.390000 0.0006163 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 2.84587 N N N N N N FREDDIE MAC REMICS 4338 N/A 3137BB7D6 270961.420000 PA USD 13522.190000 0.0006080 Long ABS-MBS USGSE US N 2 2041-10-15 Floating 2.4924 N N N N N N FREDDIE MAC REMICS 4362 N/A 3137BCFS2 1720804.910000 PA USD 88174.560000 0.0039643 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 143112.240000 PA USD 8728.590000 0.0003924 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 2.71207 N N N N N N FREDDIE MAC REMICS 4394 N/A 3137BEV43 127374.340000 PA USD 6274.220000 0.0002821 Long ABS-MBS USGSE US N 2 2041-08-15 Floating 2.57971 N N N N N N FREDDIE MAC REMICS 4438 N/A 3137BGLL1 415026.230000 PA USD 21678.980000 0.0009747 Long ABS-MBS USGSE US N 2 2038-11-15 Floating 2.4588 N N N N N N FREDDIE MAC REMICS 4463 N/A 3137BHGF8 293543.870000 PA USD 14849.270000 0.0006676 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 2.81912 N N N N N N FREDDIE MAC REMICS 4479 N/A 3137BJVZ3 1347497.410000 PA USD 123406.910000 0.0055484 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 331465.270000 PA USD 22179.800000 0.0009972 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 396983.990000 PA USD 400446.760000 0.0180041 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 0.698 N N N N N N FREDDIE MAC REMICS 4988 N/A 3137FUPG3 29833333.000000 PA USD 4406135.670000 0.1980997 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 3 N N N N N N FREDDIE MAC REMICS 4989 N/A 3137FUKP8 7006740.410000 PA USD 7017703.860000 0.3155157 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 0.49913 N N N N N N FREDDIE MAC REMICS 4989 N/A 3137FUKQ6 6871513.840000 PA USD 6881974.350000 0.3094133 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 0.49913 N N N N N N FREDDIE MAC REMICS-3598 N/A 31398KZ94 54573.500000 PA USD 2205.010000 0.0000991 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.35885 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 957.820000 PA USD 9445.020000 0.0004246 Long STIV RF US N 1 N N N FREDDIE MAC STRIPS 303 N/A 31325UEH5 1045518.330000 PA USD 123099.300000 0.0055345 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 632607.580000 PA USD 634018.150000 0.0285054 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.49913 N N N N N N FREDDIE MAC STRIPS 345 N/A 31325VRC0 1028038.100000 PA USD 96297.820000 0.0043295 Long ABS-MBS USGSE US N 2 2045-08-15 Fixed 3.5 N N N N N N FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2015-SC02 N/A 3137G1AK3 3905211.600000 PA USD 3973423.930000 0.1786450 Long ABS-MBS MUN US N 2 2045-09-25 Fixed 3 N N N N N N FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01 N/A 3137G1BK2 5702873.420000 PA USD 5808841.930000 0.2611653 Long ABS-MBS MUN US N 2 2046-12-25 Fixed 3 N N N N N N FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01 N/A 3137G1BL0 8031466.480000 PA USD 8243546.990000 0.3706296 Long ABS-MBS MUN US N 2 2046-12-25 Fixed 3.5 N N N N N N FREDDIE MAC-1482 N/A 312914Y65 701.820000 PA USD 704.260000 0.0000317 Long ABS-MBS USGSE US N 2 2023-03-15 Floating 0.89088 N N N N N N FREDDIE MAC-2614 N/A 31393QQ54 248854.310000 PA USD 229141.760000 0.0103022 Long ABS-MBS USGSE US N 2 2033-05-15 None 0 N N N N N N FREDDIE MAC-2616 N/A 31393QTG7 610576.260000 PA USD 90214.050000 0.0040560 Long ABS-MBS USGSE US N 2 2027-02-15 Floating 7.59137 N N N N N N FREDDIE MAC-4832 N/A 3137FHRY1 2403203.220000 PA USD 2399862.050000 0.1078977 Long ABS-MBS USGSE US N 2 2038-04-15 Floating 0.49913 N N N N N N GCAT 2020-3 LLC N/A 36168CAA3 2329367.630000 PA USD 2357218.950000 0.1059805 Long ABS-MBS CORP US N 2 2025-09-25 Fixed 2.9814 N N N N N N GNMA PASS THRU POOLS N/A 01N030612 3500000.000000 PA USD 3644226.180000 0.1638443 Long ABS-MBS USGSE US N 2 2051-01-21 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 01N032618 3700000.000000 PA USD 3880949.350000 0.1744873 Long ABS-MBS USGSE US N 2 2051-01-21 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 01N040611 2900000.000000 PA USD 3070421.260000 0.1380460 Long ABS-MBS USGSE US N 2 2051-01-21 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 01N042617 6000000.000000 PA USD 6605310.060000 0.2969745 Long ABS-MBS USGSE US N 2 2051-01-21 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 01N050628 7000000.000000 PA USD 7713950.650000 0.3468190 Long ABS-MBS USGSE US N 2 2051-02-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202BPF6 900.280000 PA USD 948.440000 0.0000426 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 1019.330000 PA USD 1043.260000 0.0000469 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 1201.590000 PA USD 1276.670000 0.0000574 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 717.410000 PA USD 792.020000 0.0000356 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 15738.530000 PA USD 17526.550000 0.0007880 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 980.770000 PA USD 1120.550000 0.0000504 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 1270.060000 PA USD 1424.140000 0.0000640 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 2153.170000 PA USD 2458.320000 0.0001105 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 633.810000 PA USD 723.790000 0.0000325 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 711.160000 PA USD 822.480000 0.0000370 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 3377.240000 PA USD 3904.000000 0.0001755 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 1210.500000 PA USD 1376.660000 0.0000619 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 3064.060000 PA USD 3484.700000 0.0001567 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 191.010000 PA USD 217.230000 0.0000098 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 21557.540000 PA USD 24793.220000 0.0011147 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 2412.500000 PA USD 2836.570000 0.0001275 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 566.490000 PA USD 635.770000 0.0000286 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 567.350000 PA USD 644.570000 0.0000290 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 789.420000 PA USD 906.810000 0.0000408 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 1074.110000 PA USD 1268.900000 0.0000570 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 12659.870000 PA USD 14402.520000 0.0006475 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 359.250000 PA USD 425.820000 0.0000191 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 12824.440000 PA USD 14589.590000 0.0006559 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 678.150000 PA USD 771.810000 0.0000347 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 1541.510000 PA USD 1756.640000 0.0000790 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 746.590000 PA USD 833.670000 0.0000375 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 11301.060000 PA USD 13374.650000 0.0006013 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 931.680000 PA USD 1075.950000 0.0000484 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 1008.220000 PA USD 1169.350000 0.0000526 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 471.450000 PA USD 534.890000 0.0000240 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 746.970000 PA USD 867.250000 0.0000390 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 282435.460000 PA USD 322426.920000 0.0144963 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 2848.340000 PA USD 3320.220000 0.0001493 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 183993.730000 PA USD 214700.720000 0.0096529 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 884.090000 PA USD 1025.880000 0.0000461 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 2766.070000 PA USD 3228.400000 0.0001451 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 1889.710000 PA USD 2205.950000 0.0000992 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 784.880000 PA USD 916.140000 0.0000412 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 3644.280000 PA USD 4226.650000 0.0001900 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 901.270000 PA USD 1053.940000 0.0000474 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 1210.260000 PA USD 1411.780000 0.0000635 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 961.540000 PA USD 1097.360000 0.0000493 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 703.630000 PA USD 824.390000 0.0000371 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 337139.310000 PA USD 394880.370000 0.0177538 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 1119.810000 PA USD 1312.760000 0.0000590 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 2504.220000 PA USD 2857.680000 0.0001285 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 463066.610000 PA USD 537778.020000 0.0241785 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 2261.270000 PA USD 2648.120000 0.0001191 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 3164.510000 PA USD 3675.430000 0.0001652 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 86865.140000 PA USD 99082.490000 0.0044547 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 179787.610000 PA USD 204592.710000 0.0091985 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 6395.690000 PA USD 7293.580000 0.0003279 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 11842.250000 PA USD 13507.210000 0.0006073 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 12262.860000 PA USD 13838.560000 0.0006222 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 145299.250000 PA USD 168632.900000 0.0075817 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 575.230000 PA USD 667.720000 0.0000300 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 76789.980000 PA USD 89264.430000 0.0040133 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 929.050000 PA USD 1089.710000 0.0000490 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 3847.510000 PA USD 4465.500000 0.0002008 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 96468.550000 PA USD 110015.690000 0.0049463 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 923.470000 PA USD 1053.950000 0.0000474 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 5414.990000 PA USD 6386.690000 0.0002871 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 1289.950000 PA USD 1498.390000 0.0000674 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 66849.440000 PA USD 77921.060000 0.0035033 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 44691.310000 PA USD 49866.540000 0.0022420 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 8036.520000 PA USD 9335.230000 0.0004197 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 1566.980000 PA USD 1783.970000 0.0000802 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 6316.160000 PA USD 7330.910000 0.0003296 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 214019.970000 PA USD 243572.130000 0.0109510 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 714.070000 PA USD 828.740000 0.0000373 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 31249.800000 PA USD 34412.520000 0.0015472 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 33001.410000 PA USD 35667.390000 0.0016036 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 217.080000 PA USD 238.720000 0.0000107 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 2328.770000 PA USD 2585.360000 0.0001162 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 876066.510000 PA USD 1000026.470000 0.0449612 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 2802.220000 PA USD 3172.350000 0.0001426 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 10840.510000 PA USD 11669.320000 0.0005247 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 10906.270000 PA USD 12159.680000 0.0005467 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 16024.960000 PA USD 17694.200000 0.0007955 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 995.980000 PA USD 1105.880000 0.0000497 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 1611.260000 PA USD 1840.000000 0.0000827 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 1800.840000 PA USD 2090.200000 0.0000940 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 1783.150000 PA USD 2063.080000 0.0000928 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 11058.420000 PA USD 12199.540000 0.0005485 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 123287.770000 PA USD 139792.460000 0.0062851 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 4478.380000 PA USD 5108.850000 0.0002297 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 21722.470000 PA USD 25212.960000 0.0011336 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 156.360000 PA USD 170.950000 0.0000077 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 17551.420000 PA USD 20345.880000 0.0009148 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 4541.310000 PA USD 4978.690000 0.0002238 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 2209.650000 PA USD 2564.730000 0.0001153 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 11453.090000 PA USD 12745.130000 0.0005730 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 55830.960000 PA USD 62443.110000 0.0028074 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 23309.300000 PA USD 26154.050000 0.0011759 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 36718.860000 PA USD 40361.560000 0.0018147 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 1256.350000 PA USD 1369.860000 0.0000616 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 457276.800000 PA USD 530762.510000 0.0238631 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 966.740000 PA USD 1054.920000 0.0000474 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 49650.360000 PA USD 54797.480000 0.0024637 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 282376.240000 PA USD 321931.030000 0.0144740 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 8988.230000 PA USD 9910.330000 0.0004456 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 25772.090000 PA USD 29505.750000 0.0013266 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 1815.360000 PA USD 2100.910000 0.0000945 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 10795.450000 PA USD 11814.210000 0.0005312 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 1123.520000 PA USD 1285.370000 0.0000578 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 45521.940000 PA USD 47254.520000 0.0021246 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 4616.860000 PA USD 5008.060000 0.0002252 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 1139.100000 PA USD 1322.930000 0.0000595 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 5606.300000 PA USD 6142.160000 0.0002762 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 120597.450000 PA USD 138177.600000 0.0062125 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 1372.120000 PA USD 1592.580000 0.0000716 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 9456.980000 PA USD 10789.430000 0.0004851 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 134043.680000 PA USD 144757.170000 0.0065083 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 661012.470000 PA USD 757808.390000 0.0340710 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 201.460000 PA USD 230.380000 0.0000104 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 9275.090000 PA USD 9632.920000 0.0004331 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 4024.630000 PA USD 4671.070000 0.0002100 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 195.290000 PA USD 210.970000 0.0000095 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 3298.790000 PA USD 3668.820000 0.0001650 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 3432.100000 PA USD 3924.270000 0.0001764 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 666005.900000 PA USD 776679.030000 0.0349195 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 1788.650000 PA USD 1929.890000 0.0000868 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 82979.930000 PA USD 97022.150000 0.0043621 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 12517.700000 PA USD 12987.270000 0.0005839 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 468853.460000 PA USD 502149.200000 0.0225766 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 8701.260000 PA USD 9387.050000 0.0004220 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 25500.150000 PA USD 26461.720000 0.0011897 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 7298.800000 PA USD 7875.180000 0.0003541 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 874.340000 PA USD 955.650000 0.0000430 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 397146.930000 PA USD 458493.280000 0.0206138 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 47910.340000 PA USD 51693.470000 0.0023241 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 295739.740000 PA USD 325222.250000 0.0146220 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 15521.460000 PA USD 16733.760000 0.0007523 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 29493.410000 PA USD 31817.640000 0.0014305 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 51811.900000 PA USD 59373.820000 0.0026694 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 9897.010000 PA USD 10674.590000 0.0004799 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 3500.720000 PA USD 3753.140000 0.0001687 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 7553.880000 PA USD 8098.780000 0.0003641 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 3914.600000 PA USD 4199.730000 0.0001888 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 17166.210000 PA USD 18519.910000 0.0008327 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 4248.200000 PA USD 4586.850000 0.0002062 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 2893.410000 PA USD 3102.590000 0.0001395 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 2982.290000 PA USD 3198.040000 0.0001438 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 3393.070000 PA USD 3930.510000 0.0001767 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 84336.350000 PA USD 88146.240000 0.0039631 Long ABS-MBS USGSE US N 2 2026-11-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36225CM29 105539.000000 PA USD 107444.790000 0.0048307 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 2280.720000 PA USD 2294.110000 0.0001031 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 118124.180000 PA USD 119159.050000 0.0053574 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 65944.820000 PA USD 69120.190000 0.0031076 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 8566.010000 PA USD 8635.670000 0.0003883 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 1539.340000 PA USD 1714.420000 0.0000771 Long ABS-MBS USGSE US N 2 2033-08-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36206UD89 834.400000 PA USD 835.810000 0.0000376 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 16638.810000 PA USD 16699.430000 0.0007508 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 18367.560000 PA USD 20237.150000 0.0009099 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 10248.990000 PA USD 11371.190000 0.0005112 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 38212.580000 PA USD 42449.450000 0.0019085 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 75795.490000 PA USD 84320.110000 0.0037910 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 2482760.760000 PA USD 2858807.850000 0.1285319 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 968.650000 PA USD 1069.400000 0.0000481 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 1150022.480000 PA USD 