0001752724-23-067498.txt : 20230327 0001752724-23-067498.hdr.sgml : 20230327 20230327132449 ACCESSION NUMBER: 0001752724-23-067498 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230131 FILED AS OF DATE: 20230327 DATE AS OF CHANGE: 20230327 PERIOD START: 20230731 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY INCOME FUND /MA/ CENTRAL INDEX KEY: 0000751199 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04085 FILM NUMBER: 23763583 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY MORTGAGE SECURITIES FUND DATE OF NAME CHANGE: 19851103 0000751199 S000007068 Fidelity GNMA Fund C000019282 Fidelity GNMA Fund FGMNX NPORT-P 1 primary_doc.xml NPORT-P false 0000751199 XXXXXXXX S000007068 C000019282 Fidelity Income Fund 811-04085 0000751199 D66RCKM57LC8ELZCAY58 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity GNMA Fund S000007068 775WA6SKHRP1TXGPSK08 2023-07-31 2023-01-31 N 4582199361.06 2028310302.16 2553889058.90 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1480171612.32000000 0.00000000 0.00000000 751349.85000000 USD N Bloomberg GNMA Index 19808150 FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWBV4 77169.56200000 PA USD 70119.13000000 0.002745582458 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617LNSQ8 3359153.66000000 PA USD 3084831.74000000 0.120789574991 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230T4E9 1253013.38600000 PA USD 1171556.99000000 0.045873448806 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297AG23 88520.91950000 PA USD 86820.69000000 0.003399548218 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230MVD6 324420.33290000 PA USD 318203.50000000 0.012459566279 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0YY8 490233.55570000 PA USD 490758.35000000 0.019216118581 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203GCX9 86.62140000 PA USD 86.54000000 0.000003388557 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4K33 95104.83270000 PA USD 93266.03000000 0.003651921749 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180NAM7 243591.01570000 PA USD 239482.76000000 0.009377179449 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203PMH3 2040.14530000 PA USD 2046.85000000 0.000080146394 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210RCZ1 3188.23700000 PA USD 3288.61000000 0.000128768710 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210QY89 2889.21900000 PA USD 3010.31000000 0.000117871604 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211EUM8 3375.44540000 PA USD 3456.68000000 0.000135349653 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2X49 406406.97500000 PA USD 401320.59000000 0.015714096452 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183SXX4 2799274.44230000 PA USD 2718046.50000000 0.106427743622 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DG74 3395.38490000 PA USD 3474.81000000 0.000136059551 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210V2R1 3084.63630000 PA USD 3262.57000000 0.000127749088 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210UB69 121.16300000 PA USD 125.68000000 0.000004921122 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A3VW1 5930.03240000 PA USD 5934.87000000 0.000232385583 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CUT8 5054.11520000 PA USD 5172.09000000 0.000202518194 Long ABS-MBS USGA US N 2 2027-03-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207ECG7 1404.13950000 PA USD 1423.64000000 0.000055744003 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213XAY0 690.50540000 PA USD 728.82000000 0.000028537653 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207WBG8 771.24010000 PA USD 784.68000000 0.000030724905 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AAAQ1 167815.82400000 PA USD 164635.29000000 0.006446454258 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NLC0 879148.59690000 PA USD 823288.37000000 0.032236653629 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213RWQ6 38689.39470000 PA USD 40371.86000000 0.001580799285 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JVU4 153.68520000 PA USD 157.80000000 0.000006178811 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296HV97 131642.04970000 PA USD 140670.01000000 0.005508070505 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GYG9 107123.18400000 PA USD 100427.09000000 0.003932319990 Long ABS-MBS USGA US N 2 2043-10-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YGM5 592.55360000 PA USD 622.04000000 0.000024356578 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208KSN0 4541.28360000 PA USD 4685.19000000 0.000183453152 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206VKB2 7.35020000 PA USD 7.46000000 0.000000292103 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207QAV9 7594.16850000 PA USD 7838.97000000 0.000306942463 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DPS4 8402.03960000 PA USD 8808.58000000 0.000344908482 Long ABS-MBS USGA US N 2 2031-09-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AQU7 3170.68460000 PA USD 3192.61000000 0.000125009737 Long ABS-MBS USGA US N 2 2024-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AAA81 581269.70650000 PA USD 570341.08000000 0.022332257464 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180NCL7 1498913.41710000 PA USD 1435835.99000000 0.056221549052 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 0.03500000 N N N N N N FEDERAL NATL MTG AS GTD RE PTT B1V7KEBTPIMZEU4LTD58 3136AUEL1 4311445.93400000 PA USD 688324.93000000 0.026952029400 Long ABS-CBDO USGSE US N 2 2046-11-25 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176QVE1 10762.11460000 PA USD 10555.41000000 0.000413307303 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202BU29 9.54660000 PA USD 9.54000000 0.000000373547 Long ABS-MBS USGA US N 2 2023-12-20 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DEJ6 3822.61760000 PA USD 3965.00000000 0.000155253415 Long ABS-MBS USGA US N 2 2029-11-20 Fixed 0.06500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F052623 -14900000.00000000 PA USD -15137476.20000000 -0.59272254396 Short ABS-MBS USGA US N 2 2053-02-01 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RYC1 238913.45560000 PA USD 234351.43000000 0.009176257252 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SYT8 2968618.96900000 PA USD 2931465.22000000 0.114784360337 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209L3H7 1604.12030000 PA USD 1658.09000000 0.000064924120 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206MBX4 160.51900000 PA USD 162.90000000 0.000006378507 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DVQ1 56547.60420000 PA USD 59764.24000000 0.002340126709 Long ABS-MBS USGA US N 2 2032-12-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207VZX7 4856.30930000 PA USD 5003.07000000 0.000195900052 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203MN55 313.42770000 PA USD 314.22000000 0.000012303588 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177PPH2 9206.14400000 PA USD 8893.40000000 0.000348229691 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FRB0 2418.50540000 PA USD 2442.08000000 0.000095622007 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179M2P4 11834667.51880000 PA USD 11097626.91000000 0.434538331699 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203NDM7 3183.27990000 PA USD 3307.15000000 0.000129494661 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208WDV2 1570.85740000 PA USD 1619.41000000 0.000063409567 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294X4R4 93306.28240000 PA USD 99910.93000000 0.003912109245 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208MBT1 3843.53890000 PA USD 3957.09000000 0.000154943692 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FX84 4554239.69380000 PA USD 4494231.21000000 0.175975976495 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290SYK1 845.55420000 PA USD 853.77000000 0.000033430191 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208ML86 14136.94940000 PA USD 14663.67000000 0.000574170203 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291HTP9 4475.31880000 PA USD 4629.31000000 0.000181265117 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212CUZ2 2843.23260000 PA USD 2950.21000000 0.000115518330 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213WBX3 2035.10660000 PA USD 2148.91000000 0.000084142652 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212QR36 81235.49060000 PA USD 85882.18000000 0.003362799950 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D2S9 60563.89090000 PA USD 59590.67000000 0.002333330408 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RUT8 3494638.68050000 PA USD 3427216.97000000 0.134196000333 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402RPS2 34930.93900000 PA USD 35076.09000000 0.001373438281 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 0.03151000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212CS85 29269.55950000 PA USD 31418.17000000 0.001230208880 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ADK50 141963.79700000 PA USD 148593.51000000 0.005818322823 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176JRA0 238377.59380000 PA USD 233814.95000000 0.009155250858 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 0.04000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374GYV8 2670886.37220000 PA USD 170810.66000000 0.006688256853 Long ABS-CBDO USGA US N 2 2033-03-20 Variable 0.02014290 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AGM6 173.29650000 PA USD 174.39000000 0.000006828409 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209HQE8 1059.03690000 PA USD 1128.04000000 0.000044169498 Long ABS-MBS USGA US N 2 2030-03-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203SKM8 54.04190000 PA USD 54.10000000 0.000002118337 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EAY5 4168.65230000 PA USD 4234.12000000 0.000165791070 Long ABS-MBS USGA US N 2 2034-10-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204RZX9 1386.91860000 PA USD 1390.30000000 0.000054438543 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T4R3 2235622.62100000 PA USD 2284713.76000000 0.089460180427 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208LAE7 5760.47530000 PA USD 5934.56000000 0.000232373445 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200NS85 15576.80390000 PA USD 15736.88000000 0.000616192780 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207WS88 31193.99850000 PA USD 32072.47000000 0.001255828630 Long ABS-MBS USGA US N 2 2027-02-20 Fixed 0.07395000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176GUE4 101367.09180000 PA USD 101517.17000000 0.003975003128 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DBU4 10192970.22070000 PA USD 9792074.59000000 0.383418165948 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202F4A1 83190.23000000 PA USD 86542.78000000 0.003388666383 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208REQ3 1235.78860000 PA USD 1264.70000000 0.000049520553 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224TAM2 66.89210000 PA USD 66.86000000 0.000002617968 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290QUJ2 7632.80950000 PA USD 7682.32000000 0.000300808681 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207A7M8 2681.54310000 PA USD 2774.94000000 0.000108655463 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208M4V4 1026.02000000 PA USD 1051.05000000 0.000041154880 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.06500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379JUM1 8908053.19170000 PA USD 1366597.80000000 0.053510460653 Long ABS-CBDO USGA US N 2 2045-02-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204A6R1 788.28850000 PA USD 787.92000000 0.000030851770 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208G4X3 1085.50380000 PA USD 1093.52000000 0.000042817834 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D6D8 57110.11780000 PA USD 57973.81000000 0.002270020688 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 0.05000000 N N N N N N FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES N/A 3136FA6N5 116855.81260000 PA USD 19405.85000000 0.000759854854 Long ABS-CBDO USGSE US N 2 2034-05-25 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230SPQ1 23978.74350000 PA USD 23515.62000000 0.000920776880 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176RDC3 90116.54770000 PA USD 88389.65000000 0.003460982366 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RYX6 7214.47930000 PA USD 7452.92000000 0.000291826302 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176VUV3 1057206.87360000 PA USD 990461.81000000 0.038782491610 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176FPB8 258873.83050000 PA USD 259222.48000000 0.010150107307 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203YLE2 214.96560000 PA USD 215.33000000 0.000008431454 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QSF4 1121.64770000 PA USD 1156.68000000 0.000045290925 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CM91 1430.24000000 PA USD 1453.81000000 0.000056925338 Long ABS-MBS USGA US N 2 2026-03-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206BQD6 2704.16840000 PA USD 2746.07000000 0.000107525030 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AYN4 3041.32920000 PA USD 3124.87000000 0.000122357311 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36193UAB0 878318.60120000 PA USD 852008.57000000 0.033361220881 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205YLS9 11236.48580000 PA USD 11627.83000000 0.000455298947 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BPJ5 2123165.86810000 PA USD 2120089.40000000 0.083014154143 Long ABS-CBDO USGA US N 2 2062-01-20 Variable 0.04884860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203VCS7 61.39820000 PA USD 61.34000000 0.000002401827 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C5E9 32670.71230000 PA USD 33797.44000000 0.001323371502 Long ABS-MBS USGA US N 2 2028-09-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296UTA8 73163.89510000 PA USD 77635.28000000 0.003039884592 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211YEJ9 176408.41680000 PA USD 178216.04000000 0.006978221680 Long ABS-MBS USGA US N 2 2030-01-20 Fixed 0.05350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DRX1 129674.18790000 PA USD 136705.51000000 0.005352836667 Long ABS-MBS USGA US N 2 2032-02-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209PND5 3012.98720000 PA USD 3119.70000000 0.000122154875 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209TWM7 1109.90870000 PA USD 1126.40000000 0.000044105283 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DR94 3710.29870000 PA USD 3736.12000000 0.000146291397 Long ABS-MBS USGA US N 2 2032-02-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177ULL6 32960.29310000 PA USD 32315.95000000 0.001265362326 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177UL85 312283.30120000 PA USD 306265.07000000 0.011992105488 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 0.04000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BLS9 3421713.38580000 PA USD 3406679.40000000 0.133391831885 Long ABS-CBDO USGA US N 2 2061-02-20 Variable 0.04674860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230KL66 8828.45100000 PA USD 8663.16000000 0.000339214421 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FPQ4 1817.27890000 PA USD 1938.93000000 0.000075920682 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205G5Z0 2551.94570000 PA USD 2559.16000000 0.000100206388 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AC6R0 264344.62500000 PA USD 264424.54000000 0.010353799006 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.04500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38378Y2R9 1356632.10530000 PA USD 1268925.57000000 0.049686009874 Long ABS-CBDO USGA US N 2 2044-02-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211QC82 8048.17770000 PA USD 8518.06000000 0.000333532890 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 0.08000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374GZM7 209364.54400000 PA USD 17062.56000000 0.000668101064 Long ABS-CBDO USGA US N 2 2034-05-16 Variable 0.02041000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YPS2 7099.51530000 PA USD 7299.41000000 0.000285815469 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BJK9 2862066.33500000 PA USD 2843865.88000000 0.111354323324 Long ABS-CBDO USGA US N 2 2060-12-20 Variable 0.04564860 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202E4F3 3717.18620000 PA USD 3667.53000000 0.000143605689 Long ABS-MBS USGA US N 2 2039-04-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A2WH5 271649.52040000 PA USD 271591.74000000 0.010634437664 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 0.04500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38380AT31 2363962.48890000 PA USD 2454453.55000000 0.096106506327 Long ABS-CBDO USGA US N 2 2040-05-20 Variable 0.05707450 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203NES3 457.47380000 PA USD 457.93000000 0.000017930692 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A6AF4 60952.50190000 PA USD 60929.06000000 0.002385736365 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291F5P9 518.42120000 PA USD 523.68000000 0.000020505197 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180BZW4 48299.07770000 PA USD 45279.98000000 0.001772981478 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208NBF9 16927.75000000 PA USD 17388.19000000 0.000680851423 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36202WZW2 6235.45680000 PA USD 6531.54000000 0.000255748775 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230QTQ1 171617.13620000 PA USD 168390.51000000 0.006593493535 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203W3V8 1058.38900000 PA USD 1061.77000000 0.000041574632 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181CK31 311261.14350000 PA USD 305427.99000000 0.011959328810 Long ABS-MBS USGA US N 2 2044-05-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210LZN6 4026.57070000 PA USD 4142.71000000 0.000162211823 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211NHD3 874.19150000 PA USD 921.84000000 0.000036095538 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SJS7 14610689.09800000 PA USD 13659511.32000000 0.534851397416 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XEAC8 377483.87900000 PA USD 343391.08000000 0.013445810373 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C5C3 7445.07410000 PA USD 7599.85000000 0.000297579488 Long ABS-MBS USGA US N 2 2028-09-20 Fixed 0.06000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38381TH99 5709697.49100000 PA USD 5622025.66000000 0.220135860655 Long ABS-CBDO USGA US N 2 2049-04-20 Variable 0.04935710 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203GHA4 8.74830000 PA USD 8.74000000 0.000000342223 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296QY29 139776.20000000 PA USD 139722.44000000 0.005470967484 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AABN7 329548.98560000 PA USD 329973.61000000 0.012920436338 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208XTA9 3419.88690000 PA USD 3511.49000000 0.000137495792 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DZG9 927779.48800000 PA USD 888736.58000000 0.034799341690 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211KPZ1 22486.83710000 PA USD 23758.02000000 0.000930268286 Long ABS-MBS USGA US N 2 2030-03-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179KP24 112355.59340000 PA USD 110174.18000000 0.004313976741 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181LT32 8830.77120000 PA USD 8681.84000000 0.000339945855 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207GPR4 1362.21390000 PA USD 1411.50000000 0.000055268649 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 0.08000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379GXL6 4784171.91600000 PA USD 987399.50000000 0.038662583895 Long ABS-CBDO USGA US N 2 2044-10-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DB79 2736.94500000 PA USD 2779.77000000 0.000108844587 Long ABS-MBS USGA US N 2 2027-03-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211SVX2 1637.90820000 PA USD 1653.99000000 0.000064763580 Long ABS-MBS USGA US N 2 2030-05-15 Fixed 0.09000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EKJ7 6053.77770000 PA USD 6181.19000000 0.000242030482 Long ABS-MBS USGA US N 2 2036-09-20 Fixed 0.05000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403GWC2 143081.23980000 PA USD 145750.09000000 0.005706985959 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 0.03926000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178VH46 1702337.02630000 PA USD 1597271.68000000 0.062542719873 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204JVP8 304.01420000 PA USD 304.90000000 0.000011938654 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209CVV5 6320.75570000 PA USD 6507.41000000 0.000254803942 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203RX20 501.14440000 PA USD 500.96000000 0.000019615574 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297BF71 315461.05060000 PA USD 309554.93000000 0.012120923143 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.04000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128LUB39 50706.33470000 PA USD 51570.06000000 0.002019275654 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 0.03239000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617K55W0 1818478.19900000 PA USD 1726723.06000000 0.067611514054 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FTJ1 1303.99060000 PA USD 1310.54000000 0.000051315463 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206WZ24 361.82590000 PA USD 367.66000000 0.000014396083 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290SK34 7198.66140000 PA USD 7262.54000000 0.000284371788 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TNS0 540266.45700000 PA USD 531816.42000000 0.020823787084 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201HJC8 4270.51170000 PA USD 4574.85000000 0.000179132683 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203TEG6 1192.70750000 PA USD 1194.73000000 0.000046780810 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206LZG7 302.10560000 PA USD 307.71000000 0.000012048683 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212WEY9 46689.28100000 PA USD 47442.20000000 0.001857645297 Long ABS-MBS USGA US N 2 2030-12-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241K3M8 36419.80460000 PA USD 37951.60000000 0.001486031660 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DZN4 2121898.08200000 PA USD 1969834.38000000 0.077130773286 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211PLQ4 132738.06800000 PA USD 133851.50000000 0.005241085141 Long ABS-MBS USGA US N 2 2029-09-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203MJQ4 138.86370000 PA USD 138.69000000 0.000005430541 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AWME7 150057.97000000 PA USD 158322.43000000 0.006199268110 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210U6E8 3234.41130000 PA USD 3348.97000000 0.000131132164 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BK61 11283.86550000 PA USD 11710.03000000 0.000458517567 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204QAE0 75.93790000 PA USD 76.13000000 0.000002980943 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207LH35 610.82710000 PA USD 635.67000000 0.000024890274 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VKK5 107041143.18000000 PA USD 96179860.35000000 3.766015599417 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201GTN5 82203.80540000 PA USD 87550.37000000 0.003428119545 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209HLU7 1891.89800000 PA USD 1957.79000000 0.000076659163 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212FVB7 4300.09060000 PA USD 4596.99000000 0.000179999596 Long ABS-MBS USGA US N 2 2030-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FUX3 67.56860000 PA USD 70.39000000 0.000002756188 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204DMQ9 20.70010000 PA USD 20.78000000 0.000000813661 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374G7H9 1064172.91000000 PA USD 1091061.69000000 0.042721577360 Long ABS-CBDO USGA US N 2 2034-06-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASAD1 1521529.32660000 PA USD 1492511.18000000 0.058440721017 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203MN48 199.52430000 PA USD 200.64000000 0.000007856253 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203D3G3 399.26180000 PA USD 398.76000000 0.000015613834 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209UGL4 6068.79880000 PA USD 6235.51000000 0.000244157434 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200JG46 20002.71420000 PA USD 20680.66000000 0.000809771275 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178NFL8 106666.10830000 PA USD 100231.04000000 0.003924643462 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ALG40 130620.36460000 PA USD 128097.59000000 0.005015785221 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LGK6 51359.81880000 PA USD 51375.34000000 0.002011651203 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204CVY4 819.49110000 PA USD 821.57000000 0.000032169369 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211CZ70 7784.98790000 PA USD 8209.31000000 0.000321443485 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208WUY7 20959.16110000 PA USD 21507.95000000 0.000842164616 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205XNY6 185.01060000 PA USD 187.41000000 0.000007338220 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290UY75 3798.47640000 PA USD 3941.63000000 0.000154338340 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212BK44 3791.78490000 PA USD 4043.82000000 0.000158339689 Long ABS-MBS USGA US N 2 2030-04-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARHJ3 40442.33330000 PA USD 39679.89000000 0.001553704530 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210RTB6 4696.03670000 PA USD 4893.93000000 0.000191626569 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204QDM9 277.67000000 PA USD 278.90000000 0.000010920599 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177Q2N2 39088.12560000 PA USD 38328.45000000 0.001500787587 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C5U3 17933.09500000 PA USD 18562.27000000 0.000726823662 Long ABS-MBS USGA US N 2 2028-10-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291RUU4 365.11370000 PA USD 369.07000000 0.000014451293 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HU74 1592.04980000 PA USD 1676.66000000 0.000065651246 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 362169TW4 17641.63220000 PA USD 18708.17000000 0.000732536518 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BJV1 6682.85370000 PA USD 6884.81000000 0.000269581404 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212CSA0 29751.15810000 PA USD 31842.96000000 0.001246841944 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DS36 183358.82130000 PA USD 190928.37000000 0.007475985275 Long ABS-MBS USGA US N 2 2032-05-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203QJW2 117.48250000 PA USD 117.37000000 0.000004595736 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183SXY2 1179453.73960000 PA USD 1145228.94000000 0.044842548504 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9TK7 11560.52230000 PA USD 11767.82000000 0.000460780391 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D6T3 105449.39130000 PA USD 107078.91000000 0.004192778446 Long ABS-MBS USGA US N 2 2034-07-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213W6Z4 2001.80920000 PA USD 2113.75000000 0.000082765928 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JKL6 904.57010000 PA USD 934.93000000 0.000036608089 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294QNC1 53640.34330000 PA USD 54278.73000000 0.002125336251 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 0.05090000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CXL2 10115.81170000 PA USD 10380.17000000 0.000406445611 Long ABS-MBS USGA US N 2 2027-09-20 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DYZ8 1822134.74940000 PA USD 1846494.50000000 0.072301280807 Long ABS-MBS USGA US N 2 2033-08-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211NME5 179.06850000 PA USD 188.89000000 0.000007396170 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224ETH6 192.61210000 PA USD 192.82000000 0.000007550053 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FJE8 329.67160000 PA USD 346.42000000 0.000013564410 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M77L6 105947.49100000 PA USD 97460.94000000 0.003816177514 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297CQH5 1676.12110000 PA USD 1701.09000000 0.000066607826 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176U5P6 263788.51720000 PA USD 238759.05000000 0.009348841883 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203M5Y2 6774.61920000 PA USD 7049.14000000 0.000276015905 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212FWG5 1663.15310000 PA USD 1748.54000000 0.000068465777 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FDV5 108776.86060000 PA USD 107362.15000000 0.004203868982 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203W6F0 164.64140000 PA USD 164.39000000 0.000006436849 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LU87 2809903.74630000 PA USD 2756580.76000000 0.107936589899 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209FD55 82.31570000 PA USD 84.04000000 0.000003290667 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208TXS4 6683.60670000 PA USD 6812.59000000 0.000266753560 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARHT1 16409.90270000 PA USD 16102.24000000 0.000630498805 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177PB53 31215.23380000 PA USD 30615.68000000 0.001198786607 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617HX4R5 1013484.18100000 PA USD 995732.50000000 0.038988870582 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207J6U2 8751.50780000 PA USD 9028.07000000 0.000353502826 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200FSF6 151.00910000 PA USD 157.68000000 0.000006174113 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DD40 683.76180000 PA USD 705.98000000 0.000027643330 Long ABS-MBS USGA US N 2 2029-10-20 Fixed 0.06500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379L3U8 3570105.70800000 PA USD 701429.02000000 0.027465132737 Long ABS-CBDO USGA US N 2 2045-05-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176Q6C3 188266.64390000 PA USD 184638.43000000 0.007229696582 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NH92 859200.02660000 PA USD 804607.32000000 0.031505179020 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ATHJ9 49812.01860000 PA USD 50753.14000000 0.001987288360 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204FBX1 292.74300000 PA USD 293.19000000 0.000011480138 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207FKC4 2475.10420000 PA USD 2537.09000000 0.000099342216 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HP21 50.94470000 PA USD 53.76000000 0.000002105024 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224NNF6 58.49330000 PA USD 58.51000000 0.000002291015 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213GXE6 4607.27760000 PA USD 4843.82000000 0.000189664464 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZS2 616673.62500000 PA USD 570601.38000000 0.022342449763 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184AJE0 214958.76080000 PA USD 210796.00000000 0.008253921573 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294XK70 49882.87040000 PA USD 50678.84000000 0.001984379071 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 0.05200000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209EX49 139.45070000 PA USD 143.95000000 0.000005636501 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183K4X3 885081.82460000 PA USD 851431.37000000 0.033338620056 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMEE8 3241.14680000 PA USD 3305.04000000 0.000129412042 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213FZA4 419.86800000 PA USD 442.56000000 0.000017328865 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617NJ2B6 5774530.11900000 PA USD 5302958.89000000 0.207642492203 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AVWD0 30844.41770000 PA USD 30259.09000000 0.001184823980 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206E7D1 1807.50120000 PA USD 1836.86000000 0.000071924032 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209WPQ9 4922.94930000 PA USD 5048.10000000 0.000197663245 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205RWW3 318.97310000 PA USD 321.32000000 0.000012581595 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EDE6 1258.35700000 PA USD 1279.74000000 0.000050109459 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213GL66 28386.82510000 PA USD 30555.96000000 0.001196448212 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209KZP6 3606.41610000 PA USD 3725.61000000 0.000145879868 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FB22 2157.83180000 PA USD 2226.72000000 0.000087189378 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209SWQ0 587.56430000 PA USD 603.70000000 0.000023638458 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213RUL9 1402.61230000 PA USD 1459.32000000 0.000057141088 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206W3P8 3298.59210000 PA USD 3372.90000000 0.000132069166 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 0.07500000 N N N N N N LONDON CLEARING HOUSE N/A N/A 3429000.00000000 NC USD 969.38000000 0.000037957012 N/A DO CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2028-03-15 0.00000000 USD 0.00000000 USD 3529991.87000000 USD 969.38000000 N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377TVY4 5371503.47000000 PA USD 4720381.64000000 0.184831115648 Long ABS-CBDO USGA US N 2 2041-02-16 Variable 0.00582000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180NDC6 188341.43780000 PA USD 185164.98000000 0.007250314157 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203PDJ9 142.97110000 PA USD 143.80000000 0.000005630628 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.08000000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A -1278.00000000 NC USD -1829176.37000000 -0.07162317265 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short UST NOTES UST NOTES 0% 06/30/2040 2023-03-22 -144521792.38000000 USD -1829176.37000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203XK88 550.56740000 PA USD 550.31000000 0.000021547921 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.07500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379GH34 1106283.62100000 PA USD 224144.68000000 0.008776602069 Long ABS-CBDO USGA US N 2 2044-10-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224QFL5 1802.60930000 PA USD 1806.31000000 0.000070727817 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230SLC6 1017020.08650000 PA USD 976701.24000000 0.038243683162 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176YEQ6 118316.63170000 PA USD 116046.72000000 0.004543921733 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PRH1 163047.73570000 PA USD 156655.95000000 0.006134015471 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205XXW9 97.46760000 PA USD 98.33000000 0.000003850206 Long ABS-MBS USGA US N 2 2024-11-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179M5K2 694768.20960000 PA USD 630361.04000000 0.024682397138 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 912810TL2 5070000.00000000 PA USD 5421731.25000000 0.212293139011 Long DBT UST US N 2 2052-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208PZU5 6749.05400000 PA USD 7031.33000000 0.000275318537 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290QNZ4 307802.50010000 PA USD 295879.28000000 0.011585439820 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290V5J9 79948.52880000 PA USD 81966.81000000 0.003209489845 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205QU80 156.79520000 PA USD 158.96000000 0.000006224232 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36185GYA7 986233.04460000 PA USD 967134.25000000 0.037869078401 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 0.04000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38376XNT6 7758936.64220000 PA USD 7734094.08000000 0.302835945557 Long ABS-CBDO USGA US N 2 2060-03-20 Variable 0.04936860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290SFE6 174531.83500000 PA USD 175884.26000000 0.006886918575 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297AH55 20741.78760000 PA USD 19393.31000000 0.000759363838 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176RCJ9 89782.40960000 PA USD 88078.63000000 0.003448804077 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASU64 373214.58600000 PA USD 366123.17000000 0.014335907377 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176WHF1 255104.74280000 PA USD 250282.47000000 0.009800052556 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9V24 16405.60420000 PA USD 16709.69000000 0.000654284098 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MSW1 38153.09830000 PA USD 35783.60000000 0.001401141520 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DMB4 26319.20610000 PA USD 27660.61000000 0.001083077978 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 0.07000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38380GF25 464452.44600000 PA USD 428657.33000000 0.016784492987 Long ABS-CBDO USGA US N 2 2046-11-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209AVM9 6255.92690000 PA USD 6510.37000000 0.000254919843 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292MV33 111390.59600000 PA USD 112363.27000000 0.004399692680 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 0.05090000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FB21 27286.90750000 PA USD 26930.44000000 0.001054487465 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31384VM66 9848.52000000 PA USD 10192.55000000 0.000399099168 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 0.08500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176XCT4 2971197.33280000 PA USD 2855901.51000000 0.111825590075 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177Q2H5 330746.69480000 PA USD 317634.54000000 0.012437288099 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290YXH6 50802.53100000 PA USD 51146.29000000 0.002002682529 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201HL43 35063.63830000 PA USD 37054.11000000 0.001450889570 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020626 459750000.00000000 PA USD 397597225.05000000 15.56830449092 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DTG6 408442.28360000 PA USD 431688.74000000 0.016903190782 Long ABS-MBS USGA US N 2 2032-06-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211TQ65 4361.10310000 PA USD 4633.65000000 0.000181435054 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200MV83 8401.92050000 PA USD 8477.66000000 0.000331950989 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178D5S6 2831761.24500000 PA USD 2705624.40000000 0.105941344263 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224RKM5 1597.82460000 PA USD 1597.35000000 0.000062545786 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BAK4 6913.73060000 PA USD 7223.59000000 0.000282846663 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205RMA2 395.50970000 PA USD 402.53000000 0.000015761452 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36189XHY3 177989.74100000 PA USD 176040.22000000 0.006893025340 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210GER1 36675.51260000 PA USD 38649.58000000 0.001513361743 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210LGJ6 4314.78810000 PA USD 4532.21000000 0.000177463072 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BD54 16329.75500000 PA USD 16817.06000000 0.000658488274 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211JRR0 3843.51290000 PA USD 4053.00000000 0.000158699141 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211LJ78 4091.42770000 PA USD 4344.36000000 0.000170107624 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YPD5 2908.73070000 PA USD 3002.49000000 0.000117565404 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294QNN7 45949.14250000 PA USD 47117.79000000 0.001844942709 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 0.05390000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209DRS5 279.07760000 PA USD 280.69000000 0.000010990688 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291GP75 9740.75800000 PA USD 10098.17000000 0.000395403628 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UJW8 1350.80940000 PA USD 1386.07000000 0.000054272913 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204YVD2 560.37360000 PA USD 561.96000000 0.000022004088 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230KL41 261214.02860000 PA USD 256257.02000000 0.010033991848 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176L4T9 136960.36550000 PA USD 128425.02000000 0.005028606060 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177L3E2 8440.57770000 PA USD 8278.09000000 0.000324136632 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205RZ34 901.98900000 PA USD 918.30000000 0.000035956926 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292KPF7 3653.77000000 PA USD 3705.30000000 0.000145084610 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EAJ8 1994.75890000 PA USD 2025.34000000 0.000079304149 Long ABS-MBS USGA US N 2 2034-09-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213F7F4 171.59930000 PA USD 181.48000000 0.000007106025 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290S3E9 14690.11550000 PA USD 14648.03000000 0.000573557803 Long ABS-MBS USGA US N 2 2024-07-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CWV5 5227.86100000 PA USD 5320.69000000 0.000208336770 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203PD59 5.11850000 PA USD 5.11000000 0.000000200086 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209KBB3 8772.83820000 PA USD 9067.99000000 0.000355065932 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213WES1 20215.24390000 PA USD 21404.67000000 0.000838120588 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207HS99 6317.42060000 PA USD 6412.54000000 0.000251089215 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DXB2 22306.54800000 PA USD 22603.76000000 0.000885072118 Long ABS-MBS USGA US N 2 2033-04-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208WGM9 810.84590000 PA USD 835.91000000 0.000032730865 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374LZE4 2816432.01000000 PA USD 2934482.76000000 0.114902515039 Long ABS-CBDO USGA US N 2 2035-07-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36223YTN0 21.64940000 PA USD 21.62000000 0.000000846552 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H022630 81050000.00000000 PA USD 72334247.73000000 2.832317538536 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31405WSY2 9294.36880000 PA USD 9402.26000000 0.000368154598 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 0.03796000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BYU6 12421.44350000 PA USD 12522.94000000 0.000490347846 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204DLA5 481.98980000 PA USD 483.40000000 0.000018927995 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200T2A5 7371.10380000 PA USD 7614.72000000 0.000298161737 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QNK8 2341.56420000 PA USD 2413.38000000 0.000094498231 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179DET3 390965.78410000 PA USD 383509.40000000 0.015016682054 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211EUN6 33.80350000 PA USD 33.81000000 0.000001323863 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CNT6 317.65180000 PA USD 322.67000000 0.000012634456 Long ABS-MBS USGA US N 2 2026-04-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QJK3 6220.89870000 PA USD 6478.35000000 0.000253666069 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CZ55 1479.30140000 PA USD 1523.15000000 0.000059640413 Long ABS-MBS USGA US N 2 2028-03-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297F6B3 6703550.66300000 PA USD 6829407.15000000 0.267412052461 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020634 273400000.00000000 PA USD 236631773.66000000 9.265546317893 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GM80 85374.87200000 PA USD 83767.50000000 0.003279997606 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HU41 84.05530000 PA USD 86.36000000 0.000003381509 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206JJQ8 377.72810000 PA USD 383.34000000 0.000015010049 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292A6H6 2808.78290000 PA USD 2841.16000000 0.000111248371 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AZF0 612.36360000 PA USD 614.64000000 0.000024066824 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211D3H1 505.19120000 PA USD 529.94000000 0.000020750314 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132CWFU3 4981471.72800000 PA USD 4805482.31000000 0.188163314817 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290UHU3 486280.29560000 PA USD 520973.19000000 0.020399209910 Long ABS-MBS USGA US N 2 2037-10-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DRS2 1978555.89970000 PA USD 1849140.54000000 0.072404889067 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CY98 53704.09000000 PA USD 55502.03000000 0.002173235748 Long ABS-MBS USGA US N 2 2028-01-20 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296QL31 3171.87890000 PA USD 3226.81000000 0.000126348871 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211NPU6 626.75370000 PA USD 662.60000000 0.000025944744 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9YX3 1790863.74570000 PA USD 1791405.12000000 0.070144202770 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ACSG0 134472.39000000 PA USD 134593.46000000 0.005270137304 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AR4A6 99249.68380000 PA USD 97366.24000000 0.003812469443 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AABH0 412380.70680000 PA USD 412871.60000000 0.016166387438 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176TLV8 81257.24080000 PA USD 79684.51000000 0.003120124177 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210FUR5 1594.99980000 PA USD 1653.37000000 0.000064739303 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D7G0 812.04750000 PA USD 824.63000000 0.000032289186 Long ABS-MBS USGA US N 2 2034-08-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AWQQ6 390416.51700000 PA USD 411467.46000000 0.016111406976 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207AMU3 680.79730000 PA USD 698.87000000 0.000027364931 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GWP1 95352.60940000 PA USD 89392.27000000 0.003500240924 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BLW0 2366982.33700000 PA USD 2356431.04000000 0.092268339996 Long ABS-CBDO USGA US N 2 2061-04-20 Variable 0.04684860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209GSB4 1282.96230000 PA USD 1355.25000000 0.000053066126 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208EZC0 269.76980000 PA USD 279.01000000 0.000010924906 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180HJ33 22621.94830000 PA USD 22240.42000000 0.000870845188 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203KB78 46.61150000 PA USD 46.59000000 0.000001824276 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DCB5 2565.64910000 PA USD 2633.57000000 0.000103119984 Long ABS-MBS USGA US N 2 2029-06-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210EFA2 15986.74660000 PA USD 15676.36000000 0.000613823061 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224VC86 417.55280000 PA USD 417.03000000 0.000016329213 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213GQX2 34040.95940000 PA USD 35440.76000000 0.001387717288 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211ETQ1 3369.39560000 PA USD 3529.77000000 0.000138211563 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241L4R4 1010206.45240000 PA USD 971005.90000000 0.038020676607 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224BGE3 15.75330000 PA USD 15.79000000 0.000000618272 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178LX99 95122.21000000 PA USD 91949.80000000 0.003600383488 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 0.03740000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38380T6K7 6960336.55000000 PA USD 6513260.21000000 0.255033012781 Long ABS-CBDO USGA US N 2 2045-11-16 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SUW5 10164143.18530000 PA USD 10049639.03000000 0.393503351094 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176XPE3 6633317.79080000 PA USD 6376820.00000000 0.249690564191 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206VC62 49.49270000 PA USD 50.29000000 0.000001969153 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D5Q0 50867.35760000 PA USD 51627.49000000 0.002021524381 Long ABS-MBS USGA US N 2 2034-05-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9V57 14835.21550000 PA USD 15119.01000000 0.000591999482 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208Y2Z1 397.10870000 PA USD 408.02000000 0.000015976418 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DHZ7 17865.44370000 PA USD 16765.01000000 0.000656450206 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4MA5 66784.08120000 PA USD 65525.02000000 0.002565695630 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMGV8 1721197.70750000 PA USD 1653392.50000000 0.064740184944 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AKRA6 43351.24000000 PA USD 43371.77000000 0.001698263667 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209T6P9 10801.31550000 PA USD 11150.79000000 0.000436619983 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291SF88 12500.57190000 PA USD 12688.74000000 0.000496839906 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FMC3 9981.43770000 PA USD 10174.43000000 0.000398389662 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210FTK2 1671.21070000 PA USD 1737.25000000 0.000068023706 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213GSD4 27976.54170000 PA USD 28858.71000000 0.001129990744 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178YWY7 10486.61680000 PA USD 10065.72000000 0.000394133017 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EPK9 5873.19010000 PA USD 6004.60000000 0.000235115929 Long ABS-MBS USGA US N 2 2037-09-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177PCV5 1176508.86340000 PA USD 1130934.91000000 0.044282851913 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204BMG5 522.51980000 PA USD 524.24000000 0.000020527125 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AHE58 109760.83100000 PA USD 109728.06000000 0.004296508480 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203SY68 85.24530000 PA USD 85.31000000 0.000003340395 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMD74 4950222.83190000 PA USD 5045501.75000000 0.197561508492 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AFXK8 233593.63100000 PA USD 246503.07000000 0.009652066488 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207J4F7 2567.67590000 PA USD 2640.10000000 0.000103375672 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224WKF9 219.93960000 PA USD 222.06000000 0.000008694974 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183QPC3 402330.82670000 PA USD 386056.95000000 0.015116433842 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203VAX8 482.06010000 PA USD 481.83000000 0.000018866520 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210JGN2 5392.38390000 PA USD 5729.24000000 0.000224333941 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203PED1 53.30030000 PA USD 53.53000000 0.000002096019 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201T7E1 1415.51840000 PA USD 1455.37000000 0.000056986422 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202E5E5 1433.42620000 PA USD 1414.91000000 0.000055402171 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205ELE4 237.64240000 PA USD 238.52000000 0.000009339481 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQ2S1 285301.33930000 PA USD 279959.87000000 0.010962099901 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.04000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379WN73 1070965.47700000 PA USD 1014022.78000000 0.039705044213 Long ABS-CBDO USGA US N 2 2046-02-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ALVG6 373885.92140000 PA USD 374286.17000000 0.014655537549 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38375CRD4 309164.00400000 PA USD 304878.90000000 0.011937828659 Long ABS-CBDO USGA US N 2 2042-04-16 Variable 0.04809000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176KEJ2 110669.60500000 PA USD 108553.86000000 0.004250531542 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206XVC4 2191.34070000 PA USD 2266.81000000 0.000088759141 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290QNY7 543664.95050000 PA USD 509655.77000000 0.019956065367 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206LCC1 7070.41600000 PA USD 7153.44000000 0.000280099872 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CZ30 2180.08140000 PA USD 2223.19000000 0.000087051158 Long ABS-MBS USGA US N 2 2028-03-20 Fixed 0.06000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379H6V2 7452756.00000000 PA USD 1486285.24000000 0.058196938305 Long ABS-CBDO USGA US N 2 2044-10-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203TR31 147.95530000 PA USD 147.82000000 0.000005788035 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FXC5 25046.56000000 PA USD 25257.19000000 0.000988969740 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207AMN9 1720.03260000 PA USD 1751.13000000 0.000068567191 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206JB78 9940.67530000 PA USD 10386.19000000 0.000406681330 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.08000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TMXS0 487299.90000000 PA USD 508927.24000000 0.019927539069 Long ABS-CBDO USGSE US N 2 2029-12-20 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BHW1 3132.83200000 PA USD 3317.91000000 0.000129915980 Long ABS-MBS USGA US N 2 2030-03-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213GWG2 6415.59440000 PA USD 6774.36000000 0.000265256627 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212UN80 6463.95030000 PA USD 6531.28000000 0.000255738595 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200YMJ3 7728.19500000 PA USD 8128.29000000 0.000318271068 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2X80 4365160.31260000 PA USD 4303707.59000000 0.168515839597 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209W6E7 4355.56270000 PA USD 4478.20000000 0.000175348258 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181KHB9 175433.48230000 PA USD 164467.42000000 0.006439881146 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BN68 1520.52130000 PA USD 1580.60000000 0.000061889924 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374NSL2 557056.48860000 PA USD 556120.69000000 0.021775444319 Long ABS-CBDO USGA US N 2 2036-06-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205DBD9 4036.65270000 PA USD 4121.13000000 0.000161366837 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HTJ0 45.16890000 PA USD 47.06000000 0.000001842679 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209PP50 37094.99690000 PA USD 38253.48000000 0.001497852064 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207YLW8 13717.71690000 PA USD 14211.66000000 0.000556471313 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184AJF7 80989.16460000 PA USD 75876.04000000 0.002970999845 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207KAD2 83.20000000 PA USD 85.54000000 0.000003349401 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206NXD2 138.36300000 PA USD 140.60000000 0.000005505329 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AWP53 195495.40300000 PA USD 206372.85000000 0.008080728850 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 0.05750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DBW0 120497.79920000 PA USD 123499.58000000 0.004835745686 Long ABS-MBS USGA US N 2 2029-05-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176YET0 67764.24890000 PA USD 66475.05000000 0.002602894975 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203EE20 61.55930000 PA USD 61.58000000 0.000002411224 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210V2G5 4266.77510000 PA USD 4451.72000000 0.000174311408 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176MK69 269088.64280000 PA USD 258437.50000000 0.010119370655 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MQM5 1515389.26570000 PA USD 1376466.86000000 0.053896893257 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203HCW9 16.09350000 PA USD 16.10000000 0.000000630411 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FRJ3 191.64230000 PA USD 194.25000000 0.000007606046 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203DG61 460.21840000 PA USD 460.80000000 0.000018043070 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211KQM9 24961.13490000 PA USD 26104.46000000 0.001022145418 Long ABS-MBS USGA US N 2 2030-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225ARU6 50298.20830000 PA USD 51142.26000000 0.002002524730 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210AMQ7 2419.87690000 PA USD 2499.86000000 0.000097884439 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203CET5 95.68250000 PA USD 95.65000000 0.000003745268 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UCU9 381.65310000 PA USD 397.45000000 0.000015562539 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297AG80 291214.14740000 PA USD 285571.79000000 0.011181840064 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212FYQ1 451.36840000 PA USD 475.80000000 0.000018630409 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183SBT7 398330.05200000 PA USD 390616.23000000 0.015294956867 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DUH6 1032.12420000 PA USD 1065.62000000 0.000041725383 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F012627 -5600000.00000000 PA USD -4474929.20000000 -0.17522018759 Short ABS-MBS USGA US N 2 2053-02-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206LAZ2 4352.75840000 PA USD 4441.59000000 0.000173914758 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C5T6 3213.99100000 PA USD 3308.90000000 0.000129563184 Long ABS-MBS USGA US N 2 2028-10-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180UB24 1140225.85200000 PA USD 1068952.16000000 0.041855857296 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209PQA8 1290.16690000 PA USD 1314.34000000 0.000051464255 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36193UAT1 3656460.98170000 PA USD 3543503.76000000 0.138749322240 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 0.03750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CYT4 4126.60240000 PA USD 4243.14000000 0.000166144256 Long ABS-MBS USGA US N 2 2027-12-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36193UAH7 129784.73600000 PA USD 121916.80000000 0.004773770402 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 0.03250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206M6A0 541.59310000 PA USD 547.30000000 0.000021430061 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BNE8 3943472.54230000 PA USD 3932941.50000000 0.153998134190 Long ABS-CBDO USGA US N 2 2061-10-20 Variable 0.04784860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204KT94 1293.41700000 PA USD 1332.30000000 0.000052167497 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213DCV8 6006.90770000 PA USD 6378.25000000 0.000249746557 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C3Y71 67457.76560000 PA USD 66174.40000000 0.002591122733 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224WTK9 20554.46030000 PA USD 21017.52000000 0.000822961354 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207CGF9 867.90430000 PA USD 888.79000000 0.000034801433 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201MD41 5053.82510000 PA USD 5416.51000000 0.000212088695 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C2VQ4 11032.88890000 PA USD 10827.53000000 0.000423962425 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180M2R7 1457285.80750000 PA USD 1395960.16000000 0.054660172302 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AGCD5 78380.94300000 PA USD 82385.20000000 0.003225872310 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 0.05750000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128HD5G0 178096.22110000 PA USD 180381.37000000 0.007063007274 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 0.03229000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38375GVA6 7754908.84920000 PA USD 326109.43000000 0.012769130627 Long ABS-CBDO USGA US N 2 2027-08-20 Fixed 0.03000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379T5X3 14823421.59480000 PA USD 14014331.08000000 0.548744708826 Long ABS-CBDO USGA US N 2 2046-02-16 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EBU2 93129.88330000 PA USD 94653.99000000 0.003706268667 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 0.05000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31336SRL4 220154.00000000 PA USD 223313.54000000 0.008744057977 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 0.03711000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209EVR0 15837.37220000 PA USD 16416.95000000 0.000642821580 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176KD87 38877.73740000 PA USD 38148.83000000 0.001493754392 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AFWX1 94570.16700000 PA USD 99575.74000000 0.003898984556 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209CQX7 5651.89350000 PA USD 5830.50000000 0.000228298875 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200TQA9 3995.46560000 PA USD 4039.62000000 0.000158175234 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176LYB5 13317.25880000 PA USD 13061.18000000 0.000511423154 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030629 -19750000.00000000 PA USD -17926202.05000000 -0.70191780600 Short ABS-MBS USGA US N 2 2053-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASPZ6 120117.77770000 PA USD 117853.23000000 0.004614657382 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RR63 1089.41300000 PA USD 1127.30000000 0.000044140523 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374LQV6 5764248.30000000 PA USD 6007460.38000000 0.235227930479 Long ABS-CBDO USGA US N 2 2035-06-20 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C2H5 4604.67330000 PA USD 4695.73000000 0.000183865856 Long ABS-MBS USGA US N 2 2028-04-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296V2E7 92810.97760000 PA USD 91063.61000000 0.003565683860 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HE31 95715.33830000 PA USD 96431.77000000 0.003775879365 Long ABS-MBS USGA US N 2 2029-08-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205JT88 71.85750000 PA USD 71.80000000 0.000002811398 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210UYW7 4926.29460000 PA USD 5078.57000000 0.000198856327 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297F6K3 3541225.04150000 PA USD 3543204.59000000 0.138737607949 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206KL90 3615.39240000 PA USD 3679.59000000 0.000144077910 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290QBN4 2371.94360000 PA USD 2482.04000000 0.000097186680 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 0.06000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38378JUY6 13449097.31770000 PA USD 11879301.19000000 0.465145545324 Long ABS-CBDO USGA US N 2 2041-03-20 Variable 0.00528580 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177MGR7 1688085.59860000 PA USD 1622580.28000000 0.063533702622 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200MUD3 1030.38140000 PA USD 1039.24000000 0.000040692448 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DN4S9 496804.95500000 PA USD 506201.97000000 0.019820828482 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206H3S5 150.80000000 PA USD 152.76000000 0.000005981465 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204WDM6 253.76610000 PA USD 254.84000000 0.000009978507 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RV50 1248.48680000 PA USD 1289.01000000 0.000050472435 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AASH2 467123.16140000 PA USD 467023.80000000 0.018286769285 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FKT6 3805.85300000 PA USD 3910.40000000 0.000153115499 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209HKD6 1825.88970000 PA USD 1890.56000000 0.000074026708 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179T4P7 709636.91100000 PA USD 696763.74000000 0.027282459180 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWES8 51765120.35800000 PA USD 51120287.43000000 2.001664373471 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209G4L8 233.31750000 PA USD 240.74000000 0.000009426407 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TJY2 15008.36100000 PA USD 14773.62000000 0.000578475401 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184DPS6 297960.11140000 PA USD 292189.99000000 0.011440982096 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224ETW3 89.45670000 PA USD 89.61000000 0.000003508766 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FWJ7 1583314.99500000 PA USD 1611512.89000000 0.063100348246 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C2Y8 49096.27890000 PA USD 50620.17000000 0.001982081791 Long ABS-MBS USGA US N 2 2028-05-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230UD63 294045.92640000 PA USD 288480.23000000 0.011295722850 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176HTG9 1289732.03340000 PA USD 1239684.63000000 0.048541052544 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203PT94 183.87430000 PA USD 183.64000000 0.000007190602 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DMA6 51087.86930000 PA USD 53355.26000000 0.002089176889 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 0.06500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374BRW5 2784472.22800000 PA USD 2860004.94000000 0.111986263852 Long ABS-CBDO USGA US N 2 2033-08-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205RUA3 562.12370000 PA USD 571.56000000 0.000022379985 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C43J7 332205.64900000 PA USD 350438.69000000 0.013721766369 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 0.05750000 N N N N N N LONDON CLEARING HOUSE N/A N/A 1296000.00000000 NC USD -1161.67000000 -0.00004548631 N/A DO CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2033-03-15 0.00000000 USD 0.00000000 USD 1359503.62000000 USD -1161.67000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208LLZ8 1332.25580000 PA USD 1375.49000000 0.000053858643 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207QUY1 2416.40680000 PA USD 2480.56000000 0.000097128729 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209EHJ4 227185.96240000 PA USD 230023.08000000 0.009006776515 Long ABS-MBS USGA US N 2 2030-07-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208PTZ1 3713.34740000 PA USD 3810.28000000 0.000149195204 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207QVB0 954.72300000 PA USD 971.80000000 0.000038051770 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210TYU4 3030.66810000 PA USD 3197.91000000 0.000125217263 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203HDW8 377.17700000 PA USD 377.87000000 0.000014795865 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 0.07500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050627 20400000.00000000 PA USD 20481281.76000000 0.801964427100 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MTT3 551.81570000 PA USD 569.25000000 0.000022289535 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BBD9 1252.09190000 PA USD 1291.51000000 0.000050570325 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225ARN2 269.75000000 PA USD 270.61000000 0.000010595996 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204J6L5 4.69100000 PA USD 4.71000000 0.000000184424 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BDR3 3114.21260000 PA USD 3235.39000000 0.000126684829 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CZK2 370.77450000 PA USD 377.26000000 0.000014771980 Long ABS-MBS USGA US N 2 2028-02-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183SX30 2123748.48330000 PA USD 2062122.61000000 0.080744408329 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GMS6 2404840.53300000 PA USD 2359502.80000000 0.092388617734 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C3Z4 2742.22250000 PA USD 2831.19000000 0.000110857986 Long ABS-MBS USGA US N 2 2028-07-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206DFM4 1445.61940000 PA USD 1465.70000000 0.000057390903 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SYQ4 7846202.48400000 PA USD 7078259.34000000 0.277156101019 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408FHA0 23679.32010000 PA USD 24214.34000000 0.000948135938 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 0.04585000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204PKT8 900.94430000 PA USD 914.33000000 0.000035801476 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296V7L6 808206.20570000 PA USD 808450.53000000 0.031655663631 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36193T7L5 997864.67220000 PA USD 968909.13000000 0.037938575547 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AS2W8 1211487.17270000 PA USD 1188218.02000000 0.046525827574 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FY59 217002.39500000 PA USD 209375.15000000 0.008198286815 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201LAJ3 42817.45900000 PA USD 45175.00000000 0.001768870885 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.06450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206GMA5 265.00240000 PA USD 270.55000000 0.000010593647 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ACL51 382973.43760000 PA USD 383318.23000000 0.015009196607 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204MMB2 592.36210000 PA USD 593.87000000 0.000023253555 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DKK6 102084.87460000 PA USD 106827.34000000 0.004182927979 Long ABS-MBS USGA US N 2 2030-11-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617LJ2L6 12457346.96800000 PA USD 11515155.46000000 0.450887066525 Long ABS-MBS USGA US N 2 2049-10-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178VKC4 2479679.18460000 PA USD 2245454.64000000 0.087922951554 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230TZ62 1364709.79410000 PA USD 1275992.19000000 0.049962710226 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CWR0 16.62870000 PA USD 16.66000000 0.000000652338 Long ABS-MBS USGA US N 2 2027-07-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205MAH1 796.42020000 PA USD 800.61000000 0.000031348660 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176XPF0 2042375.92360000 PA USD 1962577.44000000 0.076846620770 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 0.03500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38378PGF9 2956437.07140000 PA USD 501948.32000000 0.019654272696 Long ABS-CBDO USGA US N 2 2043-12-16 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BM85 11207.52440000 PA USD 11496.10000000 0.000450140931 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183FYD5 1504691.81510000 PA USD 1447484.03000000 0.056677639342 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176XP52 156721.51000000 PA USD 153762.91000000 0.006020735687 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209TWK1 1510.28150000 PA USD 1559.30000000 0.000061055901 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407MSE6 10600.09340000 PA USD 10840.06000000 0.000424453049 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 0.04038000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARLC3 667474.99950000 PA USD 655089.00000000 0.025650644365 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202BXM2 4.69880000 PA USD 4.71000000 0.000000184424 Long ABS-MBS USGA US N 2 2024-02-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183H3F0 2107949.24740000 PA USD 2027805.86000000 0.079400702741 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295R4U9 98070.37530000 PA USD 98116.81000000 0.003841858739 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295XZW8 3730.70800000 PA USD 3888.34000000 0.000152251719 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A2WN2 1021634.22790000 PA USD 1021592.44000000 0.040001441583 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 0.04500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BWC2 29900.57820000 PA USD 29725.09000000 0.001163914693 Long ABS-CBDO USGA US N 2 2061-05-20 Variable 0.04834860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207WEQ3 14232.99660000 PA USD 14534.46000000 0.000569110860 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQV93 9400976.39600000 PA USD 9597843.18000000 0.375812846942 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWDF7 97248.01600000 PA USD 91397.82000000 0.003578770177 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TZ57 5056150.17800000 PA USD 4967589.18000000 0.194510766342 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213HHH5 81.36190000 PA USD 85.23000000 0.000003337263 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DNZ0 851801.31150000 PA USD 895670.02000000 0.035070827249 Long ABS-MBS USGA US N 2 2031-07-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230PBE9 370083.62510000 PA USD 362920.66000000 0.014210509995 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203DJY7 293.38390000 PA USD 294.01000000 0.000011512246 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200BMG9 21008.23080000 PA USD 21427.16000000 0.000839001205 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.06450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297CBN8 223964.78220000 PA USD 233852.92000000 0.009156737611 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204BSH7 4381.42470000 PA USD 4434.60000000 0.000173641058 Long ABS-MBS USGA US N 2 2024-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201T6Z5 4381.64250000 PA USD 4635.86000000 0.000181521588 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212P5E8 9196.98580000 PA USD 9666.78000000 0.000378512134 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206SL44 1138.38170000 PA USD 1155.95000000 0.000045262341 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200TSX7 106647.77600000 PA USD 110534.20000000 0.004328073673 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FPF7 5451812.67800000 PA USD 5380489.34000000 0.210678272074 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206NCU7 177.65220000 PA USD 179.38000000 0.000007023797 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31408FG86 158072.79500000 PA USD 161854.66000000 0.006337575997 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 0.03986000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPB72 1386359.89600000 PA USD 1416048.65000000 0.055446756587 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209NBP6 13218.71170000 PA USD 13744.02000000 0.000538160416 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204L2M2 2117.81740000 PA USD 2151.99000000 0.000084263253 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NJA7 15036.48200000 PA USD 14549.38000000 0.000569695067 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 0.03500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379GTZ0 5482560.83500000 PA USD 1112454.91000000 0.043559249612 Long ABS-CBDO USGA US N 2 2044-10-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206MZZ3 262.54460000 PA USD 264.17000000 0.000010343832 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DPE5 255351.52860000 PA USD 268928.24000000 0.010530145742 Long ABS-MBS USGA US N 2 2031-08-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208EBV4 2791.13070000 PA USD 2938.96000000 0.000115077825 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M77A0 895812.87200000 PA USD 877322.85000000 0.034352426035 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205TRZ8 245.28890000 PA USD 246.81000000 0.000009664084 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DLR0 771.77700000 PA USD 777.15000000 0.000030430061 Long ABS-MBS USGA US N 2 2029-06-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292MLM2 98309.70870000 PA USD 99848.48000000 0.003909663955 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 0.05150000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A8GD9 964213.90330000 PA USD 965081.99000000 0.037788720173 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297AGY3 256282.99350000 PA USD 251333.20000000 0.009841194907 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207G5M7 379.21640000 PA USD 388.29000000 0.000015203871 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179M2N9 443326.69830000 PA USD 402333.12000000 0.015753743045 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209CT89 1492.48610000 PA USD 1538.62000000 0.000060246156 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209CGJ9 3922.21310000 PA USD 4029.30000000 0.000157771144 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PQQ2 310158.52200000 PA USD 304221.96000000 0.011912105537 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AGBU8 89777.48100000 PA USD 94475.02000000 0.003699260924 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204DMD8 79.20840000 PA USD 79.34000000 0.000003106634 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36220H7M6 678.62340000 PA USD 701.99000000 0.000027487098 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201LSH8 93894.90220000 PA USD 98071.25000000 0.003840074793 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207N5Z3 316.18030000 PA USD 318.11000000 0.000012455905 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PPQ3 5254.94720000 PA USD 5154.37000000 0.000201824350 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183SX63 830037.18370000 PA USD 820945.79000000 0.032144927640 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207PBD0 434.14550000 PA USD 448.72000000 0.000017570066 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184KZJ9 369066.52840000 PA USD 361919.41000000 0.014171305082 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201HCD3 124633.94760000 PA USD 128330.09000000 0.005024888984 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MTS5 4758.03230000 PA USD 4878.99000000 0.000191041579 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204WUK1 1157.14970000 PA USD 1157.97000000 0.000045341437 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.06500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BBV3 4523413.62260000 PA USD 4491451.18000000 0.175867121727 Long ABS-CBDO USGA US N 2 2060-05-20 Variable 0.04716860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617GM3Q3 1541768.02900000 PA USD 1514763.19000000 0.059312020023 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213KAK8 2078.99450000 PA USD 2164.49000000 0.000084752702 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208VPB5 8148.51280000 PA USD 8422.66000000 0.000329797411 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213E2H8 105323.11030000 PA USD 110730.44000000 0.004335757640 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DPF2 99846.45720000 PA USD 105834.73000000 0.004144061373 Long ABS-MBS USGA US N 2 2031-08-20 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294QSX0 379900.42160000 PA USD 384729.18000000 0.015064443721 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 0.05090000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209NHS4 11683.01120000 PA USD 12197.77000000 0.000477615500 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176FQY7 56738.37030000 PA USD 55653.66000000 0.002179172967 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295DCG2 21363.96800000 PA USD 21584.06000000 0.000845144777 Long ABS-MBS USGA US N 2 2037-04-15 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290SHV6 163464.41750000 PA USD 165029.85000000 0.006461903637 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203KKV5 122.35440000 PA USD 122.51000000 0.000004796997 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211BJ96 7307.59090000 PA USD 7448.88000000 0.000291668111 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A7B87 123223.52030000 PA USD 123070.17000000 0.004818931721 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203XLT1 9.13840000 PA USD 9.13000000 0.000000357493 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213EZR0 1105108.21290000 PA USD 1083906.60000000 0.042441412880 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DU74 169869.68340000 PA USD 159303.64000000 0.006237688338 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201HAL7 59316.20650000 PA USD 61875.86000000 0.002422809236 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203LRN4 2.71180000 PA USD 2.71000000 0.000000106112 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203GN66 8.90540000 PA USD 8.90000000 0.000000348488 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207M6T8 5892.94900000 PA USD 6064.93000000 0.000237478209 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207GBC2 1942.88830000 PA USD 2004.70000000 0.000078495970 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204DJY6 35.87440000 PA USD 35.90000000 0.000001405699 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211UVB5 23352.55050000 PA USD 24656.97000000 0.000965467545 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ABCZ7 337834.18360000 PA USD 331509.18000000 0.012980563068 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208Y3X5 1634.02070000 PA USD 1686.69000000 0.000066043980 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212V5L9 67159.58650000 PA USD 68020.15000000 0.002663394862 Long ABS-MBS USGA US N 2 2030-11-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FRH7 388.19090000 PA USD 393.08000000 0.000015391428 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XFU74 3187224.57000000 PA USD 2804118.90000000 0.109797991820 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179N2J6 5496.40800000 PA USD 5314.92000000 0.000208110841 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294XNA0 54240.50800000 PA USD 57224.96000000 0.002240698741 Long ABS-MBS USGA US N 2 2037-01-15 Fixed 0.05850000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200HFR0 29939.62570000 PA USD 31281.13000000 0.001224842946 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224NTX1 31.87940000 PA USD 31.89000000 0.000001248683 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137H8U41 5000000.00000000 PA USD 4856624.00000000 0.190165817229 Long ABS-MBS USGSE US N 2 2032-11-25 Fixed 0.03710000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291USF3 138847.94090000 PA USD 145931.87000000 0.005714103730 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206GCL2 3720.77180000 PA USD 3753.96000000 0.000146989940 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204A3B9 3299.96600000 PA USD 3305.73000000 0.000129439060 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.06500000 N N N N N N FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES N/A 3136FAXR6 99765.03300000 PA USD 17075.19000000 0.000668595604 Long ABS-CBDO USGSE US N 2 2033-02-25 Variable 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BSG4 50001.19130000 PA USD 53124.70000000 0.002080149089 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QP26 2647.28230000 PA USD 2730.94000000 0.000106932601 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206PGM6 2083.08850000 PA USD 2181.77000000 0.000085429317 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203DMD9 59.06210000 PA USD 59.12000000 0.000002314900 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210RTS9 1108.19400000 PA USD 1171.58000000 0.000045874349 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FV86 3296.50970000 PA USD 3253.11000000 0.000127378673 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207CEW4 428.49430000 PA USD 447.70000000 0.000017530127 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225B5F1 816114.19290000 PA USD 823815.29000000 0.032257285692 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617GSS91 1317849.83400000 PA USD 1294767.04000000 0.050697857664 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ALT46 41780.94900000 PA USD 40995.41000000 0.001605214989 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQVW2 2422486.08100000 PA USD 2470578.24000000 0.096737884184 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201HLB7 2191.01000000 PA USD 2323.45000000 0.000090976935 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206LZD4 2369.52250000 PA USD 2413.46000000 0.000094501364 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FVC3 488.06840000 PA USD 495.01000000 0.000019382596 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208VZY4 13450.32750000 PA USD 13829.03000000 0.000541489065 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180C5D7 2977269.73000000 PA USD 2766163.74000000 0.108311820764 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AS2S7 387600.90610000 PA USD 380217.73000000 0.014887793527 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128HD4K2 923.68660000 PA USD 928.68000000 0.000036363364 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 0.04158000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200WJL6 44481.38910000 PA USD 45942.66000000 0.001798929355 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180STA2 2236324.16910000 PA USD 2096535.12000000 0.082091863493 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176M5X7 2919473.14890000 PA USD 2863593.27000000 0.112126768389 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176LF75 81793.37430000 PA USD 80218.82000000 0.003141045603 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LHH2 3999.18450000 PA USD 4108.37000000 0.000160867207 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296X3E2 373980.47510000 PA USD 373997.30000000 0.014644226564 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211YAC8 632245.18630000 PA USD 639123.95000000 0.025025517368 Long ABS-MBS USGA US N 2 2029-12-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AASE9 17178.08240000 PA USD 17170.00000000 0.000672307982 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292L6J8 8535.73220000 PA USD 8631.76000000 0.000337984924 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225A2E9 968.97070000 PA USD 989.69000000 0.000038752270 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204TYB4 488.34150000 PA USD 488.96000000 0.000019145702 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290R6C2 1003021.91280000 PA USD 1043577.00000000 0.040862268326 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ACL77 76459.40860000 PA USD 76554.94000000 0.002997582832 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183SX48 298620.01000000 PA USD 298800.29000000 0.011699814796 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 0.04250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ALZQ0 46022.94600000 PA USD 46075.91000000 0.001804146888 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203NFM5 65.90980000 PA USD 65.85000000 0.000002578420 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206UN39 807.35180000 PA USD 819.86000000 0.000032102412 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212CVJ7 33097.19980000 PA USD 35792.85000000 0.001401503713 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 0.08500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374MB40 2150843.95000000 PA USD 2220795.63000000 0.086957404130 Long ABS-CBDO USGA US N 2 2036-03-20 Variable 0.04371440 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210UWT6 3755.72770000 PA USD 3944.98000000 0.000154469513 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206N6E0 609.35650000 PA USD 612.56000000 0.000023985380 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178FWP7 72111.00060000 PA USD 70699.96000000 0.002768325419 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617LR2M6 4015221.32400000 PA USD 3585355.74000000 0.140388077058 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 0.02625000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203UUB6 182.14340000 PA USD 181.97000000 0.000007125211 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179FWC5 337233.68010000 PA USD 316153.74000000 0.012379305941 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207HWR4 572.02990000 PA USD 588.22000000 0.000023032323 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AN5R7 153994.69410000 PA USD 154120.22000000 0.006034726507 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212CUV1 80566.94470000 PA USD 85494.98000000 0.003347638759 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AVAA0 1442560.72520000 PA USD 1385283.13000000 0.054242102849 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TLT0 30474.47800000 PA USD 29997.84000000 0.001174594483 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205XHV9 387.54290000 PA USD 392.89000000 0.000015383988 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204LG70 28.56680000 PA USD 28.52000000 0.000001116728 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FV82 1262094.44610000 PA USD 1262151.24000000 0.049420754421 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KDJ4 104989.59040000 PA USD 106097.81000000 0.004154362525 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203GPH0 50.67340000 PA USD 50.61000000 0.000001981683 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290UYV2 39973.27440000 PA USD 41479.72000000 0.001624178617 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180HHP6 214633.18660000 PA USD 211013.31000000 0.008262430557 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206PPE4 3151.39060000 PA USD 3215.71000000 0.000125914240 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213BU42 482.00780000 PA USD 487.67000000 0.000019095191 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BKL1 23715.72070000 PA USD 24927.15000000 0.000976046704 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ALVD3 171701.72880000 PA USD 168496.38000000 0.006597638977 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225ANQ9 4333.49080000 PA USD 4424.18000000 0.000173233053 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EDP1 124624.98170000 PA USD 126746.26000000 0.004962872586 Long ABS-MBS USGA US N 2 2035-05-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296JR31 793493.06430000 PA USD 793051.41000000 0.031052696170 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MRU2 1678.40660000 PA USD 1723.36000000 0.000067479830 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207BAV2 1336.00220000 PA USD 1388.02000000 0.000054349267 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CYR8 3404.19090000 PA USD 3463.62000000 0.000135621396 Long ABS-MBS USGA US N 2 2027-12-20 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DAP6 3471.90050000 PA USD 3578.51000000 0.000140120025 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BC30 1022.22320000 PA USD 1057.78000000 0.000041418400 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AF5H6 255121.52900000 PA USD 268777.24000000 0.010524233191 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 0.05750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FE51 537335.01940000 PA USD 530363.69000000 0.020766904034 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213RUK1 2135.01520000 PA USD 2230.69000000 0.000087344827 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31409A5J4 38273.14960000 PA USD 38511.71000000 0.001507963310 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 0.01940000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203PE66 36.50800000 PA USD 36.89000000 0.000001444463 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YJL4 420.67390000 PA USD 439.51000000 0.000017209439 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183SXV8 1742601.92500000 PA USD 1692035.97000000 0.066253307445 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 0.03750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MCY4 104294.25740000 PA USD 97892.95000000 0.003833093284 Long ABS-MBS USGA US N 2 2042-05-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AWS5 89.84800000 PA USD 90.00000000 0.000003524037 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211YNC4 94879.00610000 PA USD 95703.82000000 0.003747375778 Long ABS-MBS USGA US N 2 2030-03-20 Fixed 0.05350000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNXQ1 5286787.94000000 PA USD 5001790.42000000 0.195849949024 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209ARU6 2051.82590000 PA USD 2112.42000000 0.000082713851 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203LC83 9.92830000 PA USD 9.91000000 0.000000388035 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206PUN8 93.11720000 PA USD 94.80000000 0.000003711985 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207LCZ9 47.23100000 PA USD 49.99000000 0.000001957406 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQNK7 544163.08200000 PA USD 554455.87000000 0.021710256679 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BYE2 5254.07910000 PA USD 5513.10000000 0.000215870770 Long ABS-MBS USGA US N 2 2032-08-20 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XGB32 364354.58100000 PA USD 331191.35000000 0.012968118127 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RP23 1738.94630000 PA USD 1855.66000000 0.000072660164 Long ABS-MBS USGA US N 2 2030-05-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209SVR9 1463.00850000 PA USD 1511.36000000 0.000059178764 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EG29 61925.16480000 PA USD 63083.48000000 0.002470094767 Long ABS-MBS USGA US N 2 2036-02-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213AKZ6 95513.91570000 PA USD 99141.52000000 0.003881982251 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206WZ40 9591.04860000 PA USD 9814.84000000 0.000384309567 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MZG4 500.50020000 PA USD 514.23000000 0.000020135173 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210TLS3 130324.31450000 PA USD 131659.72000000 0.005155263872 Long ABS-MBS USGA US N 2 2029-04-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206P6Y1 2480.84240000 PA USD 2514.58000000 0.000098460815 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204UT92 2483.49260000 PA USD 2493.98000000 0.000097654202 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FFS6 4189.68850000 PA USD 4286.21000000 0.000167830704 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.08000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377WHJ6 10030465.19580000 PA USD 8882216.66000000 0.347791797339 Long ABS-CBDO USGA US N 2 2041-05-16 Variable 0.01177400 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BML3 3445836.44040000 PA USD 3433542.73000000 0.134443691593 Long ABS-CBDO USGA US N 2 2061-06-20 Variable 0.04714860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200QSM7 31860.41280000 PA USD 33746.39000000 0.001321372589 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D4N8 3388.11300000 PA USD 3437.20000000 0.000134586895 Long ABS-MBS USGA US N 2 2034-03-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206PUP3 704.47680000 PA USD 714.95000000 0.000027994559 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204CCC3 60.56770000 PA USD 60.61000000 0.000002373243 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AG53 12495.82220000 PA USD 12661.97000000 0.000495791700 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204NFN2 113.54900000 PA USD 113.92000000 0.000004460647 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207XQL9 3547.30040000 PA USD 3606.83000000 0.000141228922 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ACL69 207126.81940000 PA USD 207373.38000000 0.008119905572 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DQN4 107358.96110000 PA USD 112650.05000000 0.004410921829 Long ABS-MBS USGA US N 2 2031-11-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210JVW5 5109.45990000 PA USD 5292.02000000 0.000207214169 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JT45 1152.86440000 PA USD 1190.28000000 0.000046606566 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204RBL1 1870.48940000 PA USD 1926.72000000 0.000075442587 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290SF89 1647.27300000 PA USD 1660.73000000 0.000065027491 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177MTR3 108865.85840000 PA USD 106763.24000000 0.004180418081 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208PXS2 3661.44640000 PA USD 3763.46000000 0.000147361921 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DEX5 28543.96490000 PA USD 29419.90000000 0.001151964682 Long ABS-MBS USGA US N 2 2029-12-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200WQR5 277.93850000 PA USD 294.20000000 0.000011519685 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FJU5 6390.19010000 PA USD 6576.69000000 0.000257516667 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207V3B0 629.31620000 PA USD 651.23000000 0.000025499541 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295GKU5 566490.82190000 PA USD 530726.33000000 0.020781103554 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203N6K9 25.13050000 PA USD 25.09000000 0.000000982423 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213W7E0 1172.47980000 PA USD 1237.04000000 0.000048437499 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209HJW6 7581.73850000 PA USD 7850.27000000 0.000307384926 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207NGH1 573.48660000 PA USD 596.73000000 0.000023365541 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AVA77 119990.41990000 PA USD 115211.92000000 0.004511234330 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211QXC0 1965.91530000 PA USD 2062.24000000 0.000080749004 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQYC1 596196.65350000 PA USD 595659.66000000 0.023323630990 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38376RCN4 26377.35210000 PA USD 26014.22000000 0.001018611983 Long ABS-CBDO USGA US N 2 2063-05-20 Variable 0.04464860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294QW72 117638.00690000 PA USD 119335.41000000 0.004672693576 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 0.05090000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208L6G7 2846.32800000 PA USD 2924.52000000 0.000114512413 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297BFT3 557307.08880000 PA USD 546949.59000000 0.021416341015 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180NDJ1 317103.77520000 PA USD 311755.69000000 0.012207096033 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205CU65 3442.72720000 PA USD 3485.27000000 0.000136469122 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208MXA8 16268.07790000 PA USD 16833.88000000 0.000659146878 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176CQP3 2612.31290000 PA USD 2615.83000000 0.000102425357 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DC90 49444.57690000 PA USD 51420.39000000 0.002013415180 Long ABS-MBS USGA US N 2 2029-08-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211XVL7 947.16650000 PA USD 987.18000000 0.000038653989 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205DCR7 5743.19320000 PA USD 5845.17000000 0.000228873293 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4JX9 88643.39100000 PA USD 86933.20000000 0.003403953656 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296Q2T5 96730.00940000 PA USD 96717.75000000 0.003787077189 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205RL62 606.16870000 PA USD 614.41000000 0.000024057818 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206NYZ2 17834.80240000 PA USD 18401.82000000 0.000720541087 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36202WKA6 14045.84950000 PA USD 14164.57000000 0.000554627459 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296QPW3 23000.64500000 PA USD 24635.18000000 0.000964614336 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MMQ6 3484.61410000 PA USD 3577.95000000 0.000140098098 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FHW9 1261091.19510000 PA USD 1244627.02000000 0.048734576612 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TG58 103443.41200000 PA USD 101922.48000000 0.003990873434 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204EVN4 2335.57920000 PA USD 2336.30000000 0.000091480089 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209VFH2 5184.43530000 PA USD 5344.69000000 0.000209276514 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207FX55 320.30970000 PA USD 329.38000000 0.000012897192 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290QA88 11454.20860000 PA USD 11909.39000000 0.000466323701 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204LD32 1071.98600000 PA USD 1076.75000000 0.000042161189 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291LF26 59723.53480000 PA USD 60469.32000000 0.002367734799 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201PWC5 96.18000000 PA USD 96.04000000 0.000003760539 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A8GC1 672620.55990000 PA USD 673168.81000000 0.026358576840 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204RN95 1019.85310000 PA USD 1036.43000000 0.000040582420 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200MSB0 3833.84750000 PA USD 3857.65000000 0.000151050022 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297KMX6 83721.48000000 PA USD 82082.57000000 0.003214022540 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4W71 11374.74090000 PA USD 11160.88000000 0.000437015067 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212CSD4 39980.32070000 PA USD 43379.35000000 0.001698560469 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 0.08500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A7FP5 879714.71430000 PA USD 888462.60000000 0.034788613738 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416BT57 79971.57110000 PA USD 80981.72000000 0.003170917691 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 0.03870000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207RJ97 11449.38070000 PA USD 11866.50000000 0.000464644302 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SGK7 8926790.82800000 PA USD 8345643.35000000 0.326781749618 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212WBB2 39140.08480000 PA USD 39810.79000000 0.001558830046 Long ABS-MBS USGA US N 2 2030-11-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200J7A2 123889.18420000 PA USD 124971.20000000 0.004893368392 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FLE0 562.12510000 PA USD 568.38000000 0.000022255469 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290QN27 701412.80180000 PA USD 687726.91000000 0.026928613347 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204BM59 948.58890000 PA USD 950.90000000 0.000037233410 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292LE83 58121.10780000 PA USD 58901.98000000 0.002306364084 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208N5A7 16855.07040000 PA USD 17402.11000000 0.000681396474 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136AX5D3 13870078.43900000 PA USD 1679652.63000000 0.065768425771 Long ABS-CBDO USGSE US N 2 2047-10-25 Variable 0.01694140 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BKD3 2856315.23290000 PA USD 2844982.23000000 0.111398035090 Long ABS-CBDO USGA US N 2 2060-12-20 Variable 0.04684860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292MVU3 48415.46530000 PA USD 49368.57000000 0.001933074180 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203L4Q2 60.85580000 PA USD 60.93000000 0.000002385773 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224JXX5 750.49600000 PA USD 749.80000000 0.000029359145 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206G6A3 56.15080000 PA USD 56.78000000 0.000002223275 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204KJE4 349.39800000 PA USD 350.42000000 0.000013721034 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203L6F4 902.32670000 PA USD 903.70000000 0.000035385248 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DQM6 61691.80950000 PA USD 64114.02000000 0.002510446559 Long ABS-MBS USGA US N 2 2031-11-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FHK1 818408.76260000 PA USD 803102.06000000 0.031446239107 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211C3L4 10593.93560000 PA USD 11083.27000000 0.000433976172 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211TJW6 424560.68750000 PA USD 428777.68000000 0.016789205408 Long ABS-MBS USGA US N 2 2029-11-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207FYC9 474.36950000 PA USD 477.26000000 0.000018687577 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FX28 12728.27890000 PA USD 13461.47000000 0.000527096897 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ABDL7 22763.62430000 PA USD 22335.87000000 0.000874582626 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UGQ4 14103.23560000 PA USD 14447.23000000 0.000565695285 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211NVV7 1612.47310000 PA USD 1719.65000000 0.000067334561 Long ABS-MBS USGA US N 2 2030-04-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DBV2 1233384.72220000 PA USD 1184718.57000000 0.046388803220 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204QUU2 5443.74840000 PA USD 5459.14000000 0.000213757914 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210APQ4 5174.15040000 PA USD 5340.94000000 0.000209129679 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C2X0 47.94190000 PA USD 49.24000000 0.000001928039 Long ABS-MBS USGA US N 2 2028-05-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FLZ1 451.53020000 PA USD 464.86000000 0.000018202043 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203T2Z7 72.38230000 PA USD 72.52000000 0.000002839590 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203LFG2 85.86660000 PA USD 85.89000000 0.000003363106 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418EAQ3 611483.18900000 PA USD 574356.31000000 0.022489477684 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C5S8 386.74250000 PA USD 395.17000000 0.000015473264 Long ABS-MBS USGA US N 2 2028-10-20 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DEZ0 6699.91270000 PA USD 6979.74000000 0.000273298480 Long ABS-MBS USGA US N 2 2029-12-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LN44 1701.76660000 PA USD 1755.55000000 0.000068740260 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294XQS8 134082.12880000 PA USD 137575.33000000 0.005386895312 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 0.05450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622AAH31 1591474.60900000 PA USD 1523010.01000000 0.059634932249 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296HNA3 1137105.77050000 PA USD 1138459.38000000 0.044577479825 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212DJZ3 5774.34940000 PA USD 6070.81000000 0.000237708446 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208E6R9 1032.44470000 PA USD 1064.36000000 0.000041676046 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206NKD6 701.54950000 PA USD 711.29000000 0.000027851248 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AM2Z4 370562.64180000 PA USD 378288.72000000 0.014812261271 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178WPW3 57490.51060000 PA USD 55177.20000000 0.002160516714 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209JAV3 2283.51340000 PA USD 2361.69000000 0.000092474259 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203CHG0 104.92170000 PA USD 105.05000000 0.000004113334 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212CPB1 8841.09900000 PA USD 9304.59000000 0.000364330234 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292AUR7 271620.00450000 PA USD 274825.75000000 0.010761068459 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203VJ68 1097.65180000 PA USD 1100.44000000 0.000043088794 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206AN74 1332.38010000 PA USD 1360.74000000 0.000053281092 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178WGJ2 36453.22430000 PA USD 35749.17000000 0.001399793380 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204FTB0 1089.18600000 PA USD 1095.27000000 0.000042886357 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DLU3 11839.27500000 PA USD 12350.77000000 0.000483606363 Long ABS-MBS USGA US N 2 2031-02-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AXSW9 12793.04470000 PA USD 13061.20000000 0.000511423938 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C2W2 4908.20000000 PA USD 5005.27000000 0.000195986195 Long ABS-MBS USGA US N 2 2028-05-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297AF73 182852.63780000 PA USD 179414.77000000 0.007025159114 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206SNN0 187.08220000 PA USD 191.72000000 0.000007506982 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJM91 1186239.81800000 PA USD 1151534.71000000 0.045089457037 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.04000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS N/A 38377XGB2 7326599.42000000 PA USD 988460.83000000 0.038704141299 Long ABS-CBDO USGSE US N 2 2041-07-20 Variable 0.02174290 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176LX26 22679.43560000 PA USD 22239.56000000 0.000870811514 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295R5Q7 873215.85760000 PA USD 874255.33000000 0.034232314318 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211LE57 2836.76330000 PA USD 3012.13000000 0.000117942867 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203CZR6 39.70560000 PA USD 39.77000000 0.000001557232 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DWS6 607.26040000 PA USD 597.38000000 0.000023390992 Long ABS-MBS USGA US N 2 2033-02-20 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C2K8 20143.61000000 PA USD 20797.55000000 0.000814348216 Long ABS-MBS USGA US N 2 2028-04-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294VEC0 166793.63580000 PA USD 169178.57000000 0.006624350788 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 0.05090000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C4N0 112.84820000 PA USD 115.31000000 0.000004515074 Long ABS-MBS USGA US N 2 2028-08-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DRT0 342699.26550000 PA USD 321632.68000000 0.012593839144 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202ETZ2 150974.85570000 PA USD 154428.74000000 0.006046806906 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207WG81 4568.43460000 PA USD 4597.22000000 0.000180008602 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177NWU0 71366.68070000 PA USD 70012.37000000 0.002741402166 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201APH5 2475.89080000 PA USD 2593.46000000 0.000101549438 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ABCT1 207900.19770000 PA USD 204002.32000000 0.007987908452 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204QCG3 11.16980000 PA USD 11.20000000 0.000000438546 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209SH87 2022.97310000 PA USD 2062.20000000 0.000080747438 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BQA3 1709875.90270000 PA USD 1700635.22000000 0.066590019408 Long ABS-CBDO USGA US N 2 2062-03-20 Variable 0.04814860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212NPC5 1028.46780000 PA USD 1040.61000000 0.000040746092 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622AAGN8 2869079.26000000 PA USD 2957184.67000000 0.115791430316 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 0.05000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BER9 8053874.62200000 PA USD 7993621.98000000 0.312998011880 Long ABS-CBDO USGA US N 2 2060-09-20 Variable 0.04484860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213JUY9 6822.14110000 PA USD 7203.64000000 0.000282065502 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201LTQ7 6203.83190000 PA USD 6649.05000000 0.000260349993 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FB54 119417.84010000 PA USD 124828.38000000 0.004887776137 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295R5H7 1029577.32580000 PA USD 1030416.53000000 0.040346957375 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA N/A 3136ARFE3 17116540.40800000 PA USD 3134189.17000000 0.122722212974 Long ABS-CBDO USGSE US N 2 2046-02-25 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FX76 27841.95600000 PA USD 26861.85000000 0.001051801757 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212CUA7 31156.42090000 PA USD 32269.76000000 0.001263553711 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VBF6 12138054.50600000 PA USD 11272934.09000000 0.441402654148 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201SEY1 7399.76220000 PA USD 7847.07000000 0.000307259627 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296HNF2 417907.69080000 PA USD 410147.86000000 0.016059736759 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176KCV7 449993.74520000 PA USD 441370.56000000 0.017282291823 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BRT4 7068.00420000 PA USD 7263.39000000 0.000284405071 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FEG7 653857.45840000 PA USD 645379.15000000 0.025270445783 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209SUK5 3855.22130000 PA USD 3987.21000000 0.000156123069 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QBF7 13194.11400000 PA USD 12758.45000000 0.000499569468 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LM94 3209.17950000 PA USD 3244.91000000 0.000127057594 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES N/A 3136FAZ78 124570.41760000 PA USD 20507.03000000 0.000802972624 Long ABS-CBDO USGSE US N 2 2033-07-25 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207KGT1 1182.39310000 PA USD 1225.66000000 0.000047991904 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VVX5 26822653.88100000 PA USD 23339984.41000000 0.913899698526 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204UT68 444.50690000 PA USD 445.07000000 0.000017427146 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211W4H8 2166.17770000 PA USD 2305.89000000 0.000090289356 Long ABS-MBS USGA US N 2 2030-02-15 Fixed 0.08000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F012635 5600000.00000000 PA USD 4480179.76000000 0.175425778358 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296WAL0 119609.91600000 PA USD 119584.47000000 0.004682445761 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJUV3 1181442.31800000 PA USD 1199358.77000000 0.046962054433 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290Y6N3 253.50550000 PA USD 257.63000000 0.000010087752 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201LS62 6390.48230000 PA USD 6852.28000000 0.000268307661 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209PNA1 2121.41400000 PA USD 2188.45000000 0.000085690879 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204AJR7 1251.34300000 PA USD 1270.73000000 0.000049756664 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ATL54 1455064.87350000 PA USD 1399103.37000000 0.054783247734 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204MBU2 4117.90100000 PA USD 4131.44000000 0.000161770535 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36185GX59 7979.34970000 PA USD 7475.59000000 0.000292713967 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203UNN8 76.69400000 PA USD 76.71000000 0.000003003654 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209VVP6 3565.74540000 PA USD 3673.50000000 0.000143839450 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M77G7 50445.71100000 PA USD 47960.27000000 0.001877930829 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AWR85 692812.38500000 PA USD 730032.48000000 0.028585128921 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AYZ7 691.95140000 PA USD 713.17000000 0.000027924862 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203ATR7 63.14340000 PA USD 63.06000000 0.000002469175 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DLF6 14500.81310000 PA USD 15207.43000000 0.000595461652 Long ABS-MBS USGA US N 2 2031-01-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205SJE6 3195.96320000 PA USD 3311.95000000 0.000129682610 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209AR51 1023.77720000 PA USD 1054.01000000 0.000041270782 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CJE8 6281.58300000 PA USD 6515.15000000 0.000255107009 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180KJU6 46792.55580000 PA USD 46003.38000000 0.001801306906 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASAG4 30573.61620000 PA USD 29995.68000000 0.001174509906 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179BPF5 168707.67730000 PA USD 158162.03000000 0.006192987492 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241L7C4 72762.89600000 PA USD 73370.17000000 0.002872880078 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BBA5 2152.09590000 PA USD 2217.13000000 0.000086813872 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203QDR9 503.31370000 PA USD 503.47000000 0.000019713855 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208SMX7 7332.10930000 PA USD 7593.17000000 0.000297317926 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204KDR1 1522.58470000 PA USD 1527.59000000 0.000059814266 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36193VGF3 2556773.76530000 PA USD 2448420.25000000 0.095870266622 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AVQ0 61369.31370000 PA USD 62478.83000000 0.002446419110 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QNQ47 1300312.07300000 PA USD 1222088.55000000 0.047852060986 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211CBZ4 131.20680000 PA USD 132.38000000 0.000005183467 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213Y3S9 46233.97410000 PA USD 48839.05000000 0.001912340312 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212J5H5 22959.43660000 PA USD 24408.53000000 0.000955739636 Long ABS-MBS USGA US N 2 2030-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213GPZ8 10983.88550000 PA USD 11431.78000000 0.000447622419 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204NXS1 393.48150000 PA USD 396.61000000 0.000015529648 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204LFW6 4717.87150000 PA USD 4729.84000000 0.000185201466 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213GJC6 5747.98640000 PA USD 6066.96000000 0.000237557695 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206PLN8 135.80910000 PA USD 137.91000000 0.000005399999 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.08000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374UXE6 1246583.67180000 PA USD 1263357.83000000 0.049467999621 Long ABS-CBDO USGA US N 2 2037-06-16 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQP72 222268.57010000 PA USD 208632.70000000 0.008169215466 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DA76 1019.72600000 PA USD 1056.13000000 0.000041353793 Long ABS-MBS USGA US N 2 2029-03-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201LLZ5 358.48500000 PA USD 380.80000000 0.000014910592 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208WXS7 403.99910000 PA USD 416.77000000 0.000016319033 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DTC5 200670.31110000 PA USD 181587.29000000 0.007110226239 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294VAF7 218692.65910000 PA USD 221530.92000000 0.008674257764 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 0.05090000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204RN79 429.58860000 PA USD 436.88000000 0.000017106459 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AWVF4 111676.35500000 PA USD 117675.97000000 0.004607716595 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294QN23 341782.65030000 PA USD 345896.59000000 0.013543916044 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 0.05090000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206DEC7 838.27230000 PA USD 846.35000000 0.000033139654 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M77F9 42596.41600000 PA USD 40471.08000000 0.001584684340 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176W2N0 172818.89400000 PA USD 169481.10000000 0.006636196643 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290RW33 2425.02050000 PA USD 2451.63000000 0.000095995947 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203LAZ5 63.08480000 PA USD 63.13000000 0.000002471916 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D3W9 1759.79000000 PA USD 1785.27000000 0.000069903976 Long ABS-MBS USGA US N 2 2034-02-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178D2B6 1776928.98700000 PA USD 1699385.05000000 0.066541067791 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176LU60 147561.14580000 PA USD 147694.00000000 0.005783101638 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206GPD6 2024.20070000 PA USD 2076.17000000 0.000081294447 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176Q6A7 43155.74500000 PA USD 41458.40000000 0.001623343811 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202F4P8 8761.44190000 PA USD 8224.39000000 0.000322033957 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 0.03000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374KUB7 2043948.34500000 PA USD 176135.20000000 0.006896744374 Long ABS-CBDO USGA US N 2 2035-02-20 Variable 0.02314290 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206KMV0 160.02300000 PA USD 162.99000000 0.000006382031 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206MEL7 8040.61580000 PA USD 8215.31000000 0.000321678421 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206JAT1 3102.49800000 PA USD 3238.89000000 0.000126821875 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208L2M8 971.55240000 PA USD 995.59000000 0.000038983290 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225ATG5 7463.56570000 PA USD 7692.42000000 0.000301204156 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177PCF0 900968.56660000 PA USD 866381.01000000 0.033923987691 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292FTU1 5543.75110000 PA USD 5769.81000000 0.000225922499 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200DFS7 41344.36850000 PA USD 43210.42000000 0.001691945852 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178LNQ2 56471.66840000 PA USD 52912.93000000 0.002071857029 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 0.03000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128JMBE6 45727.38720000 PA USD 46324.98000000 0.001813899465 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 0.04110000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ELY4 2623913.62900000 PA USD 2665741.70000000 0.104379698511 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C6R98 14754.53130000 PA USD 15047.10000000 0.000589183776 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQZA4 3647.30550000 PA USD 3717.93000000 0.000145579150 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204FFN9 720.42060000 PA USD 721.68000000 0.000028258079 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210U2D4 3549.66370000 PA USD 3679.57000000 0.000144077127 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DFX4 58869.93940000 PA USD 61363.28000000 0.002402738669 Long ABS-MBS USGA US N 2 2030-02-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LDP8 80068.00340000 PA USD 80016.55000000 0.003133125525 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C3M3 1612.36240000 PA USD 1662.41000000 0.000065093273 Long ABS-MBS USGA US N 2 2028-06-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A7B95 268162.03230000 PA USD 267805.27000000 0.010486174764 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38380UVE0 2953925.98100000 PA USD 2797766.39000000 0.109549253138 Long ABS-CBDO USGA US N 2 2047-04-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200MPF4 11944.42810000 PA USD 12042.02000000 0.000471516957 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DCU3 35.36170000 PA USD 36.75000000 0.000001438981 Long ABS-MBS USGA US N 2 2029-07-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211AY26 221.36550000 PA USD 233.13000000 0.000009128430 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A5Q28 97187.39190000 PA USD 97258.32000000 0.003808243731 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C43X6 160707.35300000 PA USD 169588.76000000 0.006640412174 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201AVK1 48866.44030000 PA USD 51820.37000000 0.002029076784 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213EZP4 732236.05120000 PA USD 718171.92000000 0.028120717205 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201G6M2 1355.59930000 PA USD 1413.19000000 0.000055334823 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206ERN7 34096.61680000 PA USD 34953.46000000 0.001368636584 Long ABS-MBS USGA US N 2 2026-09-20 Fixed 0.07395000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183H3T0 1777058.54800000 PA USD 1709495.49000000 0.066936951863 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210ARU3 1411.52340000 PA USD 1458.17000000 0.000057096058 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2DW9 4310161.94350000 PA USD 4161172.14000000 0.162934725981 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 0.03700000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213WKL9 11759.65820000 PA USD 11849.13000000 0.000463964163 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208TV98 12470.54680000 PA USD 12804.04000000 0.000501354589 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178D6X4 240381.04400000 PA USD 225355.21000000 0.008824001544 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211C4B5 708.40020000 PA USD 738.03000000 0.000028898279 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DQZ7 17006905.31760000 PA USD 15787731.30000000 0.618183912295 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213MW61 6901.64100000 PA USD 6962.89000000 0.000272638702 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210E6M6 696.20400000 PA USD 717.95000000 0.000028112027 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ACUQ5 501692.67750000 PA USD 501629.11000000 0.019641773719 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AF6P7 294278.35900000 PA USD 308289.07000000 0.012071357169 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230LLM9 2572133.38240000 PA USD 2404923.11000000 0.094167093970 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224FFS4 162.84210000 PA USD 162.77000000 0.000006373417 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296VZM3 435747.89470000 PA USD 454742.32000000 0.017805876038 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180HJG4 327723.65580000 PA USD 322196.47000000 0.012615914887 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F012627 9100000.00000000 PA USD 7271759.95000000 0.284732804843 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213EZT6 360334.70820000 PA USD 353413.72000000 0.013838256551 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224ETM5 102.89250000 PA USD 103.15000000 0.000004038938 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 0.07500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BMB5 2824484.29640000 PA USD 2812613.84000000 0.110130619425 Long ABS-CBDO USGA US N 2 2061-05-20 Variable 0.04684860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201LRR7 3480.21680000 PA USD 3547.70000000 0.000138913630 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211QXE6 14239.45210000 PA USD 14846.48000000 0.000581328305 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296HM48 383128.85540000 PA USD 376014.80000000 0.014723223731 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207AKM3 1754.53920000 PA USD 1799.74000000 0.000070470563 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206KCS8 3057.76860000 PA USD 3099.35000000 0.000121358051 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DN23 6068.55640000 PA USD 6444.24000000 0.000252330459 Long ABS-MBS USGA US N 2 2031-07-20 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208MYQ2 1372.59210000 PA USD 1412.18000000 0.000055295275 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AVYS5 35195.43480000 PA USD 34522.58000000 0.001351765061 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C6J7 80768.96970000 PA USD 83153.63000000 0.003255960931 Long ABS-MBS USGA US N 2 2028-11-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230MRX7 274892.56740000 PA USD 270256.39000000 0.010582150742 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210AK63 124.25280000 PA USD 129.55000000 0.000005072655 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180DM20 111506.83230000 PA USD 107066.18000000 0.004192279990 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FQB6 3879.63210000 PA USD 4163.81000000 0.000163038013 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203VZF0 1813.40330000 PA USD 1817.13000000 0.000071151485 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200NJ69 1534.82450000 PA USD 1549.74000000 0.000060681570 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARFS5 15175.43500000 PA USD 15469.30000000 0.000605715426 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208HLA2 725.97850000 PA USD 747.05000000 0.000029251466 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.07500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BNX6 3754593.70980000 PA USD 3749134.53000000 0.146800994230 Long ABS-CBDO USGA US N 2 2061-11-20 Variable 0.04884860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208GA32 114.36330000 PA USD 116.28000000 0.000004553056 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FAT3 81381.00150000 PA USD 80330.65000000 0.003145424415 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207FYF2 202.77590000 PA USD 208.34000000 0.000008157754 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARVD0 915953.63130000 PA USD 898854.52000000 0.035195519432 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209D5V2 5714.63790000 PA USD 5861.08000000 0.000229496264 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295CHS3 108486.52640000 PA USD 101705.21000000 0.003982366017 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FM60 6112.96200000 PA USD 5901.84000000 0.000231092262 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210AXM4 1247.98710000 PA USD 1294.39000000 0.000050683094 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181D6R2 889585.49060000 PA USD 833978.92000000 0.032655252470 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203RQF9 232.71810000 PA USD 232.79000000 0.000009115117 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206N6K6 794.18970000 PA USD 808.29000000 0.000031649377 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V7D6 30461374.94800000 PA USD 26487213.39000000 1.037132497893 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211KMT8 13982.11220000 PA USD 14497.40000000 0.000567659740 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BWF8 351.08200000 PA USD 365.88000000 0.000014326385 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296XYV0 24492.19500000 PA USD 24495.40000000 0.000959141115 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LGG5 9821.77840000 PA USD 9915.84000000 0.000388264320 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CLB1 7937.57740000 PA USD 8207.09000000 0.000321356558 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DUX7 8800.12550000 PA USD 9277.55000000 0.000363271457 Long ABS-MBS USGA US N 2 2032-10-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212CSS1 62669.77020000 PA USD 66825.42000000 0.002616614052 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176XJ75 6004191.96400000 PA USD 5771202.30000000 0.225977016499 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177PDA0 42078.48090000 PA USD 39512.87000000 0.001547164700 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180BYS4 55102.57320000 PA USD 51658.20000000 0.002022726861 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208M5R2 624.53230000 PA USD 640.83000000 0.000025092319 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FAW6 10651.06100000 PA USD 11135.60000000 0.000436025204 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184CKR5 604246.17950000 PA USD 566098.06000000 0.022166117906 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BTZ8 818.51470000 PA USD 831.23000000 0.000032547615 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205GYM7 663.88920000 PA USD 666.84000000 0.000026110766 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DLE9 5295.19150000 PA USD 5533.27000000 0.000216660546 Long ABS-MBS USGA US N 2 2031-01-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200RCR1 62939.01000000 PA USD 65679.37000000 0.002571739354 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374H2N9 362601.10740000 PA USD 44196.25000000 0.001730546980 Long ABS-CBDO USGA US N 2 2034-08-17 Variable 0.02741000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARG88 7975.59270000 PA USD 7826.49000000 0.000306453797 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200KT49 912.02410000 PA USD 919.35000000 0.000035998039 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H020626 -305200000.00000000 PA USD -263940561.36000000 -10.3348483537 Short ABS-MBS USGA US N 2 2053-02-01 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206VJE8 384.80310000 PA USD 395.02000000 0.000015467390 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208E7B3 393.55940000 PA USD 409.85000000 0.000016048073 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FTU6 2330559.42710000 PA USD 2330664.30000000 0.091259418332 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MQN3 757523.14760000 PA USD 710545.12000000 0.027822082463 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209D6C3 268.81960000 PA USD 276.16000000 0.000010813312 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176XJ91 12840056.17010000 PA USD 12341804.21000000 0.483255299089 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 0.03500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BLZ3 3947028.52370000 PA USD 3931287.38000000 0.153933365519 Long ABS-CBDO USGA US N 2 2061-05-20 Variable 0.04684860 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DXS5 45416.60860000 PA USD 46021.56000000 0.001802018761 Long ABS-MBS USGA US N 2 2033-05-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291GB21 4173.46220000 PA USD 4211.09000000 0.000164889308 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210RWC0 13321.37640000 PA USD 14047.46000000 0.000550041903 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374KM75 8013072.76650000 PA USD 8312050.93000000 0.325466405873 Long ABS-CBDO USGA US N 2 2035-01-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GS27 296399.82260000 PA USD 289703.02000000 0.011343602377 Long ABS-MBS USGA US N 2 2027-03-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RW26 669.21890000 PA USD 691.34000000 0.000027070087 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403CW80 103917.37150000 PA USD 105630.12000000 0.004136049670 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 0.03926000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209WSH6 3084.63780000 PA USD 3169.37000000 0.000124099752 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207SCK7 1117.93960000 PA USD 1144.09000000 0.000044797952 Long ABS-MBS USGA US N 2 2027-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMKP6 821615.49020000 PA USD 806104.95000000 0.031563820174 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205Q5Q8 3457.45680000 PA USD 3490.21000000 0.000136662553 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209T2T5 2237.69780000 PA USD 2341.06000000 0.000091666472 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295R5N4 533082.02020000 PA USD 523073.30000000 0.020481441751 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225ADA5 146.79700000 PA USD 148.33000000 0.000005808004 Long ABS-MBS USGA US N 2 2025-04-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201VVP4 1187.16330000 PA USD 1196.86000000 0.000046864212 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 0.05000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38376RGF7 418921.59000000 PA USD 413970.27000000 0.016209406926 Long ABS-CBDO USGA US N 2 2065-06-20 Variable 0.04242550 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297BXM8 19765.99950000 PA USD 20127.62000000 0.000788116458 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176AHY8 7204.02120000 PA USD 7138.71000000 0.000279523105 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D7L9 4329.60180000 PA USD 4594.55000000 0.000179904055 Long ABS-MBS USGA US N 2 2034-08-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181H6N2 61379.29450000 PA USD 57542.57000000 0.002253135068 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BDX3 1624.23930000 PA USD 1674.04000000 0.000065548657 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296GJS1 178859.16530000 PA USD 179127.35000000 0.007013904906 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASW47 75874.22020000 PA USD 74421.96000000 0.002914063934 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203M5F3 5473.28040000 PA USD 5704.50000000 0.000223365223 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407WSB0 21915.71500000 PA USD 21952.53000000 0.000859572577 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 0.02835000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213CNC0 16036.45900000 PA USD 17120.04000000 0.000670351750 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206ERQ0 31738.07100000 PA USD 32607.77000000 0.001276788820 Long ABS-MBS USGA US N 2 2026-12-20 Fixed 0.07395000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291UAX3 11529.91730000 PA USD 11669.16000000 0.000456917263 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0YW2 22883.15720000 PA USD 22453.52000000 0.000879189325 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140M1ST2 45577.75600000 PA USD 41461.36000000 0.001623459713 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224VDA0 220.74640000 PA USD 220.64000000 0.000008639372 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292MEX6 108475.69250000 PA USD 109179.39000000 0.004275024775 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617JDZ77 264671.21800000 PA USD 251465.55000000 0.009846377199 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AWR93 79819.88000000 PA USD 84215.97000000 0.003297557883 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 0.05750000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38376UK65 8183818.92970000 PA USD 8503787.43000000 0.332974034262 Long ABS-CBDO USGA US N 2 2047-04-20 Variable 0.05744110 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AMC1 2882.52560000 PA USD 2945.15000000 0.000115320201 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210YG74 19185.89740000 PA USD 20270.48000000 0.000793710279 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M77H5 61835.08600000 PA USD 59001.05000000 0.002310243265 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208T2R0 1019.88220000 PA USD 1051.41000000 0.000041168977 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176L5M3 268617.07650000 PA USD 263412.54000000 0.010314173165 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176RDG4 371538.65500000 PA USD 364347.52000000 0.014266380081 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212JXR2 7383.35760000 PA USD 7858.86000000 0.000307721276 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EJG5 17332.40920000 PA USD 17673.64000000 0.000692028494 Long ABS-MBS USGA US N 2 2036-06-20 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FXE1 12868.09620000 PA USD 13410.85000000 0.000525114822 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LHQ2 71669.48580000 PA USD 72385.96000000 0.002834342382 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C6L2 30407.16090000 PA USD 31455.44000000 0.001231668223 Long ABS-MBS USGA US N 2 2028-11-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HVR9 16146.36050000 PA USD 16971.14000000 0.000664521426 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128Q2KJ1 350011.80450000 PA USD 357580.98000000 0.014001429653 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 0.04061000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207RJB2 1844.33170000 PA USD 1908.48000000 0.000074728383 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206TJE3 637.28420000 PA USD 653.09000000 0.000025572371 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206XSE4 2316.09230000 PA USD 2340.46000000 0.000091642978 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CTQ6 420.69200000 PA USD 430.22000000 0.000016845680 Long ABS-MBS USGA US N 2 2027-01-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203LG22 14.97220000 PA USD 14.95000000 0.000000585381 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225B6P8 29052.13080000 PA USD 29305.86000000 0.001147499336 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290NAN2 913.01470000 PA USD 920.22000000 0.000036032105 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2L34 82953.12060000 PA USD 77783.50000000 0.003045688289 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176HQE7 5239538.75330000 PA USD 5035168.45000000 0.197156898121 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206V5W3 2202.23070000 PA USD 2280.00000000 0.000089275608 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209CVP8 1009.87770000 PA USD 1042.65000000 0.000040825970 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203N5M6 230.34810000 PA USD 230.63000000 0.000009030541 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241L7H3 623513.00000000 PA USD 604558.95000000 0.023672091310 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177LQG2 49548.19580000 PA USD 48589.19000000 0.001902556801 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NDR6 4558515.14810000 PA USD 4410843.87000000 0.172710864421 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MRY76 596746.70000000 PA USD 590245.50000000 0.023111634310 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207KSB7 2718.99460000 PA USD 2848.41000000 0.000111532252 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206EEK7 476.19220000 PA USD 485.40000000 0.000019006307 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203NBW7 57.96170000 PA USD 59.05000000 0.000002312159 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203KRH9 292.83150000 PA USD 293.05000000 0.000011474656 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207KCF5 555.25000000 PA USD 574.92000000 0.000022511549 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205FKD4 805.68830000 PA USD 808.34000000 0.000031651335 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FUE4 263802.73780000 PA USD 260335.34000000 0.010193682419 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208WBT9 406.87140000 PA USD 409.22000000 0.000016023405 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183SBR1 423535.24070000 PA USD 406403.66000000 0.015913128982 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203MHA1 181.57580000 PA USD 181.63000000 0.000007111898 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209NFS6 696.44930000 PA USD 717.02000000 0.000028075612 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RXZ1 15091.37980000 PA USD 14804.58000000 0.000579687670 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38380UAT0 2308857.59100000 PA USD 2159893.79000000 0.084572733591 Long ABS-CBDO USGA US N 2 2047-10-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMP48 262587.13380000 PA USD 257597.74000000 0.010086489039 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200NSP7 975.23140000 PA USD 984.57000000 0.000038551792 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206LT82 199.38830000 PA USD 203.24000000 0.000007958059 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MAY6 1262453.59400000 PA USD 1245769.76000000 0.048779321703 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201XMC9 540.28140000 PA USD 560.42000000 0.000021943787 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HKQ3 5220.04770000 PA USD 5521.17000000 0.000216186759 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208EUC5 1743.13140000 PA USD 1810.75000000 0.000070901670 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211YHU1 303821.07140000 PA USD 306838.80000000 0.012014570442 Long ABS-MBS USGA US N 2 2030-01-20 Fixed 0.05350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179N5V6 5420.65400000 PA USD 5241.67000000 0.000205242666 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FJL1 15350.64850000 PA USD 15272.84000000 0.000598022844 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203M3G3 10232.60190000 PA USD 10593.94000000 0.000414815982 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204RDH8 164.74570000 PA USD 170.56000000 0.000006678442 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230QTP3 288120.40860000 PA USD 282645.86000000 0.011067272441 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290TTC3 95796.92700000 PA USD 100797.08000000 0.003946807307 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DLV1 9602.20750000 PA USD 10075.41000000 0.000394512438 Long ABS-MBS USGA US N 2 2031-02-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205BCR1 715.48980000 PA USD 728.87000000 0.000028539610 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210AP76 87149.49610000 PA USD 89431.37000000 0.003501771922 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PP26 1005533.58240000 PA USD 986451.77000000 0.038625474609 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204UZF1 839.25300000 PA USD 856.57000000 0.000033539828 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 0.09000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202E2A6 21195.99990000 PA USD 21717.77000000 0.000850380321 Long ABS-MBS USGA US N 2 2039-02-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A8DL4 494469.77040000 PA USD 486130.34000000 0.019034904366 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209A5Y2 77043.82790000 PA USD 77737.25000000 0.003043877326 Long ABS-MBS USGA US N 2 2030-07-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224SJA1 48.69200000 PA USD 48.65000000 0.000001904937 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HKA8 11335.91970000 PA USD 11674.20000000 0.000457114609 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210NUS6 11271.99650000 PA USD 11710.86000000 0.000458550067 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230RY42 2430262.43100000 PA USD 2383856.81000000 0.093342222587 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31413AXX6 53272.50050000 PA USD 54205.93000000 0.002122485697 Long ABS-MBS USGSE US N 2 2047-06-01 Variable 0.03895000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206ERC1 16412.37030000 PA USD 16619.37000000 0.000650747531 Long ABS-MBS USGA US N 2 2025-07-20 Fixed 0.07395000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210Y4W2 6035.38800000 PA USD 6353.39000000 0.000248773139 Long ABS-MBS USGA US N 2 2030-02-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206WM36 1196.81810000 PA USD 1206.25000000 0.000047231887 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203RSQ3 2246.78200000 PA USD 2250.92000000 0.000088136953 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225A7H7 5730.18740000 PA USD 5911.27000000 0.000231461502 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204UCP4 97.69570000 PA USD 98.07000000 0.000003840025 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MES9 1404.18430000 PA USD 1419.82000000 0.000055594427 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183XQE3 285297.46630000 PA USD 279772.57000000 0.010954765988 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ACVE1 431955.61810000 PA USD 432270.86000000 0.016925984255 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206H2T4 984.28190000 PA USD 996.44000000 0.000039016573 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36223MAN6 19.17060000 PA USD 19.16000000 0.000000750228 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211UG55 19835.65290000 PA USD 21074.76000000 0.000825202642 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206AQK2 3304.90870000 PA USD 3371.43000000 0.000132011607 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213F3L5 3096.24500000 PA USD 3263.56000000 0.000127787853 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DBY6 10769.26820000 PA USD 11186.66000000 0.000438024508 Long ABS-MBS USGA US N 2 2029-05-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210T3Y0 438.94570000 PA USD 445.81000000 0.000017456122 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DMS7 9990.05660000 PA USD 10504.72000000 0.000411322487 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS N/A 38373MBD1 283730.03980000 PA USD 2.84000000 0.000000111202 Long ABS-MBS USGA US N 2 2041-09-16 Variable 0.00490230 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207UCQ9 2149.67280000 PA USD 2206.75000000 0.000086407433 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H022622 360750000.00000000 PA USD 321745168.88000000 12.59824375529 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201Y3M6 76942.37350000 PA USD 80439.90000000 0.003149702204 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225B6A1 24163.22620000 PA USD 24384.45000000 0.000954796760 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203FXF7 243.99580000 PA USD 243.69000000 0.000009541918 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BHL5 48628.53880000 PA USD 51011.26000000 0.001997395298 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213FZR7 5971900.41840000 PA USD 5738964.05000000 0.224714696591 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AWRH5 527430.19300000 PA USD 556677.73000000 0.021797255760 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AWLT5 120528.20100000 PA USD 127211.84000000 0.004981102822 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 0.05750000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38380HES7 5094998.54100000 PA USD 4672176.84000000 0.182943610009 Long ABS-CBDO USGA US N 2 2047-09-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230UCL1 239503.92380000 PA USD 234970.59000000 0.009200501062 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DT92 1234.78990000 PA USD 1305.46000000 0.000051116550 Long ABS-MBS USGA US N 2 2032-08-20 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224WRU9 76.59440000 PA USD 76.52000000 0.000002996214 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211BTA2 362497.53380000 PA USD 365760.16000000 0.014321693368 Long ABS-MBS USGA US N 2 2029-06-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206L6R5 251.13240000 PA USD 253.24000000 0.000009915857 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C5NE3 1556915.82270000 PA USD 1527046.24000000 0.059792974744 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203PB93 353.02690000 PA USD 352.86000000 0.000013816575 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TSH9 63768.39600000 PA USD 62731.17000000 0.002456299727 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176RDD1 929457.30850000 PA USD 911709.41000000 0.035698865102 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FTV4 1873060.01360000 PA USD 1872983.41000000 0.073338479738 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230SPN8 441722.02370000 PA USD 433277.31000000 0.016965392779 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209PB30 1687.55100000 PA USD 1746.33000000 0.000068379242 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209STH4 2622.71340000 PA USD 2698.36000000 0.000105656899 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207UGB8 88.39630000 PA USD 90.46000000 0.000003542048 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PQZ2 113638.69000000 PA USD 111441.54000000 0.004363601449 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201Y3P9 26763.16880000 PA USD 27979.73000000 0.001095573431 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 0.06000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030629 20200000.00000000 PA USD 18334647.16000000 0.717910869937 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AUD0 5350.72860000 PA USD 5514.79000000 0.000215936944 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36189XHR8 1634640.73770000 PA USD 1616736.52000000 0.063304884539 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DZF1 4525545.35850000 PA USD 4587595.11000000 0.179631730439 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178LQ48 233923.06590000 PA USD 226183.25000000 0.008856424252 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 0.03740000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176S2D1 143439.50230000 PA USD 143649.15000000 0.005624721618 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209NXA5 1397.11520000 PA USD 1447.42000000 0.000056675132 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASST7 45591.84760000 PA USD 44716.16000000 0.001750904560 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DSR3 3338.73440000 PA USD 3512.44000000 0.000137532990 Long ABS-MBS USGA US N 2 2032-04-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180D6L6 370074.58180000 PA USD 346941.81000000 0.013584842645 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176XCE7 666218.95190000 PA USD 653452.26000000 0.025586556225 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292MT85 134143.24770000 PA USD 136043.80000000 0.005326926771 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 0.05090000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206MZW0 1912.94980000 PA USD 1946.92000000 0.000076233538 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DRP8 521741.13210000 PA USD 472683.80000000 0.018508392067 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202E6C8 221119.84830000 PA USD 218225.43000000 0.008544828102 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C1DM5 297255.72700000 PA USD 313513.71000000 0.012275933009 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204PRC8 688.11870000 PA USD 690.06000000 0.000027019967 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203N3K2 55.02260000 PA USD 54.97000000 0.000002152403 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184KQZ3 677323.42920000 PA USD 634561.70000000 0.024846878050 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617LR2P9 2161677.18300000 PA USD 1877471.11000000 0.073514199978 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 0.02250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213GTE1 54098.28100000 PA USD 57719.69000000 0.002260070373 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NBA5 372300.03360000 PA USD 348644.46000000 0.013651511555 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212VBG3 6424.03790000 PA USD 6812.77000000 0.000266760608 Long ABS-MBS USGA US N 2 2030-11-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWFS7 5045472.65900000 PA USD 5125903.04000000 0.200709698885 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230QH84 107336.21750000 PA USD 105299.32000000 0.004123096875 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ACSE5 52467.37600000 PA USD 52501.19000000 0.002055734951 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203PD91 856.56820000 PA USD 862.49000000 0.000033771631 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208XMN8 1587.68260000 PA USD 1641.10000000 0.000064258860 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D7M7 36397.27540000 PA USD 38726.03000000 0.001516355217 Long ABS-MBS USGA US N 2 2034-08-20 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FE85 502037.84800000 PA USD 524970.28000000 0.020555719841 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204VYE3 1154.26650000 PA USD 1155.70000000 0.000045252553 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.07000000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A 701.00000000 NC USD 450753.37000000 0.017649684837 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2023-03-31 143708801.32000000 USD 450753.37000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212EPH4 12246.95300000 PA USD 13035.67000000 0.000510424286 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206JLS1 1544.94460000 PA USD 1572.88000000 0.000061587640 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208SPL0 15264.99530000 PA USD 15778.57000000 0.000617825192 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DUG8 1177.65220000 PA USD 1215.61000000 0.000047598387 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203C3W0 258.56600000 PA USD 262.57000000 0.000010281182 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211TGJ8 239758.26000000 PA USD 242443.26000000 0.009493100695 Long ABS-MBS USGA US N 2 2029-10-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206PPG9 3392.10350000 PA USD 3455.01000000 0.000135284263 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177JRP6 73145.71570000 PA USD 70302.40000000 0.002752758572 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 0.03500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BKP6 556985.58500000 PA USD 554496.58000000 0.021711850719 Long ABS-CBDO USGA US N 2 2061-02-20 Variable 0.04684860 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DU66 43507.90800000 PA USD 44026.89000000 0.001723915525 Long ABS-MBS USGA US N 2 2032-11-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204KWW9 18330.23310000 PA USD 19120.35000000 0.000748675825 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225ABK5 79.35390000 PA USD 80.25000000 0.000003142266 Long ABS-MBS USGA US N 2 2025-01-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200A3J6 5799.37350000 PA USD 5862.20000000 0.000229540119 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206UNB1 576.74350000 PA USD 583.52000000 0.000022848290 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0XR4 474259.53470000 PA USD 474402.90000000 0.018575705093 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291GXV3 6017.11890000 PA USD 6076.43000000 0.000237928502 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206JMS0 2881.32910000 PA USD 2960.36000000 0.000115915763 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KYU6 53285.57300000 PA USD 53803.34000000 0.002106721895 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 0.05000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DWFR9 15083339.52300000 PA USD 15147102.83000000 0.593099483989 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BFN3 412.32770000 PA USD 431.95000000 0.000016913420 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209WNJ7 20113.59540000 PA USD 21070.97000000 0.000825054241 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297J4Z4 721776.55000000 PA USD 722118.31000000 0.028275241928 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207GTP4 421.11190000 PA USD 423.15000000 0.000016568848 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D6G1 3526.03050000 PA USD 3733.40000000 0.000146184893 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MX39 9401408.89130000 PA USD 8815860.94000000 0.345193574845 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 0.03000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BPQ9 3433610.15740000 PA USD 3424614.44000000 0.134094095750 Long ABS-CBDO USGA US N 2 2062-01-20 Variable 0.04814860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230SNS9 69280.01590000 PA USD 69369.28000000 0.002716221354 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EE88 181151.48940000 PA USD 184415.33000000 0.007220960885 Long ABS-MBS USGA US N 2 2035-09-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204XSH9 9452.57510000 PA USD 9531.98000000 0.000373233910 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230NNW1 30104.58530000 PA USD 29524.02000000 0.001156041602 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210HTG7 15925.57130000 PA USD 16405.03000000 0.000642354840 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213RZM2 24772.99290000 PA USD 25946.25000000 0.001015950552 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36198PSA9 879182.74050000 PA USD 862706.50000000 0.033780108693 Long ABS-MBS USGA US N 2 2044-05-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290WF64 125081.49310000 PA USD 126331.92000000 0.004946648702 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200Q7K4 2034.00750000 PA USD 2120.72000000 0.000083038845 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224QK21 75.34240000 PA USD 75.42000000 0.000002953143 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BK95 17525.48640000 PA USD 18092.52000000 0.000708430146 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AGC86 209152.93700000 PA USD 220348.12000000 0.008627944085 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208VWB7 3760.86030000 PA USD 3871.92000000 0.000151608778 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210LXA6 703.31720000 PA USD 728.64000000 0.000028530605 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DT84 178059.61630000 PA USD 188181.66000000 0.007368435184 Long ABS-MBS USGA US N 2 2032-08-20 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FKL9 29374.54700000 PA USD 28357.34000000 0.001110359116 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204UUB5 106.34500000 PA USD 106.61000000 0.000004174417 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARUP4 9593.25550000 PA USD 9411.91000000 0.000368532453 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205BVZ2 114.20080000 PA USD 115.78000000 0.000004533478 Long ABS-MBS USGA US N 2 2024-11-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GMZ0 896569.78400000 PA USD 879760.18000000 0.034447862053 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209KC48 6417.19000000 PA USD 6567.30000000 0.000257148993 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CK51 446.68900000 PA USD 452.27000000 0.000017709069 Long ABS-MBS USGA US N 2 2025-11-20 Fixed 0.07000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128NEBW9 257.40700000 PA USD 260.83000000 0.000010213051 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 0.05080000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204JML7 17.03100000 PA USD 17.09000000 0.000000669175 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201URE6 390149.15850000 PA USD 402347.80000000 0.015754317854 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QLQ7 27.51610000 PA USD 27.94000000 0.000001094017 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206JAS3 11290.77790000 PA USD 11674.15000000 0.000457112651 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38376RV60 10261336.92200000 PA USD 10213901.84000000 0.399935220537 Long ABS-CBDO USGA US N 2 2066-08-20 Variable 0.05080000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RYN8 379.93910000 PA USD 391.42000000 0.000015326429 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200MY31 24792.11540000 PA USD 25012.13000000 0.000979374178 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AWHA1 86777.44900000 PA USD 91282.58000000 0.003574257843 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 0.05750000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38375KVH2 489576.23020000 PA USD 585995.18000000 0.022945208914 Long ABS-CBDO USGA US N 2 2037-06-16 Variable 0.13446000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206HD54 5208.00060000 PA USD 5282.10000000 0.000206825742 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201G2L8 8039.69780000 PA USD 8359.19000000 0.000327312181 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205R6J1 785.95600000 PA USD 811.65000000 0.000031780941 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210PKL7 4031.20550000 PA USD 4122.02000000 0.000161401686 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181D6S0 592974.86380000 PA USD 555908.95000000 0.021767153434 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207ULP1 746.29900000 PA USD 763.76000000 0.000029905762 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207J6T5 2427.43340000 PA USD 2510.54000000 0.000098302625 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206XHS5 1398.51300000 PA USD 1440.56000000 0.000056406522 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207DUM6 317.62720000 PA USD 319.30000000 0.000012502500 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208TXF2 4439.98910000 PA USD 4650.32000000 0.000182087784 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A2XJ0 175546.79730000 PA USD 175569.76000000 0.006874604023 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FZC4 11748.35520000 PA USD 12338.69000000 0.000483133359 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JLK7 1118.76570000 PA USD 1156.32000000 0.000045276829 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211SNA1 5977.38180000 PA USD 6278.58000000 0.000245843881 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MVQ0 558700.23370000 PA USD 507369.09000000 0.019866528196 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206DMY0 394.57830000 PA USD 399.70000000 0.000015650640 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AVN24 7169.61430000 PA USD 7150.91000000 0.000280000807 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WDQ8 16322450.88500000 PA USD 14182731.01000000 0.555338571210 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200Q7E8 40076.47460000 PA USD 42850.84000000 0.001677866148 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4DR8 21692.86380000 PA USD 21285.01000000 0.000833435184 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203XGR1 13.88600000 PA USD 13.98000000 0.000000547400 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 0.09000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207CHE1 10653.86500000 PA USD 11094.88000000 0.000434430773 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297F2Y7 3501770.37650000 PA USD 3567097.30000000 0.139673150153 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200BDZ7 12429.31940000 PA USD 12530.64000000 0.000490649347 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.06450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209YAL2 431.09210000 PA USD 449.26000000 0.000017591210 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206EXA8 27855.37740000 PA USD 26099.98000000 0.001021969999 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207EAZ7 6605.67140000 PA USD 6743.90000000 0.000264063937 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FZ58 61000.32120000 PA USD 63357.29000000 0.002480816062 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212A3C7 4618.73400000 PA USD 4830.29000000 0.000189134683 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WR26 117970089.14000000 PA USD 105428453.02000000 4.128153204329 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230SMC5 38001.77770000 PA USD 37290.30000000 0.001460137818 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179CH62 220417.33230000 PA USD 201618.00000000 0.007894548093 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203GSY0 228.45960000 PA USD 228.53000000 0.000008948313 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DNN7 23122.22400000 PA USD 24508.67000000 0.000959660714 Long ABS-MBS USGA US N 2 2031-06-20 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184NDM0 219486.54410000 PA USD 215236.10000000 0.008427777990 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213CEQ9 2565.71520000 PA USD 2701.61000000 0.000105784156 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224NJP9 2.79430000 PA USD 2.79000000 0.000000109245 Long ABS-MBS USGA US N 2 2023-02-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207KCR9 701.62980000 PA USD 726.89000000 0.000028462082 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4G53 108923.36850000 PA USD 106841.00000000 0.004183462849 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200JL99 48482.61040000 PA USD 49054.82000000 0.001920788995 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208XQD6 195.24160000 PA USD 200.87000000 0.000007865259 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FVK9 60429.64770000 PA USD 60124.22000000 0.002354222075 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204PS29 1561.58600000 PA USD 1567.38000000 0.000061372282 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204CTL5 33.97680000 PA USD 33.93000000 0.000001328562 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201YE51 61334.22240000 PA USD 63877.34000000 0.002501179124 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DQC8 35387.69720000 PA USD 37269.22000000 0.001459312411 Long ABS-MBS USGA US N 2 2031-10-20 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DWE7 50985.67250000 PA USD 51602.66000000 0.002020552138 Long ABS-MBS USGA US N 2 2033-02-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206RFN1 341.10060000 PA USD 341.17000000 0.000013358841 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205C6S4 766.91210000 PA USD 773.84000000 0.000030300454 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230RZC3 409787.26230000 PA USD 402010.81000000 0.015741122684 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209HNX9 44.92450000 PA USD 46.34000000 0.000001814487 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203PDM2 248.61890000 PA USD 250.01000000 0.000009789383 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206XC50 734.83650000 PA USD 766.41000000 0.000030009525 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296FTV5 22220.54290000 PA USD 22242.44000000 0.000870924283 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209STJ0 1899.95560000 PA USD 1965.00000000 0.000076941478 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210Y2E4 2110.86880000 PA USD 2212.82000000 0.000086645110 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EC31 125094.21400000 PA USD 127182.12000000 0.004979939107 Long ABS-MBS USGA US N 2 2035-03-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203CHM7 264.77830000 PA USD 264.44000000 0.000010354404 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206NR64 10354.09370000 PA USD 10683.52000000 0.000418323574 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212LDE8 946.72280000 PA USD 997.03000000 0.000039039675 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207AG30 106.91040000 PA USD 106.89000000 0.000004185381 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291CQP3 292.41950000 PA USD 301.95000000 0.000011823144 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206RJR8 1054.59720000 PA USD 1076.44000000 0.000042149050 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CVA2 11872.15660000 PA USD 12177.99000000 0.000476840995 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295DUT4 12829.80920000 PA USD 12585.99000000 0.000492816630 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224ES53 85.24220000 PA USD 85.27000000 0.000003338829 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FX92 113977.02100000 PA USD 114939.86000000 0.004500581558 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MCF1 4207.89890000 PA USD 4210.88000000 0.000164881085 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AFDR5 197819.40520000 PA USD 197862.25000000 0.007747488063 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295CH79 130650.76070000 PA USD 122483.99000000 0.004795979276 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204CN64 200.54160000 PA USD 200.80000000 0.000007862518 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291TAS7 687.54540000 PA USD 712.43000000 0.000027895886 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205EVV5 1108.03330000 PA USD 1116.86000000 0.000043731735 Long ABS-MBS USGA US N 2 2024-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204PSX1 109.55120000 PA USD 109.83000000 0.000004300500 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NM96 2401154.58700000 PA USD 2248587.63000000 0.088045626812 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203LFC1 30.78910000 PA USD 30.74000000 0.000001203654 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179FW92 1283285.91660000 PA USD 1203069.77000000 0.047107362232 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 91282CCV1 4812000.00000000 PA USD 4211627.84000000 0.164910367790 Long DBT UST US N 2 2028-08-31 Fixed 0.01125000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BLT0 2831.98150000 PA USD 2911.72000000 0.000114011217 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CPQ0 809.36200000 PA USD 823.80000000 0.000032256686 Long ABS-MBS USGA US N 2 2026-06-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HU66 1173.84470000 PA USD 1208.51000000 0.000047320379 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211AD52 3570.20510000 PA USD 3657.29000000 0.000143204732 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203VRL6 2558.41810000 PA USD 2612.87000000 0.000102309455 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208V6R1 1291.12020000 PA USD 1329.25000000 0.000052048071 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211J6D4 3480.64260000 PA USD 3707.44000000 0.000145168404 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31416CAF3 43366.66070000 PA USD 43895.84000000 0.001718784136 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 0.03281000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212TZF4 22546.67780000 PA USD 22742.68000000 0.000890511665 Long ABS-MBS USGA US N 2 2030-10-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213J7D1 46910.40160000 PA USD 48758.20000000 0.001909174552 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225ART9 16592.73490000 PA USD 16979.90000000 0.000664864432 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AETL4 117743.47510000 PA USD 117895.19000000 0.004616300367 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EF20 53710.43200000 PA USD 54686.88000000 0.002141317760 Long ABS-MBS USGA US N 2 2035-11-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206DMZ7 2793.11000000 PA USD 2836.39000000 0.000111061598 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140XJTE3 2029565.06300000 PA USD 2067954.08000000 0.080972745186 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177WS50 85488.05700000 PA USD 80194.21000000 0.003140081974 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 0.03000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F042624 17900000.00000000 PA USD 17680445.76000000 0.692294980409 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403EDZ7 16462.80650000 PA USD 16818.26000000 0.000658535261 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 0.04407000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209GCX3 180.31420000 PA USD 181.36000000 0.000007101326 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178FJT4 518096.10190000 PA USD 486120.09000000 0.019034503018 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180HHK7 298842.28750000 PA USD 280162.13000000 0.010970019587 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AGPP4 116953.60800000 PA USD 117097.44000000 0.004585063693 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290TMG1 29137.37770000 PA USD 29513.11000000 0.001155614410 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296GJF9 108286.98100000 PA USD 106253.87000000 0.004160473205 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179M5M8 1114130.32670000 PA USD 1078038.52000000 0.042211642523 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201XAB4 1912.81900000 PA USD 1934.34000000 0.000075740956 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DEA9 2798.21000000 PA USD 2884.01000000 0.000112926205 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0XL7 949973.27890000 PA USD 950747.60000000 0.037227443247 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402CST0 32749.39780000 PA USD 32942.05000000 0.001289877878 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 0.03200000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178NKL2 168673.52640000 PA USD 158346.69000000 0.006200218034 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARMZ1 74348.21370000 PA USD 72957.68000000 0.002856728632 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296HNG0 109071.04010000 PA USD 109200.88000000 0.004275866237 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206GQD5 1129.94450000 PA USD 1149.24000000 0.000044999605 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207VWA0 3985.91890000 PA USD 4114.41000000 0.000161103709 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VHS2 40273.09700000 PA USD 37377.53000000 0.001463553393 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31403QMV9 6131.56140000 PA USD 6239.41000000 0.000244310142 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 0.04011000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617NJ2A8 4402853.34200000 PA USD 4036419.27000000 0.158049906511 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204UKG5 2517.65330000 PA USD 2562.69000000 0.000100344609 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205UNR7 31.17430000 PA USD 31.39000000 0.000001229105 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ALQF4 51764.90070000 PA USD 51802.68000000 0.002028384115 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SWY9 12784.90600000 PA USD 12640.88000000 0.000494965901 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HWS6 408.87950000 PA USD 412.75000000 0.000016161626 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206RCL8 768.26240000 PA USD 785.96000000 0.000030775025 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178VJY8 2879136.14690000 PA USD 2606563.72000000 0.102062527380 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.02500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379GQZ3 2867771.59200000 PA USD 558760.35000000 0.021878802763 Long ABS-CBDO USGA US N 2 2044-09-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206LW70 235.37530000 PA USD 236.81000000 0.000009272524 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177WP79 177613.47530000 PA USD 175185.87000000 0.006859572438 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213J7F6 5719.52460000 PA USD 6036.92000000 0.000236381450 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207FG54 2064.71920000 PA USD 2124.98000000 0.000083205650 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176HTF1 810219.83690000 PA USD 778779.66000000 0.030493871974 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212FP99 101255.55600000 PA USD 102229.64000000 0.004002900581 Long ABS-MBS USGA US N 2 2030-06-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205NBX3 1093.85100000 PA USD 1103.48000000 0.000043207828 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206DAB3 358.73960000 PA USD 365.70000000 0.000014319337 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C6FP5 7504.65510000 PA USD 7360.35000000 0.000288201634 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179QGC9 10497100.45600000 PA USD 10147210.05000000 0.397323838897 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208VNQ4 2604.48290000 PA USD 2690.56000000 0.000105351483 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36185BS80 20576.40640000 PA USD 19277.35000000 0.000754823312 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31407WSA2 12804.84750000 PA USD 12820.66000000 0.000502005361 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 0.02785000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DBH3 5767.93610000 PA USD 5908.62000000 0.000231357739 Long ABS-MBS USGA US N 2 2029-04-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UHZ3 3404.63650000 PA USD 3509.88000000 0.000137432751 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201HV42 11708.30090000 PA USD 12277.27000000 0.000480728399 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GCZ1 149145.55040000 PA USD 149241.67000000 0.005843702156 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211AZH2 4215.40070000 PA USD 4439.42000000 0.000173829790 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205JNK7 573.92130000 PA USD 575.54000000 0.000022535826 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291EWW7 6669.64200000 PA USD 6749.28000000 0.000264274596 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203XD45 269.24390000 PA USD 269.45000000 0.000010550575 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206LZA0 406.42800000 PA USD 410.71000000 0.000016081747 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204TGB4 106.36470000 PA USD 106.53000000 0.000004171285 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EMX4 2758.24990000 PA USD 2813.29000000 0.000110157095 Long ABS-MBS USGA US N 2 2037-04-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209EWG3 4063.65860000 PA USD 4174.60000000 0.000163460506 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A7FN0 723352.41380000 PA USD 731733.83000000 0.028651746928 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290UCF1 159532.30700000 PA USD 169974.49000000 0.006655515806 Long ABS-MBS USGA US N 2 2037-06-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179V4U1 123445941.80600000 PA USD 107340492.94000000 4.203020979550 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FMF4 622.90710000 PA USD 632.96000000 0.000024784161 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290TYR4 388348.33600000 PA USD 380785.72000000 0.014910033725 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DAA9 517.35550000 PA USD 532.94000000 0.000020867781 Long ABS-MBS USGA US N 2 2029-01-20 Fixed 0.06500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374MVL0 3499971.49000000 PA USD 3633932.55000000 0.142290149109 Long ABS-CBDO USGA US N 2 2036-01-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AFUR6 207095.88050000 PA USD 207122.97000000 0.008110100526 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202B3Z6 321.35000000 PA USD 322.54000000 0.000012629366 Long ABS-MBS USGA US N 2 2024-05-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206SLE2 148.60860000 PA USD 151.90000000 0.000005947791 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295QHL7 3079.81680000 PA USD 3140.17000000 0.000122956398 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AS2T5 174329.05100000 PA USD 171038.05000000 0.006697160528 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4ER7 14970.97430000 PA USD 14681.21000000 0.000574856998 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209EVY5 171.28670000 PA USD 175.42000000 0.000006868740 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208MA47 861.72530000 PA USD 888.36000000 0.000034784596 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212WPQ4 273955.30840000 PA USD 274131.87000000 0.010733898915 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FFK7 17598.95900000 PA USD 17136.52000000 0.000670997040 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212WNE3 16383.76040000 PA USD 17285.92000000 0.000676846942 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DNM9 181754.39930000 PA USD 190912.35000000 0.007475357997 Long ABS-MBS USGA US N 2 2031-06-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213CVE7 2470.16400000 PA USD 2499.66000000 0.000097876608 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MPT1 358913.53280000 PA USD 327183.64000000 0.012811192360 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ADK68 104247.41900000 PA USD 109744.27000000 0.004297143198 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FLH3 10141.08130000 PA USD 10313.19000000 0.000403822944 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181FD65 43275.28480000 PA USD 42545.43000000 0.001665907524 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CMV6 15746.85680000 PA USD 16289.17000000 0.000637818230 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178F3A2 272082.96400000 PA USD 261330.22000000 0.010232637909 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207J2F9 3745.43110000 PA USD 3861.20000000 0.000151189026 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374HXX3 1213239.40110000 PA USD 125802.01000000 0.004925899563 Long ABS-CBDO USGA US N 2 2034-08-16 Variable 0.02741000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MCK4 858545.22510000 PA USD 838888.49000000 0.032847491439 Long ABS-MBS USGA US N 2 2027-05-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208PGN2 9718.56880000 PA USD 10032.54000000 0.000392833822 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31385XSL2 38442.01730000 PA USD 38942.56000000 0.001524833659 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 0.03721000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200WM32 12560.85830000 PA USD 12993.06000000 0.000508755850 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CY80 101.72900000 PA USD 104.67000000 0.000004098455 Long ABS-MBS USGA US N 2 2028-01-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291GR40 30556.60120000 PA USD 30879.14000000 0.001209102638 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178GKJ2 3518941.34500000 PA USD 3365377.21000000 0.131774604627 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HCJ8 191096.85400000 PA USD 192641.87000000 0.007543079027 Long ABS-MBS USGA US N 2 2029-07-20 Fixed 0.05350000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MK66 14259.45700000 PA USD 13377.10000000 0.000523793308 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207ADK5 37.84960000 PA USD 38.48000000 0.000001506721 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JUA9 2539.74980000 PA USD 2614.75000000 0.000102383069 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AVV9 5885.86020000 PA USD 6088.57000000 0.000238403856 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201HB36 45757.73920000 PA USD 47777.92000000 0.001870790739 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292JJK6 8738.24330000 PA USD 8866.11000000 0.000347161125 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201Y4N3 65804.55350000 PA USD 69102.88000000 0.002705790204 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C4Q3 19948.63260000 PA USD 20610.17000000 0.000807011170 Long ABS-MBS USGA US N 2 2028-08-20 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NTD0 24776.82700000 PA USD 23974.19000000 0.000938732632 Long ABS-MBS USGA US N 2 2043-11-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206YM57 1686.50550000 PA USD 1713.72000000 0.000067102366 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JCC5 576.38470000 PA USD 594.72000000 0.000023286837 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMGN6 5116852.09110000 PA USD 4918295.20000000 0.192580612805 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617LR2G9 457505.03500000 PA USD 429777.12000000 0.016828339449 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 0.03375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207FMH1 3345.50040000 PA USD 3391.97000000 0.000132815871 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178NNJ4 60429.49190000 PA USD 54721.47000000 0.002142672165 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297KVY4 55571.81060000 PA USD 55621.84000000 0.002177927024 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201MCW0 37443.73960000 PA USD 39996.96000000 0.001566119713 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176KDN4 30923.59780000 PA USD 30338.28000000 0.001187924741 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KK31 292912.98400000 PA USD 296610.60000000 0.011614075363 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205DJD1 1222.90500000 PA USD 1259.67000000 0.000049323599 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JNE9 4942.64230000 PA USD 5035.24000000 0.000197159699 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178EDL0 15454.25070000 PA USD 14488.23000000 0.000567300680 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208EX81 160.86660000 PA USD 168.18000000 0.000006585250 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202ELJ6 107658.94870000 PA USD 109929.69000000 0.004304403498 Long ABS-MBS USGA US N 2 2036-12-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211JPM3 1026.81920000 PA USD 1080.68000000 0.000042315072 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FCQ7 76885.19020000 PA USD 80353.41000000 0.003146315605 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210UJT1 5623.32870000 PA USD 5858.52000000 0.000229396025 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DGC9 71052.08530000 PA USD 74270.00000000 0.002908113793 Long ABS-MBS USGA US N 2 2030-03-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291HT46 145369.30000000 PA USD 150182.88000000 0.005880556145 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 0.05500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CZM8 97467.79260000 PA USD 100357.32000000 0.003929588078 Long ABS-MBS USGA US N 2 2028-02-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180SS96 673004.14740000 PA USD 630935.73000000 0.024704899682 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203PEE9 744.66760000 PA USD 750.60000000 0.000029390470 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2E24 1281914.15850000 PA USD 1299365.37000000 0.050877909730 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203UTF9 133.93350000 PA USD 133.87000000 0.000005241809 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211DU81 11015.41200000 PA USD 11570.47000000 0.000453052960 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UKY2 2983.47460000 PA USD 3119.73000000 0.000122156050 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204FW42 55.42220000 PA USD 55.51000000 0.000002173547 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178BZP3 274621.64540000 PA USD 269279.02000000 0.010543880873 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203DQV5 2484.16590000 PA USD 2484.93000000 0.000097299841 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206UC80 249.35070000 PA USD 253.06000000 0.000009908809 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297BFB2 25362.65200000 PA USD 24871.61000000 0.000973871982 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04000000 N N N N N N LONDON CLEARING HOUSE N/A N/A 3655000.00000000 NC USD -78088.02000000 -0.00305761206 N/A DO CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2053-03-15 0.00000000 USD 0.00000000 USD 3952627.31000000 USD -78088.02000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212VJ67 11341.85720000 PA USD 12086.75000000 0.000473268404 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210YYP4 682.78430000 PA USD 708.17000000 0.000027729082 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297BE80 917821.83960000 PA USD 917784.30000000 0.035936733304 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DRH6 42023.22260000 PA USD 44075.48000000 0.001725818114 Long ABS-MBS USGA US N 2 2032-01-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177WUU2 929112.89440000 PA USD 916167.10000000 0.035873410272 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176WQN4 1078383.97230000 PA USD 1043735.71000000 0.040868482769 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203D5Q9 61.51990000 PA USD 61.50000000 0.000002408092 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DAR2 8998.28280000 PA USD 9308.53000000 0.000364484509 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DKX8 256272.46390000 PA USD 268322.81000000 0.010506439544 Long ABS-MBS USGA US N 2 2030-12-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YJJ9 2773.12100000 PA USD 2847.40000000 0.000111492705 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294QYQ8 167229.81850000 PA USD 169664.50000000 0.006643377847 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 0.05090000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211KU93 34644.25110000 PA USD 37098.53000000 0.001452628878 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 0.08500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AWS92 234090.48480000 PA USD 229695.39000000 0.008993945496 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C4P5 103627.20120000 PA USD 106564.55000000 0.004172638182 Long ABS-MBS USGA US N 2 2028-08-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176FPC6 123102.07550000 PA USD 123118.18000000 0.004820811599 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.04500000 N N N N N N LONDON CLEARING HOUSE N/A N/A 7421000.00000000 NC USD -10194.53000000 -0.00039917669 N/A DO CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2025-03-15 0.00000000 USD 0.00000000 USD 7483982.03000000 USD -10194.53000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209VXC3 9102.20430000 PA USD 9516.19000000 0.000372615637 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133BSZQ8 788926.89000000 PA USD 801503.25000000 0.031383636153 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210L3U5 5270.22390000 PA USD 5498.67000000 0.000215305750 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209NWS7 4549.35670000 PA USD 4655.77000000 0.000182301184 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202F4R4 356592.85840000 PA USD 351883.37000000 0.013778334214 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208LE60 4355.10260000 PA USD 4550.29000000 0.000178171012 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203N5V6 106.34990000 PA USD 106.53000000 0.000004171285 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176MVZ3 1414628.43310000 PA USD 1387852.35000000 0.054342703147 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206J4C5 966.91820000 PA USD 977.11000000 0.000038259688 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209ATH3 999.91910000 PA USD 1034.70000000 0.000040514680 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209GG76 289.23820000 PA USD 289.46000000 0.000011334086 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DUK9 2043.99440000 PA USD 2108.59000000 0.000082563883 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UCT2 3052.51800000 PA USD 3146.87000000 0.000123218743 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207BRH5 7698.69800000 PA USD 7903.10000000 0.000309453536 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205C5T3 250.75950000 PA USD 255.88000000 0.000010019229 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201QPH0 25829.01030000 PA USD 27359.24000000 0.001071277544 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LUU8 4852656.53430000 PA USD 4858814.56000000 0.190251590728 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377UL55 3403595.41000000 PA USD 353754.05000000 0.013851582501 Long ABS-CBDO USGA US N 2 2041-04-20 Variable 0.01514290 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C3EX6 182271.55130000 PA USD 178826.05000000 0.007002107212 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KMR72 8057273.49400000 PA USD 7598376.32000000 0.297521785197 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206PSU5 7615.53570000 PA USD 7768.83000000 0.000304196064 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DUT6 128561.95850000 PA USD 130160.70000000 0.005096568292 Long ABS-MBS USGA US N 2 2032-10-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230NUW3 50968.69490000 PA USD 49993.13000000 0.001957529432 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210RPX2 175.29720000 PA USD 179.53000000 0.000007029671 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213VFX1 48511.65000000 PA USD 51245.06000000 0.002006549964 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213XAH7 11675.95530000 PA USD 12318.88000000 0.000482357679 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203CLL4 48.64000000 PA USD 48.78000000 0.000001910028 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BSV1 313597.05940000 PA USD 329922.08000000 0.012918418630 Long ABS-MBS USGA US N 2 2032-04-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290S6G1 74481.28100000 PA USD 78215.88000000 0.003062618547 Long ABS-MBS USGA US N 2 2034-08-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203LCU4 322.10490000 PA USD 322.45000000 0.000012625842 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQTF2 2230096.28800000 PA USD 2302580.88000000 0.090159784818 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C04P0 1524.03260000 PA USD 1495.19000000 0.000058545612 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209TEK1 3468.23460000 PA USD 3554.76000000 0.000139190071 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209FA90 396652.13330000 PA USD 389069.06000000 0.015234375927 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMJQ6 583699.16950000 PA USD 584394.00000000 0.022882513160 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209SVF5 8327.70900000 PA USD 8617.75000000 0.000337436349 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209F7L7 324.64560000 PA USD 342.12000000 0.000013396040 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180KE72 4297.14260000 PA USD 4028.54000000 0.000157741386 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206ND85 3538.76790000 PA USD 3614.09000000 0.000141513194 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ACWR1 262926.42690000 PA USD 262870.50000000 0.010292949064 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207NGB4 3822.40000000 PA USD 3896.31000000 0.000152563792 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374TNS9 1805414.13740000 PA USD 1808389.64000000 0.070809248103 Long ABS-CBDO USGA US N 2 2039-03-16 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209APQ7 2632.31630000 PA USD 2688.59000000 0.000105274345 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GMJ6 1468522.94210000 PA USD 1441028.96000000 0.056424884823 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205HX95 134.42540000 PA USD 134.53000000 0.000005267652 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211EP85 857.86030000 PA USD 886.66000000 0.000034718031 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212A2U8 1274.29350000 PA USD 1332.66000000 0.000052181593 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 0.07000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38376RGJ9 440046.66000000 PA USD 433851.60000000 0.016987879660 Long ABS-CBDO USGA US N 2 2063-06-20 Variable 0.04279630 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARLU3 42677.78320000 PA USD 41872.11000000 0.001639543027 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204FZ56 597.41600000 PA USD 598.18000000 0.000023422317 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208SDQ2 345.33180000 PA USD 359.78000000 0.000014087534 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291QSF2 633861.49020000 PA USD 607187.27000000 0.023775005726 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D6Y2 314744.37590000 PA USD 334442.43000000 0.013095417314 Long ABS-MBS USGA US N 2 2034-07-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FJ52 790375.15010000 PA USD 775663.50000000 0.030371855711 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225A3F5 19095.64890000 PA USD 19744.03000000 0.000773096620 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205BFR8 109.46190000 PA USD 109.87000000 0.000004302066 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178UUH4 508623.85310000 PA USD 485783.90000000 0.019021339173 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQEZ2 254675.50200000 PA USD 268307.34000000 0.010505833801 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LP42 1783477.88740000 PA USD 1749899.99000000 0.068519029199 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290TJX8 475262.35420000 PA USD 456724.56000000 0.017883492566 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.03500000 N N N N N N Fidelity Revere Street Trust 549300BDV45LJNXBZC55 31635A105 651807763.14500000 NS USD 651938124.70000000 25.52726879141 Long STIV RF US N 1 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211EUQ9 1464.22400000 PA USD 1527.69000000 0.000059818181 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DX71 459001.33410000 PA USD 465117.02000000 0.018212107467 Long ABS-MBS USGA US N 2 2033-06-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36202STC2 14026.16010000 PA USD 14132.88000000 0.000553386606 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WJR0 59969963.78300000 PA USD 53655342.49000000 2.100926910000 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212WPT8 178902.52030000 PA USD 179115.49000000 0.007013440516 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LN44 2410749.00000000 PA USD 2429451.59000000 0.095127530365 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203CJA1 325.21300000 PA USD 324.96000000 0.000012724123 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180NYW9 1085510.31300000 PA USD 1017656.80000000 0.039847337786 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARMG3 5748960.74850000 PA USD 5640431.29000000 0.220856550927 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FLN4 1814115.81900000 PA USD 1790407.68000000 0.070105147040 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MRZ9 2507.96670000 PA USD 2592.35000000 0.000101505975 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DSD4 24352.17240000 PA USD 25686.35000000 0.001005773916 Long ABS-MBS USGA US N 2 2032-03-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KKS6 309850.88340000 PA USD 313592.95000000 0.012279035728 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206NRW7 1171.41380000 PA USD 1201.49000000 0.000047045504 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 0.08000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377YTR1 204158.96140000 PA USD 13893.69000000 0.000544020890 Long ABS-CBDO USGA US N 2 2040-05-20 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HJB8 736.69280000 PA USD 776.85000000 0.000030418314 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206AQJ5 267.27310000 PA USD 271.24000000 0.000010620664 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211MMV9 6002.11760000 PA USD 6381.25000000 0.000249864025 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206VRH2 156.35530000 PA USD 158.29000000 0.000006197998 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38373VN97 1418700.94080000 PA USD 35.18000000 0.000001377506 Long ABS-MBS USGA US N 2 2042-09-16 Variable 0.00979180 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AQQ6 83.73950000 PA USD 84.98000000 0.000003327474 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209R2Q5 199514.74470000 PA USD 195714.31000000 0.007663383392 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D2D2 17413.54060000 PA USD 17661.44000000 0.000691550791 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207DNY8 320.59410000 PA USD 325.77000000 0.000012755839 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291QR30 1612566.05710000 PA USD 1544705.89000000 0.060484455447 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296UKK5 537585.53050000 PA USD 576819.22000000 0.022585915311 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205BTF9 240.77300000 PA USD 243.69000000 0.000009541918 Long ABS-MBS USGA US N 2 2024-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211JNN3 1304.79290000 PA USD 1374.13000000 0.000053805391 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178VBM2 19523.12150000 PA USD 19146.06000000 0.000749682525 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230S6G4 141820.25270000 PA USD 136870.54000000 0.005359298577 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204QUS7 131.64000000 PA USD 132.30000000 0.000005180334 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.07500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377VGY6 298124.29190000 PA USD 47449.25000000 0.001857921346 Long ABS-CBDO USGA US N 2 2041-04-16 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209U2E5 8468.70390000 PA USD 8798.42000000 0.000344510657 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206RVX1 359.92220000 PA USD 364.29000000 0.000014264127 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203K3M4 1885.07330000 PA USD 1889.09000000 0.000073969148 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.07000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F030637 3850000.00000000 PA USD 3496128.79000000 0.136894309399 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206JF41 162.42770000 PA USD 164.64000000 0.000006446638 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377R4H5 6374112.11200000 PA USD 6254509.55000000 0.244901380042 Long ABS-CBDO USGA US N 2 2040-04-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AFHX8 339890.30690000 PA USD 340080.31000000 0.013316173966 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202F2M7 11392740.13300000 PA USD 11242471.03000000 0.440209843525 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F042624 -24000000.00000000 PA USD -23705625.60000000 -0.92821673351 Short ABS-MBS USGA US N 2 2053-02-01 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MVR8 6887721.98070000 PA USD 6459413.12000000 0.252924577811 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BKH0 2293.57100000 PA USD 2378.85000000 0.000093146176 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MH72 1713.15260000 PA USD 1789.85000000 0.000070083310 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209FLU1 1769.23240000 PA USD 1832.45000000 0.000071751354 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296V2C1 56128.64390000 PA USD 55071.90000000 0.002156393591 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204LMJ7 2233.58980000 PA USD 2260.70000000 0.000088519898 Long ABS-MBS USGA US N 2 2025-05-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290XL40 20827.01030000 PA USD 20991.32000000 0.000821935468 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C3BD3 3829.69010000 PA USD 3757.99000000 0.000147147738 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224YDW6 402.86220000 PA USD 403.88000000 0.000015814312 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203UZQ8 21.77020000 PA USD 21.87000000 0.000000856341 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36202TC20 25352.68140000 PA USD 26211.95000000 0.001026354293 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205KEH1 743.26160000 PA USD 744.84000000 0.000029164931 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36202TDF0 181696.30420000 PA USD 187665.26000000 0.007348215042 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207RKL8 14346.79300000 PA USD 14798.48000000 0.000579448819 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QPG5 1636.91570000 PA USD 1687.51000000 0.000066076088 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2X98 4421932.21330000 PA USD 4359680.25000000 0.170707503319 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206NER2 1537.96760000 PA USD 1556.97000000 0.000060964668 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207KDT4 612.97280000 PA USD 632.73000000 0.000024775156 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NQ43 11821.47600000 PA USD 11438.52000000 0.000447886330 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201QUV3 179.11990000 PA USD 189.59000000 0.000007423580 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617NJ2G5 4204926.56000000 PA USD 3854965.24000000 0.150944898196 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201YF68 13453.79550000 PA USD 13832.11000000 0.000541609665 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296DHD3 4470.67080000 PA USD 4796.95000000 0.000187829223 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AWRC6 137196.26570000 PA USD 138438.32000000 0.005420686521 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NBB3 7041499.72880000 PA USD 6813393.16000000 0.266785009170 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 0.03500000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38380LGR8 13710521.33000000 PA USD 13250885.70000000 0.518851265438 Long ABS-CBDO USGA US N 2 2068-08-20 Fixed 0.03250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209ARZ5 172.29270000 PA USD 177.62000000 0.000006954883 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203P3T8 639.80970000 PA USD 641.86000000 0.000025132650 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230RZH2 130227.45080000 PA USD 127765.75000000 0.005002791705 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TE27 302086.78000000 PA USD 297645.20000000 0.011654586128 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206TH62 98.80160000 PA USD 100.33000000 0.000003928518 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296YSM5 474712.94710000 PA USD 465812.65000000 0.018239345533 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209XV72 4138.37500000 PA USD 4265.27000000 0.000167010778 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QM78 2780.92110000 PA USD 2871.18000000 0.000112423834 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617NJZ46 3412120.32900000 PA USD 3128141.50000000 0.122485410597 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176LGA7 77449.93060000 PA USD 75969.27000000 0.002974650356 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203Q2M2 395.74360000 PA USD 395.87000000 0.000015500673 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UHN0 4555.71120000 PA USD 4696.66000000 0.000183902271 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291AFA2 73193.31100000 PA USD 73914.77000000 0.002894204419 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KB49 2587261.69960000 PA USD 2629108.85000000 0.102945303784 Long ABS-MBS USGA US N 2 2035-01-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FTD2 16509.89820000 PA USD 17249.84000000 0.000675434194 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211LLA8 181.92960000 PA USD 190.46000000 0.000007457645 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183SFP1 623099.25090000 PA USD 598912.72000000 0.023451007705 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296UMV9 207122.06770000 PA USD 221326.42000000 0.008666250369 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C1DN3 190259.01610000 PA USD 190518.91000000 0.007459952472 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207ATF9 890.47860000 PA USD 927.33000000 0.000036310504 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PQM1 90109.22200000 PA USD 88392.79000000 0.003461105316 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A 587.00000000 NC USD -221442.13000000 -0.00867078110 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long UST NOTES UST NOTES 0% 06/30/2040 2023-03-31 64346606.19000000 USD -221442.13000000 N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176AUW7 73364.63040000 PA USD 71960.40000000 0.002817679168 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374KZ30 1914383.06390000 PA USD 1960302.41000000 0.076757539767 Long ABS-CBDO USGA US N 2 2035-03-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203AUZ7 435.60350000 PA USD 435.40000000 0.000017048508 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207UQH4 1182.21800000 PA USD 1219.58000000 0.000047753836 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206UME6 4580.84900000 PA USD 4626.57000000 0.000181157830 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183SX55 980177.99660000 PA USD 951735.68000000 0.037266132476 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178BAE5 100520.42610000 PA USD 94256.01000000 0.003690685375 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D3K5 992.73020000 PA USD 1051.32000000 0.000041165452 Long ABS-MBS USGA US N 2 2034-01-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209Y4Q8 1244.19750000 PA USD 1307.40000000 0.000051192513 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206AQ89 107.58350000 PA USD 110.25000000 0.000004316945 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296LM64 142675.17770000 PA USD 139957.80000000 0.005480183233 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178D7C9 150757.30680000 PA USD 141333.71000000 0.005534058322 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210FGQ3 1593.07250000 PA USD 1641.22000000 0.000064263558 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203N6W3 134.95390000 PA USD 135.18000000 0.000005293103 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EEG0 13801.12600000 PA USD 14050.09000000 0.000550144883 Long ABS-MBS USGA US N 2 2035-07-20 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DVY4 13764.90030000 PA USD 13940.97000000 0.000545872184 Long ABS-MBS USGA US N 2 2033-01-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225A6J4 897.48970000 PA USD 925.75000000 0.000036248638 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207AA28 1435.20840000 PA USD 1478.58000000 0.000057895232 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209ASH4 5883.41630000 PA USD 6028.99000000 0.000236070943 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AAA40 454997.93170000 PA USD 446397.06000000 0.017479109299 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FU59 100.16900000 PA USD 102.30000000 0.000004005655 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201LZB3 10603.12550000 PA USD 11239.84000000 0.000440106822 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210E7C7 915.07820000 PA USD 949.10000000 0.000037162929 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201Y3N4 132829.59530000 PA USD 139366.74000000 0.005457039706 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617JD2B4 637222.23000000 PA USD 585383.25000000 0.022921248202 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209F7H6 1165.74450000 PA USD 1226.10000000 0.000048009133 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205AU44 2946.71650000 PA USD 3024.95000000 0.000118444847 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205GDY4 40.95240000 PA USD 41.24000000 0.000001614792 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JYX5 2191.24620000 PA USD 2263.67000000 0.000088636191 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211BPQ1 162201.51920000 PA USD 163272.31000000 0.006393085456 Long ABS-MBS USGA US N 2 2029-05-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203Y3C6 607.77840000 PA USD 608.55000000 0.000023828364 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205BVM1 274.64110000 PA USD 277.97000000 0.000010884184 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 0.08000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377NRP1 2412737.28430000 PA USD 2378388.11000000 0.093128090341 Long ABS-CBDO USGA US N 2 2040-12-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201HQD8 122388.73850000 PA USD 125655.95000000 0.004920180442 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FMB9 1854259.12400000 PA USD 1869267.31000000 0.073192972243 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212FWA8 265.21760000 PA USD 278.98000000 0.000010923732 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DDP7 5697.89380000 PA USD 5809.20000000 0.000227464853 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211JLB1 23618.46860000 PA USD 24889.74000000 0.000974581879 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176H6K5 606984.10560000 PA USD 582621.89000000 0.022813124476 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TAL9 4079077.35620000 PA USD 4022926.82000000 0.157521596561 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AHE41 238636.74440000 PA USD 238606.51000000 0.009342869032 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FDA1 273869.88100000 PA USD 270331.04000000 0.010585073735 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A2Y67 44651.06420000 PA USD 44641.57000000 0.001747983916 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36202TCD6 157373.04340000 PA USD 162788.06000000 0.006374124178 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209UH82 9302.55510000 PA USD 9359.19000000 0.000366468150 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.06500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38378UQY6 11402627.43640000 PA USD 10933352.30000000 0.428106000215 Long ABS-CBDO USGA US N 2 2040-05-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209M7J7 9.95230000 PA USD 10.15000000 0.000000397433 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213MNL8 25537.65020000 PA USD 26821.61000000 0.001050226121 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 0.06450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208V3Y9 5855.64400000 PA USD 6012.24000000 0.000235415081 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294Q4R9 58918.58250000 PA USD 59696.41000000 0.002337470760 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 0.05090000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203MPY0 231.45350000 PA USD 233.30000000 0.000009135087 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207KZU7 271.91640000 PA USD 285.45000000 0.000011177071 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FCM6 227944.52980000 PA USD 224988.98000000 0.008809661454 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211CHJ4 457.13650000 PA USD 475.99000000 0.000018637849 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208NA60 1547.37090000 PA USD 1585.11000000 0.000062066517 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212FMW1 106911.03000000 PA USD 107648.04000000 0.004215063282 Long ABS-MBS USGA US N 2 2030-05-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210EFB0 610030.91740000 PA USD 598368.53000000 0.023429699419 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184HKH6 15309.18260000 PA USD 14342.66000000 0.000561600745 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQE41 98880.92000000 PA USD 104289.07000000 0.004083539558 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQPN7 955461.17160000 PA USD 956483.99000000 0.037452057154 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201QUF8 40089.82470000 PA USD 41417.31000000 0.001621734893 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213AN83 100096.42950000 PA USD 104482.52000000 0.004091114280 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212GBQ4 1479.77600000 PA USD 1559.89000000 0.000061079003 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MJF2 4903.80900000 PA USD 5043.19000000 0.000197470989 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JKP7 2076.05330000 PA USD 2131.17000000 0.000083448025 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202B5N1 221.87940000 PA USD 222.83000000 0.000008725124 Long ABS-MBS USGA US N 2 2024-06-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AXPV4 548061.24550000 PA USD 537674.11000000 0.021053150610 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230UMY2 171880.99200000 PA USD 169517.25000000 0.006637612131 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BUP8 6878.68040000 PA USD 7142.49000000 0.000279671114 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209KAP3 8976.03870000 PA USD 9216.47000000 0.000360879810 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AVP2 4670.78270000 PA USD 4835.72000000 0.000189347300 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A56A2 385445.16500000 PA USD 385429.40000000 0.015091861514 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MHP2 653.73430000 PA USD 672.59000000 0.000026335912 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210XCW5 1252.62710000 PA USD 1302.41000000 0.000050997125 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206DDB0 1045.94420000 PA USD 1061.49000000 0.000041563669 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ALF90 13984.18960000 PA USD 14002.21000000 0.000548270096 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206N6G5 309.25870000 PA USD 315.57000000 0.000012356449 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617LNS39 695703.47700000 PA USD 660600.30000000 0.025866444656 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208PNX2 4890.36870000 PA USD 5041.53000000 0.000197405990 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040628 6000000.00000000 PA USD 5791875.00000000 0.226786476092 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206WYW9 190.81850000 PA USD 195.88000000 0.000007669871 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201LEY6 1511.04340000 PA USD 1527.62000000 0.000059815440 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RZC1 4497.61750000 PA USD 4635.55000000 0.000181509450 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNLB7 2584613.66700000 PA USD 2273942.07000000 0.089038404470 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AEDV9 212169.33640000 PA USD 212430.26000000 0.008317912607 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38376MAY3 2013010.75420000 PA USD 1880369.65000000 0.073627695120 Long ABS-CBDO USGA US N 2 2044-01-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291Y2X4 11288.17590000 PA USD 11407.33000000 0.000446665056 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296QTU3 26140.01780000 PA USD 26687.93000000 0.001044991751 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211SXA0 14842.88210000 PA USD 15671.97000000 0.000613651166 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211CEH1 9899.11380000 PA USD 10191.44000000 0.000399055705 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RP24 5313.67010000 PA USD 5486.13000000 0.000214814734 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225B6E3 17195.19950000 PA USD 17338.12000000 0.000678890883 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204CP88 520.95720000 PA USD 522.07000000 0.000020442156 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294QLV1 4596.64550000 PA USD 4510.50000000 0.000176612996 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295R5D6 1121676.40390000 PA USD 1100646.32000000 0.043096872832 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209CX92 1719.23240000 PA USD 1776.05000000 0.000069542958 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VKL3 42553940.67400000 PA USD 39481082.32000000 1.545920022736 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JTX1 613.55110000 PA USD 632.52000000 0.000024766933 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204DK32 158.13670000 PA USD 158.47000000 0.000006205046 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.07000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9DU2 301097.49900000 PA USD 291401.02000000 0.011410089212 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176K2B2 42677.30670000 PA USD 41858.54000000 0.001639011681 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204DT33 141382.72810000 PA USD 138747.27000000 0.005432783758 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DTC5 333646.00620000 PA USD 337329.19000000 0.013208451198 Long ABS-MBS USGA US N 2 2032-06-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297KL90 39809.57320000 PA USD 39046.52000000 0.001528904314 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KPH5 2651.42830000 PA USD 2690.70000000 0.000105356964 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207HU21 320.98930000 PA USD 328.95000000 0.000012880355 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617MVT70 2665054.99900000 PA USD 2532083.15000000 0.099146168514 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211KQN7 2265.95840000 PA USD 2373.56000000 0.000092939041 Long ABS-MBS USGA US N 2 2030-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207NAH7 4866.88820000 PA USD 5000.38000000 0.000195794722 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032621 111550000.00000000 PA USD 105561828.68000000 4.133375657494 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DLJ8 176421.09280000 PA USD 159387.72000000 0.006240980572 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SSR9 2370448.22930000 PA USD 2345966.24000000 0.091858580615 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211NH35 1175.37840000 PA USD 1240.24000000 0.000048562798 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209STU5 3915.83680000 PA USD 4004.80000000 0.000156811823 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212VY60 49612.38060000 PA USD 50395.80000000 0.001973296366 Long ABS-MBS USGA US N 2 2030-12-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617LR2K0 1980750.72300000 PA USD 1782513.82000000 0.069796055305 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 0.02750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DZM6 277448.84200000 PA USD 257565.75000000 0.010085236439 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204JFG6 398.72350000 PA USD 399.22000000 0.000015631845 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JZR7 1033.12400000 PA USD 1065.77000000 0.000041731256 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617JDZ69 244561.64600000 PA USD 232359.34000000 0.009098255039 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183SXW6 1703077.06030000 PA USD 1653658.02000000 0.064750581636 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 0.03750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DRT0 951.90150000 PA USD 960.50000000 0.000037609307 Long ABS-MBS USGA US N 2 2032-02-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RAF1 9238.81460000 PA USD 9399.83000000 0.000368059449 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209HEW1 1358.49110000 PA USD 1401.42000000 0.000054873957 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210V2Z3 603.63100000 PA USD 637.35000000 0.000024956056 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 0.07500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032625 58125000.00000000 PA USD 54551219.25000000 2.136005832355 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617LR2N4 1391994.62900000 PA USD 1218826.88000000 0.047724347138 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 0.02375000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296HNX3 64699.24330000 PA USD 63469.90000000 0.002485225416 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AUX6 2310.65040000 PA USD 2316.51000000 0.000090705193 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207KXQ8 50689.03530000 PA USD 53313.25000000 0.002087531947 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204KK69 493.72870000 PA USD 494.34000000 0.000019356361 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213GPM7 3376.84420000 PA USD 3571.36000000 0.000139840060 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38378YG78 3677594.48630000 PA USD 3433550.05000000 0.134443978215 Long ABS-CBDO USGA US N 2 2044-01-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209BZ92 769.91430000 PA USD 797.64000000 0.000031232366 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213FZQ9 3624690.05840000 PA USD 3484035.77000000 0.136420795486 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208HSM9 1870.81330000 PA USD 1905.86000000 0.000074625794 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210F6K7 18570.11160000 PA USD 19246.65000000 0.000753621224 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176LEH4 15791.65790000 PA USD 15486.99000000 0.000606408095 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181AYX4 7328.85710000 PA USD 6870.74000000 0.000269030480 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C0XX1 2170503.82160000 PA USD 2172087.86000000 0.085050204214 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296GJP7 266723.66300000 PA USD 267067.34000000 0.010457280400 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203STW7 41.21810000 PA USD 41.32000000 0.000001617924 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230SNR1 183528.39190000 PA USD 183693.62000000 0.007192701631 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARX30 71968.03500000 PA USD 70620.64000000 0.002765219567 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205GBF7 3303.72150000 PA USD 3343.81000000 0.000130930119 Long ABS-MBS USGA US N 2 2024-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290RVZ3 42334.53800000 PA USD 42704.28000000 0.001672127450 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207QF51 66071.85140000 PA USD 64783.91000000 0.002536676750 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291USP1 26894.44810000 PA USD 28416.39000000 0.001112671276 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DWU1 394642.53820000 PA USD 399903.60000000 0.015658612836 Long ABS-MBS USGA US N 2 2033-03-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HVP3 372.27760000 PA USD 385.68000000 0.000015101674 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208LXC6 1897.28460000 PA USD 1948.10000000 0.000076279742 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128QFEZ3 65166.72540000 PA USD 65661.20000000 0.002571027890 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 0.03665000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212CEM9 457.48500000 PA USD 458.26000000 0.000017943614 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38373X7Z3 655211.30700000 PA USD 17.04000000 0.000000667217 Long ABS-MBS USGA US N 2 2042-08-16 Variable 0.01166320 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208WGZ0 923.50860000 PA USD 953.28000000 0.000037326601 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210APB7 343.21200000 PA USD 350.94000000 0.000013741395 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FP22 192.24350000 PA USD 195.68000000 0.000007662039 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296GJJ1 123996.62550000 PA USD 123927.61000000 0.004852505615 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296UKH2 183784.62980000 PA USD 196269.51000000 0.007685122786 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241L6G6 17913.77520000 PA USD 18062.67000000 0.000707261340 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BVE2 153.64210000 PA USD 159.53000000 0.000006246551 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206DBH9 613.44670000 PA USD 621.97000000 0.000024353837 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204AS22 483.67420000 PA USD 483.50000000 0.000018931910 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.07000000 N N N N N N CHICAGO BOARD OF TRADE N/A N/A -714.00000000 NC USD -2884591.36000000 -0.11294896894 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short UST NOTES UST NOTES 0% 06/30/2040 2023-03-22 -89846158.64000000 USD -2884591.36000000 N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202ECN7 1014.94000000 PA USD 1031.88000000 0.000040404260 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FZZ3 3268.88560000 PA USD 3443.78000000 0.000134844541 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290T5P0 129508.42150000 PA USD 124482.91000000 0.004874248925 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176FRM2 152339.14800000 PA USD 149400.08000000 0.005849904853 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209JCW9 426.56780000 PA USD 436.26000000 0.000017082182 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F052623 16500000.00000000 PA USD 16762977.00000000 0.656370602379 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210EHN2 19181.42360000 PA USD 20197.36000000 0.000790847195 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211BK78 10644.62660000 PA USD 11151.30000000 0.000436639953 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209HUH6 3832.59510000 PA USD 3963.81000000 0.000155206820 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38375KNC2 654477.22940000 PA USD 73937.08000000 0.002895077988 Long ABS-CBDO USGA US N 2 2037-06-16 Variable 0.02231000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DA50 891.25700000 PA USD 913.46000000 0.000035767411 Long ABS-MBS USGA US N 2 2029-03-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176BN52 63382.56240000 PA USD 62176.72000000 0.002434589700 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177YB47 31992.27490000 PA USD 31374.38000000 0.001228494240 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C33B6 199325.38340000 PA USD 195542.83000000 0.007656668926 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178QBN1 744751.67230000 PA USD 699155.14000000 0.027376096763 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KJM1 747.47380000 PA USD 756.30000000 0.000029613659 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FKL5 400829.44460000 PA USD 400847.48000000 0.015695571371 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203XCQ7 600.40510000 PA USD 601.15000000 0.000023538610 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DRD5 314.66980000 PA USD 318.64000000 0.000012476657 Long ABS-MBS USGA US N 2 2032-01-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2BE1 2786805.56790000 PA USD 2615064.77000000 0.102395394227 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AKFV3 35072.06060000 PA USD 35855.75000000 0.001403966623 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 0.05000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38376WKH7 1464898.00450000 PA USD 97017.56000000 0.003798816540 Long ABS-CBDO USGA US N 2 2040-02-16 Variable 0.01491000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C5MM6 696362.02370000 PA USD 682898.21000000 0.026739540921 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XHU3 3204814.56300000 PA USD 2856592.87000000 0.111852660946 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230LLF4 4016196.17020000 PA USD 3755109.68000000 0.147034957016 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206PPK0 439.03640000 PA USD 445.01000000 0.000017424797 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184BJF5 469708.66090000 PA USD 460612.56000000 0.018035730972 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291RW57 632.38380000 PA USD 639.59000000 0.000025043766 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179WTY4 3227253.01800000 PA USD 2883148.78000000 0.112892483326 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M77K8 143003.60700000 PA USD 131370.05000000 0.005143921563 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205YP71 3461.42220000 PA USD 3506.34000000 0.000137294139 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DUJ8 1919295.03470000 PA USD 2002330.26000000 0.078403180945 Long ABS-MBS USGA US N 2 2032-09-20 Fixed 0.06000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BDY5 6484506.31890000 PA USD 6434815.55000000 0.251961436131 Long ABS-CBDO USGA US N 2 2060-07-20 Variable 0.04716860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203L4S8 108.39330000 PA USD 108.75000000 0.000004258211 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213UEQ9 737.45890000 PA USD 778.07000000 0.000030466084 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177WHD5 3874223.25140000 PA USD 3820438.18000000 0.149592957716 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DVL2 13630.63880000 PA USD 13812.28000000 0.000540833203 Long ABS-MBS USGA US N 2 2032-12-20 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DPT2 22579.54890000 PA USD 23780.06000000 0.000931131284 Long ABS-MBS USGA US N 2 2031-09-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203TRW7 52.05550000 PA USD 52.03000000 0.000002037285 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212FZN7 1543.10370000 PA USD 1648.66000000 0.000064554879 Long ABS-MBS USGA US N 2 2030-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617LR2J3 1984710.28300000 PA USD 1822630.90000000 0.071366878433 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31359EDX6 57509.68370000 PA USD 57522.50000000 0.002252349208 Long ABS-CBDO USGSE US N 2 2023-09-25 Fixed 0.06750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36196RUK2 534769.30710000 PA USD 517747.60000000 0.020272908809 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 0.03750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181ECY8 1108047.90860000 PA USD 1038785.61000000 0.040674656809 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177MJD5 157912.17120000 PA USD 154882.61000000 0.006064578626 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206C4Q9 92.76020000 PA USD 93.69000000 0.000003668522 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TCY9 8413360.67550000 PA USD 8289659.03000000 0.324589629338 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AVR61 149153.98930000 PA USD 149325.64000000 0.005846990082 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206W3U7 283.89500000 PA USD 292.43000000 0.000011450379 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178CLY7 416966.73340000 PA USD 409194.22000000 0.016022396061 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206QEL8 7795.36180000 PA USD 7911.20000000 0.000309770699 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3128MFY28 338698.37700000 PA USD 326801.56000000 0.012796231647 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208EW66 9081.56510000 PA USD 9418.07000000 0.000368773653 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NQ35 11342214.60550000 PA USD 10621541.63000000 0.415896751387 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294XEN2 41906.83400000 PA USD 42511.51000000 0.001664579354 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 0.05090000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EB99 1586028.79490000 PA USD 1612244.58000000 0.063128998277 Long ABS-MBS USGA US N 2 2035-01-20 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FGV2 246030.17750000 PA USD 242832.03000000 0.009508323360 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212VXY0 61971.06810000 PA USD 62887.62000000 0.002462425679 Long ABS-MBS USGA US N 2 2030-12-20 Fixed 0.05350000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31418ECS7 13652868.46700000 PA USD 12827279.51000000 0.502264554730 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203QGJ4 20.42060000 PA USD 20.41000000 0.000000799173 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201VZX3 6706.47530000 PA USD 7090.00000000 0.000277615817 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202E6E4 400277.49270000 PA USD 410236.28000000 0.016063198930 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206HLU0 2081.50380000 PA USD 2123.98000000 0.000083166494 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184FSY5 27888.21390000 PA USD 26127.54000000 0.001023049137 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RZJ6 7706.64100000 PA USD 7960.32000000 0.000311694040 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.06500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EAN9 35749.02420000 PA USD 38034.02000000 0.001489258895 Long ABS-MBS USGA US N 2 2034-09-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JG98 3221.02700000 PA USD 3320.68000000 0.000130024442 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294UYB2 213846.88530000 PA USD 216820.60000000 0.008489820622 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 0.05090000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377RBW4 2307312.22000000 PA USD 2027289.19000000 0.079380472026 Long ABS-CBDO USGA US N 2 2040-12-20 Variable 0.01028580 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230RMM5 765502.12920000 PA USD 750938.60000000 0.029403728301 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211CVZ2 2454.80570000 PA USD 2457.50000000 0.000096225793 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BM93 6103.27320000 PA USD 6260.42000000 0.000245132809 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206URJ0 10353.06490000 PA USD 10490.89000000 0.000410780960 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206KMK4 1412.05650000 PA USD 1440.48000000 0.000056403389 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296VZQ4 284314.49480000 PA USD 284449.12000000 0.011137880833 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206W2D6 1325.10360000 PA USD 1326.79000000 0.000051951747 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203TTG0 698.51960000 PA USD 700.01000000 0.000027409569 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201NGF1 28883.17780000 PA USD 30629.14000000 0.001199313646 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36198VGD3 1088025.56850000 PA USD 1067626.39000000 0.041803945487 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140J9VA6 1696662.97700000 PA USD 1637252.12000000 0.064108192730 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224K3T4 1979.34330000 PA USD 1981.33000000 0.000077580895 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290RED1 18258.66290000 PA USD 18430.96000000 0.000721682092 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AT34 5549.26680000 PA USD 5656.87000000 0.000221500224 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225ARA0 102.16410000 PA USD 103.68000000 0.000004059690 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296XS47 45392.97370000 PA USD 45375.52000000 0.001776722439 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211N5U8 2160.48990000 PA USD 2223.19000000 0.000087051158 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211N6Z6 3934.42830000 PA USD 4124.46000000 0.000161497226 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176EMY4 538689.15380000 PA USD 517068.06000000 0.020246300762 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQGD9 155258.84100000 PA USD 163630.27000000 0.006407101727 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GUW8 82725.35570000 PA USD 77336.17000000 0.003028172650 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208KT74 3180.60840000 PA USD 3323.16000000 0.000130121548 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297BG96 109931.70000000 PA USD 110060.39000000 0.004309521183 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207GKX6 901.10560000 PA USD 928.19000000 0.000036344178 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 0.08000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379TH85 801886.21220000 PA USD 786367.79000000 0.030790992555 Long ABS-CBDO USGA US N 2 2046-01-20 Variable 0.04835710 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208PYK8 5281.46350000 PA USD 5413.73000000 0.000211979842 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180MYH4 4785321.13750000 PA USD 4442385.88000000 0.173945922377 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210BQM0 19345.04990000 PA USD 19843.15000000 0.000776977759 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KAP3 26304.83540000 PA USD 26538.27000000 0.001039131668 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294XM60 137652.88480000 PA USD 143875.55000000 0.005633586529 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 0.05600000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230RSE7 105642.38830000 PA USD 105792.78000000 0.004142418780 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206F5P3 3139.78010000 PA USD 3245.42000000 0.000127077563 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MPV6 528452.38660000 PA USD 479186.94000000 0.018763028814 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C44K3 127334.37200000 PA USD 134323.09000000 0.005259550704 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 0.05750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202CVX8 10174.78770000 PA USD 10426.51000000 0.000408260098 Long ABS-MBS USGA US N 2 2027-05-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203VNA4 3035.28740000 PA USD 3041.52000000 0.000119093661 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230UF79 109619.60440000 PA USD 107536.73000000 0.004210704831 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H032621 -38300000.00000000 PA USD -36243998.55000000 -1.41916887202 Short ABS-MBS USGA US N 2 2053-02-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230SME1 17576.00310000 PA USD 17249.35000000 0.000675415008 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AXPU6 357671.15390000 PA USD 350755.76000000 0.013734181552 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178FZ41 48320.98740000 PA USD 46385.03000000 0.001816250781 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FLN0 84.94850000 PA USD 85.38000000 0.000003343136 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AFWK9 71575.69780000 PA USD 72214.82000000 0.002827641230 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203M5W6 450.98400000 PA USD 468.16000000 0.000018331258 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213UH37 19281.81560000 PA USD 20208.13000000 0.000791268905 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 362195SD2 1343.02800000 PA USD 1379.92000000 0.000054032104 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203RGJ2 359.27460000 PA USD 359.55000000 0.000014078528 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UAL1 8151.54220000 PA USD 8533.81000000 0.000334149597 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FFS0 31316.36920000 PA USD 30909.82000000 0.001210303943 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296WAY2 6146748.35580000 PA USD 6148079.74000000 0.240734017735 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176XJ83 1836995.20410000 PA USD 1766344.74000000 0.069162939315 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C6G3 2245.21620000 PA USD 2295.33000000 0.000089875869 Long ABS-MBS USGA US N 2 2028-11-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AGE4 85.34700000 PA USD 85.60000000 0.000003351750 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36217MLP7 338.36620000 PA USD 338.79000000 0.000013265650 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213TNJ8 1600.17610000 PA USD 1674.37000000 0.000065561579 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204J5G7 199.35510000 PA USD 199.92000000 0.000007828061 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A22Y7 91300296.61860000 PA USD 88057346.60000000 3.447970705427 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208HX92 1220.37810000 PA USD 1246.47000000 0.000048806740 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FKM7 4399960.96750000 PA USD 4342482.96000000 0.170034126770 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A5J75 21866.82580000 PA USD 21457.43000000 0.000840186457 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176K2C0 155460.77360000 PA USD 152458.24000000 0.005969650070 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205GER8 62.18910000 PA USD 62.58000000 0.000002450380 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DMQ1 583421.51170000 PA USD 604131.75000000 0.023655363881 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296UKG4 77209.27520000 PA USD 82504.26000000 0.003230534220 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 0.06500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374MBN8 1518784.16000000 PA USD 1556284.92000000 0.060937843583 Long ABS-CBDO USGA US N 2 2035-06-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YF79 1472.10890000 PA USD 1515.58000000 0.000059344003 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183LD45 8403201.19920000 PA USD 8077018.34000000 0.316263477140 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QHH2 2645.05250000 PA USD 2696.34000000 0.000105577804 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211Y4B7 12620.02500000 PA USD 13290.69000000 0.000520409841 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C1CV6 69745.93100000 PA USD 73626.62000000 0.002882921626 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290RE90 412.04910000 PA USD 415.71000000 0.000016277527 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AFRH2 391490.36650000 PA USD 396385.88000000 0.015520873102 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210F7D2 24.53600000 PA USD 25.67000000 0.000001005133 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D5C1 17856.84580000 PA USD 18124.29000000 0.000709674131 Long ABS-MBS USGA US N 2 2034-04-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292LEV2 4949.87020000 PA USD 5019.68000000 0.000196550432 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211LMC3 280.98450000 PA USD 284.92000000 0.000011156318 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 0.07500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3132DPD54 3478467.93800000 PA USD 3542088.77000000 0.138693916936 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AGCE3 250969.14500000 PA USD 264452.01000000 0.010354874620 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296JJM8 339185.05330000 PA USD 339112.91000000 0.013278294482 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212HCZ1 7587.08430000 PA USD 8014.06000000 0.000313798282 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C5L62 1035007.60100000 PA USD 1015244.23000000 0.039752871271 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204NK71 382.64840000 PA USD 383.32000000 0.000015009265 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207NDY7 3188.22100000 PA USD 3289.66000000 0.000128809823 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179M2Q2 479954.61880000 PA USD 462731.45000000 0.018118698163 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178NF53 72463.98420000 PA USD 67965.32000000 0.002661247941 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DQP9 45495.49650000 PA USD 47913.30000000 0.001876091674 Long ABS-MBS USGA US N 2 2031-11-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210EK40 5356.97080000 PA USD 5565.54000000 0.000217924109 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38375C4S6 361329.16090000 PA USD 357589.01000000 0.014001744075 Long ABS-CBDO USGA US N 2 2042-06-16 Variable 0.04759000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LLT1 817379.41530000 PA USD 853200.90000000 0.033407907717 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178GRL0 220258.23870000 PA USD 211446.65000000 0.008279398404 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294U7C0 51402.28670000 PA USD 52123.83000000 0.002040959054 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 0.05090000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200JBS8 5000.91500000 PA USD 5034.75000000 0.000197140513 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205EJP2 1370.85160000 PA USD 1370.36000000 0.000053657773 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.06500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379MN91 6574544.42600000 PA USD 1290258.29000000 0.050521313191 Long ABS-CBDO USGA US N 2 2045-08-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178LUN1 6456.02400000 PA USD 6334.64000000 0.000248038965 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292HRM7 988.58150000 PA USD 1001.86000000 0.000039228798 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A7B79 263283.35430000 PA USD 263340.38000000 0.010311347671 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DRV5 2634.41480000 PA USD 2742.09000000 0.000107369190 Long ABS-MBS USGA US N 2 2032-02-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213FS87 92442.79320000 PA USD 93159.12000000 0.003647735584 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FPE0 3239.71300000 PA USD 3127.83000000 0.000122473213 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178LNJ8 79011.98060000 PA USD 74050.97000000 0.002899537461 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209G7K7 3904.96000000 PA USD 3996.30000000 0.000156478997 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617AAX58 749882.73870000 PA USD 675938.30000000 0.026467018903 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 0.03250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206UPN3 118.96670000 PA USD 120.66000000 0.000004724559 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205QA41 155.81870000 PA USD 156.64000000 0.000006133390 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AVT4 3465.97310000 PA USD 3535.47000000 0.000138434752 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LNG7 2544.11760000 PA USD 2628.20000000 0.000102909716 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201YX27 48375.45500000 PA USD 49926.48000000 0.001954919687 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208GHA9 2437.36210000 PA USD 2517.92000000 0.000098591596 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F052631 6450000.00000000 PA USD 6547509.17000000 0.256374063986 Long ABS-MBS USGA US N 2 2053-03-01 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180C5Q8 3678432.87400000 PA USD 3521452.81000000 0.137885895933 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202ENV7 4546.95250000 PA USD 4648.25000000 0.000182006731 Long ABS-MBS USGA US N 2 2037-07-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JXN8 1703.89020000 PA USD 1761.22000000 0.000068962275 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205EK54 1016.71840000 PA USD 1020.06000000 0.000039941437 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMGZ9 330766.45590000 PA USD 324399.07000000 0.012702159824 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FGS9 79518.26110000 PA USD 79089.55000000 0.003096827942 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202BNX9 22.40380000 PA USD 22.38000000 0.000000876310 Long ABS-MBS USGA US N 2 2023-08-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205AWX8 4584.53690000 PA USD 4625.43000000 0.000181113192 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230UGQ6 560519.37910000 PA USD 549909.87000000 0.021532253646 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204FUY8 401.07310000 PA USD 401.09000000 0.000015705067 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206UXQ7 607.64880000 PA USD 616.44000000 0.000024137305 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207J5J8 1560.86840000 PA USD 1606.96000000 0.000062922075 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQYL1 732595.83530000 PA USD 732942.72000000 0.028699082187 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213PN49 43.94820000 PA USD 43.83000000 0.000001716206 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209NEQ1 4840.36170000 PA USD 4969.80000000 0.000194597333 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.06500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374MBT5 2077512.72480000 PA USD 209169.80000000 0.008190246137 Long ABS-CBDO USGA US N 2 2034-07-20 Variable 0.01814290 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206JL28 1001.66770000 PA USD 1033.54000000 0.000040469259 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207ULR7 1385.71180000 PA USD 1428.54000000 0.000055935867 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209UQH2 547.29020000 PA USD 565.05000000 0.000022125080 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LMZ6 656.35530000 PA USD 690.76000000 0.000027047376 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DZE4 1721738.57190000 PA USD 1649284.20000000 0.064579320478 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179W2U1 10017181.91100000 PA USD 8933453.05000000 0.349798007821 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36184NE49 370352.66400000 PA USD 363180.64000000 0.014220689764 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36224MYK5 63.68760000 PA USD 63.66000000 0.000002492668 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176LVE2 8373.40370000 PA USD 8211.51000000 0.000321529628 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 0.04000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377RLW3 15254802.29450000 PA USD 15037656.29000000 0.588813998697 Long ABS-CBDO USGA US N 2 2040-12-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204KFK4 571.62280000 PA USD 572.84000000 0.000022430105 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212CVP3 43695.32790000 PA USD 46565.09000000 0.001823301205 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212ES73 12114.80170000 PA USD 12838.89000000 0.000502719174 Long ABS-MBS USGA US N 2 2030-05-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204KXC2 393.13660000 PA USD 405.29000000 0.000015869522 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204BNN9 90.20620000 PA USD 90.36000000 0.000003538133 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AUH1 2178.00920000 PA USD 2213.16000000 0.000086658423 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 3133KNXP3 2540489.90000000 PA USD 2401156.73000000 0.094019617713 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MNG1 1242977.90050000 PA USD 1166029.49000000 0.045657014189 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201G3L7 472.96650000 PA USD 492.58000000 0.000019287447 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207NEN0 16779.70970000 PA USD 17211.96000000 0.000673950966 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206SM92 1685.09960000 PA USD 1720.36000000 0.000067362362 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200DQZ9 1435.84550000 PA USD 1501.57000000 0.000058795427 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140QQ2F1 1245904.21000000 PA USD 1268691.67000000 0.049676851293 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176EMB4 172922.56080000 PA USD 162113.45000000 0.006347709170 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206KH95 569.30850000 PA USD 577.63000000 0.000022617662 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209TJR1 25236.31710000 PA USD 26115.26000000 0.001022568302 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212DUZ0 91190.28010000 PA USD 94448.86000000 0.003698236603 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207KWC0 9369.03910000 PA USD 9834.63000000 0.000385084464 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290RQZ9 3998.59090000 PA USD 3977.46000000 0.000155741299 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H022622 -81050000.00000000 PA USD -72286752.43000000 -2.83045781405 Short ABS-MBS USGA US N 2 2053-02-01 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617LR2L8 2221659.82200000 PA USD 1969502.54000000 0.077117779769 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203EPX0 632.24880000 PA USD 634.10000000 0.000024828799 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DRG8 6020.33050000 PA USD 6261.54000000 0.000245176664 Long ABS-MBS USGA US N 2 2032-01-20 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DM57 4879.94900000 PA USD 5107.84000000 0.000200002423 Long ABS-MBS USGA US N 2 2031-05-20 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4TK6 397571.92920000 PA USD 390046.69000000 0.015272655976 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DC74 1004.78920000 PA USD 1028.25000000 0.000040262124 Long ABS-MBS USGA US N 2 2029-08-20 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EHR3 12593.46660000 PA USD 12833.07000000 0.000502491286 Long ABS-MBS USGA US N 2 2036-04-20 Fixed 0.05000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38377LK98 804561.99940000 PA USD 805255.29000000 0.031530550913 Long ABS-CBDO USGA US N 2 2040-10-16 Variable 0.05109000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BLQ9 104.58240000 PA USD 106.93000000 0.000004186947 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211NGL6 5645.12480000 PA USD 5917.78000000 0.000231716408 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203XHQ2 96.97740000 PA USD 97.14000000 0.000003803610 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128JRJS6 421497.48000000 PA USD 429534.00000000 0.016818819850 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 0.04337000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204KTE3 241.00750000 PA USD 241.18000000 0.000009443636 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A9V65 24547.66190000 PA USD 25017.25000000 0.000979574657 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207AYN6 16789.76640000 PA USD 17570.87000000 0.000688004435 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.08000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38380HGU0 15232996.19200000 PA USD 14324200.21000000 0.560877934774 Long ABS-CBDO USGA US N 2 2047-08-20 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EHE2 48001.27180000 PA USD 48914.00000000 0.001915275051 Long ABS-MBS USGA US N 2 2036-03-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BPM4 4452.22880000 PA USD 4648.61000000 0.000182020827 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ATC47 53791.40900000 PA USD 53789.21000000 0.002106168622 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204R2T4 248.38570000 PA USD 249.11000000 0.000009754143 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296ULP3 113961.14160000 PA USD 115100.40000000 0.004506867657 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209E2V3 247.71440000 PA USD 255.87000000 0.000010018837 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AWLU2 145093.67900000 PA USD 153112.21000000 0.005995256899 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 0.05750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179TQQ1 207550.78100000 PA USD 204304.58000000 0.007999743735 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206LPX1 256.06310000 PA USD 261.51000000 0.000010239677 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203S3Q8 6.70920000 PA USD 6.72000000 0.000000263128 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AFRT6 356350.55330000 PA USD 358863.72000000 0.014051656580 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.04750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209CTV8 769.88870000 PA USD 789.99000000 0.000030932823 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207HS40 638.59480000 PA USD 656.11000000 0.000025690622 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BEC8 15875.75800000 PA USD 16366.48000000 0.000640845378 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176PQP4 771227.15940000 PA USD 756483.07000000 0.029620827395 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NX52 175281.75510000 PA USD 169494.02000000 0.006636702538 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292FPD3 141981.38260000 PA USD 150089.78000000 0.005876910724 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183QPA7 759115.54090000 PA USD 711190.00000000 0.027847333364 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178LQG1 160429.72880000 PA USD 157302.47000000 0.006159330588 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C1FT8 691638.11360000 PA USD 707699.61000000 0.027710663763 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A7FM2 1252522.17440000 PA USD 1267899.14000000 0.049645819014 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 0.04875000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204QCL2 46.60980000 PA USD 46.82000000 0.000001833282 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206BLT6 621.85510000 PA USD 626.35000000 0.000024525340 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180CDD8 109287.33050000 PA USD 102455.95000000 0.004011761969 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FZX7 2373838.37910000 PA USD 2290412.68000000 0.089683327160 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294QWB3 88688.19120000 PA USD 89944.73000000 0.003521873030 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 0.05090000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203SAL1 370.27470000 PA USD 369.93000000 0.000014484967 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36182KA58 489493.72760000 PA USD 480779.32000000 0.018825379995 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179SB97 4797035.40200000 PA USD 4748990.69000000 0.185951330714 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4RQ5 74140.81160000 PA USD 72746.87000000 0.002848474163 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205L5Q9 210.24560000 PA USD 211.03000000 0.000008263084 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177NVM9 117968.41450000 PA USD 115690.00000000 0.004529954016 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FAT9 1719.63490000 PA USD 1757.74000000 0.000068826012 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FBG0 32702.90930000 PA USD 32279.96000000 0.001263953102 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203NRY6 202.44620000 PA USD 202.26000000 0.000007919686 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AH29 681.32320000 PA USD 691.84000000 0.000027089665 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204H5K2 124.82750000 PA USD 124.92000000 0.000004891363 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38375XHJ6 431087.20000000 PA USD 430984.39000000 0.016875611275 Long ABS-CBDO USGA US N 2 2038-07-20 Variable 0.05065710 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204RZF8 274.08430000 PA USD 274.67000000 0.000010754969 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UUW5 30.78610000 PA USD 31.09000000 0.000001217359 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207QMC8 1628.16490000 PA USD 1654.53000000 0.000064784724 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210V2Q3 398.79700000 PA USD 420.26000000 0.000016455687 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295NCQ8 8834.38880000 PA USD 8985.18000000 0.000351823426 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FBK1 60544.85150000 PA USD 63299.72000000 0.002478561853 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UY50 4376.10510000 PA USD 4560.52000000 0.000178571578 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208WHC0 3902.97440000 PA USD 4031.97000000 0.000157875691 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177XP77 9776.84090000 PA USD 9183.22000000 0.000359577874 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212CSB8 11092.73730000 PA USD 11281.00000000 0.000441718482 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241L5K8 8001203.01120000 PA USD 7690180.25000000 0.301116457005 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295GJA1 13958.70700000 PA USD 13077.45000000 0.000512060222 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203CK50 1688.83600000 PA USD 1693.12000000 0.000066295753 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292BDM5 29675.98240000 PA USD 30727.45000000 0.001203163069 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207RES0 377.41530000 PA USD 388.43000000 0.000015209352 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 0.08000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38380TEZ5 6687192.75300000 PA USD 1332839.77000000 0.052188632288 Long ABS-CBDO USGA US N 2 2044-10-20 Fixed 0.05000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38375BFQ0 6215972.20490000 PA USD 6167592.67000000 0.241498065411 Long ABS-CBDO USGA US N 2 2060-08-20 Variable 0.04484860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36185BTA4 491050.29800000 PA USD 460048.62000000 0.018013649355 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204QGT1 80.93650000 PA USD 81.20000000 0.000003179464 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296U7F1 21208.83260000 PA USD 21173.34000000 0.000829062637 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LNL6 3874.19800000 PA USD 3800.96000000 0.000148830270 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209G2A4 805.39780000 PA USD 830.29000000 0.000032510809 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207FY62 580.59460000 PA USD 582.70000000 0.000022816182 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211KPD0 4824.50130000 PA USD 5034.56000000 0.000197133073 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241LKV7 2007858.09000000 PA USD 2009836.83000000 0.078697107965 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 0.04500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133TNPR9 267292.21000000 PA USD 279915.99000000 0.010960381737 Long ABS-CBDO USGSE US N 2 2030-03-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LJW7 6871.51000000 PA USD 7127.01000000 0.000279064980 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BV39 231433.67600000 PA USD 243098.93000000 0.009518774088 Long ABS-MBS USGA US N 2 2032-07-20 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179ME48 42441.34430000 PA USD 41879.82000000 0.001639844920 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209F7E3 1186.76950000 PA USD 1250.65000000 0.000048970412 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DM65 221338.22510000 PA USD 232493.25000000 0.009103498415 Long ABS-MBS USGA US N 2 2031-05-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211KPV0 5768.82910000 PA USD 6039.54000000 0.000236484039 Long ABS-MBS USGA US N 2 2030-02-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FS98 449518.53700000 PA USD 437499.71000000 0.017130724941 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205BR53 177.49770000 PA USD 178.39000000 0.000006985033 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208FJT8 12905.04790000 PA USD 13407.22000000 0.000524972686 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203GRB1 49.81730000 PA USD 49.85000000 0.000001951925 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36183XMT4 203935.22490000 PA USD 199985.94000000 0.007830643202 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212PMS8 1026.67500000 PA USD 1094.10000000 0.000042840545 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 0.07500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31402RN39 66329.86250000 PA USD 67456.28000000 0.002641315986 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 0.03221000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209ADK3 2709.32830000 PA USD 2780.05000000 0.000108855550 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207AG55 1203.95580000 PA USD 1224.16000000 0.000047933170 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374F2L7 1766449.41200000 PA USD 1759342.63000000 0.068888764915 Long ABS-CBDO USGA US N 2 2034-04-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208DRW7 20547.87590000 PA USD 21098.27000000 0.000826123199 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178AWW3 2962.37060000 PA USD 2783.27000000 0.000108981632 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GSD3 1778611.74630000 PA USD 1708886.79000000 0.066913117625 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291N4G3 874.97540000 PA USD 885.18000000 0.000034660080 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203FV28 591.15970000 PA USD 590.95000000 0.000023139219 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3622A2EJ7 6322373.00000000 PA USD 6117562.26000000 0.239539076244 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201J2R9 13547.21000000 PA USD 14532.87000000 0.000569048602 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AWSE1 159486.15260000 PA USD 159643.33000000 0.006250989229 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206AR21 346.62030000 PA USD 355.21000000 0.000013908591 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.08000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374KMF7 1016000.00000000 PA USD 1033694.96000000 0.040475327477 Long ABS-CBDO USGA US N 2 2033-11-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GCX6 98026.38580000 PA USD 98089.56000000 0.003840791739 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207J5T6 585.91780000 PA USD 604.43000000 0.000023667042 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A5KP3 244102.75850000 PA USD 244383.67000000 0.009569079328 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DTE1 264.86220000 PA USD 275.80000000 0.000010799216 Long ABS-MBS USGA US N 2 2032-06-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201FG50 14857.20830000 PA USD 15470.06000000 0.000605745184 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296UKZ2 11960.69560000 PA USD 12783.51000000 0.000500550717 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208CFG7 1803.09230000 PA USD 1846.49000000 0.000072301104 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209MJG0 4388.22990000 PA USD 4530.65000000 0.000177401989 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205YBR2 1474.87420000 PA USD 1495.86000000 0.000058571847 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225BX37 207588.22780000 PA USD 209226.00000000 0.008192446702 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FV94 134655.86400000 PA USD 135783.90000000 0.005316750135 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209J6T3 541.44070000 PA USD 554.84000000 0.000021725297 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208EVV2 1147.34520000 PA USD 1205.28000000 0.000047193905 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201NAF7 6464.07060000 PA USD 6505.10000000 0.000254713491 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294XP59 292808.58160000 PA USD 300852.06000000 0.011780153838 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 0.05450000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FHW5 168057.85060000 PA USD 164922.14000000 0.006457686148 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VZQ6 4142443.85400000 PA USD 3601997.43000000 0.141039698551 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 0.02000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203LA36 893.88490000 PA USD 895.53000000 0.000035065344 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207AF72 519.91220000 PA USD 528.97000000 0.000020712332 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A56N4 13096.64480000 PA USD 13096.11000000 0.000512790872 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292CQX5 2581.83250000 PA USD 2612.30000000 0.000102287136 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206JQ31 43.36820000 PA USD 43.93000000 0.000001720121 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208MZ24 305.40290000 PA USD 313.58000000 0.000012278528 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296YG97 64556.15870000 PA USD 63344.10000000 0.002480299595 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203MNT3 985.06930000 PA USD 986.79000000 0.000038638718 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205A5A8 201.78300000 PA USD 202.37000000 0.000007923993 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208XAK7 2890.23720000 PA USD 2905.43000000 0.000113764926 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210AD95 393.21590000 PA USD 415.18000000 0.000016256775 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213GRP8 1491.03810000 PA USD 1552.86000000 0.000060803737 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36180JAC8 763162.84850000 PA USD 715458.76000000 0.028014480797 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296CM49 7321.34640000 PA USD 7627.85000000 0.000298675855 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294QXD8 115227.59590000 PA USD 116645.70000000 0.004567375375 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 0.05090000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206VMJ3 490.28890000 PA USD 500.72000000 0.000019606176 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202E3D9 70122.35950000 PA USD 69176.51000000 0.002708673258 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 0.04000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38380HC42 3005583.24800000 PA USD 2806388.22000000 0.109886849243 Long ABS-CBDO USGA US N 2 2047-09-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203LBV3 132.48690000 PA USD 132.73000000 0.000005197171 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207HUA3 1371.50460000 PA USD 1376.01000000 0.000053879004 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C3K7 348.56980000 PA USD 355.81000000 0.000013932085 Long ABS-MBS USGA US N 2 2028-06-20 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179S5M5 6582100.39890000 PA USD 6491494.50000000 0.254180755322 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 0.04000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374KMC4 1000834.00000000 PA USD 1044822.46000000 0.040911035518 Long ABS-CBDO USGA US N 2 2034-11-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203C2U5 17.35610000 PA USD 17.41000000 0.000000681705 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AEH9 33.54970000 PA USD 33.62000000 0.000001316423 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207JU76 1579.82070000 PA USD 1625.39000000 0.000063643719 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QR99 3931.87290000 PA USD 4026.50000000 0.000157661507 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ASS26 2887653.79700000 PA USD 2832581.33000000 0.110912465838 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YUQ0 2915.34920000 PA USD 3015.16000000 0.000118061510 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206V6Q5 2871.21640000 PA USD 2980.10000000 0.000116688702 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213WFX9 8632.98260000 PA USD 8714.45000000 0.000341222731 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204M5F2 1650.13810000 PA USD 1651.31000000 0.000064658642 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206HDW5 959.63810000 PA USD 978.19000000 0.000038301977 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209EYJ5 8321.31840000 PA USD 8729.14000000 0.000341797932 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARLM1 23671.09720000 PA USD 23224.83000000 0.000909390716 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208PT40 2339.16400000 PA USD 2369.52000000 0.000092780850 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204VCP2 227.41440000 PA USD 227.99000000 0.000008927169 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 0.07000000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 31342AU64 97320.37650000 PA USD 98223.40000000 0.003846032373 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 0.02975000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FGC4 314114.61410000 PA USD 310036.56000000 0.012139781832 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201UUF9 134771.79330000 PA USD 140766.31000000 0.005511841225 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206XA37 692.53710000 PA USD 712.75000000 0.000027908416 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 0.08000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 31400RDY4 7969.34110000 PA USD 8107.16000000 0.000317443703 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 0.04416000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205PKS9 3895.41900000 PA USD 4013.14000000 0.000157138384 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AGDB8 202354.16100000 PA USD 213225.27000000 0.008349041993 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 0.05750000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206W6X8 189.59200000 PA USD 194.46000000 0.000007614269 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209URD0 1752.98240000 PA USD 1779.03000000 0.000069659642 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295G4C3 15072.04220000 PA USD 16108.66000000 0.000630750186 Long ABS-MBS USGA US N 2 2037-06-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200YEH6 1653.44660000 PA USD 1745.91000000 0.000068362797 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292MY30 112437.66930000 PA USD 113971.58000000 0.004462667616 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 0.05090000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AKL3 397.12290000 PA USD 403.02000000 0.000015780638 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212FGL2 204971.77850000 PA USD 206691.12000000 0.008093191020 Long ABS-MBS USGA US N 2 2030-04-20 Fixed 0.05350000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36202UBL6 446.51170000 PA USD 450.66000000 0.000017646028 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C4HT0 41385.86510000 PA USD 40588.29000000 0.001589273811 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230NHB4 84745.62430000 PA USD 83150.10000000 0.003255822711 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230SZK3 5226.31430000 PA USD 5126.76000000 0.000200743253 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 0.04000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38375C5E6 1096714.22180000 PA USD 113706.45000000 0.004452286194 Long ABS-CBDO USGA US N 2 2042-06-16 Variable 0.02241000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202C7B3 18513.03660000 PA USD 19114.06000000 0.000748429534 Long ABS-MBS USGA US N 2 2028-12-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205RL54 581.58820000 PA USD 589.14000000 0.000023068347 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208HLF1 8125.00180000 PA USD 8440.18000000 0.000330483423 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 0.08000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 21H030625 223350000.00000000 PA USD 205188183.08000000 8.034342069987 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206XF40 85.47830000 PA USD 85.62000000 0.000003352534 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DYK1 87501.22160000 PA USD 88721.09000000 0.003473960221 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202D3G4 20867.88890000 PA USD 21155.05000000 0.000828346475 Long ABS-MBS USGA US N 2 2034-01-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200MLT8 24328.16010000 PA USD 24520.10000000 0.000960108267 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DCR0 10139.21250000 PA USD 10386.48000000 0.000406692685 Long ABS-MBS USGA US N 2 2029-07-20 Fixed 0.06000000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F040628 -6000000.00000000 PA USD -5791875.00000000 -0.22678647609 Short ABS-MBS USGA US N 2 2053-02-01 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FLF7 1154.14150000 PA USD 1173.73000000 0.000045958535 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AQYA5 342701.77920000 PA USD 342981.12000000 0.013429757992 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARHA2 250098.52920000 PA USD 245370.89000000 0.009607734883 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296HNY1 20646.94670000 PA USD 20249.48000000 0.000792888004 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208NZC0 2901.07770000 PA USD 2998.68000000 0.000117416220 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202ED48 17216.02240000 PA USD 17520.81000000 0.000686044287 Long ABS-MBS USGA US N 2 2035-06-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RXE9 1310.93630000 PA USD 1355.04000000 0.000053057903 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206VMG9 270.03500000 PA USD 274.22000000 0.000010737349 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620A3ZW7 6333.33810000 PA USD 6321.66000000 0.000247530720 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203AL95 1922.96090000 PA USD 1947.89000000 0.000076271519 Long ABS-MBS USGA US N 2 2024-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 362194TT9 271.83760000 PA USD 272.61000000 0.000010674308 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AR3K5 78478.33540000 PA USD 76996.81000000 0.003014884680 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36295CJR3 69473.03330000 PA USD 65130.39000000 0.002550243510 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206XGQ0 5400.42470000 PA USD 5535.16000000 0.000216734551 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294U5B4 216044.14610000 PA USD 219019.98000000 0.008575939476 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 0.05090000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HM73 1062.84700000 PA USD 1123.64000000 0.000043997212 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DFF3 27081.32010000 PA USD 28212.30000000 0.001104679935 Long ABS-MBS USGA US N 2 2030-01-20 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38375QU98 164810.02200000 PA USD 165034.69000000 0.006462093152 Long ABS-CBDO USGA US N 2 2038-06-16 Variable 0.05209000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HUD1 4756.94150000 PA USD 4942.15000000 0.000193514670 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202F3N4 98593.44910000 PA USD 97292.15000000 0.003809568378 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297CA74 52323.99370000 PA USD 54614.63000000 0.002138488741 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296YFK3 44181.32330000 PA USD 45031.70000000 0.001763259834 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210PK86 1566.15460000 PA USD 1639.60000000 0.000064200126 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RXF6 281.55550000 PA USD 286.99000000 0.000011237371 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204GPH9 12.09960000 PA USD 12.26000000 0.000000480052 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212AWK7 4312.86850000 PA USD 4452.29000000 0.000174333727 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207M4G8 409.42940000 PA USD 423.17000000 0.000016569631 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178NXN4 231197.76120000 PA USD 216872.49000000 0.008491852425 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178DZK0 11059378.18420000 PA USD 10266818.91000000 0.402007239673 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36194HDW9 5182225.28120000 PA USD 4791412.94000000 0.187612415006 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290VJQ8 1240.28200000 PA USD 1261.37000000 0.000049390164 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177WD98 62450.30590000 PA USD 60002.14000000 0.002349441914 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 0.03500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379AEF3 2336668.03880000 PA USD 2184937.43000000 0.085553341574 Long ABS-CBDO USGA US N 2 2044-02-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AMFZ0 1655667.18570000 PA USD 1690438.51000000 0.066190757351 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EGC7 875901.78850000 PA USD 891989.04000000 0.034926694912 Long ABS-MBS USGA US N 2 2035-12-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176N5V9 641788.46910000 PA USD 629433.78000000 0.024646089375 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204PRG9 888.75350000 PA USD 891.68000000 0.000034914594 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292MRE4 49289.29760000 PA USD 50101.87000000 0.001961787252 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 0.05150000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3133T55A7 9864.80000000 PA USD 9877.07000000 0.000386746243 Long ABS-CBDO USGSE US N 2 2024-08-17 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203KA20 59.54230000 PA USD 59.47000000 0.000002328605 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617M77E2 134817.62700000 PA USD 128090.96000000 0.005015525617 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VTV2 48339499.21000000 PA USD 42078175.72000000 1.647611730562 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202F3J3 21372.76600000 PA USD 20892.44000000 0.000818063726 Long ABS-MBS USGA US N 2 2027-02-20 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 3137F3MN1 6189446.68700000 PA USD 722321.43000000 0.028283195289 Long ABS-CBDO USGSE US N 2 2047-08-15 Variable 0.01741000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38378EW66 6723684.25900000 PA USD 772730.84000000 0.030257024568 Long ABS-CBDO USGA US N 2 2042-06-20 Variable 0.01564290 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207DKX3 4971.30670000 PA USD 5040.35000000 0.000197359786 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RSF2 1549.21110000 PA USD 1613.34000000 0.000063171890 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3617AAYA6 661768.72530000 PA USD 590478.50000000 0.023120757651 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AETE0 127532.11340000 PA USD 127693.95000000 0.004999980306 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225ANR7 1375.67760000 PA USD 1393.53000000 0.000054565017 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204JMW3 1006.75500000 PA USD 1007.76000000 0.000039459818 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36290VZP2 661.58140000 PA USD 669.30000000 0.000026207089 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36202TRG3 22977.65470000 PA USD 24170.27000000 0.000946410335 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204H6J4 24.73590000 PA USD 24.70000000 0.000000967152 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NNA2 392119.76850000 PA USD 379417.21000000 0.014856448391 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 0.03500000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F032625 -71400000.00000000 PA USD -67010013.84000000 -2.62384200310 Short ABS-MBS USGA US N 2 2053-02-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207YF88 5498.00960000 PA USD 5676.45000000 0.000222266898 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211EPY8 10315.50520000 PA USD 10863.70000000 0.000425378696 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AXPW2 463665.58880000 PA USD 454700.85000000 0.017804252240 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205BK68 53.80420000 PA USD 54.12000000 0.000002119121 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ABC38 89526.81210000 PA USD 87832.25000000 0.003439156830 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211BUB8 15306.28580000 PA USD 15700.58000000 0.000614771418 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207C2G2 760.33940000 PA USD 762.49000000 0.000029856034 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GML1 153424.95560000 PA USD 153563.08000000 0.006012911150 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.04500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 3140MMAZ1 2141653.71800000 PA USD 2012147.92000000 0.078787600933 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208E2U6 668.22210000 PA USD 689.81000000 0.000027010178 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204YSW4 1295.55780000 PA USD 1296.48000000 0.000050764930 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KVY1 30747.45780000 PA USD 31436.03000000 0.001230908206 Long ABS-MBS USGA US N 2 2038-10-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36181CK64 654400.36950000 PA USD 627930.53000000 0.024587228165 Long ABS-MBS USGA US N 2 2044-06-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206PYB0 1142.78110000 PA USD 1159.04000000 0.000045383333 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202EEU9 182219.02460000 PA USD 185499.33000000 0.007263405955 Long ABS-MBS USGA US N 2 2035-08-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208QAA4 1954.46390000 PA USD 2010.84000000 0.000078736388 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206L5L9 577.24150000 PA USD 585.82000000 0.000022938349 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209C6K7 3251.94350000 PA USD 3359.42000000 0.000131541344 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179ME22 110189.06250000 PA USD 103373.15000000 0.004047675823 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176H6P4 97750.22620000 PA USD 93826.87000000 0.003673881982 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620ARMA6 23829.14380000 PA USD 23379.29000000 0.000915438746 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207F4W8 6762.59750000 PA USD 6868.42000000 0.000268939638 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207REB7 94.89230000 PA USD 98.24000000 0.000003846682 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AQE3 541.95490000 PA USD 552.43000000 0.000021630931 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201UTT1 138082.12100000 PA USD 144491.15000000 0.005657690943 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205QBF5 1079.09630000 PA USD 1083.66000000 0.000042431757 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208TXD7 5648.80020000 PA USD 5832.14000000 0.000228363091 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207UJ74 1730.21840000 PA USD 1750.77000000 0.000068553095 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 0.07500000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 3128NFKN6 120591.42980000 PA USD 121273.21000000 0.004748570012 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 0.03488000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374CBC4 845899.48500000 PA USD 876667.56000000 0.034326767521 Long ABS-CBDO USGA US N 2 2033-09-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207KB66 2653.17630000 PA USD 2744.01000000 0.000107444369 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212BF99 33945.93970000 PA USD 36239.65000000 0.001418998600 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208GH27 942.01930000 PA USD 975.38000000 0.000038191948 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209RST1 745654.23130000 PA USD 731416.04000000 0.028639303553 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211RQ69 704.56990000 PA USD 747.65000000 0.000029274959 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201VFF4 10918.85190000 PA USD 11534.08000000 0.000451628075 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NLD8 457633.93340000 PA USD 442809.07000000 0.017338618075 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212QZC7 118336.79710000 PA USD 119853.13000000 0.004692965404 Long ABS-MBS USGA US N 2 2030-09-20 Fixed 0.05350000 N N N N N N FNMA/FHLG TBA ISSUER N/A 01F050627 -25150000.00000000 PA USD -25250207.66000000 -0.98869634027 Short ABS-MBS USGA US N 2 2053-02-01 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294QM40 104470.17260000 PA USD 105964.24000000 0.004149132462 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 0.05250000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AQS2 52.89280000 PA USD 53.68000000 0.000002101892 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176N5U1 902875.01470000 PA USD 885455.94000000 0.034670885053 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211CGQ9 1343.94920000 PA USD 1397.36000000 0.000054714984 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210YTX3 52.64480000 PA USD 52.78000000 0.000002066652 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207DMQ6 213.63570000 PA USD 219.68000000 0.000008601783 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207UKJ6 147.05920000 PA USD 150.60000000 0.000005896888 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AGC8 20.72510000 PA USD 21.06000000 0.000000824624 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36178GQN7 290626.75860000 PA USD 279052.00000000 0.010926551371 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209BAT5 1247.62250000 PA USD 1287.84000000 0.000050426622 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209ST27 646.25130000 PA USD 659.21000000 0.000025812006 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202ELU1 516.35910000 PA USD 526.77000000 0.000020626189 Long ABS-MBS USGA US N 2 2037-01-20 Fixed 0.05000000 N N N N N N GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS N/A 38376RFZ4 41092.13130000 PA USD 40578.22000000 0.001588879511 Long ABS-CBDO USGA US N 2 2063-04-20 Variable 0.04384860 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207ENB6 26261.29340000 PA USD 27480.20000000 0.001076013850 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KZW1 229346.89240000 PA USD 231927.07000000 0.009081329088 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177YKJ4 30731.72210000 PA USD 28963.04000000 0.001134075887 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36177PCT0 205663.40120000 PA USD 197872.65000000 0.007747895285 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208YJC4 1393.24020000 PA USD 1440.94000000 0.000056421401 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211HKB6 40167.61730000 PA USD 42384.17000000 0.001659593233 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209LJJ6 787.12270000 PA USD 807.67000000 0.000031625101 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AETF7 200938.08590000 PA USD 200739.82000000 0.007860162104 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209AS84 1486.10730000 PA USD 1529.99000000 0.000059908240 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208HQL3 17.65580000 PA USD 18.34000000 0.000000718120 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201UTZ7 81068.03310000 PA USD 83794.63000000 0.003281059907 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205EHK5 47.96080000 PA USD 48.10000000 0.000001883402 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36241KMU9 7960.83600000 PA USD 8037.07000000 0.000314699261 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297GSC5 138936.72320000 PA USD 135812.99000000 0.005317889182 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225A5Y2 137.08090000 PA USD 137.43000000 0.000005381204 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225ABC3 600.44000000 PA USD 601.20000000 0.000023540568 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206JG24 1170.24080000 PA USD 1183.27000000 0.000046332083 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297DWW3 96805.17800000 PA USD 94972.85000000 0.003718753939 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203MNL0 1088.76980000 PA USD 1090.62000000 0.000042704282 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209GSR9 18073.86000000 PA USD 19144.64000000 0.000749626924 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AXQ50 78087.32930000 PA USD 76549.84000000 0.002997383137 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179VXZ8 32602143.92800000 PA USD 30176596.58000000 1.181593870526 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AXPT9 685812.21570000 PA USD 672732.61000000 0.026341497006 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208RFP4 1669.66880000 PA USD 1713.25000000 0.000067083963 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AQL7 305.48470000 PA USD 309.83000000 0.000012131693 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209W3U4 2414.17620000 PA USD 2490.47000000 0.000097516765 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291H5R1 5167.38160000 PA USD 5188.16000000 0.000203147430 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209Q6Y6 3268.21790000 PA USD 3459.03000000 0.000135441670 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211LL34 44780.73770000 PA USD 47099.07000000 0.001844209709 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 0.07500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MX21 4809741.81010000 PA USD 4365961.84000000 0.170953465060 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207W4D3 108.16370000 PA USD 111.80000000 0.000004377637 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209SGZ8 2003.21470000 PA USD 2074.17000000 0.000081216135 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UG92 2119.35440000 PA USD 2161.57000000 0.000084638367 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211AKK1 4663.96570000 PA USD 4918.18000000 0.000192576102 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205CKF6 147.16810000 PA USD 148.39000000 0.000005810354 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210FM29 7983.91850000 PA USD 8280.78000000 0.000324241962 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211SFE2 3093.27570000 PA USD 3128.08000000 0.000122483002 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 0.05000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179MSV3 2264656.88850000 PA USD 2056430.29000000 0.080521520025 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DTU5 27021.49260000 PA USD 28792.37000000 0.001127393137 Long ABS-MBS USGA US N 2 2032-07-20 Fixed 0.07500000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38379HDY8 6856855.16640000 PA USD 1363038.58000000 0.053371095946 Long ABS-CBDO USGA US N 2 2044-11-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36292MWL2 311383.03560000 PA USD 315215.23000000 0.012342557673 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 0.05090000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209EVW9 680.54090000 PA USD 710.04000000 0.000027802304 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36179XLG9 39898201.64000000 PA USD 39610352.07000000 1.550981705018 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DTT8 220933.47450000 PA USD 233733.50000000 0.009152061605 Long ABS-MBS USGA US N 2 2032-07-20 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203DER7 29.97290000 PA USD 30.00000000 0.000001174679 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620C3ZV7 131081.44690000 PA USD 128590.78000000 0.005035096554 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203XJ31 252.78510000 PA USD 254.06000000 0.000009947965 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36230LCN7 384961.02020000 PA USD 377753.70000000 0.014791312045 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36291EPY1 3447.99480000 PA USD 3481.01000000 0.000136302318 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 0.05000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374JYM2 6273158.00000000 PA USD 6626046.98000000 0.259449288014 Long ABS-CBDO USGA US N 2 2034-10-20 Fixed 0.06000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176HQF4 3518115.69660000 PA USD 3380890.19000000 0.132382030386 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204KNY5 5074.02820000 PA USD 5127.53000000 0.000200773404 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209SXR7 22936.84740000 PA USD 24145.39000000 0.000945436134 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36213E2N5 54829.20000000 PA USD 58791.30000000 0.002302030301 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207RJJ5 2440.23560000 PA USD 2541.22000000 0.000099503930 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203N6X1 33.45520000 PA USD 33.52000000 0.000001312508 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36204PUC4 1992.62880000 PA USD 1996.87000000 0.000078189379 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 0.07000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36179NF60 946811.63790000 PA USD 886652.17000000 0.034717724597 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 0.03000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210RL81 1302.92400000 PA USD 1369.48000000 0.000053623315 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36210ECY3 470934.50510000 PA USD 453130.21000000 0.017742752310 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 0.03500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203KHX5 95.41720000 PA USD 95.62000000 0.000003744093 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205GY70 67.79350000 PA USD 68.15000000 0.000002668479 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36206FRA2 488.58270000 PA USD 497.72000000 0.000019488708 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 0.08000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AVNR9 211294.61070000 PA USD 211554.46000000 0.008283619809 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 0.04500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202DZX2 38349.82510000 PA USD 38882.57000000 0.001522484693 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36200VKC6 619.77350000 PA USD 642.45000000 0.000025155752 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211NRH3 224.70990000 PA USD 234.61000000 0.000009186381 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36209HG33 9181.75390000 PA USD 9485.22000000 0.000371402977 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212M6T1 3520.42520000 PA USD 3714.27000000 0.000145435839 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36225AWL0 76609.50860000 PA USD 78401.50000000 0.003069886678 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 0.07000000 N N N N N N GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 549300M8ZYFG0OCMTT87 38374FTN4 1389.95760000 PA USD 1387.99000000 0.000054348092 Long ABS-CBDO USGA US N 2 2034-03-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36201HKS1 14252.64820000 PA USD 15161.39000000 0.000593658911 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36205YQZ8 2447.88530000 PA USD 2484.26000000 0.000097273606 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AS2U2 317597.58610000 PA USD 311570.60000000 0.012199848654 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207LFY9 13366.01860000 PA USD 14218.23000000 0.000556728568 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208JHW5 4354.75340000 PA USD 4506.21000000 0.000176445017 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36294XKB1 150361.29370000 PA USD 152372.77000000 0.005966303409 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 0.05090000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36208UC88 65.88580000 PA USD 67.97000000 0.000002661431 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36212HCU2 170.22570000 PA USD 178.12000000 0.000006974461 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 0.07000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36176AS83 84362.60850000 PA USD 84477.85000000 0.003307812048 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36211SYC5 21631.71020000 PA USD 22825.40000000 0.000893750647 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 3620AGBT1 272614.53600000 PA USD 287313.69000000 0.011250045846 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 0.05750000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 36202FDD5 56892.95000000 PA USD 59470.40000000 0.002328621119 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 0.05500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36296V7J1 867547.22270000 PA USD 867958.01000000 0.033985736654 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 0.04500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36203ADQ6 655.80330000 PA USD 656.64000000 0.000025711375 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 0.06500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207GQ85 6449.28490000 PA USD 6631.18000000 0.000259650276 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 0.07500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36297FYU0 34452.49100000 PA USD 35095.22000000 0.001374187335 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 0.05000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 36207MTV8 2719.79380000 PA USD 2808.07000000 0.000109952700 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 0.07000000 N N N N N N 2023-03-02 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer