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Floating 1.683 N N N N N N FNMA PASS THRU POOLS N/A 31401G4N1 31798.110000 PA USD 31995.700000 0.0089700 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 1.895 N N N N N N FNMA PASS THRU POOLS N/A 31401L6D0 12777.010000 PA USD 12838.870000 0.0035994 Long ABS-MBS USGSE US N 2 2033-05-01 Floating 2.25 N N N N N N FNMA PASS THRU POOLS N/A 31401YR31 175042.310000 PA USD 175841.030000 0.0492972 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 1.555 N N N N N N FNMA PASS THRU POOLS N/A 31401Y6R1 19459.230000 PA USD 19571.590000 0.0054869 Long ABS-MBS USGSE US N 2 2033-09-01 Floating 1.538 N N N N N N FNMA PASS THRU POOLS N/A 31402CN65 88428.230000 PA USD 88608.150000 0.0248414 Long ABS-MBS USGSE US N 2 2033-04-01 Floating 2.605 N N N N N N FNMA PASS THRU POOLS N/A 31402CUL4 1510.220000 PA USD 1512.330000 0.0004240 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 1.916 N N N N N N FNMA PASS THRU POOLS N/A 31402CVD1 14017.940000 PA USD 14202.660000 0.0039817 Long ABS-MBS USGSE US N 2 2033-03-01 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31403GDA7 68348.700000 PA USD 68884.390000 0.0193118 Long ABS-MBS USGSE US N 2 2033-10-01 Floating 2.33 N N N N N N FNMA PASS THRU POOLS N/A 31403GWC2 19766.070000 PA USD 20514.550000 0.0057513 Long ABS-MBS USGSE US N 2 2033-09-01 Floating 1.675 N N N N N N FNMA PASS THRU POOLS N/A 31403GZT2 16148.360000 PA USD 16202.380000 0.0045424 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31403H3P3 17902.200000 PA USD 17991.810000 0.0050440 Long ABS-MBS USGSE US N 2 2033-11-01 Floating 2.144 N N N N N N FNMA PASS THRU POOLS N/A 31403KDN0 86293.590000 PA USD 86698.800000 0.0243061 Long ABS-MBS USGSE US N 2 2033-11-01 Floating 1.615 N N N N N N FNMA PASS THRU POOLS N/A 31403NSL2 98344.700000 PA USD 103023.860000 0.0288829 Long ABS-MBS USGSE US N 2 2033-11-01 Floating 1.995 N N N N N N FNMA PASS THRU POOLS N/A 31404AUB8 31792.980000 PA USD 31902.650000 0.0089439 Long ABS-MBS USGSE US N 2 2033-08-01 Floating 2.471 N N N N N N FNMA PASS THRU POOLS N/A 31404CGB0 216513.300000 PA USD 217217.000000 0.0608970 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 1.643 N N N N N N FNMA PASS THRU POOLS N/A 31404ECQ7 35265.600000 PA USD 35624.710000 0.0099874 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 2.095 N N N N N N FNMA PASS THRU POOLS N/A 31404EQE9 11062.470000 PA USD 11114.310000 0.0031159 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 2.03 N N N N N N FNMA PASS THRU POOLS N/A 31404GV40 1264.680000 PA USD 1342.840000 0.0003765 Long ABS-MBS USGSE US N 2 2034-01-01 Floating 2.15 N N N N N N FNMA PASS THRU POOLS N/A 31404JS97 14669.810000 PA USD 14753.170000 0.0041361 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 1.955 N N N N N N FNMA PASS THRU POOLS N/A 31404J2J3 10965.100000 PA USD 11024.580000 0.0030908 Long ABS-MBS USGSE US N 2 2034-04-01 Floating 1.622 N N N N N N FNMA PASS THRU POOLS N/A 31404MPT9 71611.110000 PA USD 71940.080000 0.0201685 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 2.125 N N N N N N FNMA PASS THRU POOLS N/A 31404Q5M7 46912.260000 PA USD 47951.990000 0.0134434 Long ABS-MBS USGSE US N 2 2044-03-01 Floating 1.283 N N N N N N FNMA PASS THRU POOLS N/A 31404SCY9 80533.550000 PA USD 81053.240000 0.0227234 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 1.917 N N N N N N FNMA PASS THRU POOLS N/A 31404WPZ3 1349.020000 PA USD 1352.490000 0.0003792 Long ABS-MBS USGSE US N 2 2034-06-01 Floating 2 N N N N N N FNMA PASS THRU POOLS N/A 31404XJD7 6197.540000 PA USD 6208.160000 0.0017405 Long ABS-MBS USGSE US N 2 2034-10-01 Floating 1.875 N N N N N N FNMA PASS THRU POOLS N/A 31405ARU9 11087.900000 PA USD 11561.020000 0.0032411 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 2.335 N N N N N N FNMA PASS THRU POOLS N/A 31405DVG9 23864.220000 PA USD 23970.430000 0.0067201 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 1.785 N N N N N N FNMA PASS THRU POOLS N/A 31405GQ37 19039.190000 PA USD 19134.190000 0.0053643 Long ABS-MBS USGSE US N 2 2034-04-01 Floating 2.07 N N N N N N FNMA PASS THRU POOLS N/A 31405MA23 56826.660000 PA USD 59128.720000 0.0165768 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 1.752 N N N N N N FNMA PASS THRU POOLS N/A 31405MA56 60082.020000 PA USD 62464.490000 0.0175120 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 1.761 N N N N N N FNMA PASS THRU POOLS N/A 31405PRS1 142166.200000 PA USD 145323.170000 0.0407415 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 1.283 N N N N N N FNMA PASS THRU POOLS N/A 31405ULQ0 4983.410000 PA USD 5002.320000 0.0014024 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 2.025 N N N N N N FNMA PASS THRU POOLS N/A 31405U6G9 7065.320000 PA USD 7339.540000 0.0020576 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 1.641 N N N N N N FNMA PASS THRU POOLS N/A 31406AV66 30335.100000 PA USD 30500.740000 0.0085509 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 1.883 N N N N N N FNMA PASS THRU POOLS N/A 31406DG67 13266.670000 PA USD 13908.550000 0.0038993 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 1.92 N N N N N N FNMA PASS THRU POOLS N/A 31406DJP2 38752.910000 PA USD 38978.760000 0.0109277 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 1.846 N N N N N N FNMA PASS THRU POOLS N/A 31406GD55 4793.390000 PA USD 4824.060000 0.0013524 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 1.691 N N N N N N FNMA PASS THRU POOLS N/A 31406H3D7 25999.990000 PA USD 26993.820000 0.0075677 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 1.679 N N N N N N FNMA PASS THRU POOLS N/A 31406KA26 2775.510000 PA USD 2794.850000 0.0007835 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 2.28 N N N N N N FNMA PASS THRU POOLS N/A 31406L2T4 1215.190000 PA USD 1219.210000 0.0003418 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 2.3 N N N N N N FNMA PASS THRU POOLS N/A 31406L3G1 74267.800000 PA USD 77477.880000 0.0217210 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 2.3 N N N N N N FNMA PASS THRU POOLS N/A 31406MEP7 1517.880000 PA USD 1573.310000 0.0004411 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 1.647 N N N N N N FNMA PASS THRU POOLS N/A 31406MER3 9728.460000 PA USD 10109.670000 0.0028343 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 1.712 N N N N N N FNMA PASS THRU POOLS N/A 31406NL93 1944.780000 PA USD 1945.520000 0.0005454 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 2.05 N N N N N N FNMA PASS THRU POOLS N/A 31406PBQ1 23510.210000 PA USD 23644.110000 0.0066287 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 2.125 N N N N N N FNMA PASS THRU POOLS N/A 31406P4P1 65312.660000 PA USD 65825.580000 0.0184543 Long ABS-MBS USGSE US N 2 2034-05-01 Floating 1.59 N N N N N N FNMA PASS THRU POOLS N/A 31406QGB7 18476.190000 PA USD 19219.380000 0.0053882 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 1.676 N N N N N N FNMA PASS THRU POOLS N/A 31406Q7B7 36717.860000 PA USD 36862.750000 0.0103345 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 1.551 N N N N N N FNMA PASS THRU POOLS N/A 31406WEF7 8190.820000 PA USD 8516.440000 0.0023876 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 1.875 N N N N N N FNMA PASS THRU POOLS N/A 31406YTJ9 85663.920000 PA USD 85815.470000 0.0240585 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