1291662.990000 0.0580731 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 16977.860000 PA USD 18838.550000 0.0008470 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 754294.360000 PA USD 844438.590000 0.0379659 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 194592.360000 PA USD 209515.690000 0.0094198 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 6639.350000 PA USD 7064.120000 0.0003176 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 3130.730000 PA USD 3555.780000 0.0001599 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 421275.280000 PA USD 471020.540000 0.0211771 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 117248.130000 PA USD 126685.600000 0.0056958 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 358477.480000 PA USD 379518.370000 0.0170631 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 153771.390000 PA USD 161212.570000 0.0072481 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 184408.220000 PA USD 204079.490000 0.0091754 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 115632.540000 PA USD 127546.820000 0.0057345 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 169866.040000 PA USD 187418.110000 0.0084263 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 334776.580000 PA USD 377840.320000 0.0169877 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 2057.720000 PA USD 2335.420000 0.0001050 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 361751.200000 PA USD 401701.160000 0.0180605 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 120910.900000 PA USD 133531.170000 0.0060036 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 140313.830000 PA USD 152716.970000 0.0068661 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 38204.430000 PA USD 40366.890000 0.0018149 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 412355.190000 PA USD 462218.290000 0.0207813 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 114467.360000 PA USD 124183.890000 0.0055833 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 131490.400000 PA USD 147759.150000 0.0066432 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 4553.470000 PA USD 5031.160000 0.0002262 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 1201043.260000 PA USD 1333497.840000 0.0599540 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 140487.050000 PA USD 155144.520000 0.0069753 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 495612.770000 PA USD 558039.400000 0.0250894 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 2339.680000 PA USD 2582.380000 0.0001161 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 311583.260000 PA USD 338262.660000 0.0152083 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 43068.030000 PA USD 46400.070000 0.0020861 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 107682.470000 PA USD 122801.900000 0.0055212 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 4588.910000 PA USD 5341.070000 0.0002401 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 361461.000000 PA USD 380546.240000 0.0171093 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 640881.750000 PA USD 693832.410000 0.0311947 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 773978.060000 PA USD 834986.490000 0.0375410 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 539378.230000 PA USD 583479.090000 0.0262332 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 3622A2Q21 10963336.250000 PA USD 11843809.350000 0.5324973 Long ABS-MBS USGSE US N 2 2045-11-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3622A2XY3 3900506.070000 PA USD 4320500.240000 0.1942495 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 1700390.690000 PA USD 1881886.020000 0.0846095 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 5157952.580000 PA USD 5777091.130000 0.2597378 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 4719429.030000 PA USD 5245131.990000 0.2358210 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 4340914.330000 PA USD 4796320.910000 0.2156424 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 461136.740000 PA USD 505579.260000 0.0227308 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 1291873.790000 PA USD 1448692.500000 0.0651332 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 3622AADL5 1065464.870000 PA USD 1108488.330000 0.0498376 Long ABS-MBS USGSE US N 2 2049-02-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3622AAF90 595344.660000 PA USD 615601.220000 0.0276774 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 3622AAKH6 6056220.710000 PA USD 6417551.490000 0.2885329 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 3622AARF3 765435.700000 PA USD 783620.040000 0.0352315 Long ABS-MBS USGSE US N 2 2050-06-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36177TZR1 1018683.640000 PA USD 1136601.910000 0.0511016 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 36183.890000 PA USD 36724.950000 0.0016512 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 2723712.800000 PA USD 2750200.910000 0.1236489 Long ABS-MBS USGSE US N 2 2058-03-20 Floating 1.027 N N N N N N GNMA PASS THRU POOLS N/A 3620E0KQ8 3551286.210000 PA USD 3677090.520000 0.1653219 Long ABS-MBS USGSE US N 2 2061-04-20 Floating 1.923 N N N N N N GNMA PASS THRU POOLS N/A 3620E0LQ7 1896602.460000 PA USD 1922315.080000 0.0864272 Long ABS-MBS USGSE US N 2 2061-05-20 Floating 1.175 N N N N N N GNMA PASS THRU POOLS N/A 3620E0LR5 1240211.410000 PA USD 1264453.450000 0.0568498 Long ABS-MBS USGSE US N 2 2061-05-20 Floating 1.222 N N N N N N GNMA PASS THRU POOLS N/A 36177WBR0 31138.790000 PA USD 32860.040000 0.0014774 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 260814.620000 PA USD 277146.830000 0.0124605 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 48899.490000 PA USD 51811.400000 0.0023294 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 672766.170000 PA USD 726421.260000 0.0326599 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 610728.880000 PA USD 658504.200000 0.0296063 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 351881.870000 PA USD 380446.640000 0.0171049 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 217718.750000 PA USD 234192.900000 0.0105293 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 102936.950000 PA USD 109872.930000 0.0049399 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 738796.930000 PA USD 815231.770000 0.0366528 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 1373035.570000 PA USD 1536588.040000 0.0690849 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 2376779.530000 PA USD 2659858.580000 0.1195872 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 1559636.860000 PA USD 1738805.170000 0.0781766 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 2996272.010000 PA USD 3422211.250000 0.1538625 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 433939.400000 PA USD 446226.640000 0.0200623 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 367231.060000 PA USD 404869.220000 0.0182029 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 334469.680000 PA USD 359512.810000 0.0161637 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 265456.370000 PA USD 284280.190000 0.0127812 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 146730.460000 PA USD 157088.990000 0.0070627 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 1612056.050000 PA USD 1707941.760000 0.0767890 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 96171.810000 PA USD 105172.450000 0.0047285 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 789036.590000 PA USD 885477.670000 0.0398110 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 953721.690000 PA USD 1041826.190000 0.0468405 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 1635586.680000 PA USD 1828948.810000 0.0822295 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 1243822.400000 PA USD 1327380.270000 0.0596790 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 36194TRK4 922759.090000 PA USD 990996.280000 0.0445552 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 649974.200000 PA USD 727037.560000 0.0326876 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 583716.990000 PA USD 645257.990000 0.0290108 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 36196TF74 365178.640000 PA USD 405842.020000 0.0182466 Long ABS-MBS USGSE US N 2 2047-03-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36196UWH0 1427399.540000 PA USD 1545180.440000 0.0694713 Long ABS-MBS USGSE US N 2 2038-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617ADGA0 687600.360000 PA USD 764015.760000 0.0343501 Long ABS-MBS USGSE US N 2 2047-06-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617AEDK9 367662.690000 PA USD 390324.140000 0.0175490 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 914057.580000 PA USD 959984.100000 0.0431609 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 3440365.480000 PA USD 3740637.960000 0.1681790 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 751727.330000 PA USD 828777.070000 0.0372618 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 519607.530000 PA USD 564880.940000 0.0253970 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 105723.640000 PA USD 112889.200000 0.0050755 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 672908.760000 PA USD 752530.560000 0.0338337 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 1825921.960000 PA USD 2054373.370000 0.0923646 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 635005.600000 PA USD 705577.180000 0.0317227 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 1736136.840000 PA USD 1951631.200000 0.0877453 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 1824990.240000 PA USD 2040818.060000 0.0917551 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 1708760.250000 PA USD 1910681.540000 0.0859042 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 817973.750000 PA USD 920072.200000 0.0413664 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 314141.890000 PA USD 351795.600000 0.0158167 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 1006106.060000 PA USD 1126416.600000 0.0506437 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 670351.870000 PA USD 749706.270000 0.0337068 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 1839850.400000 PA USD 2068546.450000 0.0930018 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 1472889.440000 PA USD 1649007.070000 0.0741393 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 467622.780000 PA USD 502321.970000 0.0225844 Long ABS-MBS USGSE US N 2 2047-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617BBR29 476020.310000 PA USD 525370.930000 0.0236207 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 3617BFTE2 3750949.790000 PA USD 4125491.730000 0.1854820 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 1165094.320000 PA USD 1293854.870000 0.0581717 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 1047179.150000 PA USD 1111996.510000 0.0499953 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 467437.460000 PA USD 496557.840000 0.0223252 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 2163066.720000 PA USD 2452791.960000 0.1102774 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 2006362.420000 PA USD 2277860.090000 0.1024125 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 419110.570000 PA USD 449281.550000 0.0201997 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 1273412.050000 PA USD 1403755.150000 0.0631128 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 1434058.200000 PA USD 1566803.550000 0.0704434 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 1954082.070000 PA USD 2134926.520000 0.0959862 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 1334493.200000 PA USD 1500534.860000 0.0674640 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 1664549.680000 PA USD 1871355.650000 0.0841361 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 65122.650000 PA USD 76550.740000 0.0034417 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 162167.990000 PA USD 190245.770000 0.0085534 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 43756.440000 PA USD 51437.140000 0.0023126 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617BVSX6 1329956.300000 PA USD 1452608.540000 0.0653092 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 3617BWMU6 1747912.080000 PA USD 1966360.140000 0.0884075 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 803235.820000 PA USD 896716.560000 0.0403163 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 1771320.030000 PA USD 1959458.400000 0.0880972 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 729656.200000 PA USD 785263.950000 0.0353054 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 743588.380000 PA USD 830051.100000 0.0373191 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 795786.410000 PA USD 883817.500000 0.0397364 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 526490.340000 PA USD 579357.950000 0.0260479 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 873665.700000 PA USD 982402.620000 0.0441688 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 42060.470000 PA USD 45741.200000 0.0020565 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 118723.570000 PA USD 134667.200000 0.0060546 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 61520.710000 PA USD 67764.300000 0.0030467 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 70110.240000 PA USD 77844.230000 0.0034999 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 120433.490000 PA USD 136627.570000 0.0061428 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 46613.360000 PA USD 50744.780000 0.0022815 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 30881.340000 PA USD 33332.920000 0.0014986 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 497588.450000 PA USD 532231.900000 0.0239291 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 404803.210000 PA USD 445827.740000 0.0200444 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 254901.510000 PA USD 280745.990000 0.0126223 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 74056.370000 PA USD 79556.260000 0.0035768 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 34625.360000 PA USD 40697.550000 0.0018298 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 61079.490000 PA USD 67851.620000 0.0030506 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 56292.410000 PA USD 62539.820000 0.0028118 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 64219.710000 PA USD 73637.620000 0.0033107 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 48510.480000 PA USD 55109.640000 0.0024777 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 83848.050000 PA USD 90387.740000 0.0040638 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 136599.360000 PA USD 153537.370000 0.0069030 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GTK63 546477.270000 PA USD 575521.710000 0.0258754 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GWBA7 3239756.610000 PA USD 3536909.900000 0.1590193 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 3617GWBB5 2362083.280000 PA USD 2572571.830000 0.1156627 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 3617GWBC3 4094576.420000 PA USD 4443830.650000 0.1997945 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 3617H2AK1 438301.120000 PA USD 483895.230000 0.0217559 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 3617H3RJ4 18138.420000 PA USD 19438.270000 0.0008739 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 136789.990000 PA USD 148467.540000 0.0066751 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 63440.670000 PA USD 68354.970000 0.0030732 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 251792.100000 PA USD 275824.140000 0.0124010 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 400075.760000 PA USD 428957.350000 0.0192859 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 177066.330000 PA USD 190069.600000 0.0085455 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 1711349.010000 PA USD 1860879.190000 0.0836651 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 788670.410000 PA USD 899343.450000 0.0404345 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 1121094.810000 PA USD 1317955.840000 0.0592552 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 175642.270000 PA USD 196918.630000 0.0088535 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 3617HP3M4 815440.230000 PA USD 864621.040000 0.0388733 Long ABS-MBS USGSE US N 2 2048-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617HX4S3 484230.130000 PA USD 524904.800000 0.0235997 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 3617J5JG2 310038.690000 PA USD 341402.930000 0.0153495 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 3617J8WW6 4053836.200000 PA USD 4408983.220000 0.1982277 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 3467385.930000 PA USD 3718281.500000 0.1671738 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 1174325.180000 PA USD 1277327.180000 0.0574286 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 258700.800000 PA USD 278017.910000 0.0124997 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 1219292.950000 PA USD 1317038.570000 0.0592140 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 828116.480000 PA USD 897506.600000 0.0403519 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 532184.490000 PA USD 571979.830000 0.0257162 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 1435616.470000 PA USD 1561252.320000 0.0701939 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 3195973.200000 PA USD 3456165.750000 0.1553891 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 1171628.900000 PA USD 1265485.070000 0.0568962 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 721195.200000 PA USD 775199.190000 0.0348529 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 1251180.960000 PA USD 1360865.440000 0.0611845 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 1431300.630000 PA USD 1556571.700000 0.0699834 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 4907751.510000 PA USD 5159446.630000 0.2319685 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 1559175.930000 PA USD 1675771.810000 0.0753426 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 1047765.260000 PA USD 1139996.150000 0.0512542 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 2531846.280000 PA USD 2726806.090000 0.1225971 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 1670691.760000 PA USD 1864306.310000 0.0838191 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 1573568.980000 PA USD 1716636.790000 0.0771799 Long ABS-MBS USGSE US N 2 2050-04-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617M7WQ7 23086412.730000 PA USD 24641046.450000 1.1078606 Long ABS-MBS USGSE US N 2 2050-02-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617M76Z6 1840675.470000 PA USD 1978004.250000 0.0889310 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 3259617.300000 PA USD 3458846.580000 0.1555096 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 9388240.720000 PA USD 9913193.960000 0.4456969 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 4185973.180000 PA USD 4400920.350000 0.1978652 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 960923.930000 PA USD 1010191.620000 0.0454182 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 3394936.760000 PA USD 3494590.240000 0.1571167 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 2562162.420000 PA USD 2637206.130000 0.1185687 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 2568123.030000 PA USD 2766419.520000 0.1243781 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 3685029.950000 