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ABS-MBS USGSE US N 2 2033-07-01 Floating 2.895 N N N N N N FNMA PASS THRU POOLS N/A 31401L6D0 12295.890000 PA USD 12231.330000 0.0042164 Long ABS-MBS USGSE US N 2 2033-05-01 Floating 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31401YR31 168168.890000 PA USD 166986.110000 0.0575638 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 2.502 N N N N N N FNMA PASS THRU POOLS N/A 31401Y6R1 18734.280000 PA USD 18568.640000 0.0064010 Long ABS-MBS USGSE US N 2 2033-09-01 Floating 1.913 N N N N N N FNMA PASS THRU POOLS N/A 31402CN65 83805.430000 PA USD 82958.100000 0.0285975 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 1443.000000 PA USD 1433.120000 0.0004940 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 2.745 N N N N N N FNMA PASS THRU POOLS N/A 31402CVD1 13270.470000 PA USD 13298.030000 0.0045841 Long ABS-MBS USGSE US N 2 2033-03-01 Floating 2.835 N N N N N N FNMA PASS THRU POOLS N/A 31402DKS8 21643.560000 PA USD 21486.610000 0.0074069 Long ABS-MBS 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PASS THRU POOLS N/A 31404ECQ7 33424.230000 PA USD 33205.740000 0.0114467 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 2.299 N N N N N N FNMA PASS THRU POOLS N/A 31404EQE9 10675.960000 PA USD 10609.430000 0.0036573 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 2.155 N N N N N N FNMA PASS THRU POOLS N/A 31404GV40 1156.020000 PA USD 1185.590000 0.0004087 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 14121.510000 PA USD 14058.350000 0.0048462 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 1.979 N N N N N N FNMA PASS THRU POOLS N/A 31404J2J3 6718.950000 PA USD 6728.960000 0.0023196 Long ABS-MBS USGSE US N 2 2034-04-01 Floating 2.372 N N N N N N FNMA PASS THRU POOLS N/A 31404MPT9 69064.410000 PA USD 68645.760000 0.0236637 Long ABS-MBS USGSE US N 2 2034-03-01 Floating 2.408 N N N N N N FNMA PASS THRU POOLS N/A 31404Q5M7 40481.190000 PA USD 41256.940000 0.0142222 Long ABS-MBS USGSE US N 2 2044-03-01 Floating 1.677 N N N N N N FNMA PASS THRU POOLS N/A 31404SCY9 77603.700000 PA USD 76962.450000 0.0265306 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 2.098 N N N N N N FNMA PASS THRU POOLS N/A 31404WPZ3 1303.460000 PA USD 1291.240000 0.0004451 Long ABS-MBS USGSE US N 2 2034-06-01 Floating 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31404XJD7 5948.130000 PA USD 5899.790000 0.0020338 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 8822.220000 PA USD 9020.820000 0.0031097 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 2.789 N N N N N N FNMA PASS THRU POOLS N/A 31405GQ37 18402.810000 PA USD 18390.170000 0.0063395 Long ABS-MBS USGSE US N 2 2034-04-01 Floating 2.945 N N N N N N FNMA PASS THRU POOLS N/A 31405MA23 51172.650000 PA USD 52565.740000 0.0181206 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 2.355 N N N N N N FNMA PASS THRU POOLS N/A 31405MA56 45850.500000 PA USD 47079.870000 0.0162295 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 3.004 N N N N N N FNMA PASS THRU POOLS N/A 31405PRS1 104696.650000 PA USD 106708.640000 0.0367848 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 1.677 N N N N N N FNMA PASS THRU POOLS N/A 31405U6G9 6303.480000 PA USD 6413.360000 0.0022108 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 1.628 N N N N N N FNMA PASS THRU POOLS N/A 31406AV66 24175.100000 PA USD 24024.500000 0.0082818 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 1.891 N N N N N N FNMA PASS THRU POOLS N/A 31406DG67 11218.110000 PA USD 11505.400000 0.0039662 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 37459.940000 PA USD 37348.240000 0.0128748 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 4623.920000 PA USD 4601.810000 0.0015863 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 24467.360000 PA USD 25064.560000 0.0086403 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 2.793 N N N N N N FNMA PASS THRU POOLS N/A 31406KA26 589.530000 PA USD 590.640000 0.0002036 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 3.405 N N N N N N FNMA PASS THRU POOLS N/A 31406L2T4 1177.550000 PA USD 1164.010000 0.0004013 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 2.55 N N N N N N FNMA PASS THRU POOLS N/A 31406L3G1 59806.760000 PA USD 61287.870000 0.0211273 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 1350.780000 PA USD 1382.860000 0.0004767 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 2.561 N N N N N N FNMA PASS THRU POOLS N/A 31406MER3 7830.230000 PA USD 8036.920000 0.0027705 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 2.679 N N N N N N FNMA PASS THRU POOLS N/A 31406NL93 1879.650000 PA USD 1868.550000 0.0006441 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 2.425 N N N N N N FNMA PASS THRU POOLS N/A 31406PBQ1 20497.220000 PA USD 20380.190000 0.0070255 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31406P4P1 57118.340000 PA USD 57190.340000 0.0197148 Long ABS-MBS USGSE US N 2 2034-05-01 Floating 2.965 N N N N N N FNMA PASS THRU POOLS N/A 31406QGB7 14561.180000 PA USD 14985.930000 0.0051660 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 1.911 N N N N N N FNMA PASS THRU POOLS N/A 31406Q7B7 35539.760000 PA USD 35279.250000 0.0121615 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 2.551 N N N N N N FNMA PASS THRU POOLS N/A 31406WEF7 7896.080000 PA USD 8136.650000 0.0028049 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 3.875 N N N N N N FNMA PASS THRU POOLS N/A 31406YTJ9 79023.090000 PA USD 78963.900000 0.0272206 Long ABS-MBS USGSE US N 2 2034-06-01 Floating 2.345 N N N N N N FNMA PASS THRU POOLS N/A 31407ANB3 26190.090000 PA USD 25976.640000 0.0089547 Long ABS-MBS USGSE US N 2 2033-11-01 Floating 1.945 N N N N N N FNMA PASS THRU POOLS N/A 31407A7K1 9743.840000 PA USD 10019.890000 0.0034541 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 2.811 N N N N N N FNMA PASS THRU POOLS N/A 31407CD95 549.870000 PA USD 548.230000 0.0001890 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 3.245 N N N N N N FNMA PASS THRU POOLS N/A 31407CEH6 4072.220000 PA USD 4071.740000 0.0014036 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 1.977 N N N N N N FNMA PASS THRU POOLS N/A 31407EV42 96619.700000 PA USD 95861.530000 0.0330456 Long ABS-MBS USGSE US N 2 2033-11-01 Floating 1.945 N N N N N N FNMA PASS THRU POOLS N/A 31407EZG1 23047.170000 PA USD 22883.500000 0.0078884 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 1.655 N N N N N N FNMA PASS THRU POOLS N/A 31407EZZ9 31343.100000 PA USD 31292.710000 0.0107873 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 2.717 N N N N N N FNMA PASS THRU POOLS N/A 31407K6Q7 50747.160000 PA USD 53069.850000 0.0182943 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 2.721 N N N N N N FNMA PASS THRU POOLS N/A 31407MSF3 5759.310000 PA USD 5920.240000 0.0020408 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 2.384 N N N N N N FNMA PASS THRU POOLS N/A 31407MSU0 3327.160000 PA USD 3420.560000 0.0011791 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