EFTA01385948Set 10
2015-03-271p522w
Treasury basis
• Long 30-year 4.0% MLB and 4.5% LLB, MLB or HLB pools
• Overweight Fannie Mae 30-year 5.0%s or other up-in-coupon positions,
underweight 30-year
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01385948.pdf