PA USD 3956848.480000 0.1778998 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 4753045.130000 PA USD 5067886.080000 0.2278520 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 4458744.310000 PA USD 4726507.290000 0.2125036 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 14748889.350000 PA USD 15727478.600000 0.7071069 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 3617NPFQ5 937220.390000 PA USD 964772.530000 0.0433761 Long ABS-MBS USGSE US N 2 2049-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617U8R74 4017894.230000 PA USD 4313142.280000 0.1939187 Long ABS-MBS USGSE US N 2 2050-11-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617U8R82 1319927.080000 PA USD 1416915.040000 0.0637045 Long ABS-MBS USGSE US N 2 2050-11-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617U8R90 2924982.000000 PA USD 3139929.450000 0.1411711 Long ABS-MBS USGSE US N 2 2050-11-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617U8SK4 5045937.320000 PA USD 5384560.790000 0.2420897 Long ABS-MBS USGSE US N 2 2050-11-20 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 3617U8SL2 5490686.430000 PA USD 5906900.560000 0.2655740 Long ABS-MBS USGSE US N 2 2050-11-20 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 3617U8SM0 4883532.600000 PA USD 5271895.190000 0.2370242 Long ABS-MBS USGSE US N 2 2050-11-20 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 3617U8SN8 3442206.680000 PA USD 3724511.140000 0.1674539 Long ABS-MBS USGSE US N 2 2050-11-20 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 3617U8SQ1 3675733.260000 PA USD 3920905.290000 0.1762838 Long ABS-MBS USGSE US N 2 2050-11-20 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 3617U8S32 1075933.980000 PA USD 1148141.350000 0.0516204 Long ABS-MBS USGSE US N 2 2050-11-20 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36179MAB6 241111.390000 PA USD 251997.520000 0.0113298 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 776947.020000 PA USD 879976.970000 0.0395637 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 158829.300000 PA USD 181926.260000 0.0081794 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 332461.800000 PA USD 381643.890000 0.0171587 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 669440.160000 PA USD 763144.850000 0.0343110 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 15847.940000 PA USD 17885.510000 0.0008041 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 75740.730000 PA USD 86638.880000 0.0038953 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 211857.350000 PA USD 221440.330000 0.0099559 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 96671.820000 PA USD 101059.170000 0.0045436 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 61217.760000 PA USD 69960.290000 0.0031454 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 380632.360000 PA USD 433789.050000 0.0195031 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 118565.180000 PA USD 123964.200000 0.0055734 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 505307.050000 PA USD 528219.010000 0.0237487 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 144230.960000 PA USD 153172.540000 0.0068866 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 659076.090000 PA USD 688917.820000 0.0309737 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 47057.740000 PA USD 50107.360000 0.0022528 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 109636.370000 PA USD 125717.850000 0.0056523 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 78227.470000 PA USD 89502.440000 0.0040240 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 169329.500000 PA USD 194276.780000 0.0087347 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 1778512.190000 PA USD 2039380.180000 0.0916905 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 102563.130000 PA USD 108978.180000 0.0048997 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 1876757.870000 PA USD 1984765.440000 0.0892350 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 54529.270000 PA USD 57899.550000 0.0026032 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 13065170.640000 PA USD 14559717.980000 0.6546044 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 936059.800000 PA USD 1043021.950000 0.0468942 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 626035.380000 PA USD 654503.220000 0.0294264 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 15875.060000 PA USD 16858.630000 0.0007580 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 435446.630000 PA USD 455245.250000 0.0204678 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 568671.150000 PA USD 594507.220000 0.0267290 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 365351.130000 PA USD 379128.550000 0.0170456 Long ABS-MBS USGSE US N 2 2045-08-20 Floating 2.25 N N N N N N GNMA PASS THRU POOLS N/A 36179RMW6 651950.510000 PA USD 681598.510000 0.0306446 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 39659.290000 PA USD 42147.270000 0.0018949 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 36179RW62 1069204.620000 PA USD 1126265.100000 0.0506368 Long ABS-MBS USGSE US N 2 2046-01-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179R3P2 3881.550000 PA USD 3947.730000 0.0001775 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 36731.240000 PA USD 41799.240000 0.0018793 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 2755164.150000 PA USD 2936264.260000 0.1320143 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 11224.680000 PA USD 11924.000000 0.0005361 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 12553.660000 PA USD 13339.830000 0.0005998 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 258420.840000 PA USD 267150.360000 0.0120111 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 11043.160000 PA USD 12730.640000 0.0005724 Long ABS-MBS USGSE US N 2 2039-10-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36179SWK9 1107180.410000 PA USD 1144557.680000 0.0514593 Long ABS-MBS USGSE US N 2 2047-02-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179SW45 2065615.990000 PA USD 2397411.050000 0.1077875 Long ABS-MBS USGSE US N 2 2047-02-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36179SYE1 488940.980000 PA USD 505402.100000 0.0227229 Long ABS-MBS USGSE US N 2 2047-03-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179SYT8 1558005.390000 PA USD 1681548.520000 0.0756024 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 18240.160000 PA USD 20828.200000 0.0009364 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 6387174.630000 PA USD 6880511.380000 0.3093476 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 2754605.250000 PA USD 3169935.730000 0.1425202 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 281274.930000 PA USD 298840.420000 0.0134359 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 817287.500000 PA USD 866261.380000 0.0389471 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 1581616.470000 PA USD 1705294.810000 0.0766700 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 949158.790000 PA USD 1008395.230000 0.0453374 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 103612.260000 PA USD 111895.550000 0.0050308 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 238261.110000 PA USD 252530.220000 0.0113537 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 61656.460000 PA USD 71603.290000 0.0032193 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 2965358.730000 PA USD 3150289.350000 0.1416369 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 36179TNE1 581225.000000 PA USD 600784.040000 0.0270112 Long ABS-MBS USGSE US N 2 2047-12-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179TNH4 798635.860000 PA USD 848390.460000 0.0381436 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 474978.450000 PA USD 513064.610000 0.0230674 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 205589.320000 PA USD 218468.500000 0.0098223 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 619413.850000 PA USD 640278.680000 0.0287869 Long ABS-MBS USGSE US N 2 2048-02-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179TSF3 3662077.100000 PA USD 3832814.050000 0.1723232 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 1272107.800000 PA USD 1314938.190000 0.0591196 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 2400223.220000 PA USD 2586511.480000 0.1162895 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 956839.250000 PA USD 1016460.770000 0.0457000 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 137807.600000 PA USD 149163.360000 0.0067064 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 358713.580000 PA USD 416384.280000 0.0187206 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 1117020.450000 PA USD 1186756.800000 0.0533565 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 398637.050000 PA USD 431522.670000 0.0194012 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 1004284.810000 PA USD 1087012.920000 0.0488721 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 36179T7B5 178720.200000 PA USD 193117.440000 0.0086826 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 1165784.550000 PA USD 1263684.920000 0.0568152 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 4440.670000 PA USD 5102.250000 0.0002294 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 247099.300000 PA USD 267462.490000 0.0120251 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 30548.640000 PA USD 35735.210000 0.0016067 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 191101.120000 PA USD 206489.440000 0.0092838 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 940675.460000 PA USD 1016560.890000 0.0457045 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 1731885.110000 PA USD 1894654.950000 0.0851836 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 488970.880000 PA USD 528365.170000 0.0237553 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 1009915.500000 PA USD 1084754.510000 0.0487705 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 3041374.870000 PA USD 3292043.920000 0.1480102 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 5091781.340000 PA USD 5511135.000000 0.2477804 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 36179UNX6 842421.150000 PA USD 881906.360000 0.0396505 Long ABS-MBS USGSE US N 2 2049-03-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179USJ2 199232.520000 PA USD 208575.830000 0.0093776 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 36179USM5 7651.890000 PA USD 8119.110000 0.0003650 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 1012654.280000 PA USD 1119678.950000 0.0503407 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 5066953.080000 PA USD 5265801.040000 0.2367502 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 36179UVX7 3791527.340000 PA USD 3969782.400000 0.1784813 Long ABS-MBS USGSE US N 2 2049-07-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179UXJ6 7504849.510000 PA USD 7757723.990000 0.3487870 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 36179U3S9 3001705.060000 PA USD 3092827.280000 0.1390534 Long ABS-MBS USGSE US N 2 2049-10-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179U3T7 694139.510000 PA USD 726742.590000 0.0326743 Long ABS-MBS USGSE US N 2 2049-10-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179U3V2 339841.300000 PA USD 361022.000000 0.0162315 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 36179U6L1 2825679.930000 PA USD 2958590.560000 0.1330181 Long ABS-MBS USGSE US N 2 2049-11-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179U6N7 1240941.520000 PA USD 1306140.290000 0.0587240 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 1057213.230000 PA USD 1138239.810000 0.0511752 Long ABS-MBS USGSE US N 2 2049-11-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179VA91 1474683.330000 PA USD 1552417.380000 0.0697966 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 399364.890000 PA USD 427245.960000 0.0192090 Long ABS-MBS USGSE US N 2 2049-12-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179VDC1 858119.280000 PA USD 887061.440000 0.0398823 Long ABS-MBS USGSE US N 2 2050-01-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179VDF4 855436.480000 PA USD 900397.620000 0.0404818 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 36179VHG8 1068802.470000 PA USD 1097098.620000 0.0493255 Long ABS-MBS USGSE US N 2 2050-03-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179VQT0 148771814.580000 PA USD 156148731.950000 7.0204416 Long ABS-MBS USGSE US N 2 2050-07-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179VSH4 35491919.820000 PA USD 37323121.160000 1.6780462 Long ABS-MBS USGSE US N 2 2050-08-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179VZR4 30924000.000000 PA USD 32768504.660000 1.4732708 Long ABS-MBS USGSE US N 2 2050-12-20 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 21H020626 81200000.000000 PA USD 84771426.910000 3.8113204 Long ABS-MBS USGSE US N 2 2051-02-20 Fixed 2 N N N N N N GNMA PASS THRU POOLS N/A 21H020634 216000000.000000 PA USD 225145969.200000 10.1225550 Long ABS-MBS USGSE US N 2 2051-03-18 Fixed 2 N N N N N N GNMA PASS THRU POOLS N/A 21H022622 147450000.000000 PA USD 155772933.210000 7.0035457 Long ABS-MBS USGSE US N 2 2051-02-20 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 21H022630 136900000.000000 PA USD 144365395.210000 6.4906632 Long ABS-MBS USGSE US N 2 2051-03-18 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 21H030625 272060000.000000 PA USD 284650681.060000 12.7978848 Long ABS-MBS USGSE US N 2 2051-02-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 21H030633 144390000.000000 PA USD 151072233.470000 6.7922024 Long ABS-MBS USGSE US N 2 2051-03-18 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 21H032621 37650000.000000 PA USD 39891642.970000 1.7935269 Long ABS-MBS USGSE US N 2 2051-02-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 21H040616 199450000.000000 PA USD 212652375.350000 9.5608435 Long ABS-MBS USGSE US N 2 2051-01-21 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H040632 46000000.000000 PA USD 49070076.340000 2.2061889 Long ABS-MBS USGSE US N 2 2051-03-18 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H042612 -4480000.000000 PA USD -4797596.790000 -0.2156998 Short ABS-MBS USGSE US N 2 2051-01-21 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 362165M25 1031.450000 PA USD 1045.650000 0.0000470 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 416.320000 PA USD 422.050000 0.0000190 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 604.650000 PA USD 606.160000 0.0000273 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 7469.350000 PA USD 7499.470000 0.0003372 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 10197.650000 PA USD 10239.090000 0.0004603 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 553.160000 PA USD 561.340000 0.0000252 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 5098.570000 PA USD 5251.220000 0.0002361 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 3141.660000 PA USD 3153.690000 0.0001418 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 1034.250000 PA USD 1036.720000 0.0000466 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 1934.980000 PA USD 1951.290000 0.0000877 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 233.820000 PA USD 243.800000 0.0000110 Long ABS-MBS USGSE US N 2 2023-06-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36223WH80 3328.190000 PA USD 3361.050000 0.0001511 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 5000.900000 PA USD 5019.320000 0.0002257 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 14.740000 PA USD 14.790000 0.0000007 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 37947.190000 PA USD 42646.730000 0.0019174 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 1563.450000 PA USD 1569.340000 0.0000706 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 12839.910000 PA USD 12982.970000 0.0005837 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 36223YPZ7 133.010000 PA USD 134.600000 0.0000061 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 2828.200000 PA USD 2863.010000 0.0001287 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 1815.160000 PA USD 1822.460000 0.0000819 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 186.180000 PA USD 186.910000 0.0000084 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 7248.030000 PA USD 8054.870000 0.0003621 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 8095.810000 PA USD 8187.270000 0.0003681 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 10536.420000 PA USD 10576.760000 0.0004755 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 560.560000 PA USD 568.120000 0.0000255 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 1221.630000 PA USD 1236.300000 0.0000556 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 714.520000 PA USD 748.730000 0.0000337 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 148.600000 PA USD 149.140000 0.0000067 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 87.600000 PA USD 87.920000 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 36224F6B1 1390.360000 PA USD 1395.420000 0.0000627 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 1800.890000 PA USD 1868.490000 0.0000840 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 198.120000 PA USD 200.340000 0.0000090 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 515.210000 PA USD 523.520000 0.0000235 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 175.380000 PA USD 177.540000 0.0000080 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 644.270000 PA USD 646.670000 0.0000291 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 36224MCR4 174.750000 PA USD 175.340000 0.0000079 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 315.140000 PA USD 319.130000 0.0000143 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 978.180000 PA USD 989.370000 0.0000445 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 549.960000 PA USD 552.000000 0.0000248 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 18.710000 PA USD 18.780000 0.0000008 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 2134.830000 PA USD 2372.110000 0.0001066 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 15902.920000 PA USD 16664.330000 0.0007492 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 875.690000 PA USD 879.190000 0.0000395 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 2634.670000 PA USD 2645.190000 0.0001189 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 53.750000 PA USD 53.950000 0.0000024 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 179.190000 PA USD 181.180000 0.0000081 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 150.870000 PA USD 154.730000 0.0000070 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 1680.800000 PA USD 1753.070000 0.0000788 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 41.450000 PA USD 41.600000 0.0000019 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 916.550000 PA USD 919.800000 0.0000414 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 693.610000 PA USD 720.580000 0.0000324 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 2752.550000 PA USD 2784.830000 0.0001252 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 697.140000 PA USD 705.830000 0.0000317 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 3132.970000 PA USD 3195.000000 0.0001436 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 184.440000 PA USD 186.470000 0.0000084 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 42.330000 PA USD 42.470000 0.0000019 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 240.750000 PA USD 