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Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4 N N N N N N FNMA POOL AP9229 B1V7KEBTPIMZEU4LTD58 3138MDHF2 12947.58 PA USD 14019.88 0.0025050917 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4 N N N N N N FNMA POOL AP9766 B1V7KEBTPIMZEU4LTD58 3138MDZ88 79079.01 PA USD 86270.76 0.0154149797 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4 N N N N N N FNMA POOL AQ3599 B1V7KEBTPIMZEU4LTD58 3138MJ7M5 16889.52 PA USD 18283.01 0.0032668337 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4 N N N N N N FNMA POOL AQ4078 B1V7KEBTPIMZEU4LTD58 3138MKQ82 30165.51 PA USD 33031.43 0.005902102 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4 N N N N N N FNMA POOL AQ4080 B1V7KEBTPIMZEU4LTD58 3138MKRA6 20999.9 PA USD 22857.21 0.0040841582 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4 N N N N N N FNMA POOL AQ4555 B1V7KEBTPIMZEU4LTD58 3138MLBZ6 33049.98 PA USD 35776.81 0.0063926503 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4 N N N N N N FNMA POOL AQ7003 B1V7KEBTPIMZEU4LTD58 3138MNX96 37530.86 PA USD 40627.4 0.0072593605 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4 N N N N N N FNMA POOL AQ7082 B1V7KEBTPIMZEU4LTD58 3138MN2Q2 47446.38 PA USD 51361.01 0.0091772569 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4 N N N N N N FNMA POOL AQ7306 B1V7KEBTPIMZEU4LTD58 3138MPDL6 31636.63 PA USD 33673.69 0.0060168619 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3 N N N N N N FNMA POOL AR1202 B1V7KEBTPIMZEU4LTD58 3138NXKQ9 37465.88 PA USD 39878.29 0.0071255085 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3 N N N N N N FNMA POOL AS0070 B1V7KEBTPIMZEU4LTD58 3138W9CG3 25407.57 PA USD 27718.23 0.004952732 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4 N N N N N N FNMA POOL AS4271 B1V7KEBTPIMZEU4LTD58 3138WDW98 29769.03 PA USD 33347.53 0.0059585832 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.5 N N N N N N FNMA POOL AS4347 B1V7KEBTPIMZEU4LTD58 3138WDZM6 49737.69 PA USD 54214.4 0.0096871046 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FNMA POOL AS6328 B1V7KEBTPIMZEU4LTD58 3138WGA61 417068.21 PA USD 442400.89 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POOL BR3290 B1V7KEBTPIMZEU4LTD58 3140L1UQ6 373536.2 PA USD 373546.81 0.0667458648 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR3500 B1V7KEBTPIMZEU4LTD58 3140L13J2 89202.88 PA USD 89165 0.0159321265 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2 N N N N N N FNMA POOL BR4080 B1V7KEBTPIMZEU4LTD58 3140L2RA3 91155.09 PA USD 91100.71 0.0162780019 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR4722 B1V7KEBTPIMZEU4LTD58 3140L3G88 90873.24 PA USD 90904.22 0.0162428928 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR4753 B1V7KEBTPIMZEU4LTD58 3140L3H79 92208.45 PA USD 92340.74 0.0164995722 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR4756 B1V7KEBTPIMZEU4LTD58 3140L3JA0 88234.33 PA USD 88264.41 0.0157712078 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR5458 B1V7KEBTPIMZEU4LTD58 3140L4B40 93727.48 PA USD 93774.08 0.0167556834 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR5487 B1V7KEBTPIMZEU4LTD58 3140L4CZ0 90687.29 PA USD 90718.21 0.0162096562 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR5577 B1V7KEBTPIMZEU4LTD58 3140L4FT1 93608.43 PA USD 93640.34 0.0167317865 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR5587 B1V7KEBTPIMZEU4LTD58 3140L4F53 91534.2 PA USD 91622.61 0.0163712557 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR5589 B1V7KEBTPIMZEU4LTD58 3140L4F79 91235.48 PA USD 91181.05 0.0162923571 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR5633 B1V7KEBTPIMZEU4LTD58 3140L4HK8 94415.45 PA USD 94447.64 0.016876036 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR5649 B1V7KEBTPIMZEU4LTD58 3140L4H36 95653.98 PA USD 95686.59 0.0170974133 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL BR6462 B1V7KEBTPIMZEU4LTD58 3140L5FC5 96402.05 PA USD 96344.54 0.0172149767 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA 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0.0128099568 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 3.5 N N N N N N FNMA POOL FM6015 B1V7KEBTPIMZEU4LTD58 3140X9VH5 66604.61 PA USD 71091.42 0.012702714 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 3.5 N N N N N N FNMA POOL FM6343 B1V7KEBTPIMZEU4LTD58 3140XABM3 95334.62 PA USD 95367.12 0.01704033 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL FM6418 B1V7KEBTPIMZEU4LTD58 3140XADY5 92741.17 PA USD 92932.19 0.0166052533 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2 N N N N N N FNMA POOL FM6460 B1V7KEBTPIMZEU4LTD58 3140XAFA5 187222.71 PA USD 192283.4 0.034357466 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.5 N N N N N N FNMA POOL FM6871 B1V7KEBTPIMZEU4LTD58 3140XAT51 190761.27 PA USD 196698.52 0.0351463658 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.5 N N N N N N FNMA POOL FM7304 B1V7KEBTPIMZEU4LTD58 3140XBDJ6 190666.91 PA USD 195686.64 0.0349655617 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FNMA POOL FM7675 B1V7KEBTPIMZEU4LTD58 3140XBQ52 281037.91 PA USD 288673.96 0.0515806656 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5 N N N N N N FNMA POOL FM7676 B1V7KEBTPIMZEU4LTD58 3140XBQ60 96132.1 PA USD 98717.05 0.0176389001 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5 N N N N N N FNMA POOL FM7900 B1V7KEBTPIMZEU4LTD58 3140XBX62 193258.3 PA USD 198630.09 0.0354915014 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5 N N N N N N FNMA POOL FM8576 B1V7KEBTPIMZEU4LTD58 3140XCQ68 94885.37 PA USD 99245.53 0.0177333297 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3 N N N N N N FNMA POOL FM8864 B1V7KEBTPIMZEU4LTD58 3140XCZ68 196977.94 PA USD 202662.41 0.036212002 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N FNMA POOL FM9335 B1V7KEBTPIMZEU4LTD58 3140XDLR5 99631.36 PA USD 101821.6 0.0181936254 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N FNMA POOL MA0706 B1V7KEBTPIMZEU4LTD58 31417YYC5 13365.82 PA USD 14563.18 0.0026021693 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.5 N N N N N N FNMA POOL MA0734 B1V7KEBTPIMZEU4LTD58 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