0001752724-23-239287.txt : 20231027
0001752724-23-239287.hdr.sgml : 20231027
20231027092706
ACCESSION NUMBER: 0001752724-23-239287
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230831
FILED AS OF DATE: 20231027
DATE AS OF CHANGE: 20231027
PERIOD START: 20230831
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: 231352676
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
S000007069
Fidelity Government Income Fund
C000019283
Fidelity Government Income Fund
FGOVX
C000038098
Fidelity Advisor Government Income Fund: Class A
FVIAX
C000038100
Fidelity Advisor Government Income Fund: Class C
FVICX
C000038101
Fidelity Advisor Government Income Fund: Class M
FVITX
C000038102
Fidelity Advisor Government Income Fund: Class I
FVIIX
C000205069
Fidelity Advisor Government Income Fund: Class Z
FIKPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000751199
XXXXXXXX
S000007069
C000038100
C000038102
C000205069
C000038101
C000019283
C000038098
Fidelity Income Fund
811-04085
0000751199
D66RCKM57LC8ELZCAY58
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Government Income Fund
S000007069
P9RZ37TD4VUHUOID7660
2023-08-31
2023-08-31
N
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490817025.71
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0.00000000
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0.00000000
0.00000000
0.00000000
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0.00000000
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0.00000000
0.00000000
8216.96000000
USD
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Bloomberg US Government Bond Index
19808145
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3145 GO 4/36
31396NCS3
12367.64410000
PA
USD
9932.34000000
0.000271702662
Long
ABS-CBDO
USGSE
US
N
2
2036-04-15
Fixed
0.00000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 01/01/2032#AS8602
3138WJRY6
1747697.15000000
PA
USD
1620313.97000000
0.044324259946
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3% 02/20/2050#BQ4127
3617LNSQ8
211391.33420000
PA
USD
185554.20000000
0.005075900564
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/51#BT1461
3140LPTT9
77484.69950000
PA
USD
62335.15000000
0.001705200006
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/01/2047#CA0855
3140Q75R4
140582.94690000
PA
USD
127706.29000000
0.003493450590
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 05/20/2046#AS9175
36193VFQ0
12801.13960000
PA
USD
11750.09000000
0.000321427854
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #745127
3620C0YY8
5830.32260000
PA
USD
5668.30000000
0.000155058345
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
GNMA 5.00% 12/39 #711029
36297F4N9
2053.10430000
PA
USD
2040.09000000
0.000055807381
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 1/38 #889371
31410KCG7
16947.66690000
PA
USD
17437.52000000
0.000477009507
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/25 #322201
31374R3J0
136.30170000
PA
USD
137.01000000
0.000003747956
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 6/35 #828385
31407EJ61
3378.47490000
PA
USD
3453.22000000
0.000094464050
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.06000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT TSFR1M+51.448 08/20/2042
38375GZX2
91959.59330000
PA
USD
89281.46000000
0.002442325817
Long
ABS-CBDO
USGA
US
N
2
2042-08-20
Variable
0.05828460
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 03/20/2047#784299
3622A2X49
37722.85370000
PA
USD
35737.16000000
0.000977602612
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 7.5% 06/01/2027#250951
31371FWL2
101.40030000
PA
USD
103.21000000
0.000002823345
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 11/45#Q38550
3132QVQC8
17338.37350000
PA
USD
16337.05000000
0.000446905762
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 2/30 #535143
31384VP48
203.93150000
PA
USD
210.58000000
0.000005760490
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR1584
3138NXXN2
70432.37420000
PA
USD
62891.08000000
0.001720407667
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 4/42 #AK9019
3138EEAV1
14246.14370000
PA
USD
13505.76000000
0.000369454826
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 6.50% 8/36 #657024
36294Q4H1
384.30530000
PA
USD
398.45000000
0.000010899740
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 11/01/2031#ZS8629
3132A9SS7
1456224.24900000
PA
USD
1350643.77000000
0.036947336544
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2006-15 OP 0% 3/36
31395BTU7
18279.69780000
PA
USD
15227.74000000
0.000416560196
Long
ABS-CBDO
USGSE
US
N
2
2036-03-25
Fixed
0.00000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2045#Q33578
3132QP6Q2
11867.24810000
PA
USD
10849.82000000
0.000296800651
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2047#CA0623
3140Q7VR5
19489.20850000
PA
USD
18821.93000000
0.000514880531
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 1/41 #734151
3620AMTG7
21205.67510000
PA
USD
20149.59000000
0.000551199138
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR2904
3138W0GN3
21331.80560000
PA
USD
19078.65000000
0.000521903197
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/32 #644164
31390ETV4
179.95250000
PA
USD
186.73000000
0.000005108064
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 11/01/2041#FS1573
3140XGXB0
2249803.02400000
PA
USD
1938460.43000000
0.053027268533
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 09/01/2032#BM1884
3140J6CW5
40282.68180000
PA
USD
37934.64000000
0.001037715452
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #479607
36209RYC1
14739.09300000
PA
USD
14005.06000000
0.000383113354
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
GNII II 4% 03/20/2047#MA4322
36179SYT8
4205388.18160000
PA
USD
3984021.17000000
0.108984303809
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 6.182% 6/37 #848188
31300LCZ6
7149.86100000
PA
USD
7273.71000000
0.000198974901
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Variable
0.07385000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #462816
36208WDV2
46.13920000
PA
USD
46.70000000
0.000001277494
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 3/28 #420501
31379JDE3
247.09310000
PA
USD
251.67000000
0.000006884521
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 10/41 #005203
36202FX84
327716.14970000
PA
USD
312676.27000000
0.008553369610
Long
ABS-MBS
USGA
US
N
2
2041-10-20
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 11/41 #Q04295
3132GKNL6
19738.13620000
PA
USD
18734.08000000
0.000512477363
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2042#Q12164
3132HNMM8
5868.42970000
PA
USD
5572.61000000
0.000152440711
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.242% 9/1/41#1B8659
3128UHAK1
25502.41740000
PA
USD
25990.72000000
0.000710985309
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Variable
0.04130000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/40 #A93451
312941ZQ3
2418.92620000
PA
USD
2354.76000000
0.000064415290
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 7/28 #406815
31378R3Y3
588.32330000
PA
USD
605.23000000
0.000016556280
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 03/01/2052#CB3037
3140QNLT7
575222.30710000
PA
USD
461678.26000000
0.012629371582
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 1/41 #AH4987
3138A6RH5
4575.48000000
PA
USD
4340.14000000
0.000118726059
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #479494
36209RUT8
42323.27170000
PA
USD
40173.19000000
0.001098951776
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2015-KO43 A2 3.062% 12/25/2024
3137BGK24
10774000.00000000
PA
USD
10439259.36000000
0.285569620514
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Fixed
0.03062000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 11/40 #004853
36202FMA1
244483.72440000
PA
USD
233465.63000000
0.006386534625
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.87% 1/35 #735833
31402RPS2
9591.35340000
PA
USD
9637.76000000
0.000263644322
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
0.03846000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 7/38 #889733
31410KPS7
2970.81620000
PA
USD
3063.34000000
0.000083798745
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 01/31/2027
912828Z78
22230000.00000000
PA
USD
20164172.99000000
0.551598061716
Long
DBT
UST
US
N
2
2027-01-31
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 11/35 #842191
31407VUQ6
1897.64730000
PA
USD
1939.74000000
0.000053062271
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 6% 06/01/2053#RA9277
3133KRJW5
3551306.19000000
PA
USD
3597527.86000000
0.098411643042
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 12/01/2031#ZS8632
3132A9SV0
9603.92200000
PA
USD
8903.78000000
0.000243566041
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 10/42 #AP7148
3138MA5J3
10319.48500000
PA
USD
9492.50000000
0.000259670684
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2048#BM5106
3140J9U82
93767.88920000
PA
USD
90440.20000000
0.002474023558
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2051#CB0545
3140QKTB4
36679.15750000
PA
USD
32955.61000000
0.000901512331
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 01/01/2033#BH9235
3140GYHM4
13243.81930000
PA
USD
12438.74000000
0.000340266118
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 12/01/2046#G60989
31335BC20
447167.33700000
PA
USD
394428.38000000
0.010789727404
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 03/01/2048#BJ4970
3140H6QY8
60703.55750000
PA
USD
56859.58000000
0.001555413858
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.4% 08/01/2042#AP5087
3138M8UM3
15036.59410000
PA
USD
13675.56000000
0.000374099765
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
0.03400000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 7/42 #AA5451
36178DBU4
16026.51650000
PA
USD
14822.17000000
0.000405465686
Long
ABS-MBS
USGA
US
N
2
2042-07-15
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.375% 03/31/2029
91282CEE7
23000000.00000000
PA
USD
20859023.38000000
0.570605939128
Long
DBT
UST
US
N
2
2029-03-31
Fixed
0.02375000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+648.552 02/15/2036
31396HLM9
6466.69450000
PA
USD
511.21000000
0.000013984329
Long
ABS-CBDO
USGSE
US
N
2
2036-02-15
Variable
0.01297010
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/42#AQ3065
3138MJMP1
9680.12810000
PA
USD
8914.07000000
0.000243847527
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3.5% 09/01/2053 #TBA
01F032690
-14600000.00000000
PA
USD
-13045898.62000000
-0.35687515653
Short
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 2/26 #331387
31375DCY7
58.88640000
PA
USD
59.14000000
0.000001617795
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2043#AT5177
3138WSXF0
15999.69510000
PA
USD
14271.19000000
0.000390393434
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AB7766
31417ETY7
44236.44540000
PA
USD
39494.30000000
0.001080380501
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES
N/A
FNS 343 16 5.5% 5/34
3136FA6N5
4282.31930000
PA
USD
687.66000000
0.000018811181
Long
ABS-CBDO
USGSE
US
N
2
2034-05-25
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 3/26 #339167
31375MW41
11.91260000
PA
USD
12.25000000
0.000000335103
Long
ABS-MBS
USGSE
US
N
2
2026-03-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNR 1993-207 H 6.5% 11/23
31359E3G4
106.75480000
PA
USD
106.39000000
0.000002910335
Long
ABS-CBDO
USGSE
US
N
2
2023-11-25
Fixed
0.06500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/28 #458926
36208RYX6
103.55430000
PA
USD
104.97000000
0.000002871491
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
FNMA 30YR 3.5% 2/1/43#AR5364
3138W26A8
30218.47950000
PA
USD
27714.42000000
0.000758137730
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 02/01/2052#RA6823
3133KNSL8
1410707.14770000
PA
USD
1132245.41000000
0.030972972402
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 5/37 #917965
31411XZ65
850.96430000
PA
USD
874.35000000
0.000023918152
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 10/20/2044#MA2304
36179QRZ6
193728.77720000
PA
USD
184560.29000000
0.005048711806
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047
3137H5J57
1101743.07900000
PA
USD
951877.82000000
0.026038953383
Long
ABS-CBDO
USGSE
US
N
2
2047-11-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 2.986% 10/01/2041#1B8864
3128UHGY5
305586.41060000
PA
USD
309965.77000000
0.008479222927
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Variable
0.04130000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 6/36 #745640
31403DLV9
9872.30810000
PA
USD
10123.31000000
0.000276926714
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2052#
3133KNWK5
5722045.07000000
PA
USD
5146080.03000000
0.140772833648
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
GNMA 4.50% 7/40 #745236
3620C04V7
10453.30320000
PA
USD
10162.06000000
0.000277986734
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 09/01/2040#G06016
3128M8AR5
7059.88650000
PA
USD
6871.65000000
0.000187976408
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 6.0% 05/15/2040#783362
36241LWX0
54841.41280000
PA
USD
56338.92000000
0.001541171020
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 11/01/2050#SD7530
3132DVLK9
1631929.92280000
PA
USD
1369374.27000000
0.037459715976
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2012-H03 FA TSFR1M+81.448 1/20/62 RVM
38375BPJ5
756966.77840000
PA
USD
755070.65000000
0.020655223856
Long
ABS-CBDO
USGA
US
N
2
2062-01-20
Variable
0.05955260
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 4/42 #G06973
3128M9CJ9
123129.47680000
PA
USD
116749.79000000
0.003193731669
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 02/01/2051#FM5977
3140X9UB9
11833793.47600000
PA
USD
8943168.13000000
0.244643517418
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.01500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 7% 2/32 #003202
36202DRX1
1611.38050000
PA
USD
1662.49000000
0.000045478000
Long
ABS-MBS
USGA
US
N
2
2032-02-20
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AR1624
3138NXYW1
7993.91330000
PA
USD
7129.95000000
0.000195042296
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2048#BK0167
3140HDFH2
17198.54050000
PA
USD
16109.46000000
0.000440679958
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 6.39% 12/36 #1J1448
3128NHTD5
3539.35030000
PA
USD
3598.64000000
0.000098442066
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
0.04450000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/32 #551697
36213D3E6
26.93760000
PA
USD
26.95000000
0.000000737226
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
0.07000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2011-69 GX 4.5% 5/40
38377VH66
2289031.43870000
PA
USD
2258380.39000000
0.061778791838
Long
ABS-CBDO
USGA
US
N
2
2040-05-16
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 4/42 #AK8228
3138EDEA5
31088.81130000
PA
USD
29465.31000000
0.000806033944
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 06/15/2042#799330
36177ULL6
3685.00340000
PA
USD
3493.82000000
0.000095574677
Long
ABS-MBS
USGA
US
N
2
2042-06-15
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H12 FA TSFR1M+60.448 5/61
38375BLS9
491783.77130000
PA
USD
489258.81000000
0.013383847252
Long
ABS-CBDO
USGA
US
N
2
2061-02-20
Variable
0.05707710
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG 2010-169 Z 4.5% 12/20/2040
38377RM51
4070902.69270000
PA
USD
3693604.10000000
0.101039842463
Long
ABS-CBDO
USGA
US
N
2
2040-12-20
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 07/01/2032#G31067
3132J4MR7
1216555.75720000
PA
USD
1157170.32000000
0.031654802103
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A96783
312945RC4
5243.67870000
PA
USD
5104.19000000
0.000139626917
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 10/01/2033#BM5832
3140JAPS1
87809.12930000
PA
USD
82471.29000000
0.002256031216
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
0.03000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 3% 02/20/2044
38378Y2R9
178891.18140000
PA
USD
161177.04000000
0.004409054757
Long
ABS-CBDO
USGA
US
N
2
2044-02-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 6.22% 3/37 #910296
31411KKH5
79815.51590000
PA
USD
80246.47000000
0.002195170480
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Variable
0.04065000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2137 PG 6% 3/29
3133TJR70
2812.83430000
PA
USD
2824.95000000
0.000077277503
Long
ABS-CBDO
USGSE
US
N
2
2029-03-15
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 7.00% 9/36 #C02621
31292J4E7
309.38940000
PA
USD
318.28000000
0.000008706661
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2303 ZV 6% 4/31
3133TSTH6
11065.54650000
PA
USD
11127.98000000
0.000304409816
Long
ABS-CBDO
USGSE
US
N
2
2031-04-15
Fixed
0.06000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 7/39 #782727
36241LA48
8557.30900000
PA
USD
8498.33000000
0.000232474813
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 10/01/2051#RA5998
3133KMUX1
7172430.36100000
PA
USD
6235257.66000000
0.170567671744
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.03000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2004-32 GS 650-1ML 5/34
38374GZM7
6664.26730000
PA
USD
415.10000000
0.000011355206
Long
ABS-CBDO
USGA
US
N
2
2034-05-16
Variable
0.01072910
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2046#BC6378
3140F2CQ1
5818.03870000
PA
USD
5475.07000000
0.000149772470
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2010-H27 FA TSFR1M+38 12/60
38375BJK9
421988.47150000
PA
USD
419152.03000000
0.011466051567
Long
ABS-CBDO
USGA
US
N
2
2060-12-20
Variable
0.05635260
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2042#AQ9061
3138MRB75
11611.33850000
PA
USD
10996.45000000
0.000300811766
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM TSFR1M+66.448 09/20/2061
38375BNA6
2111143.43080000
PA
USD
2101943.28000000
0.057499399537
Long
ABS-CBDO
USGA
US
N
2
2061-09-20
Variable
0.05805260
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2131 BG 6% 3/29
3133TK2P4
18041.04210000
PA
USD
18121.08000000
0.000495708532
Long
ABS-CBDO
USGSE
US
N
2
2029-03-15
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 11/01/2042#AB6904
31417DU68
87094.89730000
PA
USD
77792.13000000
0.002128031144
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 2/42 #Q06088
3132GRCZ2
7353.52530000
PA
USD
6978.86000000
0.000190909175
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/28 #323317
31374TDW6
138.34270000
PA
USD
142.32000000
0.000003893213
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2017-30 AI 5.5% 05/47
3136AWQD2
71440.19360000
PA
USD
12159.89000000
0.000332638078
Long
ABS-CBDO
USGSE
US
N
2
2047-05-25
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 07/15/2046#AT7536
36194GLR3
10054.45850000
PA
USD
9471.81000000
0.000259104702
Long
ABS-MBS
USGA
US
N
2
2046-07-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.5% 06/15/2041#366975
36204DT82
94026.53470000
PA
USD
91420.24000000
0.002500832898
Long
ABS-MBS
USGA
US
N
2
2041-06-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/31 #545304
31385HX98
128.65350000
PA
USD
133.85000000
0.000003661513
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 5/39 #698329
36296QY29
2159.62820000
PA
USD
2098.89000000
0.000057415875
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q20360
3132JMMH9
4288.02600000
PA
USD
4055.98000000
0.000110952762
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE8538
31419KPY5
13065.44700000
PA
USD
12377.25000000
0.000338584037
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2002-49 FB SOFR30A+71.448 11/31
31392DYV8
19059.96290000
PA
USD
18889.24000000
0.000516721820
Long
ABS-CBDO
USGSE
US
N
2
2031-11-18
Variable
0.05944490
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2049#CA3129
3140QAPP9
175725.51260000
PA
USD
164213.51000000
0.004492118465
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 10/20/2042#AC0073
36178YCJ2
71614.76630000
PA
USD
68095.37000000
0.001862772855
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.19% 9/33 #748643
31403GWC2
24471.24200000
PA
USD
24736.78000000
0.000676683338
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Variable
0.06074000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2010-135 ZA 4.5% 12/40
31398SE82
15702.88330000
PA
USD
15475.91000000
0.000423348974
Long
ABS-CBDO
USGSE
US
N
2
2040-12-25
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2044#AW3253
3138XSTK3
17693.87350000
PA
USD
17165.47000000
0.000469567484
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2051#FM9568
3140XDT22
1145492.03000000
PA
USD
921887.29000000
0.025218551861
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 04/01/2041#AH9677
3138ABXF1
1638.77290000
PA
USD
1636.78000000
0.000044774694
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 08/01/2043#AS0203
3138W9GM6
57732.37510000
PA
USD
51430.07000000
0.001406887698
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/01/2047#Q48095
3132WM7H1
129369.32930000
PA
USD
125180.89000000
0.003424367382
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 02/01/2043#Q15789
3132J62X1
17431.44240000
PA
USD
15605.79000000
0.000426901887
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AB7846
31417EWG2
56318.53590000
PA
USD
50282.38000000
0.001375492233
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 08/01/2045#BA2698
3140E67L0
32334.70480000
PA
USD
30469.03000000
0.000833491058
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.64% 4/36 #1J0058
3128LUB39
2075.06050000
PA
USD
2091.95000000
0.000057226029
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Variable
0.05239000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 06/15/2043#AE4597
36180XDA8
3003.53840000
PA
USD
2789.85000000
0.000076317330
Long
ABS-MBS
USGA
US
N
2
2043-06-15
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 01/01/2041#
312946FC5
7747.66000000
PA
USD
7369.58000000
0.000201597459
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 10/20/2040#004828
36202FLH7
46293.52570000
PA
USD
44841.64000000
0.001226658872
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 6.25% 6/36 #886983
31410EM88
15424.87260000
PA
USD
15587.69000000
0.000426406755
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Variable
0.05803000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 07/20/2039#004488
36202E6Z7
1411.91400000
PA
USD
1368.94000000
0.000037447836
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21524
3132JNVR5
2488.71800000
PA
USD
2359.77000000
0.000064552340
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.50% 3/39 #782604
36241K3M8
812.91420000
PA
USD
822.22000000
0.000022492118
Long
ABS-MBS
USGA
US
N
2
2039-03-15
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2046#BE4460
3140FP5W5
11652.64670000
PA
USD
10947.53000000
0.000299473543
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.01% 7/35 #1M1050
3128QFEX8
3445.32140000
PA
USD
3474.26000000
0.000095039607
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
0.07040000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2051#CB2420
3140QMVN1
1077244.80100000
PA
USD
935815.27000000
0.025599556664
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/32 #644809
31390FKW8
472.30230000
PA
USD
485.87000000
0.000013291145
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 6.34% 5/36 #872506
31409JKT6
432.28460000
PA
USD
436.85000000
0.000011950185
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Variable
0.05180000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2052#SD8257
3132DWE66
18530662.85900000
PA
USD
17570465.06000000
0.480646266790
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/27 #250990
31371FXT4
8.86300000
PA
USD
9.03000000
0.000000247018
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2047#AS9394
3138WKNL5
20442.76860000
PA
USD
19749.23000000
0.000540247149
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 02/01/2050#SD0265
3132DMJJ5
1112868.22200000
PA
USD
972326.10000000
0.026598323292
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 11/01/2044#AL7307
3138EQDM1
63535.27300000
PA
USD
63009.19000000
0.001723638608
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 03/01/2043#Q16049
3132J7EX6
9234.13760000
PA
USD
8759.24000000
0.000239612098
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2046#AS7000
3138WGX66
111655.60100000
PA
USD
98950.51000000
0.002706826089
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 4/42 #Q07441
3132GSS67
3785.16800000
PA
USD
3589.31000000
0.000098186840
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 12/01/42#G07240
3128M9LV2
19048.73480000
PA
USD
17031.89000000
0.000465913356
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/28 #449219
36208FAU4
21.66980000
PA
USD
21.78000000
0.000000595799
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
0.07000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM 1.65% 02/20/2063
38375BK84
484.82040000
PA
USD
438.54000000
0.000011996416
Long
ABS-CBDO
USGA
US
N
2
2063-02-20
Fixed
0.01650000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/29 #323968
31374TZ93
32.98610000
PA
USD
33.93000000
0.000000928167
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 427 LI 3.5% 02/15/2034
3137BGB32
65006.41320000
PA
USD
3639.85000000
0.000099569380
Long
ABS-CBDO
USGSE
US
N
2
2034-02-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/31 #254058
31371KE72
43.80660000
PA
USD
45.07000000
0.000001232905
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 08/01/2038#K94341
3132LQWA1
42937.49060000
PA
USD
41103.47000000
0.001124399914
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 5.5% 8/53 #RA9560
3133KRTR5
2391264.16000000
PA
USD
2382989.67000000
0.065187522628
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 11/01/2051#QD1240
3133AXLV2
840867.34750000
PA
USD
725741.51000000
0.019852914891
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 8/32 #C01385
31292HRE6
735.34960000
PA
USD
758.18000000
0.000020740281
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.06500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.127% 11/25/2031
3137H4SH4
2490000.00000000
PA
USD
2040283.84000000
0.055812683815
Long
ABS-MBS
USGSE
US
N
2
2031-11-25
Fixed
0.02127000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2050#CA5122
3140QCVQ6
749971.05320000
PA
USD
655258.56000000
0.017924828942
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 01/01/2053#RA8433
3133KQLN4
4907222.08000000
PA
USD
4989652.62000000
0.136493706694
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 1/1/43 #AR1183
3138NXJ57
16746.65040000
PA
USD
14953.21000000
0.000409050331
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3415 PC 5% 12/37
31397R3R5
188967.36490000
PA
USD
185105.34000000
0.005063621840
Long
ABS-CBDO
USGSE
US
N
2
2037-12-15
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 2/41 #A96807
312945R42
36886.78760000
PA
USD
35048.87000000
0.000958774196
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 12/01/2040#FM5042
3140X8S81
1050086.82400000
PA
USD
879889.70000000
0.024069692978
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 03/31/2026
9128286L9
928300.00000000
PA
USD
875249.10000000
0.023942747729
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.02250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 06/20/2051#MA7418
36179WG36
6199589.03300000
PA
USD
5289604.06000000
0.144698984093
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 03/15/2042#796180
36177Q2N2
3344.39840000
PA
USD
3172.51000000
0.000086785129
Long
ABS-MBS
USGA
US
N
2
2042-03-15
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2007-66 SA SOFR30A+3891.312 7/37
31396WYX8
5956.52600000
PA
USD
7033.12000000
0.000192393477
Long
ABS-CBDO
USGSE
US
N
2
2037-07-25
Variable
0.07187641
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2043#AR2466
3138NYW43
8651.84470000
PA
USD
7435.57000000
0.000203402639
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.02500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.625% 02/15/2053
912810TN8
140154000.00000000
PA
USD
126269994.38000000
3.454160217111
Long
DBT
UST
US
N
2
2053-02-15
Fixed
0.03625000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2002-7 FC SOFR30A+86.448 1/32
31392B2Z8
468.80640000
PA
USD
466.42000000
0.000012759083
Long
ABS-CBDO
USGSE
US
N
2
2032-01-25
Variable
0.06152060
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.00% 5/32 #003238
36202DS36
6299.69930000
PA
USD
6397.74000000
0.000175012433
Long
ABS-MBS
USGA
US
N
2
2032-05-20
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 7.00% 8/26 #C90997
3128P7DA8
1112.28040000
PA
USD
1120.56000000
0.000030653313
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/01/2046#AS7024
3138WGYW8
34115.45490000
PA
USD
32061.75000000
0.000877060475
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 02/01/2033#SB0621
3132CWVN1
290526.34900000
PA
USD
275252.68000000
0.007529634111
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 0.0% 05/01/2041#1B8124
3128UGMY0
47138.46560000
PA
USD
47574.50000000
0.001301417221
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Variable
0.05212000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 6.50% 8/27 #928600
31412LUZ1
455.98660000
PA
USD
458.98000000
0.000012555559
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.06500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.50% 9/39 #710868
36297FW57
20071.94840000
PA
USD
20342.45000000
0.000556474892
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 12/39 #728451
3620AFH42
3491.43250000
PA
USD
3471.23000000
0.000094956720
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
0.05000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM 2.75% 02/20/2064
38375UDD9
849007.03030000
PA
USD
833283.00000000
0.022794750267
Long
ABS-CBDO
USGA
US
N
2
2064-02-20
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2043#AB9376
31417GM29
93383.78560000
PA
USD
85668.91000000
0.002343503238
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+632.552 05/25/2037
31396VYS1
4866.12660000
PA
USD
499.54000000
0.000013665092
Long
ABS-CBDO
USGSE
US
N
2
2037-05-25
Variable
0.01037940
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 01/15/2042#794559
36177PB53
2275.89140000
PA
USD
2161.28000000
0.000059122576
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2043#AB9239
31417GHR0
8406.05740000
PA
USD
7495.82000000
0.000205050799
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 8/27 #780618
36225AVK3
16.06280000
PA
USD
16.37000000
0.000000447807
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
GNMA 5.00% 8/40 #748482
3620C4RB8
6763.66780000
PA
USD
6727.88000000
0.000184043529
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4% 03/01/2039#MA3612
31418DAN2
17764.35270000
PA
USD
16983.63000000
0.000464593186
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/01/2045#BA0270
3140E4JQ1
20897.58640000
PA
USD
19665.70000000
0.000537962157
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2042#Q13425
3132HPYW8
25877.76370000
PA
USD
24521.90000000
0.000670805220
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 12/01/2032#BJ2987
3140H4J96
12598.04980000
PA
USD
11599.37000000
0.000317304856
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2877 ZD 5% 10/34
31395HNX4
1753167.60580000
PA
USD
1720413.70000000
0.047062523354
Long
ABS-CBDO
USGSE
US
N
2
2034-10-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/29 #500286
31383DXP3
228.23300000
PA
USD
234.79000000
0.000006422763
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 03/01/2041#MA4287
31418DXR8
1198356.96100000
PA
USD
997762.07000000
0.027294133220
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/28 #527248
31384LWH3
32.45400000
PA
USD
33.39000000
0.000000913395
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 04/01/2036#FM9743
3140XDZH2
1751874.92300000
PA
USD
1625668.45000000
0.044470733635
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 06/01/2048#G67713
3132XCSA4
12438.12130000
PA
USD
11731.46000000
0.000320918224
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 12/31 #622219
31389DG43
320.30890000
PA
USD
329.51000000
0.000009013862
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/27 #401788
31378LJ94
14.10650000
PA
USD
14.37000000
0.000000393096
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 11/35 #843567
31407XFG1
342.85500000
PA
USD
352.27000000
0.000009636470
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2051#RA6239
3133KM4Y8
791168.80570000
PA
USD
636234.93000000
0.017404430836
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.25% 02/15/2052
912810TD0
18700000.00000000
PA
USD
12615195.41000000
0.345093118363
Long
DBT
UST
US
N
2
2052-02-15
Fixed
0.02250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 03/01/2037#MA2922
31418CG81
247287.50590000
PA
USD
226567.73000000
0.006197840138
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2001-38 QF SOFR30A+109.448 8/31
313920QV5
23035.13500000
PA
USD
23092.06000000
0.000631691443
Long
ABS-CBDO
USGSE
US
N
2
2031-08-25
Variable
0.06382060
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/31 #544721
36212VD22
38.74510000
PA
USD
39.79000000
0.000001088469
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
GNII 30YR 4.5% 06/20/2039#004461
36202E5W5
3284.56770000
PA
USD
3181.78000000
0.000087038713
Long
ABS-MBS
USGA
US
N
2
2039-06-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/43#AL7261
3138EQB76
75548.07740000
PA
USD
69483.45000000
0.001900744273
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #417739
31379FBG8
217.94040000
PA
USD
221.83000000
0.000006068237
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 5/41 #005055
36202FTL0
207992.70640000
PA
USD
203766.02000000
0.005574091321
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 04/01/2045#Q32912
3132QPGW8
7179.32280000
PA
USD
6773.68000000
0.000185296404
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 05/01/2051#CB0388
3140QKNE4
2012419.31900000
PA
USD
1676070.40000000
0.045849496748
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.11% 4/38 #1B3803
3128JPDH0
1718.49680000
PA
USD
1731.59000000
0.000047368254
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Variable
0.04936000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #779843
36176YEQ6
4277.47440000
PA
USD
4062.07000000
0.000111119357
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 3/42 #Q07242
3132GSLX5
10571.65440000
PA
USD
10028.08000000
0.000274321664
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 6.50% 8/34 #605311
36200NN49
2576.19590000
PA
USD
2643.24000000
0.000072306762
Long
ABS-MBS
USGA
US
N
2
2034-08-15
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A96766
312945QT8
2523.90180000
PA
USD
2456.06000000
0.000067186387
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.50% 1/31 #435013
36207LGW2
292.43020000
PA
USD
308.35000000
0.000008435022
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
0.08500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.627% 6/1/41#1B8372
3128UGVQ7
51404.47140000
PA
USD
51968.93000000
0.001421628403
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Variable
0.05698000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2010-H03 FA TSFR1M+66.448 3/60
38376XNT6
103595.04250000
PA
USD
103171.12000000
0.002822282364
Long
ABS-CBDO
USGA
US
N
2
2060-03-20
Variable
0.05980000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/31 #474760
36209LMH6
79.61500000
PA
USD
81.48000000
0.000002228914
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 05/20/2046#AS6967
36193SW47
8833.32280000
PA
USD
8108.05000000
0.000221798566
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 12/01/2042#C04320
31292LYR0
216952.80710000
PA
USD
194082.21000000
0.005309187284
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 12/33 #A16699
31296RNQ7
2778.78050000
PA
USD
2761.05000000
0.000075529496
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 4.5% 07/25/2027
3136A7HT2
4720.63610000
PA
USD
114.00000000
0.000003118510
Long
ABS-CBDO
USGSE
US
N
2
2027-07-25
Fixed
0.04500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2017-134 BA 2.5% 11/46
38380GF25
359639.04970000
PA
USD
317632.81000000
0.008688957509
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
GNMA 7.50% 1/26 #425073
36206YFN6
34.24370000
PA
USD
34.37000000
0.000000940203
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
GNMA II 3.5% 12/20/2049#BR8987
3617M76Y9
7348.69880000
PA
USD
6713.18000000
0.000183641405
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 03/01/2035#CA5427
3140QDA53
1720863.54390000
PA
USD
1562397.48000000
0.042739933942
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048
3137H5BQ9
9183522.09300000
PA
USD
7879116.66000000
0.215536014288
Long
ABS-CBDO
USGSE
US
N
2
2048-10-25
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A97152
3129455M6
4683.53990000
PA
USD
4558.97000000
0.000124712231
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 01/01/2046#G60393
31335ANJ3
14128.44910000
PA
USD
12908.33000000
0.000353111918
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 2/42 #778882
36176XCT4
24207.34280000
PA
USD
22413.77000000
0.000613136581
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.686% 04/01/2044#AL5128
3138EMVW8
104140.75150000
PA
USD
105006.57000000
0.002872491746
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Variable
0.04164000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AQ9994
3138MSC80
28777.89800000
PA
USD
25734.78000000
0.000703983980
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 9/41 #AI9692
3138APXW3
2954.05960000
PA
USD
2795.73000000
0.000076478179
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNCL 2011-39 ZA 6% 11/32
31397SVY7
21329.17870000
PA
USD
21619.04000000
0.000591396461
Long
ABS-CBDO
USGSE
US
N
2
2032-11-25
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2051#FM9539
3140XDS56
717130.05800000
PA
USD
576695.12000000
0.015775698341
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 12/40 #AB1898
31416XDC1
5444.18540000
PA
USD
5292.84000000
0.000144787504
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 3/24 #050994
313615UT1
7.61640000
PA
USD
7.60000000
0.000000207900
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21255
3132JNMC8
12792.29980000
PA
USD
12129.48000000
0.000331806202
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 07/20/2044#MA2074
36179QJT9
10328.11440000
PA
USD
9839.32000000
0.000269158067
Long
ABS-MBS
USGA
US
N
2
2044-07-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 4/40 #782918
36241LG34
36994.70210000
PA
USD
36766.00000000
0.001005746893
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 11/01/2041#QK1167
3133D4JL8
1545816.33300000
PA
USD
1332862.20000000
0.036460915427
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/01/2046#BC0796
3140EU3E7
175715.04920000
PA
USD
165356.86000000
0.004523395207
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 8/46#BC1509
3140EVVB0
426990.24580000
PA
USD
376135.41000000
0.010289316760
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/01/2041#A97673
312946Q25
52871.43410000
PA
USD
51466.93000000
0.001407896016
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 8/39 #724223
3620AASL3
40937.94860000
PA
USD
39787.98000000
0.001088414221
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2033#741529
31402XY26
1923.34670000
PA
USD
1871.87000000
0.000051205663
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 10/39 #723224
3620A9PH8
4555.95160000
PA
USD
4525.27000000
0.000123790356
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AL2884
3138EKF26
10566.98950000
PA
USD
9436.80000000
0.000258146991
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 12/24 #313987
31374GXQ5
14.65620000
PA
USD
14.62000000
0.000000399935
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 12/15/2041#792596
36177L3E2
718.11810000
PA
USD
681.83000000
0.000018651700
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
GNMA II 3.5% 12/49#BR8986
3617M76X1
2188.53810000
PA
USD
1972.60000000
0.000053961168
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 02/15/2041#750185
3620C6NA9
3060.40040000
PA
USD
2905.74000000
0.000079487542
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 02/01/2037#AS8773
3138WJXB9
97196.88090000
PA
USD
89052.93000000
0.002436074298
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 11/42 #AQ0206
3138MFGQ4
9458.48210000
PA
USD
8685.38000000
0.000237591632
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 01/01/2032#
31287NDD7
703.16040000
PA
USD
712.75000000
0.000019497527
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 4/42 #Q07351
3132GSQC6
3675.12030000
PA
USD
3496.32000000
0.000095643066
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 07/01/2043#AB9858
31417G5U6
202822.42000000
PA
USD
180676.34000000
0.004942464984
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.0% 07/01/2041#Q02345
3132GFTA5
1355.98050000
PA
USD
1348.36000000
0.000036884863
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.05% 7/34 #801635
31405WSY2
6698.31840000
PA
USD
6740.05000000
0.000184376444
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Variable
0.05730000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2006-104 GI SOFR30A+656.552 11/36
31396LMA5
13249.17510000
PA
USD
1087.30000000
0.000029743474
Long
ABS-CBDO
USGSE
US
N
2
2036-11-25
Variable
0.01277940
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 12/01/2047#Q53034
3132XVLQ4
88961.30130000
PA
USD
80806.08000000
0.002210478809
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 01/01/2041#A96413
312945DS4
14640.63700000
PA
USD
13911.78000000
0.000380561646
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 10/31/2026
91282CDG3
47300000.00000000
PA
USD
42640211.17000000
1.166438010834
Long
DBT
UST
US
N
2
2026-10-31
Fixed
0.01125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 03/01/2041#MA4286
31418DXQ0
1917863.65100000
PA
USD
1544683.44000000
0.042255360132
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4.5% 10/01/2042#RB5189
3133KYXS3
4297926.38200000
PA
USD
4133311.07000000
0.113068181661
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 09/01/2043#AS0407
3138W9NZ9
10342.40310000
PA
USD
9188.18000000
0.000251345903
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 06/01/2044#AL7195
3138EP7H1
96340.33090000
PA
USD
85951.37000000
0.002351230031
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG 3237 C 5.5% 11/15/2036
31397CDM8
86595.36740000
PA
USD
86237.18000000
0.002359048464
Long
ABS-CBDO
USGSE
US
N
2
2036-11-15
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/40#AE3576
31419D6N6
17297.72110000
PA
USD
16406.42000000
0.000448803403
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 07/01/2033#
3140JAUL0
193908.16680000
PA
USD
182605.43000000
0.004995235921
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 6.50% 11/27 #256993
31371NNJ0
1692.12730000
PA
USD
1703.29000000
0.000046594098
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 11/42 #AQ0170
3138MFFL6
9068.18250000
PA
USD
8314.93000000
0.000227457841
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 12/15/2042#AA5897
36178DRS2
50156.62090000
PA
USD
44852.57000000
0.001226957866
Long
ABS-MBS
USGA
US
N
2
2042-12-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2045#AZ7335
3140E0EH4
65068.49710000
PA
USD
61232.79000000
0.001675044560
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/1/42 #AQ7097
3138MN3F5
11545.12170000
PA
USD
10617.47000000
0.000290444635
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.5% 05/15/2031
3137AQ6B9
16908.05260000
PA
USD
322.31000000
0.000008816903
Long
ABS-CBDO
USGSE
US
N
2
2031-05-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/26 #572166
31386STX5
30.13570000
PA
USD
31.00000000
0.000000848015
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AB7425
31417EHB0
8014.95070000
PA
USD
7158.05000000
0.000195810981
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 7/27 #447756
36208DMD4
78.34460000
PA
USD
79.64000000
0.000002178580
Long
ABS-MBS
USGA
US
N
2
2027-07-15
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/01/2043#Q17646
3132J85G1
54565.89190000
PA
USD
50166.31000000
0.001372317097
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 10/15/2041#775540
36176TLV8
5711.67010000
PA
USD
5420.52000000
0.000148280235
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
FNMA 6% 11/35 #AD0687
31418MXR8
29765.90290000
PA
USD
30357.79000000
0.000830448049
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
0.06000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H13 FA TSFR1M+61.448 4/61
38375BLW0
342314.82240000
PA
USD
340568.50000000
0.009316371396
Long
ABS-CBDO
USGA
US
N
2
2061-04-20
Variable
0.05755260
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 02/01/2037#G02671
3128M4JQ7
423.84940000
PA
USD
412.93000000
0.000011295845
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4% 09/01/2039#MA3773
31418DFP2
20160.48430000
PA
USD
19224.05000000
0.000525880665
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #569840
36200RBH4
62.25570000
PA
USD
63.84000000
0.000001746365
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/27 #394197
31378B3E2
39.49200000
PA
USD
40.11000000
0.000001097223
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/27 #313711
31374GN45
16.06390000
PA
USD
16.35000000
0.000000447260
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 02/01/2052#CB2842
3140QNEQ1
4578398.86980000
PA
USD
3666076.89000000
0.100286825927
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 2/42 #783532
36241L4R4
8249.51120000
PA
USD
7639.56000000
0.000208982857
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
0.03500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 17-186 HK 3% 11/16/2045
38380T6K7
261825.01140000
PA
USD
235210.63000000
0.006434269715
Long
ABS-CBDO
USGA
US
N
2
2045-11-16
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 07/01/2042 #AB5652
31417CH65
6621.74290000
PA
USD
5914.12000000
0.000161782837
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.224% 4/41#1B8179
3128UGPP6
6659.17990000
PA
USD
6704.57000000
0.000183405876
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Variable
0.05255000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 01/01/2044#V80950
3132L6BT7
13305.61540000
PA
USD
12599.56000000
0.000344665406
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 01/01/2049#CA2963
3140QAJH4
5773.21550000
PA
USD
5561.12000000
0.000152126398
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/41 #AH6233
3138A74T2
7217.72210000
PA
USD
6849.10000000
0.000187359545
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 08/01/2045#AZ7222
3140E0AY1
33003.72320000
PA
USD
31099.45000000
0.000850736419
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 6/40 #733726
3620AMD74
89734.41440000
PA
USD
89201.00000000
0.002440124805
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2011-67 AI IO 4% 7/26
31397U4B2
14100.19980000
PA
USD
309.21000000
0.000008458548
Long
ABS-CBDO
USGSE
US
N
2
2026-07-25
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 02/01/2042#FS1810
3140XHAL1
1670306.23800000
PA
USD
1440202.18000000
0.039397238426
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2035#
3140XC4X3
403866.38100000
PA
USD
382632.30000000
0.010467041476
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 01/15/2043#AD2150
36180DL70
24821.74380000
PA
USD
22952.81000000
0.000627882210
Long
ABS-MBS
USGA
US
N
2
2043-01-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 9/42 #AA5658
36178DJB8
4758.51760000
PA
USD
4396.13000000
0.000120257686
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 11/39 #722701
3620A83J0
5230.51470000
PA
USD
5085.03000000
0.000139102788
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 9/35 #A37119
31297S4C6
5419.18200000
PA
USD
5394.10000000
0.000147557507
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/32 #582029
36201FSS7
94.22630000
PA
USD
96.40000000
0.000002637055
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
0.07000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 2016-69 WA 3% 02/20/2046
38379WN73
95943.35060000
PA
USD
87065.81000000
0.002381715930
Long
ABS-CBDO
USGA
US
N
2
2046-02-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 07/51#QC4163
3133ANTU8
97005.09240000
PA
USD
78038.99000000
0.002134784086
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #460857
36208T5S5
93.31000000
PA
USD
94.59000000
0.000002587542
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.869% 5/36 #995608
31416CAH9
26700.61950000
PA
USD
27019.51000000
0.000739128222
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Variable
0.05467000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 01/01/2053#BT8034
3140LW4U8
495051.42300000
PA
USD
469554.20000000
0.012844820698
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2045#Q33623
3132QQAZ5
5275.38440000
PA
USD
4823.10000000
0.000131937601
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.0% 07/01/2041#Q02067
3132GFJL2
5004.68170000
PA
USD
5007.50000000
0.000136981928
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 06/01/2043#Q19744
3132JBHW6
12064.20230000
PA
USD
11445.92000000
0.000313107177
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 03/01/2033#BK4845
3140HJL33
52002.83690000
PA
USD
48890.38000000
0.001337413582
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 01/15/2026
91282CGE5
17280000.00000000
PA
USD
16953300.00000000
0.463763498971
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.03875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 7/32 #G01433
31283HSW6
80.74990000
PA
USD
83.20000000
0.000002275965
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 4/32 #643105
31390DNW0
86.68400000
PA
USD
90.60000000
0.000002478394
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG 2012-14 CLASS JS SOFR30A+653.552 12/25/2030
3136A4WY1
2395.62580000
PA
USD
3.76000000
0.000000102856
Long
ABS-CBDO
USGSE
US
N
2
2030-12-25
Variable
0.01247940
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 8/40 #719262
3620A5B73
6330.96550000
PA
USD
6295.84000000
0.000172224923
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 12/01/2032#
31283HUA1
219.38860000
PA
USD
223.21000000
0.000006105988
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3123 LO 0% 3/36
31396JPR0
12024.70540000
PA
USD
9603.80000000
0.000262715335
Long
ABS-CBDO
USGSE
US
N
2
2036-03-15
Fixed
0.00000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 05/31/2030
91282CHF1
55440000.00000000
PA
USD
53943552.99000000
1.475644911703
Long
DBT
UST
US
N
2
2030-05-31
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/31 #597037
31387XHN8
44.96330000
PA
USD
46.26000000
0.000001265458
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2051#
3133AMTD8
2383733.04000000
PA
USD
2139509.82000000
0.058527045484
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 03/01/2035#CA5428
3140QDA61
1567417.80720000
PA
USD
1423081.82000000
0.038928904942
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 3/40 #711495
36297GNL0
84544.38610000
PA
USD
80425.72000000
0.002200073927
Long
ABS-MBS
USGA
US
N
2
2040-03-15
Fixed
0.04000000
N
N
N
N
N
N
FHLMC MFD HSG COP GTD (FREDMAC
N/A
FHR 2056 Z 6% 5/28
3133TDZM1
4675.40510000
PA
USD
4719.88000000
0.000129113981
Long
ABS-CBDO
USGSE
US
N
2
2028-05-15
Fixed
0.06000000
N
N
N
N
N
N
FHLMC MFD HSG COP GTD (FREDMAC
N/A
FHR 1686 FA SOFR30A+101.448 2/24
3133T4DV5
28.58950000
PA
USD
28.59000000
0.000000782089
Long
ABS-CBDO
USGSE
US
N
2
2024-02-15
Variable
0.06202990
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 03/01/2052#CB3036
3140QNLS9
584656.10350000
PA
USD
469615.31000000
0.012846492384
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 09/20/2051#MA7589
36179WNE4
15067999.57000000
PA
USD
12832752.24000000
0.351044462155
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 11/01/2039#MA3831
31418DHH8
61830.69880000
PA
USD
55915.78000000
0.001529595876
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/44#Q28370
3132M86F8
12822.21140000
PA
USD
12133.80000000
0.000331924377
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 10/39 #717997
3620A3UW2
2716.94290000
PA
USD
2701.60000000
0.000073903220
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/29 #527286
31384LXP4
212.72240000
PA
USD
218.83000000
0.000005986171
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2005-81 PC 5.5% 9/35
31394FCS2
10603.38260000
PA
USD
10698.47000000
0.000292660418
Long
ABS-CBDO
USGSE
US
N
2
2035-09-25
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 06/01/2053#CB6636
3140QSLS8
4894951.44600000
PA
USD
4870365.08000000
0.133230553978
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 06/20/2046#AU2287
36194PRG1
6094.40200000
PA
USD
5594.02000000
0.000153026389
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 02/01/2031#FS1234
3140XGLQ0
1083671.82900000
PA
USD
1029250.05000000
0.028155498015
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #447984
36208DUH6
100.34230000
PA
USD
101.72000000
0.000002782586
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 2/35 #A47133
3128K74S4
2904.62560000
PA
USD
2881.67000000
0.000078829098
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 6/40 #743475
3620AX6L7
2201.92820000
PA
USD
2189.54000000
0.000059895638
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 05/01/2041#CB0471
3140QKQZ4
1778700.38400000
PA
USD
1542001.43000000
0.042181992803
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/01/2046#BD9690
3140FHXU6
52979.21940000
PA
USD
48209.38000000
0.001318784587
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 05/50#FM3269
3140X6T35
201613.71100000
PA
USD
176152.28000000
0.004818707727
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/32 #659161
31390XJE1
1645.08630000
PA
USD
1720.29000000
0.000047059139
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 03/01/2041#CA9362
3140QHML6
2061023.15100000
PA
USD
1786754.35000000
0.048877295226
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2002-39 FD SOFR30A+111.448 3/32
31392DPW6
936.38930000
PA
USD
938.20000000
0.000025664791
Long
ABS-CBDO
USGSE
US
N
2
2032-03-18
Variable
0.06344490
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/28 #458387
36208RF41
45.07890000
PA
USD
45.67000000
0.000001249318
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
0.07000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H21 FA TSFR1M+71.448 10/61
38375BNE8
1490188.32210000
PA
USD
1485017.67000000
0.040623181957
Long
ABS-CBDO
USGA
US
N
2
2061-10-20
Variable
0.05855260
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 11/01/2036#AS8355
3138WJH92
126093.56580000
PA
USD
115883.05000000
0.003170021691
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/42#G60517
31335ASE9
146706.98480000
PA
USD
142814.23000000
0.003906733615
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 10/01/2031#G15963
3128MEZ46
71698.35380000
PA
USD
66716.90000000
0.001825064322
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
0.02500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.75% 02/15/2037
912810PT9
55003200.00000000
PA
USD
58728807.65000000
1.606547240134
Long
DBT
UST
US
N
2
2037-02-15
Fixed
0.04750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/35 #745092
31403CXV8
13853.69120000
PA
USD
14298.20000000
0.000391132302
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 12/01/2051#QD3433
3133B0Y64
1379933.60140000
PA
USD
1108408.76000000
0.030320912437
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 05/20/2046#AR3062
36192XMK2
7629.02350000
PA
USD
7002.64000000
0.000191559686
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #888544
31410GER0
102560.65380000
PA
USD
105643.35000000
0.002889911087
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2047#BE3663
3140FPB99
227696.64460000
PA
USD
219971.79000000
0.006017405874
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/40 #746823
3620C2VQ4
2506.92260000
PA
USD
2388.19000000
0.000065329779
Long
ABS-MBS
USGA
US
N
2
2040-12-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 02/01/2052#RA6913
3133KNVE0
512229.53300000
PA
USD
408718.65000000
0.011180642778
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 4.24% 6/33 #847147
3128HD5G0
6805.90020000
PA
USD
6832.17000000
0.000186896419
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Variable
0.05196000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A96695
312945NL8
4890.55400000
PA
USD
4759.74000000
0.000130204365
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/28 #416823
31379EAY3
40.67140000
PA
USD
41.84000000
0.000001144547
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+652.552 12/25/2036
31396LZK9
8536.42390000
PA
USD
754.67000000
0.000020644263
Long
ABS-CBDO
USGSE
US
N
2
2036-12-25
Variable
0.01237940
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 11/01/2041#
3132GK4R4
4443.78190000
PA
USD
4231.51000000
0.000115754448
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2051#RA6241
3133KM5A9
14823601.22050000
PA
USD
11911443.98000000
0.325841749863
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 04/15/2045#AK8698
36183SUX7
18268.30390000
PA
USD
16411.91000000
0.000448953584
Long
ABS-MBS
USGA
US
N
2
2045-04-15
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 4/40 #A91937
312940EJ4
15711.13690000
PA
USD
15712.89000000
0.000429831646
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 04/01/2052#QE2312
3133BBR92
418626.21500000
PA
USD
333507.32000000
0.009123210328
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 10/01/2041#RB5132
3133KYVZ9
1553336.48100000
PA
USD
1336919.27000000
0.036571898007
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 11/01/2051#CB2048
3140QMH23
1692810.60200000
PA
USD
1413054.01000000
0.038654590664
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/31 #565049
36213UWJ5
214.97310000
PA
USD
220.52000000
0.000006032402
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 02/15/2024
912828B66
28749000.00000000
PA
USD
28403113.59000000
0.776977186752
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.02750000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2121 MG 6% 2/29
3133TJA60
2543.71440000
PA
USD
2554.21000000
0.000069871315
Long
ABS-CBDO
USGSE
US
N
2
2029-02-15
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 01/01/2035#787546
31405E5F8
208012.12150000
PA
USD
212915.94000000
0.005824390609
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 0.0% 07/01/2041#AI6050
3138AKWL9
20429.88760000
PA
USD
20710.28000000
0.000566537011
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Variable
0.06050000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/26 #358466
31376LFF6
44.27060000
PA
USD
44.87000000
0.000001227434
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 06/01/2050#RA2677
3133KH6N1
1419885.26710000
PA
USD
1144936.41000000
0.031320139182
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2042#Q11868
3132HNCD9
3100.94010000
PA
USD
2954.39000000
0.000080818380
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 09/01/2051#CB1549
3140QLWK8
4199642.59460000
PA
USD
3513477.27000000
0.096112409518
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2424 FM SOFR30A+111.448 3/32
31339WJT4
489.44970000
PA
USD
490.09000000
0.000013406584
Long
ABS-CBDO
USGSE
US
N
2
2032-03-15
Variable
0.06302990
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 06/20/2045#MA2893
36179RGA1
188390.03520000
PA
USD
179474.21000000
0.004909580294
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2423 FA SOFR30A+101.448 3/32
31339WBA3
568.20570000
PA
USD
567.38000000
0.000015520879
Long
ABS-CBDO
USGSE
US
N
2
2032-03-15
Variable
0.06202990
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.50% 12/23 #995460
31416BZZ4
1.09250000
PA
USD
1.09000000
0.000000029817
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 11/40 #AE6775
31419HQ54
35746.53600000
PA
USD
33948.21000000
0.000928665254
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3% 07/31/2024
91282CFA4
37100000.00000000
PA
USD
36300031.25000000
0.993000153673
Long
DBT
UST
US
N
2
2024-07-31
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 10/01/2052#SD1733
3132DN4S9
5073720.61400000
PA
USD
4954394.82000000
0.135529217144
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 12/31/2027
91282CGC9
7700000.00000000
PA
USD
7557436.04000000
0.206736327509
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.03875000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.26% 01/25/2029
3137H5YC5
6287000.00000000
PA
USD
5533142.80000000
0.151361072194
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Fixed
0.02260000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/29 #477009
36209N3S9
73.92190000
PA
USD
74.97000000
0.000002050830
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
GNMA 3.50% 12/41 #741817
3620AWDW7
11044.53340000
PA
USD
10236.64000000
0.000280026896
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/25 #250345
31371FBN1
12.24160000
PA
USD
12.59000000
0.000000344403
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 8/39 #724220
3620AASH2
32004.53390000
PA
USD
31104.37000000
0.000850871008
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2045#Q34164
3132QQTW2
247750.92640000
PA
USD
226510.22000000
0.006196266932
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 11/01/2041#FM9585
3140XDUK0
746307.27800000
PA
USD
643028.35000000
0.017590267236
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/01/2046#Q40046
3132WDBQ6
97435.43170000
PA
USD
88960.10000000
0.002433534901
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2045#Q31974
3132QNFQ7
22679.27920000
PA
USD
20749.07000000
0.000567598125
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 0.0% 09/01/2041#AI9813
3138AP3X4
16921.19720000
PA
USD
17307.97000000
0.000473465621
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Variable
0.04068000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/39 #710849
36297FWJ7
24981.89090000
PA
USD
24807.76000000
0.000678625021
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 11/01/2040#A94862
312943MK6
2941.18870000
PA
USD
2862.97000000
0.000078317553
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 02/01/2052#
31418EBU3
34065783.20500000
PA
USD
30479262.60000000
0.833770974939
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/36 #AH8017
3138A94B7
3252.00880000
PA
USD
3099.83000000
0.000084796942
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 01/01/2052#BV1314
3140MEN85
66436.13880000
PA
USD
57303.82000000
0.001567566200
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/28 #462883
36208WFY4
114.11270000
PA
USD
115.51000000
0.000003159816
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 09/30/2025
91282CAM3
870000.00000000
PA
USD
792651.56000000
0.021683262900
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.00250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 5/34 #A23334
31297AV35
953.96130000
PA
USD
947.06000000
0.000025907160
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 05/20/2046#AS6968
36193SW54
14898.81750000
PA
USD
13675.54000000
0.000374099218
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 9/35 #255844
31371MER4
10612.11170000
PA
USD
10874.52000000
0.000297476328
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/28 #405455
31378QMC2
2688.36400000
PA
USD
2755.19000000
0.000075369193
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR1812
3138NYAN5
10725.22050000
PA
USD
9607.44000000
0.000262814908
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 5/42 #766751
36176HTG9
6997.82420000
PA
USD
6481.51000000
0.000177303991
Long
ABS-MBS
USGA
US
N
2
2042-05-15
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 05/01/2046#V82275
3132L7Q44
339017.18610000
PA
USD
299669.12000000
0.008197554436
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.5% 3/31 #003053
36202DMA6
274.41870000
PA
USD
279.85000000
0.000007655395
Long
ABS-MBS
USGA
US
N
2
2031-03-20
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 09/01/2052#SD1572
3132DNW90
472317.04800000
PA
USD
461208.91000000
0.012616532348
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2135 JE 6% 3/29
3133TJWJ8
957.38840000
PA
USD
971.12000000
0.000026565330
Long
ABS-CBDO
USGSE
US
N
2
2029-03-15
Fixed
0.06000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 10/39 #710924
36297FYV8
3384.74950000
PA
USD
3363.56000000
0.000092011369
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2047#AS9417
3138WKPB5
12821.08750000
PA
USD
12374.70000000
0.000338514281
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 06/01/2031#J34501
31307RAA3
47693.41590000
PA
USD
44424.77000000
0.001215255246
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/40 #AA4740
31416NHS4
4298.53470000
PA
USD
4078.15000000
0.000111559231
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2043#Q22499
3132JPX49
26793.28760000
PA
USD
25405.02000000
0.000694963279
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.0% 03/01/2045#AY1124
3138YEHA8
10497.29230000
PA
USD
9901.45000000
0.000270857655
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 08/01/2038#K94337
3132LQV61
74819.32960000
PA
USD
71737.49000000
0.001962404332
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
0.04000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.5% 02/15/2045
912810RK6
141860700.00000000
PA
USD
104173410.48000000
2.849700373613
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/32 #624486
31389FXP2
227.77350000
PA
USD
235.99000000
0.000006455589
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 08/15/2042#AB2238
36178MPX3
1420.61710000
PA
USD
1312.83000000
0.000035912927
Long
ABS-MBS
USGA
US
N
2
2042-08-15
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2048#V83994
3132L9NK7
50260.38680000
PA
USD
47137.88000000
0.001289473327
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 04/01/2050#RA2457
3133KHWS1
384101.18680000
PA
USD
335353.68000000
0.009173718156
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2051#CB2166
3140QMMQ4
5838242.28600000
PA
USD
5068101.06000000
0.138639691430
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 06/01/2050#SD7518
3132DVK79
184296.95220000
PA
USD
161195.20000000
0.004409551530
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2041#AL7018
3138EPYQ1
60199.38480000
PA
USD
58574.34000000
0.001602321723
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 12/27 #436017
36207MK62
35.82210000
PA
USD
36.56000000
0.000001000111
Long
ABS-MBS
USGA
US
N
2
2027-12-15
Fixed
0.08000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2015-70 JC 3% 10/45
3136AQCV0
144532.62760000
PA
USD
134726.88000000
0.003685501305
Long
ABS-CBDO
USGSE
US
N
2
2045-10-25
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.50% 11/41 #005232
36202FY59
139581.58880000
PA
USD
129660.88000000
0.003546919088
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
GNMA 4.50% 8/39 #698480
36296Q6R5
1069.88890000
PA
USD
1039.90000000
0.000028446831
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
N/A
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047
3137H3SE3
1138464.69200000
PA
USD
973430.23000000
0.026628527158
Long
ABS-CBDO
USGSE
US
N
2
2047-11-25
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2028
3137B6MF5
9543.10320000
PA
USD
122.38000000
0.000003347748
Long
ABS-CBDO
USGSE
US
N
2
2028-12-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 04/01/2041#CB0116
3140QKDW5
484285.55300000
PA
USD
407306.38000000
0.011142009634
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/01/2042#AO7372
3138LYFN2
5814.92790000
PA
USD
5352.30000000
0.000146414053
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 2/42 #AK1110
3138E5GU6
7287.20320000
PA
USD
6899.84000000
0.000188747555
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 9/28 #484261
36209W5W8
124.06330000
PA
USD
127.34000000
0.000003483430
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
FHLG 30YR 3.0% 07/01/2045#Q34979
3132QRQ94
8551.54440000
PA
USD
7604.44000000
0.000208022137
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 12/40#V82128
3132L7LH0
30484.16690000
PA
USD
27851.58000000
0.000761889790
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2052#CB2890
3140QNF80
96797.45660000
PA
USD
83491.67000000
0.002283944070
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 05/01/2053#SD2891
3132DQF84
6253060.85200000
PA
USD
6207974.41000000
0.169821328821
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 06/01/2046#BC1130
3140EVHG5
189286.38210000
PA
USD
178128.18000000
0.004872759169
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 8/40 #004771
36202FJQ0
1223.40940000
PA
USD
1198.13000000
0.000032775268
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 08/01/2027#
31283G6U6
18.10260000
PA
USD
18.45000000
0.000000504706
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.08500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 2/39 #782562
36241KZ35
749.16510000
PA
USD
744.12000000
0.000020355664
Long
ABS-MBS
USGA
US
N
2
2039-02-15
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/01/2041#
3132GEQJ2
2598.93400000
PA
USD
2529.15000000
0.000069185789
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/46#BC1443
3140EVS99
179614.84770000
PA
USD
169475.81000000
0.004636070537
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 05/01/2048#Q55992
3132XYUS4
306218.59000000
PA
USD
287959.82000000
0.007877242406
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.344% 7/35 #834917
31407MSE6
9198.88400000
PA
USD
9304.89000000
0.000254538546
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
0.07103000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNR 1994-42 FK 1MT10Y-50 4/24
31359HYF5
1781.72180000
PA
USD
1772.71000000
0.000048493107
Long
ABS-CBDO
USGSE
US
N
2
2024-04-25
Variable
0.03310000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 08/01/2041#CB1343
3140QLP59
1252956.34800000
PA
USD
1078389.33000000
0.029499720345
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 9/41 #AJ0165
3138ARFF6
5789.62490000
PA
USD
5487.02000000
0.000150099366
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061
38375BWC2
17638.97300000
PA
USD
17378.39000000
0.000475391985
Long
ABS-CBDO
USGA
US
N
2
2061-05-20
Variable
0.04871050
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 04/01/2033#
31283HWZ4
1373.34680000
PA
USD
1394.35000000
0.000038142935
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 11/01/2052#CB5139
3140QQV93
3145265.93200000
PA
USD
3110792.87000000
0.085096835776
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 08/01/2045#AZ4663
3138YWFD4
21349.22510000
PA
USD
20117.40000000
0.000550318570
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
N/A
FHMS K044 A2 2.811% 01/25/25
3137BHCY1
7923738.07800000
PA
USD
7643209.22000000
0.209082683090
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Fixed
0.02811000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 7/40 #719217
3620A5AS8
5491.63250000
PA
USD
5458.99000000
0.000149332596
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 07/01/2032#
31288AFU4
900.67220000
PA
USD
912.12000000
0.000024951364
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q19988
3132JBRJ4
11395.29750000
PA
USD
10784.98000000
0.000295026930
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/32 #593188
36201T6Z5
99.35730000
PA
USD
102.48000000
0.000002803376
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 12/01/2051#RA6434
3133KNEF6
1289425.06220000
PA
USD
1075929.67000000
0.029432435479
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 3/41 #A97661
312946QN9
22909.57050000
PA
USD
22300.98000000
0.000610051170
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 1/41 #004922
36202FPF7
2205.47890000
PA
USD
2105.95000000
0.000057609004
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 4.50% 6/25 #G18356
3128MMME0
214.71960000
PA
USD
212.21000000
0.000005805079
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2003-118 S SOFR30A+798.552 12/33
31393UNH2
18449.43190000
PA
USD
2484.21000000
0.000067956440
Long
ABS-CBDO
USGSE
US
N
2
2033-12-25
Variable
0.02697940
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2040#
312941SD0
3932.60830000
PA
USD
3828.76000000
0.000104737079
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/50#RA2141
3133KHLW4
34875.19840000
PA
USD
32497.84000000
0.000888989871
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.80% 7/34 #849923
31408FG86
2559.78790000
PA
USD
2597.42000000
0.000071053339
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Variable
0.05330000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 11/01/2052#SD1862
3132DPB72
3613274.88400000
PA
USD
3540717.07000000
0.096857563851
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
GNMA 7.50% 11/25 #415760
36206MZZ3
11.18100000
PA
USD
11.18000000
0.000000305832
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/29 #511373
31383SCJ7
130.49170000
PA
USD
134.28000000
0.000003673276
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.0% 03/01/2045#AY9025
3138YPA36
15822.90930000
PA
USD
14924.78000000
0.000408272619
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3121 KO 0 3/36
31396JG74
3747.81160000
PA
USD
3056.11000000
0.000083600966
Long
ABS-CBDO
USGSE
US
N
2
2036-03-15
Fixed
0.00000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/42 #AK1385
3138E5RF7
5797.18840000
PA
USD
5494.67000000
0.000150308635
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2015-H13 HA 2.5% 08/64
38376RCQ7
2523.81870000
PA
USD
2348.11000000
0.000064233376
Long
ABS-CBDO
USGA
US
N
2
2064-08-20
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/28 #413578
31379AM36
55.71060000
PA
USD
56.98000000
0.000001558707
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2016-26 CG 3% 05/46
3136AR5M6
4750762.01140000
PA
USD
4425826.52000000
0.121070044932
Long
ABS-CBDO
USGSE
US
N
2
2046-05-25
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 08/15/2032
91282CFF3
5691000.00000000
PA
USD
5108339.43000000
0.139740426229
Long
DBT
UST
US
N
2
2032-08-15
Fixed
0.02750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2038#AB8124
31417FA24
3237.66920000
PA
USD
3152.53000000
0.000086238569
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 9/41 #772063
36176PQQ2
17868.71960000
PA
USD
16968.90000000
0.000464190242
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 09/01/2042#MA4766
31418EJL5
7855420.44500000
PA
USD
7554549.20000000
0.206657356983
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 06/01/2045#Q34467
3132QQ6D9
15595.84570000
PA
USD
14724.40000000
0.000402791153
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 8/39 #704665
36296XZ64
4346.71580000
PA
USD
4318.13000000
0.000118123968
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 02/01/2051#MA4254
31418DWQ1
13289274.84200000
PA
USD
10043120.95000000
0.274733114636
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 08/01/2026#
31292GQ41
19.27240000
PA
USD
19.64000000
0.000000537259
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
0.08500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 06/01/2039#AL7550
3138EQL83
71675.23030000
PA
USD
71076.19000000
0.001944314237
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 7/28 #475895
36209MUU6
215.71750000
PA
USD
221.30000000
0.000006053739
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.151% 11/25/2025
3137BMTX4
13881112.00000000
PA
USD
13296996.20000000
0.363744019366
Long
ABS-MBS
USGSE
US
N
2
2025-11-25
Fixed
0.03151000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 11/41 #AB3872
31417AJS9
95012.40320000
PA
USD
90098.18000000
0.002464667481
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2047#BH3647
3140GSBR2
2509.36650000
PA
USD
2425.02000000
0.000066337277
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 7/32 #648070
31390J6F3
127.00570000
PA
USD
132.87000000
0.000003634705
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.07000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2010-H010 FA TSFR1M+44.448 5/60
38375BBV3
56967.49070000
PA
USD
56551.61000000
0.001546989230
Long
ABS-CBDO
USGA
US
N
2
2060-05-20
Variable
0.05760000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/01/2049#BN6036
3140JNV64
48750.45610000
PA
USD
45541.52000000
0.001245804336
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 04/20/2048#BG3507
3617GM3Q3
17116.49130000
PA
USD
16044.33000000
0.000438898304
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/26 #313264
31374F5Z8
7.17050000
PA
USD
7.38000000
0.000000201882
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/32 #552576
36213E2H8
191.16520000
PA
USD
196.17000000
0.000005366299
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
GNMA 4.00% 3/41 #783267
36241LTY2
43428.43030000
PA
USD
41295.17000000
0.001129643935
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
GNMA 7.50% 1/31 #781247
36225BL48
32.63930000
PA
USD
33.77000000
0.000000923790
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 10/01/2031#AS8226
3138WJD88
1717207.76740000
PA
USD
1592835.73000000
0.043572583003
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 12/26 #323242
31374TBK4
27.49650000
PA
USD
28.29000000
0.000000773882
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 21-59 H 2% 06/25/2048
3136BGB34
1235478.41700000
PA
USD
1007145.08000000
0.027550808767
Long
ABS-CBDO
USGSE
US
N
2
2048-06-25
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 10/24 #255532
31371LY52
126.38320000
PA
USD
125.97000000
0.000003445953
Long
ABS-MBS
USGSE
US
N
2
2024-10-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 06/01/2035#310165
31374CQS8
34090.05290000
PA
USD
33831.92000000
0.000925484100
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3.5% 05/38#MA3360
31418CWW0
19847.87740000
PA
USD
18569.53000000
0.000507976040
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #745138
3620C0ZB7
7840.87520000
PA
USD
7622.06000000
0.000208504138
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 6.03% 1/37 #1A1202
3128NFKP1
4736.81020000
PA
USD
4741.18000000
0.000129696650
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Variable
0.04165000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.12% 7/35 #1L0109
3128Q2DN0
215058.06380000
PA
USD
217898.87000000
0.005960700416
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
0.06046000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 08/01/2033#CA2266
3140Q9QU0
14653.89440000
PA
USD
13469.34000000
0.000368458544
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 05/20/2046#AT2645
36194A5E3
5170.42290000
PA
USD
4738.15000000
0.000129613763
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 02/01/2035#FM2518
3140X5YQ0
150090.41690000
PA
USD
136269.31000000
0.003727695021
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/41 #552552
36213EZR0
4886.62600000
PA
USD
4640.11000000
0.000126931845
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/46#G60551
31335ATG3
409875.00320000
PA
USD
386972.58000000
0.010585771366
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 8/36 #A51069
3128KDFJ9
265.83800000
PA
USD
264.61000000
0.000007238499
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 07/01/2045#AZ4344
3138YVZJ1
15952.34210000
PA
USD
15031.91000000
0.000411203198
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 08/01/2040#V81886
3132L7CX5
48016.87410000
PA
USD
43900.19000000
0.001200905175
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 02/01/2035#QN1578
3133G7XF5
251935.63500000
PA
USD
228736.09000000
0.006257156390
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.0% 06/01/2041#Q01604
3132GEX96
3950.52480000
PA
USD
3952.80000000
0.000108130237
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 5.0% 12/25/2023
31393UQG1
894.18970000
PA
USD
890.72000000
0.000024365959
Long
ABS-CBDO
USGSE
US
N
2
2023-12-25
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL II 3.5% 12/20/2049#BR8984
3617M76V5
9492.34130000
PA
USD
8618.04000000
0.000235749522
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2412 FK SOFR30A+91.448 1/32
31339DTC2
380.00580000
PA
USD
378.34000000
0.000010349624
Long
ABS-CBDO
USGSE
US
N
2
2032-01-15
Variable
0.06102990
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT CSTR 08/25/2025
3137BLW95
12319059.00000000
PA
USD
11871587.66000000
0.324751466177
Long
ABS-MBS
USGSE
US
N
2
2025-08-25
Variable
0.03334000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 6/24 #AA6863
31416QTV7
147.63550000
PA
USD
146.53000000
0.000004008379
Long
ABS-MBS
USGSE
US
N
2
2024-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/01/2034#FM0046
3140X3BQ0
296359.78670000
PA
USD
275658.58000000
0.007540737648
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 06/45#AZ3341
3138YUWB3
29384.75060000
PA
USD
27689.29000000
0.000757450290
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3244 SG SOFR30A+654.552 11/36
31397CDA4
26691.36120000
PA
USD
2234.73000000
0.000061131827
Long
ABS-CBDO
USGSE
US
N
2
2036-11-15
Variable
0.01357010
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 3/41 #004977
36202FQ66
20143.22310000
PA
USD
19233.57000000
0.000526141088
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2045#AS6352
3138WGBW3
37832.40760000
PA
USD
35602.23000000
0.000973911554
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/41 #Q02763
3132GGB87
3240.22100000
PA
USD
3154.26000000
0.000086285894
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 9/39 #A88585
312935RE1
15743.67090000
PA
USD
15319.32000000
0.000419065399
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.283 6/1/41
3128UGXF9
16677.86310000
PA
USD
16884.77000000
0.000461888836
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Variable
0.06160000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/51#MA4468
31418D6E7
1224691.68700000
PA
USD
1098451.57000000
0.030048529994
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #404971
31378P2C6
16.63780000
PA
USD
17.03000000
0.000000465861
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 8/41 #005139
36202FV86