248.780000 0.0000112 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 297.850000 PA USD 299.010000 0.0000134 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 1150.520000 PA USD 1154.630000 0.0000519 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 53.200000 PA USD 53.390000 0.0000024 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 7628.880000 PA USD 8478.340000 0.0003812 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 9064.750000 PA USD 9172.820000 0.0004124 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 6045.270000 PA USD 6066.730000 0.0002728 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 1170.250000 PA USD 1174.960000 0.0000528 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 99.940000 PA USD 101.240000 0.0000046 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 625.860000 PA USD 628.140000 0.0000282 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 5.670000 PA USD 5.680000 0.0000003 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 7506.300000 PA USD 7831.430000 0.0003521 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 154.500000 PA USD 160.260000 0.0000072 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 338.150000 PA USD 350.700000 0.0000158 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 850.770000 PA USD 853.920000 0.0000384 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 1620.890000 PA USD 1639.910000 0.0000737 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 3630.100000 PA USD 3643.420000 0.0001638 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 36203AVX1 1025.600000 PA USD 1071.290000 0.0000482 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 133.360000 PA USD 133.800000 0.0000060 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 105.330000 PA USD 109.260000 0.0000049 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 800.460000 PA USD 810.670000 0.0000364 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 477.100000 PA USD 482.170000 0.0000217 Long ABS-MBS USGSE US N 2 2023-03-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203CEF5 5737.550000 PA USD 5806.250000 0.0002610 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 429.780000 PA USD 449.110000 0.0000202 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 97.400000 PA USD 97.780000 0.0000044 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 3170.870000 PA USD 3182.620000 0.0001431 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 1315.780000 PA USD 1372.530000 0.0000617 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 145.130000 PA USD 145.660000 0.0000065 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 26.720000 PA USD 27.060000 0.0000012 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 1870.960000 PA USD 1923.050000 0.0000865 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 405.630000 PA USD 450.540000 0.0000203 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 1608.370000 PA USD 1664.310000 0.0000748 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 2078.890000 PA USD 2103.920000 0.0000946 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 4451.740000 PA USD 4468.140000 0.0002009 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 675.970000 PA USD 678.320000 0.0000305 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 206.220000 PA USD 206.980000 0.0000093 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 1340.800000 PA USD 1357.270000 0.0000610 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 3459.810000 PA USD 3633.830000 0.0001634 Long ABS-MBS USGSE US N 2 2023-08-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203EHG6 1291.290000 PA USD 1295.650000 0.0000583 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 2385.250000 PA USD 2394.110000 0.0001076 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 163.120000 PA USD 165.360000 0.0000074 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 2006.190000 PA USD 2028.610000 0.0000912 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 1439.350000 PA USD 1460.640000 0.0000657 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 1695.060000 PA USD 1883.580000 0.0000847 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 948.220000 PA USD 951.970000 0.0000428 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 120.980000 PA USD 120.920000 0.0000054 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 6768.080000 PA USD 6795.170000 0.0003055 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 36203FZS7 7291.480000 PA USD 7386.630000 0.0003321 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 672.530000 PA USD 674.770000 0.0000303 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 89.000000 PA USD 93.060000 0.0000042 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 2789.500000 PA USD 2800.750000 0.0001259 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 1266.120000 PA USD 1317.200000 0.0000592 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 945.720000 PA USD 949.540000 0.0000427 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 1920.750000 PA USD 1993.060000 0.0000896 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 50.840000 PA USD 51.660000 0.0000023 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 405.980000 PA USD 426.000000 0.0000192 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 3480.270000 PA USD 3493.120000 0.0001571 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 286.800000 PA USD 290.490000 0.0000131 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203JL21 33.600000 PA USD 33.710000 0.0000015 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 721.070000 PA USD 723.560000 0.0000325 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 494.200000 PA USD 506.930000 0.0000228 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 1326.680000 PA USD 1331.980000 0.0000599 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 7388.660000 PA USD 7415.990000 0.0003334 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 989.530000 PA USD 1030.480000 0.0000463 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 1118.220000 PA USD 1131.840000 0.0000509 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 1626.060000 PA USD 1806.240000 0.0000812 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 662.390000 PA USD 735.730000 0.0000331 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 1211.130000 PA USD 1215.590000 0.0000547 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 20468.970000 PA USD 20724.730000 0.0009318 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 2763.660000 PA USD 2773.730000 0.0001247 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 255.910000 PA USD 260.190000 0.0000117 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 95.060000 PA USD 100.020000 0.0000045 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 756.690000 PA USD 759.490000 0.0000341 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 937.280000 PA USD 967.910000 0.0000435 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 144.530000 PA USD 152.910000 0.0000069 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 250.050000 PA USD 263.850000 0.0000119 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 170.430000 PA USD 172.860000 0.0000078 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 585.070000 PA USD 611.850000 0.0000275 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 259.990000 PA USD 273.720000 0.0000123 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 262.220000 PA USD 265.000000 0.0000119 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 736.880000 PA USD 771.290000 0.0000347 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 36203LRN4 178.170000 PA USD 178.890000 0.0000080 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 36203LZG0 9275.800000 PA USD 9720.690000 0.0004370 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 249.480000 PA USD 277.240000 0.0000125 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 4063.210000 PA USD 4515.440000 0.0002030 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 1153.630000 PA USD 1282.000000 0.0000576 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 132.460000 PA USD 132.820000 0.0000060 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 84.270000 PA USD 84.580000 0.0000038 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 2151.810000 PA USD 2160.420000 0.0000971 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 276.480000 PA USD 279.580000 0.0000126 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 125.650000 PA USD 131.060000 0.0000059 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 3405.080000 PA USD 3782.090000 0.0001700 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 2017.580000 PA USD 2067.180000 0.0000929 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 2790.000000 PA USD 2801.020000 0.0001259 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 2375.830000 PA USD 2407.460000 0.0001082 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 36203NZ76 5152.870000 PA USD 5368.870000 0.0002414 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 3525.780000 PA USD 3676.240000 0.0001653 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 625.560000 PA USD 656.090000 0.0000295 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 139.110000 PA USD 145.480000 0.0000065 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 9452.590000 PA USD 9920.950000 0.0004460 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 1306.680000 PA USD 1366.040000 0.0000614 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 394.200000 PA USD 412.350000 0.0000185 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 5262.780000 PA USD 5519.430000 0.0002482 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 5694.600000 PA USD 6027.810000 0.0002710 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 1495.450000 PA USD 1563.900000 0.0000703 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 2042.460000 PA USD 2071.020000 0.0000931 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 142.840000 PA USD 151.020000 0.0000068 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 2453.400000 PA USD 2594.470000 0.0001166 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 1702.490000 PA USD 1891.930000 0.0000851 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 3517.390000 PA USD 3737.580000 0.0001680 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 11198.740000 PA USD 11876.620000 0.0005340 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 2105.710000 PA USD 2340.010000 0.0001052 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 1432.620000 PA USD 1592.030000 0.0000716 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 1280.410000 PA USD 1422.910000 0.0000640 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 604.660000 PA USD 671.970000 0.0000302 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 6352.110000 PA USD 6463.500000 0.0002906 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 429.540000 PA USD 431.120000 0.0000194 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203PWP4 4244.070000 PA USD 4258.920000 0.0001915 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 124.720000 PA USD 125.180000 0.0000056 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 214.170000 PA USD 215.040000 0.0000097 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 291.600000 PA USD 294.550000 0.0000132 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 73.310000 PA USD 73.580000 0.0000033 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 1545.060000 PA USD 1613.340000 0.0000725 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 417.780000 PA USD 433.840000 0.0000195 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 2321.410000 PA USD 2349.510000 0.0001056 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 1254.350000 PA USD 1259.020000 0.0000566 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 1191.200000 PA USD 1195.310000 0.0000537 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 1000.970000 PA USD 1035.330000 0.0000465 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203RRF8 1005.820000 PA USD 1009.880000 0.0000454 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 419.090000 PA USD 420.770000 0.0000189 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 112.950000 PA USD 113.370000 0.0000051 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 2756.490000 PA USD 2766.640000 0.0001244 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 236.630000 PA USD 248.300000 0.0000112 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 113.420000 PA USD 118.780000 0.0000053 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 3066.080000 PA USD 3227.190000 0.0001451 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 40.570000 PA USD 40.710000 0.0000018 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 4414.870000 PA USD 4565.770000 0.0002053 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 7100.680000 PA USD 7128.930000 0.0003205 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 1748.220000 PA USD 1754.660000 0.0000789 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 957.100000 PA USD 960.950000 0.0000432 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 36.460000 PA USD 36.890000 0.0000017 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 209.600000 PA USD 211.210000 0.0000095 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 297.540000 PA USD 311.790000 0.0000140 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 194.300000 PA USD 194.990000 0.0000088 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 102.100000 PA USD 103.390000 0.0000046 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 43.590000 PA USD 43.740000 0.0000020 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 1831.770000 PA USD 1853.550000 0.0000833 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203UBC5 3860.330000 PA USD 4287.750000 0.0001928 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 36203UUG5 3513.070000 PA USD 3659.170000 0.0001645 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 775.920000 PA USD 785.680000 0.0000353 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 574.970000 PA USD 582.050000 0.0000262 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 4700.700000 PA USD 4718.090000 0.0002121 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 8.510000 PA USD 8.530000 0.0000004 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 1113.520000 PA USD 1124.810000 0.0000506 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 2828.920000 PA USD 3143.480000 0.0001413 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 43.470000 PA USD 43.630000 0.0000020 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 44.940000 PA USD 45.110000 0.0000020 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 2246.750000 PA USD 2347.540000 0.0001055 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 808.180000 PA USD 857.260000 0.0000385 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 294.620000 PA USD 295.710000 0.0000133 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36203XW77 1394.400000 PA USD 1410.390000 0.0000634 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 1626.390000 PA USD 1632.380000 0.0000734 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 1828.980000 PA USD 1836.390000 0.0000826 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 1459.220000 PA USD 1464.550000 0.0000658 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 864.450000 PA USD 867.610000 0.0000390 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 158.880000 PA USD 160.170000 0.0000072 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 10106.030000 PA USD 10143.060000 0.0004560 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 131.400000 PA USD 131.890000 0.0000059 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 5439.240000 PA USD 5461.260000 0.0002455 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 1844.030000 PA USD 1850.890000 0.0000832 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 667.830000 PA USD 741.770000 0.0000333 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 2389.290000 PA USD 2504.660000 0.0001126 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 145.160000 PA USD 147.910000 0.0000067 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 890.910000 PA USD 990.040000 0.0000445 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 1873.660000 PA USD 2082.130000 0.0000936 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 1474.230000 PA USD 1638.300000 0.0000737 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 766.230000 PA USD 800.680000 0.0000360 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 1777.230000 PA USD 1905.730000 0.0000857 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 3154.910000 PA USD 3166.900000 0.0001424 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 2242.760000 PA USD 2491.480000 0.0001120 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 1336.720000 PA USD 1485.580000 0.0000668 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 276.460000 PA USD 307.070000 0.0000138 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 721.130000 PA USD 723.810000 0.0000325 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 4334.120000 PA USD 4816.120000 0.0002165 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 744.110000 PA USD 826.500000 0.0000372 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 158.170000 PA USD 175.690000 0.0000079 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 74.400000 PA USD 74.680000 0.0000034 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 455.230000 PA USD 456.680000 0.0000205 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 361.000000 PA USD 401.180000 0.0000180 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 2608.620000 PA USD 2898.420000 0.0001303 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 20325.220000 PA USD 20400.950000 0.0009172 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 3176.610000 PA USD 3528.320000 0.0001586 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 2760.130000 PA USD 2797.000000 0.0001258 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 2963.940000 PA USD 3062.930000 0.0001377 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 1651.060000 PA USD 1739.950000 0.0000782 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 3293.500000 PA USD 3658.160000 0.0001645 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 1611.700000 PA USD 1791.010000 0.0000805 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 2070.170000 PA USD 2300.350000 0.0001034 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 3975.670000 PA USD 4418.060000 0.0001986 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 2765.300000 PA USD 3073.090000 0.0001382 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 1658.300000 PA USD 1745.440000 0.0000785 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 10463.230000 PA USD 11627.770000 0.0005228 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 1592.120000 PA USD 1768.550000 0.0000795 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 4540.080000 PA USD 5042.760000 0.0002267 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 13520.480000 PA USD 15017.470000 0.0006752 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 1976.760000 PA USD 2196.750000 0.0000988 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 936.740000 PA USD 1040.460000 0.0000468 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 1078.360000 PA USD 1198.210000 0.0000539 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 279.520000 PA USD 280.630000 0.0000126 