NPORT-P false 0000810893 XXXXXXXX S000009853 C000027281 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Mortgage and Short-Term Investments Portfolio S000009853 GQTZH3G16O0ZDGTIUS87 2023-03-31 2022-12-31 N 7562984790.720000 6308460792.750000 1254523997.970000 0.000000 0.000000 920344059.990000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 31048922.910000 USD N BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-DSNY N/A 054967AA2 1590000.000000 PA USD 1561267.590000 0.1244510 Long ABS-MBS CORP US N 2 2034-09-15 Floating 5.168 N N N N N N N/A N/A 000000000 10600000.000000 NC USD 170256.140000 0.0135714 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 N/A OIS USD R SOFR/3.513 03/08/23 LCH 2030-03-08 0.000000 USD 0.000000 USD N/A USD N/A 3.510000 USD 2023-03-06 XXXX 90226.140000 N N N N/A N/A 000000000 11000000.000000 NC USD 176863.500000 0.0140981 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.5125 03/08/23 LCH 2030-03-08 0.000000 USD 0.000000 USD N/A USD N/A 3.510000 USD 2023-03-06 XXXX 95463.500000 N N N N/A N/A 000000000 4800000.000000 NC USD 59345.280000 0.0047305 N/A DIR US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 Put Purchased JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.635 03/08/23 LCH 2030-03-08 0.000000 USD 0.000000 USD N/A USD N/A 3.630000 USD 2023-03-06 XXXX 21785.280000 N N N N/A N/A 000000000 41000000.000000 NC USD 653478.500000 0.0520898 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/2.77 12/26/23 LCH 2030-12-26 0.000000 USD 0.000000 USD N/A USD N/A 2.770000 USD 2023-12-21 XXXX -171646.500000 N N N N/A N/A 000000000 41000000.000000 NC USD 1113322.200000 0.0887446 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.52 12/26/23 LCH 2030-12-26 0.000000 USD 0.000000 USD N/A USD N/A 3.520000 USD 2023-12-21 XXXX 288197.200000 N N N N/A N/A 000000000 6800000.000000 NC USD 111665.520000 0.0089010 N/A DIR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/2.8 12/22/23 LCH 2030-12-22 0.000000 USD 0.000000 USD N/A USD N/A 2.800000 USD 2023-12-20 XXXX -28740.880000 N N N N/A N/A 000000000 20500000.000000 NC USD 541517.750000 0.0431652 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 N/A OIS USD R SOFR/3.55 12/22/23 LCH 2030-12-22 0.000000 USD 0.000000 USD N/A USD N/A 3.550000 USD 2023-12-20 XXXX 127007.750000 N N N N/A N/A 000000000 6900000.000000 NC USD 113307.660000 0.0090319 N/A DIR US N 2 BNP Paribas S.A. N/A Call Purchased BNP Paribas S.A. N/A N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/2.8 12/22/23 LCH 2030-12-22 0.000000 USD 0.000000 USD N/A USD N/A 2.800000 USD 2023-12-20 XXXX -26210.340000 N N N N/A N/A 000000000 20500000.000000 NC USD 541517.750000 0.0431652 N/A DIR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.55 12/22/23 LCH 2030-12-22 0.000000 USD 0.000000 USD N/A USD N/A 3.550000 USD 2023-12-20 XXXX 127417.750000 N N N N/A N/A 000000000 23000000.000000 NC USD 271558.700000 0.0216464 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.72 03/08/23 LCH 2033-03-08 0.000000 USD 0.000000 USD N/A USD N/A 3.720000 USD 2023-03-06 XXXX 7633.700000 N N N BANC OF AMERICA FUNDING CORP 2005-E N/A 05946XXH1 237190.990000 PA USD 199789.200000 0.0159255 Long ABS-MBS CORP US N 2 2035-05-20 Floating 4.93286 Y N N N N N BANC OF AMERICA FUNDING CORP 2006-8T2 N/A 05951UAK7 478988.640000 PA USD 415542.950000 0.0331236 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.7527 Y N N N N N BANC OF AMERICA FUNDING CORP 2007-1 N/A 05951FAM6 471044.870000 PA USD 408849.420000 0.0325900 Long ABS-MBS CORP US N 2 2037-01-25 Variable 6.3368 Y N N N N N BANC OF AMERICA MTGE SEC 2004-F N/A 05949AHR4 1160.240000 PA USD 1059.360000 0.0000844 Long ABS-MBS CORP US N 2 2034-07-25 Floating 3.67911 N N N N N N N/A N/A 000000000 1.000000 NC USD -2551159.740000 -0.2033568 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2028-06-16 0.000000 USD -271578.900000 USD 14840000.000000 USD -2279580.840000 N N N N/A N/A 000000000 1.000000 NC USD 12645593.170000 1.0079993 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-03-03 183982.500000 USD 0.000000 USD 188700000.000000 USD 12461610.670000 N N N N/A N/A 000000000 1.000000 NC USD 13989407.120000 1.1151167 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-04-05 215118.000000 USD 0.000000 USD 188700000.000000 USD 13774289.120000 N N N N/A N/A 000000000 1.000000 NC USD 13684961.160000 1.0908489 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-05-04 222666.000000 USD 0.000000 USD 188700000.000000 USD 13462295.160000 N N N N/A N/A 000000000 1.000000 NC USD -20298962.770000 -1.6180609 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2028-12-15 1025780.890000 USD 0.000000 USD 154500000.000000 USD -21324743.660000 N N N N/A N/A 000000000 1.000000 NC USD 551254.180000 0.0439413 N/A DIR US N 2 London Clearing house N/A USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2032-02-09 24375.000000 USD 0.000000 USD 3900000.000000 USD 526879.180000 N N N N/A N/A 000000000 1.000000 NC USD 910806.170000 0.0726017 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2032-02-09 29575.000000 USD 0.000000 USD 6500000.000000 USD 881231.170000 N N N N/A N/A 000000000 1.000000 NC USD 1531495.870000 0.1220778 N/A DIR US N 2 London Clearing house N/A N/A US Federal Funds Effective Rate (continuous series) Y 2023-04-29 2242.820000 USD 0.000000 USD 50800000.000000 USD 1529253.050000 N N N N/A N/A 000000000 1.000000 NC USD -2685249.450000 -0.2140453 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2031-12-21 0.000000 USD 0.000000 USD 14700000.000000 USD -2685249.450000 N N N N/A N/A 000000000 1.000000 NC USD -1470255.900000 -0.1171963 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2031-12-20 0.000000 USD 0.000000 USD 8200000.000000 USD -1470255.900000 N N N N/A N/A 000000000 1.000000 NC USD -4219947.020000 -0.3363783 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-12-15 124142.840000 USD 0.000000 USD 32419000.000000 USD -4344089.860000 N N N N/A N/A 000000000 1.000000 NC USD -1248787.380000 -0.0995427 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-05-09 0.000000 USD -89250.000000 USD 8500000.000000 USD -1159537.380000 N N N N/A N/A 000000000 1.000000 NC USD -1243710.570000 -0.0991380 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-05-09 0.000000 USD -90100.000000 USD 8500000.000000 USD -1153610.570000 N N N N/A N/A 000000000 1.000000 NC USD -1358954.140000 -0.1083243 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-05-09 0.000000 USD -99640.000000 USD 9400000.000000 USD -1259314.140000 N N N N/A N/A 000000000 1.000000 NC USD -1220217.500000 -0.0972654 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-05-09 0.000000 USD -89890.000000 USD 8900000.000000 USD -1130327.500000 N N N N/A N/A 000000000 1.000000 NC USD 28032774.420000 2.2345347 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-06-15 14188116.400000 USD 0.000000 USD 174100000.000000 USD 13844658.020000 N N N N/A N/A 000000000 1.000000 NC USD -3085685.770000 -0.2459647 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-06-15 0.000000 USD -1027252.960000 USD 16000000.000000 USD -2058432.810000 N N N N/A N/A 000000000 1.000000 NC USD -2737235.810000 -0.2181892 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-06-15 0.000000 USD -2205110.750000 USD 18200000.000000 USD -532125.060000 N N N N/A N/A 000000000 1.000000 NC USD 9433923.850000 0.7519923 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-06-15 4725754.590000 USD 0.000000 USD 62900000.000000 USD 4708169.260000 N N N N/A N/A 000000000 1.000000 NC USD -11312192.310000 -0.9017119 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2025-06-15 0.000000 USD -4699652.260000 USD 177000000.000000 USD -6612540.050000 N N N N/A N/A 000000000 1.000000 NC USD 3649706.050000 0.2909236 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-06-15 3826280.170000 USD 0.000000 USD 40900000.000000 USD -176574.120000 N N N N/A N/A 000000000 1.000000 NC USD -12310999.740000 -0.9813284 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-06-15 0.000000 USD -5887637.850000 USD 107800000.000000 USD -6423361.890000 N N N N/A N/A 000000000 1.000000 NC USD 2075629.420000 0.1654516 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-03-16 81925.000000 USD 0.000000 USD 14500000.000000 USD 1993704.420000 N N N N/A N/A 000000000 1.000000 NC USD 3833035.900000 0.3055371 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-07-15 0.000000 USD 0.000000 USD 26700000.000000 USD 3833035.900000 N N N N/A N/A 000000000 1.000000 NC USD 2174289.700000 0.1733159 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-12-21 1920385.010000 USD 0.000000 USD 27400000.000000 USD 253904.690000 N N N N/A N/A 000000000 1.000000 NC USD 1172025.720000 0.0934239 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-12-21 1025652.180000 USD 0.000000 USD 11700000.000000 USD 146373.540000 N N N N/A N/A 000000000 1.000000 NC USD -858396.540000 -0.0684241 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-06-08 0.000000 USD -81697.000000 USD 7700000.000000 USD -776699.540000 N N N N/A N/A 000000000 1.000000 NC USD -854138.930000 -0.0680847 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-06-08 0.000000 USD -81697.000000 USD 7700000.000000 USD -772441.930000 N N N N/A N/A 000000000 1.000000 NC USD 14456075.500000 1.1523156 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-07-08 543418.180000 USD 0.000000 USD 140100000.000000 USD 13912657.320000 N N N N/A N/A 000000000 1.000000 NC USD 2530156.790000 0.2016826 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-06-08 242483.000000 USD 0.000000 USD 24900000.000000 USD 2287673.790000 N N N N/A N/A 000000000 1.000000 NC USD 1110832.100000 0.0885461 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-06-08 106950.000000 USD 0.000000 USD 11500000.000000 USD 1003882.100000 N N N N/A N/A 000000000 1.000000 NC USD 410782.510000 0.0327441 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-06-08 45580.000000 USD 0.000000 USD 4300000.000000 USD 365202.510000 N N N N/A N/A 000000000 1.000000 NC USD 528916.750000 0.0421608 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-06-08 55970.000000 USD 0.000000 USD 5800000.000000 USD 472946.750000 N N N N/A N/A 000000000 1.000000 NC USD 719333.300000 0.0573391 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-06-08 76000.000000 USD 0.000000 USD 8000000.000000 USD 643333.300000 N N N N/A N/A 000000000 1.000000 NC USD 1757619.080000 0.1401025 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-06-15 44535.710000 USD 0.000000 USD 21500000.000000 USD 1713083.370000 N N N N/A N/A 000000000 1.000000 NC USD -187696.900000 -0.0149616 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-07-11 0.000000 USD -35880.000000 USD 2600000.000000 USD -151816.900000 N N N N/A N/A 000000000 1.000000 NC USD -185491.870000 -0.0147858 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-07-11 0.000000 USD -36400.000000 USD 2600000.000000 USD -149091.870000 N N N N/A N/A 000000000 1.000000 NC USD 522314.020000 0.0416344 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-09-16 98725.000000 USD 0.000000 USD 11000000.000000 USD 423589.020000 N N N N/A N/A 000000000 1.000000 NC USD 320582.300000 0.0255541 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2029-11-09 98621.250000 USD 0.000000 USD 11900000.000000 USD 221961.050000 N N N N/A N/A 000000000 1.000000 NC USD 322276.670000 0.0256892 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2029-11-09 101782.500000 USD 0.000000 USD 12300000.000000 USD 220494.170000 N N N N/A N/A 000000000 1.000000 NC USD 311430.040000 0.0248246 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2029-11-09 98621.250000 USD 0.000000 USD 11900000.000000 USD 212808.790000 N N N N/A N/A 000000000 1.000000 NC USD 632232.960000 0.0503962 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-10-06 0.000000 USD 0.000000 USD 25900000.000000 USD 632232.960000 N N N N/A N/A 000000000 1.000000 NC USD 925996.620000 0.0738126 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-11-09 0.000000 USD 0.000000 USD 37700000.000000 USD 925996.620000 N N N N/A N/A 000000000 1.000000 NC USD 621708.750000 0.0495573 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-11-28 281062.500000 USD 0.000000 USD 37500000.000000 USD 340646.250000 N N N N/A N/A 000000000 -24000000.000000 NC USD -165583.200000 -0.0131989 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 99.980000 USD 2023-02-06 XXXX -8083.200000 N N N N/A N/A 000000000 -27800000.000000 NC USD -70364.580000 -0.0056089 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 4.5% MAR 30YR N/A 99.000000 USD 2023-03-06 XXXX 133791.680000 N N N N/A N/A 000000000 -27800000.000000 NC USD -450157.060000 -0.0358827 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 4.5% MAR 30YR N/A 97.160000 USD 2023-03-06 XXXX -211250.800000 N N N N/A N/A 000000000 -14000000.000000 NC USD -69286.000000 -0.0055229 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written UMBS PASS THRU POOLS FNMA TBA 4.0% JAN 30YR N/A 94.030000 USD 2023-01-05 XXXX 10010.880000 N N N N/A N/A 000000000 -15500000.000000 NC USD -141198.800000 -0.0112552 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 5.0% FEB 30YR N/A 98.560000 USD 2023-02-06 XXXX -26159.740000 N N N N/A N/A 000000000 -35100000.000000 NC USD -322.920000 -0.0000257 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 5.5% JAN 30YR N/A 101.860000 USD 2023-01-05 XXXX 103880.210000 N N N N/A N/A 000000000 -20000000.000000 NC USD -35482.000000 -0.0028283 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 102.000000 USD 2023-02-06 XXXX 83268.000000 N N N N/A N/A 000000000 -7000000.000000 NC USD -34643.000000 -0.0027614 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written UMBS PASS THRU POOLS FNMA TBA 4.0% JAN 30YR N/A 94.030000 USD 2023-01-05 XXXX 5278.880000 N N N N/A N/A 000000000 -42300000.000000 NC USD -389.160000 -0.0000310 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 5.5% JAN 30YR N/A 101.860000 USD 2023-01-05 XXXX 125188.970000 N N N N/A N/A 000000000 -62900000.000000 NC USD -471.750000 -0.0000376 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Call Written UMBS PASS THRU POOLS FNMA TBA 5.5% JAN 30YR N/A 101.890000 USD 2023-01-05 XXXX 186262.630000 N N N N/A N/A 000000000 -8600000.000000 NC USD -60127.760000 -0.0047929 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 100.000000 USD 2023-02-06 XXXX -2346.510000 N N N N/A N/A 000000000 -4800000.000000 NC USD -65605.920000 -0.0052295 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 5.0% MAR 30YR N/A 98.770000 USD 2023-03-06 XXXX -25105.920000 N N N N/A N/A 000000000 -86000000.000000 NC USD -51.600000 -0.0000041 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 5.5% JAN 30YR N/A 102.250000 USD 2023-01-05 XXXX 255260.900000 N N N N/A N/A 000000000 -20000000.000000 NC USD -139832.000000 -0.0111462 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 100.000000 USD 2023-02-06 XXXX -2332.000000 N N N N/A N/A 000000000 -27800000.000000 NC USD -61980.100000 -0.0049405 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 4.5% MAR 30YR N/A 99.160000 USD 2023-03-06 XXXX 140004.280000 N N N N/A N/A 000000000 -29500000.000000 NC USD -178846.700000 -0.0142561 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 99.750000 USD 2023-02-06 XXXX 28575.180000 N N N N/A N/A 000000000 -29500000.000000 NC USD -67398.650000 -0.0053724 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 101.750000 USD 2023-02-06 XXXX 103148.230000 N N N N/A N/A 000000000 -27800000.000000 NC USD -427619.600000 -0.0340862 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 4.5% MAR 30YR N/A 97.000000 USD 2023-03-06 XXXX -188713.340000 N N N N/A N/A 000000000 -11400000.000000 NC USD -24476.940000 -0.0019511 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Call Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 101.810000 USD 2023-02-06 XXXX 44991.810000 N N N N/A N/A 000000000 -11500000.000000 NC USD -114776.900000 -0.0091490 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 5.5% MAR 30YR N/A 99.770000 USD 2023-03-06 XXXX -35714.400000 N N N N/A N/A 000000000 -3000000.000000 NC USD -3835.200000 -0.0003057 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Written UMBS PASS THRU POOLS FNMA TBA 4.0% JAN 30YR N/A 94.700000 USD 2023-01-05 XXXX 3430.430000 N N N N/A N/A 000000000 -17100000.000000 NC USD -159558.390000 -0.0127186 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 5.0% MAR 30YR N/A 97.580000 USD 2023-03-06 XXXX -23292.760000 N N N N/A N/A 000000000 -22000000.000000 NC USD -24402.400000 -0.0019452 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Call Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 102.440000 USD 2023-02-06 XXXX 99347.600000 N N N N/A N/A 000000000 -4800000.000000 NC USD -15791.040000 -0.0012587 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written UMBS PASS THRU POOLS FNMA TBA 5.0% MAR 30YR N/A 100.770000 USD 2023-03-06 XXXX 18708.960000 N N N N/A N/A 000000000 -22000000.000000 NC USD -39030.200000 -0.0031112 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 102.000000 USD 2023-02-06 XXXX 86438.550000 N N N N/A N/A 000000000 -8600000.000000 NC USD -15257.260000 -0.0012162 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Call Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 102.000000 USD 2023-02-06 XXXX 37148.990000 N N N N/A N/A 000000000 -12000000.000000 NC USD -120337.200000 -0.0095923 N/A DIR US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written UMBS PASS THRU POOLS FNMA TBA 5.5% MAR 30YR N/A 99.780000 USD 2023-03-06 XXXX -37837.200000 N N N N/A N/A 000000000 -17100000.000000 NC USD -125428.500000 -0.0099981 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 5.0% MAR 30YR N/A 99.580000 USD 2023-03-06 XXXX -2522.250000 N N N N/A N/A 000000000 -20000000.000000 NC USD -139832.000000 -0.0111462 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 100.000000 USD 2023-02-06 XXXX -8582.000000 N N N N/A N/A 000000000 -20000000.000000 NC USD -35482.000000 -0.0028283 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 102.000000 USD 2023-02-06 XXXX 78580.500000 N N N N/A N/A 000000000 -14000000.000000 NC USD -6035.400000 -0.0004811 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Written UMBS PASS THRU POOLS FNMA TBA 4.0% JAN 30YR N/A 95.270000 USD 2023-01-05 XXXX 44277.100000 N N N N/A N/A 000000000 -17000000.000000 NC USD -114712.600000 -0.0091439 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 99.940000 USD 2023-02-06 XXXX -4478.220000 N N N N/A N/A 000000000 -48000000.000000 NC USD -347678.400000 -0.0277140 N/A DIR US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 100.060000 USD 2023-02-06 XXXX -32678.400000 N N N N/A N/A 000000000 -11400000.000000 NC USD -71631.900000 -0.0057099 N/A DIR US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Put Written UMBS PASS THRU POOLS FNMA TBA 5.5% FEB 30YR N/A 99.810000 USD 2023-02-06 XXXX 4961.850000 N N N N/A N/A 000000000 489.000000 NC USD -535513.680000 -0.0426866 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2023-03-22 54832945.070000 USD -535513.680000 N N N N/A N/A 000000000 -51.000000 NC USD 23432.810000 0.0018679 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2023-03-22 -6810890.630000 USD 23432.810000 N N N BANK OF AMERICA MTG SEC 2002-E N/A 06050HJH2 49025.480000 PA USD 47687.870000 0.0038013 Long ABS-MBS CORP US N 2 2031-06-20 Floating 3.4405 N N N N N N BANK OF AMERICA MTG SEC 2002-G N/A 06050HKT4 579.690000 PA USD 543.130000 0.0000433 Long ABS-MBS CORP US N 2 2032-07-20 Floating 5.75 N N N N N N BANK OF AMERICA MTGE SECS-2006-A N/A 05949CRS7 87386.920000 PA USD 78054.040000 0.0062218 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.84347 Y N N N N N BAYVIEW FINANCIAL ACQUISITION TR 2007-A N/A 07325VAG9 769894.540000 PA USD 682065.590000 0.0543685 Long ABS-MBS CORP US N 2 2037-05-28 Floating 4.91371 N N N N N N BEAR STEARNS MTGE SEC INC 1997-6 N/A 073914WC3 470.260000 PA USD 464.130000 0.0000370 Long ABS-MBS CORP US N 2 2030-06-25 Floating 3.07905 N N N N N N BEAR STEARNS STRUC PROD INC 2007-R6 N/A 07402FAC9 690776.720000 PA USD 498441.060000 0.0397315 Long ABS-MBS CORP US N 2 2046-12-26 Floating 5.21888 Y N N N N N BEAR STEARNS ABS INC 2003-SD2 N/A 07384YLJ3 9460.960000 PA USD 8442.980000 0.0006730 Long ABS-MBS CORP US N 2 2043-06-25 Variable 3.60149 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2003-6 N/A 07384MWW8 97161.930000 PA USD 90837.290000 0.0072408 Long ABS-MBS CORP US N 2 2033-08-25 Floating 3.5 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2003-6 N/A 07384MXB3 68865.150000 PA USD 64519.020000 0.0051429 Long ABS-MBS CORP US N 2 2033-08-25 Floating 4.04525 N N N N N N BEAR STEARNS ADJUST RT MTGE TR 2000- N/A 07384MAA0 1161.230000 PA USD 1084.590000 0.0000865 Long ABS-MBS CORP US N 2 2030-11-25 Floating 2.77984 N N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8 N/A 07384MZQ8 1910.200000 PA USD 1751.440000 0.0001396 Long ABS-MBS CORP US N 2 2034-01-25 Floating 3.19982 N N N N N N BEAR STEARNS ALT-A TRUST 2005-4 N/A 07386HSY8 136700.970000 PA USD 127129.350000 0.0101337 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.11517 N N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868AM3 174805.830000 PA USD 81161.210000 0.0064695 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.66849 Y N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868AV3 318950.860000 PA USD 181798.740000 0.0144915 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.60151 N N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868BE0 445773.610000 PA USD 238750.600000 0.0190312 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.58633 Y N N N N N BEAR STEARNS ARM TRUST 2002-11 N/A 07384MSJ2 841.640000 PA USD 662.160000 0.0000528 Long ABS-MBS CORP US N 2 2033-02-25 Floating 3.25002 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1 N/A 07384YGY6 192632.050000 PA USD 188590.570000 0.0150328 Long ABS-MBS CORP US N 2 2042-11-25 Floating 5.88871 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-HE1 N/A 07384YPX8 361950.980000 PA USD 342396.900000 0.0272930 Long ABS-MBS CORP US N 2 2034-02-25 Floating 5.36371 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2 N/A 07386UAM4 558640.020000 PA USD 522359.810000 0.0416381 Long ABS-MBS CORP US N 2 2046-09-25 Floating 5.18871 N N N N N N BEAR STEARNS ASSETBK SECU INC 2002- N/A 07384YEN2 38767.650000 PA USD 38276.140000 0.0030510 Long ABS-MBS CORP US N 2 2032-10-25 Floating 5.58871 N N N N N N BELLA VISTA MORTGAGE TRUST 2005-2 N/A 07820QCD5 121136.350000 PA USD 76571.160000 0.0061036 Long ABS-MBS CORP US N 2 2045-05-20 Floating 4.83914 Y N N N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A N/A 14310MAW7 797575.070000 PA USD 786996.590000 0.0627327 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 5.04914 N N N N N N CARLYLE US CLO LTD 2017-1A N/A 14314BAL1 4100000.000000 PA USD 4034630.220000 0.3216065 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 5.24257 N N N N N N CBAM LTD 2017-1A N/A 12480VAC9 4186323.050000 PA USD 4144658.250000 0.3303770 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 5.49257 N N N N N N CDC MORTGAGE CAPITAL TRUST 2002-HE2 N/A 12506YAL3 21944.690000 PA USD 23385.570000 0.0018641 Long ABS-MBS CORP US N 2 2033-01-25 Floating 5.43871 N N N N N N CENTEX HOME EQUITY 2002-A N/A 152314EQ9 58924.360000 PA USD 56741.670000 0.0045230 Long ABS-MBS CORP US N 2 2032-01-25 Floating 4.68871 N N N N N N CENTEX HOME EQUITY 2002-A N/A 152314ER7 161411.490000 PA USD 162468.150000 0.0129506 Long ABS-MBS CORP US N 2 2032-01-25 Floating 5.23871 Y N N N N N CHASE FUNDING MTGE LN ASSET BK 2002-3 N/A 161546DB9 381800.750000 PA USD 359125.220000 0.0286264 Long ABS-MBS CORP US N 2 2032-08-25 Floating 5.02871 N N N N N N CHASE FUNDING MTGE LN ASSET-BKD 2003-1 N/A 161546EF9 103648.790000 PA USD 101695.200000 0.0081063 Long ABS-MBS CORP US N 2 2032-11-25 Floating 5.04871 N N N N N N CHASE FUNDING MTGE LN ASSET-BKD 2003-5 N/A 161546GR1 21065.350000 PA USD 19906.370000 0.0015868 Long ABS-MBS CORP US N 2 2033-07-25 Floating 4.98871 N N N N N N CHASE MORTGAGE FINANCE CORP 2006-A1 N/A 16163CAB8 19789.160000 PA USD 16445.540000 0.0013109 Long ABS-MBS CORP US N 2 2036-09-25 Floating 3.60105 Y N N N N N CHASE MORTGAGE FINANCE CORP 2007-S5 N/A 161631AX4 1504586.100000 PA USD 737050.240000 0.0587514 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 Y N N N N N CHEVY CHASE MORTGAGE FUND CORP 2005-2A N/A 16678RDK0 75733.180000 PA USD 64528.980000 0.0051437 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.56871 N N N N N N CHEVY CHASE MTGE FUNDING CORP 2004-1A N/A 16678RAV9 232593.860000 PA USD 206082.740000 0.0164272 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.91622 N N N N N N CHEVY CHASE MTGE FUNDING CORP 2004-3A N/A 16678RBU0 98174.500000 PA USD 88478.000000 0.0070527 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.63871 N N N N N N CIFC FUNDING LTD 2017-4A N/A 12551JAL0 6900000.000000 PA USD 6831253.160000 0.5445295 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 5.27457 N N N N N N CIT GROUP HOME EQUITY LOAN TRUS 2002-2 N/A 12558MBC5 117937.600000 PA USD 116222.650000 0.0092643 Long ABS-MBS CORP US N 2 2031-12-25 Floating 5.36371 N N N N N N CIT MTGE LOAN TRUST 2007-1 N/A 12559QAA0 757181.490000 PA USD 753615.920000 0.0600719 Long ABS-MBS CORP US N 2 2037-10-25 Floating 5.73871 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV2 N/A 17329RAY4 1906703.130000 PA USD 1539696.720000 0.1227315 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.5 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV3 N/A 17329VBA6 14474554.360000 PA USD 11688460.290000 0.9317048 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.5 N N N N N N CITIGROUP MTGE LOAN TR INC 2006-WFH2 N/A 17309MAE3 56395.650000 PA USD 56402.760000 0.0044959 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.79371 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AHL3 N/A 17312GAA9 147200.620000 PA USD 105035.870000 0.0083726 Long ABS-MBS CORP US N 2 2045-07-25 Floating 4.44871 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-11 N/A 17307GW53 1071.270000 PA USD 994.130000 0.0000792 Long ABS-MBS CORP US N 2 2035-05-25 Floating 3.95 N N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-3 N/A 17307GTK4 78956.380000 PA USD 63515.330000 0.0050629 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.88479 Y N N N N N CITIGROUP MTGE LOAN TRUST INC 2005-6 N/A 17307GXP8 96111.800000 PA USD 93843.280000 0.0074804 Long ABS-MBS CORP US N 2 2035-09-25 Floating 6.08 N N N N N N CITIMORTGAGE ALTERNATIVE LN TR 2007-A6 N/A 18976GAE6 416389.250000 PA USD 355904.420000 0.0283697 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 Y N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-OA16 N/A 23242GAF1 370016.940000 PA USD 269424.500000 0.0214762 Long ABS-MBS CORP US N 2 2046-10-25 Floating 4.88871 Y N N N N N COUNTRYWIDE ALT LOAN TRUST 2006-OA16 N/A 23242GAZ7 1647452.590000 PA USD 1208187.200000 0.0963064 Long ABS-MBS CORP US N 2 2046-10-25 Floating 5.06871 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-14 N/A 12667GCB7 450330.170000 PA USD 403345.240000 0.0321513 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.80871 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-14 N/A 12667GCC5 121589.150000 PA USD 94140.050000 0.0075040 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.88871 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-14 N/A 12667GCH4 63630.650000 PA USD 57738.170000 0.0046024 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.82871 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-61 N/A 12668AVP7 158802.140000 PA USD 139279.810000 0.0111022 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.94871 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1 N/A 02146VAC6 629435.560000 PA USD 468871.330000 0.0373744 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.25 Y N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12 N/A 23243AAC0 5747798.130000 PA USD 3712935.620000 0.2959637 Long ABS-MBS CORP US N 2 2046-09-20 Floating 4.63286 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2008-2R N/A 021482AC8 82115.510000 PA USD 42966.530000 0.0034249 Long ABS-MBS CORP US N 2 2037-08-25 Variable 4.20485 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11 N/A 02147DAC5 3712215.250000 PA USD 2683686.620000 0.2139207 Long ABS-MBS CORP US N 2 2046-09-25 Floating 4.88871 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11 N/A 02147DAU5 2392472.190000 PA USD 2055929.590000 0.1638812 Long ABS-MBS CORP US N 2 2046-09-25 Floating 4.76871 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9 N/A 02146YAD8 294637.090000 PA USD 218878.090000 0.0174471 Long ABS-MBS CORP US N 2 2046-07-20 Floating 4.55286 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3 N/A 12668BB44 31126.700000 PA USD 26154.480000 0.0020848 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.78871 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8 N/A 02147CAG8 1612674.060000 PA USD 1051390.270000 0.0838079 Long ABS-MBS CORP US N 2 2046-07-25 Floating 4.90871 Y N N N N N COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-58 N/A 12668AWH4 458876.610000 PA USD 400583.590000 0.0319311 Long ABS-MBS CORP US N 2 2035-12-20 Floating 4.99286 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-1 N/A 23245CAA8 900990.130000 PA USD 813504.890000 0.0648457 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.52871 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-13 N/A 126698AC3 832102.850000 PA USD 777448.000000 0.0619716 Long ABS-MBS CORP US N 2 2047-10-25 Floating 5.28871 N N N N N N COUNTRYWIDE ASSET-BACKED CERT 2007-6 N/A 12669LAA8 469241.820000 PA USD 405758.280000 0.0323436 Long ABS-MBS CORP US N 2 2037-09-25 Floating 4.58871 N N N N N N COUNTRYWIDE ASSET-BACKED CERTI 2003-SD2 N/A 126671ZD1 993998.750000 PA USD 959343.880000 0.0764707 Long ABS-MBS CORP US N 2 2032-09-25 Floating 5.38871 N N N N N N COUNTRYWIDE HOME LOANS 2001-HYB1 N/A 12669B2X9 3395.290000 PA USD 3255.310000 0.0002595 Long ABS-MBS CORP US N 2 2031-06-19 Floating 3.40166 N N N N N N COUNTRYWIDE HOME LOANS 2001-HYB1 N/A 12669B2Z4 3635.830000 PA USD 3465.610000 0.0002762 Long ABS-MBS CORP US N 2 2031-07-19 Floating 2.125 N N N N N N COUNTRYWIDE HOME LOANS 2004-12 N/A 12669FN58 19294.360000 PA USD 19141.220000 0.0015258 Long ABS-MBS CORP US N 2 2034-08-25 Floating 3.67957 Y N N N N N COUNTRYWIDE HOME LOANS 2004-20 N/A 12669F2J1 127360.920000 PA USD 109312.180000 0.0087134 Long ABS-MBS CORP US N 2 2034-09-25 Floating 4.2032 Y N N N N N COUNTRYWIDE HOME LOANS 2004-25 N/A 12669GJY8 289930.170000 PA USD 258025.150000 0.0205676 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.04871 N N N N N N COUNTRYWIDE HOME LOANS 2004-25 N/A 12669GKF7 6754.870000 PA USD 5624.470000 0.0004483 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.06871 N N N N N N COUNTRYWIDE HOME LOANS 2004-29 N/A 12669GHY0 63610.680000 PA USD 56572.420000 0.0045095 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.92871 N N N N N N COUNTRYWIDE HOME LOANS 2005-2 N/A 12669GPN5 33113.910000 PA USD 26695.360000 0.0021279 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.02871 N N N N N N COUNTRYWIDE HOME LOANS 2005-3 N/A 12669GTQ4 254133.960000 PA USD 219457.610000 0.0174933 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.96871 N N N N N N COUNTRYWIDE HOME LOANS 2005-3 N/A 12669GTV3 15772.810000 PA USD 14291.920000 0.0011392 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.96871 N N N N N N COUNTRYWIDE HOME LOANS 2005-9 N/A 12669GZQ7 471952.140000 PA USD 381360.310000 0.0303988 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.84871 N N N N N N COUNTRYWIDE HOME LOANS 2005-HY10 N/A 126694VR6 67604.920000 PA USD 52170.860000 0.0041586 Long ABS-MBS CORP US N 2 2036-02-20 Floating 3.91434 Y N N N N N COUNTRYWIDE HOME LOANS 2006-3 N/A 126694YN2 117214.930000 PA USD 62459.230000 0.0049787 Long ABS-MBS CORP US N 2 2036-03-25 Floating 5.06871 Y N N N N N COUNTRYWIDE HOME LOANS 2006-3 N/A 126694YR3 31626.890000 PA USD 11358.250000 0.0009054 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.08871 Y N N N N N COUNTRYWIDE HOME LOANS 2007-HY4 N/A 17025RAA3 259327.240000 PA USD 225567.530000 0.0179803 Long ABS-MBS CORP US N 2 2047-09-25 Floating 3.63199 Y N N N N N COUNTRYWIDE HOME LOANS 2007-HY7 N/A 12544HAY6 332316.840000 PA USD 299445.190000 0.0238692 Long ABS-MBS CORP US N 2 2037-11-25 Variable 3.72616 N N N N N N CREDIT BASED ASSET SRVC & SEC 2007-CB1 N/A 1248MGAJ3 260941.250000 PA USD 83882.640000 0.0066864 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.45871 Y N N N N N CREDIT SUISSE MORTGAGE CAP CERT 2007-3 N/A 12638PAJ8 1820675.280000 PA USD 522978.780000 0.0416874 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.5789 Y N N N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-RPL3 N/A 12656PAC0 4204723.710000 PA USD 4025977.120000 0.3209167 Long ABS-MBS CORP US N 2 2060-03-25 Variable 2.691 N N N N N N CREDIT SUISSE MORTGAGE TRUST 2013-MH1 N/A 12647RAA2 4517627.040000 PA USD 3741127.820000 0.2982109 Long ABS-MBS CORP US N 2 2053-05-27 Variable 4.86025 N N N N N N CS FIRST BOSTON MTG SEC CORP 2002-HE1 N/A 22540VUG5 106971.380000 PA USD 100980.590000 0.0080493 Long ABS-MBS CORP US N 2 2032-08-25 Floating 5.12871 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2003-AR15 N/A 22541QCT7 4006.800000 PA USD 3685.800000 0.0002938 Long ABS-MBS CORP US N 2 2033-06-25 Floating 3.18702 N N N N N N CSMC 2021-INV1 TRUST N/A 12661XAC6 1198628.540000 PA USD 967913.880000 0.0771539 Long ABS-MBS CORP US N 2 2056-07-25 Variable 2.5 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BP4 814506.490000 PA USD 802576.320000 0.0639746 Long DBT CORP US N 2 2028-12-10 Fixed 6.036 N N N N N N DELTA FUNDING HOME EQ LN TR 1999-3 N/A 24763LFX3 8449.700000 PA USD 7862.320000 0.0006267 Long ABS-MBS CORP US N 2 2029-09-15 Floating 5.13786 N N N N N N DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4 N/A 251513AR8 7059.350000 PA USD 6013.650000 0.0004794 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.48871 Y N N N N N DRYDEN CLO LTD 2018-64A N/A 26251LAC8 3700000.000000 PA USD 3623525.810000 0.2888367 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 5.16371 N N N N N N DRYDEN SENIOR LOAN FUND 2015-41A N/A 26244KAN6 5400000.000000 PA USD 5313296.520000 0.4235309 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.04914 N N N N N N ELLINGTON LOAN ACQUISITION TRUST 2007-1 N/A 288542AA1 460843.650000 PA USD 442795.810000 0.0352959 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.48871 N N N N N N ELLINGTON LOAN ACQUISITION TRUST 2007-2 N/A 288547AA0 979776.310000 PA USD 930363.060000 0.0741606 Long ABS-MBS CORP US N 2 2037-05-25 Floating 5.43871 N N N N N N EMCM MORTGAGE LOAN TRUST 2001-A N/A 268668AA8 152473.150000 PA USD 142880.590000 0.0113892 Long ABS-MBS CORP US N 2 2040-05-25 Floating 5.12871 N N N N N N ENCORE CREDIT RECEIVABLES TR 2005-1 N/A 126673VQ2 2897594.820000 PA USD 2816075.340000 0.2244736 Long ABS-MBS CORP US N 2 2035-07-25 Floating 5.07871 N N N N N N ENNIS ECONOMIC DEVELOPMENT CORPORATION INC N/A 293430AN4 7990000.000000 PA USD 3782925.430000 0.3015427 Long DBT MUN US N 2 2034-08-01 None 0 N N N N N N EQUIFIRST MORTGAGE LOAN TRUST 2004-1 N/A 29445FAR9 71383.500000 PA USD 67815.770000 0.0054057 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.86871 N N N N N N FANNIE MAE 1993-80 N/A 31359ADY2 118.890000 PA USD 100.350000 0.0000080 Long ABS-MBS USGSE US N 2 2023-05-25 Floating 5.48871 N N N N N N FANNIE MAE 1997-56 N/A 31359QVQ4 5249.000000 PA USD 5235.390000 0.0004173 Long ABS-MBS USGSE US N 2 2027-09-18 Floating 4.83914 N N N N N N FANNIE MAE 1997-79 N/A 31359RAQ5 65340.200000 PA USD 65719.110000 0.0052386 Long ABS-MBS USGSE US N 2 2027-12-18 Fixed 6.85 N N N N N N FANNIE MAE 1997-89 N/A 31359RPS5 21539.300000 PA USD 22143.330000 0.0017651 Long ABS-MBS USGSE US N 2 2027-12-20 Fixed 7 N N N N N N FANNIE MAE 1998-22 N/A 31359RY63 4914.960000 PA USD 4897.730000 0.0003904 Long ABS-MBS USGSE US N 2 2028-04-18 Floating 4.73914 N N N N N N FANNIE MAE 1998-59 N/A 31359UB53 24069.120000 PA USD 24733.780000 0.0019716 Long ABS-MBS USGSE US N 2 2028-10-25 Fixed 6.5 N N N N N N FANNIE MAE 1998-73 N/A 31359VBH5 8007.110000 PA USD 7404.720000 0.0005902 Long ABS-MBS USGSE US N 2 2038-10-17 Fixed 6.3 N N N N N N FANNIE MAE 1999-37 N/A 31359V6Z1 32969.480000 PA USD 32641.440000 0.0026019 Long ABS-MBS USGSE US N 2 2029-06-25 Floating 4.78871 N N N N N N FANNIE MAE 2000-32 N/A 31358SNY3 8966.130000 PA USD 8891.750000 0.0007088 Long ABS-MBS USGSE US N 2 2030-10-18 Floating 4.78914 N N N N N N FANNIE MAE 2000-36 N/A 31358SVL2 31644.500000 PA USD 31344.920000 0.0024986 Long ABS-MBS USGSE US N 2 2030-06-25 Floating 4.88871 N N N N N N FANNIE MAE 2001-15 N/A 31359SPN4 148913.000000 PA USD 150562.390000 0.0120016 Long ABS-MBS USGSE US N 2 2031-04-25 Fixed 6 N N N N N N FANNIE MAE 2001-35 N/A 313920SU5 184426.550000 PA USD 191085.530000 0.0152317 Long ABS-MBS USGSE US N 2 2031-08-25 Fixed 6.5 N N N N N N FANNIE MAE 2001-56 N/A 313921FR4 143433.470000 PA USD 145203.810000 0.0115744 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 6.5 N N N N N N FANNIE MAE 2002-21 N/A 31392CRC0 7069.440000 PA USD 7092.950000 0.0005654 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 5.28871 N N N N N N FANNIE MAE 2002-21 N/A 31392CRD8 3534.720000 PA USD 3546.480000 0.0002827 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 5.28871 N N N N N N FANNIE MAE 2002-53 N/A 31392EHN3 277.330000 PA USD 273.360000 0.0000218 Long ABS-MBS USGSE US N 2 2032-04-25 Floating 4.78871 N N N N N N FANNIE MAE 2002-W12 N/A 31392GSR7 9175.680000 PA USD 9102.780000 0.0007256 Long ABS-O USGSE US N 2 2033-02-25 Floating 4.37614 N N N N N N FANNIE MAE 2006-118 N/A 31396L4T4 812342.750000 PA USD 798260.540000 0.0636306 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 3.64413 N N N N N N FANNIE MAE 2006-5 N/A 31394VL73 54953.320000 PA USD 54609.630000 0.0043530 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 3.25659 N N N N N N FANNIE MAE 2007-73 N/A 31396V4Q8 275827.940000 PA USD 270432.770000 0.0215566 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 3.82138 N N N N N N FANNIE MAE 2007-96 N/A 31396XXB5 1843271.220000 PA USD 1828778.680000 0.1457747 Long ABS-MBS USGSE US N 2 2037-10-25 Floating 5.08871 N N N N N N FANNIE MAE INTEREST STRIP 386 N/A 3136FFSR1 132695.560000 PA USD 39824.840000 0.0031745 Long ABS-MBS USGSE US N 2 2038-04-25 Fixed 6.5 N N N N N N FANNIE MAE REMIC-1998-62 N/A 31359UL86 97241.340000 PA USD 96331.130000 0.0076787 Long ABS-MBS USGSE US N 2 2028-11-25 Fixed 5 N N N N N N FANNIE MAE REMICS 2002-77 N/A 31392F6W2 14303.600000 PA USD 14143.310000 0.0011274 Long ABS-MBS USGSE US N 2 2032-12-18 Floating 4.73914 N N N N N N FANNIE MAE REMICS 2012-111 N/A 3136A9HB7 337334.930000 PA USD 207000.620000 0.0165003 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 0.009412 N N N N N N FANNIE MAE REMICS 2012-57 N/A 3136A6HS6 378503.960000 PA USD 297642.990000 0.0237256 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 2.63958 N N N N N N FANNIE MAE REMICS 2012-77 N/A 3136A6H98 539360.370000 PA USD 18521.740000 0.0014764 Long ABS-MBS USGSE US N 2 2052-07-25 Floating 0 N N N N N N FANNIE MAE REMICS 2013-28 N/A 3136AC5B3 3670517.570000 PA USD 490461.160000 0.0390954 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 1.76129 N N N N N N FANNIE MAE REMICS 2013-32 N/A 3136ADKA6 229889.950000 PA USD 211070.740000 0.0168248 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 3444480.080000 PA USD 201573.730000 0.0160677 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 1.76129 N N N N N N FANNIE MAE REMICS 2014-42 N/A 3136AKPR8 569321.030000 PA USD 17613.940000 0.0014040 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 0 N N N N N N FANNIE MAE REMICS 2014-43 N/A 3136AKKU6 778261.970000 PA USD 34643.320000 0.0027615 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 0 N N N N N N FANNIE MAE REMICS 2014-45 N/A 3136AKUC5 420434.040000 PA USD 16285.980000 0.0012982 Long ABS-MBS USGSE US N 2 2044-08-25 Floating 0 N N N N N N FANNIE MAE REMICS 2014-47 N/A 3136AKTL7 1024157.240000 PA USD 39594.230000 0.0031561 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 0 N N N N N N FANNIE MAE REMICS 2014-84 N/A 3136AL2X8 2094399.750000 PA USD 14807.410000 0.0011803 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 526492.050000 PA USD 25026.120000 0.0019949 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 0 N N N N N N FANNIE MAE REMICS 2015-10 N/A 3136AMZT9 1048489.940000 PA USD 45411.360000 0.0036198 Long ABS-MBS USGSE US N 2 2045-03-25 Floating 0 N N N N N N FANNIE MAE REMICS 2015-19 N/A 3136ANJM0 879309.070000 PA USD 31579.950000 0.0025173 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 0 N N N N N N FANNIE MAE REMICS 2015-47 N/A 3136APDE9 88323.890000 PA USD 9825.520000 0.0007832 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 2362493.580000 PA USD 105627.090000 0.0084197 Long ABS-MBS USGSE US N 2 2045-07-25 Floating 0 N N N N N N FANNIE MAE REMICS 2015-58 N/A 3136APU75 524509.720000 PA USD 15800.280000 0.0012595 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 0 N N N N N N FANNIE MAE REMICS 2015-73 N/A 3136AP7M8 891419.420000 PA USD 513746.580000 0.0409515 Long ABS-MBS USGSE US N 2 2045-10-25 Floating 0 N N N N N N FANNIE MAE REMICS 2016-17 N/A 3136ARWA2 509281.870000 PA USD 27452.840000 0.0021883 Long ABS-MBS USGSE US N 2 2046-04-25 Floating 0 N N N N N N FANNIE MAE REMICS 2016-52 N/A 3136AS6D3 995011.910000 PA USD 125532.100000 0.0100064 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2016-57 N/A 3136ATEK6 917056.250000 PA USD 891382.070000 0.0710534 Long ABS-MBS USGSE US N 2 2046-06-25 Floating 4.83871 N N N N N N FANNIE MAE REMICS 2016-63 N/A 3136ATXU3 273565.370000 PA USD 21185.070000 0.0016887 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 2725661.270000 PA USD 358026.510000 0.0285388 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 285088.100000 PA USD 10855.440000 0.0008653 Long ABS-MBS USGSE US N 2 2046-10-25 Floating 0 N N N N N N FANNIE MAE REMICS 2018-28 N/A 3136B1P32 326686.690000 PA USD 294022.500000 0.0234370 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2018-85 N/A 3136B3QF0 4080406.490000 PA USD 580069.770000 0.0462382 Long ABS-MBS USGSE US N 2 2048-12-25 Fixed 3 N N N N N N FANNIE MAE REMICS 2019-62 N/A 3136B6Z48 12393492.410000 PA USD 12046696.470000 0.9602603 Long ABS-MBS USGSE US N 2 2059-11-25 Floating 4.88871 N N N N N N FANNIE MAE REMICS 2019-62 N/A 3136B62S1 2374698.240000 PA USD 320871.130000 0.0255771 Long ABS-MBS USGSE US N 2 2049-11-25 Floating 1.61129 N N N N N N FANNIE MAE REMICS 2021-1 N/A 3136BD2F4 48157907.520000 PA USD 2972161.580000 0.2369155 Long ABS-MBS USGSE US N 2 2036-02-25 Fixed 1.5 N N N N N N FANNIE MAE WHOLE LOAN N/A 31359UPD1 39718.640000 PA USD 39732.770000 0.0031672 Long ABS-MBS USGSE US N 2 2028-06-25 Fixed 6.5 N N N N N N FANNIE MAE-1993-156 N/A 31359DJT1 4262.950000 PA USD 4263.350000 0.0003398 Long ABS-MBS USGSE US N 2 2023-09-25 Fixed 7 N N N N N N FANNIE MAE-1993-163 N/A 31359D3U5 424.230000 PA USD 423.630000 0.0000338 Long ABS-MBS USGSE US N 2 2023-09-25 Fixed 7 N N N N N N FANNIE MAE-1993-26 N/A 31358TB99 428.660000 PA USD 427.610000 0.0000341 Long ABS-MBS USGSE US N 2 2023-03-25 Fixed 7.5 N N N N N N FANNIE MAE-1994-30 N/A 31359GB88 23889.320000 PA USD 23925.080000 0.0019071 Long ABS-MBS USGSE US N 2 2024-02-25 Fixed 6.5 N N N N N N FANNIE MAE-1996-48 N/A 31359KXE2 17195.940000 PA USD 17279.060000 0.0013773 Long ABS-MBS USGSE US N 2 2026-11-25 Fixed 7 N N N N N N FANNIE MAE-2000-13 N/A 31359X2A6 60.650000 PA USD 60.520000 0.0000048 Long ABS-MBS USGSE US N 2 2023-09-25 Floating 5.03871 N N N N N N FANNIE MAE-ACES 2001-M2 N/A 313920HM5 51514.580000 PA USD 51237.940000 0.0040843 Long ABS-MBS USGSE US N 2 2031-06-25 Fixed 6.3 N N N N N N FANNIE MAE-ACES 2020-M33 N/A 3136BBAR3 6681373.500000 PA USD 639785.280000 0.0509982 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 2.24086 N N N N N N FANNIE MAE-G93-16 N/A 31358UHV1 43.270000 PA USD 43.110000 0.0000034 Long ABS-MBS USGSE US N 2 2023-04-25 Fixed 5 N N N N N N FANNIE MAE-G96-3 N/A 31359KV87 87785.520000 PA USD 90049.420000 0.0071780 Long ABS-MBS USGSE US N 2 2026-11-20 Fixed 7.5 N N N N N N FANNIEMAE GRANTOR TRUST 2001-T4 N/A 31359SR69 54134.970000 PA USD 53991.800000 0.0043038 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 7.5 N N N N N N FANNIEMAE GRANTOR TRUST 2002-T7 N/A 31392DQH8 73008.270000 PA USD 71972.300000 0.0057370 Long ABS-O USGSE US N 2 2032-07-25 Floating 4.60871 N N N N N N FANNIEMAE GRANTOR