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USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411A5E1 113068.740000 PA USD 131833.180000 0.0087614 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BBU6 157411.340000 PA USD 176863.970000 0.0117541 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31411BFP3 133403.250000 PA USD 159469.740000 0.0105981 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BGU1 33765.420000 PA USD 40372.680000 0.0026831 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BLM3 7006.290000 PA USD 8326.100000 0.0005533 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411BQQ9 24806.840000 PA USD 27954.110000 0.0018578 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411CDV0 11840.860000 PA USD 14154.560000 0.0009407 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411CD32 92265.820000 PA USD 104162.100000 0.0069225 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31411CK42 6756.840000 PA USD 7598.030000 0.0005050 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411CUW9 1060.050000 PA USD 1113.100000 0.0000740 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31411CZS3 6582.040000 PA USD 7405.430000 0.0004922 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411DAA7 3304.480000 PA USD 3950.090000 0.0002625 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411DJH3 2024.880000 PA USD 2277.820000 0.0001514 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411D2M0 317739.960000 PA USD 357112.230000 0.0237332 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31411EFF9 826.120000 PA USD 867.460000 0.0000577 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31411EVY0 54177.890000 PA USD 64210.780000 0.0042674 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411FCH5 22812.700000 PA USD 26455.320000 0.0017582 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411GBE1 6169.470000 PA USD 6941.340000 0.0004613 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411H6L9 37961.910000 PA USD 38763.760000 0.0025762 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411JCS3 496.590000 PA USD 500.770000 0.0000333 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411J3G9 312.970000 PA USD 316.970000 0.0000211 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411KM34 2047.590000 PA USD 2150.060000 0.0001429 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31411LA76 14732.300000 PA USD 17016.570000 0.0011309 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31411LEQ0 452.410000 PA USD 456.260000 0.0000303 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411LFJ5 12425.140000 PA USD 12734.690000 0.0008463 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411LXK2 4452.070000 PA USD 5230.890000 0.0003476 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411NKD8 2004.930000 PA USD 2013.670000 0.0001338 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411SLJ3 2389.840000 PA USD 2774.800000 0.0001844 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31411SP91 95832.670000 PA USD 110018.510000 0.0073117 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411SYV2 3357.070000 PA USD 3525.080000 0.0002343 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31411S5T9 19813.030000 PA USD 23254.930000 0.0015455 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411S6A9 2511.620000 PA USD 2550.950000 0.0001695 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411URD5 10463.750000 PA USD 12449.380000 0.0008274 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411W6G7 3599.250000 PA USD 3622.750000 0.0002408 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31411XNK7 57364.050000 PA USD 64588.460000 0.0042925 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411XXH3 16654.160000 PA USD 19475.220000 0.0012943 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411X2B0 16920.710000 PA USD 17767.530000 0.0011808 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31411YCP6 1422.760000 PA USD 1700.870000 0.0001130 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411YKU6 155686.360000 PA USD 181524.550000 0.0120639 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411YP72 28724.520000 PA USD 33660.080000 0.0022370 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411Y3J0 115.820000 PA USD 117.460000 0.0000078 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412BJN3 26019.720000 PA USD 29724.460000 0.0019754 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 31412BKG6 160.410000 PA USD 168.440000 0.0000112 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31412BKK7 396.040000 PA USD 397.970000 0.0000264 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412B4Q2 7763.390000 PA USD 8805.340000 0.0005852 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412DKS6 181611.170000 PA USD 208034.710000 0.0138257 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412DSA7 68104.970000 PA USD 75968.130000 0.0050487 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412DVV7 169.820000 PA USD 171.990000 0.0000114 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412DV88 25218.010000 PA USD 28809.350000 0.0019146 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412DZC5 16713.470000 PA USD 19205.400000 0.0012764 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412EK88 367753.130000 PA USD 428796.340000 0.0284972 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412ES72 55661.440000 PA USD 62693.410000 0.0041665 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412FPM9 13224.870000 PA USD 15207.590000 0.0010107 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412FUP6 39242.570000 PA USD 44134.510000 0.0029331 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412GNF4 93691.090000 PA USD 105986.750000 0.0070437 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412GZC8 210001.820000 PA USD 237421.850000 0.0157787 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LFZ8 36334.720000 PA USD 41732.440000 0.0027735 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31412LGP9 5651.160000 PA USD 6669.180000 0.0004432 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LHR4 148.530000 PA USD 150.590000 0.0000100 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 5.5 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ABS-MBS USGSE US N 2 2029-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QKF5 11857.680000 PA USD 12475.150000 0.0008291 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31412QL72 16823.750000 PA USD 19782.040000 0.0013147 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QL98 6742.620000 PA USD 7901.150000 0.0005251 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412SAS4 16504.660000 PA USD 18587.170000 0.0012353 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412SR23 67746.540000 PA USD 76217.630000 0.0050653 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412TC50 2920.590000 PA USD 3033.840000 0.0002016 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412T6Y4 18858.930000 PA USD 21238.430000 0.0014115 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412UND8 61439.260000 PA USD 69252.620000 0.0046024 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412U2D1 240870.690000 PA USD 254223.120000 0.0168953 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412VRK6 59288.150000 PA USD 66768.170000 0.0044373 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412WJ31 6197.050000 PA USD 6298.750000 0.0004186 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XDR2 396862.240000 PA USD 468758.700000 0.0311530 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XFF6 11379.640000 PA USD 13612.280000 0.0009047 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XHU1 65380.930000 PA USD 73643.420000 0.0048942 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XMT8 5325.380000 PA 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