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 45.740000 PA USD 46.300000 0.0000021 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 1231.070000 PA USD 1368.030000 0.0000615 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 1635.840000 PA USD 1817.810000 0.0000817 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 322.090000 PA USD 357.860000 0.0000161 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 2036.760000 PA USD 2262.270000 0.0001017 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 644.240000 PA USD 715.960000 0.0000322 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 6945.600000 PA USD 7715.530000 0.0003469 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 2548.810000 PA USD 2831.010000 0.0001273 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 1053.460000 PA USD 1170.100000 0.0000526 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 551.860000 PA USD 612.990000 0.0000276 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 2846.840000 PA USD 3162.040000 0.0001422 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 667.260000 PA USD 741.130000 0.0000333 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 3495.800000 PA USD 3882.860000 0.0001746 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 889.240000 PA USD 892.560000 0.0000401 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36204XMX0 4865.010000 PA USD 5406.120000 0.0002431 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 2039.510000 PA USD 2265.320000 0.0001018 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 1444.400000 PA USD 1605.030000 0.0000722 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 6674.420000 PA USD 7417.500000 0.0003335 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 2827.940000 PA USD 3142.300000 0.0001413 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 318.620000 PA USD 354.010000 0.0000159 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 2391.550000 PA USD 2657.840000 0.0001195 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 840.850000 PA USD 933.950000 0.0000420 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 1452.450000 PA USD 1613.410000 0.0000725 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 1944.660000 PA USD 2067.330000 0.0000929 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 36205BLW0 4007.040000 PA USD 4451.120000 0.0002001 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 7286.970000 PA USD 8096.050000 0.0003640 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 543.350000 PA USD 603.510000 0.0000271 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 2442.530000 PA USD 2750.140000 0.0001236 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 8582.880000 PA USD 8615.900000 0.0003874 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 4537.030000 PA USD 4599.280000 0.0002068 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 1631.080000 PA USD 1906.850000 0.0000857 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 9122.770000 PA USD 10133.920000 0.0004556 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 1699.830000 PA USD 1888.040000 0.0000849 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 1569.960000 PA USD 1743.790000 0.0000784 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 1041.840000 PA USD 1045.780000 0.0000470 Long ABS-MBS USGSE US N 2 2025-07-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36206C7M5 29249.580000 PA USD 32491.520000 0.0014608 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 867.330000 PA USD 870.900000 0.0000392 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 10014.140000 PA USD 11128.170000 0.0005003 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 638.800000 PA USD 659.490000 0.0000297 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 1553.360000 PA USD 1700.130000 0.0000764 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 715.510000 PA USD 718.350000 0.0000323 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 294.290000 PA USD 318.790000 0.0000143 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 88.750000 PA USD 96.080000 0.0000043 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 675.780000 PA USD 731.750000 0.0000329 Long ABS-MBS USGSE US N 2 2026-03-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36206URD3 640.420000 PA USD 669.270000 0.0000301 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 697.180000 PA USD 706.670000 0.0000318 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 643.790000 PA USD 652.880000 0.0000294 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 1993.470000 PA USD 2302.030000 0.0001035 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 2931.630000 PA USD 3244.330000 0.0001459 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 214.360000 PA USD 236.600000 0.0000106 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 374.820000 PA USD 389.560000 0.0000175 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 2082.930000 PA USD 2313.550000 0.0001040 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 5853.940000 PA USD 6507.750000 0.0002926 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 19136.840000 PA USD 21131.820000 0.0009501 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 1239.940000 PA USD 1285.190000 0.0000578 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 492.780000 PA USD 552.730000 0.0000249 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 729.160000 PA USD 742.990000 0.0000334 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36207LJS8 71528.110000 PA USD 82353.200000 0.0037026 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 9609.310000 PA USD 10628.900000 0.0004779 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 765.650000 PA USD 768.380000 0.0000345 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 21732.190000 PA USD 23877.930000 0.0010736 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 22200.130000 PA USD 22909.480000 0.0010300 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 313.280000 PA USD 314.590000 0.0000141 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 3404.600000 PA USD 3439.080000 0.0001546 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 1495.580000 PA USD 1500.040000 0.0000674 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 18900.930000 PA USD 18979.420000 0.0008533 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 799.800000 PA USD 893.820000 0.0000402 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 3283.100000 PA USD 3618.180000 0.0001627 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 36208EBH5 30446.230000 PA USD 30687.090000 0.0013797 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 10379.480000 PA USD 10644.330000 0.0004786 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 15922.000000 PA USD 17405.580000 0.0007826 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 1917.280000 PA USD 2151.640000 0.0000967 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 185.420000 PA USD 186.160000 0.0000084 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 2552.090000 PA USD 2560.520000 0.0001151 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 29193.540000 PA USD 30159.280000 0.0013560 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 157.670000 PA USD 175.290000 0.0000079 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 2365.610000 PA USD 2656.750000 0.0001194 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 10688.260000 PA USD 10837.700000 0.0004873 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 3809.300000 PA USD 3898.080000 0.0001753 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 793.030000 PA USD 892.780000 0.0000401 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 33988.830000 PA USD 35426.280000 0.0015928 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 1349.510000 PA USD 1354.690000 0.0000609 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 5271.270000 PA USD 5336.540000 0.0002399 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 163.470000 PA USD 171.500000 0.0000077 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 50.050000 PA USD 55.490000 0.0000025 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 10748.530000 PA USD 11836.760000 0.0005322 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 6064.600000 PA USD 6632.210000 0.0002982 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 746.110000 PA USD 852.870000 0.0000383 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 26060.840000 PA USD 28994.030000 0.0013036 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 2775.170000 PA USD 3083.600000 0.0001386 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 1194.790000 PA USD 1344.250000 0.0000604 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 1105.840000 PA USD 1110.080000 0.0000499 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 4611.810000 PA USD 5118.130000 0.0002301 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 7099.650000 PA USD 7129.310000 0.0003205 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 7872.160000 PA USD 8105.530000 0.0003644 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 32604.620000 PA USD 36221.340000 0.0016285 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 822.500000 PA USD 913.920000 0.0000411 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 1184.320000 PA USD 1316.690000 0.0000592 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 787.930000 PA USD 875.920000 0.0000394 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 2214.720000 PA USD 2461.020000 0.0001106 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 7212.460000 PA USD 7549.340000 0.0003394 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 367.090000 PA USD 413.100000 0.0000186 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 330.420000 PA USD 370.620000 0.0000167 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 790.070000 PA USD 867.390000 0.0000390 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 657.590000 PA USD 730.400000 0.0000328 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 23556.230000 PA USD 26188.540000 0.0011774 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 3932.530000 PA USD 4368.350000 0.0001964 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 2152.180000 PA USD 2244.750000 0.0001009 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 2433.100000 PA USD 2703.840000 0.0001216 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 36209J5T4 10539.360000 PA USD 11717.900000 0.0005268 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 4465.160000 PA USD 4960.350000 0.0002230 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 1854.610000 PA USD 2061.800000 0.0000927 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 19058.520000 PA USD 21189.580000 0.0009527 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 3775.460000 PA USD 4315.680000 0.0001940 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 1562.620000 PA USD 1666.720000 0.0000749 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 17236.970000 PA USD 17309.400000 0.0007782 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 9584.600000 PA USD 9791.300000 0.0004402 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 16716.640000 PA USD 18567.510000 0.0008348 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 1370.490000 PA USD 1539.860000 0.0000692 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 1196.460000 PA USD 1352.220000 0.0000608 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 335.290000 PA USD 378.770000 0.0000170 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 559.350000 PA USD 638.770000 0.0000287 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 1204.130000 PA USD 1354.240000 0.0000609 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 420.730000 PA USD 476.240000 0.0000214 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 1712.620000 PA USD 2026.730000 0.0000911 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 29428.790000 PA USD 33008.820000 0.0014841 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 1470.390000 PA USD 1633.260000 0.0000734 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 554.300000 PA USD 623.950000 0.0000281 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 792.370000 PA USD 891.980000 0.0000401 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 1080.840000 PA USD 1213.120000 0.0000545 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 1726.670000 PA USD 1752.330000 0.0000788 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 1047.590000 PA USD 1229.310000 0.0000553 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 3021.680000 PA USD 3389.270000 0.0001524 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 25012.920000 PA USD 27809.780000 0.0012503 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 3527.850000 PA USD 3963.940000 0.0001782 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 1928.380000 PA USD 1963.290000 0.0000883 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 1032.460000 PA USD 1073.040000 0.0000482 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 42094.870000 PA USD 46808.560000 0.0021045 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 764.050000 PA USD 826.270000 0.0000371 Long ABS-MBS USGSE US N 2 2029-05-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36211FPT6 495.590000 PA USD 508.850000 0.0000229 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 4187.190000 PA USD 4298.640000 0.0001933 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 1134.650000 PA USD 1297.520000 0.0000583 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 1894.700000 PA USD 1990.010000 0.0000895 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 1115.820000 PA USD 1167.890000 0.0000525 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 7810.000000 PA USD 7927.100000 0.0003564 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 37488.570000 PA USD 40218.970000 0.0018082 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 3494.680000 PA USD 3796.630000 0.0001707 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 144.480000 PA USD 145.080000 0.0000065 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 14721.020000 PA USD 16430.650000 0.0007387 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 109.670000 PA USD 110.100000 0.0000050 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 3475.100000 PA USD 3855.840000 0.0001734 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 3956.570000 PA USD 4455.450000 0.0002003 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 10371.710000 PA USD 11782.490000 0.0005297 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 18543.640000 PA USD 18626.660000 0.0008375 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 961.190000 PA USD 977.850000 0.0000440 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 899.050000 PA USD 935.850000 0.0000421 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 36212M7L7 245.630000 PA USD 287.710000 0.0000129 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 16661.120000 PA USD 16860.540000 0.0007580 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 12023.530000 PA USD 13358.260000 0.0006006 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 2061.100000 PA USD 2339.270000 0.0001052 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 266.370000 PA USD 299.390000 0.0000135 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 1198.550000 PA USD 1332.120000 0.0000599 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 213408.440000 PA USD 237303.450000 0.0106692 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 137681.150000 PA USD 154760.520000 0.0069580 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 156065.780000 PA USD 175738.980000 0.0079012 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 74832.620000 PA USD 84071.770000 0.0037799 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 33385.600000 PA USD 37361.580000 0.0016798 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 194818.150000 PA USD 215974.300000 0.0097102 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 167974.690000 PA USD 186654.840000 0.0083920 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 72872.590000 PA USD 80798.790000 0.0036327 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 62882.360000 PA USD 70622.080000 0.0031752 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 102190.600000 PA USD 114619.200000 0.0051533 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 66319.700000 PA USD 74308.440000 0.0033409 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 130661.630000 PA USD 146355.180000 0.0065801 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 60604.850000 PA USD 67662.790000 0.0030421 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 149034.310000 PA USD 167278.840000 0.0075209 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 1221.480000 PA USD 1357.130000 0.0000610 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 464.870000 PA USD 522.380000 0.0000235 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 2649.630000 PA USD 2982.740000 0.0001341 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 37838.030000 PA USD 38792.160000 0.0017441 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 10768.580000 PA USD 12380.820000 0.0005566 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 4655.400000 PA USD 5593.690000 0.0002515 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 26667.110000 PA USD 27258.460000 0.0012255 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 519.570000 PA USD 615.370000 0.0000277 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 660.220000 PA USD 775.060000 0.0000348 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 1662.020000 PA USD 1871.180000 0.0000841 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 500.100000 PA USD 555.840000 0.0000250 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 186305.110000 PA USD 217807.580000 0.0097926 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 2506.390000 PA USD 2901.930000 0.0001305 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 5195.060000 PA USD 5831.680000 0.0002622 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 1198.150000 PA USD 1346.530000 0.0000605 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 14503.590000 PA USD 14761.890000 0.0006637 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 871.900000 PA USD 981.020000 0.0000441 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 701.990000 PA USD 810.730000 0.0000365 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 13069.760000 PA USD 14526.730000 0.0006531 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 123.450000 PA USD 144.180000 0.0000065 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 2564.420000 PA USD 3098.570000 0.0001393 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 4819.110000 PA USD 5443.870000 0.0002448 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 961.930000 PA USD 1094.820000 0.0000492 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 1135.390000 PA USD 1279.860000 0.0000575 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 614.000000 PA USD 725.750000 0.0000326 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 24989.420000 PA USD 28912.930000 0.0012999 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 10387.070000 PA USD 11294.400000 0.0005078 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 1540.900000 PA USD 1760.480000 0.0000792 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 2014.950000 PA USD 2259.640000 0.0001016 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 1484.090000 PA USD 1716.180000 0.0000772 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 4530.180000 PA USD 5159.980000 0.0002320 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 36213Y5V0 168.730000 PA USD 189.400000 0.0000085 Long ABS-MBS USGSE US N 2 2031-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36200QWM2 587.490000 PA USD 702.110000 0.0000316 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 638.590000 PA USD 659.500000 0.0000297 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 1833.230000 PA USD 2196.940000 0.0000988 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 1569.750000 PA USD 1613.380000 0.0000725 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 673.450000 PA USD 767.520000 0.0000345 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 2033.030000 PA USD 2258.220000 0.0001015 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 740.010000 PA USD 837.990000 0.0000377 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 11305.430000 PA USD 12640.080000 0.0005683 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 1465.030000 PA USD 1677.340000 0.0000754 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 966.080000 PA USD 1074.840000 0.0000483 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 33622.200000 PA USD 38689.360000 0.0017395 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 1408.250000 PA USD 1683.020000 0.0000757 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 353.690000 PA USD 398.980000 0.0000179 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 3282.360000 PA USD 3745.700000 0.0001684 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 1041.020000 PA USD 1172.290000 0.0000527 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 1497.470000 PA USD 1570.360000 0.0000706 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 588.490000 PA USD 690.820000 0.0000311 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36201FXD4 14168.940000 PA USD 15485.250000 0.0006962 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 2948.780000 PA USD 3277.200000 0.0001473 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 48203.620000 PA USD 55598.080000 0.0024997 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 1675.170000 PA USD 1917.740000 0.0000862 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 1223.750000 PA USD 1374.820000 0.0000618 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 1331.510000 PA USD 1574.330000 0.0000708 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 1068.710000 PA USD 1252.660000 0.0000563 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 597.770000 PA USD 664.370000 0.0000299 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 2396.380000 PA USD 2752.320000 0.0001237 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 29136.860000 PA USD 33504.630000 0.0015064 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 977.170000 PA USD 1105.070000 0.0000497 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36201UCP7 1909.860000 PA USD 1916.110000 0.0000861 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 18118.050000 PA USD 20800.780000 0.0009352 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 38937.410000 PA USD 44590.180000 0.0020048 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 562.180000 PA USD 675.540000 0.0000304 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 2136.240000 PA USD 2585.330000 0.0001162 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 2880.750000 PA USD 3198.430000 0.0001438 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 1636.480000 PA USD 1818.190000 0.0000817 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 1246.370000 PA USD 1251.250000 0.0000563 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 538.250000 PA USD 600.380000 0.0000270 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 1551.420000 PA USD 1743.110000 0.0000784 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 5973.410000 PA USD 6605.720000 0.0002970 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 872.030000 PA USD 981.720000 0.0000441 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 3028.280000 PA USD 3363.070000 0.0001512 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 1534.380000 PA USD 1726.820000 0.0000776 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 877.190000 PA USD 1017.450000 0.0000457 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 4024.700000 PA USD 4853.490000 0.0002182 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 32003.020000 PA USD 35554.460000 0.0015985 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 31264.960000 PA USD 34727.690000 0.0015614 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 26315.350000 PA USD 29682.200000 0.0013345 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 49226.150000 PA USD 54689.080000 0.0024588 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 54533.470000 PA USD 62897.160000 0.0028279 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 14138.520000 PA USD 15710.800000 0.0007064 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 6797.210000 PA USD 7638.890000 0.0003434 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 1193.710000 PA USD 1393.410000 0.0000626 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 18475.630000 PA USD 20521.270000 0.0009226 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 1804.250000 PA USD 2091.490000 0.0000940 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 768.350000 PA USD 886.270000 0.0000398 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 377316.830000 PA USD 446133.510000 0.0200581 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 979.130000 PA USD 1153.550000 0.0000519 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 3416.200000 PA USD 3795.290000 0.0001706 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 5484.910000 PA USD 6098.230000 0.0002742 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 955.500000 PA USD 1072.780000 0.0000482 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 66627.540000 PA USD 74061.390000 0.0033298 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 55523.090000 PA USD 61704.000000 0.0027742 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 539.490000 PA USD 644.950000 0.0000290 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 2976.160000 PA USD 3425.120000 0.0001540 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 1804.450000 PA USD 2063.780000 0.0000928 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 1105.210000 PA USD 1228.700000 0.0000552 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 10776.220000 PA USD 12771.280000 0.0005742 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 42306.230000 PA USD 47004.510000 0.0021133 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 20352.970000 PA USD 22508.950000 0.0010120 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 702.880000 PA USD 766.590000 0.0000345 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 1536.230000 PA USD 1706.190000 0.0000767 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 831.790000 PA USD 958.550000 0.0000431 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 2786.260000 PA USD 3133.710000 0.0001409 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 1958.350000 PA USD 2160.500000 0.0000971 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 5885.350000 PA USD 6564.800000 0.0002952 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 6972.640000 PA USD 7928.000000 0.0003564 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 2186.100000 PA USD 2516.220000 0.0001131 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 3014.850000 PA USD 3438.290000 0.0001546 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 14911.650000 PA USD 16790.670000 0.0007549 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 22523.280000 PA USD 27246.170000 0.0012250 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 133610.360000 PA USD 150984.900000 0.0067883 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 11278.180000 PA USD 13645.410000 0.0006135 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 136428.000000 PA USD 162972.800000 0.0073273 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 15555.610000 PA USD 18128.500000 0.0008151 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 809.730000 PA USD 979.960000 0.0000441 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 9134.610000 PA USD 10214.560000 0.0004592 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 3497.950000 PA USD 3986.400000 0.0001792 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 89474.610000 PA USD 97943.070000 0.0044035 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 87030.370000 PA USD 101295.070000 0.0045542 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 17189.720000 PA USD 20027.870000 0.0009005 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 66289.360000 PA USD 74487.820000 0.0033490 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 1256.610000 PA USD 1411.920000 0.0000635 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 372.900000 PA USD 413.790000 0.0000186 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 1704.130000 PA USD 1914.940000 0.0000861 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291FPX0 351107.980000 PA USD 400022.670000 0.0179850 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 286583.380000 PA USD 318307.520000 0.0143111 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 1422.280000 PA USD 1597.780000 0.0000718 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 1500.550000 PA USD 1668.080000 0.0000750 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 4677.230000 PA USD 5256.060000 0.0002363 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 32483.850000 PA USD 35823.190000 0.0016106 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 2388.060000 PA USD 2653.040000 0.0001193 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 34686.070000 PA USD 36827.970000 0.0016558 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 47516.710000 PA USD 52802.530000 0.0023740 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 241178.050000 PA USD 276636.160000 0.0124376 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 39169.010000 PA USD 46085.550000 0.0020720 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 1398.160000 PA USD 1552.830000 0.0000698 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 819.680000 PA USD 946.590000 0.0000426 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 43810.790000 PA USD 48544.890000 0.0021826 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 21985.320000 PA USD 24711.290000 0.0011110 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 90361.530000 PA USD 101685.940000 0.0045718 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 101435.460000 PA USD 114005.960000 0.0051257 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 45497.590000 PA USD 48377.250000 0.0021750 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 229488.180000 PA USD 264691.880000 0.0119005 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 33680.870000 PA USD 37836.510000 0.0017011 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 173937.760000 PA USD 193575.820000 0.0087032 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 82944.030000 PA USD 92266.860000 0.0041483 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 140532.850000 PA USD 156266.050000 0.0070257 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 119642.630000 PA USD 133030.700000 0.0059811 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 57772.210000 PA USD 64195.380000 0.0028862 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 3532.760000 PA USD 3925.920000 0.0001765 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 1876.350000 PA USD 2092.790000 0.0000941 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 704.200000 PA USD 830.240000 0.0000373 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 12780.140000 PA USD 14535.670000 0.0006535 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 1590.640000 PA USD 1769.290000 0.0000795 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 2118.940000 PA USD 2446.290000 0.0001100 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 70183.680000 PA USD 78013.410000 0.0035075 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 2186.240000 PA USD 2196.100000 0.0000987 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 1010.560000 PA USD 1122.520000 0.0000505 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 1323.900000 PA USD 1487.570000 0.0000669 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 1053.700000 PA USD 1229.250000 0.0000553 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 37297.750000 PA USD 37855.560000 0.0017020 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 18980.010000 PA USD 21087.670000 0.0009481 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 1207.190000 PA USD 1457.850000 0.0000655 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 508.530000 PA USD 575.750000 0.0000259 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 54252.890000 PA USD 55715.040000 0.0025049 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 42732.820000 PA USD 43656.750000 0.0019628 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 47222.340000 PA USD 52468.140000 0.0023590 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 56013.100000 PA USD 62239.790000 0.0027983 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 98601.130000 PA USD 109587.450000 0.0049270 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 4482.120000 PA USD 5089.450000 0.0002288 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 45490.560000 PA USD 47177.680000 0.0021211 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 140431.280000 PA USD 156122.570000 0.0070193 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 32746.270000 PA USD 33590.570000 0.0015102 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 119493.830000 PA USD 142462.530000 0.0064051 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 6679.610000 PA USD 7494.280000 0.0003369 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 38091.900000 PA USD 43459.390000 0.0019539 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 1240.410000 PA USD 1491.630000 0.0000671 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 1170.020000 PA USD 1300.980000 0.0000585 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 105727.370000 PA USD 118920.600000 0.0053467 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 13210.450000 PA USD 14999.800000 0.0006744 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 1063.070000 PA USD 1247.130000 0.0000561 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 59478.390000 PA USD 66877.400000 0.0030068 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 30557.310000 PA USD 33952.010000 0.0015265 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 1377.770000 PA USD 1593.020000 0.0000716 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 35505.720000 PA USD 41674.650000 0.0018737 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 4802.690000 PA USD 5543.500000 0.0002492 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 1045.370000 PA USD 1263.660000 0.0000568 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 1196.640000 PA USD 1407.840000 0.0000633 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 1754.520000 PA USD 2122.850000 0.0000954 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 170078.600000 PA USD 202626.870000 0.0091101 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 4597.010000 PA USD 5501.530000 0.0002473 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 8473.710000 PA USD 9884.680000 0.0004444 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 454.600000 PA USD 501.040000 0.0000225 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 3787.090000 PA USD 4402.530000 0.0001979 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 16864.710000 PA USD 19782.020000 0.0008894 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 1049.520000 PA USD 1199.530000 0.0000539 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 97821.000000 PA USD 112909.150000 0.0050764 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 16078.820000 PA USD 18599.330000 0.0008362 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 951.770000 PA USD 1101.890000 0.0000495 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 2332.910000 PA USD 2658.990000 0.0001195 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 1436.960000 PA USD 1616.610000 0.0000727 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 1451.770000 PA USD 1743.950000 0.0000784 Long ABS-MBS USGSE US N 2 2037-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295UDK4 71269.480000 PA USD 82003.850000 0.0036869 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 47251.500000 PA USD 53113.100000 0.0023880 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 45505.330000 PA USD 51916.070000 0.0023341 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 19027.380000 PA USD 21972.330000 0.0009879 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 845.920000 PA USD 1020.090000 0.0000459 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 2072.390000 PA USD 2422.550000 0.0001089 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 2238.990000 PA USD 2594.350000 0.0001166 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 828.210000 PA USD 919.890000 0.0000414 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 3791.920000 PA USD 4328.690000 0.0001946 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 9178.400000 PA USD 10704.840000 0.0004813 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 32019.340000 PA USD 37264.060000 0.0016754 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 1588.510000 PA USD 1784.830000 0.0000802 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 28399.400000 PA USD 33634.020000 0.0015122 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 5254.050000 PA USD 5835.000000 0.0002623 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 2764.690000 PA USD 3072.700000 0.0001381 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 14783.310000 PA USD 17418.650000 0.0007831 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 740.060000 PA USD 845.300000 0.0000380 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 9109.050000 PA USD 10368.430000 0.0004662 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 10188.470000 PA USD 11537.410000 0.0005187 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 44192.320000 PA USD 50227.380000 0.0022582 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 792665.870000 PA USD 897604.690000 0.0403563 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 2661.050000 PA USD 3036.020000 0.0001365 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 876.490000 PA USD 1026.180000 0.0000461 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 42889.410000 PA USD 48754.920000 0.0021920 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 4834.520000 PA USD 5701.530000 0.0002563 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 15276.400000 PA USD 17597.030000 0.0007912 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 51853.290000 PA USD 58275.010000 0.0026200 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 416183.200000 PA USD 438254.310000 0.0197039 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 3098.630000 PA USD 3557.820000 0.0001600 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 859.100000 PA USD 1025.420000 0.0000461 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 893117.570000 PA USD 1024508.990000 0.0460619 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 3243.760000 PA USD 3642.950000 0.0001638 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 8355.660000 PA USD 9383.180000 0.0004219 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 1311.360000 PA USD 1474.530000 0.0000663 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 990.350000 PA USD 1122.060000 0.0000504 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 826664.040000 PA USD 990530.710000 0.0445342 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 9985.650000 PA USD 11982.370000 0.0005387 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 1426.720000 PA USD 1602.530000 0.0000720 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 7200.270000 PA USD 8007.390000 0.0003600 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 210002.710000 PA USD 239477.250000 0.0107669 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 839.650000 PA USD 936.750000 0.0000421 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 1613.190000 PA USD 1789.640000 0.0000805 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 37754.220000 PA USD 45181.000000 0.0020313 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 107845.920000 PA USD 121620.770000 0.0054681 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 71285.810000 PA USD 78479.220000 0.0035284 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 2662.970000 PA USD 2994.990000 0.0001347 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 6212.960000 PA USD 6916.670000 0.0003110 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 449437.780000 PA USD 508948.070000 0.0228823 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 52068.530000 PA USD 58974.430000 0.0026515 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 6273.170000 PA USD 7124.340000 0.0003203 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 137332.580000 PA USD 155518.370000 0.0069921 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 1975.340000 PA USD 2218.490000 0.0000997 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 121628.440000 PA USD 140396.460000 0.0063122 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 24194.120000 PA USD 27734.120000 0.0012469 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 519639.790000 PA USD 560784.250000 0.0252128 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 38543.480000 PA USD 41222.230000 0.0018534 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 7272.930000 PA USD 8577.800000 0.0003857 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 14395.740000 PA USD 16302.080000 0.0007329 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 29548.480000 PA USD 33219.080000 0.0014935 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 76990.460000 PA USD 81429.530000 0.0036611 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 569291.250000 PA USD 642015.910000 0.0288650 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 548056.440000 PA USD 581679.630000 0.0261523 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 251585.080000 PA USD 268136.940000 0.0120554 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 112116.830000 PA USD 123605.840000 0.0055573 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 41652.990000 PA USD 46093.440000 0.0020724 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 2015458.920000 PA USD 2263618.180000 0.1017722 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 69990.690000 PA USD 80417.510000 0.0036156 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 18095.650000 PA USD 20264.450000 0.0009111 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 198987.920000 PA USD 212165.920000 0.0095390 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 286772.470000 PA USD 307083.080000 0.0138064 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 400784.890000 PA USD 429902.160000 0.0193284 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 61662.730000 PA USD 65723.950000 0.0029549 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 8744.340000 PA USD 9908.290000 0.0004455 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 182687.570000 PA USD 194819.270000 0.0087591 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 45758.240000 PA USD 48773.300000 0.0021928 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 46115.980000 PA USD 49516.500000 0.0022263 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 136820.240000 PA USD 150981.410000 0.0067881 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 71812.390000 PA USD 76542.680000 0.0034414 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 311685.150000 PA USD 338509.820000 0.0152194 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 63328.080000 PA USD 69860.560000 0.0031409 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 6662.290000 PA USD 7412.300000 0.0003333 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 275347.670000 PA USD 292171.950000 0.0131360 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 2842.940000 PA USD 3181.340000 0.0001430 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 8542.560000 PA USD 9094.960000 0.0004089 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 36230P6F2 66307.650000 PA USD 70677.120000 0.0031776 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 61849.870000 PA USD 65924.050000 0.0029639 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 90504.890000 PA USD 96465.980000 0.0043371 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 134648.840000 PA USD 143632.570000 0.0064577 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 4871.960000 PA USD 5492.400000 0.0002469 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 77927.180000 PA USD 83061.600000 0.0037344 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 26827.170000 PA USD 30209.290000 0.0013582 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 21313.980000 PA USD 23797.440000 0.0010699 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 26228.110000 PA USD 27950.000000 0.0012566 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 155731.910000 PA USD 168518.260000 0.0075766 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 4875.650000 PA USD 5384.340000 0.0002421 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 42487.210000 PA USD 47985.360000 0.0021574 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 110597.240000 PA USD 118882.540000 0.0053450 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 18920.450000 PA USD 20865.450000 0.0009381 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 3399.470000 PA USD 3570.760000 0.0001605 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 35827.770000 PA USD 37820.600000 0.0017004 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 58722.370000 PA USD 66161.390000 0.0029746 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 13439.500000 PA USD 14555.180000 0.0006544 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 5660.910000 PA USD 5947.060000 0.0002674 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 121901.530000 PA USD 128137.510000 0.0057611 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 3401921.040000 PA USD 3581449.090000 0.1610218 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 273298.530000 PA USD 291286.700000 0.0130962 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 4119.440000 PA USD 4577.920000 0.0002058 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 2083.080000 PA USD 2090.350000 0.0000940 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 647.000000 PA USD 695.180000 0.0000313 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 120.000000 PA USD 120.480000 0.0000054 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 693.470000 PA USD 728.530000 0.0000328 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 217.900000 PA USD 218.720000 0.0000098 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 9.080000 PA USD 9.110000 0.0000004 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 565.940000 PA USD 630.140000 0.0000283 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 567.210000 PA USD 641.230000 0.0000288 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 1030.110000 PA USD 1138.880000 0.0000512 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 638.920000 PA USD 718.230000 0.0000323 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 701.670000 PA USD 749.880000 0.0000337 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 1735.260000 PA USD 1994.230000 0.0000897 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 5034.010000 PA USD 5822.210000 0.0002618 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 16039.820000 PA USD 18033.040000 0.0008108 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 1849.140000 PA USD 2108.750000 0.0000948 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 351.740000 PA USD 398.830000 0.0000179 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 3144.440000 PA USD 3342.560000 0.0001503 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 46.190000 PA USD 46.540000 0.0000021 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 8354.970000 PA USD 9642.100000 0.0004335 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 1280.220000 PA USD 1486.920000 0.0000669 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 11875.900000 PA USD 13987.200000 0.0006289 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 229.250000 PA USD 277.260000 0.0000125 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 177.270000 PA USD 202.130000 0.0000091 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 17621.750000 PA USD 21688.280000 0.0009751 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 26414.370000 PA USD 32065.820000 0.0014417 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 1087.070000 PA USD 1301.900000 0.0000585 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 2114.960000 PA USD 2554.520000 0.0001149 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 14371.330000 PA USD 17552.280000 0.0007891 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 2422.920000 PA USD 2894.430000 0.0001301 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 832.930000 PA USD 995.510000 0.0000448 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 2217.350000 PA USD 2680.830000 0.0001205 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 1116.690000 PA USD 1340.650000 0.0000603 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 1271.050000 PA USD 1536.720000 0.0000691 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 12112.630000 PA USD 14419.830000 0.0006483 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 6201.650000 PA USD 7502.450000 0.0003373 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 1698.940000 PA USD 1984.600000 0.0000892 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 10629.160000 PA USD 12961.040000 0.0005827 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 1950.650000 PA USD 2356.880000 0.0001060 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 9802.420000 PA USD 11504.440000 0.0005172 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 815.410000 PA USD 985.680000 0.0000443 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 24183.540000 PA USD 28227.840000 0.0012691 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 20968.310000 PA USD 24742.410000 0.0011124 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 40884.240000 PA USD 49033.190000 0.0022045 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 8046.970000 PA USD 9788.750000 0.0004401 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 34737.710000 PA USD 40097.340000 0.0018028 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 49954.020000 PA USD 58343.010000 0.0026231 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 53048.250000 PA USD 64111.270000 0.0028824 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 5056.270000 PA USD 5977.440000 0.0002687 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 2167669.740000 PA USD 2429921.510000 0.1092492 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 28480.500000 PA USD 33445.950000 0.0015037 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 7260.870000 PA USD 8443.200000 0.0003796 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 2763560.650000 PA USD 3097486.220000 0.1392629 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 59115.780000 PA USD 66177.410000 0.0029753 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 694243.850000 PA USD 772493.870000 0.0347313 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 102173.700000 PA USD 123444.930000 0.0055501 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 568944.810000 PA USD 621463.160000 0.0279410 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 1124121.290000 PA USD 1227904.730000 0.0552066 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 1556292.490000 PA USD 1699987.890000 0.0764314 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 42503.530000 PA USD 44677.110000 0.0020087 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 23850.460000 PA USD 25308.240000 0.0011379 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 50265.120000 PA USD 53488.190000 0.0024048 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 509053.600000 PA USD 539430.750000 0.0242528 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 316393.570000 PA USD 335055.920000 0.0150641 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 1667565.850000 PA USD 1822609.290000 0.0819445 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 528286.200000 PA USD 563997.770000 0.0253573 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 41291.150000 PA USD 43496.850000 0.0019556 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 256732.760000 PA USD 279108.310000 0.0125487 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 12148.790000 PA USD 12759.600000 0.0005737 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 16319.180000 PA USD 17153.220000 0.0007712 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 34553.520000 PA USD 36397.280000 0.0016364 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 598743.610000 PA USD 637641.330000 0.0286683 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 67708.720000 PA USD 72783.800000 0.0032724 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 147696.390000 PA USD 158754.920000 0.0071376 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 665002.160000 PA USD 711670.060000 0.0319967 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 54814.780000 PA USD 58784.780000 0.0026430 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 374273.530000 PA USD 418557.230000 0.0188183 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 101615.940000 PA USD 106152.000000 0.0047726 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 403029.860000 PA USD 440902.910000 0.0198230 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 200061.650000 PA USD 212808.360000 0.0095679 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 191564.500000 PA USD 203199.940000 0.0091359 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 55014.830000 PA USD 58876.070000 0.0026471 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 13473.860000 PA USD 14349.630000 0.0006452 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 667338.920000 PA USD 712291.390000 0.0320246 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 326659.300000 PA USD 354682.220000 0.0159465 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 61000.090000 PA USD 64497.400000 0.0028998 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 132569.220000 PA USD 140216.370000 0.0063041 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 154431.810000 PA USD 163346.860000 0.0073441 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 306111.800000 PA USD 330595.360000 0.0148636 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 335391.270000 PA USD 377853.980000 0.0169883 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 13337.380000 PA USD 14295.590000 0.0006427 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 99970.470000 PA USD 112025.040000 0.0050366 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 232049.750000 PA USD 247052.620000 0.0111075 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 8181.850000 PA USD 8834.300000 0.0003972 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 59130.000000 PA USD 62169.190000 0.0027951 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 21925.340000 PA USD 23037.490000 0.0010358 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 1039087.260000 PA USD 1139837.090000 0.0512470 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 75319.820000 PA USD 82867.080000 0.0037257 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 157719.210000 PA USD 176220.700000 0.0079229 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 38425.270000 PA USD 40256.150000 0.0018099 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 47849.920000 PA USD 51141.160000 0.0022993 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 61859.300000 PA USD 64950.380000 0.0029202 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 334227.440000 PA USD 351419.800000 0.0157998 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 1418933.830000 PA USD 1488233.440000 0.0669109 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 890400.860000 PA USD 959946.280000 0.0431592 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 348131.450000 PA USD 378555.200000 0.0170198 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 553453.980000 PA USD 594011.700000 0.0267067 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 3617A5CJ2 214520.840000 PA USD 230618.670000 0.0103686 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 13036.810000 PA USD 14524.400000 0.0006530 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 9854.030000 PA USD 11250.530000 0.0005058 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 674107.040000 PA USD 753896.590000 0.0338952 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 1578399.140000 PA USD 1662625.080000 0.0747516 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 1335302.190000 PA USD 1418173.950000 0.0637611 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 42325.030000 PA USD 46700.670000 0.0020997 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 493922.940000 PA USD 548325.540000 0.0246527 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 386424.400000 PA USD 431761.940000 0.0194120 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 348510.690000 PA USD 375094.800000 0.0168642 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 1932968.490000 PA USD 2071489.110000 0.0931341 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 73039.080000 PA USD 77891.990000 0.0035020 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 2474032.770000 PA USD 2652212.860000 0.1192434 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 47075.140000 PA USD 50279.720000 0.0022606 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 42054.100000 PA USD 44702.740000 0.0020098 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 58276.770000 PA USD 61973.350000 0.0027863 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 57040.060000 PA USD 60683.500000 0.0027283 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 33676.290000 PA USD 36185.980000 0.0016269 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 24731.640000 PA USD 26343.240000 0.0011844 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 360147.810000 PA USD 419886.410000 0.0188781 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 38674.770000 PA USD 45089.690000 0.0020272 