TRUST 2003-T4 N/A 31393AU96 7244.510000 PA USD 7091.520000 0.0005653 Long ABS-O USGSE US N 2 2033-09-26 Floating 3.01977 N N N N N N FANNIEMAE STRIP 419 N/A 31395Q5Q9 1545404.720000 PA USD 228449.560000 0.0182101 Long ABS-MBS USGSE US N 2 2043-11-25 Fixed 3 N N N N N N FANNIEMAE WHOLE LOAN 2001-W2 N/A 313920XZ8 627.180000 PA USD 630.820000 0.0000503 Long ABS-O USGSE US N 2 2031-10-25 Variable 6.589 N N N N N N FANNIEMAE WHOLE LOAN 2003-W13 N/A 31393C7G2 8.920000 PA USD 8.710000 0.0000007 Long ABS-O USGSE US N 2 2033-10-25 Floating 4.29614 N N N N N N FANNIEMAE WHOLE LOAN-1996-W2 N/A 31359KGH4 777.010000 PA USD 786.920000 0.0000627 Long ABS-MBS USGSE US N 2 2026-06-25 Fixed 7.72088 N N N N N N FANNIEMAIE WHOLE LOAN 2002-W2 N/A 31392CEQ3 725.140000 PA USD 708.510000 0.0000565 Long ABS-O USGSE US N 2 2032-06-25 Floating 4.51871 N N N N N N FEDERAL AGRICULTURE MTG CORP HM-1021 N/A 31316XAW1 39909.150000 PA USD 39154.870000 0.0031211 Long ABS-MBS CORP US N 3 2030-04-25 Fixed 8.85 N N N N N N FHLMC PASS THRU POOLS N/A 31336RZ37 126.120000 PA USD 124.680000 0.0000099 Long ABS-MBS USGSE US N 2 2032-05-01 Floating 3.725 N N N N N N FHLMC PASS THRU POOLS N/A 31336SNX2 22442.450000 PA USD 21896.870000 0.0017454 Long ABS-MBS USGSE US N 2 2033-03-01 Floating 2.125 N N N N N N FHLMC PASS THRU POOLS N/A 3128QJ7H3 251348.690000 PA USD 253060.910000 0.0201719 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 3.733 N N N N N N FHLMC PASS THRU POOLS N/A 3128QS3K0 35910.760000 PA USD 35794.100000 0.0028532 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 3.332 N N N N N N FHLMC PASS THRU POOLS N/A 3128NHK85 35948.090000 PA USD 36287.410000 0.0028925 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 3.875 N N N N N N FHLMC PASS THRU POOLS N/A 3128Q2FY4 7492.190000 PA USD 7370.630000 0.0005875 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 3.729 N N N N N N FHLMC PASS THRU POOLS N/A 31346VH93 59043.280000 PA USD 56856.050000 0.0045321 Long ABS-MBS USGSE US N 2 2030-07-01 Floating 2.099 N N N N N N FHLMC PASS THRU POOLS N/A 31337A4V5 636.700000 PA USD 624.590000 0.0000498 Long ABS-MBS USGSE US N 2 2030-08-01 Floating 4.455 N N N N N N FHLMC PASS THRU POOLS N/A 31354Q5P0 1029.900000 PA USD 1018.550000 0.0000812 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 4.365 N N N N N N FHLMC PASS THRU POOLS N/A 31354SCE3 3044.350000 PA USD 3001.040000 0.0002392 Long ABS-MBS USGSE US N 2 2024-10-01 Floating 4.25 N N N N N N FHLMC PASS THRU POOLS N/A 31337NAV0 2454.600000 PA USD 2401.670000 0.0001914 Long ABS-MBS USGSE US N 2 2028-06-01 Floating 3.543 N N N N N N FHLMC PASS THRU POOLS N/A 31349HAL1 23206.920000 PA USD 22623.770000 0.0018034 Long ABS-MBS USGSE US N 2 2027-02-01 Floating 2.518 N N N N N N FHLMC PASS THRU POOLS N/A 31342AC31 6445.980000 PA USD 6276.010000 0.0005003 Long ABS-MBS USGSE US N 2 2032-12-01 Floating 4.348 N N N N N N FHLMC PASS THRU POOLS N/A 31342AP45 41023.560000 PA USD 41084.580000 0.0032749 Long ABS-MBS USGSE US N 2 2033-03-01 Floating 2.292 N N N N N N FHLMC PASS THRU POOLS N/A 31348SQU1 2880.610000 PA USD 2827.090000 0.0002254 Long ABS-MBS USGSE US N 2 2026-12-01 Floating 4.46 N N N N N N FHLMC PASS THRU POOLS N/A 31348SWZ3 9156.040000 PA USD 8924.080000 0.0007114 Long ABS-MBS USGSE US N 2 2028-01-01 Floating 3.687 N N N N N N FHLMC PASS THRU POOLS N/A 31348S2X1 3389.950000 PA USD 3331.260000 0.0002655 Long ABS-MBS USGSE US N 2 2027-07-01 Floating 3.926 N N N N N N FHLMC PASS THRU POOLS N/A 31295KAW4 26842.520000 PA USD 26417.870000 0.0021058 Long ABS-MBS USGSE US N 2 2027-11-01 Floating 3.592 N N N N N N FHLMC PASS THRU POOLS N/A 31295KDF8 5175.160000 PA USD 5097.220000 0.0004063 Long ABS-MBS USGSE US N 2 2027-09-01 Floating 2.575 N N N N N N FHLMC PASS THRU POOLS N/A 31295KDH4 2025.350000 PA USD 1996.890000 0.0001592 Long ABS-MBS USGSE US N 2 2027-10-01 Floating 4.152 N N N N N N FHLMC PASS THRU POOLS N/A 31295KGW8 59810.120000 PA USD 58503.100000 0.0046634 Long ABS-MBS USGSE US N 2 2028-07-01 Floating 3.175 N N N N N N FHLMC PASS THRU POOLS N/A 31295KLE2 2508.230000 PA USD 2447.510000 0.0001951 Long ABS-MBS USGSE US N 2 2028-09-01 Floating 3.722 N N N N N N FHLMC PASS THRU POOLS N/A 31295KQ31 1204.110000 PA USD 1182.370000 0.0000942 Long ABS-MBS USGSE US N 2 2029-08-01 Floating 4.125 N N N N N N FHLMC PASS THRU POOLS N/A 31295KYF5 7123.540000 PA USD 6946.220000 0.0005537 Long ABS-MBS USGSE US N 2 2029-12-01 Floating 4.65 N N N N N N FHLMC PASS THRU POOLS N/A 31295LBG6 2183.000000 PA USD 2155.580000 0.0001718 Long ABS-MBS USGSE US N 2 2030-07-01 Floating 3.876 N N N N N N FHLMC PASS THRU POOLS N/A 31295LNU2 2656.430000 PA USD 2614.680000 0.0002084 Long ABS-MBS USGSE US N 2 2027-10-01 Floating 4.011 N N N N N N FHLMC PASS THRU POOLS N/A 31295MYW4 415.880000 PA USD 421.380000 0.0000336 Long ABS-MBS USGSE US N 2 2031-11-01 Floating 4.375 N N N N N N FHLMC PASS THRU POOLS N/A 31295NEE4 3605.480000 PA USD 3514.000000 0.0002801 Long ABS-MBS USGSE US N 2 2032-03-01 Floating 2.624 N N N N N N FHLMC PASS THRU POOLS N/A 31295NTH1 5306.850000 PA USD 5231.930000 0.0004170 Long ABS-MBS USGSE US N 2 2032-05-01 Floating 4.265 N N N N N N FHLMC PASS THRU POOLS N/A 31288VD55 8259.650000 PA USD 8139.770000 0.0006488 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 3.125 N N N N N N FHLMC PASS THRU POOLS N/A 31288VJU4 362.500000 PA USD 357.640000 0.0000285 Long ABS-MBS USGSE US N 2 2027-03-01 Floating 2.625 N N N N N N FHLMC PASS THRU POOLS N/A 31288VRT8 38.490000 PA USD 38.040000 0.0000030 Long ABS-MBS USGSE US N 2 2024-06-01 Floating 4.337 N N N N N N FHLMC PASS THRU POOLS N/A 31288VSW0 802.780000 PA USD 788.730000 0.0000629 Long ABS-MBS USGSE US N 2 2024-09-01 Floating 3.54 N N N N N N FHLMC PASS THRU POOLS N/A 31288VXW4 1882.320000 PA USD 1860.720000 0.0001483 Long ABS-MBS USGSE US N 2 2024-10-01 Floating 4.651 N N N N N N FHLMC PASS THRU POOLS N/A 3128HDBX6 341.670000 PA USD 337.800000 0.0000269 Long ABS-MBS USGSE US N 2 2026-09-01 Floating 4.325 N N N N N N FHLMC PASS THRU POOLS N/A 3128HDD22 6907.690000 PA USD 6801.210000 0.0005421 Long ABS-MBS USGSE US N 2 2027-02-01 Floating 4.615 N N N N N N FHLMC PASS THRU POOLS N/A 3128HDGV5 2219.870000 PA USD 2174.350000 0.0001733 Long ABS-MBS USGSE US N 2 2027-08-01 Floating 2.543 N N N N N N FHLMC PASS THRU POOLS N/A 3128HDHC6 1571.090000 PA USD 1539.230000 0.0001227 Long ABS-MBS USGSE US N 2 2027-11-01 Floating 2.625 N N N N N N FHLMC PASS THRU POOLS N/A 3128HDHL6 24.200000 PA USD 23.560000 0.0000019 Long ABS-MBS USGSE US N 2 2027-11-01 Floating 2.332 N N N N N N FHLMC PASS THRU POOLS N/A 3128HDP52 1600.900000 PA USD 1585.570000 0.0001264 Long ABS-MBS USGSE US N 2 2024-07-01 Floating 2.998 N N N N N N FHLMC PASS THRU POOLS N/A 3128HDP60 617.260000 PA USD 610.410000 0.0000487 Long ABS-MBS USGSE US N 2 2029-04-01 Floating 4.163 N N N N N N FHLMC PASS THRU POOLS N/A 3128HDQ44 102480.420000 PA USD 101363.610000 0.0080798 Long ABS-MBS USGSE US N 2 2029-11-01 Floating 3.513 N N N N N N FHLMC PASS THRU POOLS N/A 3128HDU31 132.130000 PA USD 129.740000 0.0000103 Long ABS-MBS USGSE US N 2 2031-04-01 Floating 3.871 N N N N N N FHLMC PASS THRU POOLS N/A 3128HDWB1 511.120000 PA USD 503.820000 0.0000402 Long ABS-MBS USGSE US N 2 2031-02-01 Floating 3.37 N N N N N N FHLMC PASS THRU POOLS N/A 3128HDZD4 1843.360000 PA USD 1816.650000 0.0001448 Long ABS-MBS USGSE US N 2 2029-02-01 Floating 3.571 N N N N N N FHLMC PASS THRU POOLS N/A 3128JREM4 26968.410000 PA USD 26991.070000 0.0021515 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 4.011 N N N N N N FHLMC PASS THRU POOLS N/A 3128JRR65 107624.670000 PA USD 108533.100000 0.0086513 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 3.922 N N N N N N FHLMC PASS THRU POOLS N/A 31348UF87 4699.210000 PA USD 4607.910000 0.0003673 Long ABS-MBS USGSE US N 2 2029-03-01 Floating 2.734 N N N N N N FHLMC PASS THRU POOLS N/A 31336CKQ5 91085.490000 PA USD 89248.140000 0.0071141 Long ABS-MBS USGSE US N 2 2032-05-01 Floating 3.6 N N N N N N FHLMC PASS THRU POOLS N/A 31336CKR3 60231.660000 PA USD 59045.930000 0.0047066 Long ABS-MBS USGSE US N 2 2032-05-01 Floating 3.552 N N N N N N FHLMC PASS THRU POOLS N/A 31296JMM5 11871.800000 PA USD 11977.910000 0.0009548 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31296LF71 228.630000 PA USD 233.960000 0.0000186 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31296NWT0 6549.690000 PA USD 6584.170000 0.0005248 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31296NZY6 19180.640000 PA USD 19278.520000 0.0015367 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31296N4Z7 1915.290000 PA USD 1978.220000 0.0001577 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31296N5F0 55757.010000 PA USD 56229.290000 0.0044821 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31296PD58 2754.380000 PA USD 2808.680000 0.0002239 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31296PKS0 8021.100000 PA USD 8207.830000 0.0006543 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31296QEL0 185389.760000 PA USD 186475.180000 0.0148642 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31296QPN4 476.190000 PA USD 478.620000 0.0000382 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31296RAS7 978.230000 PA USD 1004.440000 0.0000801 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31296TR89 3541.560000 PA USD 3499.960000 0.0002790 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31297ANA8 14174.550000 PA USD 14226.400000 0.0011340 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31297BGL0 3991.370000 PA USD 4070.160000 0.0003244 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31297CDQ0 1472.190000 PA USD 1443.550000 0.0001151 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31297EQB5 58219.930000 PA USD 60077.690000 0.0047889 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 31297HAQ2 20116.680000 PA USD 20317.510000 0.0016195 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31297HUF4 19438.520000 PA USD 18954.890000 0.0015109 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31297MMK1 69500.650000 PA USD 69878.670000 0.0055701 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31297QAQ2 2028.920000 PA USD 2004.900000 0.0001598 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31297QBV0 3270.070000 PA USD 3231.360000 0.0002576 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31297Q2Q1 7329.120000 PA USD 7492.990000 0.0005973 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 31297Q2U2 54332.100000 PA USD 55144.870000 0.0043957 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 31297RL21 60491.550000 PA USD 61363.370000 0.0048914 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 31297RPC5 20890.960000 PA USD 21116.440000 0.0016832 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31297RS32 79002.500000 PA USD 79017.060000 0.0062986 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31297R5T0 116089.970000 PA USD 116722.310000 0.0093041 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31297SXY6 26641.440000 PA USD 26799.880000 0.0021363 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31297TD75 20194.360000 PA USD 20664.990000 0.0016472 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31297TPF4 45111.720000 PA USD 45477.570000 0.0036251 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31297TX57 14560.430000 PA USD 14397.020000 0.0011476 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31297T3G6 285.210000 PA USD 278.940000 0.0000222 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31297T6T5 12197.260000 PA USD 12329.080000 0.0009828 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31297UAG5 33400.990000 PA USD 32863.450000 0.0026196 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31297UZA1 67306.960000 PA USD 66530.840000 0.0053033 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K0A94 1867.100000 PA USD 1873.930000 0.0001494 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K0DX8 2434.980000 PA USD 2365.600000 0.0001886 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K4H32 13154.050000 PA USD 13460.780000 0.0010730 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K4H40 28030.970000 PA USD 28333.930000 0.0022585 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K4LW3 17487.850000 PA USD 18097.870000 0.0014426 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K5CJ9 17516.440000 PA USD 17975.710000 0.0014329 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K6AH3 7668.830000 PA USD 7878.800000 0.0006280 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K66P0 20609.230000 PA USD 21089.570000 0.0016811 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K66R6 204543.090000 PA USD 209310.040000 0.0166844 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K7ML9 108194.650000 PA USD 110716.290000 0.0088254 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K7MS4 2200.230000 PA USD 2169.320000 0.0001729 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K7QU5 6186.740000 PA USD 6225.390000 0.0004962 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K8C61 31091.220000 PA USD 31237.040000 0.0024900 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K8GK6 2777.790000 PA USD 2832.610000 0.0002258 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128K9LT9 19355.790000 PA USD 20526.390000 0.0016362 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KAS44 43454.180000 PA USD 45151.910000 0.0035991 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KCAG2 10582.170000 PA USD 10646.760000 0.0008487 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KDBJ3 2054.910000 PA USD 2110.140000 0.0001682 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KDSY2 21115.160000 PA USD 22453.970000 0.0017898 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KFLQ1 10536.830000 PA USD 10933.760000 0.0008715 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KGU48 9305.180000 PA USD 9577.410000 0.0007634 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KHVV5 4054.330000 PA USD 4173.770000 0.0003327 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KHX92 353.030000 PA USD 354.840000 0.0000283 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KH2G0 123.270000 PA USD 123.850000 0.0000099 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KKPU7 792.050000 PA USD 821.710000 0.0000655 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KKVC0 21050.550000 PA USD 21844.010000 0.0017412 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KKXR5 8802.860000 PA USD 9146.850000 0.0007291 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KKXW4 72097.410000 PA USD 72585.030000 0.0057859 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KLJU2 1717.170000 PA USD 1740.840000 0.0001388 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KLQQ3 1807.000000 PA USD 1877.590000 0.0001497 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KMUA1 6077.770000 PA USD 6294.440000 0.0005017 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KNKP7 238.260000 PA USD 245.110000 0.0000195 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KQC79 5887.010000 PA USD 6008.680000 0.0004790 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 3128KQVD5 11680.020000 PA USD 12136.440000 0.0009674 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 3128KQ6V3 14486.110000 PA USD 14574.110000 0.0011617 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KRY73 24581.330000 PA USD 25153.820000 0.0020050 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KSGG1 2960.840000 PA USD 2985.260000 0.0002380 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KSQA3 5536.650000 PA USD 5565.150000 0.0004436 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128KU2Y2 876.720000 PA USD 910.430000 0.0000726 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128KVAR6 14510.960000 PA USD 15639.390000 0.0012466 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L0PH9 9081.740000 PA USD 9237.550000 0.0007363 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128L0W65 38308.680000 PA USD 38500.300000 0.0030689 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L1WN6 62162.840000 PA USD 64379.270000 0.0051318 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L2BN7 125554.020000 PA USD 126276.480000 0.0100657 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L4R55 94920.260000 PA USD 98630.590000 0.0078620 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L4VQ4 17881.200000 PA USD 18395.650000 0.0014663 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L56C0 20729.150000 PA USD 21127.210000 0.0016841 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L6BS7 443820.380000 PA USD 461168.800000 0.0367605 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L6CF4 80200.040000 PA USD 82507.730000 0.0065768 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L7JR9 6892.350000 PA USD 7046.100000 0.0005617 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L8FT7 40090.410000 PA USD 40854.710000 0.0032566 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L8VF9 25833.550000 PA USD 25955.550000 0.0020690 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L9BE2 3989.180000 PA USD 4016.430000 0.0003202 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L9D67 917.620000 PA USD 938.280000 0.0000748 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L9HC0 4347.750000 PA USD 4413.970000 0.0003518 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L9PU1 2202.360000 PA USD 2212.760000 0.0001764 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L9Q89 22812.630000 PA USD 22992.650000 0.0018328 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L9WG4 8782.100000 PA USD 9125.450000 0.0007274 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128L97K3 8531.240000 PA USD 8518.810000 0.0006790 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LAFY1 19108.600000 PA USD 19855.220000 0.0015827 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LAZW3 8459.220000 PA USD 8667.780000 0.0006909 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LBDT2 263.290000 PA USD 271.850000 0.0000217 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LBGG7 14635.470000 PA USD 14622.330000 0.0011656 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LBU97 18800.390000 PA USD 19470.720000 0.0015520 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LCBQ8 3768.750000 PA USD 3859.010000 0.0003076 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LCGD2 46942.910000 PA USD 46800.650000 0.0037306 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LCUW4 15673.020000 PA USD 15628.260000 0.0012458 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LCYB6 11456.810000 PA USD 11516.820000 0.0009180 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LD2Z6 58504.690000 PA USD 58718.710000 0.0046806 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LEBS0 17444.180000 PA USD 17743.470000 0.0014144 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 312927CF1 27994.110000 PA USD 29088.780000 0.0023187 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312927M37 4584.230000 PA USD 4552.800000 0.0003629 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312927M52 8716.110000 PA USD 8748.010000 0.0006973 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312928SS4 368.030000 PA USD 369.960000 0.0000295 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312928VQ4 16375.000000 PA USD 16350.690000 0.0013033 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312928ZP2 169.170000 PA USD 169.950000 0.0000135 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312929KM3 24241.840000 PA USD 24965.100000 0.0019900 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312930C73 56178.850000 PA USD 56468.310000 0.0045012 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312930FM7 1980.620000 PA USD 2029.460000 0.0001618 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312930QK9 1901.910000 PA USD 1910.890000 0.0001523 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312930TR1 74270.900000 PA USD 77175.090000 0.0061517 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312930UC2 135332.200000 PA USD 130701.810000 0.0104184 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 312933F90 11479.960000 PA USD 11396.700000 0.0009084 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312935ZG7 11455.030000 PA USD 11841.820000 0.0009439 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312936L96 106632.880000 PA USD 105482.870000 0.0084082 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312936NC7 47243.360000 PA USD 48902.330000 0.0038981 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312936NV5 2297.700000 PA USD 2309.260000 0.0001841 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3129364Y0 49616.590000 PA USD 50424.000000 0.0040194 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312940QW2 2129285.010000 PA USD 2115204.130000 0.1686061 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312940XQ7 55890.970000 PA USD 56410.100000 0.0044965 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3129406B0 34879.180000 PA USD 35868.370000 0.0028591 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312941D20 2574.650000 PA USD 2612.540000 0.0002082 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312941G76 62784.730000 PA USD 63708.680000 0.0050783 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312941LH8 101694.750000 PA USD 102207.030000 0.0081471 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312941QH3 50040.010000 PA USD 50300.690000 0.0040095 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312941US4 22845.340000 PA USD 22963.440000 0.0018305 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312941WC7 6843.350000 PA USD 6944.130000 0.0005535 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312942BV6 808.910000 PA USD 808.510000 0.0000644 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312942H65 5767.310000 PA USD 5836.570000 0.0004652 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312942NM3 44109.720000 PA USD 43817.890000 0.0034928 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 312942Q24 11017.150000 PA USD 11093.730000 0.0008843 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312944MC2 1328.940000 PA USD 1322.960000 0.0001055 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 312944XY2 34149.650000 PA USD 34342.310000 0.0027375 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 312946AT3 344151.380000 PA USD 349215.400000 0.0278365 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3129463Z7 57099.300000 PA USD 55873.480000 0.0044538 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292GP34 361.780000 PA USD 364.620000 0.0000291 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31292G2N5 648.590000 PA USD 666.190000 0.0000531 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292G2S4 2727.440000 PA USD 2802.630000 0.0002234 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292G4U7 334.190000 PA USD 346.650000 0.0000276 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292HDJ0 564.970000 PA USD 594.830000 0.0000474 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 8 N N N N N N FHLMC PASS THRU POOLS N/A 31292HEY6 255.170000 PA USD 268.640000 0.0000214 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8 N N N N N N FHLMC PASS THRU POOLS N/A 31292HSF2 14493.630000 PA USD 14910.440000 0.0011885 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292HSR6 803.550000 PA USD 826.250000 0.0000659 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292HS88 439906.970000 PA USD 452782.810000 0.0360920 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292HXF6 1950.130000 PA USD 2038.570000 0.0001625 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292HYU2 316.610000 PA USD 327.050000 0.0000261 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31292HZM9 3584.410000 PA USD 3667.880000 0.0002924 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31292KZX8 58895.270000 PA USD 59763.100000 0.0047638 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31293WPD6 273.190000 PA USD 273.870000 0.0000218 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31298YL33 4907.680000 PA USD 5039.150000 0.0004017 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 31287YND2 3564.820000 PA USD 3606.220000 0.0002875 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31288CH20 285.790000 PA USD 287.070000 0.0000229 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31288DSL4 981.500000 PA USD 989.810000 0.0000789 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31288JNW2 212.500000 PA USD 216.140000 0.0000172 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31335GHQ1 114.720000 PA USD 115.580000 0.0000092 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335HXC2 25355.650000 PA USD 25270.270000 0.0020143 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31335HX40 22855.580000 PA USD 22778.140000 0.0018157 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31335H3M3 54384.000000 PA USD 54248.320000 0.0043242 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31335H4G5 4079.390000 PA USD 4069.180000 0.0003244 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31335H4Q3 179041.180000 PA USD 178592.990000 0.0142359 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7AT0 6953.040000 PA USD 6935.220000 0.0005528 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7A86 178802.780000 PA USD 178344.180000 0.0142161 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7CD3 10952.700000 PA USD 10821.980000 0.0008626 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7FE8 7596.710000 PA USD 7726.720000 0.0006159 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7GV9 7850.880000 PA USD 7985.240000 0.0006365 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7GZ0 13812.400000 PA USD 14048.790000 0.0011199 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7HE6 10384.400000 PA USD 10562.120000 0.0008419 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7H22 10999.620000 PA USD 11187.870000 0.0008918 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7JH7 75469.690000 PA USD 76010.700000 0.0060589 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7JL8 44478.610000 PA USD 44797.350000 0.0035709 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7JU8 3564.180000 PA USD 3589.720000 0.0002861 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7KF9 947.240000 PA USD 954.030000 0.0000760 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7KY8 8496.980000 PA USD 8642.400000 0.0006889 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7K28 18566.060000 PA USD 18883.800000 0.0015053 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7K51 7047.800000 PA USD 7168.420000 0.0005714 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7K77 1408.190000 PA USD 1432.290000 0.0001142 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7LM3 12083.740000 PA USD 12052.370000 0.0009607 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7LS0 15719.230000 PA USD 15832.110000 0.0012620 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7LU5 285651.120000 PA USD 284032.470000 0.0226407 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7LZ4 16547.960000 PA USD 16454.190000 0.0013116 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7L68 1163913.640000 PA USD 1157319.500000 0.0922517 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7L84 61887.880000 PA USD 61537.070000 0.0049052 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7MC4 13578.650000 PA USD 13238.620000 0.0010553 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3128P7RJ4 11304.870000 PA USD 10965.340000 0.0008741 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 31356JM26 289.290000 PA USD 288.900000 0.0000230 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31356NMB7 295.450000 PA USD 295.050000 0.0000235 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E4JS2 9160.070000 PA USD 9316.840000 0.0007427 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128E4VW9 46784.780000 PA USD 46663.390000 0.0037196 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128E4Y55 12252.200000 PA USD 12220.410000 0.0009741 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31283GNQ6 623.730000 PA USD 625.960000 0.0000499 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283GR66 172.450000 PA USD 172.980000 0.0000138 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283G3U9 870.750000 PA USD 894.610000 0.0000713 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 8.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283HT21 1424.580000 PA USD 1466.280000 0.0001169 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283HU86 13776.820000 PA USD 14265.270000 0.0011371 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31283HVG7 474.050000 PA USD 481.670000 0.0000384 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31283HZH1 7188.080000 PA USD 7425.260000 0.0005919 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 31283H4W2 3085.080000 PA USD 3156.930000 0.0002516 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31283H6H3 307.010000 PA USD 314.160000 0.0000250 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 31283H7K5 3551.330000 PA USD 3655.060000 0.0002914 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXAT7 1112552.600000 PA USD 1137618.300000 0.0906813 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXAV2 1679064.530000 PA USD 1738756.680000 0.1385989 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 3128LXBJ8 19966.760000 PA USD 20656.000000 0.0016465 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 3128LXB90 31255.760000 PA USD 31983.030000 0.0025494 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXCU2 459.860000 PA USD 470.580000 0.0000375 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXEC0 8858.630000 PA USD 9191.130000 0.0007326 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXEK2 41579.180000 PA USD 43114.170000 0.0034367 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXE22 198061.980000 PA USD 195777.990000 0.0156058 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXFG0 10183.070000 PA USD 10230.780000 0.0008155 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXFP0 60033.820000 PA USD 61433.450000 0.0048970 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXFQ8 17284.730000 PA USD 17914.050000 0.0014280 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXJ68 1368.760000 PA USD 1425.330000 0.0001136 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXMK3 13476.880000 PA USD 13985.510000 0.0011148 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXND8 20176.580000 PA USD 20646.940000 0.0016458 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXPV6 221.290000 PA USD 229.600000 0.0000183 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXQA1 14231.370000 PA USD 14768.500000 0.0011772 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXQD5 21468.600000 PA USD 22300.940000 0.0017776 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128LXR51 3124.840000 PA USD 3242.140000 0.0002584 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 3128LXTR1 3118.140000 PA USD 3169.840000 0.0002527 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4AU7 8168.490000 PA USD 8471.500000 0.0006753 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4AZ6 147968.820000 PA USD 153675.410000 0.0122497 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4A45 6711.760000 PA USD 6973.470000 0.0005559 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4DB6 27277.550000 PA USD 28694.630000 0.0022873 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4DC4 16922.580000 PA USD 17969.090000 0.0014323 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4GR8 7554.860000 PA USD 7849.760000 0.0006257 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4G56 810.690000 PA USD 842.300000 0.0000671 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4J46 14669.950000 PA USD 15244.920000 0.0012152 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4KA0 21430.150000 PA USD 22448.010000 0.0017894 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4KM4 1288.780000 PA USD 1323.410000 0.0001055 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4ND1 11459.110000 PA USD 11905.840000 0.0009490 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4TY9 128438.950000 PA USD 133456.460000 0.0106380 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 3128M4T94 16711.710000 PA USD 17364.660000 0.0013842 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4WM1 3405.900000 PA USD 3538.710000 0.0002821 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4XA6 11645.810000 PA USD 12100.850000 0.0009646 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 3128M4YG2 6080.490000 PA USD 6317.540000 0.0005036 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 3128M4YH0 12185.960000 PA USD 12638.070000 0.0010074 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4YN7 68008.120000 PA USD 70532.420000 0.0056222 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M4YT4 10772.410000 PA USD 11192.480000 0.0008922 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 3128M4Y56 10167.210000 PA USD 10529.430000 0.0008393 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 3128M4ZV8 4187.650000 PA USD 4351.270000 0.0003468 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M43K7 13636.650000 PA USD 14168.400000 0.0011294 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M43M3 56543.550000 PA USD 58665.880000 0.0046763 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M44Z3 3686.850000 PA USD 3830.590000 0.0003053 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 3128M47B3 9922.160000 PA USD 10300.730000 0.0008211 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 3128M5AV2 12274.290000 PA USD 12753.000000 0.0010166 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5A59 8200.190000 PA USD 8520.140000 0.0006792 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5CD0 3278.120000 PA USD 3408.050000 0.0002717 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5DD9 398057.960000 PA USD 402362.090000 0.0320729 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5ED8 119638.410000 PA USD 123717.540000 0.0098617 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5EU0 5715.880000 PA USD 5938.750000 0.0004734 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 3128M5E71 1539.710000 PA USD 1599.750000 0.0001275 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5GF1 3515.110000 PA USD 3652.180000 0.0002911 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5HB9 16932.680000 PA USD 17568.230000 0.0014004 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5KC3 5657.720000 PA USD 5878.330000 0.0004686 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5K33 68051.300000 PA USD 70704.840000 0.0056360 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 3128M5NM8 358.550000 PA USD 372.530000 0.0000297 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5Q94 325.580000 PA USD 338.300000 0.0000270 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5R93 221873.860000 PA USD 230546.630000 0.0183772 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5SV3 834893.960000 PA USD 867465.090000 0.0691470 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5S27 4541.750000 PA USD 4718.900000 0.0003762 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5TW0 12476.380000 PA USD 12962.900000 0.0010333 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5T34 15890.490000 PA USD 16158.840000 0.0012880 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5WZ9 13650.720000 PA USD 14184.320000 0.0011307 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5ZH6 33033.590000 PA USD 34322.140000 0.0027359 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M5ZW3 11475.000000 PA USD 11813.080000 0.0009416 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M55D8 68141.890000 PA USD 70799.820000 0.0056436 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M55X4 64605.460000 PA USD 67129.500000 0.0053510 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6AR9 32309.570000 PA USD 33535.640000 0.0026732 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6AU2 403220.480000 PA USD 418980.110000 0.0333975 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6AX6 36416.200000 PA USD 37836.300000 0.0030160 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6DZ8 10219.630000 PA USD 10508.930000 0.0008377 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6ED6 85035.410000 PA USD 86949.720000 0.0069309 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6E87 293568.550000 PA USD 305044.210000 0.0243155 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6GG7 12291.800000 PA USD 12771.270000 0.0010180 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6HZ4 10128.850000 PA USD 10523.940000 0.0008389 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6JB5 4127.650000 PA USD 4288.660000 0.0003419 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6KQ0 26924.640000 PA USD 27940.780000 0.0022272 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6LG1 263570.260000 PA USD 273851.950000 0.0218292 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6LL0 19267.270000 PA USD 19991.930000 0.0015936 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6LT3 1367.330000 PA USD 1415.960000 0.0001129 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6MQ8 30546.880000 PA USD 31738.360000 0.0025299 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6MW5 22329.370000 PA USD 23200.400000 0.0018493 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6NA2 6868.520000 PA USD 7136.340000 0.0005688 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6NC8 25268.550000 PA USD 26254.220000 0.0020928 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6NF1 144.900000 PA USD 145.580000 0.0000116 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6NL8 15180.270000 PA USD 15294.680000 0.0012192 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6NP9 144.260000 PA USD 147.780000 0.0000118 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6NV6 10259.740000 PA USD 10609.260000 0.0008457 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6N61 3007.120000 PA USD 3131.400000 0.0002496 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6N79 27119.670000 PA USD 28106.500000 0.0022404 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PH5 18781.100000 PA USD 19310.330000 0.0015393 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PJ1 11788.300000 PA USD 12121.340000 0.0009662 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PK8 230.200000 PA USD 234.520000 0.0000187 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PM4 12238.180000 PA USD 12468.520000 0.0009939 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PN2 6009.820000 PA USD 6112.930000 0.0004873 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PP7 126.620000 PA USD 128.790000 0.0000103 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PQ5 14488.730000 PA USD 14747.130000 0.0011755 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6PS1 5280.880000 PA USD 5403.980000 0.0004308 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6RD2 1323.990000 PA USD 1362.350000 0.0001086 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6RH3 44416.520000 PA USD 46149.140000 0.0036786 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6RM2 2019500.240000 PA USD 2087606.470000 0.1664063 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6SL3 1475.490000 PA USD 1509.310000 0.0001203 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6UM8 65698.160000 PA USD 68261.100000 0.0054412 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6UT3 44398.940000 PA USD 46056.270000 0.0036712 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6V62 2428.790000 PA USD 2523.480000 0.0002012 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6V70 16853.110000 PA USD 17503.830000 0.0013953 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6WE4 1379925.010000 PA USD 1443332.730000 0.1150502 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6XU7 58387.020000 PA USD 60578.580000 0.0048288 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M6ZS0 7814.400000 PA USD 7740.110000 0.0006170 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M65D6 46661.690000 PA USD 48481.290000 0.0038645 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M66H6 22595.950000 PA USD 23477.220000 0.0018714 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M66Y9 3075.580000 PA USD 3147.260000 0.0002509 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7AJ5 2392.630000 PA USD 2470.600000 0.0001969 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7AV8 178924.420000 PA USD 185918.390000 0.0148198 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7AX4 36421.610000 PA USD 37842.250000 0.0030165 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7CQ7 793704.300000 PA USD 824656.360000 0.0657346 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7CS3 76559.100000 PA USD 79544.840000 0.0063406 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7C46 26598.890000 PA USD 27638.860000 0.0022031 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7FG6 18531.170000 PA USD 19254.020000 0.0015348 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7FY7 5993.410000 PA USD 6227.160000 0.0004964 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7HB5 1280872.210000 PA USD 1310727.200000 0.1044800 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7HE9 122102.090000 PA USD 121106.150000 0.0096536 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7HL3 611455.550000 PA USD 625567.000000 0.0498649 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7M45 132072.660000 PA USD 137223.370000 0.0109383 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7R24 36598.130000 PA USD 38025.650000 0.0030311 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7TG1 29128.750000 PA USD 29692.500000 0.0023668 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7XB7 95883.570000 PA USD 97344.210000 0.0077595 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7ZR0 141116.350000 PA USD 146633.700000 0.0116884 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M7ZZ2 17144.560000 PA USD 17813.390000 0.0014199 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M72Y1 50904.550000 PA USD 52890.630000 0.0042160 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M74F0 34496.010000 PA USD 35486.420000 0.0028287 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M74G8 5533.740000 PA USD 5749.600000 0.0004583 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M75R3 8310.020000 PA USD 8634.100000 0.0006882 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M8AV6 20081.890000 PA USD 20865.200000 0.0016632 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M8AW4 67355.550000 PA USD 69982.860000 0.0055784 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M8A87 148689.890000 PA USD 154489.750000 0.0123146 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M8C44 33292.380000 PA USD 34590.980000 0.0027573 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M8GA6 60923.210000 PA USD 63299.510000 0.0050457 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M8H23 6462.040000 PA USD 6704.100000 0.0005344 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M8MA9 20351.450000 PA USD 21145.140000 0.0016855 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M8NA8 24150.300000 PA USD 25092.350000 0.0020001 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M8VF8 55027.000000 PA USD 55621.250000 0.0044337 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M8Y24 89391.270000 PA USD 92755.690000 0.0073937 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M86H2 160170.020000 PA USD 166415.840000 0.0132653 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M9BU5 11027.540000 PA USD 11457.680000 0.0009133 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M9BX9 39301.450000 PA USD 40831.680000 0.0032548 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128M9JJ2 1832161.110000 PA USD 1819108.520000 0.1450039 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M9RF1 92561.230000 PA USD 96169.630000 0.0076658 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJBP4 12955.540000 PA USD 13257.660000 0.0010568 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJDR8 24617.710000 PA USD 25538.580000 0.0020357 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJDY3 7931.670000 PA USD 8432.450000 0.0006722 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJEV8 85014.260000 PA USD 88704.920000 0.0070708 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJFR6 13585.210000 PA USD 14441.270000 0.0011511 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJGA2 10402.500000 PA USD 10808.940000 0.0008616 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJG79 3067.800000 PA USD 3187.690000 0.0002541 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJJP6 5965.840000 PA USD 6199.030000 0.0004941 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJK41 121975.250000 PA USD 126744.220000 0.0101030 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJM49 16416.130000 PA USD 16853.470000 0.0013434 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJP53 9584.310000 PA USD 9520.890000 0.0007589 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJQA1 53204.300000 PA USD 53870.760000 0.0042941 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128MJQJ2 9838.390000 PA USD 9819.330000 0.0007827 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUM29 28514.450000 PA USD 29002.450000 0.0023118 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUNJ1 8251.460000 PA USD 8392.680000 0.0006690 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUN51 21841.870000 PA USD 22215.670000 0.0017708 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUPC4 52558.510000 PA USD 52935.390000 0.0042196 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUQB5 1643.810000 PA USD 1671.940000 0.0001333 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6 N N N N N N FHLMC PASS THRU POOLS N/A 3128CUU87 1582400.450000 PA USD 1535529.070000 0.1223993 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 31335PEG6 1469.530000 PA USD 1467.910000 0.0001170 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 7 N N N N N N FHLMC PASS THRU POOLS N/A 31281BNR7 5374.900000 PA USD 5255.120000 0.0004189 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128M2AA5 16071.910000 PA USD 16122.520000 0.0012852 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GDVT6 6332.120000 PA USD 6313.280000 0.0005032 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GELF5 5282.220000 PA USD 5309.750000 0.0004232 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GELX6 20266.080000 PA USD 20400.490000 0.0016262 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GENV8 141246.570000 PA USD 143324.920000 0.0114246 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GEPJ3 108217.230000 PA USD 108747.850000 0.0086685 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GEPM6 1031539.330000 PA USD 1065301.730000 0.0849168 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GETB6 13638.020000 PA USD 13801.700000 0.0011002 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3132GE3R9 15458.090000 PA USD 15444.210000 0.0012311 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5 N N N N N N FHLMC PASS THRU POOLS N/A 3132HPHK3 30324.400000 PA USD 27621.160000 0.0022017 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132J8UV0 50898.710000 PA USD 46418.330000 0.0037001 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132JASH9 93785.480000 PA USD 85528.290000 0.0068176 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132JN7D3 226397.540000 PA USD 223975.720000 0.0178534 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132M52K7 110983.670000 PA USD 108180.960000 0.0086233 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132QSUN6 327810.200000 PA USD 315724.010000 0.0251668 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132Y0FE5 1103403.680000 PA USD 1054835.840000 0.0840826 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 764543.240000 PA USD 730532.280000 0.0582318 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132VLSJ7 1982546.790000 PA USD 1894350.240000 0.1510015 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 31339USC5 3281263.900000 PA USD 2941165.690000 0.2344448 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133ADLX2 123053.640000 PA USD 95202.910000 0.0075888 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133AEWP5 719102.590000 PA USD 611570.630000 0.0487492 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133AGAG4 27115.680000 PA USD 20981.270000 0.0016724 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133AMAN6 50877.030000 PA USD 39367.230000 0.0031380 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 1.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133ATY47 1423754.480000 PA USD 1263392.670000 0.1007069 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133AY4B3 2234460.340000 PA USD 1969466.460000 0.1569891 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133B0A94 7619869.700000 PA USD 6716201.540000 0.5353586 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133B6YB0 363012.700000 PA USD 319190.220000 0.0254431 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133B6YF1 674512.240000 PA USD 593977.390000 0.0473468 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133B7PS1 519560.860000 PA USD 457430.520000 0.0364625 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133B7PT9 221116.850000 PA USD 194883.490000 0.0155345 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133B7U63 270989.910000 PA USD 238715.380000 0.0190284 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133B7YN2 416497.760000 PA USD 367086.070000 0.0292610 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133KHLP9 862811.500000 PA USD 800068.860000 0.0637747 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KKVH9 4963143.000000 PA USD 4221947.920000 0.3365378 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KLTN7 7892906.470000 PA USD 6956992.690000 0.5545524 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133KMDF9 2959343.560000 PA USD 2608396.010000 0.2079192 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133KNBX0 1004493.500000 PA USD 915822.000000 0.0730016 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KNX57 985574.300000 PA USD 837045.190000 0.0667221 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KNX65 993839.330000 PA USD 847299.760000 0.0675395 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KNYR8 339252.850000 PA USD 288126.590000 0.0229670 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3133KN4P5 3783687.000000 PA USD 3332456.220000 0.2656351 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133KYWX3 7572456.280000 PA USD 6772211.520000 0.5398232 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133KYW39 741694.690000 PA USD 663311.430000 0.0528736 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133KYXA2 255064.180000 PA USD 228108.120000 0.0181828 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133KYXH7 8538.430000 PA USD 7636.040000 0.0006087 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3133L8B53 9928736.040000 PA USD 8867954.350000 0.7068780 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 2 N N N N N N FHLMC PASS THRU POOLS N/A 3132D9BT0 5910911.730000 PA USD 5372305.370000 0.4282346 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132DNBC6 3863238.800000 PA USD 3397899.210000 0.2708517 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132DNBH5 600090.710000 PA USD 528687.700000 0.0421425 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132DNBJ1 1500613.180000 PA USD 1325480.190000 0.1056560 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132DNB85 876660.860000 PA USD 798291.820000 0.0636330 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132DVK79 16789193.040000 PA USD 14968435.780000 1.1931566 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132DWA60 16124774.240000 PA USD 13746670.930000 1.0957679 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128S3JQ3 693234.340000 PA USD 616123.460000 0.0491121 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FHLMC PASS THRU POOLS N/A 3132JRKN7 1344507.600000 PA USD 1210723.070000 0.0965086 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 4158761.460000 PA USD 3996239.680000 0.3185463 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132HBXZ3 539213.250000 PA USD 516945.430000 0.0412065 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4 N N N N N N FHLMC PASS THRU POOLS N/A 3132L92Z7 53009.810000 PA USD 52077.020000 0.0041511 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.5 N N N N N N FHLMC PASS THRU POOLS N/A 3128HJAH9 203881.080000 PA USD 206006.200000 0.0164211 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 7.645 N N N N N N FHLMC PASS THRU POOLS N/A 3131XCN29 516684.140000 PA USD 482670.570000 0.0384744 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3131XCQF7 80509.780000 PA USD 75371.860000 0.0060080 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3131XCQU4 62898.750000 PA USD 58630.750000 0.0046735 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3131XC6T9 15180.080000 PA USD 14210.660000 0.0011328 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3131XJCU4 4107.290000 PA USD 3848.560000 0.0003068 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3131Y7FZ5 21881.210000 PA USD 21051.380000 0.0016780 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3131Y7F85 263287.960000 PA USD 253695.630000 0.0202225 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3131Y8WT8 20690.990000 PA USD 19916.480000 0.0015876 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A4FG8 3563.110000 PA USD 3338.510000 0.0002661 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A9S65 96530.850000 PA USD 90364.940000 0.0072031 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.5 N N N N N N FHLMC PASS THRU POOLS N/A 3132A9UB1 1744162.650000 PA USD 1598361.220000 0.1274078 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 3132ADPY8 29412.250000 PA USD 28429.510000 0.0022662 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.5 N N N N N N FHLMC STRUCTURED P/T SECURITIES E3 N/A 3133TCE95 11384.400000 PA USD 11013.850000 0.0008779 Long ABS-MBS USGSE US N 2 2032-08-15 Floating 3.936 N N N N N N FHLMC STRUCTURED PASS THROUGH T-31 N/A 3133TR7C3 81895.200000 PA USD 81215.220000 0.0064738 Long ABS-MBS USGSE US N 2 2031-05-25 Floating 4.63871 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-34 N/A 3133985T2 35102.350000 PA USD 34607.610000 0.0027586 Long ABS-O USGSE US N 2 2031-07-25 Floating 4.13614 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-35 N/A 313398VT3 46283.900000 PA USD 46097.820000 0.0036745 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 4.66871 N N N N N N FHLMC STRUCTURED PASS THRU SEC T-59 N/A 31394PPQ0 153635.350000 PA USD 154695.160000 0.0123310 Long ABS-MBS USGSE US N 2 2043-10-25 Fixed 6.5 N N N N N N FHLMC-GNMA-21 N/A 3133T1XM9 762.840000 PA USD 14.540000 0.0000012 Long ABS-MBS USGSE US N 2 2023-10-25 Fixed 7 N N N N N N FHR 2046 N/A 3133TDCL8 4337.400000 PA USD 4444.160000 0.0003543 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N FIRST NATIONWIDE TRUST 2001-3 N/A 22540A3S5 4681.950000 PA USD 4421.250000 0.0003524 Long ABS-MBS CORP US N 2 2031-08-21 Fixed 6.75 N N N N N N FIRST PLUS HOME LOAN TRUST 1998-3 N/A 337925DU2 353755.820000 PA USD 1478.220000 0.0001178 Long ABS-MBS CORP US N 2 2024-05-10 Variable 7.67 N N N N N N FNMA PASS THRU POOLS N/A 31360FCT0 67.980000 PA USD 67.670000 0.0000054 Long ABS-MBS USGSE US N 2 2024-01-01 Floating 5 N N N N N N FNMA PASS THRU POOLS N/A 3136055T0 140.820000 PA USD 139.380000 0.0000111 Long ABS-MBS USGSE US N 2 2025-06-01 Floating 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31361HL57 720.140000 PA USD 713.680000 0.0000569 Long ABS-MBS USGSE US N 2 2026-08-01 Floating 3.5 N N N N N N FNMA PASS THRU POOLS N/A 313617NN8 837.540000 PA USD 823.930000 0.0000657 Long ABS-MBS USGSE US N 2 2027-07-01 Floating 3.168 N N N N N N FNMA PASS THRU POOLS N/A 31362GM40 514.750000 PA USD 512.480000 0.0000409 Long ABS-MBS USGSE US N 2 2028-01-01 Floating 4.481 N N N N N N FNMA PASS THRU POOLS N/A 31362GM57 12576.960000 PA USD 12455.910000 0.0009929 Long ABS-MBS USGSE US N 2 2028-02-01 Floating 4.514 N N N N N N FNMA PASS THRU POOLS N/A 31362M2N7 15980.800000 PA USD 15933.120000 0.0012701 Long ABS-MBS USGSE US N 2 2028-08-01 Floating 4.194 N N N N N N FNMA PASS THRU POOLS N/A 31362QGE3 17514.370000 PA USD 17281.320000 0.0013775 Long ABS-MBS USGSE US N 2 2028-11-01 Floating 3.585 N N N N N N FNMA PASS THRU POOLS N/A 31362REB9 125.290000 PA USD 123.390000 0.0000098 Long ABS-MBS USGSE US N 2 2027-09-01 Floating 3.141 N N N N N N FNMA PASS THRU POOLS N/A 31363EHM0 3573.460000 PA USD 3540.520000 0.0002822 Long ABS-MBS USGSE US N 2 2029-01-01 Floating 5.094 N N N N N N FNMA PASS THRU POOLS N/A 31365DV69 892.750000 PA USD 886.150000 0.0000706 Long ABS-MBS USGSE US N 2 2023-06-01 Floating 3.545 N N N N N N FNMA PASS THRU POOLS N/A 31365UA23 14643.060000 PA USD 14106.050000 0.0011244 Long ABS-MBS USGSE US N 2 2031-10-01 Floating 2.835 N N N N N N FNMA PASS THRU POOLS N/A 31368H6R9 14011.940000 PA USD 13921.730000 0.0011097 Long ABS-MBS USGSE US N 2 2028-11-01 Floating 4.026 N N N N N N FNMA PASS THRU POOLS N/A 31368JBE8 896.620000 PA USD 885.080000 0.0000706 Long ABS-MBS USGSE US N 2 2024-03-01 Floating 2.496 N N N N N N FNMA PASS THRU POOLS N/A 31369XHL4 29437.720000 PA USD 29311.380000 0.0023365 Long ABS-MBS USGSE US N 2 2030-12-01 Floating 5.728 N N N N N N FNMA PASS THRU POOLS N/A 31369YSA4 14821.460000 PA USD 15375.490000 0.0012256 Long ABS-MBS USGSE US N 2 2031-02-01 Floating 5.536 N N N N N N FNMA PASS THRU POOLS N/A 31371AVH3 1286.060000 PA USD 1276.360000 0.0001017 Long ABS-MBS USGSE US N 2 2023-10-01 Floating 2.597 N N N N N N FNMA PASS THRU POOLS N/A 31371ERT4 1244.600000 PA USD 1232.540000 0.0000982 Long ABS-MBS USGSE US N 2 2023-12-01 Floating 4.625 N N N N N N FNMA PASS THRU POOLS N/A 31371G5U0 914.460000 PA USD 938.040000 0.0000748 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371HAL2 815.980000 PA USD 837.020000 0.0000667 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371HCR7 824.330000 PA USD 845.590000 0.0000674 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371HHT8 236.900000 PA USD 245.450000 0.0000196 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 31371HMA3 658.370000 PA USD 679.600000 0.0000542 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371HMS4 17816.300000 PA USD 17816.130000 0.0014202 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 7.5 N N N N N N FNMA PASS THRU POOLS N/A 31371KDK4 205.130000 PA USD 209.400000 0.0000167 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371KHX2 3065.040000 PA USD 3172.880000 0.0002529 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371KTC5 5477.030000 PA USD 5669.880000 0.0004520 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371KUB5 6389.580000 PA USD 6614.610000 0.0005273 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371KXY2 21678.650000 PA USD 22442.300000 0.0017889 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371K2H3 1729.360000 PA USD 1790.300000 0.0001427 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371K7H8 5427.230000 PA USD 5657.040000 0.0004509 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371LEE5 6207.670000 PA USD 6490.820000 0.0005174 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371LK57 466.410000 PA USD 491.960000 0.0000392 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MBJ5 36999.330000 PA USD 38304.810000 0.0030533 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MF93 7122.900000 PA USD 7062.650000 0.0005630 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MGB7 13877.940000 PA USD 13827.100000 0.0011022 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MLC9 165520.910000 PA USD 172037.450000 0.0137134 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371ML21 47612.090000 PA USD 47437.560000 0.0037813 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MNB9 34414.870000 PA USD 34288.670000 0.0027332 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MQX8 56309.400000 PA USD 56102.830000 0.0044720 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MQ42 8827.930000 PA USD 9055.590000 0.0007218 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MTJ6 897.630000 PA USD 892.960000 0.0000712 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MWC7 46309.400000 PA USD 45712.390000 0.0036438 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371MXW2 61761.370000 PA USD 64444.350000 0.0051370 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371MZN0 36889.670000 PA USD 37841.020000 0.0030164 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371MZP5 2848.530000 PA USD 2838.550000 0.0002263 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NBG9 9625.040000 PA USD 9589.580000 0.0007644 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NBW4 14200.200000 PA USD 14566.410000 0.0011611 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NF67 15381.620000 PA USD 15778.300000 0.0012577 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NG66 22693.700000 PA USD 23278.950000 0.0018556 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NH99 959.570000 PA USD 984.320000 0.0000785 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NL37 48738.210000 PA USD 49995.130000 0.0039852 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NQ65 5.870000 PA USD 5.850000 0.0000005 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31371NTU9 127474.720000 PA USD 128247.560000 0.0102228 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NVR3 121.920000 PA USD 121.520000 0.0000097 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371NVX0 97108.200000 PA USD 99023.800000 0.0078933 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31371NZE8 218.300000 PA USD 217.540000 0.0000173 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31371PA83 7254.210000 PA USD 7441.290000 0.0005932 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31371PBH2 9450.780000 PA USD 9409.360000 0.0007500 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31372FJ77 12564.360000 PA USD 12385.030000 0.0009872 Long ABS-MBS USGSE US N 2 2024-02-01 Floating 3.72 N N N N N N FNMA PASS THRU POOLS N/A 31373UB89 352.730000 PA USD 348.720000 0.0000278 Long ABS-MBS USGSE US N 2 2029-06-01 Floating 4.273 N N N N N N FNMA PASS THRU POOLS N/A 31373ULZ8 25251.630000 PA USD 25203.560000 0.0020090 Long ABS-MBS USGSE US N 2 2031-02-01 Floating 5.097 N N N N N N FNMA PASS THRU POOLS N/A 31373UTQ0 580.950000 PA USD 574.520000 0.0000458 Long ABS-MBS USGSE US N 2 2026-05-01 Floating 4.35 N N N N N N FNMA PASS THRU POOLS N/A 31374F4C0 463.090000 PA USD 470.930000 0.0000375 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 9 N N N N N N FNMA PASS THRU POOLS N/A 31374GBL0 3788.640000 PA USD 3695.100000 0.0002945 Long ABS-MBS USGSE US N 2 2027-02-01 Floating 2.302 N N N N N N FNMA PASS THRU POOLS N/A 31374GRC3 2136.570000 PA USD 2068.510000 0.0001649 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 3.433 N N N N N N FNMA PASS THRU POOLS N/A 31374GW52 6410.120000 PA USD 6275.910000 0.0005003 Long ABS-MBS USGSE US N 2 2027-12-01 Floating 4.63 N N N N N N FNMA PASS THRU POOLS N/A 31374SZH7 789.190000 PA USD 776.380000 0.0000619 Long ABS-MBS USGSE US N 2 2029-08-01 Floating 3.634 N N N N N N FNMA PASS THRU POOLS N/A 31374TFB0 2407.670000 PA USD 2491.860000 0.0001986 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31374TGE3 144.130000 PA USD 147.850000 0.0000118 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31374TGV5 1841.190000 PA USD 1890.600000 0.0001507 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31374THQ5 389.110000 PA USD 402.730000 0.0000321 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31374TNG0 1547.370000 PA USD 1587.790000 0.0001266 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31374TPE3 689.930000 PA USD 708.060000 0.0000564 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31374TRX9 2307.810000 PA USD 2388.610000 0.0001904 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31374TV48 412.750000 PA USD 423.560000 0.0000338 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31374TYQ6 7702.610000 PA USD 7617.020000 0.0006072 Long ABS-MBS USGSE US N 2 2029-08-01 Floating 4.038 N N N N N N FNMA PASS THRU POOLS N/A 31375LDM4 9389.190000 PA USD 9281.180000 0.0007398 Long ABS-MBS USGSE US N 2 2025-11-01 Floating 3.82 N N N N N N FNMA PASS THRU POOLS N/A 31375TN61 208.460000 PA USD 206.890000 0.0000165 Long ABS-MBS USGSE US N 2 2025-11-01 Floating 4.245 N N N N N N FNMA PASS THRU POOLS N/A 31375XGX1 2002.770000 PA USD 1973.410000 0.0001573 Long ABS-MBS USGSE US N 2 2026-06-01 Floating 3.875 N N N N N N FNMA PASS THRU POOLS N/A 31376KDU7 7774.850000 PA USD 8021.050000 0.0006394 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31376KP59 63856.410000 PA USD 66360.160000 0.0052897 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31376KQB5 197584.200000 PA USD 204422.460000 0.0162948 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31376KTA4 170.480000 PA USD 173.300000 0.0000138 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31376QYN7 28123.460000 PA USD 27702.500000 0.0022082 Long ABS-MBS USGSE US N 2 2026-11-01 Floating 4.2 N N N N N N FNMA PASS THRU POOLS N/A 31376RFH9 25302.420000 PA USD 24920.330000 0.0019864 Long ABS-MBS USGSE US N 2 2026-01-01 Floating 3.6 N N N N N N FNMA PASS THRU POOLS N/A 31377BUT0 350.550000 PA USD 346.000000 0.0000276 Long ABS-MBS USGSE US N 2 2025-03-01 Floating 3.772 N N N N N N FNMA PASS THRU POOLS N/A 31377CP64 3611.770000 PA USD 3594.810000 0.0002865 Long ABS-MBS USGSE US N 2 2026-02-01 Floating 4.779 N N N N N N FNMA PASS THRU POOLS N/A 31377CRB1 1587.000000 PA USD 1559.330000 0.0001243 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 3.911 N N N N N N FNMA PASS THRU POOLS N/A 31377Z3U4 7920.560000 PA USD 8124.820000 0.0006476 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31378PKF9 2488.860000 PA USD 2439.120000 0.0001944 Long ABS-MBS USGSE US N 2 2027-05-01 Floating 2.655 N N N N N N FNMA PASS THRU POOLS N/A 31378TNV3 344.830000 PA USD 353.720000 0.0000282 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31378UV41 125.960000 PA USD 128.000000 0.0000102 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31380HQJ9 71.190000 PA USD 73.090000 0.0000058 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31380HU62 180.170000 PA USD 184.120000 0.0000147 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31380LXW3 220.530000 PA USD 224.090000 0.0000179 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31380MHL3 3772.300000 PA USD 3833.250000 0.0003056 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31380QHB6 306.500000 PA USD 301.100000 0.0000240 Long ABS-MBS USGSE US N 2 2028-09-01 Floating 4.27 N N N N N N FNMA PASS THRU POOLS N/A 31380TBQ3 333.300000 PA USD 338.690000 0.0000270 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31380UZB7 3685.650000 PA USD 3699.000000 0.0002949 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31380WEG5 2638.970000 PA USD 2648.530000 0.0002111 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31380WPN8 1840.810000 PA USD 1870.550000 0.0001491 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31380WT20 297.230000 PA USD 304.900000 0.0000243 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31380XCL4 8568.620000 PA USD 8707.070000 0.0006941 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31381B2H1 232.550000 PA USD 236.410000 0.0000188 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31381CBY2 395.530000 PA USD 405.730000 0.0000323 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31381C4Y0 1984.450000 PA USD 2016.510000 0.0001607 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31381DAA3 6491.630000 PA USD 6366.320000 0.0005075 Long ABS-MBS USGSE US N 2 2025-02-01 Floating 3.945 N N N N N N FNMA PASS THRU POOLS N/A 31382F2Q1 605.630000 PA USD 615.420000 0.0000491 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31382SE72 3378.340000 PA USD 3486.000000 0.0002779 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31382WLB6 17171.670000 PA USD 17233.860000 0.0013737 Long 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 216.460000 PA USD 222.040000 0.0000177 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 4005.830000 PA USD 4125.990000 0.0003289 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 830.190000 PA USD 851.600000 0.0000679 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 43.330000 PA USD 44.450000 0.0000035 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 132.570000 PA USD 135.990000 0.0000108 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 2437.480000 PA USD 2476.860000 0.0001974 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 9349.040000 PA USD 9020.110000 0.0007190 Long ABS-MBS USGSE US N 2 2029-06-01 Floating 3.645 N N N N N N FNMA PASS THRU POOLS N/A 31384ACL0 297.940000 PA USD 305.620000 0.0000244 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 31384VM33 601.570000 PA USD 617.310000 0.0000492 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31384VPK2 20300.300000 PA USD 21010.680000 0.0016748 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31384VYL0 11936.380000 PA USD 11485.620000 0.0009155 Long ABS-MBS USGSE US N 2 2030-05-01 Floating 2.721 N N N N N N FNMA PASS THRU POOLS N/A 31384V4S8 4125.700000 PA USD 4324.080000 0.0003447 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31384WDM9 113.620000 PA USD 116.670000 0.0000093 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31384WKW9 71.620000 PA USD 74.080000 0.0000059 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385GES9 1851.390000 PA USD 1908.830000 0.0001522 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31385HFW7 32463.200000 PA USD 32345.570000 0.0025783 Long ABS-MBS USGSE US N 2 2030-02-01 Floating 4.971 N N N N N N FNMA PASS THRU POOLS N/A 31385HJD5 1981.800000 PA USD 2020.030000 0.0001610 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 4.918 N N N N N N FNMA PASS THRU POOLS N/A 31385HN32 2389.500000 PA USD 2381.790000 0.0001899 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 4.195 N N N N N N FNMA PASS THRU POOLS N/A 31385HQC9 532.810000 PA USD 541.670000 0.0000432 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385HU59 86011.070000 PA USD 84450.090000 0.0067316 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 3.73 N N N N N N FNMA PASS THRU POOLS N/A 31385JAL2 2215.100000 PA USD 2168.230000 0.0001728 Long ABS-MBS USGSE US N 2 2031-12-01 Floating 3.259 N N N N N N FNMA PASS THRU POOLS N/A 31385JP51 649.120000 PA USD 671.960000 0.0000536 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385JQ92 16167.570000 PA USD 15959.660000 0.0012722 Long ABS-MBS USGSE US N 2 2032-06-01 Floating 3.806 N N N N N N FNMA PASS THRU POOLS N/A 31385JRT7 16558.600000 PA USD 17141.520000 0.0013664 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385ND97 31344.990000 PA USD 30103.470000 0.0023996 Long ABS-MBS USGSE US N 2 2030-06-01 Floating 3.144 N N N N N N FNMA PASS THRU POOLS N/A 31385PBQ6 3125.680000 PA USD 3092.500000 0.0002465 Long ABS-MBS USGSE US N 2 2030-09-01 Floating 4.277 N N N N N N FNMA PASS THRU POOLS N/A 31385VYW5 3913.080000 PA USD 3770.630000 0.0003006 Long ABS-MBS USGSE US N 2 2030-09-01 Floating 3.395 N N N N N N FNMA PASS THRU POOLS N/A 31385WX87 6273.860000 PA USD 6516.970000 0.0005195 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 7 N N N N N N FNMA PASS THRU POOLS N/A 31385WZT9 1170.320000 PA USD 1200.990000 0.0000957 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31385W2D0 13823.480000 PA USD 14310.210000 0.0011407 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385W2N8 10522.790000 PA USD 10893.330000 0.0008683 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385W2S7 73808.460000 PA USD 76410.990000 0.0060908 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385XAS6 36036.260000 PA USD 37305.100000 0.0029736 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385XBD8 53037.980000 PA USD 54905.790000 0.0043766 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385XD95 72755.620000 PA USD 75317.140000 0.0060036 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31385XHR1 2740.570000 PA USD 2837.030000 0.0002261 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31386C3H3 37962.720000 PA USD 37041.040000 0.0029526 Long ABS-MBS USGSE US N 2 2040-09-01 Floating 3.449 N N N N N N FNMA PASS THRU POOLS N/A 31386C3P5 104141.650000 PA USD 101597.590000 0.0080985 Long ABS-MBS USGSE US N 2 2030-10-01 Floating 3.449 N N N N N N FNMA PASS THRU POOLS N/A 31386DWL0 7465.840000 PA USD 7658.380000 0.0006105 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31386LJP8 3983.860000 PA USD 4048.230000 0.0003227 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31386STW7 887.160000 PA USD 910.040000 0.0000725 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31387KHD8 4100.100000 PA USD 4167.760000 0.0003322 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31387NHP5 2033.640000 PA USD 2086.090000 0.0001663 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31387UDB4 7569.940000 PA USD 7531.140000 0.0006003 Long ABS-MBS USGSE US N 2 2031-02-01 Floating 3.78 N N N N N N FNMA PASS THRU POOLS N/A 31388DTS7 753.450000 PA USD 772.880000 0.0000616 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31388ECW4 9772.010000 PA USD 10076.350000 0.0008032 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31388JK53 4728.820000 PA USD 4645.350000 0.0003703 Long ABS-MBS USGSE US N 2 2031-09-01 Floating 4.107 N N N N N N FNMA PASS THRU POOLS N/A 31388KUG5 215.160000 PA USD 220.710000 0.0000176 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31388KWL2 8804.600000 PA USD 8661.390000 0.0006904 Long ABS-MBS USGSE US N 2 2031-11-01 Floating 3.955 N N N N N N FNMA PASS THRU POOLS N/A 31388UC73 520.830000 PA USD 529.350000 0.0000422 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31388XGQ1 8301.070000 PA USD 8435.200000 0.0006724 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31388XHQ0 7005.810000 PA USD 7124.590000 0.0005679 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31389A7E7 16571.620000 PA USD 16849.100000 0.0013431 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31389EYG4 83956.400000 PA USD 85325.880000 0.0068015 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31389QXF0 1946.280000 PA USD 2022.800000 0.0001612 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31389SS21 8214.740000 PA USD 8357.170000 0.0006662 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31389STJ3 16657.950000 PA USD 17093.860000 0.0013626 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31389SU36 37.050000 PA USD 37.650000 0.0000030 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31390ACF5 699.690000 PA USD 717.970000 0.0000572 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31390AHA1 1250.440000 PA USD 1201.680000 0.0000958 Long ABS-MBS USGSE US N 2 2032-04-01 Floating 3.395 N N N N N N FNMA PASS THRU POOLS N/A 31390CB47 4122.090000 PA USD 4228.400000 0.0003371 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31390JGH8 2602.330000 PA USD 2644.920000 0.0002108 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31390KPZ5 7639.610000 PA USD 7763.050000 0.0006188 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31390NKM3 61105.680000 PA USD 60066.260000 0.0047880 Long ABS-MBS USGSE US N 2 2033-04-01 Floating 2.75 N N N N N N FNMA PASS THRU POOLS N/A 31390NZS4 13554.480000 PA USD 13401.500000 0.0010683 Long ABS-MBS USGSE US N 2 2032-07-01 Floating 4.152 N N N N N N FNMA PASS THRU POOLS N/A 31390PTR8 36003.230000 PA USD 35099.500000 0.0027978 Long ABS-MBS USGSE US N 2 2030-01-01 Floating 4.475 N N N N N N FNMA PASS THRU POOLS N/A 31390QHY4 17559.540000 PA USD 17846.140000 0.0014225 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31390S2U4 1238.950000 PA USD 1243.410000 0.0000991 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 8 N N N N N N FNMA PASS THRU POOLS N/A 31390TNC9 44439.260000 PA USD 45598.400000 0.0036347 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31390VQ23 4129.810000 PA USD 4196.540000 0.0003345 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31390WNK4 149.460000 PA USD 151.870000 0.0000121 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391AV22 217.470000 PA USD 224.570000 0.0000179 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31391FDP0 9812.410000 PA USD 9970.960000 0.0007948 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391FP85 1770.580000 PA USD 1816.240000 0.0001448 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31391GWK8 1312.760000 PA USD 1336.030000 0.0001065 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391HXX7 675.980000 PA USD 686.900000 0.0000548 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391JP38 19777.980000 PA USD 20113.210000 0.0016033 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391KC88 15356.480000 PA USD 15684.470000 0.0012502 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391RS52 75312.180000 PA USD 76529.050000 0.0061002 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391RT51 49062.100000 PA USD 49875.190000 0.0039756 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391VJD6 27376.550000 PA USD 28181.040000 0.0022464 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391VLH4 130261.970000 PA USD 132757.180000 0.0105823 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391VLM3 550.540000 PA USD 559.440000 0.0000446 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391VLS0 92592.070000 PA USD 94088.140000 0.0074999 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31391WF55 9130.960000 PA USD 9445.690000 0.0007529 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400B3V6 7765.230000 PA USD 7910.810000 0.0006306 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31400CCZ5 648.050000 PA USD 659.620000 0.0000526 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31400EBS8 2689.200000 PA USD 2698.940000 0.0002151 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31400ELA6 4802.040000 PA USD 4943.170000 0.0003940 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400EVG2 24611.580000 PA USD 25009.250000 0.0019935 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400KBN5 549.140000 PA USD 558.010000 0.0000445 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400KEC6 4975.120000 PA USD 4994.550000 0.0003981 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31400KEG7 440.250000 PA USD 447.450000 0.0000357 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31400THR1 3981.340000 PA USD 4072.770000 0.0003246 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31401AZN0 3908.070000 PA USD 3971.220000 0.0003166 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31401B3X1 29114.420000 PA USD 30007.100000 0.0023919 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31401CGD9 73.430000 PA USD 74.800000 0.0000060 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31401CZ55 7697.710000 PA USD 7736.070000 0.0006167 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31401HHG0 1683.130000 PA USD 1722.090000 0.0001373 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31401K7B5 9342.440000 PA USD 9389.930000 0.0007485 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31401N3D9 5473.060000 PA USD 5492.880000 0.0004378 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31401N3E7 19340.790000 PA USD 19424.640000 0.0015484 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31401N3F4 4513.380000 PA USD 4529.730000 0.0003611 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31401PEU4 7537.060000 PA USD 7578.980000 0.0006041 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31401YL29 16536.140000 PA USD 16615.700000 0.0013245 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402CJW3 7176.640000 PA USD 7292.600000 0.0005813 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402CLT7 9921.770000 PA USD 9957.700000 0.0007937 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402CTT9 2412.310000 PA USD 2493.120000 0.0001987 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402CV66 48875.220000 PA USD 50597.560000 0.0040332 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402C7G1 19489.290000 PA USD 19140.510000 0.0015257 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 4.002 N N N N N N FNMA PASS THRU POOLS N/A 31402DJS0 26440.870000 PA USD 27306.850000 0.0021767 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402DK41 7685.590000 PA USD 7956.600000 0.0006342 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402DM56 787.360000 PA USD 821.730000 0.0000655 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31402DP46 6214.090000 PA USD 6421.470000 0.0005119 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402DP79 30810.890000 PA USD 31820.000000 0.0025364 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402GSL8 54755.730000 PA USD 56037.680000 0.0044668 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402JQX8 103.770000 PA USD 107.090000 0.0000085 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402Q5X5 14745.310000 PA USD 14682.190000 0.0011703 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 2.898 N N N N N N FNMA PASS THRU POOLS N/A 31402RDE6 200552.150000 PA USD 211963.530000 0.0168959 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402RDH9 90921.120000 PA USD 94124.480000 0.0075028 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402RHT9 171282.880000 PA USD 163657.070000 0.0130454 Long ABS-MBS USGSE US N 2 2042-08-01 Floating 3.249 N N N N N N FNMA PASS THRU POOLS N/A 31402RHU6 180795.180000 PA USD 172097.440000 0.0137181 Long ABS-MBS USGSE US N 2 2042-08-01 Floating 3.249 N N N N N N FNMA PASS THRU POOLS N/A 31402RH28 10246.460000 PA USD 10607.340000 0.0008455 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402RH69 83640.690000 PA USD 79682.910000 0.0063516 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 3.249 N N N N N N FNMA PASS THRU POOLS N/A 31402RH77 222796.570000 PA USD 211608.200000 0.0168676 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 3.249 N N N N N N FNMA PASS THRU POOLS N/A 31402RMB2 27815.240000 PA USD 27339.290000 0.0021793 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 3.817 N N N N N N FNMA PASS THRU POOLS N/A 31402RNX3 22496.230000 PA USD 22124.710000 0.0017636 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 2.905 N N N N N N FNMA PASS THRU POOLS N/A 31402RRC5 20109.040000 PA USD 20836.650000 0.0016609 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402RRY7 12944.770000 PA USD 13153.930000 0.0010485 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31402VZC7 146.400000 PA USD 147.060000 0.0000117 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402VZU7 118185.160000 PA USD 118839.690000 0.0094729 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402WJS8 4470.640000 PA USD 4605.680000 0.0003671 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31402YFB5 3808.590000 PA USD 3931.730000 0.0003134 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403AL45 49.210000 PA USD 50.200000 0.0000040 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403C5S6 3946.800000 PA USD 4092.540000 0.0003262 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403C6S5 7479.080000 PA USD 7743.040000 0.0006172 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403DLR8 387601.680000 PA USD 401523.810000 0.0320061 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31403DLS6 2681.250000 PA USD 2804.360000 0.0002235 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31403GVD1 14698.890000 PA USD 14772.730000 0.0011776 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403HK82 1837.580000 PA USD 1844.240000 0.0001470 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403JXP6 13389.300000 PA USD 13456.500000 0.0010726 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403JYP5 8250.670000 PA USD 8292.700000 0.0006610 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403KAL7 7283.790000 PA USD 7471.630000 0.0005956 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31403KRN5 10752.600000 PA USD 10804.220000 0.0008612 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403KRY1 2986.650000 PA USD 2997.470000 0.0002389 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403KUW1 7514.280000 PA USD 7541.490000 0.0006011 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403KXU2 2767.790000 PA USD 2777.810000 0.0002214 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403LMN8 1656.540000 PA USD 1701.430000 0.0001356 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31403MPL7 5605.820000 PA USD 5626.120000 0.0004485 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403MUC1 4012.360000 PA USD 4141.600000 0.0003301 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403QAZ3 12006.910000 PA USD 12050.390000 0.0009606 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403QRE2 26936.950000 PA USD 27331.560000 0.0021786 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403QRY8 5403.510000 PA USD 5570.390000 0.0004440 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403RD88 6790.260000 PA USD 6913.130000 0.0005511 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31403RSM1 263866.250000 PA USD 272392.540000 0.0217128 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403SCS3 8588.280000 PA USD 8865.800000 0.0007067 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403SEB8 10017.260000 PA USD 10342.200000 0.0008244 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403TAW4 22227.280000 PA USD 22375.090000 0.0017836 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403TGB4 47599.360000 PA USD 47771.750000 0.0038080 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403T2D5 11383.550000 PA USD 11424.780000 0.0009107 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403U6Z9 23884.870000 PA USD 24588.490000 0.0019600 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403U7A3 7050.760000 PA USD 7283.160000 0.0005806 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403VGH6 59657.480000 PA USD 60872.760000 0.0048523 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403VKK4 178.460000 PA USD 184.210000 0.0000147 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31403VXE4 6847.130000 PA USD 7062.710000 0.0005630 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404CAJ9 4572.370000 PA USD 4588.930000 0.0003658 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404CA67 3154.290000 PA USD 3235.640000 0.0002579 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31404CLA6 7112.830000 PA USD 7149.020000 0.0005699 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404CL57 7678.010000 PA USD 7705.820000 0.0006142 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404DHW1 62713.960000 PA USD 64719.650000 0.0051589 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404DK31 654.970000 PA USD 671.860000 0.0000536 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31404DZS0 683.890000 PA USD 687.480000 0.0000548 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404D6U7 150099.130000 PA USD 153146.860000 0.0122076 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404EBM7 967.640000 PA USD 994.300000 0.0000793 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31404EFS0 9747.710000 PA USD 10041.020000 0.0008004 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404EW44 9001.590000 PA USD 9117.870000 0.0007268 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404EZV1 15157.030000 PA USD 15599.240000 0.0012434 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404FU76 33504.040000 PA USD 33928.840000 0.0027045 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404GMC2 30133.760000 PA USD 30465.830000 0.0024285 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404HK65 8524.900000 PA USD 8662.640000 0.0006905 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31404JAQ8 74941.630000 PA USD 76399.220000 0.0060899 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31404JB87 7728.130000 PA USD 7756.120000 0.0006183 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404JDF9 24641.390000 PA USD 24799.530000 0.0019768 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404JGK5 37824.720000 PA USD 38211.990000 0.0030459 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404JQ40 29541.330000 PA USD 30490.380000 0.0024304 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404JQ99 84435.840000 PA USD 85250.380000 0.0067954 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31404JT39 6856.090000 PA USD 6975.040000 0.0005560 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31404KSK9 26725.390000 PA USD 27021.980000 0.0021540 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404KSX1 303559.620000 PA USD 307113.650000 0.0244805 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404KVX7 34633.480000 PA USD 35096.540000 0.0027976 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404LJW1 506.620000 PA USD 519.690000 0.0000414 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31404LM31 2070.330000 PA USD 2137.490000 0.0001704 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404LR77 14810.980000 PA USD 14878.890000 0.0011860 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404LSM3 25550.430000 PA USD 25834.670000 0.0020593 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404L7J3 3618.720000 PA USD 3631.830000 0.0002895 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404MBT4 80461.650000 PA USD 81358.940000 0.0064852 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404NA97 3587.710000 PA USD 3708.920000 0.0002956 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404NQ58 10990.740000 PA USD 11042.740000 0.0008802 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404NRR9 13402.300000 PA USD 13466.170000 0.0010734 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404NTH9 17599.490000 PA USD 17685.530000 0.0014097 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404NWF9 4708.050000 PA USD 4725.100000 0.0003766 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404NYW0 20214.360000 PA USD 20345.820000 0.0016218 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404N4Q6 32605.520000 PA USD 33040.240000 0.0026337 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404PM24 30587.550000 PA USD 30930.520000 0.0024655 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404P4V0 21828.670000 PA USD 21969.270000 0.0017512 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404QAM1 30725.760000 PA USD 31121.660000 0.0024808 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404QFS3 144000.650000 PA USD 144576.430000 0.0115244 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404QG29 31410.760000 PA USD 31827.400000 0.0025370 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404QKK4 59663.970000 PA USD 61134.040000 0.0048731 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404QQ36 22898.860000 PA USD 23216.670000 0.0018506 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404QTD1 61781.660000 PA USD 63623.730000 0.0050715 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404QWA3 141669.110000 PA USD 146027.490000 0.0116401 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404Q2H1 2764.900000 PA USD 2834.050000 0.0002259 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404Q2K4 16789.810000 PA USD 17019.380000 0.0013566 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404RCT2 75524.860000 PA USD 74496.520000 0.0059382 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 3.915 N N N N N N FNMA PASS THRU POOLS N/A 31404RMW4 12735.390000 PA USD 12794.070000 0.0010198 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404RQ59 14983.730000 PA USD 15420.870000 0.0012292 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404RRR0 4373.690000 PA USD 4395.940000 0.0003504 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404RWP8 24593.910000 PA USD 24749.410000 0.0019728 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404R3M7 271936.670000 PA USD 280837.420000 0.0223860 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404SFN0 213586.600000 PA USD 220577.540000 0.0175826 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404SFP5 37059.350000 PA USD 38283.940000 0.0030517 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404SFQ3 22469.770000 PA USD 23165.930000 0.0018466 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404SLE3 3322.160000 PA USD 3379.330000 0.0002694 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404SV77 2514.820000 PA USD 2523.930000 0.0002012 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404TA78 24217.680000 PA USD 24353.540000 0.0019413 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404TDZ3 37645.430000 PA USD 37794.460000 0.0030127 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404TMP5 4268.760000 PA USD 4290.520000 0.0003420 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404TMQ3 8394.070000 PA USD 8424.470000 0.0006715 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404TMR1 9791.920000 PA USD 9841.810000 0.0007845 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404TTX1 90708.830000 PA USD 92911.690000 0.0074061 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404UJQ4 124173.720000 PA USD 128212.140000 0.0102200 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404UPF1 15315.830000 PA USD 15449.700000 0.0012315 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404UPL8 44031.620000 PA USD 44981.470000 0.0035855 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404UWB2 38658.690000 PA USD 39178.220000 0.0031230 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404U5E6 78415.920000 PA USD 80923.880000 0.0064506 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404U6Q8 18528.320000 PA USD 18613.340000 0.0014837 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404VC22 45404.470000 PA USD 46318.100000 0.0036921 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404VEQ7 87629.560000 PA USD 90561.810000 0.0072188 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404VVQ8 38342.960000 PA USD 38828.510000 0.0030951 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404WRQ1 24247.560000 PA USD 25056.740000 0.0019973 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404WWB8 26778.430000 PA USD 27015.590000 0.0021535 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404WXE1 18203.780000 PA USD 18289.730000 0.0014579 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404WXL5 4215.750000 PA USD 4237.190000 0.0003378 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404XLJ1 35120.900000 PA USD 36321.920000 0.0028953 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404XWX8 24122.930000 PA USD 24279.820000 0.0019354 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404XWZ3 2326.370000 PA USD 2353.070000 0.0001876 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31404YBM3 34516.870000 PA USD 35629.330000 0.0028401 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405AEC3 12273.080000 PA USD 12534.910000 0.0009992 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405ATB9 5581.110000 PA USD 5767.360000 0.0004597 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405AX32 38683.540000 PA USD 39950.480000 0.0031845 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405BFG1 7194.000000 PA USD 7222.810000 0.0005757 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405CJ75 12145.900000 PA USD 12203.990000 0.0009728 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405DQU4 14544.090000 PA USD 14601.980000 0.0011639 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405DUH8 395346.250000 PA USD 408523.780000 0.0325640 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405DYS0 70021.280000 PA USD 69667.300000 0.0055533 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31405ELB9 382.260000 PA USD 387.270000 0.0000309 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405ESD8 30596.470000 PA USD 31006.500000 0.0024716 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405EVY8 480.610000 PA USD 482.350000 0.0000384 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405FSV5 1247.610000 PA USD 1267.770000 0.0001011 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405KNA5 859.040000 PA USD 873.550000 0.0000696 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405LRM3 6559.570000 PA USD 6740.300000 0.0005373 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31405MZ67 100466.510000 PA USD 102645.760000 0.0081820 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405NDA0 8849.650000 PA USD 8886.900000 0.0007084 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405PKY5 675.490000 PA USD 679.450000 0.0000542 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405PRS1 28208.430000 PA USD 26862.050000 0.0021412 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 3.249 N N N N N N FNMA PASS THRU POOLS N/A 31405PVB3 27618.780000 PA USD 28581.710000 0.0022783 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31405QK23 1171.510000 PA USD 1208.640000 0.0000963 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405QS74 22165.490000 PA USD 22737.120000 0.0018124 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31405RDJ2 49372.140000 PA USD 49875.710000 0.0039757 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 4.06 N N N N N N FNMA PASS THRU POOLS N/A 31405RGE0 104045.800000 PA USD 104464.490000 0.0083270 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405SBM5 1701.920000 PA USD 1739.780000 0.0001387 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31405TAM4 1500.790000 PA USD 1506.740000 0.0001201 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405TN81 578.850000 PA USD 581.980000 0.0000464 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405UNE5 182.720000 PA USD 183.650000 0.0000146 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405UN54 27639.510000 PA USD 27950.220000 0.0022280 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405UXK0 173.530000 PA USD 174.510000 0.0000139 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405VGV3 233877.260000 PA USD 239793.620000 0.0191143 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405VTC1 65710.210000 PA USD 66660.130000 0.0053136 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405VY27 9462.040000 PA USD 9510.260000 0.0007581 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405WMK8 1294.040000 PA USD 1300.640000 0.0001037 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405XAE3 29242.020000 PA USD 29391.700000 0.0023429 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405XCG6 15571.440000 PA USD 15755.160000 0.0012559 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405XLH4 4803.340000 PA USD 4820.740000 0.0003843 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31405XRB1 32920.340000 PA USD 33417.920000 0.0026638 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406ACM2 11128.990000 PA USD 11288.000000 0.0008998 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406AMF6 15866.300000 PA USD 15966.070000 0.0012727 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406ASH6 33021.110000 PA USD 33159.370000 0.0026432 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406A5D0 906.040000 PA USD 918.800000 0.0000732 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406BYJ3 92053.820000 PA USD 95334.630000 0.0075993 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406CS82 1719.200000 PA USD 1727.970000 0.0001377 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406CVC9 18675.890000 PA USD 18819.390000 0.0015001 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406CYJ1 5560.440000 PA USD 5650.280000 0.0004504 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406DAF3 64275.780000 PA USD 61245.770000 0.0048820 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 3.249 N N N N N N FNMA PASS THRU POOLS N/A 31406D2M7 88941.020000 PA USD 91539.460000 0.0072967 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31406E3K8 38705.140000 PA USD 39049.400000 0.0031127 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406FCJ8 277896.580000 PA USD 281250.190000 0.0224189 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406FDS7 19852.380000 PA USD 19930.640000 0.0015887 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406F6N6 22809.870000 PA USD 22275.080000 0.0017756 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 2.883 N N N N N N FNMA PASS THRU POOLS N/A 31406GAC3 28591.730000 PA USD 29378.990000 0.0023418 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31406GDA4 15078.830000 PA USD 15622.480000 0.0012453 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406GE96 24087.270000 PA USD 24419.940000 0.0019466 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406GPA1 260.350000 PA USD 261.290000 0.0000208 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406GVH9 2888.760000 PA USD 2824.410000 0.0002251 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 2.18 N N N N N N FNMA PASS THRU POOLS N/A 31406GZS1 30484.270000 PA USD 30976.820000 0.0024692 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406HKV8 774.660000 PA USD 777.470000 0.0000620 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406HVV6 62427.700000 PA USD 63436.390000 0.0050566 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406HW60 13182.620000 PA USD 13431.380000 0.0010706 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406J2E2 7582.750000 PA USD 7846.740000 0.0006255 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31406J3J0 14287.480000 PA USD 13992.290000 0.0011153 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 2.175 N N N N N N FNMA PASS THRU POOLS N/A 31406KVN7 13394.970000 PA USD 13611.400000 0.0010850 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406NSE5 14243.530000 PA USD 13954.870000 0.0011124 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 2.486 N N N N N N FNMA PASS THRU POOLS N/A 31406NU44 14086.310000 PA USD 14313.910000 0.0011410 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406TQX2 111750.500000 PA USD 113578.260000 0.0090535 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406T7B1 1358.010000 PA USD 1383.930000 0.0001103 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406UB31 15754.890000 PA USD 16076.370000 0.0012815 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406UGQ5 33571.350000 PA USD 34373.920000 0.0027400 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31406VQS8 32434.120000 PA USD 32113.660000 0.0025598 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 3.82 N N N N N N FNMA PASS THRU POOLS N/A 31406W3Y8 37515.810000 PA USD 38483.310000 0.0030676 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31406X3F7 13653.130000 PA USD 13873.730000 0.0011059 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407AQP9 5622.790000 PA USD 5713.640000 0.0004554 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407A7E5 9743.540000 PA USD 9900.970000 0.0007892 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407BXK0 6406.580000 PA USD 6322.160000 0.0005039 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 3.805 N N N N N N FNMA PASS THRU POOLS N/A 31407D5Y7 9.330000 PA USD 9.480000 0.0000008 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407D5Z4 2638.440000 PA USD 2731.580000 0.0002177 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407EQ97 3656.430000 PA USD 3762.520000 0.0002999 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407E6T5 29853.080000 PA USD 29987.980000 0.0023904 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 3.789 N N N N N N FNMA PASS THRU POOLS N/A 31407HAS5 27034.660000 PA USD 27484.360000 0.0021908 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407H3M6 943.010000 PA USD 958.770000 0.0000764 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407H4B9 31248.090000 PA USD 33266.030000 0.0026517 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31407H5F9 425.590000 PA USD 439.310000 0.0000350 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31407H6X9 52373.470000 PA USD 54599.300000 0.0043522 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31407JDH2 23715.270000 PA USD 25147.450000 0.0020045 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31407JHC9 9306.070000 PA USD 9717.890000 0.0007746 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JHM7 22462.340000 PA USD 22839.910000 0.0018206 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JH54 11686.300000 PA USD 11987.680000 0.0009556 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 31407JS37 51586.480000 PA USD 52824.910000 0.0042108 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407JZJ4 76648.960000 PA USD 78347.250000 0.0062452 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31407J5X6 73116.980000 PA USD 72381.250000 0.0057696 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.906 N N N N N N FNMA PASS THRU POOLS N/A 31407KGK9 3361.970000 PA USD 3313.290000 0.0002641 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.956 N N N N N N FNMA PASS THRU POOLS N/A 31407KJH3 1059.900000 PA USD 1066.600000 0.0000850 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407MTR6 3070.730000 PA USD 3148.060000 0.0002509 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407RXS8 26737.380000 PA USD 27426.910000 0.0021862 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31407SA44 60144.720000 PA USD 62267.900000 0.0049635 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407TQ37 520.880000 PA USD 527.150000 0.0000420 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31407UNA1 6285.960000 PA USD 6387.530000 0.0005092 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407VM36 42740.190000 PA USD 41370.170000 0.0032977 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 1.887 N N N N N N FNMA PASS THRU POOLS N/A 31407WSP9 77607.370000 PA USD 79258.800000 0.0063178 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 3.941 N N N N N N FNMA PASS THRU POOLS N/A 31407XUZ2 3708.010000 PA USD 3650.400000 0.0002910 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 3.522 N N N N N N FNMA PASS THRU POOLS N/A 31407X3X7 59647.680000 PA USD 57869.010000 0.0046128 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 3.764 N N N N N N FNMA PASS THRU POOLS N/A 31407YD63 5988.020000 PA USD 6179.580000 0.0004926 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407YKX6 7345.370000 PA USD 7473.000000 0.0005957 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407YPC7 5447.310000 PA USD 5638.810000 0.0004495 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31407Y2C2 21812.880000 PA USD 21366.010000 0.0017031 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 3.868 N N N N N N FNMA PASS THRU POOLS N/A 31408AE63 1521.850000 PA USD 1546.440000 0.0001233 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408BRS9 8540.330000 PA USD 8760.580000 0.0006983 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31408DC93 4242.170000 PA USD 4155.450000 0.0003312 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 4.03 N N N N N N FNMA PASS THRU POOLS N/A 31408DR55 4312.540000 PA USD 4459.230000 0.0003555 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408DTF1 70612.190000 PA USD 71945.150000 0.0057349 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408E7M8 6603.090000 PA USD 6503.970000 0.0005184 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31408FDG1 6418.870000 PA USD 6605.170000 0.0005265 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31408GAR8 13901.340000 PA USD 13612.250000 0.0010851 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 2.287 N N N N N N FNMA PASS THRU POOLS N/A 31408GBY2 84590.380000 PA USD 86771.890000 0.0069167 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31408HSS5 763.210000 PA USD 775.540000 0.0000618 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408H3M5 11088.830000 PA USD 11283.870000 0.0008995 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31408XQ29 6038.380000 PA USD 6206.430000 0.0004947 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409AFL8 122.220000 PA USD 126.300000 0.0000101 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31409C5N1 5462.260000 PA USD 5551.750000 0.0004425 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409ENJ6 24194.830000 PA USD 24392.490000 0.0019444 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 4.484 N N N N N N FNMA PASS THRU POOLS N/A 31409G4R4 46512.870000 PA USD 47303.050000 0.0037706 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409HF41 9227.550000 PA USD 9465.520000 0.0007545 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31409HF58 170.120000 PA USD 174.510000 0.0000139 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31409JCN8 930.880000 PA USD 945.920000 0.0000754 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409SKM1 66244.250000 PA USD 66408.450000 0.0052935 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 3.348 N N N N N N FNMA PASS THRU POOLS N/A 31409UBB0 19013.750000 PA USD 19374.740000 0.0015444 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409VPX5 219276.180000 PA USD 218297.710000 0.0174008 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31409WUS8 2032.380000 PA USD 2065.220000 0.0001646 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31409XNT2 1032.340000 PA USD 1080.120000 0.0000861 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31409YUH8 35510.820000 PA USD 36101.090000 0.0028777 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DL57 24497.470000 PA USD 25571.260000 0.0020383 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DN30 3292.300000 PA USD 3372.140000 0.0002688 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410DUS7 191043.310000 PA USD 196071.630000 0.0156292 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410DX88 99948.200000 PA USD 102525.780000 0.0081725 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410DYJ3 45257.110000 PA USD 46438.750000 0.0037017 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410EBW7 2320.870000 PA USD 2371.750000 0.0001891 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410FCU7 5899.430000 PA USD 6166.050000 0.0004915 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410FYL3 88546.650000 PA USD 93630.930000 0.0074635 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 31410F5M3 1914.540000 PA USD 1987.140000 0.0001584 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GKG7 849.470000 PA USD 868.310000 0.0000692 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31410GN66 58336.360000 PA USD 61749.840000 0.0049222 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GRB1 5089.230000 PA USD 5418.370000 0.0004319 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410GW90 9500.000000 PA USD 9997.070000 0.0007969 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KC36 30.990000 PA USD 30.900000 0.0000025 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410KFF6 6846.770000 PA USD 7144.390000 0.0005695 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410KUG7 17276.400000 PA USD 18054.740000 0.0014392 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KUP7 385461.490000 PA USD 403333.130000 0.0321503 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410KWU4 55138.040000 PA USD 57398.530000 0.0045753 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410KXV1 30158.910000 PA USD 31302.880000 0.0024952 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31410K5L4 284.170000 PA USD 282.960000 0.0000226 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 31410LDC3 67956.410000 PA USD 70358.900000 0.0056084 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410LFB3 4503071.370000 PA USD 4468224.400000 0.3561689 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31410NTP3 11621.640000 PA USD 12002.810000 0.0009568 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410QCZ2 529.230000 PA USD 550.400000 0.0000439 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410QDB4 7210.140000 PA USD 7514.160000 0.0005990 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SH59 240989.840000 PA USD 239707.500000 0.0191074 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 3.3 N N N N N N FNMA PASS THRU POOLS N/A 31410SPR2 6451.190000 PA USD 6559.020000 0.0005228 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SSA6 20222.490000 PA USD 20573.790000 0.0016400 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410SZH3 24090.000000 PA USD 25176.100000 0.0020068 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410UCH3 2922.010000 PA USD 2969.220000 0.0002367 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410VR69 4133.820000 PA USD 4308.040000 0.0003434 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410VR77 6325.020000 PA USD 6430.180000 0.0005126 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410WKG2 76798.220000 PA USD 78247.600000 0.0062372 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410WRA8 29271.310000 PA USD 30073.100000 0.0023972 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410WSV1 20398.580000 PA USD 21123.030000 0.0016837 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410WSY5 178.280000 PA USD 183.370000 0.0000146 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31410XBB1 21341.320000 PA USD 21686.150000 0.0017286 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31410XBC9 12090.570000 PA USD 12449.220000 0.0009923 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 31410YU85 7175.050000 PA USD 7360.090000 0.0005867 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 31411AJH9 25678.030000 PA USD 26751.730000 0.0021324 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411AWL5 2289.190000 PA USD 2365.760000 0.0001886 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411AYF6 1771.190000 PA USD 1851.060000 0.0001476 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411A5E1 52313.680000 PA USD 53582.410000 0.0042711 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 81847.810000 PA USD 83958.590000 0.0066925 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 90167.050000 PA USD 94232.050000 0.0075114 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 20362.530000 PA USD 21247.120000 0.0016936 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 5032.720000 PA USD 5178.720000 0.0004128 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 22482.240000 PA USD 22851.040000 0.0018215 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 8600.910000 PA USD 8988.540000 0.0007165 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 37326.190000 PA USD 38296.010000 0.0030526 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 6182.870000 PA USD 6282.770000 0.0005008 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411CZS3 5922.910000 PA USD 6018.610000 0.0004798 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 2431.870000 PA USD 2541.490000 0.0002026 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 1864.390000 PA USD 1899.580000 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 296820.060000 PA USD 306493.370000 0.0244310 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 31411EVY0 31785.890000 PA USD 33125.620000 0.0026405 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 20412.350000 PA USD 20950.360000 0.0016700 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 5726.930000 PA USD 5835.070000 0.0004651 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411LA76 13092.640000 PA USD 13430.290000 0.0010705 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 31411LXK2 2524.810000 PA USD 2617.080000 0.0002086 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 31411SLJ3 2226.910000 PA USD 2289.780000 0.0001825 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 44601.530000 PA USD 45340.720000 0.0036142 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411S5T9 11922.650000 PA USD 12459.760000 0.0009932 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411URD5 6960.480000 PA USD 7197.000000 0.0005737 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411XNK7 25628.000000 PA USD 26042.090000 0.0020759 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 12585.110000 PA USD 12974.640000 0.0010342 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411YCP6 1016.100000 PA USD 1058.940000 0.0000844 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 112085.990000 PA USD 115007.160000 0.0091674 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 12214.010000 PA USD 12424.600000 0.0009904 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412BJN3 23751.370000 PA USD 24648.610000 0.0019648 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 31412B4Q2 7208.470000 PA USD 7359.360000 0.0005866 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 146846.630000 PA USD 150213.340000 0.0119737 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 47792.700000 PA USD 47965.790000 0.0038234 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 31412DV88 23239.500000 PA USD 23880.470000 0.0019035 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 15555.920000 PA USD 15957.050000 0.0012720 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 239692.200000 PA USD 244697.760000 0.0195052 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 50092.080000 PA USD 50959.860000 0.0040621 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 8444.700000 PA USD 8598.140000 0.0006854 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412GNF4 45491.100000 PA USD 46243.040000 0.0036861 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 187012.090000 PA USD 191111.500000 0.0152338 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 15237.570000 PA USD 15332.050000 0.0012221 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 3237.410000 PA USD 3378.130000 0.0002693 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412LMK3 7444.700000 PA USD 7681.720000 0.0006123 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MA99 21228.480000 PA USD 21934.280000 0.0017484 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412MKU1 15021.780000 PA USD 15841.580000 0.0012628 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31412M4M7 13.340000 PA USD 13.300000 0.0000011 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NBD7 6096.860000 PA USD 6340.680000 0.0005054 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NC95 316668.660000 PA USD 327062.370000 0.0260706 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 31412NG91 5095.130000 PA USD 5074.300000 0.0004045 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412NS23 1349.630000 PA USD 1342.650000 0.0001070 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412PCF6 15663.910000 PA USD 15557.990000 0.0012402 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412PMD0 49188.910000 PA USD 49367.050000 0.0039351 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 31412P4D0 21591.400000 PA USD 21445.400000 0.0017094 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31412QL72 10767.000000 PA USD 11282.250000 0.0008993 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 3778.820000 PA USD 3977.850000 0.0003171 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 12955.800000 PA USD 13382.300000 0.0010667 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 60982.520000 PA USD 62132.900000 0.0049527 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 351.250000 PA USD 350.100000 0.0000279 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 17773.260000 PA USD 18065.280000 0.0014400 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 30985.260000 PA USD 31485.910000 0.0025098 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 75973.310000 PA USD 75827.340000 0.0060443 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 55563.750000 PA USD 57123.120000 0.0045534 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 31412XDR2 312881.130000 PA USD 326481.880000 0.0260244 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 7002.660000 PA USD 7321.370000 0.0005836 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 61221.090000 PA USD 62240.470000 0.0049613 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XNM2 24370.620000 PA USD 25469.400000 0.0020302 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XPX6 5127.000000 PA USD 5211.610000 0.0004154 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412XR97 47865.000000 PA USD 49434.470000 0.0039405 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413BFV8 597083.120000 PA USD 618755.670000 0.0493219 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413BPY1 20691.010000 PA USD 21622.570000 0.0017236 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413BP39 5310.710000 PA USD 5550.160000 0.0004424 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413CBE8 11521.020000 PA USD 11819.140000 0.0009421 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 31413CZ44 28241.560000 PA USD 28697.880000 0.0022876 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413DJ40 149554.250000 PA USD 156176.240000 0.0124490 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413DM95 1798.210000 PA USD 1804.720000 0.0001439 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31413DQQ3 52636.290000 PA USD 54079.770000 0.0043108 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31413DT23 2144.260000 PA USD 2187.530000 0.0001744 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413EAM7 27197.720000 PA USD 27637.170000 0.0022030 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 70952.600000 PA USD 73979.280000 0.0058970 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413FG63 4929.540000 PA USD 5039.000000 0.0004017 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413F3P5 2713.150000 PA USD 2724.620000 0.0002172 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 31413GAN0 19466.370000 PA USD 19881.370000 0.0015848 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413GSK7 1190.280000 PA USD 1220.980000 0.0000973 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31413JET7 860.590000 PA USD 879.880000 0.0000701 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413JHG2 446.190000 PA USD 464.760000 0.0000370 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31413JHV9 62105.350000 PA USD 63108.830000 0.0050305 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413LJH3 83558.880000 PA USD 85939.570000 0.0068504 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31413LNF2 53579.920000 PA USD 55837.950000 0.0044509 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413LNN5 7929.420000 PA USD 8060.480000 0.0006425 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413LPQ6 32534.450000 PA USD 33373.490000 0.0026603 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31413LXS3 3055.050000 PA USD 3105.470000 0.0002475 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413LZT9 45413.120000 PA USD 47592.330000 0.0037937 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31413L2A6 10842.570000 PA USD 11135.980000 0.0008877 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31413MLX3 71461.420000 PA USD 72616.070000 0.0057883 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413MSR9 10060.340000 PA USD 10319.790000 0.0008226 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31413RV29 69820.210000 PA USD 73011.800000 0.0058199 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31413SHF4 309.530000 PA USD 318.180000 0.0000254 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31413TCB6 45017.300000 PA USD 45996.940000 0.0036665 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413TNY4 1774.390000 PA USD 1869.750000 0.0001490 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31413TPQ9 510.040000 PA USD 527.180000 0.0000420 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 31413TVR0 73475.720000 PA USD 75620.110000 0.0060278 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31413UY52 56619.330000 PA USD 58401.850000 0.0046553 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31414FFW6 290.450000 PA USD 289.200000 0.0000231 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414FKA8 606.640000 PA USD 622.280000 0.0000496 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414FT84 1459.620000 PA USD 1454.490000 0.0001159 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414FU74 35774.840000 PA USD 36722.380000 0.0029272 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 31414KD56 43.040000 PA USD 42.910000 0.0000034 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414KGV6 5473.170000 PA USD 5269.020000 0.0004200 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31414KPE4 14271.530000 PA USD 14722.350000 0.0011735 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31414MDR4 127.730000 PA USD 127.240000 0.0000101 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414MZG4 352.420000 PA USD 364.100000 0.0000290 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 31414NGG3 249.710000 PA USD 248.220000 0.0000198 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31414SNC3 126.360000 PA USD 125.910000 0.0000100 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 31414STW3 1421.720000 PA USD 1452.970000 0.0001158 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31414SW90 24996.830000 PA USD 24913.730000 0.0019859 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414VCM6 17.710000 PA USD 17.660000 0.0000014 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415LKB2 17758.440000 PA USD 18216.410000 0.0014521 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31415QYU4 1327.320000 PA USD 1322.370000 0.0001054 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415QY75 4716.570000 PA USD 4700.020000 0.0003746 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415RBR4 4546.750000 PA USD 4738.440000 0.0003777 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415RFG4 70754.790000 PA USD 73195.870000 0.0058346 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415RL36 1358.700000 PA USD 1384.370000 0.0001104 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415SSU7 2356.490000 PA USD 2394.570000 0.0001909 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415SVC3 14770.930000 PA USD 14714.990000 0.0011730 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415S6N7 92.990000 PA USD 95.390000 0.0000076 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31415TFT2 79849.510000 PA USD 82603.700000 0.0065845 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415VYV1 144623.180000 PA USD 146174.260000 0.0116518 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31415V6X8 39708.140000 PA USD 40804.430000 0.0032526 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.5 N N N N N N FNMA PASS THRU POOLS N/A 31415YWJ4 133294.100000 PA USD 128583.330000 0.0102496 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31416AGZ7 233081.550000 PA USD 224055.140000 0.0178598 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31416AL99 3306.890000 PA USD 3295.800000 0.0002627 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31416BTW8 581.220000 PA USD 579.790000 0.0000462 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31416CEH5 251379.300000 PA USD 259924.120000 0.0207189 Long 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 64794.650000 PA USD 66086.150000 0.0052678 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 14434.440000 PA USD 14486.720000 0.0011548 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 46812.260000 PA USD 47322.890000 0.0037722 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 86765.080000 PA USD 85695.460000 0.0068309 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 331205.440000 PA USD 328345.330000 0.0261729 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 100562.260000 PA USD 100990.560000 0.0080501 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 42804.460000 PA USD 41147.580000 0.0032799 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 5296.480000 PA USD 5513.620000 0.0004395 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 14076.470000 PA USD 14699.400000 0.0011717 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 104037.540000 PA USD 107845.630000 0.0085965 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 126370.040000 PA USD 132368.170000 0.0105513 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 3871046.500000 PA USD 3841089.520000 0.3061790 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 6645.270000 PA USD 6307.900000 0.0005028 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 679240.530000 PA USD 619388.250000 0.0493724 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 2325972.220000 PA USD 2121001.240000 0.1690682 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 31417GQT6 9249.290000 PA USD 8660.450000 0.0006903 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 31417KLX3 39362.290000 PA USD 40038.890000 0.0031916 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 58862.600000 PA USD 60392.160000 0.0048140 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 1765.880000 PA USD 1785.040000 0.0001423 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 52.710000 PA USD 52.430000 0.0000042 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 31418MMK5 99533.280000 PA USD 103940.360000 0.0082852 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 364.910000 PA USD 362.310000 0.0000289 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 156.110000 PA USD 155.260000 0.0000124 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 1475680.480000 PA USD 1531669.720000 0.1220917 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 38.500000 PA USD 38.330000 0.0000031 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 134722.400000 PA USD 135088.190000 0.0107681 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31418VX49 85602.250000 PA USD 84907.070000 0.0067681 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 17412.210000 PA USD 17010.040000 0.0013559 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 11.990000 PA USD 11.930000 0.0000010 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 141044.670000 PA USD 142961.840000 0.0113957 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 363454.050000 PA USD 383428.630000 0.0305637 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 5750204.820000 PA USD 5572857.000000 0.4442208 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 942.240000 PA USD 925.890000 0.0000738 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 88535.210000 PA USD 86070.320000 0.0068608 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 6622.810000 PA USD 6508.110000 0.0005188 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 828513.240000 PA USD 799136.530000 0.0637004 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 77139.270000 PA USD 75622.740000 0.0060280 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 6297.000000 PA USD 6187.950000 0.0004933 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 120842.730000 PA USD 117016.970000 0.0093276 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 38649.170000 PA USD 37287.800000 0.0029723 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 18980.080000 PA USD 18633.540000 0.0014853 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 43450.310000 PA USD 42693.620000 0.0034032 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 110438.800000 PA USD 108526.270000 0.0086508 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 15153.510000 PA USD 14578.530000 0.0011621 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 6646.980000 PA USD 6552.390000 0.0005223 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 956852.650000 PA USD 920458.660000 0.0733711 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 53916.000000 PA USD 51805.180000 0.0041295 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 611302.960000 PA USD 588050.200000 0.0468744 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 303467.780000 PA USD 295476.930000 0.0235529 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 4152.620000 PA USD 4093.520000 0.0003263 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AL3T2 507.210000 PA USD 500.780000 0.0000399 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ANHT3 299.840000 PA USD 295.570000 0.0000236 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138APTB4 40429.660000 PA USD 39170.510000 0.0031223 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AQCP9 16475.590000 PA USD 15949.410000 0.0012714 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138ATRP7 99752.680000 PA USD 95968.870000 0.0076498 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138AVAR6 121609.180000 PA USD 116920.850000 0.0093199 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138E2GA7 154981.390000 PA USD 149970.680000 0.0119544 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138E2LH6 163496.220000 PA USD 153196.120000 0.0122115 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 543507.560000 PA USD 541506.500000 0.0431643 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 60466.140000 PA USD 61286.530000 0.0048852 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 123.040000 PA USD 122.630000 0.0000098 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 80956.150000 PA USD 78459.250000 0.0062541 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 248097.080000 PA USD 245978.430000 0.0196073 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 148787.530000 PA USD 145461.570000 0.0115950 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 1438170.190000 PA USD 1387118.930000 0.1105693 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ELN41 725.960000 PA USD 679.970000 0.0000542 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138ELVF7 2366426.500000 PA USD 2282418.810000 0.1819350 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138ELXR9 2577012.890000 PA USD 2678667.600000 0.2135206 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138ENBM0 41412.230000 PA USD 43279.440000 0.0034499 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138ENBT5 67254.050000 PA USD 66130.710000 0.0052714 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EPQW7 463097.270000 PA USD 483973.150000 0.0385782 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 3138EP2M5 504719.630000 PA USD 489365.050000 0.0390080 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138EQM58 102812.820000 PA USD 106712.020000 0.0085062 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EQNF5 39755.650000 PA USD 37021.420000 0.0029510 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138EQT69 3834839.620000 PA USD 3738707.710000 0.2980180 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 1136971.120000 PA USD 1108476.860000 0.0883584 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 5795003.720000 PA USD 5616327.010000 0.4476859 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 3856654.420000 PA USD 3693659.630000 0.2944272 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 210245.860000 PA USD 188533.600000 0.0150283 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 261287.200000 PA USD 264832.180000 0.0211102 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 14859.970000 PA USD 14389.590000 0.0011470 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138LWHU8 88158.930000 PA USD 85367.420000 0.0068048 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138M1X60 1549.060000 PA USD 1451.450000 0.0001157 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138MJR43 398472.580000 PA USD 387989.090000 0.0309272 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138NXDK0 217652.390000 PA USD 211920.230000 0.0168925 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138NYLN3 202592.020000 PA USD 197256.760000 0.0157236 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138NYMA0 68741.670000 PA USD 66311.750000 0.0052858 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138NYN43 242015.630000 PA USD 238008.860000 0.0189720 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138W9GM6 126887.780000 PA USD 115582.510000 0.0092133 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138W9GT1 752.810000 PA USD 704.650000 0.0000562 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3138W9M56 167591.080000 PA USD 160444.020000 0.0127892 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 93208.070000 PA USD 94281.650000 0.0075153 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 183348.730000 PA USD 185309.750000 0.0147713 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 380563.320000 PA USD 356150.260000 0.0283893 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 1521685.880000 PA USD 1424836.100000 0.1135758 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 616428.480000 PA USD 577571.490000 0.0460391 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 3.5 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 18939.690000 PA USD 184018.060000 0.0146684 Long STIV RF US N 1 N N N FNMA PASS THRU POOLS N/A 3138WEWV7 26015.330000 PA USD 24914.730000 0.0019860 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 2185576.550000 PA USD 2095488.180000 0.1670345 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 991980.530000 PA USD 969549.250000 0.0772842 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 6365801.050000 PA USD 5703992.510000 0.4546738 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 570283.150000 PA USD 510152.810000 0.0406650 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 23386.880000 PA USD 21127.830000 0.0016841 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 2949431.370000 PA USD 2857249.550000 0.2277557 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 3871252.570000 PA USD 3750248.630000 0.2989380 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 340120.480000 PA USD 309829.670000 0.0246970 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138WUP72 996521.860000 PA USD 965764.760000 0.0769826 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WVRU7 97010.350000 PA USD 93566.280000 0.0074583 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WWCB3 1950537.790000 PA USD 1891840.650000 0.1508015 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WWKR9 1191667.170000 PA USD 1165026.520000 0.0928660 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WXFY8 585624.350000 PA USD 575929.350000 0.0459082 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WXX36 370634.820000 PA USD 364498.550000 0.0290547 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138WZRF1 900000.470000 PA USD 879883.700000 0.0701369 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138X4JZ4 71363.350000 PA USD 70491.370000 0.0056190 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138X4SH4 81786.940000 PA USD 78299.220000 0.0062413 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138X7FH1 14295.910000 PA USD 14199.650000 0.0011319 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138X7F65 49266.630000 PA USD 49378.130000 0.0039360 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138X75P4 124827.990000 PA USD 123568.970000 0.0098499 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138XAC87 314365.140000 PA USD 303209.970000 0.0241693 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138XBAS3 116402.380000 PA USD 111552.150000 0.0088920 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3138XCDJ8 32736.320000 PA USD 32753.860000 0.0026109 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138XCEC2 48992.270000 PA USD 48989.230000 0.0039050 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138XCQ47 239408.030000 PA USD 230911.510000 0.0184063 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138XDCX6 1175659.720000 PA USD 1138955.670000 0.0907879 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3138XUH62 73751.770000 PA USD 74438.260000 0.0059336 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138XWGT9 182299.170000 PA USD 178714.930000 0.0142456 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3138Y3M65 13313.810000 PA USD 13203.580000 0.0010525 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3138YBWD1 85152.180000 PA USD 78398.390000 0.0062493 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 2 N N N N N N FNMA PASS THRU POOLS N/A 3138YTDP6 40906.700000 PA USD 36278.180000 0.0028918 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140E9BN5 2504501.260000 PA USD 2447880.500000 0.1951242 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140F74J5 207709.300000 PA USD 186453.230000 0.0148625 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140F8KP1 289760.710000 PA USD 277756.290000 0.0221404 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FG6E4 3031774.940000 PA USD 2836241.620000 0.2260811 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140FRD51 1127564.270000 PA USD 1090653.430000 0.0869376 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140FXDG4 8395124.890000 PA USD 7680835.760000 0.6122510 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 4900382.190000 PA USD 4319764.030000 0.3443349 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 7546272.550000 PA USD 6932045.730000 0.5525638 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 5322197.220000 PA USD 4691965.240000 0.3740036 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 11363054.810000 PA USD 10438626.100000 0.8320786 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 3140FXM90 11338410.800000 PA USD 11061285.070000 0.8817117 Long ABS-MBS USGSE US N 2 2059-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GSBM3 132319.290000 PA USD 131739.550000 0.0105012 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140GT6E5 672462.230000 PA USD 625756.510000 0.0498800 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 3140GWKN2 1409556.840000 PA USD 1307054.770000 0.1041873 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140GYK57 956174.090000 PA USD 896144.620000 0.0714330 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 3140GYK65 6796897.270000 PA USD 6355066.190000 0.5065719 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 3140GYT82 781974.330000 PA USD 725024.850000 0.0577928 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 3140H4Y65 96365.290000 PA USD 89337.510000 0.0071212 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 3775185.440000 PA USD 3475775.330000 0.2770593 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140H5Z46 146937.980000 PA USD 133227.430000 0.0106198 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 2 N N N N N N FNMA PASS THRU POOLS N/A 3140H6DW6 1610791.990000 PA USD 1537396.330000 0.1225482 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140H6LG2 817559.720000 PA USD 755912.550000 0.0602549 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 3140H8C29 851586.090000 PA USD 812121.630000 0.0647354 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 333131.670000 PA USD 315308.140000 0.0251337 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HCBL9 129817.130000 PA USD 125250.240000 0.0099839 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HFFC8 619054.550000 PA USD 591040.570000 0.0471127 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HM2G8 3670666.660000 PA USD 3613925.490000 0.2880715 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140HNV66 949023.220000 PA USD 931909.090000 0.0742839 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 9000000.000000 PA USD 8688616.110000 0.6925827 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 3140J6ED5 177277.120000 PA USD 179682.110000 0.0143227 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140J8BG7 2032013.990000 PA USD 1986634.440000 0.1583576 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J84U4 945008.310000 PA USD 948654.020000 0.0756186 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 1507905.800000 PA USD 1457029.530000 0.1161420 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140J9CV1 305584.840000 PA USD 286329.410000 0.0228237 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140J9ET4 271157.200000 PA USD 249652.190000 0.0199002 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140J9SY8 2696187.460000 PA USD 2643996.330000 0.2107569 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JAUP1 966584.680000 PA USD 960624.060000 0.0765728 Long ABS-MBS USGSE US N 2 2048-11-01 Floating 3.422 N N N N N N FNMA PASS THRU POOLS N/A 3140JAZW1 1949908.320000 PA USD 1917358.620000 0.1528355 Long ABS-MBS USGSE US N 2 2049-01-01 Floating 3.323 N N N N N N FNMA PASS THRU POOLS N/A 3140JAZY7 1884933.940000 PA USD 1883029.060000 0.1500991 Long ABS-MBS USGSE US N 2 2048-12-01 Floating 3.653 N N N N N N FNMA PASS THRU POOLS N/A 3140JHBA0 3338461.890000 PA USD 3186327.650000 0.2539870 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140JLYX6 873596.120000 PA USD 856976.860000 0.0683109 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 3140JNRD4 284933.530000 PA USD 284359.880000 0.0226668 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 3140JN4Q0 492882.450000 PA USD 454179.790000 0.0362034 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140K05S3 1579816.610000 PA USD 1403983.840000 0.1119137 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140K5AJ6 4160899.770000 PA USD 3686984.600000 0.2938951 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140L7MP4 2167719.010000 PA USD 1843352.920000 0.1469364 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140M2DB5 2779035.070000 PA USD 2449475.140000 0.1952514 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140M7QM6 806170.070000 PA USD 710561.360000 0.0566399 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140MBH54 71224.150000 PA USD 62774.330000 0.0050038 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140MDUS5 54768.030000 PA USD 48218.520000 0.0038436 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140MEMA1 104464.040000 PA USD 92070.080000 0.0073390 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140MJ6Y6 3897485.750000 PA USD 3435093.150000 0.2738165 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140MUM56 65210.180000 PA USD 58060.590000 0.0046281 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140Q8QN8 9907773.290000 PA USD 9188293.880000 0.7324128 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 3140Q9G64 543066.850000 PA USD 482314.110000 0.0384460 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140Q9PU1 827476.080000 PA USD 787547.180000 0.0627766 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140Q96U2 1062481.200000 PA USD 959593.300000 0.0764906 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 2 N N N N N N FNMA PASS THRU POOLS N/A 3140QAEF3 997489.960000 PA USD 999324.100000 0.0796576 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 3140QAEH9 1077448.830000 PA USD 1062804.150000 0.0847177 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 3140QAEK2 759223.580000 PA USD 761556.950000 0.0607049 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 16861503.430000 PA USD 16074158.060000 1.2812954 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 3140QCBM7 2029779.140000 PA USD 1821481.150000 0.1451930 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QDFB5 924820.810000 PA USD 853801.640000 0.0680578 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QDVB7 325904.050000 PA USD 298904.120000 0.0238261 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QED66 5163100.770000 PA USD 4566461.780000 0.3639996 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QGPN1 5133822.200000 PA USD 4369534.070000 0.3483022 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QKGG7 3757095.690000 PA USD 3316685.100000 0.2643780 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QKGJ1 13579005.390000 PA USD 11987258.760000 0.9555225 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QKME5 7340064.630000 PA USD 6469701.270000 0.5157096 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QKVF2 4516030.700000 PA USD 3980498.920000 0.3172916 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QK3U0 136756.040000 PA USD 105773.270000 0.0084313 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 1.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QMRX4 4580648.400000 PA USD 4028808.160000 0.3211424 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QNL42 782969.040000 PA USD 667518.910000 0.0532089 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140QNS86 5771116.050000 PA USD 5081546.460000 0.4050577 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QNUB6 3837352.280000 PA USD 3373636.610000 0.2689177 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QNUC4 3798661.880000 PA USD 3347996.690000 0.2668739 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QNWW8 2466717.800000 PA USD 2168504.840000 0.1728548 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140QPR41 1982749.120000 PA USD 1745312.490000 0.1391215 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X3CN6 3948450.080000 PA USD 3505131.610000 0.2793993 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X4VG8 3723044.080000 PA USD 3299189.360000 0.2629834 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 4528460.100000 PA USD 4013154.170000 0.3198946 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X5SX2 300992.540000 PA USD 278565.160000 0.0222048 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 3140X5VM2 22890318.040000 PA USD 20232493.680000 1.6127626 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X6ST9 7850028.790000 PA USD 7351463.020000 0.5859962 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 3140X6S77 17275676.850000 PA USD 15336037.100000 1.2224586 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140X63B5 3177505.320000 PA USD 3058615.780000 0.2438069 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 3140X8ML8 2220963.570000 PA USD 1892305.380000 0.1508385 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 3140XA2C5 5557342.050000 PA USD 4955125.680000 0.3949805 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140XBHT0 3605622.350000 PA USD 3182953.130000 0.2537180 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140XBLQ1 354939.140000 PA USD 326114.600000 0.0259951 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140XCTU2 4244030.030000 PA USD 3733045.890000 0.2975667 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140XDFG6 2730580.460000 PA USD 2403940.940000 0.1916218 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140XECC6 33069686.770000 PA USD 30918265.870000 2.4645416 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140XFNY3 1098444.180000 PA USD 997750.370000 0.0795322 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140XGAA7 13080497.180000 PA USD 12257293.230000 0.9770473 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140XGD89 216340.120000 PA USD 191175.550000 0.0152389 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140XGFP9 4249373.260000 PA USD 3741957.040000 0.2982770 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140XGWJ4 1150902.460000 PA USD 977455.040000 0.0779144 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 3140XHDM6 967215.260000 PA USD 904614.630000 0.0721082 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140XHDQ7 418144.840000 PA USD 391830.170000 0.0312334 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.5 N N N N N N FNMA PASS THRU POOLS N/A 3140XHS40 5687944.620000 PA USD 5176709.430000 0.4126433 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 3140XH6Q5 8634004.110000 PA USD 7344766.070000 0.5854624 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YAY3 11769.060000 PA USD 11689.520000 0.0009318 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YEN3 73736.940000 PA USD 73238.250000 0.0058379 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YE60 29801.580000 PA USD 29983.180000 0.0023900 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YF36 770828.740000 PA USD 764228.320000 0.0609178 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YGJ0 32646.610000 PA USD 32425.750000 0.0025847 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YHJ9 15837.540000 PA USD 15730.400000 0.0012539 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YH42 18365.830000 PA USD 18139.080000 0.0014459 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5 N N N N N N FNMA PASS THRU POOLS N/A 31417YJJ7 28928.020000 PA USD 28732.270000 0.0022903 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YM87 1332.960000 PA USD 1298.090000 0.0001035 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31417YTF4 12247.590000 PA USD 12235.880000 0.0009753 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YU88 13391.610000 PA USD 13300.880000 0.0010602 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417YWE3 18444.870000 PA USD 18427.030000 0.0014688 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 4.5 N N N N N N FNMA PASS THRU POOLS N/A 31417Y4C8 185707.650000 PA USD 179926.760000 0.0143422 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418AL63 1043935.600000 PA USD 938637.700000 0.0748202 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418CDE1 49426.830000 PA USD 47041.800000 0.0037498 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 2 N N N N N N FNMA PASS THRU POOLS N/A 31418CGM0 292219.060000 PA USD 279821.070000 0.0223050 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418CUN2 498459.760000 PA USD 450193.370000 0.0358856 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 2 N N N N N N FNMA PASS THRU POOLS N/A 31418CV50 114966.400000 PA USD 106771.830000 0.0085109 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 3597961.950000 PA USD 3341498.970000 0.2663559 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418DKG6 116294.700000 PA USD 112674.220000 0.0089814 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 4 N N N N N N FNMA PASS THRU POOLS N/A 31418DWS7 2867184.080000 PA USD 2432543.550000 0.1939017 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31418DYC0 8243862.270000 PA USD 7012060.330000 0.5589419 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.5 N N N N N N FNMA PASS THRU POOLS N/A 31418EEE6 723728.910000 PA USD 647246.880000 0.0515930 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418EER7 1157815.700000 PA USD 1035457.310000 0.0825379 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418EFA3 2064318.370000 PA USD 1846161.490000 0.1471603 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3 N N N N N N FNMA PASS THRU POOLS N/A 31418EGD6 167043.210000 PA USD 149390.070000 0.0119081 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3 N N N N N N FREDDIE MAC 1885 N/A 3133T83D7 11172.600000 PA USD 11117.490000 0.0008862 Long ABS-MBS USGSE US N 2 2026-09-15 Floating 4.76786 N N N N N N FREDDIE MAC 1966 N/A 3133TABZ4 9811.500000 PA USD 9981.010000 0.0007956 Long ABS-MBS USGSE US N 2 2027-06-15 Fixed 6.5 N N N N N N FREDDIE MAC 2030 N/A 3133TCXU7 4960.050000 PA USD 4947.570000 0.0003944 Long ABS-MBS USGSE US N 2 2028-02-15 Floating 4.81786 N N N N N N FREDDIE MAC 2061 N/A 3133TEJX3 35145.000000 PA USD 36106.170000 0.0028781 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 6.5 N N N N N N FREDDIE MAC 2065 N/A 3133TEFV1 10497.560000 PA USD 10807.720000 0.0008615 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 6.5 N N N N N N FREDDIE MAC 2080 N/A 3133TG3U1 6351.430000 PA USD 6474.740000 0.0005161 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.5 N N N N N N FREDDIE MAC 2084 N/A 3133TG5U9 20818.780000 PA USD 21198.540000 0.0016898 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.5 N N N N N N FREDDIE MAC 2091 N/A 3133TGU49 33458.430000 PA USD 33861.590000 0.0026992 Long ABS-MBS USGSE US N 2 2028-11-15 Fixed 6 N N N N N N FREDDIE MAC 2104 N/A 3133THB89 68171.050000 PA USD 69592.200000 0.0055473 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6 N N N N N N FREDDIE MAC 2106 N/A 3133THDB0 68124.710000 PA USD 69200.820000 0.0055161 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6.25 N N N N N N FREDDIE MAC 2107 N/A 3133TGZG7 62905.280000 PA USD 62142.250000 0.0049535 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6 N N N N N N FREDDIE MAC 2114 N/A 3133THPL5 72699.760000 PA USD 73302.110000 0.0058430 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6 N N N N N N FREDDIE MAC 2118 N/A 3133THS81 30127.040000 PA USD 31080.330000 0.0024775 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.5 N N N N N N FREDDIE MAC 2178 N/A 3133TLUJ5 1261.610000 PA USD 179.650000 0.0000143 Long ABS-MBS USGSE US N 2 2029-08-15 Fixed 7.5 N N N N N N FREDDIE MAC 2189 N/A 3133TLXV5 102194.220000 PA USD 102965.910000 0.0082076 Long ABS-MBS USGSE US N 2 2027-07-15 Floating 5.51786 N N N N N N FREDDIE MAC 2266 N/A 3133TQFM4 42.400000 PA USD 42.030000 0.0000034 Long ABS-MBS USGSE US N 2 2030-11-15 Floating 4.76786 N N N N N N FREDDIE MAC 2293 N/A 3133TSB85 11999.050000 PA USD 11936.340000 0.0009515 Long ABS-MBS USGSE US N 2 2031-03-15 Floating 4.51786 N N N N N N FREDDIE MAC 2319 N/A 3133TT4X6 70250.380000 PA USD 73329.920000 0.0058452 Long ABS-MBS USGSE US N 2 2031-05-15 Fixed 6.5 N N N N N N FREDDIE MAC 2341 N/A 313398DG1 144467.000000 PA USD 148931.320000 0.0118715 Long ABS-MBS USGSE US N 2 2031-07-15 Fixed 6.5 N N N N N N FREDDIE MAC 2385 N/A 31339L4U1 249820.180000 PA USD 251339.590000 0.0200347 Long ABS-MBS USGSE US N 2 2031-04-15 Floating 5.26786 N N N N N N FREDDIE MAC 2395 N/A 31339LMA5 6903.100000 PA USD 6841.000000 0.0005453 Long ABS-MBS USGSE US N 2 2031-12-15 Floating 4.76786 N N N N N N FREDDIE MAC 2411 N/A 31339D4L9 26843.000000 PA USD 26574.290000 0.0021183 Long ABS-MBS USGSE US N 2 2029-12-15 Floating 4.66786 N N N N N N FREDDIE MAC 2415 N/A 31339DKU1 7658.620000 PA USD 7985.960000 0.0006366 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6.5 N N N N N N FREDDIE MAC 2431 N/A 31339NQ74 181.590000 PA USD 180.930000 0.0000144 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 4.81786 N N N N N N FREDDIE MAC 2452 N/A 31392K6W1 402.250000 PA USD 398.420000 0.0000318 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 4.86786 N N N N N N FREDDIE MAC 2454 N/A 31392KC38 18960.400000 PA USD 19066.570000 0.0015198 Long ABS-MBS USGSE US N 2 2031-06-15 Floating 5.31786 N N N N N N FREDDIE MAC 2457 N/A 31392PKZ7 31738.760000 PA USD 32995.360000 0.0026301 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.5 N N N N N N FREDDIE MAC 2503 N/A 31392UMD3 17721.110000 PA USD 18286.170000 0.0014576 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 6 N N N N N N FREDDIE MAC 2820 N/A 31395CEC1 2373.470000 PA USD 2343.020000 0.0001868 Long ABS-MBS USGSE US N 2 2034-07-15 Floating 4.56786 N N N N N N FREDDIE MAC 3596 N/A 31398KUV0 276181.880000 PA USD 274272.030000 0.0218626 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 4.91786 N N N N N N FREDDIE MAC 4836 N/A 3137FJE21 10317207.240000 PA USD 7326034.260000 0.5839692 Long ABS-MBS USGSE US N 2 2058-10-15 Fixed 0 N N N N N N FREDDIE MAC 4839 N/A 3137FJJY6 3278127.180000 PA USD 2621100.020000 0.2089318 Long ABS-MBS USGSE US N 2 2056-08-15 None 0 N N N N N N FREDDIE MAC 4839 N/A 3137FJK81 26042678.810000 PA USD 18042401.740000 1.4381871 Long ABS-MBS USGSE US N 2 2056-08-15 None 0 N N N N N N FREDDIE MAC MTG 2142 N/A 3133TKDP2 17024.870000 PA USD 17150.690000 0.0013671 Long ABS-MBS USGSE US N 2 2029-04-15 Fixed 6.5 N N N N N N FREDDIE MAC REMICS 3621 N/A 31398W2S2 118479.510000 PA USD 4699.040000 0.0003746 Long ABS-MBS USGSE US N 2 2037-05-15 Floating 0 N N N N N N FREDDIE MAC REMICS 3635 N/A 31398WJ21 176266.430000 PA USD 6427.150000 0.0005123 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0 N N N N N N FREDDIE MAC REMICS 3684 N/A 3137A06E0 505123.690000 PA USD 28820.940000 0.0022974 Long ABS-MBS USGSE US N 2 2036-11-15 Floating 0 N N N N N N FREDDIE MAC REMICS 3924 N/A 3137AF6R8 628116.070000 PA USD 28055.680000 0.0022364 Long ABS-MBS USGSE US N 2 2026-08-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS 3962 N/A 3137AJKA1 385326.750000 PA USD 20213.320000 0.0016112 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 0 N N N N N N FREDDIE MAC REMICS 4094 N/A 3137ASV50 3634111.560000 PA USD 3343897.230000 0.2665471 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4142 N/A 3137AX5M1 1568855.860000 PA USD 68736.440000 0.0054791 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 2.5 N N N N N N FREDDIE MAC REMICS 4165 N/A 3137AYSK8 2257002.070000 PA USD 160701.030000 0.0128097 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 297280.730000 PA USD 18903.100000 0.0015068 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4255 N/A 3137B5HZ9 3315576.220000 PA USD 2908815.690000 0.2318661 Long ABS-MBS USGSE US N 2 2035-05-15 Floating 1.27963 N N N N N N FREDDIE MAC REMICS 4262 N/A 3137B4XS0 4004796.030000 PA USD 3358579.740000 0.2677175 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 0.415552 N N N N N N FREDDIE MAC REMICS 4265 N/A 3137B5RV7 4190988.100000 PA USD 3264765.900000 0.2602394 Long ABS-MBS USGSE US N 2 2035-01-15 Floating 0 N N N N N N FREDDIE MAC REMICS 4324 N/A 3137BAGM8 222001.730000 PA USD 5673.120000 0.0004522 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 0 N N N N N N FREDDIE MAC REMICS 4338 N/A 3137BB7D6 274899.260000 PA USD 10970.930000 0.0008745 Long ABS-MBS USGSE US N 2 2041-10-15 Floating 0 N N N N N N FREDDIE MAC REMICS 4367 N/A 3137BCL55 182014.490000 PA USD 8874.240000 0.0007074 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 0 N N N N N N FREDDIE MAC REMICS 4394 N/A 3137BEV43 157899.390000 PA USD 6252.090000 0.0004984 Long ABS-MBS USGSE US N 2 2041-08-15 Floating 0 N N N N N N FREDDIE MAC REMICS 4438 N/A 3137BGLL1 507495.350000 PA USD 20479.670000 0.0016325 Long ABS-MBS USGSE US N 2 2038-11-15 Floating 0 N N N N N N FREDDIE MAC REMICS 4463 N/A 3137BHGF8 342939.570000 PA USD 12972.550000 0.0010341 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 0 N N N N N N FREDDIE MAC REMICS 4544 N/A 3137BMQG4 4101160.140000 PA USD 687602.560000 0.0548098 Long ABS-MBS USGSE US N 2 2046-01-15 Fixed 4 N N N N N N FREDDIE MAC REMICS 4821 N/A 3137FHED1 1249972.750000 PA USD 1202468.910000 0.0958506 Long ABS-MBS USGSE US N 2 2048-06-15 Floating 4.61786 N N N N N N FREDDIE MAC REMICS 4825 N/A 3137FH6Z1 961366.240000 PA USD 152979.610000 0.0121942 Long ABS-MBS USGSE US N 2 2048-09-15 Fixed 3 N N N N N N FREDDIE MAC REMICS 4845 N/A 3137FK2D7 2232576.240000 PA USD 2174066.000000 0.1732981 Long ABS-MBS USGSE US N 2 2048-12-15 Floating 4.61786 N N N N N N FREDDIE MAC REMICS 4940 N/A 3137FQLW1 1716869.980000 PA USD 1672446.660000 0.1333132 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 4.93871 N N N N N N FREDDIE MAC REMICS 4945 N/A 3137FQLE1 585808.410000 PA USD 582406.270000 0.0464245 Long ABS-MBS USGSE US N 2 2046-12-15 Floating 3.45871 N N N N N N FREDDIE MAC REMICS 4989 N/A 3137FUKP8 3536171.870000 PA USD 3437633.970000 0.2740190 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 3.10567 N N N N N N FREDDIE MAC REMICS 4989 N/A 3137FUKQ6 3509165.170000 PA USD 3417125.730000 0.2723842 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 3.25805 N N N N N N FREDDIE MAC REMICS-3598 N/A 31398KZ94 69890.050000 PA USD 1941.910000 0.0001548 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0 N N N N N N FREDDIE MAC STRIPS 303 N/A 31325UEH5 3466809.510000 PA USD 543403.080000 0.0433155 Long ABS-MBS USGSE US N 2 2043-01-15 Fixed 3.5 N N N N N N FREDDIE MAC STRIPS 322 N/A 3132HTY67 1530557.470000 PA USD 1371837.220000 0.1093512 Long ABS-MBS USGSE US N 2 2043-12-15 Floating 2.53142 N N N N N N FREDDIE MAC STRIPS 326 N/A 3132HT3R5 1092555.140000 PA USD 1071027.960000 0.0853733 Long ABS-MBS USGSE US N 2 2044-03-15 Floating 4.86786 N N N N N N FREDDIE MAC STRIPS 329 N/A 31325VHH0 5877093.520000 PA USD 931066.850000 0.0742167 Long ABS-MBS USGSE US N 2 2043-06-15 Fixed 3.5 N N N N N N FREDDIE MAC STRIPS 330 N/A 31351DDT5 815361.710000 PA USD 801732.180000 0.0639073 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 3.604 N N N N N N FREDDIE MAC STRIPS 345 N/A 31325VRC0 2179731.240000 PA USD 367813.930000 0.0293190 Long ABS-MBS USGSE US N 2 2045-08-15 Fixed 3.5 N N N N N N FREDDIE MAC-1502 N/A 312915HW4 54.130000 PA USD 54.080000 0.0000043 Long ABS-MBS USGSE US N 2 2023-04-15 Fixed 7 N N N N N N FREDDIE MAC-1503 N/A 312915U58 293.770000 PA USD 293.900000 0.0000234 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7 N N N N N N FREDDIE MAC-1548 N/A 312916XQ7 2446.970000 PA USD 2446.550000 0.0001950 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N FREDDIE MAC-1562 N/A 312916ZY8 817.280000 PA USD 818.680000 0.0000653 Long ABS-MBS USGSE US N 2 2023-07-15 Fixed 7 N N N N N N FREDDIE MAC-1650 N/A 3133T3WY0 619.180000 PA USD 620.780000 0.0000495 Long ABS-MBS USGSE US N 2 2024-01-15 Fixed 6.5 N N N N N N FREDDIE MAC-1691 N/A 3133T4GV2 13554.760000 PA USD 13542.740000 0.0010795 Long ABS-MBS USGSE US N 2 2024-03-15 Floating 4.76786 N N N N N N FREDDIE MAC-1694 N/A 3133T4NZ5 11441.020000 PA USD 11492.530000 0.0009161 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 6.5 N N N N N N FREDDIE MAC-1775 N/A 3133T6BZ3 9081.370000 PA USD 9335.640000 0.0007442 Long ABS-MBS USGSE US N 2 2025-03-15 Fixed 8.5 N N N N N N FREDDIE MAC-1896 N/A 3133T82X4 19073.780000 PA USD 19139.330000 0.0015256 Long ABS-MBS USGSE US N 2 2026-09-15 Fixed 6 N N N N N N FREDDIE MAC-2053 N/A 3133TDE69 25427.200000 PA USD 25779.440000 0.0020549 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.5 N N N N N N FREDDIE MAC-2177 N/A 3133TLPF9 1060.160000 PA USD 1055.840000 0.0000842 Long ABS-MBS USGSE US N 2 2029-08-15 Floating 4.76786 N N N N N N FREDDIE MAC-2206 N/A 3133TN4S0 35648.120000 PA USD 37642.300000 0.0030005 Long ABS-MBS USGSE US N 2 2030-01-15 Fixed 7.5 N N N N N N FREMONT HOME LOAN TRUST 2006-B N/A 35729QAE8 6215521.290000 PA USD 2155085.940000 0.1717852 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.86871 N N N N N N GALAXY XV CLO LTD 2013-15A N/A 36318WAK6 7900000.000000 PA USD 7726508.970000 0.6158917 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 5.04914 N N N N N N GALLATIN CLO IX LTD 2018-1A N/A 36361WAC0 4366115.790000 PA USD 4330747.590000 0.3452104 Long ABS-CBDO CORP KY N 2 2028-01-21 Floating 5.32757 N N N N N N GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A N/A 36361UAL4 4100000.000000 PA USD 4029275.000000 0.3211796 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.16914 N N N N N N GE-WMC MORTGAGE SECURITIES LLC 2006-1 N/A 36829JAA9 35117.910000 PA USD 15786.080000 0.0012583 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.46871 N N N N N N GMAC MORTG CORP LOAN TRUST 2002-HE1 N/A 361856BU0 16165.580000 PA USD 12252.620000 0.0009767 Long ABS-MBS CORP US N 2 2029-01-25 Floating 3.07075 N N N N N N GNMA PASS THRU POOLS N/A 36202CPQ0 123.960000 PA USD 124.780000 0.0000099 Long ABS-MBS USGSE US N 2 2026-06-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202CTQ6 165.770000 PA USD 168.090000 0.0000134 Long ABS-MBS USGSE US N 2 2027-01-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202CVD2 737.010000 PA USD 743.040000 0.0000592 Long ABS-MBS USGSE US N 2 2027-04-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202CVX8 1047.660000 PA USD 1060.200000 0.0000845 Long ABS-MBS USGSE US N 2 2027-05-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202CWD1 1487.600000 PA USD 1510.930000 0.0001204 Long ABS-MBS USGSE US N 2 2027-06-20 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36202CWR0 62.710000 PA USD 62.610000 0.0000050 Long ABS-MBS USGSE US N 2 2027-07-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202CXA6 802.190000 PA USD 821.700000 0.0000655 Long ABS-MBS USGSE US N 2 2027-08-20 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36202C2Y8 1826.640000 PA USD 1859.120000 0.0001482 Long ABS-MBS USGSE US N 2 2028-05-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202C4R1 1288.820000 PA USD 1323.810000 0.0001055 Long ABS-MBS USGSE US N 2 2028-08-20 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36202C5E9 2194.180000 PA USD 2235.380000 0.0001782 Long ABS-MBS USGSE US N 2 2028-09-20 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36202DD73 7982.450000 PA USD 8359.470000 0.0006663 Long ABS-MBS USGSE US N 2 2029-10-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202DEN7 544.240000 PA USD 543.710000 0.0000433 Long ABS-MBS USGSE US N 2 2029-11-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DF22 1261.120000 PA USD 1274.980000 0.0001016 Long ABS-MBS USGSE US N 2 2030-02-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DGF2 853.340000 PA USD 891.240000 0.0000710 Long ABS-MBS USGSE US N 2 2030-03-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DGT2 1746.890000 PA USD 1794.450000 0.0001430 Long ABS-MBS USGSE US N 2 2030-04-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DG70 11760.710000 PA USD 12358.340000 0.0009851 Long ABS-MBS USGSE US N 2 2030-05-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202DHM6 1236.280000 PA USD 1281.010000 0.0001021 Long ABS-MBS USGSE US N 2 2030-06-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DHY0 1553.980000 PA USD 1617.130000 0.0001289 Long ABS-MBS USGSE US N 2 2030-07-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DJC6 5919.390000 PA USD 6192.350000 0.0004936 Long ABS-MBS USGSE US N 2 2030-08-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DJD4 2604.750000 PA USD 2611.510000 0.0002082 Long ABS-MBS USGSE US N 2 2030-08-20 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36202DJS1 1531.860000 PA USD 1612.500000 0.0001285 Long ABS-MBS USGSE US N 2 2030-09-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202DKA8 1712.040000 PA USD 1792.950000 0.0001429 Long ABS-MBS USGSE US N 2 2030-10-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DKN0 2649.050000 PA USD 2776.370000 0.0002213 Long ABS-MBS USGSE US N 2 2030-11-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DK26 496.580000 PA USD 522.350000 0.0000416 Long ABS-MBS USGSE US N 2 2030-12-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DLJ8 5917.840000 PA USD 6205.970000 0.0004947 Long ABS-MBS USGSE US N 2 2031-01-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36202DMD0 3305.660000 PA USD 3422.690000 0.0002728 Long ABS-MBS USGSE US N 2 2031-03-20 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36202DZF1 10561.240000 PA USD 10789.310000 0.0008600 Long ABS-MBS USGSE US N 2 2033-09-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EEU9 11328.940000 PA USD 11573.090000 0.0009225 Long ABS-MBS USGSE US N 2 2035-08-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EHE2 56770.050000 PA USD 57993.590000 0.0046228 Long ABS-MBS USGSE US N 2 2036-03-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EHR3 30661.030000 PA USD 31325.100000 0.0024970 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 1131.830000 PA USD 1156.040000 0.0000921 Long ABS-MBS USGSE US N 2 2036-05-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EJV2 40768.030000 PA USD 41647.130000 0.0033198 Long ABS-MBS USGSE US N 2 2036-07-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EKV0 35325.640000 PA USD 35725.020000 0.0028477 Long ABS-MBS USGSE US N 2 2036-10-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EK73 22186.690000 PA USD 22535.850000 0.0017964 Long ABS-MBS USGSE US N 2 2036-11-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202ELJ6 13737.120000 PA USD 14031.410000 0.0011185 Long ABS-MBS USGSE US N 2 2036-12-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202ELU1 67320.610000 PA USD 68779.160000 0.0054825 Long ABS-MBS USGSE US N 2 2037-01-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EMX4 5789.870000 PA USD 5915.300000 0.0004715 Long ABS-MBS USGSE US N 2 2037-04-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EN88 31483.990000 PA USD 32156.700000 0.0025633 Long ABS-MBS USGSE US N 2 2037-08-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202EQK8 14654.730000 PA USD 14972.260000 0.0011935 Long ABS-MBS USGSE US N 2 2037-12-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202ERC5 7140.000000 PA USD 7277.170000 0.0005801 Long ABS-MBS USGSE US N 2 2038-02-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202ESA8 217933.680000 PA USD 221984.920000 0.0176948 Long ABS-MBS USGSE US N 2 2038-04-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202ES83 606668.040000 PA USD 618511.360000 0.0493025 Long ABS-MBS USGSE US N 2 2038-05-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202ETV1 6463.680000 PA USD 6576.950000 0.0005243 Long ABS-MBS USGSE US N 2 2038-06-20 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36202EXS3 484841.510000 PA USD 493505.640000 0.0393381 Long ABS-MBS USGSE US N 2 2038-11-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202E5G0 208575.560000 PA USD 212280.590000 0.0169212 Long ABS-MBS USGSE US N 2 2039-05-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202FBW5 64938.780000 PA USD 63506.810000 0.0050622 Long ABS-MBS USGSE US N 2 2039-10-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36202FKG0 86417.250000 PA USD 82323.330000 0.0065621 Long ABS-MBS USGSE US N 2 2040-09-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36202FPH3 51269.770000 PA USD 52189.210000 0.0041601 Long ABS-MBS USGSE US N 2 2041-01-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202FQ82 541810.150000 PA USD 551500.380000 0.0439609 Long ABS-MBS USGSE US N 2 2041-03-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202FXD3 5642.810000 PA USD 5744.290000 0.0004579 Long ABS-MBS USGSE US N 2 2041-09-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202FZ25 817954.710000 PA USD 832659.270000 0.0663725 Long ABS-MBS USGSE US N 2 2041-12-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202F2P0 1672458.380000 PA USD 1702395.840000 0.1357005 Long ABS-MBS USGSE US N 2 2042-01-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202F3L8 11613.830000 PA USD 11070.010000 0.0008824 Long ABS-MBS USGSE US N 2 2042-02-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36202F3Q7 135513.280000 PA USD 137947.660000 0.0109960 Long ABS-MBS USGSE US N 2 2042-02-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202F4Y9 53478.580000 PA USD 51467.050000 0.0041025 Long ABS-MBS USGSE US N 2 2027-03-20 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36202KAY1 24.450000 PA USD 24.370000 0.0000019 Long ABS-MBS USGSE US N 2 2023-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KBP9 33.000000 PA USD 32.940000 0.0000026 Long ABS-MBS USGSE US N 2 2023-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KB20 541.190000 PA USD 539.550000 0.0000430 Long ABS-MBS USGSE US N 2 2023-03-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KCR4 1550.460000 PA USD 1545.330000 0.0001232 Long ABS-MBS USGSE US N 2 2023-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KDB8 509.010000 PA USD 507.020000 0.0000404 Long ABS-MBS USGSE US N 2 2023-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KDV4 1156.680000 PA USD 1152.930000 0.0000919 Long ABS-MBS USGSE US N 2 2023-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KDW2 478.170000 PA USD 476.310000 0.0000380 Long ABS-MBS USGSE US N 2 2023-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KD93 172.410000 PA USD 171.230000 0.0000136 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KEU5 2037.130000 PA USD 2023.680000 0.0001613 Long ABS-MBS USGSE US N 2 2023-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KE92 442.220000 PA USD 438.990000 0.0000350 Long ABS-MBS USGSE US N 2 2023-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KFJ9 1248.200000 PA USD 1238.100000 0.0000987 Long ABS-MBS USGSE US N 2 2023-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KFU4 937.200000 PA USD 929.190000 0.0000741 Long ABS-MBS USGSE US N 2 2023-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KFV2 1214.040000 PA USD 1204.120000 0.0000960 Long ABS-MBS USGSE US N 2 2023-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KF59 136.850000 PA USD 135.500000 0.0000108 Long ABS-MBS USGSE US N 2 2023-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KH32 3225.730000 PA USD 3202.790000 0.0002553 Long ABS-MBS USGSE US N 2 2024-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KJF3 2441.450000 PA USD 2411.510000 0.0001922 Long ABS-MBS USGSE US N 2 2024-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KJQ9 1472.120000 PA USD 1464.750000 0.0001168 Long ABS-MBS USGSE US N 2 2024-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KJ71 430.240000 PA USD 428.390000 0.0000341 Long ABS-MBS USGSE US N 2 2024-03-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KJ89 1569.320000 PA USD 1561.190000 0.0001244 Long ABS-MBS USGSE US N 2 2024-03-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KKX2 4715.410000 PA USD 4678.890000 0.0003730 Long ABS-MBS USGSE US N 2 2024-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KK95 6227.520000 PA USD 6199.360000 0.0004942 Long ABS-MBS USGSE US N 2 2024-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KLK9 515.220000 PA USD 511.320000 0.0000408 Long ABS-MBS USGSE US N 2 2024-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KLY9 3040.350000 PA USD 3028.490000 0.0002414 Long ABS-MBS USGSE US N 2 2024-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KL60 345.200000 PA USD 341.960000 0.0000273 Long ABS-MBS USGSE US N 2 2024-06-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36202KMP7 665.510000 PA USD 661.270000 0.0000527 Long ABS-MBS USGSE US N 2 2024-07-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36202KM51 2259.110000 PA USD 2229.260000 0.0001777 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KM77 2371.280000 PA USD 2340.260000 0.0001865 Long ABS-MBS USGSE US N 2 2024-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KNH4 346.890000 PA USD 340.250000 0.0000271 Long ABS-MBS USGSE US N 2 2024-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KNM3 4755.170000 PA USD 4698.840000 0.0003746 Long ABS-MBS USGSE US N 2 2024-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KNU5 783.400000 PA USD 773.760000 0.0000617 Long ABS-MBS USGSE US N 2 2024-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KNW1 3676.250000 PA USD 3637.500000 0.0002900 Long ABS-MBS USGSE US N 2 2024-09-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36202KQ73 305.020000 PA USD 299.320000 0.0000239 Long ABS-MBS USGSE US N 2 2025-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KQ99 21212.630000 PA USD 20992.430000 0.0016733 Long ABS-MBS USGSE US N 2 2025-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KRM9 939.430000 PA USD 920.110000 0.0000733 Long ABS-MBS USGSE US N 2 2025-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KRQ0 2556.860000 PA USD 2525.490000 0.0002013 Long ABS-MBS USGSE US N 2 2025-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KR56 763.020000 PA USD 747.970000 0.0000596 Long ABS-MBS USGSE US N 2 2025-03-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KSG1 272.010000 PA USD 267.340000 0.0000213 Long ABS-MBS USGSE US N 2 2025-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KSU0 915.840000 PA USD 908.760000 0.0000724 Long ABS-MBS USGSE US N 2 2025-05-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36202KSW6 2805.720000 PA USD 2766.690000 0.0002205 Long ABS-MBS USGSE US N 2 2025-05-20 Floating 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36202KS48 12528.490000 PA USD 12415.100000 0.0009896 Long ABS-MBS USGSE US N 2 2025-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KS89 5393.080000 PA USD 5338.270000 0.0004255 Long ABS-MBS USGSE US N 2 2025-06-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36202KTE5 467.140000 PA USD 457.100000 0.0000364 Long ABS-MBS USGSE US N 2 2025-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KTG0 8411.380000 PA USD 8297.640000 0.0006614 Long ABS-MBS USGSE US N 2 2025-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KTR6 1317.520000 PA USD 1299.500000 0.0001036 Long ABS-MBS USGSE US N 2 2025-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KT88 1445.550000 PA USD 1413.050000 0.0001126 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KUF0 511.130000 PA USD 501.490000 0.0000400 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KUH6 180.170000 PA USD 177.710000 0.0000142 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KUJ2 597.600000 PA USD 585.210000 0.0000466 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KUK9 8531.790000 PA USD 8350.490000 0.0006656 Long ABS-MBS USGSE US N 2 2025-08-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36202KUX1 2259.760000 PA USD 2214.610000 0.0001765 Long ABS-MBS USGSE US N 2 2025-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KUY9 3986.840000 PA USD 3928.820000 0.0003132 Long ABS-MBS USGSE US N 2 2025-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KU45 3201.800000 PA USD 3131.930000 0.0002497 Long ABS-MBS USGSE US N 2 2025-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KVX0 2757.070000 PA USD 2681.710000 0.0002138 Long ABS-MBS USGSE US N 2 2025-10-20 Floating 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36202KXJ9 2845.940000 PA USD 2799.040000 0.0002231 Long ABS-MBS USGSE US N 2 2026-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KXR1 3975.080000 PA USD 3915.570000 0.0003121 Long ABS-MBS USGSE US N 2 2026-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KXT7 846.810000 PA USD 837.630000 0.0000668 Long ABS-MBS USGSE US N 2 2026-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KXW0 5775.600000 PA USD 5615.330000 0.0004476 Long ABS-MBS USGSE US N 2 2026-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KYK5 5929.210000 PA USD 5829.020000 0.0004646 Long ABS-MBS USGSE US N 2 2026-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KYL3 2665.570000 PA USD 2620.050000 0.0002088 Long ABS-MBS USGSE US N 2 2026-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KY33 16990.130000 PA USD 16809.030000 0.0013399 Long ABS-MBS USGSE US N 2 2026-03-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KZF5 715.210000 PA USD 698.480000 0.0000557 Long ABS-MBS USGSE US N 2 2026-03-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KZH1 9367.510000 PA USD 9082.360000 0.0007240 Long ABS-MBS USGSE US N 2 2026-03-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202KZL2 918.800000 PA USD 907.080000 0.0000723 Long ABS-MBS USGSE US N 2 2026-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KZM0 3654.000000 PA USD 3601.680000 0.0002871 Long ABS-MBS USGSE US N 2 2026-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KZN8 9883.950000 PA USD 9647.810000 0.0007690 Long ABS-MBS USGSE US N 2 2026-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202KZ65 51219.090000 PA USD 50718.180000 0.0040428 Long ABS-MBS USGSE US N 2 2026-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K2F1 915.240000 PA USD 902.980000 0.0000720 Long ABS-MBS USGSE US N 2 2026-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K2H7 5398.970000 PA USD 5342.490000 0.0004259 Long ABS-MBS USGSE US N 2 2026-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K2M6 8333.030000 PA USD 8208.480000 0.0006543 Long ABS-MBS USGSE US N 2 2026-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36202K3S2 2256.800000 PA USD 2203.990000 0.0001757 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202K4L6 2743.600000 PA USD 2707.660000 0.0002158 Long ABS-MBS USGSE US N 2 2026-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202K5J0 10550.550000 PA USD 10338.580000 0.0008241 Long ABS-MBS USGSE US N 2 2026-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202K6C4 750.870000 PA USD 732.310000 0.0000584 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36202K6U4 1488.400000 PA USD 1457.020000 0.0001161 Long ABS-MBS USGSE US N 2 2026-09-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36225CA71 2416.980000 PA USD 2369.920000 0.0001889 Long ABS-MBS USGSE US N 2 2027-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CBL9 1617.330000 PA USD 1589.010000 0.0001267 Long ABS-MBS USGSE US N 2 2027-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CBP0 19409.940000 PA USD 19162.020000 0.0015274 Long ABS-MBS USGSE US N 2 2027-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CBR6 12175.470000 PA USD 11805.040000 0.0009410 Long ABS-MBS USGSE US N 2 2027-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CBX3 1351.630000 PA USD 1336.380000 0.0001065 Long ABS-MBS USGSE US N 2 2027-03-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CBY1 22938.800000 PA USD 22474.700000 0.0017915 Long ABS-MBS USGSE US N 2 2027-03-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CB47 5691.280000 PA USD 5593.390000 0.0004459 Long ABS-MBS USGSE US N 2 2027-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CB54 1799.190000 PA USD 1757.250000 0.0001401 Long ABS-MBS USGSE US N 2 2027-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CB62 1930.880000 PA USD 1879.520000 0.0001498 Long ABS-MBS USGSE US N 2 2027-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCG9 1308.930000 PA USD 1288.660000 0.0001027 Long ABS-MBS USGSE US N 2 2027-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCL8 1167.360000 PA USD 1140.140000 0.0000909 Long ABS-MBS USGSE US N 2 2027-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCN4 4938.690000 PA USD 4875.470000 0.0003886 Long ABS-MBS USGSE US N 2 2027-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CCX2 4602.430000 PA USD 4545.450000 0.0003623 Long ABS-MBS USGSE US N 2 2027-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CC61 1626.470000 PA USD 1582.060000 0.0001261 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CC95 23874.610000 PA USD 23473.320000 0.0018711 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CDA1 2167.590000 PA USD 2116.430000 0.0001687 Long ABS-MBS USGSE US N 2 2027-07-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36225CDG8 2472.210000 PA USD 2403.600000 0.0001916 Long ABS-MBS USGSE US N 2 2027-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CDJ2 1572.930000 PA USD 1533.090000 0.0001222 Long ABS-MBS USGSE US N 2 2027-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CDL7 5025.900000 PA USD 4870.740000 0.0003883 Long ABS-MBS USGSE US N 2 2027-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CDP8 1830.130000 PA USD 1788.230000 0.0001425 Long ABS-MBS USGSE US N 2 2027-08-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36225CDS2 1851.650000 PA USD 1822.980000 0.0001453 Long ABS-MBS USGSE US N 2 2027-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CDT0 450.950000 PA USD 443.270000 0.0000353 Long ABS-MBS USGSE US N 2 2027-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CDU7 468.030000 PA USD 459.610000 0.0000366 Long ABS-MBS USGSE US N 2 2027-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CDV5 4971.310000 PA USD 4833.760000 0.0003853 Long ABS-MBS USGSE US N 2 2027-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CEY8 23816.980000 PA USD 23262.280000 0.0018543 Long ABS-MBS USGSE US N 2 2028-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CE28 1626.200000 PA USD 1588.320000 0.0001266 Long ABS-MBS USGSE US N 2 2028-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CE44 3434.420000 PA USD 3354.460000 0.0002674 Long ABS-MBS USGSE US N 2 2028-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CE69 23647.550000 PA USD 23328.860000 0.0018596 Long ABS-MBS USGSE US N 2 2028-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CFH4 1559.310000 PA USD 1511.550000 0.0001205 Long ABS-MBS USGSE US N 2 2028-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CFM3 2360.360000 PA USD 2290.820000 0.0001826 Long ABS-MBS USGSE US N 2 2028-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CFX9 2283.600000 PA USD 2218.170000 0.0001768 Long ABS-MBS USGSE US N 2 2028-03-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CF35 4929.380000 PA USD 4816.190000 0.0003839 Long ABS-MBS USGSE US N 2 2028-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CF50 3467.790000 PA USD 3409.700000 0.0002718 Long ABS-MBS USGSE US N 2 2028-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CGE0 1995.930000 PA USD 1976.750000 0.0001576 Long ABS-MBS USGSE US N 2 2028-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CGF7 4086.390000 PA USD 4071.660000 0.0003246 Long ABS-MBS USGSE US N 2 2028-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CGG5 3591.700000 PA USD 3542.230000 0.0002824 Long ABS-MBS USGSE US N 2 2028-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CGH3 1530.650000 PA USD 1493.060000 0.0001190 Long ABS-MBS USGSE US N 2 2028-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CGK6 6373.530000 PA USD 6247.410000 0.0004980 Long ABS-MBS USGSE US N 2 2028-05-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36225CG67 6358.630000 PA USD 6185.070000 0.0004930 Long ABS-MBS USGSE US N 2 2028-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CG75 3774.200000 PA USD 3665.030000 0.0002921 Long ABS-MBS USGSE US N 2 2028-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CHN9 5199.420000 PA USD 5006.460000 0.0003991 Long ABS-MBS USGSE US N 2 2028-11-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CJD9 4731.020000 PA USD 4592.020000 0.0003660 Long ABS-MBS USGSE US N 2 2029-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CJH0 3224.290000 PA USD 3134.820000 0.0002499 Long ABS-MBS USGSE US N 2 2029-03-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CJJ6 727.080000 PA USD 705.670000 0.0000563 Long ABS-MBS USGSE US N 2 2029-03-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CJS6 2535.460000 PA USD 2502.230000 0.0001995 Long ABS-MBS USGSE US N 2 2029-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CJ56 15805.980000 PA USD 15579.020000 0.0012418 Long ABS-MBS USGSE US N 2 2029-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CKE5 1134.850000 PA USD 1113.630000 0.0000888 Long ABS-MBS USGSE US N 2 2029-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CK96 5537.660000 PA USD 5442.710000 0.0004338 Long ABS-MBS USGSE US N 2 2029-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CME3 481.200000 PA USD 461.430000 0.0000368 Long ABS-MBS USGSE US N 2 2029-12-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CMM5 6756.770000 PA USD 6673.240000 0.0005319 Long ABS-MBS USGSE US N 2 2030-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CMP8 556.160000 PA USD 550.370000 0.0000439 Long ABS-MBS USGSE US N 2 2030-01-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CMV5 10003.000000 PA USD 9593.550000 0.0007647 Long ABS-MBS USGSE US N 2 2030-01-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CM45 464.860000 PA USD 450.310000 0.0000359 Long ABS-MBS USGSE US N 2 2030-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CNA0 40386.600000 PA USD 39179.110000 0.0031230 Long ABS-MBS USGSE US N 2 2030-03-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CND4 7835.830000 PA USD 7657.520000 0.0006104 Long ABS-MBS USGSE US N 2 2030-03-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CNJ1 7749.320000 PA USD 7677.010000 0.0006119 Long ABS-MBS USGSE US N 2 2030-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CNM4 438764.460000 PA USD 429517.080000 0.0342375 Long ABS-MBS USGSE US N 2 2030-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CNP7 20402.890000 PA USD 20031.180000 0.0015967 Long ABS-MBS USGSE US N 2 2030-04-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36225CNY8 1698.190000 PA USD 1677.500000 0.0001337 Long ABS-MBS USGSE US N 2 2030-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CNZ5 8015.830000 PA USD 7847.910000 0.0006256 Long ABS-MBS USGSE US N 2 2030-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CN85 14659.130000 PA USD 14475.610000 0.0011539 Long ABS-MBS USGSE US N 2 2030-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CPA8 240270.790000 PA USD 235805.370000 0.0187964 Long ABS-MBS USGSE US N 2 2030-06-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CPC4 154302.900000 PA USD 152119.520000 0.0121257 Long ABS-MBS USGSE US N 2 2030-06-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36225CPK6 19719.670000 PA USD 19395.650000 0.0015461 Long ABS-MBS USGSE US N 2 2030-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CPN0 126072.730000 PA USD 123235.210000 0.0098233 Long ABS-MBS USGSE US N 2 2030-07-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36225CPQ3 9854.670000 PA USD 9646.640000 0.0007689 Long ABS-MBS USGSE US N 2 2030-07-20 Floating 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36225CP67 11748.570000 PA USD 11666.500000 0.0009300 Long ABS-MBS USGSE US N 2 2030-08-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36225CP83 13961.650000 PA USD 13627.030000 0.0010862 Long ABS-MBS USGSE US N 2 2030-08-20 Floating 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36225CQK5 6200.330000 PA USD 6113.740000 0.0004873 Long ABS-MBS USGSE US N 2 2030-09-20 Floating 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36225CSQ0 15992.180000 PA USD 15544.960000 0.0012391 Long ABS-MBS USGSE US N 2 2031-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CS72 290486.160000 PA USD 281939.700000 0.0224738 Long ABS-MBS USGSE US N 2 2031-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CS80 82064.960000 PA USD 80655.770000 0.0064292 Long ABS-MBS USGSE US N 2 2031-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CTM8 185096.110000 PA USD 179112.030000 0.0142773 Long ABS-MBS USGSE US N 2 2031-11-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CUC8 55028.240000 PA USD 53970.720000 0.0043021 Long ABS-MBS USGSE US N 2 2032-02-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CU61 127912.380000 PA USD 125517.980000 0.0100052 Long ABS-MBS USGSE US N 2 2032-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CV60 147004.650000 PA USD 142798.260000 0.0113827 Long ABS-MBS USGSE US N 2 2032-09-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CWM4 6885.110000 PA USD 6666.650000 0.0005314 Long ABS-MBS USGSE US N 2 2032-11-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CWT9 272068.970000 PA USD 263459.920000 0.0210008 Long ABS-MBS USGSE US N 2 2032-12-20 Floating 1.75 N N N N N N GNMA PASS THRU POOLS N/A 36225CXQ4 591585.630000 PA USD 581060.950000 0.0463172 Long ABS-MBS USGSE US N 2 2033-04-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36225CYC4 362746.500000 PA USD 352645.160000 0.0281099 Long ABS-MBS USGSE US N 2 2033-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CYE0 463142.000000 PA USD 450156.210000 0.0358826 Long ABS-MBS USGSE US N 2 2033-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CYG5 401795.660000 PA USD 390557.950000 0.0311320 Long ABS-MBS USGSE US N 2 2033-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225CYZ3 210980.350000 PA USD 205080.780000 0.0163473 Long ABS-MBS USGSE US N 2 2033-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225C3L8 1153763.680000 PA USD 1151632.420000 0.0917984 Long ABS-MBS USGSE US N 2 2034-01-20 Floating 3.125 N N N N N N GNMA PASS THRU POOLS N/A 36225DDW1 130517.870000 PA USD 126981.390000 0.0101219 Long ABS-MBS USGSE US N 2 2034-08-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225DRX4 182467.900000 PA USD 177639.460000 0.0141599 Long ABS-MBS USGSE US N 2 2035-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225DR22 165498.720000 PA USD 161133.540000 0.0128442 Long ABS-MBS USGSE US N 2 2035-07-20 Floating 2.625 N N N N N N GNMA PASS THRU POOLS N/A 36225A4Z0 11200.770000 PA USD 11539.950000 0.0009199 Long ABS-MBS USGSE US N 2 2028-07-20 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KMD7 25569.140000 PA USD 26123.150000 0.0020823 Long ABS-MBS USGSE US N 2 2037-05-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241KVY1 89864.220000 PA USD 91671.630000 0.0073073 Long ABS-MBS USGSE US N 2 2038-10-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2XY3 7845600.070000 PA USD 7276589.690000 0.5800279 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 3622A24S8 6614575.980000 PA USD 6166564.330000 0.4915461 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 36208AMR9 22946.900000 PA USD 22735.570000 0.0018123 Long ABS-MBS USGSE US N 2 2030-05-20 Floating 2.875 N N N N N N GNMA PASS THRU POOLS N/A 36208AMT5 36096.330000 PA USD 35154.920000 0.0028023 Long ABS-MBS USGSE US N 2 2030-05-20 Floating 3 N N N N N N GNMA PASS THRU POOLS N/A 36208AZ61 215776.210000 PA USD 215995.960000 0.0172174 Long ABS-MBS USGSE US N 2 2058-10-20 Floating 5.621 N N N N N N GNMA PASS THRU POOLS N/A 36208A2R1 222838.590000 PA USD 222945.200000 0.0177713 Long ABS-MBS USGSE US N 2 2059-01-20 Floating 5.663 N N N N N N GNMA PASS THRU POOLS N/A 36193SUK3 1197414.910000 PA USD 1117165.130000 0.0890509 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 36194SKA5 191674.730000 PA USD 178977.090000 0.0142665 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 36195XSX5 532585.780000 PA USD 496470.790000 0.0395744 Long ABS-MBS USGSE US N 2 2047-04-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36196EYF8 11600.260000 PA USD 10814.530000 0.0008620 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 36196GKE1 163422.920000 PA USD 152387.080000 0.0121470 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 36196LHD6 769427.190000 PA USD 717253.380000 0.0571733 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 36196LHV6 321067.800000 PA USD 299288.720000 0.0238568 Long ABS-MBS USGSE US N 2 2047-04-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36196X4T9 1018781.490000 PA USD 949984.630000 0.0757247 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 36197F3A9 368612.580000 PA USD 343619.760000 0.0273904 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 36197F4C4 734994.470000 PA USD 685148.530000 0.0546142 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 36197F4N0 587866.910000 PA USD 545633.330000 0.0434933 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 36197KY89 588033.490000 PA USD 549078.920000 0.0437679 Long ABS-MBS USGSE US N 2 2047-04-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36197MLF3 560307.370000 PA USD 522904.920000 0.0416815 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 36197NJJ6 614631.670000 PA USD 572954.070000 0.0456710 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 3617AE4A1 493127.630000 PA USD 459673.280000 0.0366413 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 3617AGGW5 764477.410000 PA USD 712856.450000 0.0568229 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 3617AJPQ2 813956.940000 PA USD 758738.790000 0.0604802 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 3617AJRB3 994333.880000 PA USD 926911.780000 0.0738855 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 3617AMM70 585371.390000 PA USD 545673.160000 0.0434964 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 3617AT2S1 620945.180000 PA USD 579010.990000 0.0461538 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 3617B0BX2 1215744.010000 PA USD 1133302.970000 0.0903373 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 3617B0HE8 857749.770000 PA USD 799587.610000 0.0637363 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 785964.520000 PA USD 749407.180000 0.0597364 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617B3KP3 934235.250000 PA USD 871141.850000 0.0694400 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 3617B3TY5 389715.950000 PA USD 363291.580000 0.0289585 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 3617B3UZ0 555432.020000 PA USD 517807.940000 0.0412753 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 3617B3VH9 776524.290000 PA USD 724704.110000 0.0577673 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 3617B8YT9 611432.830000 PA USD 569978.140000 0.0454338 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 3617BEAA3 769981.940000 PA USD 717749.500000 0.0572129 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 3617BFTE2 158074.380000 PA USD 157992.250000 0.0125938 Long ABS-MBS USGSE US N 2 2048-08-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3617BJ5A8 350795.070000 PA USD 327007.020000 0.0260662 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 3617BMBC0 660265.020000 PA USD 615673.320000 0.0490762 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 3617BQB80 509950.470000 PA USD 475356.210000 0.0378914 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 3617BRBR6 1848684.140000 PA USD 1723837.510000 0.1374097 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 2478212.540000 PA USD 2310861.720000 0.1842023 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 3617BSCB8 569663.670000 PA USD 531034.200000 0.0423295 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 3617BSDB7 302283.010000 PA USD 282262.630000 0.0224996 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 570955.820000 PA USD 546685.960000 0.0435772 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 1484337.560000 PA USD 1415260.260000 0.1128125 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 419545.440000 PA USD 400021.040000 0.0318863 Long ABS-MBS USGSE US N 2 2048-06-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617G0JC5 1326983.770000 PA USD 1267643.790000 0.1010458 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 902501.670000 PA USD 841342.960000 0.0670647 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 839778.930000 PA USD 783068.830000 0.0624196 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 3617G44R0 62906.390000 PA USD 61268.340000 0.0048838 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 3617G8U84 217725.970000 PA USD 207834.320000 0.0165668 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 246454.610000 PA USD 234990.760000 0.0187315 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 129935.960000 PA USD 124173.820000 0.0098981 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 27606.210000 PA USD 26382.030000 0.0021030 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GAPN2 657303.700000 PA USD 612717.350000 0.0488406 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 3617GAPT9 827655.060000 PA USD 753115.910000 0.0600320 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 3617GGS48 836203.660000 PA USD 778180.520000 0.0620299 Long ABS-MBS USGSE US N 2 2048-04-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617GLMB7 275085.330000 PA USD 262439.800000 0.0209195 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 181802.650000 PA USD 173346.480000 0.0138177 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 247283.510000 PA USD 235781.130000 0.0187945 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617GNK33 711125.980000 PA USD 662885.370000 0.0528396 Long ABS-MBS USGSE US N 2 2048-05-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617GQJL8 581057.460000 PA USD 554017.470000 0.0441616 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 432458.800000 PA USD 414074.990000 0.0330065 Long ABS-MBS USGSE US N 2 2048-07-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617H4C66 463927.130000 PA USD 453480.920000 0.0361476 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 253237.980000 PA USD 247817.170000 0.0197539 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 122778.760000 PA USD 122242.750000 0.0097442 Long ABS-MBS USGSE US N 2 2048-10-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3617HF6R2 680641.740000 PA USD 679451.910000 0.0541601 Long ABS-MBS USGSE US N 2 2048-11-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3617HJDD7 186398.880000 PA USD 182408.730000 0.0145401 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 3617HRSQ4 63962.210000 PA USD 61932.930000 0.0049368 Long ABS-MBS USGSE US N 2 2048-10-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3617HRUL2 543443.410000 PA USD 531810.060000 0.0423914 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 3617J3T84 43510.350000 PA USD 42069.240000 0.0033534 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 3617J3WV9 501528.690000 PA USD 485599.090000 0.0387078 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 3617J3X48 18490.890000 PA USD 18095.040000 0.0014424 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 3617JRLB2 430895.350000 PA USD 392082.290000 0.0312535 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 3617MVAP0 925389.510000 PA USD 802085.870000 0.0639355 Long ABS-MBS USGSE US N 2 2050-05-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179MAF7 75329.020000 PA USD 72366.690000 0.0057685 Long ABS-MBS USGSE US N 2 2027-04-20 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36179MA26 5194.270000 PA USD 5287.680000 0.0004215 Long ABS-MBS USGSE US N 2 2042-04-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179MCH1 652099.840000 PA USD 627734.780000 0.0500377 Long ABS-MBS USGSE US N 2 2027-05-20 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36179MGM6 385910.950000 PA USD 371040.650000 0.0295762 Long ABS-MBS USGSE US N 2 2027-07-20 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36179MK25 23776.960000 PA USD 22558.050000 0.0017981 Long ABS-MBS USGSE US N 2 2042-08-20 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36179MQS2 29396.130000 PA USD 29942.850000 0.0023868 Long ABS-MBS USGSE US N 2 2042-10-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179MX39 2866703.630000 PA USD 2619876.200000 0.2088343 Long ABS-MBS USGSE US N 2 2043-01-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179M2P4 3870341.840000 PA USD 3537046.230000 0.2819433 Long ABS-MBS USGSE US N 2 2043-02-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179NBE7 375199.210000 PA USD 381932.370000 0.0304444 Long ABS-MBS USGSE US N 2 2043-04-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179NJD1 264109.120000 PA USD 268850.810000 0.0214305 Long ABS-MBS USGSE US N 2 2043-07-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179NLG1 1873736.400000 PA USD 1907418.970000 0.1520432 Long ABS-MBS USGSE US N 2 2043-08-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179NTC2 885998.930000 PA USD 809652.200000 0.0645386 Long ABS-MBS USGSE US N 2 2043-11-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179RBZ1 2799071.420000 PA USD 2823847.460000 0.2250931 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 36179RGB9 52934.380000 PA USD 52802.220000 0.0042089 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 36179RJE0 952922.090000 PA USD 888969.780000 0.0708611 Long ABS-MBS USGSE US N 2 2045-07-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179RLR8 1347901.940000 PA USD 1352351.260000 0.1077980 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 36179RNW5 2372534.960000 PA USD 2212988.010000 0.1764006 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 36179RS91 4855122.690000 PA USD 4522806.290000 0.3605197 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 36179RVB2 4713597.880000 PA USD 4386747.150000 0.3496742 Long ABS-MBS USGSE US N 2 2045-12-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TJQ9 110624.710000 PA USD 107300.390000 0.0085531 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 36179TSF3 2821124.290000 PA USD 2543470.990000 0.2027439 Long ABS-MBS USGSE US N 2 2048-02-20 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36179TT21 15281.460000 PA USD 14820.440000 0.0011814 Long ABS-MBS USGSE US N 2 2048-03-20 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36179TVV4 51661.010000 PA USD 50102.390000 0.0039937 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 248399.120000 PA USD 244697.380000 0.0195052 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 36179TXW0 709179.600000 PA USD 698429.320000 0.0556729 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 332379.570000 PA USD 327146.830000 0.0260774 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 36179T7L3 6059409.440000 PA USD 5958761.010000 0.4749818 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 36179UCC4 302446.000000 PA USD 293781.320000 0.0234178 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 36179UH62 261880.050000 PA USD 262385.620000 0.0209152 Long ABS-MBS USGSE US N 2 2048-12-20 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36179UKY7 3426005.050000 PA USD 3328842.830000 0.2653471 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 36179WVW5 8440403.760000 PA USD 7763578.670000 0.6188466 Long ABS-MBS USGSE US N 2 2052-01-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36179WXL7 14464274.400000 PA USD 13322063.770000 1.0619218 Long ABS-MBS USGSE US N 2 2052-02-20 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 21H020626 67500000.000000 PA USD 56638255.050000 4.5147207 Long ABS-MBS USGSE US N 2 2053-02-21 Fixed 2 N N N N N N GNMA PASS THRU POOLS N/A 21H022614 103450000.000000 PA USD 89673233.490000 7.1479887 Long ABS-MBS USGSE US N 2 2053-01-23 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 21H022622 11700000.000000 PA USD 10151928.420000 0.8092255 Long ABS-MBS USGSE US N 2 2053-02-21 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 21H030617 93000000.000000 PA USD 82830497.430000 6.6025439 Long ABS-MBS USGSE US N 2 2053-01-23 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 21H030625 14350000.000000 PA USD 12790364.080000 1.0195392 Long ABS-MBS USGSE US N 2 2053-02-21 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 21H032613 28382000.000000 PA USD 26081006.550000 2.0789564 Long ABS-MBS USGSE US N 2 2053-01-23 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 21H040616 1650000.000000 PA USD 1561576.400000 0.1244756 Long ABS-MBS USGSE US N 2 2053-01-23 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 21H042612 24400000.000000 PA USD 23673490.980000 1.8870497 Long ABS-MBS USGSE US N 2 2053-01-23 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 21H050615 30300000.000000 PA USD 30028564.120000 2.3936221 Long ABS-MBS USGSE US N 2 2053-01-23 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36216UWD5 1563.880000 PA USD 1609.420000 0.0001283 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 36203KKV5 28.370000 PA USD 29.200000 0.0000023 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 36203LBZ4 119.950000 PA USD 123.440000 0.0000098 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36203PEQ2 491.600000 PA USD 492.510000 0.0000393 Long ABS-MBS USGSE US N 2 2024-06-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36203QH53 33.740000 PA USD 35.020000 0.0000028 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 36203VW22 1772.040000 PA USD 1823.640000 0.0001454 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36205BKY7 32.280000 PA USD 33.220000 0.0000026 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 36205BXM9 538.560000 PA USD 540.110000 0.0000431 Long ABS-MBS USGSE US N 2 2024-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36205EFC5 62.020000 PA USD 63.830000 0.0000051 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 36205EK39 14.610000 PA USD 15.040000 0.0000012 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 36205F6T5 2790.460000 PA USD 2941.310000 0.0002345 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 36205F6W8 21192.880000 PA USD 21586.300000 0.0017207 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 36206GRG7 7006.310000 PA USD 7249.620000 0.0005779 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36206GUC2 1172.900000 PA USD 1204.130000 0.0000960 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36206MNE3 2465.120000 PA USD 2475.110000 0.0001973 Long ABS-MBS USGSE US N 2 2029-09-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36206PWY2 803.660000 PA USD 803.030000 0.0000640 Long ABS-MBS USGSE US N 2 2025-09-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36207JXS7 117.310000 PA USD 117.220000 0.0000093 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 7 N N N N N N GNMA PASS THRU POOLS N/A 36207KHD5 226.860000 PA USD 233.470000 0.0000186 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36207KLU2 815.670000 PA USD 839.420000 0.0000669 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36208DLU7 1958.320000 PA USD 1954.930000 0.0001558 Long ABS-MBS USGSE US N 2 2027-06-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36208EBY8 1183.040000 PA USD 1193.120000 0.0000951 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36208EYF4 35156.710000 PA USD 35456.890000 0.0028263 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36208HMH6 128.870000 PA USD 132.620000 0.0000106 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36208TYQ7 696.930000 PA USD 717.230000 0.0000572 Long ABS-MBS USGSE US N 2 2028-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36208VFQ3 4925.740000 PA USD 4982.220000 0.0003971 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36208V3G8 2521.150000 PA USD 2594.570000 0.0002068 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36208V4F9 1781.520000 PA USD 1843.590000 0.0001470 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36208XFT3 2225.070000 PA USD 2289.870000 0.0001825 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 36209CPM2 1656.530000 PA USD 1704.770000 0.0001359 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209HDN2 2377.340000 PA USD 2446.570000 0.0001950 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209JM32 1392.980000 PA USD 1433.550000 0.0001143 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209LLP9 2181.390000 PA USD 2181.230000 0.0001739 Long ABS-MBS USGSE US N 2 2031-01-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36209NBN1 948.690000 PA USD 992.340000 0.0000791 Long ABS-MBS USGSE US N 2 2028-10-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209PPT8 453.490000 PA USD 466.700000 0.0000372 Long ABS-MBS USGSE US N 2 2028-11-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209RGG2 1144.870000 PA USD 1144.580000 0.0000912 Long ABS-MBS USGSE US N 2 2030-01-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36209RNK5 984.400000 PA USD 993.580000 0.0000792 Long ABS-MBS USGSE US N 2 2030-04-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36209RTE3 5418.500000 PA USD 5428.540000 0.0004327 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36209RVW0 7398.660000 PA USD 7512.290000 0.0005988 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36209RXU2 539.230000 PA USD 538.910000 0.0000430 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36209SDG3 556.430000 PA USD 559.090000 0.0000446 Long ABS-MBS USGSE US N 2 2031-01-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36209UA48 979.290000 PA USD 989.720000 0.0000789 Long ABS-MBS USGSE US N 2 2029-08-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36209VGM0 688.220000 PA USD 708.260000 0.0000565 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209VJQ8 154.810000 PA USD 159.320000 0.0000127 Long ABS-MBS USGSE US N 2 2028-10-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36209WHE5 1517.710000 PA USD 1561.910000 0.0001245 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 36209YEA2 312.050000 PA USD 311.930000 0.0000249 Long ABS-MBS USGSE US N 2 2031-03-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36209YGF9 280.920000 PA USD 281.540000 0.0000224 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36210AZH3 2261.000000 PA USD 2326.840000 0.0001855 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 36210A5L7 26462.490000 PA USD 27240.040000 0.0021713 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 36210BD93 1822.600000 PA USD 1876.160000 0.0001496 Long ABS-MBS USGSE US N 2 2029-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36210ESA8 1450.560000 PA USD 1492.800000 0.0001190 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 36210LY31 2963.760000 PA USD 3050.070000 0.0002431 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 36210QEU2 3390.910000 PA USD 3389.830000 0.0002702 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36210QZD7 1849.830000 PA USD 1903.700000 0.0001517 Long ABS-MBS USGSE US N 2 2029-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36210SPB8 216.640000 PA USD 222.950000 0.0000178 Long ABS-MBS USGSE US N 2 2029-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36210U3E1 7920.440000 PA USD 8299.010000 0.0006615 Long ABS-MBS USGSE US N 2 2029-04-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36211A6X9 15519.230000 PA USD 15543.610000 0.0012390 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36211BZP2 743.580000 PA USD 748.600000 0.0000597 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36211CSV5 9470.840000 PA USD 9497.910000 0.0007571 Long ABS-MBS USGSE US N 2 2030-05-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36211C5D0 2497.150000 PA USD 2504.870000 0.0001997 Long ABS-MBS USGSE US N 2 2029-12-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36211EKU1 273.920000 PA USD 273.820000 0.0000218 Long ABS-MBS USGSE US N 2 2029-11-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36211HTL5 5477.420000 PA USD 5733.740000 0.0004570 Long ABS-MBS USGSE US N 2 2029-08-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36211LAW2 15781.580000 PA USD 15762.470000 0.0012565 Long ABS-MBS USGSE US N 2 2030-06-15 Fixed 9 N N N N N N GNMA PASS THRU POOLS N/A 36211PF81 5649.380000 PA USD 5668.410000 0.0004518 Long ABS-MBS USGSE US N 2 2029-12-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36211SCZ8 413396.100000 PA USD 422069.880000 0.0336438 Long ABS-MBS USGSE US N 2 2035-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36211SQG5 9053.720000 PA USD 9050.970000 0.0007215 Long ABS-MBS USGSE US N 2 2029-12-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36211XLK0 3291.430000 PA USD 3290.470000 0.0002623 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36211YXA7 3800.800000 PA USD 3799.540000 0.0003029 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212CHX2 5990.660000 PA USD 5988.730000 0.0004774 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212C2C4 393.940000 PA USD 393.810000 0.0000314 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212C3W9 2043.590000 PA USD 2063.200000 0.0001645 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212D4Y2 28050.100000 PA USD 28866.950000 0.0023010 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 36212EGF8 1251.310000 PA USD 1259.780000 0.0001004 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212EGP6 14190.840000 PA USD 14359.120000 0.0011446 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212FYB4 3656.180000 PA USD 3765.410000 0.0003001 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36212NPF8 3698.440000 PA USD 3807.670000 0.0003035 Long ABS-MBS USGSE US N 2 2035-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36212QB25 8528.410000 PA USD 8525.040000 0.0006795 Long ABS-MBS USGSE US N 2 2031-01-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36212SY67 1564.140000 PA USD 1574.120000 0.0001255 Long ABS-MBS USGSE US N 2 2031-03-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36212UHG9 2160.830000 PA USD 2227.130000 0.0001775 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36212YSL8 437.220000 PA USD 437.530000 0.0000349 Long ABS-MBS USGSE US N 2 2031-01-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36213CXR6 1365.360000 PA USD 1405.120000 0.0001120 Long ABS-MBS USGSE US N 2 2035-10-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36213C6M7 888.320000 PA USD 901.320000 0.0000718 Long ABS-MBS USGSE US N 2 2031-09-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36213EK39 714.210000 PA USD 725.010000 0.0000578 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 36213JLM5 521.550000 PA USD 536.740000 0.0000428 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 36213JRN7 68.160000 PA USD 68.130000 0.0000054 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36213LLA6 89.010000 PA USD 91.600000 0.0000073 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 36213RWF0 429.210000 PA USD 430.900000 0.0000343 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36213UZ52 244.890000 PA USD 248.640000 0.0000198 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36213WKL9 4134.340000 PA USD 4201.820000 0.0003349 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36213WK88 1502.900000 PA USD 1521.330000 0.0001213 Long ABS-MBS USGSE US N 2 2034-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36201JGU7 470.000000 PA USD 483.720000 0.0000386 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 36201VU26 47179.590000 PA USD 48486.950000 0.0038650 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 36200D5C3 890.930000 PA USD 904.570000 0.0000721 Long ABS-MBS USGSE US N 2 2035-04-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36200EDN8 9859.510000 PA USD 10101.110000 0.0008052 Long ABS-MBS USGSE US N 2 2033-07-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36200EZW4 4356.690000 PA USD 4423.790000 0.0003526 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 36200E3Z2 3500.590000 PA USD 3563.870000 0.0002841 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 36200JL99 13841.770000 PA USD 14014.330000 0.0011171 Long ABS-MBS USGSE US N 2 2036-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36200KEX1 726.890000 PA USD 740.470000 0.0000590 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 36200MV83 1729.520000 PA USD 1731.500000 0.0001380 Long ABS-MBS USGSE US N 2 2033-09-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36200MYH0 1518.260000 PA USD 1550.120000 0.0001236 Long ABS-MBS USGSE US N 2 2033-10-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36200M3J0 71205.770000 PA USD 71468.340000 0.0056968 Long ABS-MBS USGSE US N 2 2033-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36200M7J6 752.820000 PA USD 766.970000 0.0000611 Long ABS-MBS USGSE US N 2 2033-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36200NBN0 2924.990000 PA USD 2986.330000 0.0002380 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36200NQ46 2385.190000 PA USD 2454.650000 0.0001957 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 36200NWW7 61191.590000 PA USD 64141.950000 0.0051129 Long ABS-MBS USGSE US N 2 2034-11-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36200NY47 1004.370000 PA USD 1034.070000 0.0000824 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 36201XSL3 14788.710000 PA USD 15407.910000 0.0012282 Long ABS-MBS USGSE US N 2 2036-06-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202SB31 4923.180000 PA USD 4995.630000 0.0003982 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 36202STF5 22244.330000 PA USD 23444.500000 0.0018688 Long ABS-MBS USGSE US N 2 2033-04-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36202SZ84 234.720000 PA USD 235.220000 0.0000187 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36202UA52 29916.880000 PA USD 30452.310000 0.0024274 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 36202X4C8 1225.900000 PA USD 1246.520000 0.0000994 Long ABS-MBS USGSE US N 2 2033-07-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36290QR80 1021.610000 PA USD 1030.900000 0.0000822 Long ABS-MBS USGSE US N 2 2033-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36290TTJ8 858.330000 PA USD 888.920000 0.0000709 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 36290TY52 1932.110000 PA USD 2010.520000 0.0001603 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36290UCJ3 2092.790000 PA USD 2153.730000 0.0001717 Long ABS-MBS USGSE US N 2 2037-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36290UGT7 5492.530000 PA USD 5652.480000 0.0004506 Long ABS-MBS USGSE US N 2 2037-09-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36290UMG8 7477.800000 PA USD 7921.960000 0.0006315 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 36290VH31 714.830000 PA USD 735.650000 0.0000586 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 36290X7J3 6812.020000 PA USD 7227.370000 0.0005761 Long ABS-MBS USGSE US N 2 2037-03-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36291CNY7 9040.760000 PA USD 9266.700000 0.0007387 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 36291FPE2 417651.620000 PA USD 373440.600000 0.0297675 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36291FPX0 902574.770000 PA USD 874548.130000 0.0697116 Long ABS-MBS USGSE US N 2 2045-04-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36291LST3 1754.430000 PA USD 1776.670000 0.0001416 Long ABS-MBS USGSE US N 2 2034-07-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36291NPS4 131.440000 PA USD 135.270000 0.0000108 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 36291WGX3 1567.320000 PA USD 1578.460000 0.0001258 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36291YFG7 2332.160000 PA USD 2371.560000 0.0001890 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 36291YLQ8 4066.990000 PA USD 4174.950000 0.0003328 Long ABS-MBS USGSE US N 2 2036-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36292EC73 20362.980000 PA USD 20548.570000 0.0016380 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36292HRH8 1349.820000 PA USD 1363.220000 0.0001087 Long ABS-MBS USGSE US N 2 2035-09-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36292LFL3 1456.150000 PA USD 1498.550000 0.0001195 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 36292MTP7 1896.210000 PA USD 1930.730000 0.0001539 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 36292NH37 15329.000000 PA USD 15775.400000 0.0012575 Long ABS-MBS USGSE US N 2 2036-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36294NMF2 13558.000000 PA USD 13954.480000 0.0011123 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 36294N5L8 2582.010000 PA USD 2686.260000 0.0002141 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 36294PBR3 3045.140000 PA USD 3134.870000 0.0002499 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 36294PBV4 809.050000 PA USD 832.610000 0.0000664 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 36294PBY8 49252.120000 PA USD 50686.400000 0.0040403 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 36294PKS1 1985.570000 PA USD 2043.390000 0.0001629 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 36294QAB7 16089.680000 PA USD 16583.910000 0.0013219 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 36294QAV3 260.060000 PA USD 267.630000 0.0000213 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 36294RBM0 2280.750000 PA USD 2343.160000 0.0001868 Long ABS-MBS USGSE US N 2 2037-04-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36294R6X2 5120.620000 PA USD 5269.740000 0.0004201 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 36294SDH7 4002.070000 PA USD 4118.620000 0.0003283 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 36294SD38 3192.770000 PA USD 3285.750000 0.0002619 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 36294SED5 6966.280000 PA USD 7355.680000 0.0005863 Long ABS-MBS USGSE US N 2 2036-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36294SG43 2326.610000 PA USD 2450.190000 0.0001953 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36294SMX2 793.500000 PA USD 817.950000 0.0000652 Long ABS-MBS USGSE US N 2 2036-11-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36294T2R5 19479.160000 PA USD 20396.600000 0.0016258 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 36294V4M9 19249.920000 PA USD 19810.500000 0.0015791 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36294WQS0 18389.620000 PA USD 19033.580000 0.0015172 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36294W5C8 2236.140000 PA USD 2352.150000 0.0001875 Long ABS-MBS USGSE US N 2 2037-06-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36294XCV6 54534.800000 PA USD 56864.910000 0.0045328 Long ABS-MBS USGSE US N 2 2037-09-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36294XJC1 14067.680000 PA USD 14479.310000 0.0011542 Long ABS-MBS USGSE US N 2 2036-12-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36294YMU5 5774.490000 PA USD 5942.650000 0.0004737 Long ABS-MBS USGSE US N 2 2037-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36294YNH3 27153.530000 PA USD 27387.310000 0.0021831 Long ABS-MBS USGSE US N 2 2037-01-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36294YRD8 6844.830000 PA USD 7026.750000 0.0005601 Long ABS-MBS USGSE US N 2 2037-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295AHU2 1748.060000 PA USD 1798.970000 0.0001434 Long ABS-MBS USGSE US N 2 2038-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36295BZ48 18959.670000 PA USD 20091.180000 0.0016015 Long ABS-MBS USGSE US N 2 2038-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295DLM9 1496.760000 PA USD 1540.350000 0.0001228 Long ABS-MBS USGSE US N 2 2037-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36295DQF9 23193.640000 PA USD 23869.070000 0.0019026 Long ABS-MBS USGSE US N 2 2037-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36295ESB4 16804.500000 PA USD 17052.490000 0.0013593 Long ABS-MBS USGSE US N 2 2037-04-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36295FH31 3758.880000 PA USD 3868.340000 0.0003084 Long ABS-MBS USGSE US N 2 2037-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36295HCA6 1204.260000 PA USD 1275.530000 0.0001017 Long ABS-MBS USGSE US N 2 2037-08-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295HM31 76001.120000 PA USD 78250.170000 0.0062374 Long ABS-MBS USGSE US N 2 2037-11-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36295HPG9 4304.130000 PA USD 4567.150000 0.0003641 Long ABS-MBS USGSE US N 2 2037-08-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295HUF5 470.190000 PA USD 483.880000 0.0000386 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 36295HVX5 473.450000 PA USD 487.240000 0.0000388 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 36295J7C4 1952.500000 PA USD 2070.980000 0.0001651 Long ABS-MBS USGSE US N 2 2037-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295KS20 23149.320000 PA USD 24556.710000 0.0019575 Long ABS-MBS USGSE US N 2 2038-08-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295KU43 3924.590000 PA USD 3988.740000 0.0003179 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 36295K4M2 33059.980000 PA USD 34409.710000 0.0027428 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36295M3G2 8997.680000 PA USD 9453.660000 0.0007536 Long ABS-MBS USGSE US N 2 2037-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295M5U9 29661.700000 PA USD 30671.100000 0.0024448 Long ABS-MBS USGSE US N 2 2038-01-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36295M5Y1 3209.380000 PA USD 3405.350000 0.0002714 Long ABS-MBS USGSE US N 2 2038-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295NKF3 84900.550000 PA USD 88331.150000 0.0070410 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36295PAQ5 4291.670000 PA USD 4416.650000 0.0003521 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 36295P5B4 38551.730000 PA USD 40008.800000 0.0031892 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 36295QA42 29429.410000 PA USD 30281.860000 0.0024138 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 36295QFD7 76795.170000 PA USD 77998.400000 0.0062174 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 36295QFW5 8974.310000 PA USD 9235.650000 0.0007362 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 36295QK41 16031.100000 PA USD 16948.820000 0.0013510 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 36295QN22 20852.620000 PA USD 21469.160000 0.0017113 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36295QPG9 199.380000 PA USD 205.190000 0.0000164 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36295QW48 384.410000 PA USD 394.890000 0.0000315 Long ABS-MBS USGSE US N 2 2037-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295QXZ8 1234.310000 PA USD 1275.340000 0.0001017 Long ABS-MBS USGSE US N 2 2037-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295RKM9 22028.990000 PA USD 22446.530000 0.0017892 Long ABS-MBS USGSE US N 2 2039-01-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36295SB62 57528.880000 PA USD 59506.640000 0.0047434 Long ABS-MBS USGSE US N 2 2037-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295SH33 35676.630000 PA USD 36804.040000 0.0029337 Long ABS-MBS USGSE US N 2 2037-10-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36295SS80 4517.760000 PA USD 4695.820000 0.0003743 Long ABS-MBS USGSE US N 2 2037-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295S3C8 22408.180000 PA USD 23323.170000 0.0018591 Long ABS-MBS USGSE US N 2 2038-01-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36295TVP6 6480.250000 PA USD 6732.850000 0.0005367 Long ABS-MBS USGSE US N 2 2038-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295UAM3 68156.320000 PA USD 70041.350000 0.0055831 Long ABS-MBS USGSE US N 2 2040-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295WUY1 58392.090000 PA USD 60517.420000 0.0048239 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295WU54 52080.930000 PA USD 53575.960000 0.0042706 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295WU70 120584.840000 PA USD 122611.010000 0.0097735 Long ABS-MBS USGSE US N 2 2040-11-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36295WVC8 56222.090000 PA USD 57762.600000 0.0046043 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36295XMN2 11809.700000 PA USD 12153.610000 0.0009688 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 36296AVX9 43686.010000 PA USD 45251.860000 0.0036071 Long ABS-MBS USGSE US N 2 2038-04-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296BN73 1652.550000 PA USD 1696.550000 0.0001352 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296B6M9 19818.750000 PA USD 20395.900000 0.0016258 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36296CCM0 23827.160000 PA USD 24496.650000 0.0019527 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296DG85 7628.120000 PA USD 7969.220000 0.0006352 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296DLL0 11519.160000 PA USD 11982.480000 0.0009551 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 36296DND6 15846.990000 PA USD 16311.800000 0.0013002 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 36296DNP9 5016.170000 PA USD 5206.510000 0.0004150 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296FH71 16456.900000 PA USD 16928.470000 0.0013494 Long ABS-MBS USGSE US N 2 2038-08-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296FNE9 1100.190000 PA USD 1130.330000 0.0000901 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296FPX5 6686.100000 PA USD 7015.990000 0.0005593 Long ABS-MBS USGSE US N 2 2038-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296GR78 13799.170000 PA USD 14283.430000 0.0011386 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 36296GUA7 697.350000 PA USD 707.910000 0.0000564 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 36296HJP5 14413.590000 PA USD 14833.330000 0.0011824 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 36296H6M6 405.610000 PA USD 430.570000 0.0000343 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36296JGD1 51017.290000 PA USD 52550.100000 0.0041888 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36296KN40 23392.120000 PA USD 24168.880000 0.0019265 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 36296LFX3 4914.000000 PA USD 5048.030000 0.0004024 Long ABS-MBS USGSE US N 2 2038-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296NGF7 77329.180000 PA USD 79909.890000 0.0063697 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 36296PP21 6456.010000 PA USD 6644.840000 0.0005297 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 36296P2W0 1638.920000 PA USD 1702.880000 0.0001357 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296P6H9 234664.030000 PA USD 239548.720000 0.0190948 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296QQM4 32277.050000 PA USD 33290.210000 0.0026536 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36296QY37 133409.860000 PA USD 136221.290000 0.0108584 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296Q2B4 80295.420000 PA USD 79786.260000 0.0063599 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 36296Q2T5 927006.370000 PA USD 921076.680000 0.0734204 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 36296REW3 8646.980000 PA USD 8923.190000 0.0007113 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296RUR6 7009.060000 PA USD 7203.950000 0.0005742 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296SJK2 18051.380000 PA USD 18252.150000 0.0014549 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296TQ71 5135.620000 PA USD 5305.540000 0.0004229 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 36296TRZ8 128027.150000 PA USD 132524.800000 0.0105638 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 36296TSS3 1669.230000 PA USD 1700.960000 0.0001356 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 36296TVH3 12425.980000 PA USD 13077.580000 0.0010424 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36296UKN9 7533.260000 PA USD 7716.270000 0.0006151 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36296ULJ7 1736.070000 PA USD 1786.630000 0.0001424 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 36296U3A6 1774.340000 PA USD 1764.620000 0.0001407 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36296WAB2 12164.050000 PA USD 12097.520000 0.0009643 Long ABS-MBS USGSE US N 2 2039-04-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36296WBD7 832866.250000 PA USD 828300.680000 0.0660251 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 36296X2D5 35428.950000 PA USD 35965.060000 0.0028668 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 36296YU75 7624.790000 PA USD 7846.830000 0.0006255 Long ABS-MBS USGSE US N 2 2039-01-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36297CNL9 116175.990000 PA USD 118080.480000 0.0094124 Long ABS-MBS USGSE US N 2 2039-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36297C3K3 90814.090000 PA USD 92200.340000 0.0073494 Long ABS-MBS USGSE US N 2 2039-03-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36297C4P1 5148.660000 PA USD 5227.080000 0.0004167 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36297FRC8 19702.600000 PA USD 19594.830000 0.0015619 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 36297FWU2 43065.220000 PA USD 44111.390000 0.0035162 Long ABS-MBS USGSE US N 2 2039-09-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36297FY22 4779.750000 PA USD 4895.960000 0.0003903 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36297GHU7 1261.390000 PA USD 1277.580000 0.0001018 Long ABS-MBS USGSE US N 2 2035-11-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36297GHW3 19873.470000 PA USD 20400.490000 0.0016262 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36297GM49 146309.830000 PA USD 149908.610000 0.0119494 Long ABS-MBS USGSE US N 2 2039-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36297HUT3 65677.210000 PA USD 66668.600000 0.0053143 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36297KCB5 6048.370000 PA USD 6123.390000 0.0004881 Long ABS-MBS USGSE US N 2 2039-09-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620A1U71 2243.780000 PA USD 2261.750000 0.0001803 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620A1YA0 5482.300000 PA USD 5572.140000 0.0004442 Long ABS-MBS USGSE US N 2 2039-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620A2JM9 38955.940000 PA USD 39456.700000 0.0031452 Long ABS-MBS USGSE US N 2 2039-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620A2K70 8288.530000 PA USD 8187.580000 0.0006526 Long ABS-MBS USGSE US N 2 2039-04-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3620A5T25 3426.230000 PA USD 3523.920000 0.0002809 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3620A5X46 76127.130000 PA USD 78358.140000 0.0062460 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3620A5YT0 110115.350000 PA USD 114236.200000 0.0091059 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620A6V87 194772.650000 PA USD 197921.150000 0.0157766 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620A8GN7 11190.460000 PA USD 11455.230000 0.0009131 Long ABS-MBS USGSE US N 2 2039-12-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620A85U3 14046.540000 PA USD 14429.340000 0.0011502 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3620A86F5 4904.900000 PA USD 5035.530000 0.0004014 Long ABS-MBS USGSE US N 2 2039-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3620A86W8 4966.580000 PA USD 5099.150000 0.0004065 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3620A9A84 9043.600000 PA USD 9284.490000 0.0007401 Long ABS-MBS USGSE US N 2 2039-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3620A9BG5 1172.230000 PA USD 1203.760000 0.0000960 Long ABS-MBS USGSE US N 2 2040-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3620A94Q1 15008.820000 PA USD 15267.900000 0.0012170 Long ABS-MBS USGSE US N 2 2040-01-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AABR8 149842.630000 PA USD 148328.110000 0.0118235 Long ABS-MBS USGSE US N 2 2040-05-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AALN6 42559.060000 PA USD 43687.660000 0.0034824 Long ABS-MBS USGSE US N 2 2039-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3620AAMF2 17847.650000 PA USD 18174.010000 0.0014487 Long ABS-MBS USGSE US N 2 2039-11-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AAMN5 111797.490000 PA USD 115053.170000 0.0091711 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AARB6 35146.360000 PA USD 36166.530000 0.0028829 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 5229.930000 PA USD 5296.590000 0.0004222 Long ABS-MBS USGSE US N 2 2039-08-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620AAXT0 82267.880000 PA USD 81265.150000 0.0064778 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 22785.840000 PA USD 23398.600000 0.0018651 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 3620ALHJ6 35182.410000 PA USD 35625.150000 0.0028397 Long ABS-MBS USGSE US N 2 2040-01-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620ALHS6 26698.370000 PA USD 27092.930000 0.0021596 Long ABS-MBS USGSE US N 2 2040-01-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620ALWD2 1191.270000 PA USD 1209.780000 0.0000964 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 3620AMCN0 14660.900000 PA USD 14898.100000 0.0011876 Long ABS-MBS USGSE US N 2 2040-05-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AM4Q2 2878.080000 PA USD 2852.040000 0.0002273 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3620AQ6V0 149570.450000 PA USD 151842.120000 0.0121036 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 3620ARHT1 54060.420000 PA USD 52119.650000 0.0041545 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3620ARLM1 9904.330000 PA USD 9548.490000 0.0007611 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 27333.310000 PA USD 27596.390000 0.0021997 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620AWYD6 6531.510000 PA USD 6591.010000 0.0005254 Long ABS-MBS USGSE US N 2 2040-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 3620C1LR5 14564.190000 PA USD 14040.730000 0.0011192 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3620C1Z74 246468.090000 PA USD 245116.280000 0.0195386 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36230LVF3 28897.420000 PA USD 28404.600000 0.0022642 Long ABS-MBS USGSE US N 2 2040-11-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36230RZH2 28570.220000 PA USD 27632.980000 0.0022027 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36176A5G0 53114.610000 PA USD 51251.680000 0.0040853 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36176E4F5 3052.620000 PA USD 2883.910000 0.0002299 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36176FCR7 4747.840000 PA USD 4769.810000 0.0003802 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36176KC21 227596.210000 PA USD 223879.510000 0.0178458 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 36176KTF4 48768.190000 PA USD 49213.010000 0.0039228 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36176L5Q4 162499.020000 PA USD 159782.830000 0.0127365 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36176NAH4 2775.660000 PA USD 2802.380000 0.0002234 Long ABS-MBS USGSE US N 2 2041-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36176PPN0 41884.430000 PA USD 40600.370000 0.0032363 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36176Q3Q5 58489.870000 PA USD 57357.430000 0.0045720 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36176XJL4 31289.290000 PA USD 29454.700000 0.0023479 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 36176XUJ6 1811358.250000 PA USD 1705590.610000 0.1359552 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 36225AMB3 28.240000 PA USD 29.060000 0.0000023 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 36225AUD0 646.350000 PA USD 665.130000 0.0000530 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 36225AZL7 284.220000 PA USD 292.500000 0.0000233 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BC55 1587.070000 PA USD 1637.530000 0.0001305 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225BDE5 718.110000 PA USD 722.730000 0.0000576 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BEA2 63976.690000 PA USD 65839.770000 0.0052482 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 36225BEV6 16300.190000 PA USD 16774.870000 0.0013372 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BKS6 4057.470000 PA USD 4363.650000 0.0003478 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 8.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BMJ4 45.730000 PA USD 46.670000 0.0000037 Long ABS-MBS USGSE US N 2 2031-02-15 Fixed 7.5 N N N N N N GNMA PASS THRU POOLS N/A 36225BPY8 2499.070000 PA USD 2675.360000 0.0002133 Long ABS-MBS USGSE US N 2 2031-09-15 Fixed 8 N N N N N N GNMA PASS THRU POOLS N/A 36225BYG7 490.760000 PA USD 502.680000 0.0000401 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36225BY36 636.670000 PA USD 670.760000 0.0000535 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 36225BY93 1529.490000 PA USD 1611.700000 0.0001285 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 36225B3D8 45319.110000 PA USD 46851.230000 0.0037346 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 36241KCW6 698.430000 PA USD 702.210000 0.0000560 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241KDZ8 3709.210000 PA USD 3907.850000 0.0003115 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 36241KEH7 4142.340000 PA USD 4089.780000 0.0003260 Long ABS-MBS USGSE US N 2 2035-06-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KF45 26262.490000 PA USD 26935.490000 0.0021471 Long ABS-MBS USGSE US N 2 2035-10-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KH84 115959.670000 PA USD 120801.490000 0.0096293 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KLL0 9201.780000 PA USD 9584.550000 0.0007640 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 36241KLQ9 14713.850000 PA USD 15325.350000 0.0012216 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 36241KLZ9 2237.440000 PA USD 2372.450000 0.0001891 Long ABS-MBS USGSE US N 2 2037-02-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241KL71 32827.840000 PA USD 34038.720000 0.0027133 Long ABS-MBS USGSE US N 2 2037-04-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KQ76 856.590000 PA USD 892.180000 0.0000711 Long ABS-MBS USGSE US N 2 2038-02-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KQ92 7114.570000 PA USD 7412.760000 0.0005909 Long ABS-MBS USGSE US N 2 2038-02-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KRH3 91979.720000 PA USD 94889.790000 0.0075638 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 36241KRP5 682143.200000 PA USD 710567.870000 0.0566404 Long ABS-MBS USGSE US N 2 2038-03-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KRQ3 14044.700000 PA USD 14633.360000 0.0011664 Long ABS-MBS USGSE US N 2 2038-03-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KSW9 104498.250000 PA USD 108854.780000 0.0086770 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 36241KSZ2 9946.610000 PA USD 10426.820000 0.0008311 Long ABS-MBS USGSE US N 2 2038-05-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241KTF5 53312.640000 PA USD 55547.250000 0.0044278 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 36241KTW8 20350.630000 PA USD 21593.180000 0.0017212 Long ABS-MBS USGSE US N 2 2038-07-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241KUF3 63199.660000 PA USD 65844.100000 0.0052485 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 36241KUY2 57072.770000 PA USD 59444.850000 0.0047384 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 36241KU55 79920.290000 PA USD 83242.840000 0.0066354 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 36241KU89 304588.070000 PA USD 317202.810000 0.0252847 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 36241KVH8 32543.180000 PA USD 33899.700000 0.0027022 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 36241KVQ8 17475.590000 PA USD 18205.170000 0.0014512 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 36241KVS4 36039.480000 PA USD 37535.060000 0.0029920 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 36241KV54 8472.660000 PA USD 8990.300000 0.0007166 Long ABS-MBS USGSE US N 2 2038-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241KXB9 36443.010000 PA USD 37966.700000 0.0030264 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KXT0 13481.050000 PA USD 13530.060000 0.0010785 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241KXY9 15324.390000 PA USD 15965.400000 0.0012726 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KYD4 26374.320000 PA USD 27476.720000 0.0021902 Long ABS-MBS USGSE US N 2 2038-12-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KZC5 96838.060000 PA USD 100897.360000 0.0080427 Long ABS-MBS USGSE US N 2 2038-11-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KZF8 336796.460000 PA USD 334954.110000 0.0266997 Long ABS-MBS USGSE US N 2 2039-01-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 36241KZZ4 62848.300000 PA USD 65456.650000 0.0052176 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241K2L1 44423.060000 PA USD 46256.770000 0.0036872 Long ABS-MBS USGSE US N 2 2039-02-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241K3M8 127622.400000 PA USD 132964.970000 0.0105988 Long ABS-MBS USGSE US N 2 2039-03-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241K4C9 5408.400000 PA USD 5482.670000 0.0004370 Long ABS-MBS USGSE US N 2 2039-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241K5Q7 44950.030000 PA USD 46826.900000 0.0037326 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241K5X2 7258.690000 PA USD 7561.460000 0.0006027 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241K7B8 332538.500000 PA USD 340710.330000 0.0271585 Long ABS-MBS USGSE US N 2 2039-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241LAK2 19897.250000 PA USD 20384.060000 0.0016248 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241LAR7 124415.640000 PA USD 125509.500000 0.0100046 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241LA63 1319.070000 PA USD 1399.710000 0.0001116 Long ABS-MBS USGSE US N 2 2039-06-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241LBX3 3207.120000 PA USD 3402.760000 0.0002712 Long ABS-MBS USGSE US N 2 2039-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241LB47 11560.820000 PA USD 12043.980000 0.0009600 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 36241LCL8 10110.230000 PA USD 10719.550000 0.0008545 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241LCR5 291519.390000 PA USD 303722.270000 0.0242102 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 36241LC20 4338.890000 PA USD 4520.750000 0.0003604 Long ABS-MBS USGSE US N 2 2039-10-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LDM5 11594.730000 PA USD 12079.930000 0.0009629 Long ABS-MBS USGSE US N 2 2039-11-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LED4 1626.570000 PA USD 1694.250000 0.0001351 Long ABS-MBS USGSE US N 2 2039-12-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LEV4 3269.610000 PA USD 3317.970000 0.0002645 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 36241LE77 10958.940000 PA USD 11626.520000 0.0009268 Long ABS-MBS USGSE US N 2 2039-11-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241LF50 32283.350000 PA USD 33071.410000 0.0026362 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241LF68 83805.100000 PA USD 85850.840000 0.0068433 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241LG59 27268.010000 PA USD 28409.400000 0.0022646 Long ABS-MBS USGSE US N 2 2040-03-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LHH2 205424.350000 PA USD 210419.850000 0.0167729 Long ABS-MBS USGSE US N 2 2040-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241LHP4 309459.650000 PA USD 322382.630000 0.0256976 Long ABS-MBS USGSE US N 2 2040-03-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LJF4 134379.180000 PA USD 137625.490000 0.0109703 Long ABS-MBS USGSE US N 2 2040-05-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241LJH0 9952.120000 PA USD 10559.420000 0.0008417 Long ABS-MBS USGSE US N 2 2040-01-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241LJV9 14814.160000 PA USD 15435.200000 0.0012304 Long ABS-MBS USGSE US N 2 2039-03-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LJ98 4448.270000 PA USD 4634.520000 0.0003694 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 36241LKH8 3177.050000 PA USD 3254.170000 0.0002594 Long ABS-MBS USGSE US N 2 2040-06-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241LKU9 1603714.940000 PA USD 1574908.100000 0.1255383 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 36241LLD6 25950.670000 PA USD 26581.270000 0.0021188 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241LMZ6 885.650000 PA USD 939.020000 0.0000749 Long ABS-MBS USGSE US N 2 2039-09-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241LQ66 27397.360000 PA USD 27247.680000 0.0021720 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 36241LSA5 649915.310000 PA USD 677115.490000 0.0539739 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LSW7 207774.420000 PA USD 214090.370000 0.0170655 Long ABS-MBS USGSE US N 2 2040-07-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LUL8 47897.450000 PA USD 50108.010000 0.0039942 Long ABS-MBS USGSE US N 2 2040-08-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241LUR5 32565.360000 PA USD 34529.890000 0.0027524 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 6 N N N N N N GNMA PASS THRU POOLS N/A 36241LVE3 10366.030000 PA USD 10800.450000 0.0008609 Long ABS-MBS USGSE US N 2 2041-02-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241LWN2 110039.320000 PA USD 112721.580000 0.0089852 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241LWY8 12337.070000 PA USD 12710.600000 0.0010132 Long ABS-MBS USGSE US N 2 2041-02-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 36241L2E5 954509.950000 PA USD 898971.290000 0.0716584 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36241L6G6 16186.310000 PA USD 16579.370000 0.0013216 Long ABS-MBS USGSE US N 2 2033-12-15 Fixed 5 N N N N N N GNMA PASS THRU POOLS N/A 36241L6L5 41213.030000 PA USD 42594.420000 0.0033953 Long ABS-MBS USGSE US N 2 2040-03-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2AJ1 20154.340000 PA USD 20044.690000 0.0015978 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2AK8 16109.090000 PA USD 16001.780000 0.0012755 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 4.5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2BF8 12322.150000 PA USD 12614.730000 0.0010055 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 5.5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2EV0 359120.940000 PA USD 338264.740000 0.0269636 Long ABS-MBS USGSE US N 2 2043-04-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3622A2N32 1648413.970000 PA USD 1597593.860000 0.1273466 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 3139532.590000 PA USD 3042698.350000 0.2425381 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 4376794.360000 PA USD 4241723.600000 0.3381142 Long ABS-MBS USGSE US N 2 2046-07-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36177WUA6 153841.490000 PA USD 144832.830000 0.0115448 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 36178BDC6 317563.580000 PA USD 298942.550000 0.0238292 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 36178CLZ4 64156.340000 PA USD 60396.680000 0.0048143 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 36178M6C0 18647.930000 PA USD 17089.230000 0.0013622 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36178SHR2 10903.150000 PA USD 10235.770000 0.0008159 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 36178UUR2 9407.680000 PA USD 8856.160000 0.0007059 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 36180HHP6 28101.040000 PA USD 26992.290000 0.0021516 Long ABS-MBS USGSE US N 2 2043-05-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 36180MXS1 33142.680000 PA USD 31025.180000 0.0024731 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 36180VU88 368301.790000 PA USD 318827.080000 0.0254142 Long ABS-MBS USGSE US N 2 2046-10-15 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36181AKM3 55260.420000 PA USD 51954.410000 0.0041414 Long ABS-MBS USGSE US N 2 2043-06-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36181AYM8 288778.040000 PA USD 271854.730000 0.0216700 Long ABS-MBS USGSE US N 2 2043-06-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36181AYN6 2883257.850000 PA USD 2700119.050000 0.2152306 Long ABS-MBS USGSE US N 2 2043-06-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36198TUD2 146122.070000 PA USD 130651.940000 0.0104145 Long ABS-MBS USGSE US N 2 2045-01-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36183WHN5 43115.360000 PA USD 40282.770000 0.0032110 Long ABS-MBS USGSE US N 2 2045-01-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 36184BTV9 77844.530000 PA USD 69602.320000 0.0055481 Long ABS-MBS USGSE US N 2 2045-03-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36184KHR1 129471.830000 PA USD 121877.430000 0.0097150 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 36185BUR5 108416.190000 PA USD 93863.660000 0.0074820 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 2.5 N N N N N N GNMA PASS THRU POOLS N/A 36186NLH0 57243.010000 PA USD 52355.010000 0.0041733 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36186NLN7 109886.030000 PA USD 98250.960000 0.0078317 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617A0C87 312467.760000 PA USD 279389.340000 0.0222705 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617A2VW9 187589.320000 PA USD 167725.730000 0.0133697 Long ABS-MBS USGSE US N 2 2045-08-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36196D2P3 101912.050000 PA USD 91121.900000 0.0072635 Long ABS-MBS USGSE US N 2 2047-02-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 36197MRM2 372360.980000 PA USD 358144.550000 0.0285482 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 235739.630000 PA USD 226297.680000 0.0180385 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 178401.240000 PA USD 170743.930000 0.0136103 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 295876.340000 PA USD 282826.050000 0.0225445 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 314596.000000 PA USD 300720.060000 0.0239708 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 106117.590000 PA USD 101940.250000 0.0081258 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 77782.900000 PA USD 74290.510000 0.0059218 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 1188033.190000 PA USD 1135693.790000 0.0905279 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 114755.310000 PA USD 109557.170000 0.0087330 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 228845.220000 PA USD 218479.580000 0.0174153 Long ABS-MBS USGSE US N 2 2048-08-15 Fixed 4 N N N N N N GNMA PASS THRU POOLS N/A 3617LC3L0 687134.790000 PA USD 631301.560000 0.0503220 Long ABS-MBS USGSE US N 2 2049-11-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617M42A2 417716.330000 PA USD 383667.410000 0.0305827 Long ABS-MBS USGSE US N 2 2049-12-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617M5KT8 331887.770000 PA USD 295189.730000 0.0235300 Long ABS-MBS USGSE US N 2 2050-02-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617MFVC1 366665.330000 PA USD 336949.140000 0.0268587 Long ABS-MBS USGSE US N 2 2050-01-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617MN5W9 5054696.010000 PA USD 4495759.860000 0.3583638 Long ABS-MBS USGSE US N 2 2050-03-15 Fixed 3 N N N N N N GNMA PASS THRU POOLS N/A 3617MR3K8 172280.890000 PA USD 158282.790000 0.0126170 Long ABS-MBS USGSE US N 2 2050-02-15 Fixed 3.5 N N N N N N GNMA PASS THRU POOLS N/A 3617YD2W1 3233489.230000 PA USD 3098647.010000 0.2469978 Long ABS-MBS USGSE US N 2 2052-03-15 Fixed 4 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-23 N/A 38378MAC9 1873709.010000 PA USD 248171.260000 0.0197821 Long ABS-MBS USGSE US N 2 2042-08-20 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-102 N/A 38379NWK4 1093397.670000 PA USD 119657.500000 0.0095381 Long ABS-MBS USGSE US N 2 2045-07-20 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-126 N/A 38379QFL4 1736402.320000 PA USD 1050421.650000 0.0837307 Long ABS-MBS USGSE US N 2 2045-09-20 Floating 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-127 N/A 38379MX90 640943.780000 PA USD 17316.310000 0.0013803 Long ABS-MBS USGSE US N 2 2043-06-20 Floating 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-165 N/A 38379FE39 3396806.700000 PA USD 359953.150000 0.0286924 Long ABS-MBS USGSE US N 2 2042-11-20 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-166 N/A 38379FDK2 652721.930000 PA USD 13241.050000 0.0010555 Long ABS-MBS USGSE US N 2 2042-06-20 Floating 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-180 N/A 38379TGM5 706614.180000 PA USD 19373.660000 0.0015443 Long ABS-MBS USGSE US N 2 2042-06-20 Floating 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-118 N/A 38380AUU9 268105.100000 PA USD 47090.520000 0.0037537 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 308469.680000 PA USD 4749.630000 0.0003786 Long ABS-MBS USGSE US N 2 2045-08-20 Floating 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-160 N/A 38380B5Q4 220675.750000 PA USD 28252.790000 0.0022521 Long ABS-MBS USGSE US N 2 2046-06-20 Fixed 3 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-180 N/A 38376T6N7 944372.140000 PA USD 15393.270000 0.0012270 Long ABS-MBS USGSE US N 2 2045-09-20 Floating 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-15 N/A 38380CSQ7 764450.170000 PA USD 14451.850000 0.0011520 Long ABS-MBS USGSE US N 2 2045-11-20 Floating 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-57 N/A 38380B7Q2 545748.010000 PA USD 14090.560000 0.0011232 Long ABS-MBS USGSE US N 2 2045-12-20 Floating 0 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H23 N/A 38375US27 3770774.920000 PA USD 3579044.970000 0.2852911 Long ABS-MBS USGSE US N 2 2067-11-20 Fixed 3 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H15 N/A 38380QHX3 8091168.770000 PA USD 8065455.040000 0.6429096 Long ABS-MBS USGSE US N 2 2070-08-20 Floating 4.38665 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H15 N/A 38380QJA1 7878087.120000 PA USD 7805674.110000 0.6222021 Long ABS-MBS USGSE US N 2 2070-07-20 Floating 3.30637 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H17 N/A 38380QMV1 8677184.740000 PA USD 8651883.800000 0.6896547 Long ABS-MBS USGSE US N 2 2070-10-20 Floating 3.38784 N N N N N N GOVERNMENT NATL MTGE ASSOC 2009-19 N/A 38373M6P0 685782.570000 PA USD 1700.260000 0.0001355 Long ABS-MBS USGSE US N 2 2051-03-16 Variable 1.09176 N N N N N N GOVERNMENT NATL MTGE ASSOC 2021-H16 N/A 38382YGW7 23996674.130000 PA USD 24603679.600000 1.9611964 Long ABS-MBS USGSE US N 2 2071-09-20 Floating 5.32571 N N N N N N GOVT NATL MORTGAGE ASSOC SERIES 2007-18 N/A 38375JD69 195224.890000 PA USD 175540.500000 0.0139926 Long ABS-MBS USGSE US N 2 2035-03-20 None 0 N N N N N N GREENPOINT MRGT PASS THRU CER 2003-1 N/A 395387AA1 8403.740000 PA USD 7894.370000 0.0006293 Long ABS-MBS CORP US N 2 2033-10-25 Floating 3.72623 N N N N N N GREENPOINT MTGE FUNDING TR 2006-AR3 N/A 39538WHG6 458012.030000 PA USD 416062.850000 0.0331650 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.92871 Y N N N N N GREENPOINT MTGE FUNDING TR 2006-AR7 N/A 39538CAF9 1332888.320000 PA USD 1194162.770000 0.0951885 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.78871 Y N N N N N GS MORTGAGE SECURITIES CORP TRUST 2018-TWR N/A 36251SAA6 2000000.000000 PA USD 1909839.200000 0.1522362 Long ABS-MBS CORP US N 2 2031-07-15 Floating 5.468 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 N/A 36262JAB1 3589559.780000 PA USD 2898633.420000 0.2310544 Long ABS-MBS CORP US N 2 2052-02-25 Variable 2.5 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 N/A 36263KAB7 1767120.160000 PA USD 1426980.980000 0.1137468 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.5 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1 N/A 36265LAB3 16543075.790000 PA USD 13826391.740000 1.1021225 Long ABS-MBS CORP US N 2 2052-09-25 Variable 3 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ2 N/A 36267EAD3 37572256.950000 PA USD 30340266.270000 2.4184684 Long ABS-MBS CORP US N 2 2052-06-25 Variable 2.5 N N N N N N GSAMP TRUST 2003-SEA N/A 36228FVH6 78473.300000 PA USD 75792.160000 0.0060415 Long ABS-MBS CORP US N 2 2033-02-25 Floating 5.18871 N N N N N N GSAMP TRUST 2006-S6 N/A 36245CAB8 7502230.860000 PA USD 77619.580000 0.0061872 Long ABS-MBS CORP US N 2 2036-10-25 Variable 4.68871 Y N N N N N GSAMP TRUST 2007-FM1 N/A 3622MAAA9 956087.730000 PA USD 518220.770000 0.0413082 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.52871 N N N N N N GSR MORTGAGE LOAN TRUST 2006-AR2 N/A 36297TAB8 131090.430000 PA USD 91006.150000 0.0072542 Long ABS-MBS CORP US N 2 2036-04-25 Floating 3.16054 N N N N N N GSR MORTGAGE LOAN TRUST 2006-OA1 N/A 362631AC7 2055625.960000 PA USD 571530.620000 0.0455576 Long ABS-MBS CORP US N 2 2046-08-25 Floating 4.90871 N N N N N N GSR MTGE LOAN TRUST 2004-7 N/A 36228F4P8 9721.200000 PA USD 9305.440000 0.0007418 Long ABS-MBS CORP US N 2 2034-06-25 Floating 3.02824 N N N N N N HALSEYPOINT CLO 3 LTD 2020-3A N/A 40638UAA7 4450000.000000 PA USD 4394055.940000 0.3502568 Long ABS-CBDO CORP KY N 2 2032-11-30 Floating 5.86471 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2004-8 N/A 41161PHE6 29817.620000 PA USD 25350.560000 0.0020207 Long ABS-MBS CORP US N 2 2034-11-19 Floating 3.20459 N N N N N N HARBORVIEW MORTGAGE LOAN TR 2005-4 N/A 41161PMZ3 280.620000 PA USD 275.100000 0.0000219 Long ABS-MBS CORP US N 2 2035-07-19 Floating 3.48218 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-4 N/A 41161PL76 511317.180000 PA USD 149690.760000 0.0119321 Long ABS-MBS CORP US N 2 2046-05-19 Floating 4.77914 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2006-6 N/A 41161UAJ1 46388.890000 PA USD 41387.360000 0.0032990 Long ABS-MBS CORP US N 2 2036-08-19 Floating 3.32069 Y N N N N N HARBORVIEW MORTGAGE LOAN TR 2007-1 N/A 41164MAC1 220599.750000 PA USD 194824.920000 0.0155298 Long ABS-MBS CORP US N 2 2037-03-19 Floating 4.59914 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2004-6 N/A 41161PFS7 641127.670000 PA USD 588490.960000 0.0469095 Long ABS-MBS CORP US N 2 2034-08-19 Floating 3.97871 N N N N N N HOMEBANC MORTGAGE TRUST 2004-1 N/A 43739EAB3 110569.240000 PA USD 104654.290000 0.0083422 Long ABS-MBS CORP US N 2 2029-08-25 Floating 5.24871 N N N N N N HOMEBANC MTGE TRUST 2006-2 N/A 43739HAA8 16550.460000 PA USD 16451.990000 0.0013114 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.74871 N N N N N N IMC HOME EQ LN TR 1997-5 N/A 449670DE5 6.680000 PA USD 6.660000 0.0000005 Long ABS-MBS CORP US N 2 2028-11-20 Fixed 6.88 N N N N N N IMC HOME EQUITY LN TR 1997-3 N/A 449670CP1 4271.500000 PA USD 4276.900000 0.0003409 Long ABS-MBS CORP US N 2 2028-08-20 Fixed 7.52 N N N N N N IMPAC SECURED ASSETS CORP 2006-3 N/A 45255RAC1 102302.730000 PA USD 100673.280000 0.0080248 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.68871 N N N N N N INDYMAC ARM TRUST 2001-H2 N/A 45660UAT6 1736.460000 PA USD 1580.830000 0.0001260 Long ABS-MBS CORP US N 2 2032-01-25 Floating 3.5438 N N N N N N INDYMAC INDB MTGE LOAN TRUST 2005-1 N/A 45660LYW3 91039.380000 PA USD 54243.760000 0.0043239 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.98871 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR31 N/A 45660LV97 607.550000 PA USD 512.230000 0.0000408 Long ABS-MBS CORP US N 2 2036-01-25 Floating 3.21245 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR31 N/A 45660LW70 217621.710000 PA USD 197311.470000 0.0157280 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.89518 Y N N N N N INDYMAC INDX MORTGAGE LOAN TR 2005-AR6 N/A 45660LGD5 46505.080000 PA USD 38502.560000 0.0030691 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.86871 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2006-AR4 N/A 45661EAV6 552849.440000 PA USD 482458.990000 0.0384575 Long ABS-MBS CORP US N 2 2046-05-25 Floating 4.80871 N N N N N N INDYMAC INDX MORTGAGE LOAN TR 2007-AR7 N/A 45670CAA5 309043.630000 PA USD 123647.210000 0.0098561 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.68871 Y N N N N N INDYMAC INDX MTGE LOAN TR 2005-AR2 N/A 45660LCL1 80721.320000 PA USD 69395.410000 0.0055316 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.02871 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2004-AR11 N/A 45660N6S9 2735.360000 PA USD 2588.240000 0.0002063 Long ABS-MBS CORP US N 2 2034-12-25 Floating 3.83659 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR11 N/A 45660LQL6 461913.860000 PA USD 370250.330000 0.0295132 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.22876 Y N N N N N INDYMAC INDX MTGE LOAN TRUST 2005-AR12 N/A 45660LMG1 412274.890000 PA USD 380353.390000 0.0303185 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.86871 N N N N N N INDYMAC INDX MTGE LOAN TRUST 2006-AR19 N/A 45660GAG5 7727192.630000 PA USD 6667667.020000 0.5314898 Long ABS-MBS CORP US N 2 2036-08-25 Variable 3.52136 N N N N N N INDYMAC RESIDENTIAL ASSET BACKED 2007-A N/A 43710BAA4 663657.090000 PA USD 514840.810000 0.0410387 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.60871 N N N N N N JP MORGAN MORTGAGE ACQ CORP 2005-RM1 N/A 46629NAC7 35615.630000 PA USD 16153.790000 0.0012876 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.54871 N N N N N N JP MORGAN MORTGAGE TRUST 2019-2 N/A 46650TAL6 1073856.080000 PA USD 1065505.020000 0.0849330 Long ABS-MBS CORP US N 2 2049-08-25 Floating 4.99357 N N N N N N JP MORGAN MORTGAGE TRUST 2019-6 N/A 46651BAL4 2222098.450000 PA USD 2060816.990000 0.1642708 Long ABS-MBS CORP US N 2 2049-12-25 Floating 4.94357 N N N N N N JP MORGAN MORTGAGE TRUST 2021-INV8 N/A 46654RAG7 21734730.050000 PA USD 18217620.380000 1.4521540 Long ABS-MBS CORP US N 2 2052-05-25 Variable 3 N N N N N N JP MORGAN MORTGAGE TRUST 2021-LTV4 N/A 46654DAD5 7028525.810000 PA USD 5891171.170000 0.4695941 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3 N N N N N N JP MORGAN MORTGAGE TRUST 2021-LTV6 N/A 46654FAD0 6433875.810000 PA USD 5392747.310000 0.4298640 Long ABS-MBS CORP US N 2 2052-04-25 Fixed 3 N N N N N N JP MORGAN MTGE ACQUIS CORP 2007-CH3 N/A 46630XAF5 125679.160000 PA USD 122354.910000 0.0097531 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.64871 N N N N N N JP MORGAN MTGE TRUST 2005-A7 N/A 466247WQ2 485911.240000 PA USD 419585.080000 0.0334458 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.23321 N N N N N N KKR CLO LTD 18 N/A 48251JAL7 3018022.840000 PA USD 2990011.240000 0.2383383 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 5.13371 N N N N N N LCM 30 LTD N/A 50200YAQ1 5800000.000000 PA USD 5668504.200000 0.4518450 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 5.32257 N N N N N N LCM LP 13A N/A 50184KBL1 2180279.560000 PA USD 2156746.710000 0.1719175 Long ABS-CBDO CORP KY N 2 2027-07-19 Floating 5.09657 N N N N N N LCM XX LP 20A N/A 50188WAE8 411634.520000 PA USD 409738.060000 0.0326608 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 5.28257 N N N N N N LEHMAN XS TRUST 2006-16N N/A 52522DAH4 1567796.070000 PA USD 1155303.120000 0.0920910 Long ABS-MBS CORP US N 2 2046-11-25 Floating 5.02871 Y N N N N N LONG BEACH MTGE LOAN TRUST 2001-4 N/A 542514BK9 201108.080000 PA USD 198223.200000 0.0158007 Long ABS-MBS CORP US N 2 2032-03-25 Floating 5.81371 N N N N N N LONG BEACH MTGE LOAN TRUST 2004-4 N/A 542514HN7 61845.360000 PA USD 56650.260000 0.0045157 Long ABS-MBS CORP US N 2 2034-10-25 Floating 4.94871 N N N N N N LONG BEACH MTGE LOAN TRUST 2004-4 N/A 542514HV9 239724.010000 PA USD 237945.620000 0.0189670 Long ABS-MBS CORP US N 2 2034-10-25 Floating 5.43871 N N N N N N LUMINENT MORTGAGE TRUST 2006-7 N/A 55028BAA5 365514.640000 PA USD 329195.020000 0.0262406 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.74871 Y N N N N N ACE SECURITIES CORP 2004-RM1 N/A 004421FS7 188117.550000 PA USD 179497.350000 0.0143080 Long ABS-MBS CORP US N 2 2034-07-25 Floating 5.43871 N N N N N N MARATHON CLO V LTD 2013-5A N/A 56576QAN8 36521.030000 PA USD 36560.950000 0.0029143 Long ABS-CBDO CORP KY N 2 2027-11-21 Floating 5.54543 N N N N N N ACE SECURITIES CORP 2005-HE7 N/A 004421UC5 352931.220000 PA USD 352781.930000 0.0281208 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.04871 N N N N N N MASTR ADJ RATE MTGE TRUST 2007-HF1 N/A 57645RAA9 359733.120000 PA USD 158977.580000 0.0126723 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.86871 N N N N N N ACE SECURITIES CORP 2006-HE4 N/A 00442BAB7 134374.540000 PA USD 52954.000000 0.0042210 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.50871 N N N N N N MASTR ASSET BACKED SEC TR 2005-NC1 N/A 57643LGG5 469004.220000 PA USD 447458.260000 0.0356676 Long ABS-MBS CORP US N 2 2034-12-25 Floating 5.13871 N N N N N N MASTR ASSET SECURIZATION TR 2007-3 N/A 57645NAS9 23381.200000 PA USD 23144.950000 0.0018449 Long ABS-MBS CORP US N 2 2047-05-25 Floating 4.98871 Y N N N N N MASTR ASSET SECURIZATION TR 2007-3 N/A 57645NAT7 3350000.000000 PA USD 2711522.830000 0.2161396 Long ABS-MBS CORP US N 2 2047-05-25 Floating 5.06871 Y N N N N N MASTR REPERFORMING LOAN TRUST 2005-1 N/A 576436AT6 69994.910000 PA USD 53283.490000 0.0042473 Long ABS-MBS CORP US N 2 2034-08-25 Fixed 7 Y N N N N N MASTR SEASONED SECURITIES TRUST 2005-1 N/A 55265WCJ0 93638.450000 PA USD 85189.910000 0.0067906 Long ABS-MBS CORP US N 2 2032-10-25 Floating 3.96985 N N N N N N MELLON RESIDENTIAL FUND CORP 2000-TBC2 N/A 585525ED6 101537.190000 PA USD 98213.020000 0.0078287 Long ABS-MBS CORP US N 2 2030-06-15 Floating 4.79786 N N N N N N MELLON RESIDENTIAL FUND CORP 2000-TBC3 N/A 585525EN4 132248.170000 PA USD 123801.390000 0.0098684 Long ABS-MBS CORP US N 2 2030-12-15 Floating 4.75786 N N N N N N MELLON RESIDENTIAL FUNDING CO 2001-TBC1 N/A 585525FC7 117530.540000 PA USD 111921.970000 0.0089215 Long ABS-MBS CORP US N 2 2031-11-15 Floating 5.01786 N N N N N N MELLON RESIDENTIAL FUNDING CO 2001-TBC1 N/A 585525FE3 14955.390000 PA USD 13426.420000 0.0010702 Long ABS-MBS CORP US N 2 2031-11-15 Floating 5.19786 N N N N N N MERRILL LYNCH ALTERNATIVE NT 2007-A2 N/A 59024FAF1 895521.430000 PA USD 260774.590000 0.0207867 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.98871 N N N N N N MERRILL LYNCH MORTGAGE INVESTO-2006-RM4 N/A 59023QAB7 128049.650000 PA USD 28471.780000 0.0022695 Long ABS-MBS CORP US N 2 2037-09-25 Floating 4.54871 N N N N N N MERRILL LYNCH MORTGAGE INVESTO-2006-RM5 N/A 59023FAA3 986955.700000 PA USD 165732.960000 0.0132108 Long ABS-MBS CORP US N 2 2037-10-25 Floating 4.50871 Y N N N N N MERRILL LYNCH MTGE INVESTORS 2004-OPT1 N/A 59020UKM6 186402.340000 PA USD 183165.020000 0.0146004 Long ABS-MBS CORP US N 2 2035-06-25 Floating 5.10871 N N N N N N MESA TRUST ASSET BK CERT 2001-5 N/A 68400XAA8 37140.150000 PA USD 37098.860000 0.0029572 Long ABS-MBS CORP US N 2 2031-12-25 Floating 5.18871 N N N N N N MF1 2022-FL9 LLC N/A 55285AAA5 3000000.000000 PA USD 2957583.300000 0.2357534 Long ABS-CBDO CORP US N 2 2037-06-19 Floating 6.47102 N N N N N N MIDOCEAN CREDIT CLO II 2013-2A N/A 59863KAS6 3527572.700000 PA USD 3486846.170000 0.2779418 Long ABS-CBDO CORP KY N 2 2030-01-29 Floating 5.44471 N N N N N N MIDOCEAN CREDIT CLO VIII 2018-8A N/A 59801MAL2 5800000.000000 PA USD 5701897.700000 0.4545069 Long ABS-CBDO CORP KY N 2 2031-02-20 Floating 5.72543 N N N N N N MLCC MORTGAGE INVESTORS INC 2003-G N/A 5899296K9 956844.550000 PA USD 884942.180000 0.0705401 Long ABS-MBS CORP US N 2 2029-01-25 Floating 5.27907 N N N N N N ADJUSTABLE RATE MORTAGE TRUST 2005-5 N/A 007036LJ3 173170.630000 PA USD 146260.690000 0.0116587 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.36054 Y N N N N N MLCC MORTGAGE INVESTORS INC 2005-1 N/A 59020UUK9 4090.190000 PA USD 3602.060000 0.0002871 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.84781 N N N N N N MLCC MORTGAGE INVESTORS INC. 2003-F N/A 5899292N7 8116.120000 PA USD 7844.250000 0.0006253 Long ABS-MBS CORP US N 2 2028-10-25 Floating 4.86271 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-SUN N/A 61691MAA5 2500000.000000 PA USD 2452458.250000 0.1954891 Long ABS-MBS CORP US N 2 2035-07-15 Floating 5.218 N N N N N N MORGAN STANLEY MORTGAGE TRUST-2005-3AR N/A 61745M4R1 390988.750000 PA USD 324875.090000 0.0258963 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.57168 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-10XS N/A 61751MAA2 731646.960000 PA USD 455464.570000 0.0363058 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 Y N N N N N MORGAN STANLEY MTGE LN TR 2007-6XS N/A 61751JAA9 844444.950000 PA USD 379547.690000 0.0302543 Long ABS-MBS CORP US N 2 2047-02-25 Floating 4.89871 N N N N N N MORGAN STANLEY MTGE LN TR 2007-7AX N/A 61754HAD4 210502.230000 PA USD 62877.500000 0.0050121 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.10871 N N N N N N MORGAN STANLEY MTGE LN TR 2007-8XS N/A 61754PAA2 501670.160000 PA USD 254761.400000 0.0203074 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.75 Y N N N N N MORTGAGE EQUITY CONVER ASSET TR 2007-FF1 N/A 61910AAA6 14068185.410000 PA USD 13857078.220000 1.1045686 Long ABS-MBS CORP US N 2 2042-01-25 Floating 5.13 N N N N N N MORTGAGE EQUITY CONVER ASSET TR 2007-FF2 N/A 61911CAA1 2082197.990000 PA USD 1935938.160000 0.1543166 Long ABS-MBS CORP US N 2 2042-02-25 Floating 5.13 N N N N N N MORTGAGE EQUITY CONVER ASSET TR 2007-FF3 N/A 61911GAA2 6643835.230000 PA USD 5799184.530000 0.4622617 Long ABS-MBS CORP US N 2 2042-05-25 Floating 5.14 N N N N N N MOUNTAIN VIEW CLO LLC 2017-1A N/A 62432HAJ9 5791927.190000 PA USD 5730204.880000 0.4567633 Long ABS-CBDO CORP KY N 2 2029-10-16 Floating 5.16914 N N N N N N MOUNTAIN VIEW CLO LLC 2017-2A N/A 62432LAL5 500000.000000 PA USD 492250.000000 0.0392380 Long ABS-CBDO CORP KY N 2 2031-01-16 Floating 5.11914 N N N N N N MOUNTAIN VIEW CLO LTD 15-10A N/A 62432CAQ4 856857.570000 PA USD 857906.530000 0.0683850 Long ABS-CBDO CORP KY N 2 2027-10-13 Floating 4.76071 N N N N N N MOUNTAIN VIEW CLO LTD 2015-9A N/A 62432BAN3 3400000.000000 PA USD 3334668.660000 0.2658115 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.19914 N N N N N N NASSAU LTD 2017-IA N/A 631707AL0 6520669.840000 PA USD 6437916.210000 0.5131760 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 5.22914 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 N/A 64830NAA9 7100359.480000 PA USD 6630461.240000 0.5285241 Long ABS-MBS CORP US N 2 2059-07-25 Fixed 2.75 N N N N N N AFC HOME EQUITY LOAN TRUST 1999-2 N/A 00105HDZ6 138432.960000 PA USD 85970.910000 0.0068529 Long ABS-MBS CORP US N 2 2029-06-25 Floating 5.19871 N N N N N N NEWARK BSL CLO 2 LTD 2017 1A N/A 65023PAN0 6845327.890000 PA USD 6769224.270000 0.5395851 Long ABS-CBDO CORP KY N 2 2030-07-25 Floating 5.32843 N N N N N N NOMURA ASSET ACCEP CORP 2001-R1A N/A 65535VAA6 115874.450000 PA USD 110844.250000 0.0088356 Long ABS-MBS CORP US N 2 2030-02-19 Fixed 7 N N N N N N NOVASTAR HOME EQUITY LOAN 2007-1 N/A 669971AA1 1615567.240000 PA USD 1077783.190000 0.0859117 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.51871 N N N N N N ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2 N/A 67114WAA9 3018756.510000 PA USD 2530261.940000 0.2016910 Long ABS-MBS CORP US N 2 2052-01-25 Variable 3 N N N N N N OPTION ONE MORTGAGE LOAN TR 2005-1 N/A 68389FGK4 1985478.600000 PA USD 1876730.560000 0.1495970 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.16871 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2005-4 N/A 68389FJJ4 257493.660000 PA USD 244765.980000 0.0195107 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.07871 N N N N N N OPTION ONE MORTGAGE LOAN TRUST 2007-1 N/A 68400DAE4 520477.020000 PA USD 310276.490000 0.0247326 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.52871 N N N N N N OZLM XIX LTD 2017-17A N/A 67111NAA2 3577582.790000 PA USD 3528462.220000 0.2812590 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 5.49257 N N N N N N PALMER SQUARE CLO LTD 2018-2 N/A 69688MAA3 2900000.000000 PA USD 2863628.780000 0.2282642 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 5.17914 N N N N N N PALMER SQUARE LOAN FUNDING 2021-3 N/A 69702BAA9 2656560.750000 PA USD 2625966.390000 0.2093197 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 5.04257 N N N N N N ALLEGRO CLO IX LTD 2018-3A N/A 01750NAA7 3300000.000000 PA USD 3237676.170000 0.2580801 Long ABS-CBDO CORP KY N 2 2031-10-16 Floating 5.24414 N N N N N N PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-RN1 N/A 69363JAA2 7270120.900000 PA USD 6819572.610000 0.5435984 Long ABS-MBS CORP US N 2 2051-07-25 Fixed 3.721 N N N N N N PRIME MORTGAGE TRUST 2004-CL1 N/A 74160MDL3 9933.280000 PA USD 9758.530000 0.0007779 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.78871 N N N N N N AMBAC ASSURANCE CORPORATION 549300RYYRVPPB8NC636 023138AA8 37597.940000 PA USD 52684.110000 0.0041995 Long DBT CORP US N 2 2099-12-31 Fixed 5.1 N N N N N N RENAISSANCE HOME EQ LN TRUST 2002-3 N/A 75970NAA5 16979.890000 PA USD 15596.430000 0.0012432 Long ABS-MBS CORP US N 2 2032-12-25 Floating 5.14871 N N N N N N RENAISSANCE HOME EQUITY LN TR 2003-2 N/A 759950AW8 183265.900000 PA USD 169401.960000 0.0135033 Long ABS-MBS CORP US N 2 2033-08-25 Floating 5.26871 N N N N N N RENAISSANCE HOME EQUITY LOAN TR 2004-3 N/A 759950DY1 151462.840000 PA USD 129416.970000 0.0103160 Long ABS-MBS CORP US N 2 2034-11-25 Floating 5.10871 N N N N N N RENAISSANCE HOME EQUITY LOAN TRUST 2002-2 N/A 759950AH1 289932.460000 PA USD 272034.780000 0.0216843 Long ABS-MBS CORP US N 2 2032-08-25 Floating 5.58871 N N N N N N RESIDENTIAL ACCREDIT LOANS 2006-QO5 N/A 75114HAK3 362753.560000 PA USD 282719.570000 0.0225360 Long ABS-MBS CORP US N 2 2046-05-25 Floating 4.92871 Y N N N N N RESIDENTIAL ACCREDIT LOANS INC 2005-QA9 N/A 761118FJ2 425379.560000 PA USD 164338.880000 0.0130997 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.73154 Y N N N N N RESIDENTIAL ASSET MORTGAGE PROD 2006-RS2 N/A 76112B2D1 71331.610000 PA USD 68673.070000 0.0054740 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.98871 N N N N N N RESIDENTIAL ASSET MTGE PROD 2005-EFC4 N/A 76112BC81 1829000.000000 PA USD 1760369.520000 0.1403217 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.33371 N N N N N N RESIDENTIAL ASSET SEC CORP 2003-KS4 N/A 76110WRT5 50211.540000 PA USD 44892.400000 0.0035784 Long ABS-MBS CORP US N 2 2033-06-25 Floating 4.96871 N N N N N N RESIDENTIAL FUNDING MTGE SEC 2005-SA4 N/A 76111XYD9 635471.090000 PA USD 396587.280000 0.0316126 Long ABS-MBS CORP US N 2 2035-09-25 Floating 3.90968 Y N N N N N ROMARK CLO LTD 2017-1A N/A 77587UAL6 33700000.000000 PA USD 33101825.000000 2.6385964 Long ABS-CBDO CORP KY N 2 2030-10-23 Floating 5.35457 N N N N N N SALOMON BROTHERS MTGE SEC VII 2002-WMC1 N/A 79549AKF5 147131.190000 PA USD 148684.340000 0.0118519 Long ABS-MBS CORP US N 2 2032-01-25 Floating 5.73871 N N N N N N AMERICAN BUSINESS FIN SERVICES 2002-2 N/A 000759CR9 579674.760000 PA USD 405788.910000 0.0323460 Long ABS-MBS CORP US N 2 2033-07-15 Variable 6.785 Y N N N N N SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1 N/A 81377JAB9 2128896.080000 PA USD 487853.780000 0.0388876 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.50871 Y N N N N N SEQUOIA MORTGAGE TRUST 10 N/A 81743VAB9 92085.420000 PA USD 87690.490000 0.0069899 Long ABS-MBS CORP US N 2 2027-10-20 Floating 5.11286 N N N N N N SEQUOIA MORTGAGE TRUST 2007-1 N/A 81744HAA1 311576.080000 PA USD 209915.100000 0.0167326 Long ABS-MBS CORP US N 2 2047-01-20 Floating 2.97607 Y N N N N N SEQUOIA MORTGAGE TRUST 5 N/A 81743WAA9 6333.950000 PA USD 6042.410000 0.0004816 Long ABS-MBS CORP US N 2 2026-10-19 Floating 5.03914 N N N N N N SEQUOIA MORTGAGE TRUST 6 N/A 81743XAA7 9366.000000 PA USD 8876.000000 0.0007075 Long ABS-MBS CORP US N 2 2027-04-19 Floating 4.97914 N N N N N N SLM STUDENT LOAN TRUST 2003-7A N/A B018RFII0 1666276.490000 PA USD 1635329.240000 0.1303546 Long ABS-O CORP US N 2 2033-12-15 Floating 5.969 N N N N N N SLM STUDENT LOAN TRUST 2008-9 N/A 78445JAA5 8031712.650000 PA USD 7959549.320000 0.6344677 Long ABS-O CORP US N 2 2023-04-25 Floating 5.85843 N N N N N N SMALL BUSINESS ADMIN PART CERT 2006-20E N/A 83162CQG1 56252.750000 PA USD 55909.230000 0.0044566 Long ABS-O CORP US N 2 2026-05-01 Fixed 5.87 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20D N/A 83162CRS4 619325.920000 PA USD 613803.760000 0.0489272 Long ABS-O CORP US N 2 2028-04-01 Fixed 5.37 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20E N/A 83162CRU9 656008.270000 PA USD 648784.440000 0.0517156 Long ABS-O CORP US N 2 2028-05-01 Fixed 5.49 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20G N/A 83162CRX3 401352.850000 PA USD 396776.340000 0.0316276 Long ABS-O CORP US N 2 2028-07-01 Fixed 5.87 N N N N N N SMALL BUSINESS ADMIN PART CERTS 2008-20L N/A 83162CSE4 91102.060000 PA USD 93170.240000 0.0074267 Long ABS-O CORP US N 2 2028-12-01 Fixed 6.22 N N N N N N SOUND POINT CLO XV LTD 2017-1A N/A 83609RAL5 4480328.090000 PA USD 4424695.000000 0.3526991 Long ABS-CBDO CORP KY N 2 2029-01-23 Floating 5.22457 N N N N N N SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1 N/A 83611DAA6 60979.720000 PA USD 17622.000000 0.0014047 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.50871 N N N N N N STRATUS CLO 2021-2A LTD N/A 86315TAA3 3893460.140000 PA USD 3848617.600000 0.3067791 Long ABS-CBDO CORP KY N 2 2029-12-28 Floating 5.14257 N N N N N N STRUCTURED ADJ RATE MTG LN 2004-7 N/A 86359BRV5 219009.300000 PA USD 198468.570000 0.0158202 Long ABS-MBS CORP US N 2 2034-06-25 Floating 5.12371 N N N N N N STRUCTURED ADJ RATE MTGE LOAN 2005-21 N/A 863579B49 229604.930000 PA USD 203846.520000 0.0162489 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.52969 Y N N N N N STRUCTURED ADJUSTABLE RT MTG LN 2004-20 N/A 863579HD3 123400.610000 PA USD 121794.160000 0.0097084 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.56462 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-15 N/A 863579UU0 20441.630000 PA USD 17389.150000 0.0013861 Long ABS-MBS CORP US N 2 2035-07-25 Floating 3.68828 Y N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-17 N/A 863579VM7 5664.120000 PA USD 4831.040000 0.0003851 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.67838 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2007-9 N/A 86364JAA5 831832.600000 PA USD 732181.300000 0.0583633 Long ABS-MBS CORP US N 2 2037-10-25 Floating 6.70886 Y N N N N N STRUCTURED ARM LOAN TRUST 2004-8 N/A 86359BWG2 13754.560000 PA USD 13012.210000 0.0010372 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.29658 N N N N N N STRUCTURED ASSEET MTGE INV INC 2002-AR3 N/A 86358HNX3 321227.360000 PA USD 305811.950000 0.0243767 Long ABS-MBS CORP US N 2 2032-09-19 Floating 4.99914 N N N N N N STRUCTURED ASSET INVEST LN TR 2004-BNC2 N/A 86358ENJ1 975525.820000 PA USD 934557.930000 0.0744950 Long ABS-MBS CORP US N 2 2034-12-25 Floating 5.66371 N N N N N N STRUCTURED ASSET INVST LN TR 2004-8 N/A 86358EMB9 4993.890000 PA USD 4874.630000 0.0003886 Long ABS-MBS CORP US N 2 2034-09-25 Floating 5.36371 N N N N N N STRUCTURED ASSET INVST LN TR 2005-5 N/A 86358ETJ5 11234000.000000 PA USD 10728915.990000 0.8552181 Long ABS-MBS CORP US N 2 2035-06-25 Floating 5.31871 N N N N N N STRUCTURED ASSET MTG INV INC 2004-AR1 N/A 86359LAQ2 224938.930000 PA USD 207424.240000 0.0165341 Long ABS-MBS CORP US N 2 2034-03-19 Floating 5.03914 N N N N N N STRUCTURED ASSET MTG INV INC 2004-AR5 N/A 86359LDX4 44116.670000 PA USD 41255.430000 0.0032885 Long ABS-MBS CORP US N 2 2034-10-19 Floating 4.99914 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR2 N/A 86359LJA8 537309.200000 PA USD 470087.470000 0.0374714 Long ABS-MBS CORP US N 2 2045-05-25 Floating 4.84871 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR4 N/A 86360QAB1 61621.220000 PA USD 58956.040000 0.0046995 Long ABS-MBS CORP US N 2 2036-06-25 Floating 4.76871 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPD5 103016.920000 PA USD 90944.860000 0.0072494 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.83914 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPE3 258065.990000 PA USD 239675.540000 0.0191049 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.83914 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPF0 359814.960000 PA USD 321229.160000 0.0256057 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.83914 N N N N N N STRUCTURED ASSET MTG INV INC 2006-AR7 N/A 86361HAP9 2092249.650000 PA USD 1311733.410000 0.1045602 Long ABS-MBS CORP US N 2 2036-08-25 Floating 4.98871 Y N N N N N STRUCTURED ASSET MTG INV INC 2007-AR2 N/A 86363DAH4 72027.910000 PA USD 24272.080000 0.0019348 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.64871 N N N N N N STRUCTURED ASSET MTGE INV 1998-2 N/A 073914F65 49440.140000 PA USD 1024.500000 0.0000817 Long ABS-MBS CORP US N 2 2030-05-02 Fixed 6.75 N N N N N N STRUCTURED ASSET MTGE INVEST 2006-AR5 N/A 86360JAA9 386082.880000 PA USD 291944.950000 0.0232714 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.80871 N N N N N N STRUCTURED ASSET SEC CORP 2005-AR1 N/A 86359DVX2 531290.730000 PA USD 502605.760000 0.0400635 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.07871 N N N N N N STRUCTURED ASSET SECURITIES CRP 2003-22A N/A 86359AYX5 2362.340000 PA USD 2284.360000 0.0001821 Long ABS-MBS CORP US N 2 2033-06-25 Floating 5.04087 N N N N N N SYMPHONY CLO XVII LTD 2016-17A N/A 87165UAN1 944253.270000 PA USD 937937.430000 0.0747644 Long ABS-CBDO CORP KY N 2 2028-04-15 Floating 4.95914 N N N N N N AMMC CLO 20 LTD 2017-20A N/A 00177TAJ2 2685523.540000 PA USD 2672597.520000 0.2130368 Long ABS-CBDO CORP KY N 2 2029-04-17 Floating 4.94914 N N N N N N TBW MTGE BACKED P/T CERT 2007-2 N/A 872227AK9 1519653.540000 PA USD 603062.810000 0.0480710 Long ABS-MBS CORP US N 2 2037-07-25 Variable 6.5145 Y N N N N N TBW MTGE BACKED PASS THRU CERT 2006-4 N/A 872224AG5 9084980.780000 PA USD 308225.230000 0.0245691 Long ABS-MBS CORP US N 2 2036-09-25 Variable 6.47 Y N N N N N TBW MTGE BACKED PASS THRU CERT 2006-6 N/A 87222PAV5 911724.800000 PA USD 291024.010000 0.0231980 Long ABS-MBS CORP US N 2 2037-01-25 Variable 6.13 Y N N N N N AMORTIZING RESIDENTIAL COLLAT 2001-BC6 N/A 86358RMY0 89552.650000 PA USD 85906.790000 0.0068478 Long ABS-MBS CORP US N 2 2031-10-25 Floating 5.08871 N N N N N N AMRESCO RES SEC 1998-3 N/A 03215PFJ3 4740.760000 PA USD 5022.320000 0.0004003 Long ABS-MBS CORP US N 2 2028-09-25 Floating 5.01871 N N N N N N AMRESCO RES SEC 1999-1 N/A 03215PFN4 177656.600000 PA USD 167403.610000 0.0133440 Long ABS-MBS CORP US N 2 2029-06-25 Floating 5.32871 N N N N N N THORNBURG MORTGAGE SECURITIES TR 2003-3 N/A 885220DR1 140363.420000 PA USD 129716.070000 0.0103399 Long ABS-MBS CORP US N 2 2043-06-25 Floating 2.58875 N N N N N N TICP CLO III-2 LTD 2018-3R N/A 87249FAC8 2787036.500000 PA USD 2778681.910000 0.2214929 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 5.08257 N N N N N N TOWD POINT MORTGAGE TRUST 2019-4 N/A 89178BAA2 8042409.080000 PA USD 7505522.780000 0.5982765 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.9 N N N N N N ANCHORAGE CAPITAL CLO 11 LTD 2019-11A N/A 03330NAJ3 3800000.000000 PA USD 3718170.230000 0.2963810 Long ABS-CBDO CORP KY N 2 2032-07-22 Floating 5.46457 N N N N N N TRALEE CLO II LTD 2013-1A N/A 89289UAQ1 6278462.060000 PA USD 6217860.210000 0.4956350 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 5.56257 N N N N N N ANCHORAGE CAPITAL CLO LTD 2015-6A N/A 03328QAY7 4099751.830000 PA USD 4044124.720000 0.3223633 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 5.12914 N N N N N N UCFC MANU HOUSING 1996-1 N/A 90263AAF7 215226.140000 PA USD 190870.930000 0.0152146 Long ABS-O CORP US N 2 2028-01-15 Fixed 7.9 Y N N N N N UMBS PASS THRU POOLS N/A 01F020414 2100000.000000 PA USD 1868037.820000 0.1489041 Long ABS-MBS USGSE US N 2 2038-01-17 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F022410 91890000.000000 PA USD 84096847.690000 6.7034866 Long ABS-MBS USGSE US N 2 2037-01-18 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030413 35175000.000000 PA USD 32948416.870000 2.6263680 Long ABS-MBS USGSE US N 2 2038-01-17 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032419 93900000.000000 PA USD 89838106.670000 7.1611310 Long ABS-MBS USGSE US N 2 2038-01-17 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040412 -12700000.000000 PA USD -12381972.060000 -0.9869857 Short ABS-MBS USGSE US N 2 2038-01-17 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F042418 14600000.000000 PA USD 14504926.110000 1.1562095 Long ABS-MBS USGSE US N 2 2038-01-17 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F050411 400000.000000 PA USD 401934.490000 0.0320388 Long ABS-MBS USGSE US N 2 2038-01-17 Fixed 5 N N N N N N UMBS PASS THRU POOLS N/A 01F012619 14400000.000000 PA USD 11090577.740000 0.8840467 Long ABS-MBS USGSE US N 2 2053-01-12 Fixed 1.5 N N N N N N UMBS PASS THRU POOLS N/A 01F020612 64600000.000000 PA USD 52579814.050000 4.1912163 Long ABS-MBS USGSE US N 2 2053-01-12 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F020612 -93300000.000000 PA USD -75939576.630000 -6.0532582 Short ABS-MBS USGSE US N 2 2053-01-12 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F020620 -32000000.000000 PA USD -26073228.480000 -2.0783364 Short ABS-MBS USGSE US N 2 2053-02-13 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F022618 -24000000.000000 PA USD -20327593.440000 -1.6203431 Short ABS-MBS USGSE US N 2 2053-01-12 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F022626 -178370000.000000 PA USD -151236623.160000 -12.0552993 Short ABS-MBS USGSE US N 2 2053-02-13 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030611 12000000.000000 PA USD 10534056.120000 0.8396855 Long ABS-MBS USGSE US N 2 2053-01-12 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F030611 -26000000.000000 PA USD -22823788.260000 -1.8193186 Short ABS-MBS USGSE US N 2 2053-01-12 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F030629 769755000.000000 PA USD 676321568.480000 53.9106123 Long ABS-MBS USGSE US N 2 2052-02-14 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032617 -33000000.000000 PA USD -29984302.260000 -2.3900940 Short ABS-MBS USGSE US N 2 2049-02-25 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F032625 -48300000.000000 PA USD -43914416.030000 -3.5004843 Short ABS-MBS USGSE US N 2 2053-02-13 Fixed 3.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040610 358120832.000000 PA USD 335907470.610000 26.7756911 Long ABS-MBS USGSE US N 2 2053-01-12 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F040610 -394120832.000000 PA USD -369674478.450000 -29.4673102 Short ABS-MBS USGSE US N 2 2053-01-12 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F040628 414990000.000000 PA USD 389346448.230000 31.0353926 Long ABS-MBS USGSE US N 2 2053-02-13 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F040636 144000000.000000 PA USD 135135532.800000 10.7718571 Long ABS-MBS USGSE US N 2 2053-03-13 Fixed 4 N N N N N N UMBS PASS THRU POOLS N/A 01F042624 166700000.000000 PA USD 160479752.870000 12.7920831 Long ABS-MBS USGSE US N 2 2053-02-13 Fixed 4.5 N N N N N N UMBS PASS THRU POOLS N/A 01F050619 62600000.000000 PA USD 61694422.770000 4.9177555 Long ABS-MBS USGSE US N 2 2053-01-12 Fixed 5 N N N N N N UMBS PASS THRU POOLS N/A 01F050627 15000000.000000 PA USD 14780664.900000 1.1781891 Long ABS-MBS USGSE US N 2 2053-02-13 Fixed 5 N N N N N N UMBS PASS THRU POOLS N/A 01F052615 49200000.000000 PA USD 49336731.720000 3.9327053 Long ABS-MBS USGSE US N 2 2053-01-12 Fixed 5.5 N N N N N N UMBS PASS THRU POOLS N/A 01F052623 39600000.000000 PA USD 39689943.080000 3.1637452 Long ABS-MBS USGSE US N 2 2053-02-13 Fixed 5.5 N N N N N N UMBS PASS THRU POOLS N/A 01F060626 97200000.000000 PA USD 98581132.300000 7.8580507 Long ABS-MBS USGSE US N 2 2053-02-13 Fixed 6 N N N N N N UMBS PASS THRU POOLS N/A 01F062614 23200000.000000 PA USD 23763465.590000 1.8942217 Long ABS-MBS USGSE US N 2 2053-01-12 Fixed 6.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796ZJ1 1461000.000000 PA USD 1459973.720000 0.1163767 Long DBT UST US N 2 2023-01-10 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796XT1 408000.000000 PA USD 406707.210000 0.0324192 Long DBT UST US N 2 2023-02-02 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796U31 14428000.000000 PA USD 14293870.230000 1.1393860 Long DBT UST US N 2 2023-03-23 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796YB9 9896000.000000 PA USD 9828497.010000 0.7834443 Long DBT UST US N 2 2023-03-02 None 0 N N N N N N APIDOS CLO 2017-27A N/A 03767JAF2 9000000.000000 PA USD 8903646.630000 0.7097231 Long ABS-CBDO CORP KY N 2 2030-07-17 Floating 5.00914 N N N N N N VENDEE MORTGAGE TRUST 1998-3 N/A 911760LY0 167259.050000 PA USD 163563.530000 0.0130379 Long ABS-MBS CORP US N 2 2029-03-15 Fixed 6.5 N N N N N N VENDEE MORTGAGE TRUST 2000-1 N/A 911760NH5 109699.530000 PA USD 111491.660000 0.0088872 Long ABS-MBS CORP US N 2 2030-01-15 Variable 5.86084 N N N N N N VENTURE 36 CLO LTD N/A 92332LAU3 4000000.000000 PA USD 3899882.200000 0.3108655 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 5.37257 N N N N N N VENTURE CLO LTD 2013-4A N/A 92328GBA3 14233623.960000 PA USD 14088175.680000 1.1229897 Long ABS-CBDO CORP KY N 2 2029-08-28 Floating 5.76629 N N N N N N VENTURE CLO LTD 2014-17A N/A 92329YAL0 6834277.090000 PA USD 6823748.680000 0.5439313 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 4.95914 N N N N N N VENTURE XXI CLO LTD 2015-21A N/A 92330MAL3 270006.280000 PA USD 270576.710000 0.0215681 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 4.95914 N N N N N N WAMU MTGE P/T CERTIFICATES 2007-HY4 N/A 933636AA0 530788.240000 PA USD 461970.060000 0.0368243 Long ABS-MBS CORP US N 2 2037-04-25 Floating 2.76608 Y N N N N N WASHING MUTUAL MTGE P/T 2006-5 N/A 93935BAH3 2236572.610000 PA USD 569747.860000 0.0454155 Long ABS-MBS CORP US N 2 2036-07-25 Variable 6.768 Y N N N N N WASHINGTON MUTUAL 2002-AR17 N/A 929227XB7 19990.770000 PA USD 18144.700000 0.0014463 Long ABS-MBS CORP US N 2 2042-11-25 Floating 3.24826 N N N N N N WASHINGTON MUTUAL 2002-AR6 N/A 929227QB5 80396.930000 PA USD 72389.490000 0.0057703 Long ABS-MBS CORP US N 2 2042-06-25 Floating 3.44826 N N N N N N WASHINGTON MUTUAL 2002-AR9 N/A 9393357P4 195972.590000 PA USD 180608.160000 0.0143965 Long ABS-MBS CORP US N 2 2042-08-25 Floating 3.44826 N N N N N N WASHINGTON MUTUAL 2003-AR9 N/A 92922FBV9 54182.880000 PA USD 49963.050000 0.0039826 Long ABS-MBS CORP US N 2 2033-09-25 Floating 4.12428 N N N N N N WASHINGTON MUTUAL 2004-AR1 N/A 92922FLD8 2751.340000 PA USD 2687.650000 0.0002142 Long ABS-MBS CORP US N 2 2034-03-25 Floating 2.58525 N N N N N N WASHINGTON MUTUAL 2004-AR10 N/A 92922FWV6 49031.690000 PA USD 44905.810000 0.0035795 Long ABS-MBS CORP US N 2 2044-07-25 Floating 5.38871 N N N N N N WASHINGTON MUTUAL 2005-AR1 N/A 939336X40 101935.820000 PA USD 94524.040000 0.0075347 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.02871 N N N N N N WASHINGTON MUTUAL 2005-AR13 N/A 92922F4M7 34025.990000 PA USD 31469.930000 0.0025085 Long ABS-MBS CORP US N 2 2045-10-25 Floating 4.96871 N N N N N N WASHINGTON MUTUAL 2005-AR14 N/A 92922F4D7 108675.740000 PA USD 100975.290000 0.0080489 Long ABS-MBS CORP US N 2 2035-12-25 Floating 3.88855 N N N N N N WASHINGTON MUTUAL 2005-AR15 N/A 92922F5T1 453539.750000 PA USD 407036.640000 0.0324455 Long ABS-MBS CORP US N 2 2045-11-25 Floating 4.90871 N N N N N N ARES LII CLO LTD 2019-52A N/A 04009AAL4 3800000.000000 PA USD 3736211.450000 0.2978190 Long ABS-CBDO CORP KY N 2 2031-04-22 Floating 5.37457 N N N N N N WASHINGTON MUTUAL 2005-AR19 N/A 92925CBL5 744586.590000 PA USD 626387.640000 0.0499303 Long ABS-MBS CORP US N 2 2045-12-25 Floating 5.43871 N N N N N N WASHINGTON MUTUAL 2005-AR2 N/A 92922FD47 317923.630000 PA USD 305350.070000 0.0243399 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.04871 N N N N N N WASHINGTON MUTUAL 2005-AR9 N/A 92922FU48 17120.290000 PA USD 15648.580000 0.0012474 Long ABS-MBS CORP US N 2 2045-07-25 Floating 5.02871 N N N N N N WASHINGTON MUTUAL 2006-AR15 N/A 93363QAA6 131294.000000 PA USD 112127.900000 0.0089379 Long ABS-MBS CORP US N 2 2046-11-25 Floating 2.88826 Y N N N N N WASHINGTON MUTUAL 2006-AR16 N/A 92925GAA1 501403.370000 PA USD 434529.600000 0.0346370 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.51007 Y N N N N N WASHINGTON MUTUAL 2006-AR19 N/A 933638AD0 550109.770000 PA USD 490904.700000 0.0391308 Long ABS-MBS CORP US N 2 2047-01-25 Floating 3.29826 N N N N N N WASHINGTON MUTUAL 2006-AR3 N/A 92925CDA7 480215.520000 PA USD 422651.700000 0.0336902 Long ABS-MBS CORP US N 2 2046-02-25 Floating 3.04826 N N N N N N WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1 N/A 939335N68 37968.210000 PA USD 37147.570000 0.0029611 Long ABS-MBS CORP US N 2 2030-11-25 Floating 3.91195 N N N N N N WASHINGTON MUTUAL MTGE 2003-AR8 N/A 92922FAS7 130529.370000 PA USD 123840.270000 0.0098715 Long ABS-MBS CORP US N 2 2033-08-25 Floating 4.15916 N N N N N N WELLFLEET CLO LTD 2015-1 N/A 949496BJ1 1456258.040000 PA USD 1437433.110000 0.1145800 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 5.13257 N N N N N N WELLFLEET CLO LTD 2016-1A N/A 94949RAS6 2685331.580000 PA USD 2666552.280000 0.2125549 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 5.15257 N N N N N N WELLFLEET CLO LTD 2017-1A N/A 94950GAL1 1399553.800000 PA USD 1382759.150000 0.1102218 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 5.13257 N N N N N N ARGENT SECURITIES INC 2005-W2 N/A 040104ND9 3245623.190000 PA USD 3151951.580000 0.2512468 Long ABS-MBS CORP US N 2 2035-10-25 Floating 5.12371 N N N N N N WELLS FARGO MTGE BACKED SEC 2004-K N/A 94981VAH0 7257.440000 PA USD 7294.520000 0.0005815 Long ABS-MBS CORP US N 2 2034-07-25 Floating 3.67101 N N N N N N N/A N/A 000000000 3384000.000000 PA USD 3384000.000000 0.2697437 Long RA US N 2 Repurchase N 1.9000000 2023-01-03 3525900.000000 USD 3451745.290000 USD UST N N N N/A N/A 000000000 -103004172.820000 PA USD -103272756.190000 -8.2320272 Short RA US N 2 Reverse repurchase N 4.4700000 2023-01-12 115324934.900000 USD 105519339.590000 USD AMBS N N N N/A N/A 000000000 -4258235.310000 PA USD -4266184.020000 -0.3400640 Short RA US N 2 Reverse repurchase N 4.4800000 2023-01-12 4597541.030000 USD 4292284.300000 USD AMBS N N N N/A N/A 000000000 -12084122.950000 PA USD -12102208.850000 -0.9646853 Short RA US N 2 Reverse repurchase N 4.4900000 2023-01-12 13080497.180000 USD 12274776.620000 USD AMBS N N N N/A N/A 000000000 -7527200.000000 PA USD -7546018.000000 -0.6015045 Short RA US N 2 Reverse repurchase N 4.5000000 2023-01-12 8000000.000000 USD 7731013.760000 USD AMBS N N N N/A N/A 000000000 -26388433.410000 PA USD -26451384.480000 -2.1084798 Short RA US N 2 Reverse repurchase N 4.5200000 2023-01-12 28292015.740000 USD 26489201.250000 USD AMBS N N N N/A N/A 000000000 -11642685.710000 PA USD -11661773.240000 -0.9295775 Short RA US N 2 Reverse repurchase N 4.5400000 2023-01-12 13381325.800000 USD 11846489.200000 USD AMBS N N N N/A N/A 000000000 -2686487.820000 PA USD -2687756.440000 -0.2142451 Short RA US N 2 Reverse repurchase N 4.2500000 2023-01-03 2796876.500000 USD 2753242.540000 USD AMBS N N N ASSET BACKED FUNDING CERT 2002-NC1 N/A 04542BAZ5 179031.920000 PA USD 172371.650000 0.0137400 Long ABS-MBS CORP US N 2 2032-03-25 Floating 5.40871 N N N N N N ASSET BACKED FUNDING CERTS 2004-OPT5 N/A 04542BJY9 121850.400000 PA USD 114381.740000 0.0091175 Long ABS-MBS CORP US N 2 2034-06-25 Floating 5.08871 N N N N N N ASSET BACKED SEC CORP HEQ LN 2001-HE2 N/A 04541GBN1 183479.450000 PA USD 171628.180000 0.0136807 Long ABS-MBS CORP US N 2 2031-06-15 Floating 4.83786 N N N N N N ASSET BACKED SEC HOME EQTY LN 2007-HE2 N/A 04544TAB7 936.040000 PA USD 650.630000 0.0000519 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.46871 N N N N N N ATRIUM XII 12A N/A 04965CAJ7 2091220.510000 PA USD 2070101.670000 0.1650109 Long ABS-CBDO CORP KY N 2 2027-04-22 Floating 5.15457 N N N N N N N/A N/A 000000000 346.000000 NC USD -408973.380000 -0.0325999 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long N/A 90SOFR 2023-06-20 82242037.500000 USD -408973.380000 N N N N/A N/A 000000000 -346.000000 NC USD 528885.840000 0.0421583 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short N/A 90SOFR 2023-12-19 -82328537.500000 USD 528885.840000 N N N N/A N/A 000000000 1.000000 NC USD 29.100000 0.0000023 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 STRUCTURED ASSET INVST LN TR 2004-10 SAIL 2004-10 M3 1MLIB+130 Y Single Leg Swap 2034-11-25 0.000000 USD -3104.590000 USD 3302.760000 USD 3133.690000 N N N N/A N/A 000000000 3100000.000000 NC USD 91014.450000 0.0072549 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Purchased Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.38 04/11/23 LCH 2053-04-11 0.000000 USD 0.000000 USD N/A USD N/A 3.380000 USD 2023-04-06 XXXX 25570.010000 N N N N/A N/A 000000000 -17000000.000000 NC USD -204564.400000 -0.0163061 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.75 04/11/23 LCH 2025-04-11 0.000000 USD 0.000000 USD N/A USD N/A 3.750000 USD 2023-04-06 XXXX -139964.400000 N N N N/A N/A 000000000 3000000.000000 NC USD 97585.800000 0.0077787 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.348 04/17/23 LCH 2053-04-17 0.000000 USD 0.000000 USD N/A USD N/A 3.350000 USD 2023-04-13 XXXX 37585.800000 N N N N/A N/A 000000000 -16700000.000000 NC USD -199691.920000 -0.0159177 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.75 04/17/23 LCH 2025-04-17 0.000000 USD 0.000000 USD N/A USD N/A 3.750000 USD 2023-04-13 XXXX -139571.920000 N N N N/A N/A 000000000 3000000.000000 NC USD 112276.500000 0.0089497 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Purchased Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.285 04/18/23 LCH 2053-04-18 0.000000 USD 0.000000 USD N/A USD N/A 3.290000 USD 2023-04-14 XXXX 40943.170000 N N N N/A N/A 000000000 -16700000.000000 NC USD -199658.520000 -0.0159151 N/A DIR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Put Written Citibank, National Association E57ODZWZ7FF32TWEFA76 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.75 04/18/23 LCH 2025-04-18 0.000000 USD 0.000000 USD N/A USD N/A 3.750000 USD 2023-04-14 XXXX -128182.520000 N N N N/A N/A 000000000 -16200000.000000 NC USD -138936.060000 -0.0110748 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/4.0 04/24/23 LCH 2025-04-24 0.000000 USD 0.000000 USD N/A USD N/A 4.000000 USD 2023-04-20 XXXX -74136.060000 N N N N/A N/A 000000000 2900000.000000 NC USD 114163.720000 0.0091002 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.2725 04/24/23 LCH 2053-04-24 0.000000 USD 0.000000 USD N/A USD N/A 3.270000 USD 2023-04-20 XXXX 49719.280000 N N N N/A N/A 000000000 -16200000.000000 NC USD -138936.060000 -0.0110748 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/4.0 04/24/23 LCH 2025-04-24 0.000000 USD 0.000000 USD N/A USD N/A 4.000000 USD 2023-04-20 XXXX -67656.060000 N N N N/A N/A 000000000 2900000.000000 NC USD 125425.580000 0.0099979 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.225 04/24/23 LCH 2053-04-24 0.000000 USD 0.000000 USD N/A USD N/A 3.230000 USD 2023-04-20 XXXX 54536.690000 N N N N/A N/A 000000000 -17800000.000000 NC USD -152814.780000 -0.0121811 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/4.0 04/25/23 LCH 2025-04-25 0.000000 USD 0.000000 USD N/A USD N/A 4.000000 USD 2023-04-21 XXXX -58118.780000 N N N N/A N/A 000000000 3200000.000000 NC USD 146090.880000 0.0116451 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.2 04/25/23 LCH 2053-04-25 0.000000 USD 0.000000 USD N/A USD N/A 3.200000 USD 2023-04-21 XXXX 52224.210000 N N N N/A N/A 000000000 59600000.000000 NC USD 60905.240000 0.0048548 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Purchased Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/5.5 09/20/23 LCH 2024-09-20 0.000000 USD 0.000000 USD N/A USD N/A 5.500000 USD 2023-09-18 XXXX -70214.760000 N N N N/A N/A 000000000 -29800000.000000 NC USD -14113.280000 -0.0011250 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/6.0 09/20/23 LCH 2024-09-20 0.000000 USD 0.000000 USD N/A USD N/A 6.000000 USD 2023-09-18 XXXX 28798.720000 N N N N/A N/A 000000000 -29800000.000000 NC USD -20919.600000 -0.0016675 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Put Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/5.75 09/20/23 LCH 2024-09-20 0.000000 USD 0.000000 USD N/A USD N/A 5.750000 USD 2023-09-18 XXXX 31528.400000 N N N N/A N/A 000000000 61800000.000000 NC USD 63153.420000 0.0050341 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/5.5 09/20/23 LCH 2024-09-20 0.000000 USD 0.000000 USD N/A USD N/A 5.500000 USD 2023-09-18 XXXX -75278.580000 N N N N/A N/A 000000000 -30900000.000000 NC USD -21691.800000 -0.0017291 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/5.75 09/20/23 LCH 2024-09-20 0.000000 USD 0.000000 USD N/A USD N/A 5.750000 USD 2023-09-18 XXXX 32692.200000 N N N N/A N/A 000000000 -30900000.000000 NC USD -14634.240000 -0.0011665 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Written Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/6.0 09/20/23 LCH 2024-09-20 0.000000 USD 0.000000 USD N/A USD N/A 6.000000 USD 2023-09-18 XXXX 31592.160000 N N N N/A N/A 000000000 10300000.000000 NC USD 17017.660000 0.0013565 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Purchased Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.1225 02/08/23 LCH 2030-02-08 0.000000 USD 0.000000 USD N/A USD N/A 3.120000 USD 2023-02-06 XXXX -99372.340000 N N N N/A N/A 000000000 1200000.000000 NC USD 1961.280000 0.0001563 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.12 02/08/23 LCH 2030-02-08 0.000000 USD 0.000000 USD N/A USD N/A 3.120000 USD 2023-02-06 XXXX -10998.720000 N N N N/A N/A 000000000 11500000.000000 NC USD 26726.000000 0.0021304 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.2025 02/08/23 LCH 2030-02-08 0.000000 USD 0.000000 USD N/A USD N/A 3.200000 USD 2023-02-06 XXXX -96324.000000 N N N N/A N/A 000000000 56000000.000000 NC USD 733146.400000 0.0584402 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.518 02/08/23 LCH 2030-02-08 0.000000 USD 0.000000 USD N/A USD N/A 3.520000 USD 2023-02-06 XXXX 248746.400000 N N N N/A N/A 000000000 10600000.000000 NC USD 27327.860000 0.0021783 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Call Purchased Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.2275 02/08/23 LCH 2030-02-08 0.000000 USD 0.000000 USD N/A USD N/A 3.230000 USD 2023-02-06 XXXX -85032.140000 N N N N/A N/A 000000000 15400000.000000 NC USD 193836.720000 0.0154510 N/A DIR US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.5325 02/08/23 LCH 2030-02-08 0.000000 USD 0.000000 USD N/A USD N/A 3.530000 USD 2023-02-06 XXXX 62936.720000 N N N N/A N/A 000000000 13800000.000000 NC USD 182132.400000 0.0145180 N/A DIR US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.515 02/08/23 LCH 2030-02-08 0.000000 USD 0.000000 USD N/A USD N/A 3.520000 USD 2023-02-06 XXXX 65177.400000 N N N N/A N/A 000000000 17000000.000000 NC USD 215439.300000 0.0171730 N/A DIR US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 Put Purchased Bank of America, National Association B4TYDEB6GKMZO031MB27 N/A N/A 000000000 0.000000 NC USD 0.000000 0.000000 DIR US N/A OIS USD R SOFR/3.53 02/08/23 LCH 2030-02-08 0.000000 USD 0.000000 USD N/A USD N/A 3.530000 USD 2023-02-06 XXXX 70939.300000 N N N 2023-02-09 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX