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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 5475.100000 PA USD 5542.830000 0.0004056 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 866.610000 PA USD 903.250000 0.0000661 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 14336.940000 PA USD 15520.550000 0.0011356 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 8663.670000 PA USD 8859.780000 0.0006483 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 37250.020000 PA USD 37705.660000 0.0027589 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 61353.720000 PA USD 63650.290000 0.0046573 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 124218.150000 PA USD 125813.070000 0.0092058 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.5 N 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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 1910.650000 PA USD 1973.540000 0.0001444 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 14515.400000 PA USD 14691.770000 0.0010750 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 25081.500000 PA USD 25422.210000 0.0018602 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 3561.440000 PA USD 3600.590000 0.0002635 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 78874.430000 PA USD 80291.180000 0.0058750 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 3515.540000 PA USD 3631.320000 0.0002657 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 10794.670000 PA USD 10923.600000 0.0007993 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N 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ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31411XNK7 25241.310000 PA USD 25788.990000 0.0018870 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 12446.890000 PA USD 12901.030000 0.0009440 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 1000.240000 PA USD 1043.450000 0.0000763 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 110314.660000 PA USD 113609.860000 0.0083129 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 12070.800000 PA USD 12350.890000 0.0009037 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 23466.680000 PA USD 24470.910000 0.0017906 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 7124.280000 PA USD 7296.680000 0.0005339 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N 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