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 67997.910000 PA USD 79416.940000 0.0035706 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 1189735.090000 PA USD 1134025.390000 0.0509857 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 12526.080000 PA USD 11831.790000 0.0005320 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 31076.180000 PA USD 29513.850000 0.0013269 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 116656.070000 PA USD 111278.460000 0.0050031 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 69173.210000 PA USD 66256.020000 0.0029789 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 710048.080000 PA USD 677419.810000 0.0304568 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 431298.030000 PA USD 409228.470000 0.0183989 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 530043.360000 PA USD 516485.490000 0.0232212 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 2336325.620000 PA USD 2362879.360000 0.1062350 Long ABS-MBS USGSE US N 2 2061-10-20 Floating 0.89025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-116 N/A 38375C5W6 2111175.640000 PA USD 114795.600000 0.0051612 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 456500.800000 PA USD 517468.670000 0.0232654 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 10643385.000000 PA USD 35999.120000 0.0016185 Long ABS-MBS USGSE US N 2 2052-08-16 Variable 0.12532 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-2 N/A 38378BCQ0 7251638.800000 PA USD 65273.450000 0.0029347 Long ABS-MBS USGSE US N 2 2043-11-16 Variable 0.30072 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H06 N/A 38375BPW6 358.360000 PA USD 359.530000 0.0000162 Long ABS-MBS USGSE US N 2 2062-01-20 Floating 0.64025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H06 N/A 38375BPR7 2062281.050000 PA USD 2081872.510000 0.0936009 Long ABS-MBS USGSE US N 2 2062-03-20 Floating 0.84025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H28 N/A 38375BYE6 8010.020000 PA USD 8036.070000 0.0003613 Long ABS-MBS USGSE US N 2 2062-09-20 Floating 0.72025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-114 N/A 38378WGZ0 3609714.450000 PA USD 3608963.270000 0.1622589 Long ABS-MBS USGSE US N 2 2043-08-20 Floating 0.45163 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-160 N/A 38378USQ1 192337.220000 PA USD 13719.030000 0.0006168 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 1353888.180000 PA USD 162614.020000 0.0073111 Long ABS-MBS USGSE US N 2 2042-08-20 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-71 N/A 38378TAV2 504749.250000 PA USD 528248.860000 0.0237501 Long ABS-MBS USGSE US N 2 2043-05-20 Floating 3.84837 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-77 N/A 38378PAG3 2586747.340000 PA USD 186458.180000 0.0083832 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 1709838.590000 PA USD 1736955.950000 0.0780935 Long ABS-MBS USGSE US N 2 2063-09-20 Floating 1.44025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H23 N/A 38375B8J4 2744191.770000 PA USD 2762297.400000 0.1241928 Long ABS-MBS USGSE US N 2 2063-09-20 Floating 0.86025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-6 N/A 38378PS66 1305980.150000 PA USD 90951.460000 0.0040892 Long ABS-MBS USGSE US N 2 2029-01-20 Fixed 3 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-69 N/A 38379BJ33 14608759.280000 PA USD 14648214.620000 0.6585832 Long ABS-MBS USGSE US N 2 2036-06-20 Floating 0.50475 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-99 N/A 38379DDQ4 21499693.480000 PA USD 21538388.630000 0.9683652 Long ABS-MBS USGSE US N 2 2036-11-20 Floating 0.45475 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-126 N/A 38379QFL4 519190.650000 PA USD 656943.460000 0.0295362 Long ABS-MBS USGSE US N 2 2045-09-20 Floating 8.97225 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-127 N/A 38379MX90 456190.080000 PA USD 21122.010000 0.0009496 Long ABS-MBS USGSE US N 2 2043-06-20 Floating 2.35758 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-166 N/A 38379FDK2 485434.640000 PA USD 23478.630000 0.0010556 Long ABS-MBS USGSE US N 2 2042-06-20 Floating 2.42587 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-180 N/A 38379TGM5 527178.480000 PA USD 25478.270000 0.0011455 Long ABS-MBS USGSE US N 2 2042-06-20 Floating 2.37587 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-42 N/A 38379LAB2 194587.260000 PA USD 3656.410000 0.0001644 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 3462004.470000 PA USD 3503404.500000 0.1575129 Long ABS-MBS USGSE US N 2 2065-09-20 Floating 0.89025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29 N/A 38376RMB9 31484.660000 PA USD 31634.850000 0.0014223 Long ABS-MBS USGSE US N 2 2065-10-20 Floating 0.84025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29 N/A 38376RLR5 5273509.630000 PA USD 5290353.750000 0.2378541 Long ABS-MBS USGSE US N 2 2065-11-20 Floating 0.82025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30 N/A 38376RKZ8 15970.280000 PA USD 16121.150000 0.0007248 Long ABS-MBS USGSE US N 2 2061-08-20 Floating 0.82025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H20 N/A 38376RYF7 6159657.280000 PA USD 6215610.370000 0.2794536 Long ABS-MBS USGSE US N 2 2066-09-20 Floating 0.79025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23 N/A 38376RB54 11398.240000 PA USD 11397.740000 0.0005124 Long ABS-MBS USGSE US N 2 2066-10-20 Floating 0.51025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-118 N/A 38380AUU9 188932.780000 PA USD 25518.450000 0.0011473 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 272785.640000 PA USD 10588.200000 0.0004760 Long ABS-MBS USGSE US N 2 2045-08-20 Floating 2.10256 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-180 N/A 38376T6N7 772149.290000 PA USD 26744.090000 0.0012024 Long ABS-MBS USGSE US N 2 2045-09-20 Floating 2.10361 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-23 N/A 38379VRN6 3462694.520000 PA USD 3691385.410000 0.1659646 Long ABS-MBS USGSE US N 2 2031-01-20 Variable 4.37245 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11 N/A 38375UXM7 6285058.770000 PA USD 6373544.860000 0.2865544 Long ABS-MBS USGSE US N 2 2066-05-20 Floating 0.94025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H14 N/A 38376RVV5 926408.310000 PA USD 939492.900000 0.0422396 Long ABS-MBS USGSE US N 2 2066-06-20 Floating 0.94025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H33 N/A 38376RNF9 30438181.460000 PA USD 30714955.840000 1.3809434 Long ABS-MBS USGSE US N 2 2065-12-20 Floating 0.80025 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-15 N/A 38380CSQ7 532713.890000 PA USD 24767.150000 0.0011135 Long ABS-MBS USGSE US N 2 2045-11-20 Floating 2.24688 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-57 N/A 38380B7Q2 281589.760000 PA USD 10876.910000 0.0004890 Long ABS-MBS USGSE US N 2 2045-12-20 Floating 2.28208 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-163 N/A 38381AA55 4347013.710000 PA USD 4646349.510000 0.2088997 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 4042663.060000 PA USD 700604.830000 0.0314992 Long ABS-MBS USGSE US N 2 2049-09-20 Floating 5.89837 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-23 N/A 38381RNK1 4418198.440000 PA USD 4435344.580000 0.1994129 Long ABS-MBS USGSE US N 2 2049-02-20 Floating 0.60163 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-183 N/A 38382LTB7 20000000.000000 PA USD 20201860.000000 0.9082749 Long ABS-MBS USGSE US N 2 2050-12-20 Fixed 1.25 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-65 N/A 38382E6U6 15938839.630000 PA USD 15949587.190000 0.7170929 Long ABS-MBS USGSE US N 2 2046-04-20 Floating 0.55475 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H12 N/A 38380QDL3 105028824.060000 PA USD 109627322.070000 4.9288406 Long ABS-MBS USGSE US N 2 2070-07-20 Floating 1.20163 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H15 N/A 38380QHX3 36139177.320000 PA USD 37724754.810000 1.6961037 Long ABS-MBS USGSE US N 2 2070-08-20 Floating 1.20163 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H15 N/A 38380QJA1 5365308.590000 PA USD 5575629.760000 0.2506801 Long ABS-MBS USGSE US N 2 2070-07-20 Floating 1.20163 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H16 N/A 38380QLA8 2999114.240000 PA USD 3170213.710000 0.1425327 Long ABS-MBS USGSE US N 2 2070-09-20 Floating 1.40163 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H16 N/A 38380QKM3 30051028.640000 PA USD 31821013.190000 1.4306717 Long ABS-MBS USGSE US N 2 2070-09-20 Floating 1.40163 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H17 N/A 38380QMP4 11704541.140000 PA USD 12380904.440000 0.5566450 Long ABS-MBS USGSE US N 2 2070-10-20 Floating 1.40163 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H17 N/A 38380QMV1 14415080.350000 PA USD 15152071.510000 0.6812366 Long ABS-MBS USGSE US N 2 2070-10-20 Floating 1.40163 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H22 N/A 38380QRY0 29767323.000000 PA USD 31132601.270000 1.3997207 Long ABS-MBS USGSE US N 3 2070-12-20 Floating 1.4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H22 N/A 38380QSU7 19638966.000000 PA USD 20616374.750000 0.9269115 Long ABS-MBS USGSE US N 3 2070-12-20 Floating 1.4 N N N N N N GOVERNMENT NATIONAL MTG ASSOC 2006-26 N/A 38374NDU8 35528.990000 PA USD 33561.870000 0.0015089 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 80376.580000 PA USD 77051.380000 0.0034642 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 966230.560000 PA USD 9.660000 0.0000004 Long ABS-MBS USGSE US N 2 2044-01-16 Variable 0.04794 N N N N N N GOVERNMENT NATL MTGE ASSOC 2002-83 N/A 38373VT91 944467.830000 PA USD 0.850000 0.0000000 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 552953.680000 PA USD 527520.080000 0.0237173 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 4640241.010000 PA USD 46.400000 0.0000021 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 546137.430000 PA USD 515954.000000 0.0231973 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 38376WBS3 104985.870000 PA USD 99566.210000 0.0044765 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 3631070.110000 PA USD 36.310000 0.0000016 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 6129149.760000 PA USD 6165664.780000 0.2772081 Long ABS-MBS USGSE US N 2 2060-02-20 Floating 0.8255 N N N N N N GOVT NATL MORTGAGE ASSOC SERIES 2007-18 N/A 38375JD69 78461.990000 PA USD 76738.160000 0.0034501 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 2348.390000 0.0001056 Long ABS-MBS CORP US N 2 2032-11-25 Floating 0.748 N N N N N N JP MORGAN MORTGAGE TRUST 2019-6 N/A 46651BAL4 6534927.230000 PA USD 6548987.130000 0.2944422 Long ABS-MBS CORP US N 2 2049-12-25 Floating 1.048 N N N N N N LA HIPOTECARIA EL SALVADORIAN MORTGAGE TRUST 2013-1A N/A 501716AA2 2639933.360000 PA USD 2839789.860000 0.1276769 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 8110506.490000 PA USD 8391598.720000 0.3772860 Long ABS-MBS CORP PA N 3 2039-09-08 Floating 2.75 N N N N N N LA HIPOTECARIA PANAMANIAN MORTGAGE TRUST 2014-1A N/A 50346EAA5 3499029.490000 PA USD 3764683.260000 0.1692600 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 4833324.560000 PA USD 5381102.680000 0.2419342 Long ABS-MBS CORP US N 3 2046-09-29 Fixed 4.25 N N N N N N MFA 2020-NQM2 TRUST N/A 552751AA7 13677357.370000 PA USD 13700343.540000 0.6159670 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.381 N N N N N N MORTGAGE EQUITY CONVER ASSET TR 2007-FF2 N/A 61911CAA1 5887285.200000 PA USD 5821661.400000 0.2617417 Long ABS-MBS CORP US N 2 2042-02-25 Floating 0.56 N N N N N N MORTGAGE EQUITY CONVER ASSET TR 2007-FF3 N/A 61911GAA2 16958140.260000 PA USD 15889163.540000 0.7143762 Long ABS-MBS CORP US N 2 2042-05-25 Floating 0.59 N N N N N N PREFERRED TERM SECURITIES X LTD / PREFERRED TERM SECURITIES X INC N/A 74040YAB8 208330.980000 PA USD 202081.050000 0.0090856 Long DBT CORP KY N 2 2033-07-03 Floating 1.09575 N N N N N N SOUND POINT CLO XII LTD 2016-2A N/A 83610CAW1 9700000.000000 PA USD 9700000.000000 0.4361117 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 1.28863 N N N N N N STRUCTURED ASSEET MTGE INV INC 2002-AR3 N/A 86358HNX3 12965.190000 PA USD 12767.080000 0.0005740 Long ABS-MBS CORP US N 2 2032-09-19 Floating 0.81163 N N N N N N TOWD POINT MORTGAGE TRUST 2020-1 N/A 89178WAU2 3964081.520000 PA USD 4107440.940000 0.1846704 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.71 N N N N N N TOWD POINT MORTGAGE TRUST 2020-2 N/A 89176UAN4 4355552.240000 PA USD 4437827.750000 0.1995246 Long ABS-MBS CORP US N 2 2060-04-25 Variable 1.636 N N N N N N TRALEE CLO II LTD 2013-1A N/A 89289UAQ1 4070501.820000 PA USD 4034817.320000 0.1814052 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 1.53838 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 N/A 90349GAG0 24236397.560000 PA USD 460809.050000 0.0207180 Long ABS-MBS CORP US N 2 2046-04-10 Variable 1.10555 N N N N N N UMBS PASS THRU POOLS N/A 01F012429 16000000.000000 PA USD 16440114.560000 0.7391470 Long ABS-MBS USGSE US N 2 2036-02-18 Fixed 1.5 N N N N N N UMBS PASS THRU POOLS N/A 01F020422 118800000.000000 PA USD 124072600.610000 5.5782998 Long ABS-MBS USGSE US N 2 2036-02-18 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F022410 74075000.000000 PA USD 77255710.870000 3.4734141 Long ABS-MBS USGSE US N 2 2036-01-16 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F022428 75000000.000000 PA USD 78232148.250000 3.5173147 Long ABS-MBS USGSE US N 2 2035-02-15 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030413 18000000.000000 PA USD 18890051.580000 0.8492961 Long ABS-MBS USGSE US N 2 2036-01-16 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F030413 -116500000.000000 PA USD -122260611.620000 -5.4968329 Short ABS-MBS USGSE US N 2 2036-01-16 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032419 -12000000.000000 PA USD -12724889.760000 -0.5721106 Short ABS-MBS USGSE US N 2 2036-01-16 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040412 500000.000000 PA USD 530646.580000 0.0238579 Long ABS-MBS USGSE US N 2 2036-01-16 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F020620 -1500000.000000 PA USD -1555310.550000 -0.0699267 Short ABS-MBS USGSE US N 2 2051-02-12 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F020638 122500000.000000 PA USD 126811266.230000 5.7014302 Long ABS-MBS USGSE US N 2 2051-03-11 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F022618 12250000.000000 PA USD 12912249.700000 0.5805343 Long ABS-MBS USGSE US N 2 2051-01-14 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F022618 -12250000.000000 PA USD -12912249.700000 -0.5805343 Short ABS-MBS USGSE US N 2 2051-01-14 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F022626 1850000.000000 PA USD 1946616.730000 0.0875198 Long ABS-MBS USGSE US N 2 2051-02-12 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F022626 -97600000.000000 PA USD -102697185.380000 -4.6172619 Short ABS-MBS USGSE US N 2 2051-02-12 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F022634 -59000000.000000 PA USD -61991407.380000 -2.7871315 Short ABS-MBS USGSE US N 2 2051-03-11 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030611 -106509998.000000 PA USD -111585248.400000 -5.0168689 Short ABS-MBS USGSE US N 2 2051-01-14 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F030629 -52540002.000000 PA USD -55092813.520000 -2.4769710 Short ABS-MBS USGSE US N 2 2051-02-12 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032617 15000000.000000 PA USD 15855060.600000 0.7128430 Long ABS-MBS USGSE US N 2 2051-01-14 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F032617 -51750000.000000 PA USD -54699959.070000 -2.4593083 Short ABS-MBS USGSE US N 2 2051-01-14 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F032625 -59000000.000000 PA USD -62448511.650000 -2.8076829 Short ABS-MBS USGSE US N 2 2051-02-12 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040610 9207000.000000 PA USD 9832771.980000 0.4420811 Long ABS-MBS USGSE US N 2 2051-01-14 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F042616 -14500000.000000 PA USD -15715787.450000 -0.7065813 Short ABS-MBS USGSE US N 2 2051-01-14 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F052615 3000000.000000 PA USD 3351877.470000 0.1507003 Long ABS-MBS USGSE US N 2 2051-01-14 Fixed 5.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9127963T4 3052000.000000 PA USD 3051994.900000 0.1372176 Long DBT UST US N 2 2021-01-07 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9127963U1 1898000.000000 PA USD 1897981.550000 0.0853332 Long DBT UST US N 2 2021-01-14 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796A82 1389000.000000 PA USD 1388968.160000 0.0624480 Long DBT UST US N 2 2021-01-26 None 0 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5 N/A 94988HAK7 8621902.780000 PA USD 206683.390000 0.0092925 Long ABS-MBS CORP US N 2 2045-10-15 Variable 1.74014 N N N N N N N/A N/A 000000000 2228000.000000 PA USD 2228000.000000 0.1001708 Long RA US N 2 Repurchase N 0.0000001 2021-01-04 2275300.000000 USD 2272653.830000 USD UST N N N N/A N/A 000000000 -2259805.960000 PA USD -2259851.160000 -0.1016028 Short RA US N 2 Reverse repurchase N 0.1800000 2021-01-14 2096350.400000 USD 2322801.080000 USD AMBS N N N N/A N/A 000000000 -6745372.750000 PA USD -6745560.120000 -0.3032802 Short RA US N 2 Reverse repurchase N 0.2000000 2021-01-14 6608931.300000 USD 6939939.820000 USD AMBS N N N AREIT TRUST 2020-CRE4 N/A 04002RAA8 5600000.000000 PA USD 5674940.880000 0.2551451 Long ABS-MBS CORP KY N 2 2037-04-15 Floating 2.77863 N N N N N N N/A N/A 000000000 -16500000.000000 NC USD -78665.400000 -0.0035368 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written GNMA PASS THRU POOLS GNMA II TBA 2.5% MAR 30YR JMBO N/A 104.000000 USD 2021-03-11 XXXX -48372.430000 N N N N/A N/A 000000000 110000000.000000 NC USD 1.100000 0.0000000 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Purchased GNMA PASS THRU POOLS GNMA II TBA 2.5% FEB 30YR JMBO N/A 72.000000 USD 2021-02-04 XXXX -4295.780000 N N N N/A N/A 000000000 -27500000.000000 NC USD -123750.000000 -0.0055638 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written GNMA PASS THRU POOLS GNMA II TBA 2.5% MAR 30YR JMBO N/A 103.580000 USD 2021-03-11 XXXX -59296.870000 N N N N/A N/A 000000000 -17700000.000000 NC USD -1046.070000 -0.0000470 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written GNMA PASS THRU POOLS GNMA II TBA 2.5% JAN 30YR JMBO N/A 103.370000 USD 2021-01-14 XXXX 76391.430000 N N N N/A N/A 000000000 -16500000.000000 NC USD -1232.550000 -0.0000554 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written GNMA PASS THRU POOLS GNMA II TBA 2.5% JAN 30YR JMBO N/A 103.590000 USD 2021-01-14 XXXX 62576.040000 N N N N/A N/A 000000000 -17000000.000000 NC USD -116723.700000 -0.0052479 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written GNMA PASS THRU POOLS GNMA II TBA 2.0% MAR 30YR JMBO N/A 102.910000 USD 2021-03-11 XXXX -58286.200000 N N N N/A N/A 000000000 -21000000.000000 NC USD -18931.500000 -0.0008512 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written GNMA PASS THRU POOLS GNMA II TBA 2.5% FEB 30YR JMBO N/A 103.770000 USD 2021-02-11 XXXX 15521.630000 N N N N/A N/A 000000000 -22500000.000000 NC USD -58007.930000 -0.0026080 N/A DIR US N 3 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written GNMA PASS THRU POOLS GNMA II TBA 2.5% APR 30YR JMBO N/A 104.130000 USD 2021-04-14 XXXX -0.110000 N N N N/A N/A 000000000 200000000.000000 NC USD 400.000000 0.0000180 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Purchased GNMA PASS THRU POOLS GNMA II TBA 3.0% FEB 30YR JMBO N/A 73.000000 USD 2021-02-04 XXXX -7412.500000 N N N 2021-02-01 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX