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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 43487.110000 PA USD 43401.910000 0.0034543 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 31258.160000 PA USD 30878.320000 0.0024576 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 5032.270000 PA USD 5026.410000 0.0004000 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 7443.450000 PA USD 7445.460000 0.0005926 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 18096.790000 PA USD 18079.420000 0.0014389 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 61254.500000 PA USD 61195.720000 0.0048705 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 137523.620000 PA USD 137391.650000 0.0109349 Long ABS-MBS USGSE US N 2 2040-03-01 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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 20616.480000 PA USD 20366.530000 0.0016210 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 11542.070000 PA USD 11658.100000 0.0009279 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 6659.600000 PA USD 6696.870000 0.0005330 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 22596.280000 PA USD 22989.250000 0.0018297 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 2115.600000 PA USD 2133.660000 0.0001698 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 1545.510000 PA USD 1570.580000 0.0001250 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 36848.820000 PA USD 36470.780000 0.0029027 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6 N N N N N N 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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 14991.750000 PA USD 14967.990000 0.0011913 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 222833.050000 PA USD 221843.010000 0.0176564 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 47492.930000 PA USD 46946.020000 0.0037364 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 7894.620000 PA USD 7809.480000 0.0006216 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 179449.540000 PA USD 177752.050000 0.0141472 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 14468.450000 PA USD 14065.020000 0.0011194 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 3021.560000 PA USD 3073.370000 0.0002446 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6 N N N N N N 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12236.650000 0.0009739 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 46751.610000 PA USD 45300.610000 0.0036055 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 17036.890000 PA USD 16634.660000 0.0013239 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 10368.680000 PA USD 10631.370000 0.0008461 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 3255.640000 PA USD 3348.790000 0.0002665 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 12548.650000 PA USD 12703.300000 0.0010110 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 58268.010000 PA USD 57571.230000 0.0045821 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31412T6Y4 17268.550000 PA USD 17067.060000 0.0013584 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 30171.240000 PA USD 29812.170000 0.0023727 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 37466.150000 PA USD 36268.280000 0.0028866 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 53825.640000 PA USD 54167.060000 0.0043111 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 273007.280000 PA USD 277759.340000 0.0221067 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 6167.820000 PA USD 6275.030000 0.0004994 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 59282.030000 PA USD 58613.420000 0.0046650 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 21241.460000 PA USD 21611.110000 0.0017200 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 4962.370000 PA USD 4906.430000 0.0003905 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 45084.360000 PA USD 45309.830000 0.0036062 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 564700.180000 PA USD 569523.390000 0.0453281 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 19471.140000 PA USD 19777.570000 0.0015741 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 5080.020000 PA USD 5168.430000 0.0004114 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 3899.750000 PA USD 3923.160000 0.0003122 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 27149.430000 PA USD 26820.310000 0.0021346 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 134800.830000 PA USD 137112.750000 0.0109127 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 1432.810000 PA USD 1387.440000 0.0001104 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 46327.340000 PA USD 46627.090000 0.0037110 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 2076.270000 PA USD 2064.760000 0.0001643 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 26313.720000 PA USD 25994.650000 0.0020689 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 57954.090000 PA USD 58925.940000 0.0046899 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 4756.040000 PA USD 4725.450000 0.0003761 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 2551.010000 PA USD 2475.260000 0.0001970 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 18819.460000 PA USD 18746.330000 0.0014920 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31413JET7 807.810000 PA USD 801.430000 0.0000638 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 308.810000 PA USD 313.600000 0.0000250 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 60121.550000 PA USD 59392.530000 0.0047270 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 81245.070000 PA USD 81795.420000 0.0065101 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 39430.350000 PA USD 39895.080000 0.0031752 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 7671.870000 PA USD 7590.550000 0.0006041 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 30194.040000 PA USD 30388.460000 0.0024186 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 2959.650000 PA USD 2926.290000 0.0002329 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 41742.810000 PA USD 42658.640000 0.0033952 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 10511.320000 PA USD 10589.330000 0.0008428 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 69216.020000 PA USD 68376.680000 0.0054421 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 9619.880000 PA USD 9673.710000 0.0007699 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 67394.120000 PA USD 69301.520000 0.0055157 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 300.630000 PA USD 302.540000 0.0000241 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 30199.970000 PA USD 29861.290000 0.0023766 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 1718.400000 PA USD 1775.040000 0.0001413 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 495.380000 PA USD 502.810000 0.0000400 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 71400.360000 PA USD 71938.250000 0.0057255 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 32275.470000 PA USD 32465.270000 0.0025839 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 31414FKA8 431.710000 PA USD 427.270000 0.0000340 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31414KGV6 5284.310000 PA USD 4869.370000 0.0003876 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 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ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415SSU7 1908.670000 PA USD 1886.400000 0.0001501 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6 N N N N N N FNMA PASS THRU POOLS N/A 31415S6N7 21.150000 PA USD 21.270000 0.0000017 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 69839.850000 PA USD 69517.220000 0.0055328 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 139918.260000 PA USD 136795.120000 0.0108875 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 38619.950000 PA USD 38850.370000 0.0030921 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 96201.190000 PA USD 87551.140000 0.0069682 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 215615.940000 PA USD 197548.410000 0.0157228 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4 N N N N N N 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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 4793.740000 PA USD 4814.380000 0.0003832 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 15988.350000 PA USD 15877.840000 0.0012637 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 1062.360000 PA USD 1053.420000 0.0000838 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 6403.100000 PA USD 6454.980000 0.0005137 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 13210.550000 PA USD 12983.680000 0.0010334 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 671.370000 PA USD 652.560000 0.0000519 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 7996.370000 PA USD 8055.100000 0.0006411 Long ABS-MBS USGSE US N 2 2038-08-15 Fixed 6.5 N N N N N N GNMA 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