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ABS-MBS USGSE US N 2 2029-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31382XNZ9 358.230000 PA USD 376.190000 0.0000306 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31382YDS4 4273.420000 PA USD 4513.460000 0.0003671 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31382YDY1 882.090000 PA USD 926.350000 0.0000753 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31383GX92 49.050000 PA USD 51.460000 0.0000042 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31383HY73 210.680000 PA USD 221.080000 0.0000180 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31383JAT7 2647.770000 PA USD 2784.910000 0.0002265 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31383KWA1 10235.630000 PA USD 10110.210000 0.0008223 Long ABS-MBS USGSE US N 2 2029-06-01 Floating 2.645 N N N N N N FNMA 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ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CLK0 69783.460000 PA USD 73522.870000 0.0059800 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31416KZL5 14696.300000 PA USD 15291.760000 0.0012438 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416MMZ4 49558.560000 PA USD 51967.390000 0.0042268 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416MM50 88465.250000 PA USD 89284.650000 0.0072620 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31416RGL1 381729.170000 PA USD 394235.270000 0.0320653 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31416SNQ0 107015.580000 PA USD 111369.060000 0.0090582 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416SVH1 45298.960000 PA USD 45844.150000 0.0037287 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31416VJD7 6097.980000 PA USD 6576.520000 0.0005349 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416VJQ8 16200.060000 PA USD 17545.670000 0.0014271 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416VQQ0 117098.040000 PA USD 125984.780000 0.0102470 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416VSC9 170719.650000 PA USD 185250.290000 0.0150674 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31416YT73 4193388.100000 PA USD 4331134.360000 0.3522743 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417BRK5 7926.090000 PA USD 7754.920000 0.0006307 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 2 N N N N N N FNMA PASS THRU POOLS N/A 31417EK75 737908.200000 PA USD 677801.140000 0.0551292 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 2562671.370000 PA USD 2353924.230000 0.1914572 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 31417KLX3 47013.090000 PA USD 49530.650000 0.0040286 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417LT96 61129.260000 PA USD 64187.440000 0.0052207 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31417VPC1 1911.280000 PA USD 2007.720000 0.0001633 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418MER9 107.640000 PA USD 108.210000 0.0000088 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MJV5 23965.790000 PA USD 25212.080000 0.0020506 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31418MMK5 104516.760000 PA USD 114660.520000 0.0093260 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31418MQQ8 626.060000 PA USD 632.930000 0.0000515 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MRF1 359.750000 PA USD 362.010000 0.0000294 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418MRT1 1618162.340000 PA USD 1739412.280000 0.1414757 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 31418MXV9 76.440000 PA USD 76.780000 0.0000062 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31418PMC6 137354.020000 PA USD 142506.610000 0.0115908 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418VAZ5 5381.650000 PA USD 5442.920000 0.0004427 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418VX49 93166.830000 PA USD 96219.770000 0.0078261 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31418XZV3 20069.280000 PA USD 20297.750000 0.0016509 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419AHM2 35.270000 PA USD 35.430000 0.0000029 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31419AJR9 153728.490000 PA USD 161989.120000 0.0131754 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31419AP35 398219.720000 PA USD 443223.700000 0.0360497 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31419AYM3 6163807.520000 PA USD 6238027.160000 0.5073720 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419GJM7 1118.160000 PA USD 1112.970000 0.0000905 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31419HK92 125310.160000 PA USD 124729.020000 0.0101449 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31419H2G6 8654.930000 PA USD 8621.850000 0.0007013 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31419J6K9 898391.150000 PA USD 909178.460000 0.0739483 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31419LKL6 107850.330000 PA USD 107424.060000 0.0087374 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A1TU5 8151.480000 PA USD 8143.120000 0.0006623 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A2PY9 123355.950000 PA USD 123947.760000 0.0100813 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A22S7 39466.860000 PA USD 39289.670000 0.0031956 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138A4VN2 38067.230000 PA USD 37892.940000 0.0030820 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A5RL8 51031.060000 PA USD 50823.700000 0.0041338 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A6BV1 139358.610000 PA USD 138729.310000 0.0112836 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138A8HR0 15671.750000 PA USD 15601.390000 0.0012689 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AB5Z8 7762.010000 PA USD 7850.370000 0.0006385 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ADEP6 1029205.750000 PA USD 1041579.090000 0.0847172 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AFAX8 59654.050000 PA USD 59821.820000 0.0048656 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138AFH60 625268.730000 PA USD 632787.230000 0.0514680 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AHLT1 311199.680000 PA USD 314640.140000 0.0255914 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AJNN8 5408.280000 PA USD 5469.850000 0.0004449 Long ABS-MBS USGSE US N 2 2026-06-01 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172718.850000 PA USD 169818.800000 0.0138123 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGFU3 662275.610000 PA USD 677224.340000 0.0550823 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138EGWT7 66569.620000 PA USD 70139.700000 0.0057048 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138EHQ88 275.330000 PA USD 276.820000 0.0000225 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EJUC0 85383.680000 PA USD 86412.020000 0.0070284 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138EJYQ5 256866.370000 PA USD 261904.610000 0.0213021 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 3138ELCC5 157314.950000 PA USD 159039.330000 0.0129355 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ELCG6 1513144.060000 PA USD 1531337.770000 0.1245519 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Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EQT69 4275219.030000 PA USD 4388875.260000 0.3569707 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138EQ6W7 1246919.370000 PA USD 1280036.960000 0.1041122 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138EQ7E6 6282003.360000 PA USD 6357573.980000 0.5170954 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ERM64 4397897.060000 PA USD 4384803.640000 0.3566395 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138ERSK7 220003.980000 PA USD 208430.760000 0.0169528 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138ESCU0 276741.820000 PA USD 291582.900000 0.0237160 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138LVJP9 15103.270000 PA USD 15145.110000 0.0012318 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4 N N N N N N FNMA PASS 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171605.800000 0.0139576 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138W9T83 106734.780000 PA USD 112055.380000 0.0091141 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138WAPZ4 186406.130000 PA USD 194380.690000 0.0158100 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138WCUK7 391235.280000 PA USD 384293.550000 0.0312566 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 1595707.140000 PA USD 1570668.580000 0.1277509 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 668261.140000 PA USD 657793.090000 0.0535018 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 3138WEWV7 30040.570000 PA USD 29950.940000 0.0024361 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WFJR8 2216976.880000 PA USD 2233914.920000 0.1816962 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WGGX6 1073603.220000 PA USD 1108490.200000 0.0901594 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WJN38 6756072.950000 PA USD 6397313.790000 0.5203277 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WJUL0 607173.230000 PA USD 574379.210000 0.0467173 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WJXR4 25508.480000 PA USD 24229.560000 0.0019707 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2 N N N N N N FNMA PASS THRU POOLS N/A 3138WKKQ7 3145840.120000 PA USD 3216373.790000 0.2616049 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WKWG6 4108231.760000 PA USD 4200361.900000 0.3416379 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WRKP4 346530.360000 PA USD 331040.430000 0.0269253 Long ABS-MBS USGSE US N 2 2043-07-01 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