2257.15450000
PA
USD
2153.65000000
0.000058913855
Long
ABS-MBS
USGA
US
N
2
2041-08-20
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 04/01/2041#
3132GDGH9
7971.69470000
PA
USD
7759.64000000
0.000212267688
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/01/2045#Q33769
3132QQFK3
39182.33300000
PA
USD
37999.48000000
0.001039489173
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/30 #546336
31385J4V7
32.14320000
PA
USD
33.07000000
0.000000904641
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 04/20/2048#BG7744
3617GSS91
16804.15770000
PA
USD
15751.56000000
0.000430889477
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2526 FC SOFR30A+51.448 11/32
31393FGG5
6426.89910000
PA
USD
6366.06000000
0.000174145815
Long
ABS-CBDO
USGSE
US
N
2
2032-11-15
Variable
0.05702990
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 11/01/2052#CB5128
3140QQVW2
6293330.96100000
PA
USD
6159088.55000000
0.168484038884
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.679% 02/01/2039#AL8741
3138ETWB8
27443.34760000
PA
USD
27806.61000000
0.000760659620
Long
ABS-MBS
USGSE
US
N
2
2039-02-01
Variable
0.06688000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2042#AJ7531
3138E0LM9
19714.54850000
PA
USD
18141.52000000
0.000496267676
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2049#MA3593
31418C7F5
15619.87950000
PA
USD
15011.86000000
0.000410654723
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 8/42 #AO9892
3138M17E2
19905.40960000
PA
USD
18311.40000000
0.000500914803
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #738885
3620AS2S7
11508.39220000
PA
USD
10935.25000000
0.000299137619
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 1999-17 PG 6% 4/29
31359VSD6
4965.32900000
PA
USD
4968.07000000
0.000135903306
Long
ABS-CBDO
USGSE
US
N
2
2029-04-25
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 4.889% 3/33 #847126
3128HD4K2
1439.96570000
PA
USD
1451.10000000
0.000039695352
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Variable
0.04158000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 07/01/2033#ZS8703
3132A9U47
138993.64400000
PA
USD
127497.45000000
0.003487737698
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 9/41 #Q03090
3132GJC31
35938.51480000
PA
USD
34985.76000000
0.000957047800
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 11/01/2036#MA2804
31418CDJ0
21329.91920000
PA
USD
19602.71000000
0.000536239043
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.44% 2/37 #888171
31410FW84
23615.91250000
PA
USD
23844.15000000
0.000652265130
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
0.03995000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21845
3132JPBN1
13035.58150000
PA
USD
12360.15000000
0.000338116261
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 3/29 #323688
31374TRH4
112.48440000
PA
USD
114.34000000
0.000003127811
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 06/01/2051#FM7507
3140XBKV1
3103669.84250000
PA
USD
2602391.16000000
0.071189327744
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/25 #250329
31371FA69
2.08610000
PA
USD
2.15000000
0.000000058814
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 6% 07/01/2053#RA9383
3133KRM84
3129285.25500000
PA
USD
3170014.15000000
0.086716854771
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 3/26 #339830
31375NPP0
359.54820000
PA
USD
361.96000000
0.000009901543
Long
ABS-MBS
USGSE
US
N
2
2026-03-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 09/01/2053 #TBA
21H020691
107500000.00000000
PA
USD
88687543.00000000
2.426079008620
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2041#AJ7242
3138E0BL2
30626.64840000
PA
USD
29774.26000000
0.000814485380
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2047#Q49393
3132WPNK9
79274.22380000
PA
USD
76682.88000000
0.002097687219
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/41 #783501
36241L3J3
66678.03450000
PA
USD
66255.28000000
0.001812436544
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 12/01/2032#J38057
31307U5S3
11817.07810000
PA
USD
11124.64000000
0.000304318449
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/35 #830779
31407G6Q6
566.59560000
PA
USD
591.60000000
0.000016183426
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/47#BM1277
3140J5M30
190601.42360000
PA
USD
179246.57000000
0.004903353121
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2048#Q54192
3132XWUS8
13799.53350000
PA
USD
12981.03000000
0.000355100652
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2048#Q54900
3132XXNS4
105953.76180000
PA
USD
96108.37000000
0.002629078347
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 06/20/2046#AR3124
36192XPH6
9797.98230000
PA
USD
8993.51000000
0.000246020637
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2046#BM4548
3140J9BS9
170396.65710000
PA
USD
165635.45000000
0.004531016135
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 07/01/2042#AB5542
31417CEQ4
23789.98160000
PA
USD
21274.19000000
0.000581962968
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
0.03000000
N
N
N
N
N
N
ISRAEL, STATE OF
213800T8ZHTFZIBYPE21
ISRAEL STATE OF 5.5% 04/26/2024
46513EJX1
4828000.00000000
PA
USD
4804777.32000000
0.131436377678
Long
DBT
NUSS
IL
N
2
2024-04-26
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 9/39 #710839
36297FV82
11412.14410000
PA
USD
11092.00000000
0.000303425570
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2002-74 FV SOFR30A+56.448 11/32
31392FRJ8
20058.35820000
PA
USD
20008.22000000
0.000547331912
Long
ABS-CBDO
USGSE
US
N
2
2032-11-25
Variable
0.05852060
N
N
N
N
N
N
FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES
N/A
FNS 351 12 5.5% 4/34
3136FCJB3
2044.77290000
PA
USD
339.88000000
0.000009297537
Long
ABS-CBDO
USGSE
US
N
2
2034-04-25
Variable
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/31 #520104
36211QX97
152.59820000
PA
USD
156.82000000
0.000004289866
Long
ABS-MBS
USGA
US
N
2
2031-05-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 05/01/2034#C91764
3128P75Z2
72927.78330000
PA
USD
69253.91000000
0.001894465125
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 02/01/2052#QD7359
3133B5E81
384746.20100000
PA
USD
306516.10000000
0.008384855988
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 01/01/2048#CA0983
3140Q8CV5
6713.88540000
PA
USD
6481.91000000
0.000177314933
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2045#BC0997
3140EVDB0
8454.24100000
PA
USD
7955.87000000
0.000217635628
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 01/15/2047#AX5831
36196HPQ7
12062.17050000
PA
USD
11359.40000000
0.000310740392
Long
ABS-MBS
USGA
US
N
2
2047-01-15
Fixed
0.04000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 05/15/2049
912810SH2
4458100.00000000
PA
USD
3455549.94000000
0.094527786982
Long
DBT
UST
US
N
2
2049-05-15
Fixed
0.02875000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #466842
36209BS74
27.00390000
PA
USD
27.41000000
0.000000749810
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 04/01/2044#AV7161
3138XJ5X1
14551.16910000
PA
USD
13761.60000000
0.000376453420
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/39 #692706
36296JR31
6905.21280000
PA
USD
6710.55000000
0.000183569461
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3832 PE 5% 3/41
3137A7WV8
82780.98130000
PA
USD
82452.85000000
0.002255526783
Long
ABS-CBDO
USGSE
US
N
2
2041-03-15
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038
3137FFWL7
17473164.45200000
PA
USD
16138242.64000000
0.441467317511
Long
ABS-CBDO
USGSE
US
N
2
2038-08-15
Fixed
0.01000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 3/28 #251570
31371GMT4
101.66330000
PA
USD
104.26000000
0.000002852069
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 4/42 #C03856
31292LH99
98359.32500000
PA
USD
93339.40000000
0.002553332197
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 12/01/2040#MA4204
31418DU67
17594.90000000
PA
USD
14699.15000000
0.000402100430
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 10/01/2051#RA6010
3133KMVB8
4191929.57800000
PA
USD
3780788.90000000
0.103424813407
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.91% 3/36 #865849
31409A5J4
62990.91050000
PA
USD
63276.45000000
0.001730949600
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Variable
0.03940000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 9/42 #AP5129
3138M8VX8
19682.72130000
PA
USD
18080.84000000
0.000494607753
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 8/28 #464767
36208YJL4
42.33900000
PA
USD
43.41000000
0.000001187495
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 06/01/2035#FM3591
3140X67D7
15239415.07200000
PA
USD
13472218.97000000
0.368537300020
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 05/01/2045#G61807
31335CAG9
80903.71180000
PA
USD
76807.99000000
0.002101109647
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 02/35#BO9279
3140K5JZ1
109665.09400000
PA
USD
99566.56000000
0.002723678354
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 12/23 #780657
36225AWS5
1.92300000
PA
USD
1.92000000
0.000000052522
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
0.08000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/32 #545759
31385JJC3
34018.57100000
PA
USD
34981.81000000
0.000956939746
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 12/01/2051#QD3432
3133B0Y56
1226339.10140000
PA
USD
981970.68000000
0.026862154179
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 4/1/43 #AB8881
31417F2P2
24568.97580000
PA
USD
21922.21000000
0.000599689783
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 10/01/2052#CB4893
3140QQNK7
5831787.30800000
PA
USD
5692810.57000000
0.155728840339
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2947 XZ 6% 3/35
31395RA81
38442.52370000
PA
USD
39148.56000000
0.001070922661
Long
ABS-CBDO
USGSE
US
N
2
2035-03-15
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/30 #567034
31386L4T6
2556.38840000
PA
USD
2614.45000000
0.000071519201
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 1.5% 03/01/2051#QC0226
3133AJHB2
538378.24000000
PA
USD
406364.56000000
0.011116245816
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 05/01/2041#SC0167
3132D9FG4
10629554.22000000
PA
USD
9181818.50000000
0.251171882434
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 10/39 #AC0435
31417JPV6
2949.38910000
PA
USD
2867.46000000
0.000078440379
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 12/01/2032#SB0030
3132CWA79
114635.98020000
PA
USD
108331.61000000
0.002963449387
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3119 PO 0 2/36
31396HSG5
21061.16820000
PA
USD
16651.83000000
0.000455516680
Long
ABS-CBDO
USGSE
US
N
2
2036-02-15
Fixed
0.00000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 11/01/2032#ZS8675
3132A9T80
12828.25480000
PA
USD
11811.32000000
0.000323102823
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 12/01/2050#BQ8507
3140KUNZ1
47529.71200000
PA
USD
41616.39000000
0.001138431021
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.65% 7/37 #942609
31413DVA2
4213.90030000
PA
USD
4284.90000000
0.000117214950
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Variable
0.05771000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 9/42 #AL2537
3138EJZB7
39932.60700000
PA
USD
36679.96000000
0.001003393238
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 10/01/2053 #TBA
21H0306A7
19750000.00000000
PA
USD
17377624.08000000
0.475371033789
Long
ABS-MBS
USGA
US
N
2
2053-10-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 11/01/2032#BJ3109
3140H4N34
11105.70530000
PA
USD
10225.33000000
0.000279717507
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 07/01/2045#Q34759
3132QRJD3
22630.42450000
PA
USD
20088.69000000
0.000549533197
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2043#AT3998
3138WRNQ9
2075.74830000
PA
USD
1900.11000000
0.000051978178
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H17 FA TSFR1M+64.448 6/61
38375BML3
434276.63280000
PA
USD
432375.11000000
0.011827773582
Long
ABS-CBDO
USGA
US
N
2
2061-06-20
Variable
0.05785260
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 10/39 #G08368
3128MJMS6
29691.84670000
PA
USD
28902.47000000
0.000790637257
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 05/01/2043#Q18481
3132J92P2
15319.44220000
PA
USD
14506.87000000
0.000396840543
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 10/01/2031#AS8010
3138WH3U4
52844.38380000
PA
USD
49064.18000000
0.001342167943
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 6.29% 3/36 #1G1852
3128QSBV7
3055.47560000
PA
USD
3055.39000000
0.000083581270
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Variable
0.03824000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 2/44 #AG9361
36182EMJ9
14255.57550000
PA
USD
13155.62000000
0.000359876623
Long
ABS-MBS
USGA
US
N
2
2044-02-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 08/01/2039#FM1353
3140X4QF6
72040.63710000
PA
USD
70384.52000000
0.001925393361
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 2012-149 DA 1.75% 01/25/2043
3136AA4A0
312218.00860000
PA
USD
280412.27000000
0.007670776514
Long
ABS-CBDO
USGSE
US
N
2
2043-01-25
Fixed
0.01750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/29 #252805
31371HYA0
40.21530000
PA
USD
41.37000000
0.000001131690
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.5% 11/31 #003161
36202DQN4
211.39590000
PA
USD
216.24000000
0.000005915321
Long
ABS-MBS
USGA
US
N
2
2031-11-20
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 10/01/2031#MA2775
31418CCM4
13611.67450000
PA
USD
12631.40000000
0.000345536400
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 8/40 #737311
3620ARDQ1
6647.63800000
PA
USD
6611.82000000
0.000180868667
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 05/15/2024
91282CCC3
4258000.00000000
PA
USD
4105809.75000000
0.112315873356
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.00250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 5/41 #Q00753
3132GDZS4
7095.69940000
PA
USD
6907.15000000
0.000188947523
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2045#Q30829
3132QL4P5
4443.61610000
PA
USD
4320.58000000
0.000118190989
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 05/15/2043#AD0745
36180BZJ3
3976.41100000
PA
USD
3577.10000000
0.000097852831
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
GNMA 6.50% 9/34 #574764
36200WQR5
858.09020000
PA
USD
881.47000000
0.000024112922
Long
ABS-MBS
USGA
US
N
2
2034-09-15
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/31 #622547
31389DTC1
509.28420000
PA
USD
527.67000000
0.000014434598
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 06/01/2035#BP5637
3140KDHP8
37791996.20400000
PA
USD
33409553.18000000
0.913930106930
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 9/41 #Q03358
3132GJMF3
14703.88220000
PA
USD
13957.35000000
0.000381808230
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 7/41 #AL0913
3138EHAP7
35582.07440000
PA
USD
36657.92000000
0.001002790326
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2002-75 FA SOFR30A+111.448 11/32
31392FMU8
18028.25980000
PA
USD
18059.65000000
0.000494028093
Long
ABS-CBDO
USGSE
US
N
2
2032-11-25
Variable
0.06402060
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2051#RA6302
3133KNAB9
1860181.52110000
PA
USD
1490672.09000000
0.040777860609
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/28 #251822
31371GVP2
114.43900000
PA
USD
117.53000000
0.000003215074
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q20358
3132JMMF3
7085.65730000
PA
USD
6701.64000000
0.000183325725
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/51#BQ1010
3140KLDQ2
150523.03420000
PA
USD
121046.24000000
0.003311262574
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 2/40 #737007
3620AQYC1
7727.50430000
PA
USD
7509.54000000
0.000205426114
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 05/31/2029
91282CES6
18900000.00000000
PA
USD
17458875.00000000
0.477593681354
Long
DBT
UST
US
N
2
2029-05-31
Fixed
0.02750000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2015-H13 FL TSFR1M+39.448 05/63
38376RCN4
30652.32070000
PA
USD
28560.80000000
0.000781290754
Long
ABS-CBDO
USGA
US
N
2
2063-05-20
Variable
0.04909620
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2003-21 SK SOFR30A+798.552 3/33
31392JY37
1200.67620000
PA
USD
128.24000000
0.000003508050
Long
ABS-CBDO
USGSE
US
N
2
2033-03-25
Variable
0.02697940
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2045#Q33347
3132QPWH3
9327.38630000
PA
USD
8527.71000000
0.000233278513
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 6/24 #389975
36205GFQ9
10.64440000
PA
USD
10.64000000
0.000000291060
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
GNMA 7.50% 8/27 #455273
36208MXA8
42.21760000
PA
USD
42.91000000
0.000001173818
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
FNMA 7.00% 1/27 #256630
31371NA70
600.52150000
PA
USD
604.95000000
0.000016548620
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 03/01/2043#AR9089
3138W7C36
38891.89240000
PA
USD
34722.96000000
0.000949858813
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2040#V81750
3132L65K3
76127.13210000
PA
USD
69600.44000000
0.001903944576
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 02/01/2041#
31418DW65
18862.39200000
PA
USD
15758.04000000
0.000431066740
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050
3137H4N30
7020572.50500000
PA
USD
6012133.96000000
0.164464044261
Long
ABS-CBDO
USGSE
US
N
2
2050-04-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 4.5% 12/25/2048
3136BNB47
15071461.06000000
PA
USD
14468460.95000000
0.395789850642
Long
ABS-CBDO
USGSE
US
N
2
2048-12-25
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 01/01/2042#RB5142
3133KYWB1
3136303.90900000
PA
USD
2690520.33000000
0.073600132262
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/28 #251410
31371GGT1
62.37160000
PA
USD
63.66000000
0.000001741441
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2050#CA6009
3140QDVB7
66857.07760000
PA
USD
60174.44000000
0.001646093022
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/28 #456151
36208NWL3
74.03060000
PA
USD
74.53000000
0.000002038794
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 02/28/2026
9128286F2
68418300.00000000
PA
USD
64957295.98000000
1.776929734470
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 02/34#G30703
3132J4AD1
675677.26330000
PA
USD
641638.74000000
0.017552253964
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/01/2032#BM5109
3140J9VB4
1444394.42300000
PA
USD
1364495.72000000
0.037326261520
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2047#CA0324
3140Q7LE5
36421.77100000
PA
USD
35174.74000000
0.000962217414
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE7376
31419JFS2
6817.49110000
PA
USD
6464.82000000
0.000176847430
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 01/01/2048#BJ6169
3140H72B2
3468.99680000
PA
USD
3249.33000000
0.000088886567
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/01/2046#Q40085
3132WDCX0
84965.66830000
PA
USD
77575.01000000
0.002122091750
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 6/41 #Q01208
3132GEKV1
4907.09240000
PA
USD
4775.05000000
0.000130623176
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 01/01/2052#FS0288
3140XFKA8
1922545.79240000
PA
USD
1539446.63000000
0.042112105348
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 08/01/2032#
31283HS89
1155.06160000
PA
USD
1189.37000000
0.000032535635
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.06500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.375% 05/15/2033
91282CHC8
14050000.00000000
PA
USD
13235539.06000000
0.362062837632
Long
DBT
UST
US
N
2
2033-05-15
Fixed
0.03375000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 7/40 #739706
3620ATYB7
4065.61940000
PA
USD
4043.71000000
0.000110617112
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE7679
31419JQ92
18169.73630000
PA
USD
17223.40000000
0.000471152179
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 12/01/2030#ZS8591
3132A9RL3
289980.78100000
PA
USD
274438.30000000
0.007507356459
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 7/39 #931506
31412P3P4
7128.89790000
PA
USD
6930.45000000
0.000189584903
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.898% 5/35 #995272
31416BT57
2665.34930000
PA
USD
2684.83000000
0.000073444471
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
0.04537000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2047#BE8819
3140FUYR3
172849.05440000
PA
USD
162497.76000000
0.004445183518
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 10/01/2033#
31296PYK2
2224.45970000
PA
USD
2208.91000000
0.000060425511
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 10/40 #A94662
312943FB4
8034.95660000
PA
USD
7822.34000000
0.000213982868
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04500000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039
880591EH1
2235000.00000000
PA
USD
2297480.12000000
0.062848378738
Long
DBT
USGSE
US
N
2
2039-09-15
Fixed
0.05250000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 2017-74 SH SOFR30A+608.552 10/25/2047
3136AX5D3
596594.12250000
PA
USD
62315.33000000
0.001704657823
Long
ABS-CBDO
USGSE
US
N
2
2047-10-25
Variable
0.00797940
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 5/40 #741269
3620AVQW5
1366.39250000
PA
USD
1327.76000000
0.000036321342
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/28 #413862
31379AWX9
221.95430000
PA
USD
225.46000000
0.000006167537
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H05 FA TSFR1M+61.448 12/60
38375BKD3
364987.64510000
PA
USD
363248.95000000
0.009936803103
Long
ABS-CBDO
USGA
US
N
2
2060-12-20
Variable
0.05755260
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 06/01/2053#CB6642
3140QSLY5
1144294.67300000
PA
USD
1143553.40000000
0.031282306456
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2048#G67716
3132XCSD8
187064.27810000
PA
USD
181066.38000000
0.004953134666
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 11/01/2036#SB0572
3132CWT53
2942640.49700000
PA
USD
2593129.25000000
0.070935964931
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 11/01/2034#FS1799
3140XG7M5
589897.71200000
PA
USD
558888.85000000
0.015288601547
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.00% 11/31 #003160
36202DQM6
1228.55880000
PA
USD
1245.83000000
0.000034080118
Long
ABS-MBS
USGA
US
N
2
2031-11-20
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2002-63 FN SOFR30A+111.448 10/32
31392ED23
1266.81490000
PA
USD
1269.00000000
0.000034713942
Long
ABS-CBDO
USGSE
US
N
2
2032-10-25
Variable
0.06402060
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2008-83 FB TSFR1M+101.448 9/38
38375YFB3
427859.17710000
PA
USD
427771.81000000
0.011701848688
Long
ABS-CBDO
USGA
US
N
2
2038-09-20
Variable
0.06328460
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/01/2051#CB2446
3140QMWG5
125923.04610000
PA
USD
112943.01000000
0.003089595860
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.859% 11/25/2028
3137FKSH0
4017000.00000000
PA
USD
3847101.39000000
0.105238814951
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Fixed
0.03859000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2010-150 ZC 4.75% 01/41
31397QAV0
151141.41120000
PA
USD
147721.35000000
0.004040969613
Long
ABS-CBDO
USGSE
US
N
2
2041-01-25
Fixed
0.04750000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN 2014 SER 4314 A1 5% 03/15/2034
3137B9ED3
4468.32880000
PA
USD
112.89000000
0.000003088145
Long
ABS-CBDO
USGSE
US
N
2
2034-03-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 05/20/2046#AT1323
36193YPG5
9708.41340000
PA
USD
8911.30000000
0.000243771753
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 5/40 #004696
36202FGD2
5624.23010000
PA
USD
5507.14000000
0.000150649756
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 04/30/2029
91282CEM9
7778200.00000000
PA
USD
7239498.90000000
0.198039044944
Long
DBT
UST
US
N
2
2029-04-30
Fixed
0.02875000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 10/31/2024
91282CFQ9
35300000.00000000
PA
USD
34934589.93000000
0.955648024931
Long
DBT
UST
US
N
2
2024-10-31
Fixed
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2052#
31418EAQ3
163660.22200000
PA
USD
146409.26000000
0.004005076928
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.03500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM TSFR1M+60 08/20/2063
38375B5Q1
112820.93420000
PA
USD
112752.26000000
0.003084377827
Long
ABS-CBDO
USGA
US
N
2
2063-08-20
Variable
0.05855260
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AB7273
31417ECK5
9308.45890000
PA
USD
8312.73000000
0.000227397660
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 10/01/2045#Q37045
3132QTZK5
9134.80440000
PA
USD
8607.25000000
0.000235454358
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AR0530
3138NWSU4
8265.84260000
PA
USD
7375.55000000
0.000201760770
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #AE0746
31419AZL4
82060.16510000
PA
USD
84469.98000000
0.002310706085
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 08/01/2043#Q20707
3132JMYC7
11601.24120000
PA
USD
11000.13000000
0.000300912434
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/42#AP5393
3138M87F4
14056.80390000
PA
USD
12934.47000000
0.000353826987
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2052#BV2623
3140MF4H3
476539.05200000
PA
USD
451846.37000000
0.012360416765
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 11/15/2032
91282CFV8
12312000.00000000
PA
USD
12306228.75000000
0.336641226442
Long
DBT
UST
US
N
2
2032-11-15
Fixed
0.04125000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 4/41 #734392
3620AM2Z4
7157.57250000
PA
USD
7119.89000000
0.000194767101
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2048#CA2631
3140Q94R1
64156.60580000
PA
USD
59751.13000000
0.001634513228
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 1/40 #AD0732
31418MY63
15987.46400000
PA
USD
16477.92000000
0.000450759311
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/40 #682568
36295WJM0
22130.16360000
PA
USD
21049.80000000
0.000575824700
Long
ABS-MBS
USGA
US
N
2
2040-10-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2042#Q13654
3132HQBX9
7343.30430000
PA
USD
6952.67000000
0.000190192739
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 01/01/2032#
31287NUQ9
446.62500000
PA
USD
452.72000000
0.000012384315
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/1/42 #AL3046
3138EKL45
46358.31910000
PA
USD
41474.09000000
0.001134538355
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 11/01/2041#MA4475
31418D6M9
2103176.29000000
PA
USD
1810153.15000000
0.049517377650
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5.5% 10/15/2033
31394KF41
19918.97820000
PA
USD
19819.77000000
0.000542176796
Long
ABS-CBDO
USGSE
US
N
2
2033-10-15
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 07/01/2041#CB1074
3140QLFQ4
1836514.57200000
PA
USD
1588104.67000000
0.043443163188
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 10/15/2040#705890
36297AF73
20910.34710000
PA
USD
19887.41000000
0.000544027112
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
GNMA 4.50% 2/40 #678655
36295R5Q7
9670.20660000
PA
USD
9397.30000000
0.000257066454
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 4/32 #C01343
31292HP40
302.03870000
PA
USD
311.01000000
0.000008507788
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
0.06500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048
3136BG6Y2
1418344.53700000
PA
USD
1159995.63000000
0.031732089455
Long
ABS-CBDO
USGSE
US
N
2
2048-01-25
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.264% 08/01/2041#AL6552
3138EPH64
53181.80050000
PA
USD
52790.83000000
0.001444111767
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Variable
0.05279000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.893% 10/35 #847787
31408C2U9
5657.54770000
PA
USD
5682.91000000
0.000155458006
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Variable
0.03932000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2587 AD 4.71 3/33
31393N5L9
397271.84370000
PA
USD
392712.35000000
0.010742784798
Long
ABS-CBDO
USGSE
US
N
2
2033-03-15
Fixed
0.04710000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 1.5% 03/01/2041#RB5104
3133KYU56
1910813.65900000
PA
USD
1539005.24000000
0.042100030969
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 09/01/2052#CB4682
3140QQFY6
1578950.28800000
PA
USD
1541322.48000000
0.042163419886
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5.5% 02/15/2035
31395MRB7
73981.63020000
PA
USD
74913.47000000
0.002049284385
Long
ABS-CBDO
USGSE
US
N
2
2035-02-15
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 09/01/2043#AL5059
3138EMTR2
78034.45670000
PA
USD
69633.34000000
0.001904844567
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 1/36 #745154
31403CZT1
850.88800000
PA
USD
871.94000000
0.000023852226
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 07/01/2031#V61246
3132KFL34
72954.06680000
PA
USD
67919.21000000
0.001857953936
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
0.02500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2012-H07 FA TSFR1M+74.448 3/20/62
38375BQA3
643253.77950000
PA
USD
640402.04000000
0.017518423600
Long
ABS-CBDO
USGA
US
N
2
2062-03-20
Variable
0.05885260
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5% 04/48#784805
3622AAGN8
367659.03940000
PA
USD
366584.52000000
0.010028048796
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 5.5% 08/25/2035
31394EWW4
73173.21100000
PA
USD
72863.01000000
0.001993193328
Long
ABS-CBDO
USGSE
US
N
2
2035-08-25
Fixed
0.05500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2010-H18 AF TSFR1M+41.448 9/60
38375BER9
953820.30120000
PA
USD
946337.10000000
0.025887385034
Long
ABS-CBDO
USGA
US
N
2
2060-09-20
Variable
0.05555260
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 11/01/2041#FS0106
3140XFDL2
5278900.04600000
PA
USD
4400205.49000000
0.120369172623
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 04/15/2043#AA6309
36178EAJ8
17493.92350000
PA
USD
16159.21000000
0.000442040887
Long
ABS-MBS
USGA
US
N
2
2043-04-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 11/39 #678648
36295R5H7
12183.38550000
PA
USD
11843.22000000
0.000323975458
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 2/28 #251500
31371GKM1
13.35560000
PA
USD
13.54000000
0.000000370391
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/28 #313947
31374GWG8
13.35550000
PA
USD
13.74000000
0.000000375862
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 06/47#BH4269
3140GSW73
10511.94510000
PA
USD
9882.42000000
0.000270337083
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 03/01/2048#BJ9357
3140HBMF2
30212.82390000
PA
USD
28280.75000000
0.000773629887
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 01/01/2035#FM2286
3140X5RG0
542139.92280000
PA
USD
504270.58000000
0.013794499513
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 7/40 #A93142
312941P35
9437.01200000
PA
USD
9186.17000000
0.000251290919
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.0% 08/45#AS5634
3138WFHL3
34322.20760000
PA
USD
30363.12000000
0.000830593853
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 8/39 #722204
3620A8KR3
6623.90100000
PA
USD
6436.97000000
0.000176085583
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
GNMA 7.00% 9/31 #468613
36209DSA3
152.67210000
PA
USD
157.13000000
0.000004298346
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 02/01/2033#ZS8686
3132A9UK1
42733.07860000
PA
USD
40135.37000000
0.001097917197
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.417% 12/01/2040#848392
31300LKD6
29029.85120000
PA
USD
29344.85000000
0.000802738718
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Variable
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/32 #578193
36201BKE5
679.84080000
PA
USD
689.83000000
0.000018870542
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 12/01/2051#SD8184
3132DWCV3
514307.33490000
PA
USD
443891.87000000
0.012142818613
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2010-139 NI 4.5% 2/40
31398SVQ3
169108.72290000
PA
USD
2335.88000000
0.000063898820
Long
ABS-CBDO
USGSE
US
N
2
2040-02-25
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES
N/A
FNS 339 5 5.5% 8/33
3136FAZ78
4563.63140000
PA
USD
728.42000000
0.000019926185
Long
ABS-CBDO
USGSE
US
N
2
2033-07-25
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.0% 8/45#AZ5626
3138YXHC2
40812.82250000
PA
USD
38457.97000000
0.001052031329
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.04000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 08/15/2051
912810SZ2
96662000.00000000
PA
USD
61369042.18000000
1.678771786608
Long
DBT
UST
US
N
2
2051-08-15
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2357 ZB 6.5% 9/31
3133TUUS5
30048.97840000
PA
USD
30439.21000000
0.000832675321
Long
ABS-CBDO
USGSE
US
N
2
2031-09-15
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 05/01/2051#SD7540
3132DVLV5
831653.33880000
PA
USD
697851.46000000
0.019089972739
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHR 2101 PD 6% 11/28
3133TGPD5
3112.60460000
PA
USD
3121.52000000
0.000085390280
Long
ABS-CBDO
USGSE
US
N
2
2028-11-15
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2052#MA4656
31418EE63
433111.12800000
PA
USD
411074.78000000
0.011245095545
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 2/41 #AE6390
31419HC42
101194.09140000
PA
USD
96019.24000000
0.002626640165
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 01/01/2043#Q15247
3132J6HZ0
12707.59770000
PA
USD
11307.00000000
0.000309306971
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 12/01/2044#Q30263
3132QLJH7
7700.19620000
PA
USD
7470.15000000
0.000204348587
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 12/15/2025
91282CGA3
23900000.00000000
PA
USD
23513492.07000000
0.643219866068
Long
DBT
UST
US
N
2
2025-12-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/48#G61343
31335BP42
151736.92390000
PA
USD
142594.53000000
0.003900723644
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 4/41 #Q00114
3132GDDT6
8213.49330000
PA
USD
7992.97000000
0.000218650512
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 11/01/2052#FS3295
3140XJUV3
1494623.82900000
PA
USD
1458071.46000000
0.039886058881
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/01/2041#Q01212
3132GEKZ2
2548.73180000
PA
USD
2481.35000000
0.000067878204
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 12/40 #AE9416
31419LPA5
2147.68030000
PA
USD
2034.07000000
0.000055642702
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE9771
31419L2D4
14395.13770000
PA
USD
13645.63000000
0.000373281019
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 03/01/2046#BC2555
3140EWZV0
25056.47670000
PA
USD
23548.11000000
0.000644166851
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 5.5% 09/01/2053 #TBA
01F052698
-4500000.00000000
PA
USD
-4445156.25000000
-0.12159881651
Short
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 6.50% 7/27 #256821
31371NG66
5327.97890000
PA
USD
5353.52000000
0.000146447427
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.06500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 3/28 #456712
36208PKZ0
1651.54670000
PA
USD
1686.90000000
0.000046145744
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 6/40 #G05898
3128M73F1
10042.22170000
PA
USD
10042.45000000
0.000274714760
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 09/01/2053 #TBA
21H030690
53750000.00000000
PA
USD
47262036.38000000
1.292869669037
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 11/31 #C01258
31292HMF8
604.88650000
PA
USD
613.56000000
0.000016784150
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2043#Q15107
3132J6DM3
6850.84510000
PA
USD
6482.51000000
0.000177331346
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 08/01/2034#C91782
3128P76T5
119656.47600000
PA
USD
113329.41000000
0.003100165968
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 12/37 #A69706
3128L1YB0
8883.35130000
PA
USD
9173.96000000
0.000250956910
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2046#AL9515
3138ERSD3
163684.18290000
PA
USD
149254.24000000
0.004082902359
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 06/30/2030
91282CHJ3
37950000.00000000
PA
USD
36924164.06000000
1.010073526750
Long
DBT
UST
US
N
2
2030-06-30
Fixed
0.03750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 01/01/2039#K94441
3132LQZE0
18887.39160000
PA
USD
18079.90000000
0.000494582039
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2045#Q33724
3132QQD66
20470.29780000
PA
USD
18747.28000000
0.000512838454
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2011-68 EC 3.5% 4/20/41
38377VW93
48354.48390000
PA
USD
46215.70000000
0.001264246768
Long
ABS-CBDO
USGA
US
N
2
2041-04-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 07/15/2045#AN5744
36186NLZ0
10951.24090000
PA
USD
10330.31000000
0.000282589272
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 02/01/2035#FM6733
3140XAPT3
986038.29400000
PA
USD
915024.60000000
0.025030820556
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 6/40 #A92350
312940TF6
7231.70990000
PA
USD
7232.33000000
0.000197842937
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/31 #604620
31388GVM0
45.65220000
PA
USD
47.36000000
0.000001295549
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4% 01/15/2041
3137ADSL2
12284952.31660000
PA
USD
11657820.24000000
0.318903783032
Long
ABS-CBDO
USGSE
US
N
2
2041-01-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2047#AS9990
3138WLC43
31198.74640000
PA
USD
30130.55000000
0.000824231818
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 06/15/2043#AC2222
36179BPF5
4455.96030000
PA
USD
4007.53000000
0.000109627396
Long
ABS-MBS
USGA
US
N
2
2043-06-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.228% 7/41#AI3469
3138AG2B3
33126.55320000
PA
USD
33622.34000000
0.000919750965
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Variable
0.06050000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/39 #720064
3620A55Z8
7149.08400000
PA
USD
6946.89000000
0.000190034625
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2% 03/01/2041#SC0136
3132D9EH3
1188242.02600000
PA
USD
999366.08000000
0.027338011479
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 7.00% 9/26 #G30299
3128CUKL9
1191.80150000
PA
USD
1200.68000000
0.000032845024
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 06/15/2043#AE4598
36180XDB6
5478.06360000
PA
USD
5050.56000000
0.000138159849
Long
ABS-MBS
USGA
US
N
2
2043-06-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2042#AQ3314
3138MJVG1
13724.69560000
PA
USD
13327.69000000
0.000364583659
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 01/15/2047#AX5857
36196HQJ2
13768.17420000
PA
USD
12966.01000000
0.000354689775
Long
ABS-MBS
USGA
US
N
2
2047-01-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 03/01/2052#CB3174
3140QNQ47
5764474.94490000
PA
USD
5162622.26000000
0.141225352183
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 2/41 #AH4471
3138A56H0
5055.72790000
PA
USD
4796.37000000
0.000131206392
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2047#AL9776
3138ER2J8
536500.47830000
PA
USD
488198.16000000
0.013354832797
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR0739
3138NWZD4
13580.51480000
PA
USD
12106.61000000
0.000331180585
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 9/27 #448957
36208EWS8
28.45660000
PA
USD
28.96000000
0.000000792211
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
GNMA 30YR 3.0% 02/15/2045#777576
36176VT94
24027.28330000
PA
USD
21593.18000000
0.000590689052
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/40#V81744
3132L65D9
36365.81250000
PA
USD
33248.02000000
0.000909511309
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 10/01/2045#AL7413
3138EQGX4
16898.27010000
PA
USD
15933.82000000
0.000435875264
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2042#Q13121
3132HPPE8
24230.51500000
PA
USD
22975.00000000
0.000628489225
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #475908
36209MU93
105.68250000
PA
USD
107.03000000
0.000002927843
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
GNMA 30YR 4.5% 09/15/2039#713871
36297KCG4
5561.47980000
PA
USD
5405.46000000
0.000147868264
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
GNMA 5.00% 3/41 #738106
3620ASAF6
3972.24540000
PA
USD
3951.44000000
0.000108093034
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5176 AG 2% 01/25/2047
3137H4DC1
5331566.21400000
PA
USD
4543718.54000000
0.124295022706
Long
ABS-CBDO
USGSE
US
N
2
2047-01-25
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 7/40 #004923
36202FPG5
22541.37360000
PA
USD
22080.27000000
0.000604013571
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q19606
3132JBDL4
9987.74810000
PA
USD
9462.53000000
0.000258850844
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 07/01/2050#RA2976
3133KJJV5
1655659.01520000
PA
USD
1390320.45000000
0.038032706115
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2033#727029
31402EVW5
678.75020000
PA
USD
661.26000000
0.000018089000
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 11/39 #935695
31412U7G9
4609.33230000
PA
USD
4481.31000000
0.000122587815
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 08/01/2045#AZ2035
3138YTHM9
16073.56120000
PA
USD
15146.14000000
0.000414327999
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 3/36 #888342
31410F5B7
9697.95010000
PA
USD
9884.28000000
0.000270387964
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 11/01/2042#AQ2171
3138MHMV2
12268.96560000
PA
USD
10957.68000000
0.000299751199
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2013-133 IB 3% 04/32
3136AHQ94
18647.04770000
PA
USD
439.17000000
0.000012013650
Long
ABS-CBDO
USGSE
US
N
2
2032-04-25
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 02/01/2052#
3133B3Q42
145851.72390000
PA
USD
130714.91000000
0.003575752451
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 06/15/2045#AN5671
36186NJQ3
4028.55730000
PA
USD
3800.14000000
0.000103954169
Long
ABS-MBS
USGA
US
N
2
2045-06-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 01/01/2028#FS3867
3140XKJM3
1304814.69100000
PA
USD
1243625.41000000
0.034019811573
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 09/01/2033#
31283HX75
6886.88660000
PA
USD
7010.24000000
0.000191767586
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3366 FD SOFR30A+36.448 5/37
31397KMB4
23047.71830000
PA
USD
22333.03000000
0.000610927909
Long
ABS-CBDO
USGSE
US
N
2
2037-05-15
Variable
0.05552990
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/29 #520559
31384DJC7
307.02060000
PA
USD
318.85000000
0.000008722254
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/41 #778681
36176W2N0
10603.54460000
PA
USD
10063.95000000
0.000275302900
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2051#CB2348
3140QMTE4
3672421.64990000
PA
USD
2953254.62000000
0.080787321401
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 12/35 #AD0723
31418MYV8
119635.62530000
PA
USD
123193.13000000
0.003369991507
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/01/2047#Q48759
3132WNWV0
167649.57310000
PA
USD
162169.39000000
0.004436200841
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 03/01/2043#AT0162
3138WMFC0
6861.15110000
PA
USD
5887.99000000
0.000161068042
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE7382
31419JFY9
7784.50860000
PA
USD
7408.67000000
0.000202666780
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 01/01/43#AQ1113
3138MGGX7
28000.19420000
PA
USD
25145.36000000
0.000687860188
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2051#RA6299
3133KM7L3
66841.46700000
PA
USD
53334.20000000
0.001458975845
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 6/41 #005082
36202FUF1
130072.50610000
PA
USD
127425.76000000
0.003485776593
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q19690
3132JBF81
21081.22900000
PA
USD
19974.74000000
0.000546416055
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.543% 01/44#AV5544
3138XHES6
56751.29790000
PA
USD
57352.43000000
0.001568895944
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Variable
0.03830000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 6.50% 5/27 #256738
31371NEK7
17420.47910000
PA
USD
17475.51000000
0.000478048737
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#FM9865
3140XD6B7
24675311.25500000
PA
USD
20620562.94000000
0.564082769715
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 11/01/2032#C73584
31288B6V0
5190.35370000
PA
USD
5269.61000000
0.000144152039
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 06/46#AS7008
36193SYD5
9363.42020000
PA
USD
8594.63000000
0.000235109133
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 6.50% 2/27 #256628
31371NA54
9542.36280000
PA
USD
9564.92000000
0.000261651759
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
0.06500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/31 #474767
36209LMQ6
28.28870000
PA
USD
29.04000000
0.000000794399
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 9/33 #C01622
31292HYT5
3000.51780000
PA
USD
2978.54000000
0.000081479011
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/26 #339193
31375MXW8
25.29140000
PA
USD
26.02000000
0.000000711786
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 01/01/2030#SB0800
3132CW3H5
7687709.02300000
PA
USD
7220407.79000000
0.197516800899
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.5% 11/30/2024
91282CFX4
77700000.00000000
PA
USD
77001913.67000000
2.106414498126
Long
DBT
UST
US
N
2
2024-11-30
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 12/01/2052#MA4842
31418ELY4
10057282.06100000
PA
USD
9943908.33000000
0.272019118435
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNR 2006-62 KP PO 0% 4/36
31395N6X0
8679.75410000
PA
USD
7013.76000000
0.000191863877
Long
ABS-CBDO
USGSE
US
N
2
2036-04-25
Fixed
0.00000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 8/27 #451362
36208HMK9
11.39110000
PA
USD
11.58000000
0.000000316774
Long
ABS-MBS
USGA
US
N
2
2027-08-15
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 05/01/2040#
312940LA5
2342.32590000
PA
USD
2340.05000000
0.000064012892
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5.0% 04/15/2041
3137A9MV5
2816143.68980000
PA
USD
2800589.85000000
0.076611122791
Long
ABS-CBDO
USGSE
US
N
2
2041-04-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 09/01/2031#BD6126
3140FDYY6
119666.66730000
PA
USD
110996.76000000
0.003036355505
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2040
3137BJGM9
61501.22610000
PA
USD
59459.03000000
0.001626522729
Long
ABS-CBDO
USGSE
US
N
2
2040-12-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 10/01/2052#RA7615
3133KPN87
3603927.12300000
PA
USD
3567805.68000000
0.097598582329
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2040#V81771
3132L66G1
12536.16010000
PA
USD
11461.38000000
0.000313530091
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2044#Q24546
3132M4WF8
9987.80690000
PA
USD
9460.93000000
0.000258807075
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 4/1/43 #AT0648
3138WMWJ6
72661.18020000
PA
USD
66689.35000000
0.001824310682
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 3% 04/20/2047
38380UVE0
249936.07720000
PA
USD
227193.44000000
0.006214956656
Long
ABS-CBDO
USGA
US
N
2
2047-04-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2048#MA3307
31418CU93
28489.90290000
PA
USD
27496.64000000
0.000752180282
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 01/01/2035#FM2349
3140X5TF0
1446179.57840000
PA
USD
1345161.62000000
0.036797370398
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2051#FM9411
3140XDN51
153477.77500000
PA
USD
122463.12000000
0.003350021826
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNR 1996-28 PK 6.5% 7/25
31359KKK2
135.43780000
PA
USD
135.08000000
0.000003695161
Long
ABS-CBDO
USGSE
US
N
2
2025-07-25
Fixed
0.06500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/41 #552550
36213EZP4
7048.34250000
PA
USD
6692.77000000
0.000183083083
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 1.5% 02/01/2051#SD8127
3132DWA45
16596436.89100000
PA
USD
12542446.83000000
0.343103055307
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 05/01/2047#AS9602
3138WKU45
13377.69930000
PA
USD
12928.03000000
0.000353650818
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 4/26 #303856
31373UQH3
284.54730000
PA
USD
292.72000000
0.000008007458
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 10/01/2051#CB1801
3140QMAB0
1991528.54560000
PA
USD
1602151.66000000
0.043827423553
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 6% 07/01/2053#RA9382
3133KRM76
3534635.41100000
PA
USD
3589476.69000000
0.098191400448
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 03/01/2046#BC8334
3140F4HL3
15233.69130000
PA
USD
14335.68000000
0.000392157580
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048
3136BLRV4
2836607.92500000
PA
USD
2522060.16000000
0.068991844916
Long
ABS-CBDO
USGSE
US
N
2
2048-05-25
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 9/41 #G06719
3128M8YQ1
27190.87560000
PA
USD
26472.42000000
0.000724162382
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2043#AQ7316
3138MPDW2
32898.14780000
PA
USD
28238.51000000
0.000772474397
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 04/15/2043#AA6286
36178D6X4
6292.81880000
PA
USD
5667.79000000
0.000155044393
Long
ABS-MBS
USGA
US
N
2
2043-04-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 12/20/2039#004592
36202FC53
16510.41940000
PA
USD
15993.53000000
0.000437508652
Long
ABS-MBS
USGA
US
N
2
2039-12-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2037#AB8009
31417E3T6
1687.33700000
PA
USD
1644.03000000
0.000044973020
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.0% 12/20/2042#AA5872
36178DQZ7
61186.81840000
PA
USD
54709.99000000
0.001496611066
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
GNMA 7.00% 4/32 #582105
36201FU62
189.90020000
PA
USD
195.73000000
0.000005354263
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 11/20/2044#MA2372
36179QT50
414506.59560000
PA
USD
394889.49000000
0.010802341230
Long
ABS-MBS
USGA
US
N
2
2044-11-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 2/40 #711174
36297GCK4
4392.03900000
PA
USD
4268.58000000
0.000116768510
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/25 #319563
31374N5Y4
18.45310000
PA
USD
18.98000000
0.000000519204
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21835
3132JPBC5
19411.39270000
PA
USD
18405.61000000
0.000503491951
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 9/25 #414186
36206LCX5
55.37990000
PA
USD
55.41000000
0.000001515760
Long
ABS-MBS
USGA
US
N
2
2025-09-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 10/01/2050#CA7323
3140QFD55
599648.49800000
PA
USD
485405.50000000
0.013278438598
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.0% 04/01/2045#AX9641
3138YBWB5
8826.51270000
PA
USD
8325.51000000
0.000227747261
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2040#C03486
31292K2T3
3962.33660000
PA
USD
3856.67000000
0.000105500567
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2043#Q22677
3132JP6N7
13343.16840000
PA
USD
12651.80000000
0.000346094449
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2043#AU1335
3138X0PV4
7357.61770000
PA
USD
6742.33000000
0.000184438814
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/41 #552554
36213EZT6
20612.06890000
PA
USD
19574.10000000
0.000535456407
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 04/01/2042#MA1028
31418AEA2
4846.55570000
PA
USD
4589.46000000
0.000125546296
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H14 FC TSFR1M+61.448 5/61
38375BMB5
396089.15070000
PA
USD
394241.12000000
0.010784604840
Long
ABS-CBDO
USGA
US
N
2
2061-05-20
Variable
0.05755260
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE8185
31419KCX1
7572.41350000
PA
USD
7172.54000000
0.000196207360
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 11/01/2034#CA4460
3140QB5W4
7181482.48100000
PA
USD
6678722.69000000
0.182698813999
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 8/35 #735744
31402RLZ0
463.17440000
PA
USD
474.08000000
0.000012968625
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 01/31/2028
91282CGH8
5750000.00000000
PA
USD
5560205.09000000
0.152101370679
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2047#BJ4340
3140H5ZE4
28543.83860000
PA
USD
26754.17000000
0.000731869753
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 02/01/2047#Q46222
3132WK4G0
43475.76490000
PA
USD
42068.20000000
0.001150790443
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 4/41 #AH8876
3138AA2J9
1259.54140000
PA
USD
1224.12000000
0.000033486234
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 1/41 #AB2079
31416XJZ4
117938.18000000
PA
USD
111898.97000000
0.003061035778
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 06/15/2026
91282CHH7
39440000.00000000
PA
USD
38983975.00000000
1.066420381271
Long
DBT
UST
US
N
2
2026-06-15
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/32 #545762
31385JJF6
6897.01520000
PA
USD
7089.89000000
0.000193946440
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 01/01/2029#
3140XLYD4
2509392.09000000
PA
USD
2377018.14000000
0.065024169319
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2010-135 LS SOFR30A+593.552 12/40
31398SD91
30846.17990000
PA
USD
1686.27000000
0.000046128510
Long
ABS-CBDO
USGSE
US
N
2
2040-12-25
Variable
0.00647940
N
N
N
N
N
N
LONDON CLEARING HOUSE
N/A
LCH OIS SOFRV3.5% MAC 09/20/2033
N/A
5800000.00000000
NC
USD
-176320.93000000
-0.00482332120
N/A
DO
CORP
GB
N
2
LONDON CLEARING HOUSE
N/A
Y
2033-09-20
0.00000000
USD
0.00000000
USD
5832364.00000000
USD
-176320.93000000
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2043#Q15893
3132J67F5
10768.90830000
PA
USD
10196.45000000
0.000278927484
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2043#AR2887
3138W0F53
9229.45080000
PA
USD
7929.79000000
0.000216922201
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 7/27 #451321
36208HLA2
15.91040000
PA
USD
16.12000000
0.000000440968
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
GNR 2012-H01 FA TSFR1M+81.448 11/61
38375BNX6
1470251.48430000
PA
USD
1466472.06000000
0.040115860256
Long
ABS-CBDO
USGA
US
N
2
2061-11-20
Variable
0.05955260
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/40 #AE4645
31419FET9
7239.14230000
PA
USD
6882.87000000
0.000188283335
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 02/15/2043#AD1736
36180C4V8
104060.18850000
PA
USD
96350.14000000
0.002635692051
Long
ABS-MBS
USGA
US
N
2
2043-02-15
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 08/01/2032#J37406
31307UGP7
11590.70880000
PA
USD
10929.65000000
0.000298984429
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 02/20/2051#MA7192
36179V7D6
19728692.31700000
PA
USD
16330129.14000000
0.446716440375
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
GNMA 30YR 3.5% 02/15/2043#AD2180
36180DM53
4600.62060000
PA
USD
4254.90000000
0.000116394289
Long
ABS-MBS
USGA
US
N
2
2043-02-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.66% 4/36 #868559
31409D5U3
18429.62140000
PA
USD
18597.78000000
0.000508748829
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Variable
0.04429000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 20-101 BA 1.5% 09/25/2045
3136BDDV7
3028316.49700000
PA
USD
2528220.61000000
0.069160366198
Long
ABS-CBDO
USGSE
US
N
2
2045-09-25
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 4/36 #A79236
3128LDHM9
18243.50250000
PA
USD
18144.70000000
0.000496354666
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2042#Q06232
3132GRHH7
50498.66100000
PA
USD
47885.97000000
0.001309937593
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2042#Q12215
3132HNN88
1962.08120000
PA
USD
1857.56000000
0.000050814208
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 05/20/2046#AS9183
36193VFY3
5163.74830000
PA
USD
4739.77000000
0.000129658079
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.21% 3/36 #1G1851
3128QSBU9
5231.03760000
PA
USD
5222.73000000
0.000142869620
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Variable
0.03634000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 6.00% 6/36 #782394
36241KUT3
1337520.59920000
PA
USD
1364177.79000000
0.037317564433
Long
ABS-MBS
USGA
US
N
2
2036-06-15
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/01/2045#BA3906
3140E8KU1
9835.60630000
PA
USD
9042.29000000
0.000247355031
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 04/01/2043#AT2008
3138WPGS7
50389.59330000
PA
USD
43279.49000000
0.001183925708
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.02500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2004-73 AL TSFR1M+708.552 8/34
38374H2N9
6610.01810000
PA
USD
651.39000000
0.000017819003
Long
ABS-CBDO
USGA
US
N
2
2034-08-17
Variable
0.01772910
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/40 #AE4113
31419ESB6
33481.83040000
PA
USD
31808.05000000
0.000870120422
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 02/01/2028#FS3865
3140XKJK7
1193558.92400000
PA
USD
1124796.20000000
0.030769196636
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 02/01/2043#Q15062
3132J6B86
10557.82250000
PA
USD
9431.94000000
0.000258014044
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 09/01/2041#FM9587
3140XDUM6
1456432.36600000
PA
USD
1298899.98000000
0.035531866924
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 6/41 #Q01393
3132GERN2
7677.56960000
PA
USD
7471.25000000
0.000204378677
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 02/01/2051#
3140QHK87
3855332.99500000
PA
USD
3467567.07000000
0.094856519810
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 4/42 #AK9701
3138EEX79
7915.88940000
PA
USD
7493.22000000
0.000204979675
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.05% 07/25/2033
3137HAGS9
3540000.00000000
PA
USD
3334447.42000000
0.091214984848
Long
ABS-MBS
USGSE
US
N
2
2033-07-25
Fixed
0.04050000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 12/01/2031#AS8511
3138WJN53
3081270.39200000
PA
USD
2851453.22000000
0.078002508211
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2046#Q39975
3132QXCM7
12931.10510000
PA
USD
12184.31000000
0.000333306096
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 10/01/2041#AL4242
3138ELWC3
38843.50640000
PA
USD
38797.41000000
0.001061316829
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/41 #AJ4047
3138AVP90
152935.52420000
PA
USD
145003.91000000
0.003966633084
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.0% 07/01/2041#Q02189
3132GFNE3
2319.02450000
PA
USD
2302.94000000
0.000062997735
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 04/01/2045#Q32823
3132QPD50
7061.13320000
PA
USD
6668.79000000
0.000182427101
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#CB2320
3140QMSJ4
5675536.36030000
PA
USD
4742908.96000000
0.129743946877
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 09/01/2035#
31297TTR4
285.37110000
PA
USD
283.78000000
0.000007762901
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.05000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM 1.65% 01/20/2063
38375BE73
51.13390000
PA
USD
44.39000000
0.000001214304
Long
ABS-CBDO
USGA
US
N
2
2063-01-20
Fixed
0.01650000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2933 ZM 5.75% 02/15/2035
31395MT74
94430.79290000
PA
USD
96013.41000000
0.002626480683
Long
ABS-CBDO
USGSE
US
N
2
2035-02-15
Fixed
0.05750000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H14 FB TSFR1M+61.448 5/61
38375BLZ3
529651.63780000
PA
USD
527369.32000000
0.014426373690
Long
ABS-CBDO
USGA
US
N
2
2061-05-20
Variable
0.05755260
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR1910
3138NYDQ5
20054.23800000
PA
USD
17905.43000000
0.000489809350
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2043#AQ9947
3138MSBR9
9534.72690000
PA
USD
8772.42000000
0.000239972642
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 02/01/2041#
3132GE5T3
4900.85140000
PA
USD
4770.06000000
0.000130486673
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/47#Q47942
3132WMZG2
41448.17730000
PA
USD
40106.26000000
0.001097120883
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2041#G06800
3128M83H5
11003.67260000
PA
USD
10447.16000000
0.000285785745
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 2013-134 SA SOFR30A+593.552 01/25/2044
3136AHTW0
20596.61840000
PA
USD
1933.07000000
0.000052879811
Long
ABS-CBDO
USGSE
US
N
2
2044-01-25
Variable
0.00647940
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 10/41 #Q04113
3132GKGW0
13906.42790000
PA
USD
13188.78000000
0.000360783727
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/29 #357040
31376JS59
133.06440000
PA
USD
137.64000000
0.000003765190
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 12/40 #AH0851
3138A15M9
2161.32260000
PA
USD
2048.53000000
0.000056038260
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2049
912810SF6
95773600.00000000
PA
USD
76024035.92000000
2.079664307490
Long
DBT
UST
US
N
2
2049-02-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/26 #250736
31371FPV8
11.80430000
PA
USD
11.94000000
0.000000326622
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 02/01/2029#
31293JRN1
38.59420000
PA
USD
38.70000000
0.000001058652
Long
ABS-MBS
USGSE
US
N
2
2029-02-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #726956
31402ETM0
2431.35680000
PA
USD
2365.91000000
0.000064720302
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.280% 3/35 #843014
31407WSB0
26666.85170000
PA
USD
26707.13000000
0.000730582957
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Variable
0.04372000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 10/01/2053 #TBA
21H0206A8
50000000.00000000
PA
USD
41292985.00000000
1.129584163942
Long
ABS-MBS
USGA
US
N
2
2053-10-01
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.81% 1/36 #1J1262
3128NHMK6
5852.48450000
PA
USD
5807.99000000
0.000158879614
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Variable
0.03575000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2047#Q45635
3132WKHM3
11770.23320000
PA
USD
11389.16000000
0.000311554487
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 6% 06/01/2053#RA9278
3133KRJX3
4134426.27000000
PA
USD
4180485.43000000
0.114358652912
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.16% 9/35 #850124
31408FPH6
372.80220000
PA
USD
377.00000000
0.000010312967
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
0.04424000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 04/01/2031#
31292HJK1
367.61010000
PA
USD
371.81000000
0.000010170993
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/01/2050#CA6416
3140QEDW9
5922079.07800000
PA
USD
5166787.77000000
0.141339301177
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2033#720240
31401WEM7
371.62010000
PA
USD
362.07000000
0.000009904552
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 11/41 #AJ5385
3138AW6X6
42189.68460000
PA
USD
39989.08000000
0.001093915382
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2006-12 BO 0% 10/35
31394VS43
13684.42070000
PA
USD
11689.27000000
0.000319764102
Long
ABS-CBDO
USGSE
US
N
2
2035-10-25
Fixed
0.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.61% 3/35 #1L0297
3128Q2KJ1
12658.51600000
PA
USD
12825.62000000
0.000350849357
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Variable
0.05024000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/44#Q28495
3132M9C85
8874.08330000
PA
USD
8397.64000000
0.000229720403
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.293% 3/35 #815586
31406PCX5
12574.63370000
PA
USD
12675.21000000
0.000346734838
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Variable
0.04583000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/28 #409486
31378U2T8
85.91700000
PA
USD
87.57000000
0.000002395508
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 10/40 #004834
36202FLP9
4807.28980000
PA
USD
4708.14000000
0.000128792829
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.625% 09/30/2026
912828YG9
1028000.00000000
PA
USD
944113.60000000
0.025826560407
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.01625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 02/01/2045#Q31307
3132QMNZ0
5436.35340000
PA
USD
4973.67000000
0.000136056496
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 04/01/2051#MA4305
31418DYB2
5936088.07430000
PA
USD
4747658.90000000
0.129873883160
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 03/01/2045#AX9831
3138YB4R1
12152.22700000
PA
USD
10761.85000000
0.000294394201
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 3/1/43#AR6743
3138W4P54
33197.92650000
PA
USD
30433.99000000
0.000832532527
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT K-150 A2 3.71% 09/25/2032
3137H9C98
2200000.00000000
PA
USD
2022945.76000000
0.055338394524
Long
ABS-MBS
USGSE
US
N
2
2032-09-25
Fixed
0.03710000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 08/01/2051#RA5746
3133KML37
5179264.78500000
PA
USD
4672905.68000000
0.127828982470
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 6/42 #AB5423
31417CAZ8
77166.93270000
PA
USD
70931.81000000
0.001940364672
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2052#CB2886
3140QNF49
2896065.52100000
PA
USD
2508832.31000000
0.068629992415
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 04/01/2041#SC0158
3132D9E75
4564000.19400000
PA
USD
3935256.22000000
0.107650321408
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 1/41 #AE9338
31419LLU5
3762.66630000
PA
USD
3571.71000000
0.000097705386
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 05/43 #MA1012
36179NDR6
341527.33460000
PA
USD
316548.50000000
0.008659295827
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 04/15/2043#666342
36295CHT1
6013.65040000
PA
USD
5393.48000000
0.000147540547
Long
ABS-MBS
USGA
US
N
2
2043-04-15
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 7.00% 12/33 #G03583
3128M5J43
2509.26870000
PA
USD
2626.46000000
0.000071847739
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 1/36 #839064
31407SFD9
394.00170000
PA
USD
404.15000000
0.000011055665
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.47% 3/40 #AD0820
31418M4E9
140723.50910000
PA
USD
142646.58000000
0.003902147490
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Variable
0.04021000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 04/01/2037#BM1257
3140J5MF3
829165.07790000
PA
USD
743181.41000000
0.020329989504
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #479596
36209RXZ1
1053.41570000
PA
USD
1003.56000000
0.000027452737
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
GOVERNMENT NAT MTG AS REMIC PT 3% 10/20/2047
38380UAT0
201561.52690000
PA
USD
179864.54000000
0.004920257909
Long
ABS-CBDO
USGA
US
N
2
2047-10-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2045#Q32328
3132QNSS9
33811.60600000
PA
USD
30933.93000000
0.000846208561
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/32 #565867
36213VTY4
228.59620000
PA
USD
235.84000000
0.000006451486
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 09/01/2040#AE3951
31419EL98
4849.40630000
PA
USD
4597.19000000
0.000125757753
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 09/15/2042#AB2330
36178MST9
2638.02270000
PA
USD
2437.12000000
0.000066668276
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2045#AY1700
3138YE3J4
8319.66230000
PA
USD
7847.43000000
0.000214669214
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 10/01/2042#AB6493
31417DGB3
15193.09750000
PA
USD
13573.65000000
0.000371311981
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 6/33 #003401
36202DX63
1037.37910000
PA
USD
1014.23000000
0.000027744619
Long
ABS-MBS
USGA
US
N
2
2033-06-20
Fixed
0.04500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM TSFR1M+60 08/20/2063
38375B5N8
122166.46600000
PA
USD
121809.32000000
0.003332136896
Long
ABS-CBDO
USGA
US
N
2
2063-08-20
Variable
0.05855260
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2047#CA1780
3140Q86S9
6287.88570000
PA
USD
6072.60000000
0.000166118114
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2043#AQ9328
3138MRLJ8
63271.08790000
PA
USD
58153.04000000
0.001590796913
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 4/42 #MA0023
36179MAY6
64091.05240000
PA
USD
61120.25000000
0.001671965988
Long
ABS-MBS
USGA
US
N
2
2042-04-20
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.5% 02/43 #Q15871
3132J66H2
23700.52190000
PA
USD
21891.25000000
0.000598842862
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 2/27 #356391
31376H2Y8
93.78940000
PA
USD
95.05000000
0.000002600126
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 03/20/44#MA1760
36179N5V6
5039.10240000
PA
USD
4672.60000000
0.000127820620
Long
ABS-MBS
USGA
US
N
2
2044-03-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 12/15/2046#AX5803
36196HNU0
2607.27140000
PA
USD
2456.18000000
0.000067189669
Long
ABS-MBS
USGA
US
N
2
2046-12-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.50% 8/29 #781078
36225BFT0
29.09650000
PA
USD
30.15000000
0.000000824763
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
0.08500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2052#BX0507
3140N4R58
447001.78500000
PA
USD
423979.32000000
0.011598103787
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 09/01/2053 #TBA
01F022691
-15600000.00000000
PA
USD
-12929109.96000000
-0.35368036155
Short
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/40 #733919
3620AMK84
2249.34870000
PA
USD
2237.41000000
0.000061205139
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/01/2050#FM3897
3140X7KK4
282802.02020000
PA
USD
228039.78000000
0.006238108585
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 2/42 #757489
36230SKA1
15937.78410000
PA
USD
14742.46000000
0.000403285191
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 06/01/2041#
3132GEVS6
4826.99900000
PA
USD
4582.98000000
0.000125369033
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 05/01/2041#MA4333
31418DY71
11230101.84800000
PA
USD
9350277.13000000
0.255780127654
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2039#AB0050
31416VBU7
41783.71500000
PA
USD
40666.08000000
0.001112434956
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 02/01/2051#RA4575
3133KLCL9
1604438.23400000
PA
USD
1337280.66000000
0.036581783958
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 2/42 #757488
36230SJ96
17108.87690000
PA
USD
15810.79000000
0.000432509735
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 06/01/2038#K94293
3132LQUS4
14752.59130000
PA
USD
14144.93000000
0.000386939547
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2802 ZG 5.5% 5/15/34
31394YRN6
1827765.93680000
PA
USD
1863649.73000000
0.050980795458
Long
ABS-CBDO
USGSE
US
N
2
2034-05-15
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2043#AT2721
3138WQAX0
124144.18920000
PA
USD
110729.18000000
0.003029035760
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 9/33 #734922
31402QPF2
1594.32480000
PA
USD
1551.65000000
0.000042445932
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2045#Q34458
3132QQ5U2
58305.18430000
PA
USD
55047.29000000
0.001505838026
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.04000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNR 2010-39 FG SOFR30A+103.448 3/36
31398PU56
1117148.31490000
PA
USD
1116344.08000000
0.030537985914
Long
ABS-CBDO
USGSE
US
N
2
2036-03-25
Variable
0.06322060
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 10/27 #460697
36208TX21
216.16500000
PA
USD
219.34000000
0.000006000123
Long
ABS-MBS
USGA
US
N
2
2027-10-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 11/20/2050#MA6994
36179VXX3
3521677.49700000
PA
USD
2915015.72000000
0.079741282810
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
0.02000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5.47% 8/59 #725598
3620ACDB7
1138.15440000
PA
USD
1070.64000000
0.000029287734
Long
ABS-MBS
USGA
US
N
2
2059-08-20
Variable
0.05470000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.48% 6/47 #939994
31413AXX6
14678.95040000
PA
USD
14975.24000000
0.000409652970
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Variable
0.03895000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 9/40 #004801
36202FKN5
49618.22320000
PA
USD
48594.91000000
0.001329330896
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 7/26 #256384
31371MXM4
107.46720000
PA
USD
107.73000000
0.000002946992
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2040#A90709
312938YE7
5394.57500000
PA
USD
5250.81000000
0.000143637758
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 05/01/2033#G18687
3128MMXR9
10627.04300000
PA
USD
9781.48000000
0.000267575834
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2006-72 CY 6% 8/26
31396KHM7
294551.72430000
PA
USD
294256.79000000
0.008049498240
Long
ABS-CBDO
USGSE
US
N
2
2026-08-25
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2043#AB9238
31417GHQ2
7688.51520000
PA
USD
6856.09000000
0.000187550759
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2051#CB2346
3140QMTC8
4503262.88780000
PA
USD
3629836.59000000
0.099295459743
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 8/35 #824358
31406YZX1
340.42540000
PA
USD
348.91000000
0.000009544556
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/39 #713471
36297JT46
7116.29290000
PA
USD
6916.02000000
0.000189190165
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AB7280
31417ECS8
20107.96550000
PA
USD
17975.89000000
0.000491736808
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 12/01/2035#
3128LXFN5
5085.42450000
PA
USD
5060.27000000
0.000138425470
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 07/01/2043#AL3931
3138ELLM3
3479.48330000
PA
USD
3288.23000000
0.000089950691
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 2012-149 GA 1.75% 06/25/2042
3136AA2T1
341592.22630000
PA
USD
306034.32000000
0.008371676726
Long
ABS-CBDO
USGSE
US
N
2
2042-06-25
Fixed
0.01750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.752% 10/33 #755148
31403Q5H9
14457.48160000
PA
USD
14447.01000000
0.000395203052
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
0.04059000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 05/01/2053#FS4631
3140XLED6
6947472.90200000
PA
USD
6899550.62000000
0.188739639884
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 02/01/2052#SD8193
3132DWC68
1224770.49000000
PA
USD
976504.49000000
0.026712624624
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047
38380HES7
3554397.86790000
PA
USD
3172525.09000000
0.086785542420
Long
ABS-CBDO
USGA
US
N
2
2047-09-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/01/2032#BM5345
3140J95F4
202417.24080000
PA
USD
191154.18000000
0.005229089991
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 10/37 #995073
31416BMW5
15520.76380000
PA
USD
15942.44000000
0.000436111067
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 7.00% 12/26 #C91019
3128P7DY6
752.17920000
PA
USD
757.78000000
0.000020729339
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 01/01/2028#SB0799
3132CW3G7
1187051.97200000
PA
USD
1132998.25000000
0.030993566606
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2802 OB 6% 5/34
31394YPA6
17615.56680000
PA
USD
17724.06000000
0.000484847910
Long
ABS-CBDO
USGSE
US
N
2
2034-05-15
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/47#AL9779
3138ER2M1
30531.97210000
PA
USD
28779.86000000
0.000787283217
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 01/45#Q31029
3132QMEB3
123078.05470000
PA
USD
116239.33000000
0.003179767856
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 11/31#G05173
3128M7CJ3
1820.12380000
PA
USD
1776.58000000
0.000048598972
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2048#BM3532
3140J74S1
53466.92990000
PA
USD
50114.62000000
0.001370903099
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 4/1/43 #AT3073
3138WQMX7
12573.18820000
PA
USD
11525.09000000
0.000315272900
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2046#AS7822
3138WHVQ2
82541.48050000
PA
USD
75213.27000000
0.002057485519
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 03/01/2043#Q16131
3132J7HH8
3372.08960000
PA
USD
3191.43000000
0.000087302692
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #772072
36176PQZ2
6968.39850000
PA
USD
6613.19000000
0.000180906144
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
FNMA 30YR 2.5% 10/01/2051#MA4438
31418D4Y5
4011918.07100000
PA
USD
3328842.48000000
0.091061659738
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2051#
3140XBR69
19805.55620000
PA
USD
17794.96000000
0.000486787405
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
0.03500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2010-H18 PL 5.01% 9/60
38375BEV0
60944.01300000
PA
USD
60223.83000000
0.001647444103
Long
ABS-CBDO
USGA
US
N
2
2060-09-20
Variable
0.05010000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 5/27 #447102
36208CU39
48.96820000
PA
USD
49.66000000
0.000001358466
Long
ABS-MBS
USGA
US
N
2
2027-05-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 4/39 #930854
31412PE31
911.40510000
PA
USD
885.99000000
0.000024236568
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 6/27 #780580
36225AUD0
202.22360000
PA
USD
205.08000000
0.000005610035
Long
ABS-MBS
USGA
US
N
2
2027-06-15
Fixed
0.07500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2007-66 SB SOFR30A+3891.312 7/37
31396WYZ3
1814.08980000
PA
USD
1942.08000000
0.000053126283
Long
ABS-CBDO
USGSE
US
N
2
2037-07-25
Variable
0.07187641
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2052#
3133KNWJ8
5523310.64300000
PA
USD
4960445.52000000
0.135694736175
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 10/01/2052#CB4843
3140QQLZ6
7155301.58900000
PA
USD
7083585.43000000
0.193773977000
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.05500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.50% 1/42 #005279
36202F2L9
3008.50240000
PA
USD
2794.33000000
0.000076439882
Long
ABS-MBS
USGA
US
N
2
2042-01-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 9/33 #003442
36202DZF1
43299.98560000
PA
USD
42951.57000000
0.001174955341
Long
ABS-MBS
USGA
US
N
2
2033-09-20
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2017-K063 A2 3.43% 01/25/2027
3137BVZ82
4900000.00000000
PA
USD
4665642.80000000
0.127630303827
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Fixed
0.03430000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNR 2010-118 PB 4.5% 10/40
31398NUY8
1646861.73540000
PA
USD
1596938.77000000
0.043684823109
Long
ABS-CBDO
USGSE
US
N
2
2040-10-25
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.75% 08/31/2026
91282CCW9
125830000.00000000
PA
USD
112652256.96000000
3.081642208583
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.00750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 07/01/2041#CB1071
3140QLFM3
4903087.75000000
PA
USD
4086948.69000000
0.111799922409
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 4/27 #780545
36225ATA8
116.16840000
PA
USD
117.74000000
0.000003220819
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2046#BC4754
3140F0H80
122336.21480000
PA
USD
115430.48000000
0.003157641479
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 02/15/2042#778869
36176XCE7
5504.04970000
PA
USD
5226.38000000
0.000142969467
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2050#CA7616
3140QFPA1
410533.11020000
PA
USD
329625.61000000
0.009017024782
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.4% 09/01/2042#AP9959
3138MEB58
9791.47990000
PA
USD
8924.08000000
0.000244121354
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 01/01/2035#CA5039
3140QCS56
200121.58150000
PA
USD
186455.46000000
0.005100554849
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 3/32 #254240
31371KLV1
1173.54990000
PA
USD
1221.22000000
0.000033406903
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 10/01/2032#
31283HTS4
412.02050000
PA
USD
418.35000000
0.000011444111
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 01/01/2046#G08687
3128MJXR6
41658.27970000
PA
USD
38060.71000000
0.001041164141
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.625% 05/15/2026
91282CHB0
26990000.00000000
PA
USD
26317514.46000000
0.719924887201
Long
DBT
UST
US
N
2
2026-05-15
Fixed
0.03625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 03/01/2048#ZS4758
3132A5JB2
7369.86360000
PA
USD
6448.35000000
0.000176396887
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 10/01/2051#CB1799
3140QL7M2
1501888.38390000
PA
USD
1211998.99000000
0.033154659703
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2044#AL5512
3138ENDS5
46372.87550000
PA
USD
44988.01000000
0.001230662875
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 12/01/2052#SD8277
3132DWFS7
12458477.32300000
PA
USD
12318035.40000000
0.336964201515
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 03/01/2051#MA4281
31418DXK3
4222764.75800000
PA
USD
3377349.94000000
0.092388598410
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 12/01/2044#AY0510
3138YDR84
13246.64180000
PA
USD
12494.75000000
0.000341798291
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR3691
3138W1C54
9854.24200000
PA
USD
8765.84000000
0.000239792643
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 02/01/2041#MA4266
31418DW40
1881890.49600000
PA
USD
1515709.99000000
0.041462781192
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 5/27 #250912
31371FVD1
12.80500000
PA
USD
12.98000000
0.000000355072
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 05/01/2051#MA4326
31418DYY2
1748232.65100000
PA
USD
1456038.99000000
0.039830459948
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3002 NE 5% 7/35
31395WMR5
20899.34220000
PA
USD
20834.35000000
0.000569930990
Long
ABS-CBDO
USGSE
US
N
2
2035-07-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2045#AS4972
3138WEQ28
15829.21260000
PA
USD
14003.30000000
0.000383065208
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2682 FB SOFR30A+101.448 10/33
31394KHG2
592088.86070000
PA
USD
590966.50000000
0.016166096973
Long
ABS-CBDO
USGSE
US
N
2
2033-10-15
Variable
0.06202990
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2047#AS9422
3138WKPG4
10925.39230000
PA
USD
10554.74000000
0.000288728634
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 1/37 #G02667
3128M4JL8
1338.07610000
PA
USD
1331.16000000
0.000036414351
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 12/29 #524241
31384HLW1
38.44070000
PA
USD
39.85000000
0.000001090110
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/27 #313644
31374GLZ8
252.39270000
PA
USD
259.64000000
0.000007102543
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #727160
31402EZZ4
856.12570000
PA
USD
833.49000000
0.000022800412
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 06/01/2053#CB6539
3140QSHR5
5250676.83000000
PA
USD
5319016.49000000
0.145503571486
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 02/01/2053#CB5600
3140QRGJ6
1266035.18200000
PA
USD
1254532.87000000
0.034318188987
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
0.05500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H07 FA TSFR1M+61.448 3/61
38375BKP6
343042.12820000
PA
USD
341266.65000000
0.009335469536
Long
ABS-CBDO
USGA
US
N
2
2061-02-20
Variable
0.05717710
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 7.00% 9/35 #A47784
3128K8UH7
5565.42870000
PA
USD
5806.23000000
0.000158831468
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #745088
3620C0XR4
7281.88500000
PA
USD
7078.19000000
0.000193626383
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 08/01/44#Q27794
3132M8KF2
6155.32470000
PA
USD
5824.85000000
0.000159340825
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 1/42 #757487
36230SJ88
20890.44570000
PA
USD
19299.53000000
0.000527945447
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
GNMA 5.00% 9/40 #737454
3620ARH79
4103.19080000
PA
USD
4078.80000000
0.000111577012
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 9/25 #410104
36206FRZ7
1.45030000
PA
USD
1.45000000
0.000000039665
Long
ABS-MBS
USGA
US
N
2
2025-09-15
Fixed
0.07500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 4.00% 4/34 #781481
31349SUE1
7887.84780000
PA
USD
7932.90000000
0.000217007276
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Variable
0.05065000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.691% 02/01/2042#AK2344
3138E6TA4
86325.19300000
PA
USD
87345.80000000
0.002389375155
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Variable
0.04304000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2047#G61047
31335BEU6
90124.86520000
PA
USD
87375.98000000
0.002390200740
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
N/A
FEDERAL HOME LN MTG CORP 4.5% 11/15/2040
3137BE3R3
192952.83770000
PA
USD
185347.33000000
0.005070241562
Long
ABS-CBDO
USGSE
US
N
2
2040-11-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 12/01/2052#SD8276
3132DWFR9
5695343.05800000
PA
USD
5525801.81000000
0.151160256824
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2043#AS0076
3138W9CN8
12548.03800000
PA
USD
11513.23000000
0.000314948466
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/29 #323961
31374TZ28
123.26520000
PA
USD
126.81000000
0.000003468932
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 09/01/2051#MA4414
31418D3Y6
84058.88100000
PA
USD
69799.42000000
0.001909387744
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 11/01/2052#SD8266
3132DWFF5
4873711.27000000
PA
USD
4622694.67000000
0.126455442588
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% #BM4385 08/48
3140J82T9
203185.08100000
PA
USD
197519.41000000
0.005403213102
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 8/39 #713740
36297J4Z4
12394.09320000
PA
USD
12047.14000000
0.000329553762
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2051#CB3005
3140QNKT8
47428.41840000
PA
USD
40934.84000000
0.001119786981
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 3/30 #G02183
3128LXM80
95.46750000
PA
USD
96.95000000
0.000002652101
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/41 #AI2509
3138AFYF1
1978.90630000
PA
USD
1878.07000000
0.000051375267
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.0% 01/20/2043#MA0698
36179MX39
333340.34800000
PA
USD
299652.67000000
0.008197104440
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
GNR 2012-H06 FA TSFR1M+74.448 1/62
38375BPQ9
1370943.47640000
PA
USD
1366108.43000000
0.037370377771
Long
ABS-CBDO
USGA
US
N
2
2062-01-20
Variable
0.05885260
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21258
3132JNMF1
17414.25350000
PA
USD
16511.95000000
0.000451690214
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8% 07/01/2024#
31292GL87
6.82250000
PA
USD
6.84000000
0.000000187110
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
0.08000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 12/26 #256571
31371M6G7
550.64380000
PA
USD
551.73000000
0.000015092768
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2041#
312944YF2
4794.63220000
PA
USD
4667.60000000
0.000127683843
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 09/01/2053 #TBA
21H052694
15500000.00000000
PA
USD
15347421.10000000
0.419834115453
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/40 #733989
3620AMNE8
2561.44270000
PA
USD
2435.88000000
0.000066634356
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
GNMA 3.50% 3/42 #794582
36177PCU7
5728.93890000
PA
USD
5315.50000000
0.000145407376
Long
ABS-MBS
USGA
US
N
2
2042-03-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 06/01/2053#CB6527
3140QSHD6
3060884.87800000
PA
USD
3045510.67000000
0.083311018177
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 7/42 #AA8273
36178GFN9
5469.46340000
PA
USD
5058.45000000
0.000138375683
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
GNMA 30YR 3.0% 05/15/2042#779220
36176XPD5
8161.23490000
PA
USD
7365.47000000
0.000201485028
Long
ABS-MBS
USGA
US
N
2
2042-05-15
Fixed
0.03000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2011-94 SA TSFR1M+598.552 07/41
38377WN83
22368.84400000
PA
USD
1881.80000000
0.000051477302
Long
ABS-CBDO
USGA
US
N
2
2041-07-20
Variable
0.00671540
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/25 #303450
31373UBT3
73.39380000
PA
USD
75.50000000
0.000002065329
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 07/01/2035#
3128MJCD0
6758.85120000
PA
USD
6722.52000000
0.000183896904
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.50% 1/39 #701582
36296UM72
3835.96750000
PA
USD
3882.22000000
0.000106199496
Long
ABS-MBS
USGA
US
N
2
2039-01-15
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.50% 4/42 #C03811
31292LGU3
401326.78440000
PA
USD
369907.39000000
0.010118947077
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 11/40 #AE9065
31419LCB7
3721.93460000
PA
USD
3530.80000000
0.000096586278
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 12/01/2036#BU1384
3140M2RE4
368151.94860000
PA
USD
323849.57000000
0.008859019171
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2043#BM1167
3140J5JM2
43604.73710000
PA
USD
41294.33000000
0.001129620956
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 01/01/2040#MA3890
31418DKC5
8292.39140000
PA
USD
7468.02000000
0.000204290320
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048
3136BLMF4
1991835.45500000
PA
USD
1770748.69000000
0.048439454753
Long
ABS-CBDO
USGSE
US
N
2
2048-05-25
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/29 #479545
31382DWE0
35.12400000
PA
USD
36.14000000
0.000000988622
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2996 ZD 5.5% 06/35
31395UZR5
64099.48920000
PA
USD
64726.59000000
0.001770618691
Long
ABS-CBDO
USGSE
US
N
2
2035-06-15
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 12/01/2032#ZS8678
3132A9UB1
5857.17510000
PA
USD
5392.86000000
0.000147523586
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 6.50% 12/27 #257025
31371NPJ8
803.50450000
PA
USD
809.57000000
0.000022146072
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 4% 09/01/2053 #TBA
01F040693
27900000.00000000
PA
USD
25755187.50000000
0.704542234943
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 8/40 #741372
3620AVT51
3268.92970000
PA
USD
3178.08000000
0.000086937498
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 5/36 #745550
31403DH36
345.33160000
PA
USD
353.96000000
0.000009682700
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 05/51#SD7541
3132DVLW3
6338295.29310000
PA
USD
5112918.37000000
0.139865684747
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 4/28 #251615
31371GN89
83.02040000
PA
USD
84.90000000
0.000002322469
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
0.07500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2711 FC SOFR30A+101.448 2/33
31394LYV8
397880.86960000
PA
USD
397246.25000000
0.010866811231
Long
ABS-CBDO
USGSE
US
N
2
2033-02-15
Variable
0.06202990
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/47#BH0885
3140GN6X6
3489.55580000
PA
USD
3372.26000000
0.000092249361
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 11/31 #554171
36213GT43
180.84380000
PA
USD
186.06000000
0.000005089736
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.78% 10/35 #1N0063
3128QGB84
13768.52300000
PA
USD
14159.76000000
0.000387345227
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Variable
0.07524000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/39 #711476
36297GMZ0
11268.51130000
PA
USD
10720.72000000
0.000293269075
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2008-73 FA TSFR1M+97.448 8/38
38375XJZ8
583651.10810000
PA
USD
582738.86000000
0.015941026980
Long
ABS-CBDO
USGA
US
N
2
2038-08-20
Variable
0.06288460
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/26 #349356
31376ABZ0
87.46860000
PA
USD
88.54000000
0.000002422042
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 12/01/2033#C91737
3128P74W0
63523.93180000
PA
USD
60323.79000000
0.001650178544
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 01/01/2037#MA2866
31418CFG4
184456.61540000
PA
USD
169001.33000000
0.004623090969
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 04/01/2051#
3140QKGV4
1139962.96010000
PA
USD
1025306.51000000
0.028047621088
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2770 FH SOFR30A+51.448 3/34
31394TZB4
145777.64480000
PA
USD
143473.88000000
0.003924778574
Long
ABS-CBDO
USGSE
US
N
2
2034-03-15
Variable
0.05702990
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 11/41 #AL1193
3138EHKF8
49653.93970000
PA
USD
47072.81000000
0.001287693314
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 3/42 #Q06886
3132GR6X4
11382.18400000
PA
USD
10804.31000000
0.000295555709
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA GTD MTG 2013-51 GI 3% 10/25/2032
3136AECM7
22673.79610000
PA
USD
1270.13000000
0.000034744853
Long
ABS-CBDO
USGSE
US
N
2
2032-10-25
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A96731
312945PQ5
21888.50440000
PA
USD
21304.53000000
0.000582792929
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 12/01/2044#AW9502
3138XZRY9
11576.56730000
PA
USD
10919.47000000
0.000298705951
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNMA 2017-H06 FA T1Y+35 08/66
38376RV60
5087980.38810000
PA
USD
5064774.62000000
0.138548695491
Long
ABS-CBDO
USGA
US
N
2
2066-08-20
Variable
0.05700000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE8603
31419KRZ0
10793.91950000
PA
USD
10234.33000000
0.000279963705
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIEMAE 20YR 3.5% 12/01/2036#BM3680
3140J8CS0
44339.73560000
PA
USD
41941.19000000
0.001147316040
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049
3137H5UF2
1504746.69600000
PA
USD
1286596.34000000
0.035195296514
Long
ABS-CBDO
USGSE
US
N
2
2049-05-25
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 7/35 #787578
31405E6P5
1334.83790000
PA
USD
1367.11000000
0.000037397776
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 06/01/2041#MA4364
31418DZ62
20537.41800000
PA
USD
17099.63000000
0.000467766407
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/28 #331338
31375DBF9
96.45470000
PA
USD
99.23000000
0.000002714471
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2044#Q24973
3132M5FN7
5931.74510000
PA
USD
5616.98000000
0.000153654468
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/40#AE7364
31419JFE3
9202.44550000
PA
USD
8735.49000000
0.000238962408
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 03/01/2043#Q16470
3132J7T44
9497.21430000
PA
USD
8490.54000000
0.000232261715
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 08/01/2043#AU2854
3138X2E42
11317.77210000
PA
USD
10717.80000000
0.000293189197
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 0.0% 01/01/2042#AJ8357
3138E1JB4
148160.66980000
PA
USD
150104.20000000
0.004106153315
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Variable
0.04055000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 06/01/2031#
31292HJ70
151.83480000
PA
USD
154.01000000
0.000004212997
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 10/01/2053 #TBA
01F0206A2
1300000.00000000
PA
USD
1036356.49000000
0.028349897187
Long
ABS-MBS
USGA
US
N
2
2053-10-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q19764
3132JBJJ3
7370.82910000
PA
USD
6972.82000000
0.000190743949
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 04/51#MA7311
36179WDQ8
154948.57900000
PA
USD
128232.14000000
0.003507835402
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 08/01/2032#MA3090
31418CNG5
330416.99930000
PA
USD
311157.29000000
0.008511817377
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2006-37 OW 0% 5/36
31395DMG1
2071.94730000
PA
USD
1601.86000000
0.000043819445
Long
ABS-CBDO
USGSE
US
N
2
2036-05-25
Fixed
0.00000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 03/01/2053#SD7559
3132DVMG7
15184698.23600000
PA
USD
15222313.77000000
0.416411760330
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 05/01/2044#AW2449
3138XRWK1
34009.45810000
PA
USD
34323.33000000
0.000938926794
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Variable
0.05215000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 8/34 #725703
31402DGL8
200186.47760000
PA
USD
204304.81000000
0.005588830112
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3007 EW 5.5 7/25
31395WEK9
307469.73530000
PA
USD
306060.17000000
0.008372383862
Long
ABS-CBDO
USGSE
US
N
2
2025-07-15
Fixed
0.05500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM TSFR1M+41.448 03/01/2061
38375UVP2
17884.46830000
PA
USD
17818.07000000
0.000487419587
Long
ABS-CBDO
USGA
US
N
2
2065-03-20
Variable
0.04736370
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.5% 10/25/2044
3137H9AA7
1658389.05900000
PA
USD
1608011.18000000
0.043987712788
Long
ABS-CBDO
USGSE
US
N
2
2044-10-25
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q19597
3132JBDB6
23758.43630000
PA
USD
22482.61000000
0.000615019723
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 10/42 #AQ1181
3138MGJ30
12988.81300000
PA
USD
11932.74000000
0.000326424309
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 08/01/2043#AS0205
3138W9GP9
28460.73690000
PA
USD
25354.36000000
0.000693577457
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2044#AS3651
3138WDBV2
147151.78710000
PA
USD
142619.35000000
0.003901402604
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.0% 8/45#Q35375
3132QR6M7
5591.93440000
PA
USD
4963.88000000
0.000135788687
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2044#AX6333
3138Y8BB5
2348.15800000
PA
USD
2280.97000000
0.000062396738
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/32 #569328
36200QPM0
86.30820000
PA
USD
88.86000000
0.000002430796
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.375% 04/30/2025
912828ZL7
236870000.00000000
PA
USD
219502618.17000000
6.004571513267
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.00375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 03/01/2046#BC0286
3140EUJ83
267605.25130000
PA
USD
251830.24000000
0.006888905006
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04000000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 5.375% 04/01/2056
880591DZ2
2737000.00000000
PA
USD
2897355.19000000
0.079258172785
Long
DBT
USGSE
US
N
2
2056-04-01
Fixed
0.05375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 12/31/2024
91282CGD7
29400000.00000000
PA
USD
29040539.14000000
0.794414187419
Long
DBT
UST
US
N
2
2024-12-31
Fixed
0.04250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 2/40 #678654
36295R5P9
12581.35990000
PA
USD
11960.85000000
0.000327193268
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 08/20/2043#MA1225
36179NLE6
23945.31000000
PA
USD
22804.95000000
0.000623837447
Long
ABS-MBS
USGA
US
N
2
2043-08-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/29 #494945
31382WZJ4
708.99320000
PA
USD
729.36000000
0.000019951899
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 12/38 #970918
31414NDX9
5997.38540000
PA
USD
6174.50000000
0.000168905624
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.562% 02/44#AL5596
3138ENGE3
22589.46260000
PA
USD
22761.68000000
0.000622653781
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Variable
0.03985000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/44#Q28991
3132M9UQ5
19300.30640000
PA
USD
18246.00000000
0.000499125763
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2046#AS7844
3138WHWE8
345228.28250000
PA
USD
304111.35000000
0.008319073204
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 12M+1.75 9/1/41 #1B8787
3128UHEK7
279836.24550000
PA
USD
283863.12000000
0.007765175733
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Variable
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 03/01/2052#CB3038
3140QNLU4
526016.96330000
PA
USD
421199.35000000
0.011522056727
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 7/29 #505740
31383KZD2
245.01280000
PA
USD
252.05000000
0.000006894916
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2% 04/01/2041#
3133KYU98
19699.37200000
PA
USD
16401.86000000
0.000448678663
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.50% 7/30 #781205
36225BKS6
48.83080000
PA
USD
51.16000000
0.000001399499
Long
ABS-MBS
USGA
US
N
2
2030-07-15
Fixed
0.08500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 3/41 #004978
36202FQ74
5310.00940000
PA
USD
5201.63000000
0.000142292422
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 05/01/2043#Q18363
3132J9WZ7
4072.38020000
PA
USD
3852.85000000
0.000105396070
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 6.49% 8/37 #1A1800
3128NF7M3
2273.26700000
PA
USD
2243.72000000
0.000061377751
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Variable
0.04029000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 5.5% 07/25/2034
31394AEQ5
145405.99750000
PA
USD
144347.33000000
0.003948672106
Long
ABS-CBDO
USGSE
US
N
2
2034-07-25
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 09/42#G07184
3128M9J52
79160.65690000
PA
USD
75068.55000000
0.002053526653
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 10/32 #G01766
31283H6B6
2806.26340000
PA
USD
2893.36000000
0.000079148882
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2% 11/01/2041#RB5135
3133KYV48
858653.86800000
PA
USD
712239.13000000
0.019483552525
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 01/01/2033#ZS8682
3132A9UF2
67188.40820000
PA
USD
63167.07000000
0.001727957471
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.03000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2010-31 BP 5% 3/20/40
38376XL68
4085948.17610000
PA
USD
4015556.28000000
0.109846957862
Long
ABS-CBDO
USGA
US
N
2
2040-03-20
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 1.5% 01/01/2051#MA4236
31418DV66
16489655.20700000
PA
USD
12461748.57000000
0.340895525952
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 11/47#Q52377
3132XUUB9
141445.34840000
PA
USD
132746.23000000
0.003631319925
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 12/23 #765384
31404DJ58
64.19670000
PA
USD
63.95000000
0.000001749374
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 7.00% 11/34 #A45143
3128K5WC2
2046.89170000
PA
USD
2134.65000000
0.000058394103
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2040#AE9804
31419L3N1
41437.73800000
PA
USD
39293.25000000
0.001074880707
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.5% 03/31/2027
91282CEF4
46600000.00000000
PA
USD
43665656.25000000
1.194489422553
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#CB2321
3140QMSK1
5173545.27040000
PA
USD
4316940.17000000
0.118091420436
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2218 ZB 6% 3/30
3133TNM84
3383.11690000
PA
USD
3398.09000000
0.000092955950
Long
ABS-CBDO
USGSE
US
N
2
2030-03-15
Fixed
0.06000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM TSFR1M+71.448 01/20/2064
38375UEJ5
1550821.77510000
PA
USD
1544902.75000000
0.042261359435
Long
ABS-CBDO
USGA
US
N
2
2064-01-20
Variable
0.05817710
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 08/31/2028
91282CCV1
290798000.00000000
PA
USD
249938609.87000000
6.837158797480
Long
DBT
UST
US
N
2
2028-08-31
Fixed
0.01125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 08/01/2045#AZ8288
3140E1F65
33554.61490000
PA
USD
29684.07000000
0.000812018200
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3% 09/01/2053 #TBA
01F030694
5000000.00000000
PA
USD
4307617.00000000
0.117836381834
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.50% 9/39 #710869
36297FW65
12054.20710000
PA
USD
12211.02000000
0.000334036757
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/28 #660494
31390YXX1
72.77950000
PA
USD
74.87000000
0.000002048095
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040
3137FXBN7
4678285.58500000
PA
USD
4212604.83000000
0.115237290423
Long
ABS-CBDO
USGSE
US
N
2
2040-10-25
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 11/36 #995606
31416CAF3
13277.20580000
PA
USD
13372.95000000
0.000365821762
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
0.04911000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050
3137H5MS3
1669035.40000000
PA
USD
1431783.52000000
0.039166943014
Long
ABS-CBDO
USGSE
US
N
2
2050-04-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG2012-9 SH SOFR30A+643.552 06/25/2041
3136A3M81
5667.75980000
PA
USD
35.90000000
0.000000982057
Long
ABS-CBDO
USGSE
US
N
2
2041-06-25
Variable
0.01147940
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 08/01/2031#V61273
3132KFMW9
119639.40720000
PA
USD
111324.21000000
0.003045313015
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 08/01/2041#CB1337
3140QLPX8
2964697.70700000
PA
USD
2471211.62000000
0.067600865176
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 7.00% 12/26 #256589
31371M7A9
132.03330000
PA
USD
133.07000000
0.000003640176
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 5/42 #Q08167
3132GTMQ7
17457.79990000
PA
USD
16585.61000000
0.000453705209
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2045#AS5393
3138WE7F0
6749.95090000
PA
USD
6539.94000000
0.000178902364
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 8/40 #G05969
3128M76E1
9053.47940000
PA
USD
9045.79000000
0.000247450774
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 11/01/2052#FS3248
3140XJTE3
2543681.13900000
PA
USD
2483062.93000000
0.067925061939
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.753% 10/33 #746320
31403EDZ7
20053.65870000
PA
USD
20422.63000000
0.000558668244
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
0.04404000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 01/01/2036#G30933
3132J4HK8
203897.43880000
PA
USD
196462.56000000
0.005374302598
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 12/28 #780931
36225BA81
63.87790000
PA
USD
64.63000000
0.000001767976
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 3% 01/01/2028#MA3250
31418CTG9
3793.55100000
PA
USD
3651.37000000
0.000099884513
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHR 2095 PE 6% 11/28
3133TGWC9
6011.55930000
PA
USD
6081.21000000
0.000166353643
Long
ABS-CBDO
USGSE
US
N
2
2028-11-15
Fixed
0.06000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 01/20/2043#MA0852
36179M5M8
33022.42720000
PA
USD
30611.29000000
0.000837382631
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
GNMA 30YR 5.0% 05/15/2039#783724
3622A2D58
9547.59290000
PA
USD
9482.54000000
0.000259398225
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #745083
3620C0XL7
14512.41300000
PA
USD
14108.07000000
0.000385931229
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
FNMA 7.50% 10/26 #313182
31374F2P3
14.61880000
PA
USD
14.81000000
0.000000405132
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.89% 3/33 #725130
31402CST0
9193.65840000
PA
USD
9238.04000000
0.000252709841
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Variable
0.04293000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2046#BC2817
3140EXDX8
1010069.88370000
PA
USD
889769.85000000
0.024339967965
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2052#FS3425
3140XJYX5
9930721.19700000
PA
USD
9416144.00000000
0.257581939106
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
GNMA II 3.5% 12/20/2049#BR8985
3617M76W3
23656.49430000
PA
USD
21507.16000000
0.000588335944
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 9/41 #Q03295
3132GJKG3
4918.86100000
PA
USD
4669.00000000
0.000127722141
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 02/52#RA6820
3133KNSH7
3167124.73570000
PA
USD
2536022.56000000
0.069373791291
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3% 02/01/2037#C91917
3128P8DW8
64758.70110000
PA
USD
59410.66000000
0.001625199551
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/47#BE3749
3140FPEX3
191378.61160000
PA
USD
184885.88000000
0.005057618435
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.358% 10/33 #754672
31403QMV9
9296.05200000
PA
USD
9408.81000000
0.000257381314
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
0.06154000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2048#Q58998
3132Y27L4
23894.73110000
PA
USD
23045.51000000
0.000630418051
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR5360
3138W25W1
8225.95260000
PA
USD
7327.97000000
0.000200459203
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 09/01/2053 #TBA
01F020695
28250000.00000000
PA
USD
22488822.13000000
0.615189658576
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 3/34 #725228
31402CVV1
8477.45040000
PA
USD
8633.90000000
0.000236183378
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 01/15/2047#AX5815
36196HN89
8848.42070000
PA
USD
8332.89000000
0.000227949143
Long
ABS-MBS
USGA
US
N
2
2047-01-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2045#AL7147
3138EP5H3
33260.16140000
PA
USD
32266.89000000
0.000882672152
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 04/15/2046#784232
3622A2VZ2
122241.18420000
PA
USD
115424.77000000
0.003157485280
Long
ABS-MBS
USGA
US
N
2
2046-04-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#
31418DMJ8
853422.15070000
PA
USD
741644.59000000
0.020287949251
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 5.5% 06/25/2035
31394EFK9
85843.33640000
PA
USD
85342.84000000
0.002334583478
Long
ABS-CBDO
USGSE
US
N
2
2035-06-25
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2052#FS0631
3140XFVZ1
4243619.47150000
PA
USD
3676204.69000000
0.100563875467
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 05/51#QC1514
3133AKVF4
170557.99520000
PA
USD
137424.27000000
0.003759289359
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2043#AU6807
3138X6R56
9595.23080000
PA
USD
9314.68000000
0.000254806355
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 08/01/2051#MA4399
31418D3H3
288525.82300000
PA
USD
239581.28000000
0.006553830387
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/28 #434034
36207KEF3
275.57010000
PA
USD
279.34000000
0.000007641444
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.01% 07/25/2025
3137BLMZ8
306000.00000000
PA
USD
293640.02000000
0.008032626280
Long
ABS-MBS
USGSE
US
N
2
2025-07-25
Fixed
0.03010000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 2/40 #711491
36297GNG1
16218.95990000
PA
USD
15422.26000000
0.000421881359
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AL3181
3138EKRB3
167916.98490000
PA
USD
149939.19000000
0.004101639408
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 5/27 #379219
31377KG41
19.32120000
PA
USD
19.61000000
0.000000536438
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.349% 12/34 #843013
31407WSA2
14730.80480000
PA
USD
14720.19000000
0.000402675987
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Variable
0.04461000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2051#RA6308
3133KNAH6
317979.39030000
PA
USD
255709.77000000
0.006995030917
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE8186
31419KCY9
15730.95930000
PA
USD
14937.71000000
0.000408626323
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.37% 6/36 #916726
31411WPK7
1928.64530000
PA
USD
1964.78000000
0.000053747249
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Variable
0.04395000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2046#BC1216
3140EVK63
270427.96000000
PA
USD
246587.79000000
0.006745495938
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 03/01/2039#FM1774
3140X46L5
52710.38300000
PA
USD
51498.65000000
0.001408763728
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2051#BT9493
3140LYRP0
5919198.90900000
PA
USD
4760047.51000000
0.130212777955
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/01/2047#Q47935
3132WMY99
87318.91650000
PA
USD
84491.90000000
0.002311305715
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 5/46#Q40310
3132WDKY9
54497.13810000
PA
USD
48171.92000000
0.001317759856
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2045#G07949
3128MAEW5
166603.23810000
PA
USD
157658.46000000
0.004312802761
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2042#Q13381
3132HPXJ8
930.12760000
PA
USD
886.83000000
0.000024259547
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 05/01/2031#BC0919
3140EVAV9
51366.68890000
PA
USD
47805.77000000
0.001307743693
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 4/34 #A19922
31296VAX7
1222.75640000
PA
USD
1214.56000000
0.000033224717
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2051#MA4347
31418DZM7
489431.12910000
PA
USD
439745.74000000
0.012029399765
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2046#AS7241
3138WHBK7
488615.73910000
PA
USD
445540.74000000
0.012187924033
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2002-60 FV SOFR30A+111.448 4/32
31392EVD9
9854.66980000
PA
USD
9871.83000000
0.000270047390
Long
ABS-CBDO
USGSE
US
N
2
2032-04-25
Variable
0.06402060
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 01/20/2051#MA7135
36179V4U1
17142667.63300000
PA
USD
14189585.99000000
0.388161127784
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNR 1993-165SH SOFR30A+19.47601 9/23
31359D5R0
1.02380000
PA
USD
1.02000000
0.000000027902
Long
ABS-CBDO
USGSE
US
N
2
2023-09-25
Variable
0.04519839
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 12/41 #AJ8098
3138E07L7
18316.32290000
PA
USD
17357.47000000
0.000474819711
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #738886
3620AS2T5
7411.39790000
PA
USD
7048.08000000
0.000192802713
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2005-117 JN 4.5% 1/36
31394VDE7
94953.71800000
PA
USD
92961.73000000
0.002543000901
Long
ABS-CBDO
USGSE
US
N
2
2036-01-25
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2048#BK0200
3140HDGJ7
4819.55450000
PA
USD
4651.53000000
0.000127244243
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 7/41 #748144
3620C4ER7
985.90580000
PA
USD
935.57000000
0.000025592847
Long
ABS-MBS
USGA
US
N
2
2041-07-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 7/37 #G03508
3128M5GR5
720.60190000
PA
USD
742.68000000
0.000020316273
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AB7755
31417ETM3
33646.28150000
PA
USD
30023.60000000
0.000821306163
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2050#BK2255
3140HFQH5
529587.91620000
PA
USD
462376.22000000
0.012648464524
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 10/31/2025
91282CAT8
17700000.00000000
PA
USD
16068972.61000000
0.439572411417
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.00250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 06/01/2031#G18604
3128MMU68
41179.75930000
PA
USD
38316.88000000
0.001048171762
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048
3136BKJA1
1191009.70300000
PA
USD
1027415.95000000
0.028105325563
Long
ABS-CBDO
USGSE
US
N
2
2048-08-25
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/01/2041#
312946BR6
5582.24240000
PA
USD
5433.79000000
0.000148643241
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.428% 7/36 #555923
31385XSL2
2318.95090000
PA
USD
2339.42000000
0.000063995658
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
0.04546000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 05/15/2045#AN1263
36185GML6
15006.20810000
PA
USD
14155.36000000
0.000387224863
Long
ABS-MBS
USGA
US
N
2
2045-05-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/32 #555144
31385WWD7
62.90930000
PA
USD
65.08000000
0.000001780286
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 09/32#MA3125
31418CPK4
30917.24860000
PA
USD
29115.11000000
0.000796454099
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.0% 08/20/2042#MA0317
36179MK66
4655.74140000
PA
USD
4187.72000000
0.000114556557
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2043#AT3989
3138WRNF3
64655.54620000
PA
USD
59305.45000000
0.001622321494
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 09/01/2053 #TBA
21H040699
2250000.00000000
PA
USD
2096750.03000000
0.057357336352
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2052#FS1648
3140XGZN2
7855778.03100000
PA
USD
6514557.91000000
0.178208028560
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHR 3225 EO 0% 10/36
31397BQR5
6364.13760000
PA
USD
4974.85000000
0.000136088775
Long
ABS-CBDO
USGSE
US
N
2
2036-10-15
Fixed
0.00000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2042#
3132GSMY2
3846.45030000
PA
USD
3642.79000000
0.000099649804
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 9/29 #793986
31405NCX1
908.92190000
PA
USD
915.42000000
0.000025041636
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3949 MK 4.5% 10/34
3137AFZS4
14879.78380000
PA
USD
14598.07000000
0.000399335351
Long
ABS-CBDO
USGSE
US
N
2
2034-10-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 9/28 #468222
36209DD35
108.55280000
PA
USD
110.54000000
0.000003023860
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
GNMA 4.50% 11/39 #728315
3620AFDU8
4098.57140000
PA
USD
3983.03000000
0.000108957190
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 01/01/2052#RA6620
3133KNK93
10529229.30800000
PA
USD
8780925.54000000
0.240205314165
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 06/01/2041#AI5034
3138AJSY9
4220.57970000
PA
USD
4215.41000000
0.000115314026
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2045#AY5316
3138YJ4A1
9373.21010000
PA
USD
9072.79000000
0.000248189369
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
0.04500000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 2YR NOTE (CBT) FUT DEC23 TUZ3
N/A
1538.00000000
NC
USD
910169.18000000
0.024897998830
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2023-12-29
312541440.20000000
USD
910169.18000000
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 02/01/2040#
312939LZ2
2214.25460000
PA
USD
2214.75000000
0.000060585267
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 07/15/2042#AA8275
36178GFQ2
1518.33550000
PA
USD
1403.79000000
0.000038401170
Long
ABS-MBS
USGA
US
N
2
2042-07-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 09/01/2041#FM8850
3140XCZQ4
2681224.19300000
PA
USD
2307665.05000000
0.063126991089
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8% 02/01/2030#
31292HAX2
22.40540000
PA
USD
23.20000000
0.000000634644
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
0.08000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 3/39 #935009
31412UGS3
744.67580000
PA
USD
766.86000000
0.000020977725
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3% 10/25/2040
3137FXC30
3545018.54600000
PA
USD
3192786.92000000
0.087339811923
Long
ABS-CBDO
USGSE
US
N
2
2040-10-25
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AQ8634
3138MQSY0
8486.46420000
PA
USD
7565.60000000
0.000206959655
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2046#G60440
31335APZ5
438278.64800000
PA
USD
401388.03000000
0.010980111083
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2035#AB8198
31417FDC9
10579.83570000
PA
USD
10294.30000000
0.000281604206
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 05/44#AW4672
3138XUFN7
3237.31550000
PA
USD
3221.88000000
0.000088135663
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/30 #710936
31401KY90
428.40820000
PA
USD
440.72000000
0.000012056050
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 1/41 #004946
36202FP75
79908.58790000
PA
USD
78273.90000000
0.002141210132
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 12/20/2040#004880
36202FM52
8970.22810000
PA
USD
8688.40000000
0.000237674245
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/01/2046#AL9489
3138ERRK8
81128.19520000
PA
USD
73824.05000000
0.002019482916
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 10/31/2024
912828YM6
24300000.00000000
PA
USD
23273894.59000000
0.636665592524
Long
DBT
UST
US
N
2
2024-10-31
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 04/01/2052#CB3343
3140QNWD0
478005.31600000
PA
USD
380812.93000000
0.010417271968
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 6.0% 01/01/2024#G14293
3128MC7E9
4894.01470000
PA
USD
4882.42000000
0.000133560320
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
N/A
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.5% 11/15/2031
3137BAMN9
2199868.11450000
PA
USD
2103586.93000000
0.057544362162
Long
ABS-CBDO
USGSE
US
N
2
2031-11-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/45#BM1415
3140J5SD2
36819.64680000
PA
USD
35799.01000000
0.000979294540
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 07/01/2042#Q09230
3132GUST2
203323.14330000
PA
USD
192658.56000000
0.005270242837
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 03/46#BC1776
3140EV6N2
15564.49310000
PA
USD
14646.98000000
0.000400673302
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 01/01/2047#BE6108
3140FRYE9
9283.92710000
PA
USD
8713.44000000
0.000238359223
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 03/01/2043#AB8830
31417FY44
7892.41260000
PA
USD
7037.00000000
0.000192499616
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 9/39 #706762
36297BFB2
3128.96040000
PA
USD
2981.92000000
0.000081571472
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 01/01/2044#AV6341
3138XJBK2
1812.66860000
PA
USD
1759.67000000
0.000048136393
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 11/27 #462269
36208VQW8
69.97390000
PA
USD
70.83000000
0.000001937579
Long
ABS-MBS
USGA
US
N
2
2027-11-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2051#BQ6772
3140KSQ26
650800.99980000
PA
USD
521524.85000000
0.014266496153
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4% 09/01/2039#CA4213
3140QBVF2
101873.44880000
PA
USD
97396.23000000
0.002664308212
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 10/42 #AP9735
3138MDY97
155154.81500000
PA
USD
142609.14000000
0.003901123306
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/01/2048#BM3700
3140J8DE0
166094.24770000
PA
USD
156147.48000000
0.004271469370
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 11/40 #AE8271
31419KFM2
1841.90680000
PA
USD
1748.16000000
0.000047821533
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2519 ZD 5.50% 11/32
31393FCL8
5417.83480000
PA
USD
5452.80000000
0.000149163266
Long
ABS-CBDO
USGSE
US
N
2
2032-11-15
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 06/20/2046#AR3125
36192XPJ2
10813.33050000
PA
USD
9925.49000000
0.000271515278
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 11/01/2041#CB2110
3140QMKY9
4234014.15200000
PA
USD
3529245.14000000
0.096543745161
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 01/01/2042#AJ6217
3138AX4B4
13061.88640000
PA
USD
12385.50000000
0.000338809719
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 11/34 #735061
31402QTS0
146063.65270000
PA
USD
149225.93000000
0.004082127929
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2042#AL5881
3138ENRB7
85027.22880000
PA
USD
82658.82000000
0.002261161165
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 05/01/2045#Q33138
3132QPPY4
20056.54580000
PA
USD
18923.32000000
0.000517654090
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2048#CA1713
3140Q83X1
30503.80920000
PA
USD
29440.34000000
0.000805350880
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 11/01/2041#MA4473
31418D6K3
20999309.48120000
PA
USD
16834491.23000000
0.460513443177
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 1/35 #G06928
3128M9A51
29704.74910000
PA
USD
29494.69000000
0.000806837644
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 12/01/2040#
312944H79
4614.11590000
PA
USD
4388.36000000
0.000120045135
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2045#Q34311
3132QQYH9
414056.71650000
PA
USD
378557.94000000
0.010355585922
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/01/2051#FM9210
3140XDGU4
11080983.34900000
PA
USD
9622718.18000000
0.263232848635
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8% 07/01/2030#
31297XWP5
91.98460000
PA
USD
96.79000000
0.000002647724
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
0.08000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/01/2046#AL9058
3138ERB41
605217.89700000
PA
USD
551863.58000000
0.015096422809
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 08/01/2031#AS7695
3138WHRR5
127164.78420000
PA
USD
118182.17000000
0.003232914929
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 1/45#Q30720
3132QLYS6
10423.67460000
PA
USD
9844.49000000
0.000269299494
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2042#AL6997
3138EPX33
395590.10570000
PA
USD
384603.90000000
0.010520975289
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 07/01/2045#AZ0833
3138YR4T2
6994.98420000
PA
USD
6591.38000000
0.000180309523
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 7/29 #481600
36209T7M5
39.07650000
PA
USD
40.11000000
0.000001097223
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/30 #531078
31384Q6P3
99.27940000
PA
USD
102.13000000
0.000002793802
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 3/41 #783295
36241LUU8
60921.97810000
PA
USD
59190.96000000
0.001619189580
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.457% 02/01/2044#AL5114
3138EMVG3
55510.44530000
PA
USD
56060.13000000
0.001533544622
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Variable
0.03935000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3% 09/01/2053 #TBA
21H030690
-19750000.00000000
PA
USD
-17366050.58000000
-0.47505443661
Short
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 11/01/2051#FM9501
3140XDRX6
2465960.92560000
PA
USD
2060744.12000000
0.056372381989
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 4/35 #A32122
31297MLB2
2477.09330000
PA
USD
2465.88000000
0.000067455016
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 2/1/43 #AR5859
3138W3QM8
7322.66250000
PA
USD
6729.63000000
0.000184091401
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/43#Q22414
3132JPVF6
6485.79820000
PA
USD
6304.19000000
0.000172453340
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/31 #689547
31400KBQ8
261.35030000
PA
USD
268.86000000
0.000007354760
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/42 #AK5316
3138E94A5
5228.64340000
PA
USD
4945.33000000
0.000135281245
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 06/01/2053#CB6538
3140QSHQ7
7382769.18500000
PA
USD
7497315.80000000
0.205091717146
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 01/01/2033#MA3246
31418CTC8
19687.65030000
PA
USD
18126.96000000
0.000495869382
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 08/01/2027#
31283G3U9
194.46870000
PA
USD
199.25000000
0.000005450554
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.08500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.25% 07/31/2025
91282CAB7
11803000.00000000
PA
USD
10812193.51000000
0.295771365678
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.00250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/41 #AH6075
3138A7XD5
2966.86090000
PA
USD
2813.04000000
0.000076951701
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 7.00% 4/32 #781432
36225BSV1
5332.90420000
PA
USD
5495.52000000
0.000150331887
Long
ABS-MBS
USGA
US
N
2
2032-04-20
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #313835
31374GSY4
100.50580000
PA
USD
102.23000000
0.000002796537
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 1/1/43 #Q14696
3132HRGD6
12450.49050000
PA
USD
11126.32000000
0.000304364406
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2044#AX6510
3138Y8GU8
17552.32980000
PA
USD
17006.21000000
0.000465210870
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 11/40 #756928
36230RVV5
2993.14880000
PA
USD
2778.15000000
0.000075997272
Long
ABS-MBS
USGA
US
N
2
2040-11-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 03/01/2043#AB8610
31417FR83
10149.91730000
PA
USD
9057.24000000
0.000247763993
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2% 07/01/2041#SC0162
3132D9FB5
12592512.57200000
PA
USD
10551529.47000000
0.288640808957
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 7/35 #357843
31376KP42
2611.24520000
PA
USD
2676.69000000
0.000073221798
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 03/01/2037#AS9292
3138WKKE4
232469.90770000
PA
USD
212991.67000000
0.005826462230
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 09/01/2033#AL7521
3138EQLB6
171748.92070000
PA
USD
170312.76000000
0.004658965599
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/32 #611797
31388QUW7
1084.66050000
PA
USD
1133.76000000
0.000031014404
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 1/42 #757490
36230SKB9
18043.36100000
PA
USD
16687.45000000
0.000456491078
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 09/01/2053 #TBA
01F022691
16550000.00000000
PA
USD
13716459.61000000
0.375218588842
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 6/27 #436794
36207NGB4
12.99080000
PA
USD
13.07000000
0.000000357534
Long
ABS-MBS
USGA
US
N
2
2027-06-15
Fixed
0.07500000
N
N
N
N
N
N
FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES
N/A
FNS 351 13 6% 3/34
3136FCJC1
2663.91090000
PA
USD
484.25000000
0.000013246829
Long
ABS-CBDO
USGSE
US
N
2
2034-03-25
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 5/40 #AL2129
3138EJLK2
20001.24920000
PA
USD
20590.54000000
0.000563261481
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 4.50% 7/25 #G13844
3128MCP58
5514.94130000
PA
USD
5452.40000000
0.000149152324
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNR 2006-45 OP 0 6/36
31395NEN3
172941.24640000
PA
USD
135665.14000000
0.003711167738
Long
ABS-CBDO
USGSE
US
N
2
2036-06-25
Fixed
0.00000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 10/01/2040#FM4644
3140X8ES2
402374.07000000
PA
USD
337157.64000000
0.009223066118
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2047#Q49499
3132WPRV1
39541.12790000
PA
USD
38260.95000000
0.001046641777
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNR 1997-41 J 7.5% 6/27
31359PQC3
896.25860000
PA
USD
902.41000000
0.000024685743
Long
ABS-CBDO
USGSE
US
N
2
2027-06-18
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #745232
3620C04R6
12022.43760000
PA
USD
11688.04000000
0.000319730455
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/32 #646736
31390HPV1
220.33940000
PA
USD
230.26000000
0.000006298843
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/39 #723339
3620A9S44
3472.50200000
PA
USD
3450.21000000
0.000094381711
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 9/40 #AE4923
31419FPH3
1790.43750000
PA
USD
1696.09000000
0.000046397139
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 1/36 #G03506
3128M5GP9
32651.76640000
PA
USD
33558.34000000
0.000918000222
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/42 #AK1510
3138E5VC9
6891.56020000
PA
USD
6528.06000000
0.000178577382
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 07/20/2043#635118
36291QSF2
28065.79260000
PA
USD
25822.24000000
0.000706376479
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 09/01/2046#G61420
31335BSH0
1052236.78520000
PA
USD
962024.21000000
0.026316511459
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 01/01/2048#MA3240
31418CS62
48527.15260000
PA
USD
46850.49000000
0.001281611672
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 05/01/2038#C91994
3128P8GB1
268391.22640000
PA
USD
257346.58000000
0.007039806432
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 6.50% 5/26 #C90975
3128P7CL5
207.43300000
PA
USD
207.79000000
0.000005684168
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 01/01/2027#
31283GW60
30.70070000
PA
USD
31.08000000
0.000000850204
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
0.07500000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
83945636.49100000
NS
USD
83962425.62000000
2.296821756687
Long
STIV
RF
US
N
1
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2274 ZM 6.5% 1/31
3133TR4H5
1815.35650000
PA
USD
1818.48000000
0.000049745161
Long
ABS-CBDO
USGSE
US
N
2
2031-01-15
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 12/01/2042#Q13420
3132HPYR9
11181.27190000
PA
USD
10589.40000000
0.000289676770
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 1/32 #C62372
31287MT59
4145.47120000
PA
USD
4271.32000000
0.000116843464
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
0.06500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2001-20 Z 6% 5/31
31359SXB1
5697.34620000
PA
USD
5724.59000000
0.000156598177
Long
ABS-CBDO
USGSE
US
N
2
2031-05-25
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/42 #AL1521
3138EHVP4
51069.76260000
PA
USD
48373.54000000
0.001323275242
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 12/33 #G04895
3128M6XY9
494.38950000
PA
USD
490.77000000
0.000013425186
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 07/20/2051#MA7472
36179WJR0
570804.32490000
PA
USD
486485.68000000
0.013307987303
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
GNMA 4.50% 3/40 #545934
36212WPT8
3021.28180000
PA
USD
2937.54000000
0.000080357442
Long
ABS-MBS
USGA
US
N
2
2040-03-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 11/01/2030#
31298C2P3
29.37840000
PA
USD
30.76000000
0.000000841450
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
0.07500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNR 2010-15 FJ SOFR30A+104.448 6/36
31398MRG3
1608012.14680000
PA
USD
1608142.07000000
0.043991293330
Long
ABS-CBDO
USGSE
US
N
2
2036-06-25
Variable
0.06332060
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 7/40 #743665
3620AYFE1
2608.11670000
PA
USD
2593.23000000
0.000070938720
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
GNMA 4.00% 10/40 #737559
3620ARMG3
21186.96500000
PA
USD
20146.23000000
0.000551107224
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
GNII II 4.00% 10/40 #004833
36202FLN4
19614.04950000
PA
USD
18731.38000000
0.000512403504
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 05/01/2051#CB0511
3140QKR91
921264.67300000
PA
USD
767287.63000000
0.020989423652
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 4.5% 10/01/2040#
3129424K8
1813.45880000
PA
USD
1765.30000000
0.000048290403
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+660.552 06/25/2035
31394D4V9
25110.15830000
PA
USD
1719.03000000
0.000047024671
Long
ABS-CBDO
USGSE
US
N
2
2035-06-25
Variable
0.01317940
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.501% 04/01/2044#AV5913
3138XHSB8
38148.71420000
PA
USD
38404.71000000
0.001050574382
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Variable
0.04080000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 10/42 #AP7882
3138MBXL5
52935.32080000
PA
USD
48646.02000000
0.001330729028
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2520 BE 6% 11/32
31392XV96
9140.90200000
PA
USD
9300.47000000
0.000254417636
Long
ABS-CBDO
USGSE
US
N
2
2032-11-15
Fixed
0.06000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 2009-118 XZ 5% 12/39
38376PLJ7
9592527.06820000
PA
USD
9524139.06000000
0.260536182050
Long
ABS-CBDO
USGA
US
N
2
2039-12-20
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 12/32 #735415
31402RAQ2
11979.49120000
PA
USD
12314.68000000
0.000336872413
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 05/01/2035#
31297P2R1
337.48090000
PA
USD
335.04000000
0.000009165137
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 12/01/2051#QD3168
3133B0QV8
2708201.75450000
PA
USD
2177857.04000000
0.059576047207
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 7.00% 3/32 #003216
36202DSD4
743.55310000
PA
USD
767.75000000
0.000021002071
Long
ABS-MBS
USGA
US
N
2
2032-03-20
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 06/01/2038#K94286
3132LQUK1
10817.15060000
PA
USD
10372.01000000
0.000283729990
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2010-H16 BA 3.55% 07/60
38375BDK5
124219.43690000
PA
USD
120222.06000000
0.003288716839
Long
ABS-CBDO
USGA
US
N
2
2060-07-20
Fixed
0.03550000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2047#BJ0993
3140H2C71
4537.87790000
PA
USD
4253.36000000
0.000116352162
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 5.5% 08/25/2035
31394E3H9
1499485.73890000
PA
USD
1499722.36000000
0.041025433936
Long
ABS-CBDO
USGSE
US
N
2
2035-08-25
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 4/39 #AB0043
31416VBM5
71136.20670000
PA
USD
69226.05000000
0.001893703005
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 10/39#004553
36202FBW5
2932.58760000
PA
USD
2840.70000000
0.000077708350
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 04/01/2052#RA7736
3133KPSZ2
305927.86500000
PA
USD
244106.24000000
0.006677612263
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2011-136 WI 4.5% 5/40
38377YTR1
31458.49620000
PA
USD
2062.71000000
0.000056426159
Long
ABS-CBDO
USGA
US
N
2
2040-05-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 9/42 #AP3391
3138M6XV4
8575.17020000
PA
USD
7896.12000000
0.000216001146
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 12/01/2042#Q15249
3132J6H31
16646.13050000
PA
USD
14908.64000000
0.000407831103
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2039#G05645
3128M7TA4
2846.60110000
PA
USD
2770.85000000
0.000075797578
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 01/01/2041#SC0119
3132D9DY7
2354445.86600000
PA
USD
2033772.46000000
0.055634562720
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 02/01/2049#BM5577
3140JAFT0
275575.62020000
PA
USD
273572.63000000
0.007483675751
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.60% 2/35 #779905
31404VNW4
3667.93470000
PA
USD
3695.09000000
0.000101080489
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Variable
0.04295000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2045#Q32124
3132QNLE7
9025.10280000
PA
USD
8256.98000000
0.000225872599
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #677235
36295QLQ1
5729.82800000
PA
USD
5570.19000000
0.000152374511
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2042#Q11138
3132HMHP9
14063.69080000
PA
USD
13375.73000000
0.000365897810
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.5% 02/43 #Q15869
3132J66F6
45288.77310000
PA
USD
41719.56000000
0.001141253273
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 11/01/2041#CB2113
3140QMK37
661444.73600000
PA
USD
569909.65000000
0.015590079417
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 03/01/2044#Q25226
3132M5PK2
13301.50520000
PA
USD
12595.67000000
0.000344558993
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 12/01/2042#Q13899
3132HQKL5
7332.18610000
PA
USD
6967.02000000
0.000190585288
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2048#Q55720
3132XYLA3
11586.17640000
PA
USD
10880.85000000
0.000297649488
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3297 BI SOFR30A+664.552 4/37
31397GRY8
56274.54550000
PA
USD
6022.36000000
0.000164743781
Long
ABS-CBDO
USGSE
US
N
2
2037-04-15
Variable
0.01457010
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/26 #256507
31371M3Q8
342.66530000
PA
USD
344.54000000
0.000009425013
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 11/01/2041#FM9558
3140XDTQ9
3180004.66100000
PA
USD
2736953.37000000
0.074870324443
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 10/41 #005280
36202F2M7
18018.71490000
PA
USD
17187.93000000
0.000470181885
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
GNII II 3.0% 12/20/2042#MA0624
36179MVR8
29168.53510000
PA
USD
26219.93000000
0.000717255429
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FGLMC 30YR 3.5% 09/46#Q43176
3132WGQ67
110920.18890000
PA
USD
101202.57000000
0.002768431984
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/45#AX3256
3138Y4TN9
18417.89300000
PA
USD
16310.64000000
0.000446183308
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 06/15/2043#AC9654
36179KWP5
6862.92030000
PA
USD
6344.19000000
0.000173547554
Long
ABS-MBS
USGA
US
N
2
2043-06-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 9/41 #AI9685
3138APXP8
1571.95650000
PA
USD
1492.61000000
0.000040830872
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 1.5% 12/01/2040#RB5089
3133KYUN7
1102893.90100000
PA
USD
892082.68000000
0.024403236245
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.01500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3110 OP PO 0% 9/35
31396HU49
4669.25430000
PA
USD
4314.32000000
0.000118019744
Long
ABS-CBDO
USGSE
US
N
2
2035-09-15
Fixed
0.00000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/25 #324193
31374UC61
15.34620000
PA
USD
15.79000000
0.000000431941
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 06/01/2041#FM7891
3140XBXV7
361786.39100000
PA
USD
304278.96000000
0.008323658234
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2043#AQ9316
3138MRK67
112144.71220000
PA
USD
96464.48000000
0.002638819862
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/01/2041#
3132GET67
7393.54440000
PA
USD
7194.43000000
0.000196806169
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 04/15/2043#AC1092
36179AF92
15800.46000000
PA
USD
14981.95000000
0.000409836524
Long
ABS-MBS
USGA
US
N
2
2043-04-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.0% 03/01/2041#A97686
312946RF5
4759.21590000
PA
USD
4761.47000000
0.000130251690
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/31 #564867
36213UQU7
16.37360000
PA
USD
16.86000000
0.000000461211
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 02/01/2035#FM2502
3140X5X81
324358.29370000
PA
USD
294489.70000000
0.008055869576
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 01/01/2041#MA4231
31418DVZ2
1845387.71500000
PA
USD
1492653.48000000
0.040832062231
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.01500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 12/20/44#MA2446
36179QWF4
11150.09000000
PA
USD
10622.40000000
0.000290579497
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2007-59 FC TSFR1M+61.448 7/37
38375LQB9
84254.16970000
PA
USD
82889.40000000
0.002267468762
Long
ABS-CBDO
USGA
US
N
2
2037-07-20
Variable
0.05928460
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 07/01/2044#G61831
31335CA87
16457.53870000
PA
USD
15631.64000000
0.000427609023
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 11/15/2042#AB9211
36178WGU7
56649.65870000
PA
USD
52376.00000000
0.001432763946
Long
ABS-MBS
USGA
US
N
2
2042-11-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 7/40 #004746
36202FHX7
9205.85430000
PA
USD
9015.36000000
0.000246618351
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/27 #190289
31368HKA0
26.15220000
PA
USD
26.90000000
0.000000735858
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 12/01/2040#MA4202
31418DU42
1838310.64000000
PA
USD
1486929.14000000
0.040675470892
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/01/2034#CA4890
3140QCNG7
213310.06160000
PA
USD
198743.31000000
0.005436693318
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 12/01/2032#MA3217
31418CSF2
10819.85860000
PA
USD
9962.14000000
0.000272517852
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/33 #C01614
31292HYK4
1356.54930000
PA
USD
1322.08000000
0.000036165964
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 04/20/2043#MA0934
36179NBB3
35824.97310000
PA
USD
33205.05000000
0.000908335850
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 04/15/2043#783836
3622A2HM7
117269.49430000
PA
USD
108672.67000000
0.002972779204
Long
ABS-MBS
USGA
US
N
2
2043-04-15
Fixed
0.03500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM 2018-H12 HA 3.25% 08/20/2068
38380LGR8
926574.16730000
PA
USD
882601.64000000
0.024143879053
Long
ABS-CBDO
USGA
US
N
2
2068-08-20
Fixed
0.03250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2047#BH9459
3140GYQM4
8473.65920000
PA
USD
8183.53000000
0.000223863348
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/46#BC9077
3140F5CP6
166968.45760000
PA
USD
151935.92000000
0.004156260661
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/25 #322438
31374SEK3
15.80480000
PA
USD
16.26000000
0.000000444798
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #739184
3620ATFZ5
1136.10340000
PA
USD
1104.67000000
0.000030218637
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 07/01/2033#
31283HYM1
1367.23000000
PA
USD
1392.05000000
0.000038080018
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2033#727139
31402EZC5
10230.17130000
PA
USD
9956.65000000
0.000272367671
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/28 #457547
31381DHY4
144.88220000
PA
USD
149.04000000
0.000004077041
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/46#AS7533
3138WHLP5
1005728.73720000
PA
USD
887831.48000000
0.024286943171
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 7/41 #Q02385
3132GFUJ4
3567.07210000
PA
USD
3472.22000000
0.000094983802
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2039#AB0051
31416VBV5
13543.76310000
PA
USD
13180.08000000
0.000360545735
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 10/35 #835485
31407NF24
862.54260000
PA
USD
885.15000000
0.000024213590
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 08/01/2031#BC2778
3140EXCQ4
74498.23480000
PA
USD
69263.15000000
0.001894717889
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.5% 03/43 #AR8173
3138W6CK0
31004.71740000
PA
USD
28475.43000000
0.000778955427
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2042#Q13653
3132HQBW1
11418.06710000
PA
USD
10819.31000000
0.000295966039
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 10/01/2042#C04268
31292LW50
5923.48690000
PA
USD
5297.21000000
0.000144907047
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 08/01/2041#QK0985
3133D4CW1
1254994.58600000
PA
USD
1082104.52000000
0.029601350677
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 12/01/2051#RA6510
3133KNGT4
5122109.06860000
PA
USD
4119051.06000000
0.112678094059
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2051#CB2350
3140QMTG9
5255463.00100000
PA
USD
4223005.75000000
0.115521811257
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/47#Q48876
3132WN2J0
53056.04060000
PA
USD
51338.31000000
0.001404377571
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/28 #251975
31371G2G4
24.88620000
PA
USD
25.50000000
0.000000697561
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 07/01/2046#Q43088
3132WGNE3
10195.07010000
PA
USD
9308.26000000
0.000254630734
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 05/31/2027
91282CET4
45180000.00000000
PA
USD
42409195.54000000
1.160118496822
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.02625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR5858
3138W3QL0
20621.14460000
PA
USD
18379.85000000
0.000502787277
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2007-57 SA 4062-6*1ML 6/37
31396WJV9
3914.25270000
PA
USD
4610.45000000
0.000126120485
Long
ABS-CBDO
USGSE
US
N
2
2037-06-25
Variable
0.08207640
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 07/01/2029#
31292G4T0
80.31600000
PA
USD
80.75000000
0.000002208944
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 10/31/2027
91282CFU0
24500000.00000000
PA
USD
24271269.47000000
0.663949134025
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.04125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 11/01/2032#G18665
3128MMW33
14348.47140000
PA
USD
13229.22000000
0.000361889977
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #745228
3620C04M7
25192.57920000
PA
USD
24491.86000000
0.000669983465
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 05/01/2041#FM7587
3140XBND8
2196854.25400000
PA
USD
1897644.68000000
0.051910739301
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 09/01/2051#QC7496
3133ASKH5
844828.72620000
PA
USD
729952.55000000
0.019968109375
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2530 FE SOFR30A+71.448 2/32
31393FAU0
10790.96700000
PA
USD
10713.62000000
0.000293074852
Long
ABS-CBDO
USGSE
US
N
2
2032-02-15
Variable
0.05902990
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21605
3132JNYA9
18661.10940000
PA
USD
17694.20000000
0.000484031079
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 03/15/2045#777581
36176VUE1
37753.26050000
PA
USD
33928.63000000
0.000928129636
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.947% 07/01/2043#AL5652
3138ENH69
22079.36950000
PA
USD
22320.91000000
0.000610596363
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Variable
0.04653000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 3/38 #889219
31410G4C4
5740.60880000
PA
USD
5919.06000000
0.000161917973
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 02/01/2052#RA6114
3133KMYK5
280001.30500000
PA
USD
223243.89000000
0.006106915323
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 06/01/2044#Q26541
3132M65A4
11167.50070000
PA
USD
10574.91000000
0.000289280391
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 12/01/2047#G61305
31335BNW2
234163.22900000
PA
USD
219761.82000000
0.006011662070
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 06/20/2046#AS4297
36193NX21
37017.63510000
PA
USD
33978.27000000
0.000929487556
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 8/39 #698474
36296Q6K0
61527.43090000
PA
USD
59800.23000000
0.001635856376
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 5.5% 08/01/2025#AL0517
3138EGSF2
341.93940000
PA
USD
341.54000000
0.000009342947
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 5/40 #A92286
312940RF8
873.02810000
PA
USD
849.59000000
0.000023240834
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/41 #Q02511
3132GFYG6
2755.18360000
PA
USD
2681.96000000
0.000073365961
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 5/39 #G05457
3128M7ME3
18832.20360000
PA
USD
18328.09000000
0.000501371364
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 9/25 #405143
36206ABL6
99.87920000
PA
USD
100.61000000
0.000002752222
Long
ABS-MBS
USGA
US
N
2
2025-09-15
Fixed
0.08000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 06/01/2039#FM1045
3140X4ET9
25979.84270000
PA
USD
25382.60000000
0.000694349972
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 2/42 #AK2525
3138E6YX8
3355.53990000
PA
USD
3188.04000000
0.000087209958
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 05/01/2047#Q47872
3132WMXA7
13719.71400000
PA
USD
12888.79000000
0.000352577394
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 05/01/2052#CB3647
3140QPBR7
3201059.47800000
PA
USD
3145782.30000000
0.086053983970
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2011-4 PZ 5% 2/41
31397QKY3
47614.98470000
PA
USD
45315.49000000
0.001239621206
Long
ABS-CBDO
USGSE
US
N
2
2041-02-25
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 02/15/2045#AK7288
36183RCZ4
26379.74300000
PA
USD
23707.32000000
0.000648522097
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 10/01/2040#FM7397
3140XBGF1
4050329.70100000
PA
USD
3647673.46000000
0.099783393611
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/41 #AJ3485
3138AU2T3
5254.58810000
PA
USD
4974.95000000
0.000136091511
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/46#BC0287
3140EUJ91
14384.25860000
PA
USD
13918.73000000
0.000380751766
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.0% 07/01/2041#Q02130
3132GFLK1
4043.37100000
PA
USD
4045.53000000
0.000110666899
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.05000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2010-170 B 4% 12/40
38377NRP1
53571.93290000
PA
USD
51192.73000000
0.001400395178
Long
ABS-CBDO
USGA
US
N
2
2040-12-20
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3336 LI SOFR30A+646.552 6/37
31397J7J7
17107.51470000
PA
USD
1709.47000000
0.000046763154
Long
ABS-CBDO
USGSE
US
N
2
2037-06-15
Variable
0.01277010
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 11/40 #004854
36202FMB9
4696.50080000
PA
USD
4600.02000000
0.000125835168
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/27 #313687
31374GNC7
51.34850000
PA
USD
52.82000000
0.000001444909
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 07/01/2041#CB1069
3140QLFK7
3392038.16800000
PA
USD
2838019.63000000
0.077635027620
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/28 #433689
36207JXS7
26.86560000
PA
USD
27.11000000
0.000000741603
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2039#AC6492
31417TGA0
1782.89700000
PA
USD
1732.80000000
0.000047401354
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 8/32 #C70220
31287XG59
695.94530000
PA
USD
717.78000000
0.000019635124
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 06/01/2035#
3128MJB82
666.58590000
PA
USD
662.96000000
0.000018135504
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 7/26 #AB3303
31416YU55
1129.66880000
PA
USD
1112.06000000
0.000030420793
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2432 FE SOFR30A+101.448 6/31
31339NNM4
900.90520000
PA
USD
899.74000000
0.000024612704
Long
ABS-CBDO
USGSE
US
N
2
2031-06-15
Variable
0.06202990
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 5/39 #713327
36297JPL2
4909.17100000
PA
USD
4874.95000000
0.000133355976
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 7.00% 7/29 #C47273
31298GCJ7
4511.66280000
PA
USD
4641.29000000
0.000126964124
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
0.07000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNMA 13-149 MA 2.5% 5/20/40
38378UQY6
168902.38380000
PA
USD
160602.62000000
0.004393341296
Long
ABS-CBDO
USGA
US
N
2
2040-05-20
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2996 MK 5.5% 6/35
31395UYX3
5425.71130000
PA
USD
5441.95000000
0.000148866460
Long
ABS-CBDO
USGSE
US
N
2
2035-06-15
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047
3137H5F77
1450628.53000000
PA
USD
1252988.23000000
0.034275934815
Long
ABS-CBDO
USGSE
US
N
2
2047-11-25
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 08/20/2045#MA3035
36179RLQ0
615351.00700000
PA
USD
586036.36000000
0.016031231255
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT K729 A2 3.136% 10/25/2024
3137FCM43
7600000.00000000
PA
USD
7401800.36000000
0.202478858608
Long
ABS-MBS
USGSE
US
N
2
2024-10-25
Fixed
0.03136000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/40#AE6588
31419HKA9
9983.59590000
PA
USD
9483.17000000
0.000259415458
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 5% 09/01/2038 #TBA
01F050494
10100000.00000000
PA
USD
9976117.44000000
0.272900209995
Long
ABS-MBS
USGA
US
N
2
2038-09-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/26 #256310
31371MVB0
6455.49730000
PA
USD
6458.94000000
0.000176686581
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
0.06500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 4.25% 03/25/2042
3136A4CM9
2367707.32120000
PA
USD
2216352.34000000
0.060629099712
Long
ABS-CBDO
USGSE
US
N
2
2042-03-25
Fixed
0.04250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 8/37 #G06089
3128M8C28
8082.12650000
PA
USD
8312.15000000
0.000227381793
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 07/01/2033#709470
31401JFK9
11529.44460000
PA
USD
11427.64000000
0.000312607121
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 04/01/2043#G07345
3128M9P63
191803.73880000
PA
USD
181686.38000000
0.004970094984
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.80% 5/37 #1N1474
3128QHT75
3257.17660000
PA
USD
3313.65000000
0.000090646064
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Variable
0.06760000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/46#AL9397
3138ERNP1
63335.00340000
PA
USD
55791.76000000
0.001526203266
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2682 LD 4.5% 10/33
31394KK78
133426.35330000
PA
USD
131328.01000000
0.003592524017
Long
ABS-CBDO
USGSE
US
N
2
2033-10-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.0% 02/01/2045#AX6813
3138Y8SB7
13806.77120000
PA
USD
13023.08000000
0.000356250945
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 12/01/2046#Q45028
3132WJSS1
15034.29630000
PA
USD
14552.25000000
0.000398081929
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 11/41 #489862
36210EFB0
35658.94490000
PA
USD
33873.05000000
0.000926609225
Long
ABS-MBS
USGA
US
N
2
2041-11-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 06/47#Q48877
3132WN2K7
64724.46600000
PA
USD
61047.20000000
0.001669967680
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 07/01/2040#FM7867
3140XBW55
132593.76080000
PA
USD
119412.19000000
0.003266562560
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.0% 3/45#AY0609
3138YDVB2
23204.19400000
PA
USD
20549.33000000
0.000562134167
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 11/01/2042#AQ1978
3138MHFU2
6784.56090000
PA
USD
6044.27000000
0.000165343136
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 08/01/2043#Q20763
3132JMZ44
11095.77270000
PA
USD
10514.33000000
0.000287623204
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 5/40 #736729
3620AQPN7
14200.64950000
PA
USD
13806.01000000
0.000377668271
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 4/26 #313275
31374F6L8
46.15960000
PA
USD
46.47000000
0.000001271203
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #745196
3620C03D8
9685.45380000
PA
USD
9416.77000000
0.000257599063
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 0.625% 10/15/2024
91282CDB4
25100000.00000000
PA
USD
23834214.78000000
0.651993348882
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.00625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 02/01/2043#AR2626
3138NY4L6
64268.83420000
PA
USD
55218.01000000
0.001510508132
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 03/01/2033#G18683
3128MMXM0
40931.76300000
PA
USD
37674.94000000
0.001030611267
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3.5% 05/01/2035#FM3340
3140X6WA5
2961106.05600000
PA
USD
2838812.67000000
0.077656721509
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/30 #549602
31385QRX2
40.31040000
PA
USD
42.01000000
0.000001149198
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/29 #323500
31374TKM0
33.67380000
PA
USD
34.64000000
0.000000947589
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 8/27 #780622
36225AVP2
19.91960000
PA
USD
20.29000000
0.000000555040
Long
ABS-MBS
USGA
US
N
2
2027-08-15
Fixed
0.08000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/25 #329280
31375AXH7
21.50300000
PA
USD
22.12000000
0.000000605100
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 7/32 #254379
31371KQ87
153.08300000
PA
USD
159.23000000
0.000004355792
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 12/41 #AJ4198
3138AVUY9
14231.53330000
PA
USD
13498.01000000
0.000369242822
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 21-68 A 2% 07/25/2049
3136BJET8
2178908.57000000
PA
USD
1747487.94000000
0.047803148735
Long
ABS-CBDO
USGSE
US
N
2
2049-07-25
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 6/25 #MA0442
31417YP43
701.59570000
PA
USD
692.83000000
0.000018952608
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2047#BE5550
3140FREY7
12696.26500000
PA
USD
12265.53000000
0.000335527897
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/28 #433616
36207JVH3
56.67930000
PA
USD
57.06000000
0.000001560896
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
0.07000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US LONG BOND(CBT) FUT DEC23 USZ3
N/A
231.00000000
NC
USD
400149.75000000
0.010946237497
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2023-12-19
27709662.75000000
USD
400149.75000000
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 03/01/2033#ZS8690
3132A9UP0
82021.91020000
PA
USD
77035.87000000
0.002107343385
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 8/33 #A12833
31296MEE5
821.48830000
PA
USD
815.90000000
0.000022319232
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/46#Q39901
3132QXAB3
9423.63710000
PA
USD
8603.93000000
0.000235363538
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 02/20/2041#004948
36202FP91
982.10450000
PA
USD
951.27000000
0.000026022326
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
0.04500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 2014-5 A 3% 01/20/2044
38376MAY3
255161.41090000
PA
USD
229271.28000000
0.006271796701
Long
ABS-CBDO
USGA
US
N
2
2044-01-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2051#QD0399
3133AWNQ3
208204.43870000
PA
USD
167431.95000000
0.004580160026
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 12/01/2052#RA8291
3133KQF84
1438529.59000000
PA
USD
1403798.59000000
0.038401405387
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE8135
31419KBD6
5306.43290000
PA
USD
5026.66000000
0.000137506056
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2052#MA4512
31418EAN0
626950.04800000
PA
USD
520204.53000000
0.014230378334
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 03/01/2051#RA4749
3133KLH26
1503275.59400000
PA
USD
1252493.00000000
0.034262387624
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 9/41 #AH4609
3138A6DP2
697.13700000
PA
USD
659.80000000
0.000018049061
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2016-H13 FB T1Y+50 05/20/2066
38376RUU8
4218895.13860000
PA
USD
4206507.20000000
0.115070487605
Long
ABS-CBDO
USGA
US
N
2
2066-05-20
Variable
0.05850000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/27 #368817
31376XVJ4
198.13540000
PA
USD
200.99000000
0.000005498152
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2041#A96822
312945SK5
2005.20380000
PA
USD
1903.08000000
0.000052059424
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 8/33 #G01584
31283HXM2
280.66750000
PA
USD
278.58000000
0.000007620654
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 7.00% 8/26 #256430
31371MY35
470.65390000
PA
USD
473.66000000
0.000012957136
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 1.5% 09/01/2053 #TBA
01F012692
1700000.00000000
PA
USD
1281578.49000000
0.035058031458
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/48#CA1564
3140Q8W27
19233.42390000
PA
USD
18556.87000000
0.000507629721
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 6/40 #704995
36296YGC0
1303.54410000
PA
USD
1296.67000000
0.000035470865
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
GNMA 4.00% 6/41 #768770
36176K2B2
3588.19450000
PA
USD
3408.16000000
0.000093231418
Long
ABS-MBS
USGA
US
N
2
2041-06-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 9/37 #942981
31413ECS2
1395.76330000
PA
USD
1437.51000000
0.000039323592
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 08/01/2035#G02836
3128M4PV9
406.19110000
PA
USD
395.75000000
0.000010825880
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2046#BE2414
3140FMVG8
9549.61430000
PA
USD
8983.69000000
0.000245752007
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2002-18 FD SOFR30A+91.448 2/32
31392CHM9
502.28880000
PA
USD
500.36000000
0.000013687524
Long
ABS-CBDO
USGSE
US
N
2
2032-02-25
Variable
0.06202060
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 05/01/2029#
31293PXU4
97.05310000
PA
USD
97.53000000
0.000002667967
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 4/41 #A97942
312946ZF6
68698.17910000
PA
USD
66877.53000000
0.001829458413
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2048#Q55141
3132XXWB1
2224.97210000
PA
USD
2089.52000000
0.000057159556
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/29 #323819
31374TVL0
52.28550000
PA
USD
53.59000000
0.000001465973
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2033#727060
31402EWV6
4330.28040000
PA
USD
4214.65000000
0.000115293236
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 04/01/2046#Q39717
3132QWYP8
18386.77020000
PA
USD
16252.71000000
0.000444598612
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA STRIPPED MTG BKD SECS
N/A
FNS 384 6 5% 7/37
3136FER61
18022.61190000
PA
USD
3055.66000000
0.000083588656
Long
ABS-CBDO
USGSE
US
N
2
2037-07-25
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2051#FM9633
3140XDV37
643801.70170000
PA
USD
559076.95000000
0.015293747089
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.03000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM TSFR1M+61.448 06/20/2064
38375UKG4
115550.19810000
PA
USD
115007.57000000
0.003146072627
Long
ABS-CBDO
USGA
US
N
2
2064-06-20
Variable
0.05717710
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 0.0% 10/01/2041#AI6819
3138ALSH1
13868.09450000
PA
USD
13712.75000000
0.000375117111
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Variable
0.04080000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047
3137H5KC0
5444727.46900000
PA
USD
4762867.37000000
0.130289916219
Long
ABS-CBDO
USGSE
US
N
2
2047-11-25
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 01/01/2043#AL7626
3138EQPL0
26292.27510000
PA
USD
24910.00000000
0.000681421832
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 06/01/2031#J34584
31307RCV5
5236.87460000
PA
USD
4962.00000000
0.000135737259
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 08/01/2045#AZ3728
3138YVEA3
14285.79350000
PA
USD
12637.92000000
0.000345714757
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.50% 7/38 #711379
36297GJY7
593.25560000
PA
USD
596.15000000
0.000016307893
Long
ABS-MBS
USGA
US
N
2
2038-07-15
Fixed
0.05500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.625% 02/28/2025
91282CGN5
18900000.00000000
PA
USD
18769324.27000000
0.513441483179
Long
DBT
UST
US
N
2
2025-02-28
Fixed
0.04625000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 7.00% 1/36 #A54473
3128KG6J2
1452.04300000
PA
USD
1511.52000000
0.000041348162
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.07000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 2014-2 BA 3% 01/20/2044
38378YG78
481224.39160000
PA
USD
431834.89000000
0.011812995674
Long
ABS-CBDO
USGA
US
N
2
2044-01-20
Fixed
0.03000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC 2010-116 QB 4% 09/16/2040
38377LAL2
18508.38880000
PA
USD
17755.19000000
0.000485699482
Long
ABS-CBDO
USGA
US
N
2
2040-09-16
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 04/01/2041#
31418DYH9
19965.94400000
PA
USD
16623.81000000
0.000454750183
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 5.5% 08/01/2053#RA9619
3133KRVL5
9882656.00000000
PA
USD
9848459.05000000
0.269408069727
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 8/35 #830989
31407HF68
696.14100000
PA
USD
712.17000000
0.000019481661
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 4/1/43 #AT0668
3138WMW64
9965.11450000
PA
USD
9140.72000000
0.000250047618
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 4/42 #AK6409
3138EBDP7
7065.99310000
PA
USD
6687.49000000
0.000182938646
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #745094
3620C0XX1
29188.48480000
PA
USD
28374.58000000
0.000776196640
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
FGLMC 3871 KB 5.5% 06/41
3137AC7K9
4607426.39940000
PA
USD
4700846.58000000
0.128593315641
Long
ABS-CBDO
USGSE
US
N
2
2041-06-15
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 2/40 #735358
3620AN5T3
6846.66890000
PA
USD
6655.91000000
0.000182074764
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 08/01/2043#Q20785
3132JM2S7
9549.04680000
PA
USD
9054.27000000
0.000247682748
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2040
3136BA7B4
698064.62100000
PA
USD
628501.16000000
0.017192870831
Long
ABS-CBDO
USGSE
US
N
2
2040-07-25
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 11/01/2031#MA2803
31418CDH4
1122955.37800000
PA
USD
1041586.93000000
0.028492977717
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2041#
3129444V0
2836.93700000
PA
USD
2761.02000000
0.000075528675
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 04/01/2033#BJ8594
3140HARQ5
4738.24000000
PA
USD
4450.21000000
0.000121737063
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 6.36% 7/36 #1B7105
3128QPH96
107249.11400000
PA
USD
108548.93000000
0.002969394252
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
0.06256000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/39 #710848
36297FWH1
4708.68940000
PA
USD
4678.46000000
0.000127980922
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2004-91 Z 5 12/34
31394BZJ6
1425012.87540000
PA
USD
1396239.16000000
0.038194614514
Long
ABS-CBDO
USGSE
US
N
2
2034-12-25
Fixed
0.05000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 2004-22 AZ 5.5% 04/20/2034
38374GDS8
811494.86660000
PA
USD
838301.95000000
0.022932045414
Long
ABS-CBDO
USGA
US
N
2
2034-04-20
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES
N/A
FNS 348 14 6.5% 8/34
3136FCEU6
2863.94420000
PA
USD
553.72000000
0.000015147205
Long
ABS-CBDO
USGSE
US
N
2
2034-08-25
Variable
0.06500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 6% 06/01/2053#RA9276
3133KRJV7
4017052.64000000
PA
USD
4079378.82000000
0.111592845946
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2033#729380
31402HJZ5
4801.09960000
PA
USD
4672.36000000
0.000127814055
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 12/01/2035#MA4206
31418DU83
7704144.28700000
PA
USD
6791494.41000000
0.185783724161
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 10/34 #357634
31376KHK5
5726.57260000
PA
USD
5849.06000000
0.000160003098
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 01/01/2052#SD8190
3132DWC35
69135.74930000
PA
USD
59670.15000000
0.001632297992
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 9/24 #403965
36205XW26
11.60600000
PA
USD
11.64000000
0.000000318416
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
GNMA 7.00% 3/28 #454375
36208LXC6
35.66810000
PA
USD
35.99000000
0.000000984519
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 05/01/2045#Q33468
3132QP2A1
12261.04260000
PA
USD
10860.95000000
0.000297105116
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 4.87% 10/35 #1M1052
3128QFEZ3
17479.37930000
PA
USD
17540.96000000
0.000479839145
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Variable
0.05001000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 4/42 #AK6572
3138EBJS5
11333.14500000
PA
USD
10418.34000000
0.000284997364
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 10/41 #Q03643
3132GJWC9
33134.83890000
PA
USD
32251.25000000
0.000882244315
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/42#AB6934
31417DV42
16125.70300000
PA
USD
14815.99000000
0.000405296630
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2003-70 BJ 5% 7/33
31393DAN1
29989.06650000
PA
USD
29379.88000000
0.000803696976
Long
ABS-CBDO
USGSE
US
N
2
2033-07-25
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21526
3132JNVT1
9089.11570000
PA
USD
8618.17000000
0.000235753078
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2154 PT 6% 5/29
3133TKW97
4774.59440000
PA
USD
4795.17000000
0.000131173566
Long
ABS-CBDO
USGSE
US
N
2
2029-05-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047
3137H62Q7
1176296.85400000
PA
USD
1013815.09000000
0.027733269242
Long
ABS-CBDO
USGSE
US
N
2
2047-10-25
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/41 #AB3687
31417ACZ0
100295.32880000
PA
USD
95042.03000000
0.002599908240
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 12/01/2045#G61796
31335B7H3
27621.52890000
PA
USD
26884.90000000
0.000735445918
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 4/35 #A54855
3128KHMC7
8044.49370000
PA
USD
7988.99000000
0.000218541638
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
0.05000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 04/30/2027
91282CEN7
40000000.00000000
PA
USD
37754687.60000000
1.032792791016
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.02750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 7/40#V81831
3132L7A82
10332.11300000
PA
USD
9446.30000000
0.000258406867
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2048#Q55504
3132XYDJ3
26790.26240000
PA
USD
25159.36000000
0.000688243163
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 06/01/2032#C91456
3128P7TM5
300337.98440000
PA
USD
285677.17000000
0.007814799710
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 2005-79 ZC 5.9% 09/25/2035
31394FGT6
42225.88350000
PA
USD
42259.78000000
0.001156031182
Long
ABS-CBDO
USGSE
US
N
2
2035-09-25
Fixed
0.05900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/25 #303555
31373UE45
19.26410000
PA
USD
19.82000000
0.000000542183
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.5% 11/01/2025#AL8242
3138ETEQ5
105860.66510000
PA
USD
104900.32000000
0.002869585239
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 04/01/2035#
3128MJBV1
2008.74940000
PA
USD
1997.57000000
0.000054644231
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 07/01/2050#SD7521
3132DVLA1
203388.21990000
PA
USD
171428.49000000
0.004689486786
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 07/01/2051#RA5574
3133KMFP5
2102020.43650000
PA
USD
1757264.70000000
0.048070595452
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2007-37 TS TSFR1M+657.552 6/37
38375KNC2
11384.43170000
PA
USD
1047.11000000
0.000028644063
Long
ABS-CBDO
USGA
US
N
2
2037-06-16
Variable
0.01262910
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/45#AZ9583
3140E2UH2
29223.31970000
PA
USD
27500.64000000
0.000752289703
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2044#AX6493
3138Y8GB0
2676.50120000
PA
USD
2594.06000000
0.000070961425
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 10/40 #AE3832
31419EHJ1
4251.30890000
PA
USD
4133.09000000
0.000113062134
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 06/15/2043#AD3626
36180FA36
5796.02040000
PA
USD
5197.14000000
0.000142169597
Long
ABS-MBS
USGA
US
N
2
2043-06-15
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 11/47#V84700
3132LAGH9
64055.83350000
PA
USD
58403.92000000
0.001597659823
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 09/01/2041#G60405
31335ANW4
63632.93150000
PA
USD
61921.45000000
0.001693883097
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/01/2051#
3140QMKN3
97337.42920000
PA
USD
87303.97000000
0.002388230881
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/28 #190294
31368HKF9
76.12510000
PA
USD
78.31000000
0.000002142197
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 0.0% 07/01/2041#1B8505
3128UGZV2
6831.69600000
PA
USD
6885.38000000
0.000188351997
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Variable
0.06000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT TSFR1M+583.552 02/16/2040
38376WKH7
42420.18720000
PA
USD
2071.34000000
0.000056662236
Long
ABS-CBDO
USGA
US
N
2
2040-02-16
Variable
0.00522910
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 02/01/2037#MA2897
31418CGF5
174562.91510000
PA
USD
159936.60000000
0.004375122084
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8% 08/01/2030#
31297YK84
227.45740000
PA
USD
237.53000000
0.000006497716
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
0.08000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 3/26 #250495
31371FGC0
19.66980000
PA
USD
20.23000000
0.000000553398
Long
ABS-MBS
USGSE
US
N
2
2026-03-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 3/40 #711223
36297GD49
25788.56270000
PA
USD
25068.31000000
0.000685752458
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
GNMA 4.50% 11/39 #722699
3620A83G6
2256.00830000
PA
USD
2193.15000000
0.000059994391
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 01/01/2052#FS0286
3140XFJ85
4486273.97720000
PA
USD
3603525.10000000
0.098575699657
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/28 #432548
31379XP90
343.48460000
PA
USD
353.35000000
0.000009666013
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 05/20/2049#BN2615
3617K53Y8
33002.73500000
PA
USD
30863.29000000
0.000844276179
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 9/25 #415993
36206NC60
129.70520000
PA
USD
130.41000000
0.000003567411
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
GNII II 2.5% 12/20/2051#MA7767
36179WTY4
190815.52580000
PA
USD
162479.38000000
0.004444680727
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 07/01/2041#SC0157
3132D9E67
3574832.58300000
PA
USD
3082357.93000000
0.084318987966
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 11/01/2045#Q37070
3132QT2C9
7158.79420000
PA
USD
6540.57000000
0.000178919598
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 8/37 #AE0265
31419AJK4
46968.31500000
PA
USD
47846.27000000
0.001308851585
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 7/39 #931504
31412P3M1
37543.59790000
PA
USD
36495.05000000
0.000998334960
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 04/01/2051#FM6944
3140XAWE8
807136.54880000
PA
USD
650336.88000000
0.017790194651
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
0.02000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2010-H17 FA TSFR1M+44.448 7/60
38375BDY5
916072.81840000
PA
USD
909217.02000000
0.024871952157
Long
ABS-CBDO
USGA
US
N
2
2060-07-20
Variable
0.05760000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/32 #579242
36201CP32
414.06380000
PA
USD
425.84000000
0.000011649003
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 09/01/2041#SC0185
3132D9F25
2733383.59700000
PA
USD
2361953.39000000
0.064612067771
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2051#CB2349
3140QMTF1
1634683.56310000
PA
USD
1314564.95000000
0.035960387702
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 1999-33 PK 6% 7/29
31359WKN0
4440.71240000
PA
USD
4451.26000000
0.000121765786
Long
ABS-CBDO
USGSE
US
N
2
2029-07-25
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/24 #190257
31368HJA2
1.26210000
PA
USD
1.26000000
0.000000034467
Long
ABS-MBS
USGSE
US
N
2
2024-02-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2047#AS9968
3138WLCE1
96714.28670000
PA
USD
90922.43000000
0.002487215130
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 10/01/2051#QD0109
3133AWDN1
225045.66670000
PA
USD
180975.18000000
0.004950639857
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 04/01/2034#G16829
3128MFY28
99111.08970000
PA
USD
92618.32000000
0.002533606799
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 07/01/2032#J37270
31307UCF3
9314.54750000
PA
USD
8783.31000000
0.000240270541
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 6.50% 6/27 #256789
31371NF67
1685.04130000
PA
USD
1692.45000000
0.000046297566
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2045#Q33791
3132QQF98
36948.51780000
PA
USD
33780.77000000
0.000924084873
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.0% 07/20/2043#MA1374
36179NQ35
26895.02090000
PA
USD
24123.87000000
0.000659916969
Long
ABS-MBS
USGA
US
N
2
2043-10-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3% 2/1/43 #Q15788
3132J62W3
7958.54580000
PA
USD
7120.44000000
0.000194782146
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 8/34 #G02758
3128M4MF7
11969.95090000
PA
USD
11890.38000000
0.000325265537
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048
3136BG6S5
1334644.65100000
PA
USD
1091541.53000000
0.029859503413
Long
ABS-CBDO
USGSE
US
N
2
2048-01-25
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 12/01/2040#
312944LX7
4316.70370000
PA
USD
4202.06000000
0.000114948832
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 04/01/2043#AR8236
3138W6EJ1
12138.89580000
PA
USD
10406.53000000
0.000284674297
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 02/01/2051#SD7532
3132DVLM5
6855817.59400000
PA
USD
5541100.76000000
0.151578764996
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 08/01/2035#
31297SPM1
909.18630000
PA
USD
903.49000000
0.000024715287
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 04/01/2033#ZS8087
3132A86Y0
80506.26980000
PA
USD
74124.32000000
0.002027696908
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 1999-32 PL 6% 7/29
31359WHX2
5952.76700000
PA
USD
5968.64000000
0.000163274251
Long
ABS-CBDO
USGSE
US
N
2
2029-07-25
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/25 #250383
31371FCU4
10.35010000
PA
USD
10.65000000
0.000000291334
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 01/01/2030#FS3868
3140XKJN1
6468672.21600000
PA
USD
6093099.81000000
0.166678893635
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
0.02500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 2017-PANW D TSFR1M+977.104 12/20/2040
38377RBW4
118213.80370000
PA
USD
92838.18000000
0.002539621147
Long
ABS-CBDO
USGA
US
N
2
2040-12-20
Variable
0.00000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 12/01/2041#FM9851
3140XD5M4
1882527.45800000
PA
USD
1566819.88000000
0.042860910253
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A97151
3129455L8
3143.48250000
PA
USD
3059.08000000
0.000083682211
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 08/01/2041#AI5189
3138AJXT4
983.09380000
PA
USD
976.90000000
0.000026723443
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 12/30 #563583
31386HCU3
157.58950000
PA
USD
164.91000000
0.000004511171
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
0.07500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048
3137H8BP5
2328739.99500000
PA
USD
2288512.87000000
0.062603076453
Long
ABS-CBDO
USGSE
US
N
2
2048-04-25
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #404745
31378PTA1
31.76610000
PA
USD
32.40000000
0.000000886313
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2047#MA3058
31418CMG6
937285.99160000
PA
USD
879397.99000000
0.024056242078
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/25 #303505
31373UDJ3
3.69370000
PA
USD
3.80000000
0.000000103950
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/29 #252806
31371HYB8
53.13080000
PA
USD
54.96000000
0.000001503450
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 10/01/2033#
31296PKS0
3131.67110000
PA
USD
3110.32000000
0.000085083900
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 10/01/2040#V81966
3132L7FF1
18118.75060000
PA
USD
16554.03000000
0.000452841327
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #251298
31371GDB3
57.81850000
PA
USD
58.85000000
0.000001609862
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 11/40 #749953
3620C6E27
6206.69070000
PA
USD
5904.97000000
0.000161532536
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
FNMA 30YR 4.25% 11/01/2041#AJ7445
3138E0HX0
5370.99610000
PA
USD
5141.87000000
0.000140657666
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.04250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 04/01/2046#Q40165
3132WDFF6
23044.67670000
PA
USD
20369.99000000
0.000557228258
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 11/01/2042#G07368
3128M9QV7
203942.41240000
PA
USD
193485.92000000
0.005292875561
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 04/20/2040#004673
36202FFN1
7735.04790000
PA
USD
7492.39000000
0.000204956970
Long
ABS-MBS
USGA
US
N
2
2040-04-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 08/01/2051#CB1384
3140QLRE8
3249501.92270000
PA
USD
2714514.97000000
0.074256514100
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 7/40 #A92914
312941GX9
2371.50900000
PA
USD
2370.30000000
0.000064840392
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/01/2040#
3129404Y2
1824.21220000
PA
USD
1775.16000000
0.000048560127
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 10/01/2041#
31418D5G3
21151.86600000
PA
USD
17545.12000000
0.000479952943
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 07/01/2035#843431
31407XA84
69067.01040000
PA
USD
68562.10000000
0.001875540419
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2047#BH3646
3140GSBQ4
3562.18370000
PA
USD
3441.33000000
0.000094138795
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2044#AW3982
3138XTM85
2726.42980000
PA
USD
2645.01000000
0.000072355181
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 3/36 #003828
36202EHD4
1591.77440000
PA
USD
1556.25000000
0.000042571767
Long
ABS-MBS
USGA
US
N
2
2036-03-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/29 #323542
31374TLX5
335.44870000
PA
USD
345.09000000
0.000009440058
Long
ABS-MBS
USGSE
US
N
2
2029-02-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 6/38 #G05299
3128M7GG5
3218.22850000
PA
USD
3135.31000000
0.000085767510
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/45#AZ0560
3138YRTS7
10552.49640000
PA
USD
9930.44000000
0.000271650687
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3% 03/20/2043#AD8812
36180MYH4
17373.79500000
PA
USD
15548.72000000
0.000425340717
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 5/34 #A21977
31296YFS7
1587.82880000
PA
USD
1577.47000000
0.000043152248
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21900
3132JPDD1
8335.65470000
PA
USD
7903.75000000
0.000216209867
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 10/01/2045#AZ4750
3138YWH42
66182.75440000
PA
USD
60389.63000000
0.001651979621
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/27 #368821
31376XVN5
130.37720000
PA
USD
131.80000000
0.000003605435
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 9/41 #Q03210
3132GJGT0
4345.82820000
PA
USD
4125.49000000
0.000112854233
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 12/40 #AB1887
31416XCZ1
1518.24960000
PA
USD
1476.17000000
0.000040381150
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 11/29 #C46106
31298EYB5
49.24320000
PA
USD
49.51000000
0.000001354363
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 04/01/2046#BC0824
3140EU4J5
124498.50840000
PA
USD
113523.07000000
0.003105463606
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 10/42#AP9654
3138MDWQ1
3739.20360000
PA
USD
3448.07000000
0.000094323170
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE4058
31419EQL6
12940.07210000
PA
USD
12274.14000000
0.000335763427
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE7386
31419JF45
11330.15420000
PA
USD
10735.97000000
0.000293686244
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050
3136BKWX6
1964606.09800000
PA
USD
1705423.08000000
0.046652449659
Long
ABS-CBDO
USGSE
US
N
2
2050-02-25
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/40#AE8996
31419K7J8
16204.15010000
PA
USD
15363.14000000
0.000420264111
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 07/01/2051#
3132DWB93
2906713.03600000
PA
USD
2608908.37000000
0.071367608322
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5.0% 09/15/2024
31395FLJ1
169.70480000
PA
USD
169.08000000
0.000004625243
Long
ABS-CBDO
USGSE
US
N
2
2024-09-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 11/32#BJ6650
3140H8L86
31946.10330000
PA
USD
30034.08000000
0.000821592847
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/31 #564650
36213UH37
752.19180000
PA
USD
770.14000000
0.000021067451
Long
ABS-MBS
USGA
US
N
2
2031-06-15
Fixed
0.07000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US ULTRA BOND CBT FUT DEC23 WNZ3
N/A
3.00000000
NC
USD
6063.39000000
0.000165866171
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UNITED STATES TREASURY BOND
UNITED STATES TREASURY BOND 0% 06/30/2040
2023-12-19
382342.86000000
USD
6063.39000000
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 12/27 #452821
36208KAW9
86.26710000
PA
USD
88.51000000
0.000002421222
Long
ABS-MBS
USGA
US
N
2
2027-12-15
Fixed
0.08000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 6.54% 4/37 #918912
31411Y3V3
1325.08780000
PA
USD
1328.00000000
0.000036327908
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Variable
0.03945000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 4/40 #737177
3620AQ6N8
29284.76690000
PA
USD
29103.73000000
0.000796142795
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2051#FM5651
3140X9H57
899159.65000000
PA
USD
749439.14000000
0.020501171915
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2043#Q15992
3132J7C67
18966.08270000
PA
USD
17959.04000000
0.000491275871
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 20-49 JA 2% 08/25/2044
3136BAF41
1102096.71600000
PA
USD
978625.07000000
0.026770633837
Long
ABS-CBDO
USGSE
US
N
2
2044-08-25
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 6/46#V82414
3132L7VF3
334843.89650000
PA
USD
295980.21000000
0.008096643002
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 11/20/2047#784391
3622A22Y7
325417.39880000
PA
USD
299613.95000000
0.008196045241
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2039#A89270
312936JP3
6224.27930000
PA
USD
6056.84000000
0.000165686993
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
0.04500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2009-116 KF TSFR1M+64.448 12/39
38376PA42
67277.37610000
PA
USD
66183.50000000
0.001810472977
Long
ABS-CBDO
USGA
US
N
2
2039-12-16
Variable
0.05957090
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/41 #Q02387
3132GFUL9
4578.22330000
PA
USD
4456.52000000
0.000121909675
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 9/40 #004800
36202FKM7
89271.35740000
PA
USD
85258.61000000
0.002332279337
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 08/01/2036#RC2195
3133L8NL5
5283186.49900000
PA
USD
4655677.61000000
0.127357702541
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2045#Q33547
3132QP5H3
186106.11440000
PA
USD
170150.47000000
0.004654526099
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Securities Lending Cash Central Fund
31635A303
25528697.14400000
NS
USD
25531250.01000000
0.698416345947
Long
STIV
RF
US
N
1
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 08/01/2047#CA0181
3140Q7FX0
449270.72060000
PA
USD
421242.38000000
0.011523233828
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2502 ZC 6 9/32
31392UTM6
3558.73550000
PA
USD
3621.35000000
0.000099063306
Long
ABS-CBDO
USGSE
US
N
2
2032-09-15
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2046#BC9079
3140F5CR2
17782.75740000
PA
USD
17190.57000000
0.000470254103
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 10/27 #256946
31371NL37
766.58250000
PA
USD
770.62000000
0.000021080581
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.06500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.625% 05/15/2053
912810TR9
70650000.00000000
PA
USD
63717468.75000000
1.743013823449
Long
DBT
UST
US
N
2
2053-05-15
Fixed
0.03625000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 5.5% 8/53 #RA9561
3133KRTS3
2291008.80000000
PA
USD
2279501.52000000
0.062356567796
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2051#FM9777
3140XD2K1
1251328.36400000
PA
USD
1086652.68000000
0.029725767198
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2009-59 HB 5% 8/25/39
31396QRH4
688097.82960000
PA
USD
678473.13000000
0.018559871690
Long
ABS-CBDO
USGSE
US
N
2
2039-08-25
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 12/01/2052#SD1924
3132DPD54
8990872.17600000
PA
USD
8776611.60000000
0.240087304815
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT 3857 ZP 5% 05/15/2041
3137AAL35
3825647.65750000
PA
USD
3795698.57000000
0.103832672686
Long
ABS-CBDO
USGSE
US
N
2
2041-05-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 6.34% 9/36 #893580
31410PXH1
729.60220000
PA
USD
740.88000000
0.000020267033
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
0.03815000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2048#BM4426
3140J84L4
648947.93450000
PA
USD
590724.52000000
0.016159477524
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 06/01/2031#J34653
31307RE27
43029.41470000
PA
USD
40727.58000000
0.001114117310
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 02/01/2052#QD6646
3133B4L37
172811.81200000
PA
USD
137782.15000000
0.003769079293
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2033#727221
31402E4E5
3754.93440000
PA
USD
3654.77000000
0.000099977521
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 02/20/2043#MA0783
36179M2Q2
26587.36960000
PA
USD
24649.15000000
0.000674286189
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 05/01/2035#QN2370
3133G8T35
7301841.02500000
PA
USD
6455103.48000000
0.176581631665
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.02000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 5YR NOTE (CBT) FUT DEC23 FVZ3
N/A
-260.00000000
NC
USD
-195521.30000000
-0.00534855409
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Short
UST NOTES
UST NOTES 0% 06/30/2040
2023-12-29
-27604166.20000000
USD
-195521.30000000
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/26 #256469
31371M2A4
367.89130000
PA
USD
370.42000000
0.000010132969
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
0.07000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 07/31/2027
91282CFB2
33510000.00000000
PA
USD
31545214.54000000
0.862930466096
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.02750000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.464% 5/1/41#1B8304
3128UGTL1
54571.16800000
PA
USD
55105.41000000
0.001507427919
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Variable
0.05568000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 11/35 #843132
31407WVZ3
6357.98970000
PA
USD
6509.03000000
0.000178056810
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 07/01/2034#FM8940
3140XC5A2
1185584.59400000
PA
USD
1124243.87000000
0.030754087454
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 2/40 #735365
3620AN6A3
3297.64210000
PA
USD
3206.33000000
0.000087710287
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
GNMA 5.00% 8/39 #710776
36297FT93
3212.58260000
PA
USD
3191.20000000
0.000087296401
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 07/01/2045#AZ1783
3138YS6V3
40827.67220000
PA
USD
38471.96000000
0.001052414030
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/39 #726323
3620AC4G6
1554.70050000
PA
USD
1544.47000000
0.000042249521
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.0% 04/01/2045#AY7471
3138YMJR1
24020.11020000
PA
USD
22656.70000000
0.000619782016
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#BP2187
3140K9ND7
202695.90990000
PA
USD
177097.81000000
0.004844573034
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 09/01/2053 #TBA
01F020695
-8650000.00000000
PA
USD
-6885957.93000000
-0.18836780705
Short
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 9/42 #AP4410
3138M73U7
32308.83860000
PA
USD
29695.69000000
0.000812336070
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 11/01/2045#Q38812
3132QVYJ4
9500.39610000
PA
USD
8951.73000000
0.000244877730
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2432 FG SOFR30A+101.448 3/32
31339NNN2
310.71500000
PA
USD
310.27000000
0.000008487545
Long
ABS-CBDO
USGSE
US
N
2
2032-03-15
Variable
0.06202990
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 02/20/2043#AD1755
36180C5Q8
34351.88190000
PA
USD
31702.29000000
0.000867227320
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
GNMA 7.00% 4/28 #433685
36207JXN8
81.68290000
PA
USD
82.84000000
0.000002266117
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
GNMA 30YR 4% 03/15/2042#733816
3620AMGZ9
19924.09470000
PA
USD
18911.92000000
0.000517342239
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
GNII 30YR 4.5% 06/20/2040#004709
36202FGS9
7599.55800000
PA
USD
7361.73000000
0.000201382719
Long
ABS-MBS
USGA
US
N
2
2040-06-20
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3% 11/25/2040
3137F6YL5
7952535.77800000
PA
USD
7159081.86000000
0.195839208461
Long
ABS-CBDO
USGSE
US
N
2
2040-11-25
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 02/01/2042#AJ5602
3138AXGL9
126366.14690000
PA
USD
119672.66000000
0.003273687809
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 2/40 #737015
3620AQYL1
10349.82510000
PA
USD
10060.54000000
0.000275209618
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
GNMA 4.50% 2/40 #735359
3620AN5U0
3654.50080000
PA
USD
3552.68000000
0.000097184814
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2145 MZ 6.5% 4/29
3133TKE22
17643.20690000
PA
USD
17714.70000000
0.000484591864
Long
ABS-CBDO
USGSE
US
N
2
2029-04-15
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR0015
3138NWAR0
22527.72170000
PA
USD
20100.86000000
0.000549866112
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2035#AB8197
31417FDB1
20885.70880000
PA
USD
20321.21000000
0.000555893864
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2051#BT9503
3140LYRZ8
720192.19900000
PA
USD
621588.38000000
0.017003769297
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.03000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM TSFR1M+65 12/20/2063
38375UCK4
6569999.63120000
PA
USD
6554129.80000000
0.179290531563
Long
ABS-CBDO
USGA
US
N
2
2063-12-20
Variable
0.05867710
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 03/20/2043#AA6141
36178DZE4
16018.61490000
PA
USD
14773.20000000
0.000404126094
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
GNMA 7.50% 4/27 #440301
36207SDE0
5.87130000
PA
USD
5.96000000
0.000000163037
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
0.07500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2010-160 DY 4% 12/20/2040
38377RLW3
242773.41590000
PA
USD
232020.03000000
0.006346989727
Long
ABS-CBDO
USGA
US
N
2
2040-12-20
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2% 05/01/2036#QN6401
3133GDDE7
1707458.15000000
PA
USD
1506256.06000000
0.041204165603
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.75% 07/31/2024
912828Y87
1719600.00000000
PA
USD
1663444.31000000
0.045504105604
Long
DBT
UST
US
N
2
2024-07-31
Fixed
0.01750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 9/39 #G06670
3128M8W75
32891.05590000
PA
USD
34563.06000000
0.000945484692
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 03/01/2033#G18680
3128MMXJ7
94241.60460000
PA
USD
86743.07000000
0.002372887264
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.58% 7/35 #995273
31416BT65
25507.67800000
PA
USD
25684.40000000
0.000702605817
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
0.04454000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2032#C91403
3128P7RY1
437674.61220000
PA
USD
416309.79000000
0.011388301089
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 02/01/2051#SD7535
3132DVLQ6
1904179.70670000
PA
USD
1603178.21000000
0.043855505190
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.50% 10/35 #612663
36202XTU1
2860.07330000
PA
USD
2883.51000000
0.000078879432
Long
ABS-MBS
USGA
US
N
2
2035-10-15
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 11/39 #726095
3620ACUU6
3521.91600000
PA
USD
3501.26000000
0.000095778201
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 11/01/2040#MA4175
31418DT93
1805856.07200000
PA
USD
1460678.06000000
0.039957363343
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 08/01/2053#CB6911
3140QSVD0
3743053.59800000
PA
USD
3740628.85000000
0.102326221079
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 08/01/2043#AS9172
3138WKFN0
2537.88360000
PA
USD
2398.50000000
0.000065611813
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 12/01/2052#CB5273
3140QQ2F1
1588552.68800000
PA
USD
1550199.63000000
0.042406257455
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2002-74 SV SOFR30A+743.552 11/32
31392FRK5
4179.83900000
PA
USD
100.41000000
0.000002746750
Long
ABS-CBDO
USGSE
US
N
2
2032-11-25
Variable
0.02147940
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2033#729327
31402HHC8
773.90980000
PA
USD
753.96000000
0.000020624841
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 1929 EZ 7.5 2/2027
3133T9A39
3824.42530000
PA
USD
3859.65000000
0.000105582086
Long
ABS-CBDO
USGSE
US
N
2
2027-02-17
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2043#Q15400
3132J6NS9
12834.50610000
PA
USD
12152.06000000
0.000332423885
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 01/01/2043#Q15372
3132J6MW1
3733.08030000
PA
USD
3533.85000000
0.000096669712
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/40 #A93505
3129413N5
3544.46730000
PA
USD
3449.84000000
0.000094371589
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 06/01/2042#AO2244
3138LSP61
52704.79430000
PA
USD
53358.17000000
0.001459631553
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Variable
0.05189000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 04/01/2043#Q17518
3132J8YQ7
9043.69150000
PA
USD
8570.13000000
0.000234438927
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 09/01/2053 #TBA
21H022697
15700000.00000000
PA
USD
13363425.52000000
0.365561216836
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 02/01/2035#AB0067
31416VCD4
210148.09340000
PA
USD
208358.98000000
0.005699733362
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/47#BE9387
3140FVND4
10015.27000000
PA
USD
9675.49000000
0.000264676440
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR7033
3138W4Y70
13397.69830000
PA
USD
11976.59000000
0.000327623842
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/28 #462669
36208V6E0
70.06290000
PA
USD
70.92000000
0.000001940041
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/24 #284385
31372V2S4
32.08180000
PA
USD
32.01000000
0.000000875644
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR3493
3138W03B3
12715.82720000
PA
USD
11350.10000000
0.000310485987
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 9/40#V81958
3132L7E70
32594.55980000
PA
USD
29779.72000000
0.000814634740
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 4/40 #739091
3620ATC47
10492.26610000
PA
USD
10197.53000000
0.000278957028
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
0.04500000
N
N
N
N
N
N
LONDON CLEARING HOUSE
N/A
LCH OIS SOFRV3.25% MAC 09/20/53
N/A
1159000.00000000
NC
USD
-70750.05000000
-0.00193539256
N/A
DO
CORP
GB
N
2
LONDON CLEARING HOUSE
N/A
Y
2053-09-20
0.00000000
USD
0.00000000
USD
1171043.88000000
USD
-70750.05000000
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2049#
31418DFQ0
50147.56070000
PA
USD
43728.32000000
0.001196203611
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 03/01/2052#SD8199
3132DWDC4
973324.41600000
PA
USD
775419.24000000
0.021211866711
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 12/37 #A69815
3128L13Y4
2859.96280000
PA
USD
2948.61000000
0.000080660266
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 5/33 #G01785
31283H6W0
10729.37610000
PA
USD
10858.54000000
0.000297039190
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 11/01/2047#Q52086
3132XUJ89
24006.79330000
PA
USD
21806.05000000
0.000596512186
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/34#FM0045
3140X3BP2
84895.72790000
PA
USD
79045.22000000
0.002162309863
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2156 TC 6.25% 5/29
3133TKZ78
1762.41400000
PA
USD
1763.19000000
0.000048232684
Long
ABS-CBDO
USGSE
US
N
2
2029-05-15
Fixed
0.06250000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 2/41 #004945
36202FP67
5242.38370000
PA
USD
5005.75000000
0.000136934056
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 11/35 #A47571
3128K8MU7
1824.21080000
PA
USD
1814.58000000
0.000049638475
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 01/20/2044#MA1600
36179NX52
4511.50590000
PA
USD
4183.38000000
0.000114437834
Long
ABS-MBS
USGA
US
N
2
2044-01-20
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 01/01/2031#ZS8593
3132A9RN9
12735.19000000
PA
USD
11864.20000000
0.000324549374
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT K727 A2 2.946% 07/25/2024
3137FARE0
13919022.81300000
PA
USD
13615326.44000000
0.372452055319
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Fixed
0.02946000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.5% 09/30/2024
912828YH7
13631100.00000000
PA
USD
13087985.86000000
0.358026467821
Long
DBT
UST
US
N
2
2024-09-30
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 03/01/2052#RA6988
3133KNXR9
4251844.56280000
PA
USD
3666056.88000000
0.100286278547
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 1999-25 Z 6% 6/29
31359VU27
4828.33840000
PA
USD
4791.15000000
0.000131063597
Long
ABS-CBDO
USGSE
US
N
2
2029-06-25
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 12/01/2052#RA8292
3133KQF92
1389553.19000000
PA
USD
1355136.18000000
0.037070228003
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 12/20/2041#005258
36202FZX7
60180.06860000
PA
USD
55903.40000000
0.001529257217
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
GNMA 4.00% 2/40 #706789
36297BF63
10525.34740000
PA
USD
10017.00000000
0.000274018566
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 05/46#MA3664
36179SB97
58544.00400000
PA
USD
55755.03000000
0.001525198504
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AB8529
31417FPP7
98637.37910000
PA
USD
87972.71000000
0.002406524499
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 12/01/2051#CB2347
3140QMTD6
4214196.53830000
PA
USD
3391568.10000000
0.092777541189
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 12/01/2041#MA4501
31418EAB6
21918704.25000000
PA
USD
18140103.75000000
0.496228934001
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 06/01/2052#BU8753
3140MAWP5
1103034.12300000
PA
USD
1083297.09000000
0.029633973850
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/26 #303890
31373URK5
14.65940000
PA
USD
15.08000000
0.000000412518
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2% 07/01/2041#
3133KYVK2
20466.69900000
PA
USD
16976.79000000
0.000464406076
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2044#AW1064
3138XQFE6
4784.09110000
PA
USD
4641.22000000
0.000126962209
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/41#A97555
312946MC7
7278.29250000
PA
USD
7085.52000000
0.000193826897
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2009-108 CF TSFR1M+71.448 11/39
38376ENU5
408447.44550000
PA
USD
402779.83000000
0.011018184263
Long
ABS-CBDO
USGA
US
N
2
2039-11-16
Variable
0.06027090
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 10/01/2051#QC9114
3133AUDT2
573670.68960000
PA
USD
461329.27000000
0.012619824838
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 05/01/2034#
31296XSH9
765.54720000
PA
USD
760.39000000
0.000020800736
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 1/34 #255070
31371LJP5
117393.09700000
PA
USD
119613.68000000
0.003272074390
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 3/42 #783550
36241L5K8
2305.66500000
PA
USD
2134.83000000
0.000058399027
Long
ABS-MBS
USGA
US
N
2
2042-03-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 1.5% 09/01/2053 #TBA
01F012692
-1700000.00000000
PA
USD
-1281578.49000000
-0.03505803145
Short
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 1.5% 02/01/2041#RB5099
3133KYUY3
1884070.96200000
PA
USD
1517466.17000000
0.041510822115
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4.5% 12/01/2042#RB5198
3133KYX38
2548365.89200000
PA
USD
2450760.68000000
0.067041422501
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 03/20/2043 #MA1090
36179NF78
67084.69760000
PA
USD
62161.59000000
0.001700452211
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
0.03500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2010-H19 FG TSFR1M+41.448 8/60
38375BFQ0
736484.39640000
PA
USD
730303.01000000
0.019977696332
Long
ABS-CBDO
USGA
US
N
2
2060-08-20
Variable
0.05555260
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 8/35 #357953
31376KTJ5
1445.58340000
PA
USD
1478.12000000
0.000040434493
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.06000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM TSFR1M+71.448 12/20/2063
38375UDY3
128795.94660000
PA
USD
128499.12000000
0.003515138734
Long
ABS-CBDO
USGA
US
N
2
2063-12-20
Variable
0.05817710
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 12/01/2033#
31296RHY7
1333.37470000
PA
USD
1323.51000000
0.000036205082
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 06/45#G60179
31335AFU7
309174.82770000
PA
USD
291995.81000000
0.007987648335
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2001-31 ZC 6.5% 7/31
313920CW8
2697.94650000
PA
USD
2703.40000000
0.000073952460
Long
ABS-CBDO
USGSE
US
N
2
2031-07-25
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 08/01/2044#Q27808
3132M8KV7
4824.14600000
PA
USD
4565.14000000
0.000124881014
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.00% 10/29 #MA0214
31417YGY7
765.10280000
PA
USD
763.85000000
0.000020895386
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 01/01/2049#BN4472
3140JL6J8
13098.47430000
PA
USD
12240.38000000
0.000334839910
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2043#AB9341
31417GLX2
8973.36360000
PA
USD
8004.05000000
0.000218953609
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #783008
36241LKV7
48781.53640000
PA
USD
47414.54000000
0.001297041459
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 5.5% 09/01/2053 #TBA
01F052698
37675000.00000000
PA
USD
37215835.94000000
1.018052313866
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 07/01/2050#CA6399
3140QEDD1
6490604.56880000
PA
USD
5450409.90000000
0.149097884544
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 2/42 #AK3455
3138E7ZV9
8932.48500000
PA
USD
8468.51000000
0.000231659076
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.875% 05/15/2032
91282CEP2
28790300.00000000
PA
USD
26164309.67000000
0.715733916153
Long
DBT
UST
US
N
2
2032-05-15
Fixed
0.02875000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR1276
3138NXM20
7996.96130000
PA
USD
7173.30000000
0.000196228150
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 12/26 #365832
31376ULM4
7.91640000
PA
USD
7.92000000
0.000000216654
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #713686
31401N2T5
1877.10710000
PA
USD
1827.46000000
0.000049990812
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 10/41 #Q04092
3132GKF92
115515.41760000
PA
USD
109663.48000000
0.002999883161
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/26 #250701
31371FNS7
7.18090000
PA
USD
7.25000000
0.000000198326
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
0.07500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047
3137H5BG1
1417709.79800000
PA
USD
1242883.07000000
0.033999504601
Long
ABS-CBDO
USGSE
US
N
2
2047-10-25
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/45#BA6404
3140EBDJ7
56269.24780000
PA
USD
52952.24000000
0.001448527195
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 9/27 #449474
36208FJT8
301.97020000
PA
USD
307.87000000
0.000008421892
Long
ABS-MBS
USGA
US
N
2
2027-09-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.60% 8/35 #735810
31402RN39
16113.25840000
PA
USD
16265.86000000
0.000444958335
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Variable
0.05057000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 4/1/43 #AT1745
3138WN5F2
56799.64350000
PA
USD
52118.57000000
0.001425721858
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNMA 2004-24 ZM 5% 04/34
38374F2L7
31933.95600000
PA
USD
31106.41000000
0.000850926813
Long
ABS-CBDO
USGA
US
N
2
2034-04-20
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 12ML+187.9 10/42#849255
31300MH89
106752.78310000
PA
USD
106985.48000000
0.002926625526
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Variable
0.04936000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 12/41 #711616
36297GSD3
20994.83640000
PA
USD
19420.23000000
0.000531247238
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 7/42 #AO9368
3138M1MS4
5384.82430000
PA
USD
4947.49000000
0.000135340333
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 7/39 #704628
36296XYZ1
3809.10520000
PA
USD
3782.55000000
0.000103472988
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
0.05000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
N/A
LCH OIS SOFRV3.75% MAC 09/20/28
N/A
8951000.00000000
NC
USD
-163797.03000000
-0.00448072550
N/A
DO
CORP
GB
N
2
LONDON CLEARING HOUSE
N/A
Y
2028-09-20
0.00000000
USD
0.00000000
USD
9015785.19000000
USD
-163797.03000000
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AB7767
31417ETZ4
119308.98150000
PA
USD
106437.56000000
0.002911636982
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/29 #434145
36207KHW3
24.07350000
PA
USD
24.46000000
0.000000669111
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2002-16 ZD 6.50% 4/32
31392CVK7
2274.26650000
PA
USD
2316.47000000
0.000063367853
Long
ABS-CBDO
USGSE
US
N
2
2032-04-25
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2048#CA1218
3140Q8K87
25076.20960000
PA
USD
24201.96000000
0.000662053149
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.64% 1/35 #813730
31406MA71
2737.61800000
PA
USD
2741.57000000
0.000074996613
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
0.04724000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2045#Q32008
3132QNGS2
123054.77660000
PA
USD
112581.70000000
0.003079712098
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/46#BC2843
3140EXER0
204919.73890000
PA
USD
193352.27000000
0.005289219518
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AL2860
3138EKFA8
8819.07340000
PA
USD
7875.22000000
0.000215429419
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/41 #Q02592
3132GF2Z9
26160.21700000
PA
USD
25464.32000000
0.000696585451
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 12/27 #423188
36206WCZ6
6.37830000
PA
USD
6.37000000
0.000000174253
Long
ABS-MBS
USGA
US
N
2
2027-12-15
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 1.5% 01/01/2051#SD8120
3132DWAV5
16346437.55000000
PA
USD
12353514.50000000
0.337934744805
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
0.01500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 01/46#MA3377
36179RXE4
3795.23010000
PA
USD
3614.43000000
0.000098874007
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 1.406% 08/25/2030
3137FX3Q9
6500000.00000000
PA
USD
5202796.30000000
0.142324327211
Long
ABS-MBS
USGSE
US
N
2
2030-08-25
Fixed
0.01406000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 01/01/2052#RA6604
3133KNKR3
35505.75490000
PA
USD
30644.55000000
0.000838292470
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2048#Q55725
3132XYLF2
60865.07760000
PA
USD
57159.82000000
0.001563627029
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 12/41 #AJ7472
3138E0JS9
3248.62350000
PA
USD
3086.62000000
0.000084435578
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 12/20/2050#MA7051
36179VZQ6
5443733.90600000
PA
USD
4505969.08000000
0.123262372918
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 3/41 #A97528
312946LH7
3530.79440000
PA
USD
3437.13000000
0.000094023903
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #729713
31402HVE8
898.16520000
PA
USD
874.90000000
0.000023933197
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 12/39 #AC6795
31417TRR1
29740.87270000
PA
USD
28912.28000000
0.000790905613
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 09/01/2035#
31297S6M2
29.57410000
PA
USD
29.45000000
0.000000805615
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 4683 LM 3% 05/15/2047
3137BYKR0
181454.39500000
PA
USD
169101.11000000
0.004625820486
Long
ABS-CBDO
USGSE
US
N
2
2047-05-15
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 6% 06/25/2045
3136ANY68
128057.82800000
PA
USD
21588.36000000
0.000590557199
Long
ABS-CBDO
USGSE
US
N
2
2045-06-25
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.25% 04/30/2024
9128286R6
87730900.00000000
PA
USD
85918023.42000000
2.350317824019
Long
DBT
UST
US
N
2
2024-04-30
Fixed
0.02250000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.25% 01/25/2032
3137H6LZ6
8719000.00000000
PA
USD
7184481.29000000
0.196534018824
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Fixed
0.02250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2042#AL2266
3138EJQU5
57475.93660000
PA
USD
52866.70000000
0.001446187218
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 06/01/2052#QE4073
3133BDQ24
1405187.49800000
PA
USD
1380043.92000000
0.037751588013
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/40 #AE4428
31419E4N6
6490.09560000
PA
USD
6160.90000000
0.000168533591
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2008-2 FD TSFR1M+59.448 1/38
38374DMX4
84438.28790000
PA
USD
82964.31000000
0.002269517951
Long
ABS-CBDO
USGA
US
N
2
2038-01-20
Variable
0.05908460
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 10/01/2041#CB1837
3140QMBF0
2282136.55900000
PA
USD
1902265.57000000
0.052037145376
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.02000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 10YR NOTE FUT (CBT)DEC23 TYZ3
N/A
228.00000000
NC
USD
248038.92000000
0.006785192111
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2023-12-19
25067086.08000000
USD
248038.92000000
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 2/34 #725162
31402CTT9
8829.10970000
PA
USD
8992.10000000
0.000245982065
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 11/01/2044#Q29663
3132MAML2
33842.89240000
PA
USD
32800.08000000
0.000897257753
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 05/01/2030#ZK7367
3131XBFG9
6346.32890000
PA
USD
5938.93000000
0.000162461524
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 11/42#G60488
31335ARH3
242761.14690000
PA
USD
230450.10000000
0.006304043738
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047
38380HC42
255399.29740000
PA
USD
227846.08000000
0.006232809853
Long
ABS-CBDO
USGA
US
N
2
2047-09-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/27 #190284
31368HJ53
54.56000000
PA
USD
55.46000000
0.000001517127
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 07/01/2040#CA6462
3140QEFC1
1391662.40100000
PA
USD
1205598.39000000
0.032979569033
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 07/31/2029
91282CFC0
41009000.00000000
PA
USD
37558477.31000000
1.027425389353
Long
DBT
UST
US
N
2
2029-07-31
Fixed
0.02625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 11/01/2040#AB1801
31416XAB6
185724.08980000
PA
USD
176228.09000000
0.004820781537
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 5/27 #379801
31377K3J2
192.63640000
PA
USD
196.34000000
0.000005370949
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.50% 10/42 #Q11886
3132HNCX5
9956.06860000
PA
USD
9160.90000000
0.000250599649
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 08/01/2032#G18654
3128MMWQ2
10130.16850000
PA
USD
9355.80000000
0.000255931207
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047
3136BLES5
16061096.99100000
PA
USD
13429042.96000000
0.367356205043
Long
ABS-CBDO
USGSE
US
N
2
2047-10-25
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2% 10/01/2041#
3133KYVY2
21429.39200000
PA
USD
17775.32000000
0.000486250145
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 12/39 #704808
36296YAH5
5300.55950000
PA
USD
5150.90000000
0.000140904685
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2050#MA3991
31418DNH1
93097.40430000
PA
USD
80845.72000000
0.002211563175
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/28 #572167
31386STY3
17.39100000
PA
USD
17.89000000
0.000000489387
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2040#V81792
3132L67D7
83018.22150000
PA
USD
75900.73000000
0.002076291230
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.472% 12/01/2040#AE0653
31419AWP8
80944.35620000
PA
USD
82246.25000000
0.002249875167
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Variable
0.04505000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 4.56% 6/33 #780605
31342AU64
24537.42820000
PA
USD
24549.63000000
0.000671563784
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Variable
0.04857000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049
3136BLYE4
1434875.65100000
PA
USD
1231778.47000000
0.033695734352
Long
ABS-CBDO
USGSE
US
N
2
2049-05-25
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 5/29 #252492
31371HNH7
82.02470000
PA
USD
84.70000000
0.000002316998
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.801% 2/33 #695019
31400RDY4
12088.42700000
PA
USD
12185.62000000
0.000333341931
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Variable
0.07023000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #719216
3620A5AR0
14711.38200000
PA
USD
14299.56000000
0.000391169505
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.243% 10/25/2031
3137H4CD0
14877000.00000000
PA
USD
12319625.85000000
0.337007708836
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Fixed
0.02243000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 06/46#AS7009
36193SYE3
9481.56450000
PA
USD
8703.07000000
0.000238075548
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR2943
3138W0HV4
12140.27070000
PA
USD
10828.75000000
0.000296224274
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 01/01/2042#AJ5572
3138AXFN6
173184.84570000
PA
USD
164264.41000000
0.004493510852
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/32 #646414
31390HDT9
97.84670000
PA
USD
101.77000000
0.000002783954
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 3/27 #256708
31371NDM4
1859.21080000
PA
USD
1863.61000000
0.000050979708
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Fixed
0.06500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHR 2162 PH 6 6/29
3133TLBA5
924.71100000
PA
USD
926.47000000
0.000025343913
Long
ABS-CBDO
USGSE
US
N
2
2029-06-15
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 9/40 #AE3950
31419EL80
2794.06670000
PA
USD
2648.56000000
0.000072452292
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 12/20/2045#MA3311
36179RVC0
4250.12360000
PA
USD
4047.65000000
0.000110724892
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 08/01/2032#J37452
31307UH50
8770.03340000
PA
USD
8269.85000000
0.000226224662
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2998 LY 5.5 7/25
31395VV55
3978.95760000
PA
USD
3960.27000000
0.000108334582
Long
ABS-CBDO
USGSE
US
N
2
2025-07-15
Fixed
0.05500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2012-76 GS TSFR1M+658.552 6/42
38375C5E6
25222.77700000
PA
USD
2108.43000000
0.000057676846
Long
ABS-CBDO
USGA
US
N
2
2042-06-16
Variable
0.01272910
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 11/01/2042#AQ4673
3138MLFP4
10146.30270000
PA
USD
9070.41000000
0.000248124263
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 04/01/2042#BV7699
3140MMRV2
660304.39500000
PA
USD
567895.39000000
0.015534978624
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2046#V82292
3132L7RM3
54737.39910000
PA
USD
51576.23000000
0.001410885956
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 28YR 6.00% 6/36 #889046
31410GWF6
489877.09380000
PA
USD
500615.98000000
0.013694526642
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 7/27 #451326
36208HLF1
32.23520000
PA
USD
32.96000000
0.000000901632
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
FNMA 20YR 6.50% 8/27 #256856
31371NH99
780.00090000
PA
USD
784.77000000
0.000021467660
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.06500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 02/15/2045#AL4767
36184BJL2
16133.11700000
PA
USD
15233.50000000
0.000416717763
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2005-14 ZB 5% 3/35
31394CXY3
439839.15910000
PA
USD
430964.52000000
0.011789186396
Long
ABS-CBDO
USGSE
US
N
2
2035-03-25
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 02/01/2044#Q24572
3132M4W92
3189.00060000
PA
USD
3099.71000000
0.000084793659
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2047#MA4383
36179S2Q9
857368.91160000
PA
USD
812237.96000000
0.022219055778
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3258 PM 5.5 12/36
31397CXF1
7407.00340000
PA
USD
7491.66000000
0.000204937000
Long
ABS-CBDO
USGSE
US
N
2
2036-12-15
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3287 SD SOFR30A+663.552 3/37
31397G6Z8
39993.83160000
PA
USD
3637.57000000
0.000099507009
Long
ABS-CBDO
USGSE
US
N
2
2037-03-15
Variable
0.01447010
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM 2015-H30 HA VAR 11/20/2065
38376RLC8
144111.07800000
PA
USD
137629.98000000
0.003764916629
Long
ABS-CBDO
USGA
US
N
2
2062-09-20
Variable
0.01750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2047#AS9459
3138WKQM0
4974.45640000
PA
USD
4805.69000000
0.000131461344
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 10/01/2042#AP3667
3138M7CD5
38700.51380000
PA
USD
35710.91000000
0.000976884534
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2005-102 CO 0% 11/35
31394UHV7
3449.44200000
PA
USD
2906.32000000
0.000079503408
Long
ABS-CBDO
USGSE
US
N
2
2035-11-25
Fixed
0.00000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 2/41 #738002
3620AR3K5
5050.19300000
PA
USD
4802.12000000
0.000131363685
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 11/01/2051#FM9517
3140XDSF4
1969804.49000000
PA
USD
1643655.88000000
0.044962786125
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 01/15/2047#AX5855
36196HQG8
4207.63160000
PA
USD
3962.49000000
0.000108395311
Long
ABS-MBS
USGA
US
N
2
2047-01-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 12/41 #739352
3620ATL96
17941.39000000
PA
USD
16587.89000000
0.000453767579
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
GNMA 30YR 4% 07/15/2046#AT7623
36194GPG3
6515.92010000
PA
USD
6138.33000000
0.000167916181
Long
ABS-MBS
USGA
US
N
2
2046-07-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/01/2050#CA6275
3140QD6M1
433914.18390000
PA
USD
349347.95000000
0.009556536346
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2005-73 SA SOFR30A+1725.235 8/35
31394EB64
654.36130000
PA
USD
650.84000000
0.000017803957
Long
ABS-CBDO
USGSE
US
N
2
2035-08-25
Variable
0.03504644
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/28 #457257
31381C5S2
157.10050000
PA
USD
158.51000000
0.000004336096
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 03/01/2052#SD2219
3132DPPC6
2132867.56400000
PA
USD
1847681.63000000
0.050543982452
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 4/39 #AB0042
31416VBL7
230977.48840000
PA
USD
224760.98000000
0.006148415855
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/30 #590851
31387QL81
2447.71570000
PA
USD
2518.04000000
0.000068881872
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/25 #250359
31371FB43
16.95240000
PA
USD
17.44000000
0.000000477077
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 05/01/2051#QC1881
3133ALCS5
36111.89990000
PA
USD
31336.98000000
0.000857234136
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE4056
31419EQJ1
17462.14590000
PA
USD
16553.70000000
0.000452832300
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3% 03/20/2043#AA6146
36178DZK0
39873.97420000
PA
USD
35657.16000000
0.000975414183
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
0.03000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2014-25 HC 3% 2/44
38379AEF3
304324.54820000
PA
USD
272120.77000000
0.007443959608
Long
ABS-CBDO
USGA
US
N
2
2044-02-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #726923
31402ESL3
3737.29130000
PA
USD
3638.30000000
0.000099526979
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 1/41 #AH1256
3138A2ME6
12659.59250000
PA
USD
11999.32000000
0.000328245629
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LN MTG CORP MTN
S6XOOCT0IEG5ABCC6L87
FED HOME LN MTG CORP 4% 11/25/2024
3134GXR71
18000000.00000000
PA
USD
17668503.54000000
0.483328143977
Long
DBT
USGSE
US
N
2
2024-11-25
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4763 SC SOFR30A+608.552 08/15/2047
3137F3MN1
302036.97830000
PA
USD
31176.44000000
0.000852842508
Long
ABS-CBDO
USGSE
US
N
2
2047-08-15
Variable
0.00897010
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 04/01/2043#MA1412
31418ASA7
7944.85600000
PA
USD
6829.06000000
0.000186811344
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2046#G60824
31335A4H8
59438.88450000
PA
USD
56191.94000000
0.001537150331
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 9/42 #AP6523
3138MAG93
3933.38850000
PA
USD
3621.11000000
0.000099056740
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.375% 02/15/2042
912810TF5
353100.00000000
PA
USD
262507.22000000
0.007180977559
Long
DBT
UST
US
N
2
2042-02-15
Fixed
0.02375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 4/35 #735503
31402RDG1
301615.24320000
PA
USD
307824.29000000
0.008420641987
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 9/33 #727147
31402EZL5
4293.08650000
PA
USD
4178.45000000
0.000114302973
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 7/35 #G01838
3128LXBF6
49616.09040000
PA
USD
49303.89000000
0.001348725294
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2040#AE0675
31419AXD4
5817.88530000
PA
USD
5656.58000000
0.000154737740
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 09/20/2043#MA1285
36179NNA2
396907.31360000
PA
USD
367551.06000000
0.010054488839
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 02/01/2048#G61896
31335CC93
46436.90710000
PA
USD
42179.96000000
0.001153847677
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2042#AP0495
3138M3RR7
9004.48610000
PA
USD
8272.80000000
0.000226305360
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 01/01/2046#Q38296
3132QVGE5
31364.70220000
PA
USD
29553.34000000
0.000808442035
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 3% 09/25/2027
3136A8PY0
57266.14270000
PA
USD
2201.92000000
0.000060234297
Long
ABS-CBDO
USGSE
US
N
2
2027-09-25
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 6.50% 11/34 #605771
36200N6G1
600.86010000
PA
USD
612.54000000
0.000016756247
Long
ABS-MBS
USGA
US
N
2
2034-11-15
Fixed
0.06500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.87% 7/36 #1B7380
3128QPSU7
19570.39190000
PA
USD
19553.43000000
0.000534890971
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
0.04040000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 5/35 #G01818
3128LXAT7
7668.28390000
PA
USD
7625.62000000
0.000208601523
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A96876
312945T99
3832.29670000
PA
USD
3730.29000000
0.000102043398
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 10/39 #723228
3620A9PM7
1705.66000000
PA
USD
1694.04000000
0.000046341061
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2051#FM9632
3140XDV29
2558275.45700000
PA
USD
2224003.00000000
0.060838386214
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 05/01/2052#QE2376
3133BBT90
516231.67700000
PA
USD
506994.54000000
0.013869014400
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 12/01/2032#G18669
3128MMW74
429928.54680000
PA
USD
396392.14000000
0.010843446751
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3% 09/25/2029
3137H9D71
18773000.00000000
PA
USD
17044201.94000000
0.466250153590
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 3/41 #A97620
312946PD2
1266.51680000
PA
USD
1232.90000000
0.000033726414
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 4% 06/25/2048
3136B2EX6
821774.51250000
PA
USD
164162.36000000
0.004490719238
Long
ABS-CBDO
USGSE
US
N
2
2048-06-25
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 10/01/2051#RA6076
3133KMXD2
2015270.15520000
PA
USD
1620621.61000000
0.044332675547
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 08/01/2051#FM9973
3140XECK8
1522214.68200000
PA
USD
1325220.01000000
0.036251860625
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #745231
3620C04Q8
17919.81210000
PA
USD
17420.54000000
0.000476545013
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.967% 8/41#AI8879
3138AN2M4
4124.57260000
PA
USD
4171.86000000
0.000114122701
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Variable
0.04579000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2046#BC0214
3140EUGY9
106626.49520000
PA
USD
100340.99000000
0.002744863160
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 01/01/2048#V83906
3132L9KT1
63330.15550000
PA
USD
59435.25000000
0.001625872219
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.12% 10/36 #1A1201
3128NFKN6
34528.13210000
PA
USD
34699.24000000
0.000949209944
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
0.04488000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3189 PD 6% 7/36
31396UAR1
18572.08920000
PA
USD
18959.61000000
0.000518646816
Long
ABS-CBDO
USGSE
US
N
2
2036-07-15
Fixed
0.06000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #479430
36209RST1
22667.57450000
PA
USD
21534.43000000
0.000589081925
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
FHLMC MFD HSG COP GTD (FREDMAC
N/A
FHR 2043 ZH 6% 4/28
3133TDPN0
2032.47060000
PA
USD
2036.40000000
0.000055706440
Long
ABS-CBDO
USGSE
US
N
2
2028-04-15
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/40#AE7390
31419JF86
20908.13290000
PA
USD
19877.08000000
0.000543744531
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIEMAE 20YR 3.5% 05/01/2036#BM3697
3140J8DB6
32368.05980000
PA
USD
30617.12000000
0.000837542112
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 1.5% 04/01/2041#RB5107
3133KYU80
1960180.70300000
PA
USD
1578766.39000000
0.043187711247
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.01500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2001-52 YZ 6.5% 10/31
313921MN5
815.80930000
PA
USD
829.42000000
0.000022689076
Long
ABS-CBDO
USGSE
US
N
2
2031-10-25
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/01/2050#CA6312
3140QEAN2
1239452.14670000
PA
USD
1081374.65000000
0.029581384826
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #888034
31410FSX4
20145.34090000
PA
USD
20722.58000000
0.000566873482
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 5/41 #Q00736
3132GDY97
6912.30610000
PA
USD
6726.60000000
0.000184008514
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 08/20/2044#MA2149
36179QL66
26958.89940000
PA
USD
25683.03000000
0.000702568341
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 02/01/2041#AH3520
3138A44E2
14724.10150000
PA
USD
13967.31000000
0.000382080689
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 7/25 #780195
36225AGC8
13.48600000
PA
USD
13.57000000
0.000000371212
Long
ABS-MBS
USGA
US
N
2
2025-07-15
Fixed
0.08000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7% 04/01/2032#
31287RQL6
350.26360000
PA
USD
366.00000000
0.000010012059
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 06/01/2031#J34598
31307RDB8
9744.10040000
PA
USD
9209.69000000
0.000251934317
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 3/41 #783276
36241LT97
1653.15160000
PA
USD
1607.21000000
0.000043965796
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 06/01/2047#Q48754
3132WNWQ1
876603.17440000
PA
USD
825156.12000000
0.022572436599
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 4/42 #AK8237
3138EDEK3
44982.23370000
PA
USD
42618.11000000
0.001165833425
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 6/41 #738418
3620ASK73
1255.95310000
PA
USD
1248.29000000
0.000034147413
Long
ABS-MBS
USGA
US
N
2
2041-06-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2033#AL5321
3138EM4F5
7387.20440000
PA
USD
7189.70000000
0.000196676778
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2040#A94586
312943CX9
16997.55330000
PA
USD
16547.56000000
0.000452664338
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 05/15/2043#AD9112
36180NDR3
4554.90570000
PA
USD
4220.27000000
0.000115446973
Long
ABS-MBS
USGA
US
N
2
2043-05-15
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 4/42 #Q07573
3132GSXA2
5449.24630000
PA
USD
5191.24000000
0.000142008200
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM 2015-H19 FA TSFR1M+31.448 04/63
38376RFZ4
39957.44140000
PA
USD
39302.40000000
0.001075131009
Long
ABS-CBDO
USGA
US
N
2
2063-04-20
Variable
0.04931360
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7% 04/01/2032#
31283HRL1
1035.27880000
PA
USD
1073.05000000
0.000029353661
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
0.07000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 4/41 #005017
36202FSE7
49306.44480000
PA
USD
48300.21000000
0.001321269274
Long
ABS-MBS
USGA
US
N
2
2041-04-20
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 09/01/2043#AS0961
3138WAB71
12590.16600000
PA
USD
11185.09000000
0.000305972080
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/47#AS9614
3138WKVG7
9744.80150000
PA
USD
9414.20000000
0.000257528760
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE7374
31419JFQ6
16018.97630000
PA
USD
15199.73000000
0.000415793973
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/30 #538847
31385ATC1
14.22250000
PA
USD
14.27000000
0.000000390360
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/01/2051#
3140XCYJ1
59000.71620000
PA
USD
53011.16000000
0.001450138972
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 07/01/2033#G16661
3128MFTS7
344403.18930000
PA
USD
317538.16000000
0.008686368325
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 12/23 #780863
36225A5Y2
1.00660000
PA
USD
1.00000000
0.000000027355
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 03/01/2046#AL8321
3138ETG75
199236.02420000
PA
USD
187864.87000000
0.005139109757
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.54% 12/39 #AC8301
31417VGK3
855.23530000
PA
USD
866.34000000
0.000023699036
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Variable
0.04060000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2043#AB9671
31417GW93
65430.32210000
PA
USD
60058.86000000
0.001642931291
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/28 #458374
36208RFP4
62.33820000
PA
USD
62.87000000
0.000001719831
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/01/2035#A38837
31297UZA1
2683.62260000
PA
USD
2614.48000000
0.000071520022
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 11/01/2040#
31418DUA8
17175.53100000
PA
USD
14348.80000000
0.000392516483
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 09/01/2047#Q50433
3132XSPT1
9856.27440000
PA
USD
9274.74000000
0.000253713782
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2.5% 11/01/2031#AS8387
3138WJJ90
15247.63750000
PA
USD
14143.10000000
0.000386889487
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.75% 07/31/2025
91282CHN4
30490000.00000000
PA
USD
30407820.00000000
0.831816637426
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.04750000
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 11/41 #005233
36202FY67
10787.25230000
PA
USD
10291.59000000
0.000281530073
Long
ABS-MBS
USGA
US
N
2
2041-11-20
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.308% 10/25/2048
3137BM7C4
484000.00000000
PA
USD
465845.69000000
0.012743373099
Long
ABS-MBS
USGSE
US
N
2
2025-09-25
Fixed
0.03308000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2048#Q55661
3132XYJF5
38367.59680000
PA
USD
36031.91000000
0.000985665602
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 6/41 #AB3143
31416YP51
20267.18180000
PA
USD
19255.38000000
0.000526737709
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 5/1/43 #AT2720
3138WQAW2
102752.91640000
PA
USD
91671.33000000
0.002507701554
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FNR 2008-12 SG SOFR30A+623.552 3/38
31396YMM1
30508.57250000
PA
USD
2605.65000000
0.000071278474
Long
ABS-CBDO
USGSE
US
N
2
2038-03-25
Variable
0.00947940
N
N
N
N
N
N
FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES
N/A
FNS 359 19 6% 7/35
3136FCUL8
1775.40760000
PA
USD
334.49000000
0.000009150091
Long
ABS-CBDO
USGSE
US
N
2
2035-07-25
Variable
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/01/2051#
3140XCWW4
4940188.13200000
PA
USD
4434045.60000000
0.121294880763
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 12/01/2051#CB2289
3140QMRK2
1670845.11720000
PA
USD
1394196.44000000
0.038138735188
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 12/01/2046#Q45023
3132WJSM4
77073.13500000
PA
USD
70224.49000000
0.001921015684
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 02/01/2052#BV3494
3140MG3C3
882918.00000000
PA
USD
711120.61000000
0.019452955016
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/26 #303913
31373USA6
13.59020000
PA
USD
13.98000000
0.000000382427
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 6/35 #G01839
3128LXBG4
1417.42710000
PA
USD
1408.50000000
0.000038530014
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 11/01/2051#FM9505
3140XDR32
1493352.62400000
PA
USD
1246558.78000000
0.034100054944
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/32 #648542
31390KP36
364.96450000
PA
USD
381.83000000
0.000010445094
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2045#AY5719
3138YKK93
19294.56740000
PA
USD
18676.16000000
0.000510892941
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/28 #465988
36209AUM0
56.63690000
PA
USD
57.25000000
0.000001566093
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
N/A
FEDERAL NAT MTG ASN GTD REM PA 5% 04/25/2046
3136BPCN9
15136941.10500000
PA
USD
14641107.89000000
0.400512668559
Long
ABS-CBDO
USGSE
US
N
2
2046-04-25
Fixed
0.05000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING CORP
CYQE6SAYPFKNQJ6FMH60
PRIVATE EXPORT FUNDING CORP 1.75% 11/15/2024
742651DX7
8660000.00000000
PA
USD
8265824.95000000
0.226114555909
Long
DBT
USGSE
US
N
2
2024-11-15
Fixed
0.01750000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 07/15/2043#AF1083
36181GFY0
2942.09740000
PA
USD
2716.00000000
0.000074297137
Long
ABS-MBS
USGA
US
N
2
2043-07-15
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 11/40 #AE3874
31419EJU4
13645.92490000
PA
USD
13265.45000000
0.000362881061
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2046#G60553
31335ATJ7
870628.64220000
PA
USD
797074.36000000
0.021804250153
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 07/20/2040#004737
36202FHN9
668.47230000
PA
USD
647.54000000
0.000017713685
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 09/01/2034#SB0072
3132CWCH5
3273071.45100000
PA
USD
3048533.51000000
0.083393709031
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 03/01/2041#AE1147
31419BHZ1
7334.62600000
PA
USD
6948.60000000
0.000190081402
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 11/40 #A95028
312943SR5
1731.64980000
PA
USD
1731.45000000
0.000047364425
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 11/20/2040#004850
36202FL79
17206.29420000
PA
USD
16665.57000000
0.000455892543
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
GNMA 6.50% 10/34 #635855
36291RMC3
1949.93880000
PA
USD
2006.36000000
0.000054884685
Long
ABS-MBS
USGA
US
N
2
2034-10-15
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 02/01/2048#Q54334
3132XWY88
271588.56640000
PA
USD
246521.87000000
0.006743692673
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 7/35 #826613
31407CK22
803.64720000
PA
USD
823.13000000
0.000022517011
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #726928
31402ESR0
3019.98860000
PA
USD
2938.91000000
0.000080394919
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 10/01/2047#Q51189
3132XTKB3
20688.80560000
PA
USD
19468.13000000
0.000532557560
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 12/01/2051#QD3434
3133B0Y72
1216891.96240000
PA
USD
976687.71000000
0.026717636672
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/26 #358464
31376LFD1
145.62160000
PA
USD
147.30000000
0.000004029443
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 6/41 #G06596
3128M8UV4
263904.54650000
PA
USD
263966.85000000
0.007220906252
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4135 AB 1.75% 06/15/2042
3137AWAE5
254962.50850000
PA
USD
228233.36000000
0.006243404034
Long
ABS-CBDO
USGSE
US
N
2
2042-06-15
Fixed
0.01750000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 06/15/2043#AD2454
36180DWP8
7784.11950000
PA
USD
7005.82000000
0.000191646676
Long
ABS-MBS
USGA
US
N
2
2043-06-15
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3806 UP 4.5% 2/41
3137A6ZL9
42017.12100000
PA
USD
40896.02000000
0.001118725046
Long
ABS-CBDO
USGSE
US
N
2
2041-02-15
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 06/01/2031#J34571
31307RCG8
13877.78490000
PA
USD
13135.56000000
0.000359327875
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/01/2044#V81065
3132L6FE6
2965.12500000
PA
USD
2880.25000000
0.000078790254
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/46#Q38783
3132QVXM8
26242.07130000
PA
USD
24693.75000000
0.000675506237
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 12/28 #323424
31374TG94
128.03710000
PA
USD
130.67000000
0.000003574523
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 8/39 #698479
36296Q6Q7
3357.24850000
PA
USD
3198.14000000
0.000087486247
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 11/01/2040#V82091
3132L7KC2
36818.21020000
PA
USD
33638.62000000
0.000920196310
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 12/01/2040#A95413
312944AN1
4359.96080000
PA
USD
4244.01000000
0.000116096389
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2052#BW7751
3140N0TH8
478876.41600000
PA
USD
454062.62000000
0.012421043065
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.04500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 08/15/2033
91282CHT1
4794000.00000000
PA
USD
4708606.88000000
0.128805601384
Long
DBT
UST
US
N
2
2033-08-15
Fixed
0.03875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 05/01/2027#
31283GYU5
10.67570000
PA
USD
10.92000000
0.000000298720
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.08500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #726949
31402ETE8
10614.05730000
PA
USD
10331.71000000
0.000282627569
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MA 2016-H20 FM TSFR1M+51.448 12/20/2062
38376RYJ9
41003.58120000
PA
USD
40002.71000000
0.001094288236
Long
ABS-CBDO
USGA
US
N
2
2062-12-20
Variable
0.04589120
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 10/34 #AL2130
3138EJLL0
12951.55050000
PA
USD
13212.25000000
0.000361425757
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 09/01/2053 #TBA
21H020691
-70200000.00000000
PA
USD
-57915028.08000000
-1.58428601307
Short
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 07/01/2036#CB1180
3140QLJ23
2699156.54900000
PA
USD
2381095.50000000
0.065135706939
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
0.02000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 2010-95 ZC 5% 09/25/2040
31398NFC3
330565.00140000
PA
USD
326909.28000000
0.008942718617
Long
ABS-CBDO
USGSE
US
N
2
2040-09-25
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 1/40 #A90893
3129387E7
14098.48240000
PA
USD
14094.16000000
0.000385550716
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 09/01/2035#FS0112
3140XFDS7
2405861.62000000
PA
USD
2274345.92000000
0.062215534540
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/01/2043#Q17578
3132J82L3
23348.85120000
PA
USD
21490.67000000
0.000587884855
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
2023-09-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer