0001752724-24-143310.txt : 20240625 0001752724-24-143310.hdr.sgml : 20240625 20240625111533 ACCESSION NUMBER: 0001752724-24-143310 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240430 FILED AS OF DATE: 20240625 DATE AS OF CHANGE: 20240625 PERIOD START: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Franklin Investors Securities Trust CENTRAL INDEX KEY: 0000809707 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: FL FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04986 FILM NUMBER: 241067127 BUSINESS ADDRESS: STREET 1: ONE FRANKLIN PARKWAY CITY: SAN MATEO STATE: CA ZIP: 94403-1906 BUSINESS PHONE: 650-312-2200 MAIL ADDRESS: STREET 1: ONE FRANKLIN PARKWAY CITY: SAN MATEO STATE: CA ZIP: 94403-1906 FORMER COMPANY: FORMER CONFORMED NAME: FRANKLIN INVESTORS SECURITIES TRUST DATE OF NAME CHANGE: 19920703 0000809707 S000006850 FRANKLIN LOW DURATION U.S. GOVERNMENT SECURITIES FUND C000018509 Class A FISAX C000018510 Class C FCSCX C000064441 Advisor Class FAUZX C000133492 Class R6 FAURX C000140480 Class A1 FAUGX NPORT-P 1 primary_doc.xml NPORT-P false 0000809707 XXXXXXXX S000006850 C000064441 C000140480 C000018509 C000133492 C000018510 Franklin Investors Securities Trust 811-04986 0000809707 549300XUGIR9DEQFV548 One Franklin Parkway San Mateo 94403-1906 650-312-2000 Franklin Low Duration U.S. Government Securities Fund S000006850 549300OAF2KY89TO9M53 2024-10-31 2024-04-30 N 423649306.41 2340310.51 421308995.90 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 91770.42000000 USD N Bloomberg US Aggregate Government (1-3 Y) Index BM2542 FNMA B1V7KEBTPIMZEU4LTD58 31405BD32 5485.96000000 PA USD 5438.47000000 0.001290850670 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.47600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379MDU0 8372.97000000 PA USD 8420.87000000 0.001998739661 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.21699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BWE5 62140.37000000 PA USD 61685.03000000 0.014641280058 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.80500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTE9 62850.55000000 PA USD 64253.27000000 0.015250865902 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.32599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FL24 74181.18000000 PA USD 73970.53000000 0.017557310838 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.19099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QX32 2382.54000000 PA USD 2370.45000000 0.000562639303 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.43600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414F7E5 4985.39000000 PA USD 4953.81000000 0.001175813962 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 5.70600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418U7F5 15802.10000000 PA USD 15654.41000000 0.003715660038 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.55000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408G4X2 71041.82000000 PA USD 70993.25000000 0.016850637107 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.74800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AFG9 46218.57000000 PA USD 45951.84000000 0.010906921154 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.89600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZY2 46094.87000000 PA USD 44332.34000000 0.010522523950 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.49100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ARH4 21333.59000000 PA USD 21702.82000000 0.005151283312 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 7.08400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DM79 3143.80000000 PA USD 3107.73000000 0.000737636753 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.46099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFG0 5699.72000000 PA USD 5744.82000000 0.001363564522 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.99599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VWW8 475.29000000 PA USD 474.68000000 0.000112667900 Long ABS-MBS USGSE US N 2 2026-05-01 Variable 6.87399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RNC6 8143.31000000 PA USD 8270.16000000 0.001962967817 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 7.23700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WPZ3 97252.04000000 PA USD 96298.59000000 0.022856998292 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 5.50000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZ30 10467.58000000 PA USD 10280.28000000 0.002440080819 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 5.06000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XLL9 15682.02000000 PA USD 15686.48000000 0.003723272028 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.69399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AC80 6983.14000000 PA USD 6949.61000000 0.001649528034 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.68000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5M6 8655.07000000 PA USD 8625.55000000 0.002047321582 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.53400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5B0 1140285.53000000 PA USD 1163102.47000000 0.276068747954 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.71500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PC56 36574.57000000 PA USD 36527.59000000 0.008670023748 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 7.13300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391RTR3 24678.26000000 PA USD 24990.27000000 0.005931577593 Long ABS-MBS USGSE US N 2 2032-08-01 Variable 6.96600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DJV9 31111.70000000 PA USD 31111.27000000 0.007384430501 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 7.35699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405BMC2 9330.89000000 PA USD 9262.33000000 0.002198464806 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 7.17500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414HDB0 6109.59000000 PA USD 6111.28000000 0.001450545813 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 5.90500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RD55 21500.98000000 PA USD 21280.03000000 0.005050931788 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.26000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BUF3 19794.18000000 PA USD 19768.24000000 0.004692100143 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 7.13499840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MMM2 276698.76000000 PA USD 275849.46000000 0.065474381673 Long ABS-MBS USGSE US N 2 2041-11-01 Variable 6.00199920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GYF9 10676.72800000 PA USD 10489.82000000 0.002489816287 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 7.94000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y2D6 56580.91000000 PA USD 56953.06000000 0.013518121035 Long ABS-MBS USGSE US N 2 2040-06-01 Variable 6.48799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387EDR5 797.04000000 PA USD 799.18000000 0.000189689754 Long ABS-MBS USGSE US N 2 2031-06-01 Variable 5.25200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQTE2 350951.25000000 PA USD 361972.91000000 0.085916254702 Long ABS-MBS USGSE US N 2 2040-03-01 Variable 6.01200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CAU0 154014.52000000 PA USD 157779.22000000 0.037449762890 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.19999920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QGM6 1952454.29000000 PA USD 1958236.17000000 0.464798090963 Long ABS-MBS USGSE US N 2 2043-10-01 Variable 6.04599840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362RD87 685.80000000 PA USD 671.84000000 0.000159464907 Long ABS-MBS USGSE US N 2 2027-11-01 Variable 4.59299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DNF8 97762.21000000 PA USD 97417.01000000 0.023122461411 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.67000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TH24 9500.95000000 PA USD 9380.18000000 0.002226437149 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.81799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HFW7 19273.88000000 PA USD 19195.05000000 0.004556050354 Long ABS-MBS USGSE US N 2 2030-02-01 Variable 5.91500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VD86 121992.01000000 PA USD 121119.76000000 0.028748439074 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.45400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410YR30 24463.69000000 PA USD 24277.10000000 0.005762302784 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 7.11799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GD55 74293.61000000 PA USD 73511.34000000 0.017448319574 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.73099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NG92 39133.47000000 PA USD 38641.59000000 0.009171793238 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.17600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EG7K4 632764.03000000 PA USD 637206.31000000 0.151244411156 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.22199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BCV9 23578.59700000 PA USD 23579.52000000 0.005596728346 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.15800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MA23 16423.11000000 PA USD 16616.52000000 0.003944022121 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 7.36200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362S5F8 112.92000000 PA USD 110.88000000 0.000026317975 Long ABS-MBS USGSE US N 2 2029-01-01 Variable 4.63399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404YDK5 692.91000000 PA USD 687.95000000 0.000163288704 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.17000040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QPKE1 237407.70000000 PA USD 239049.69000000 0.056739754509 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.06499920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XHB6 828.19000000 PA USD 823.09000000 0.000195364924 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.39399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KGP8 8291.88200000 PA USD 8221.69000000 0.001951463196 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.59000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403TPB4 41402.11000000 PA USD 41153.74000000 0.009768065814 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.95800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406P3R8 3409.27000000 PA USD 3373.61000000 0.000800744829 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.06300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UKA8 6392.33000000 PA USD 6562.57000000 0.001557661968 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.43299840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHWJ8 393384.14000000 PA USD 394308.79000000 0.093591353101 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.03000000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CZH4 16979.17000000 PA USD 16816.51000000 0.003991490844 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 6.98000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NGF9 27645.40000000 PA USD 27384.74000000 0.006499918175 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.80600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378FMK8 2724.54000000 PA USD 2645.11000000 0.000627831360 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 3.56400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QBT6 2161761.91000000 PA USD 2225282.21000000 0.528182932635 Long ABS-MBS USGSE US N 2 2043-07-01 Variable 6.02200080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HBN0 85476.36000000 PA USD 85836.17000000 0.020373685545 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.36099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400BWF9 4896.53000000 PA USD 4883.77000000 0.001159189584 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 6.21600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VJY3 36572.45000000 PA USD 36204.19000000 0.008593262985 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 7.11000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MYA4 286566.19000000 PA USD 284943.04000000 0.067632792741 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 5.69599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JU75 674402.13000000 PA USD 681764.20000000 0.161820470636 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.80199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401Y6N0 13718.49000000 PA USD 13627.40000000 0.003234538102 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.39299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412BPZ9 17134.73000000 PA USD 17044.48000000 0.004045600774 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 7.25000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKA6 9523.10000000 PA USD 9748.87000000 0.002313947742 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.81900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UUZ9 753654.96000000 PA USD 763828.32000000 0.181298839434 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 7.20799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JGW0 28266.18000000 PA USD 28189.34000000 0.006690894396 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 7.44999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386TRN7 2224.26000000 PA USD 2187.61000000 0.000519241227 Long ABS-MBS USGSE US N 2 2041-02-01 Variable 6.28800120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QS3L8 58530.10000000 PA USD 58959.95000000 0.013994467379 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 5.95199880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31349UH50 526847.84000000 PA USD 548372.00000000 0.130159100645 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 7.53199920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386MLW8 3286.27000000 PA USD 3249.70000000 0.000771334111 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 6.48799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406X7G1 4971.27000000 PA USD 4958.78000000 0.001176993619 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.18999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FXX8 4506.96000000 PA USD 4494.25000000 0.001066734877 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.56300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CSA1 5507.09000000 PA USD 5460.59000000 0.001296100974 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.48399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384PDG7 23782.55000000 PA USD 23635.89000000 0.005610108075 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 6.17100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407VFN0 13874.71000000 PA USD 14284.22000000 0.003390437930 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.01999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WSY2 2823.82000000 PA USD 2803.99000000 0.000665542399 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.73000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407B3T4 524302.38000000 PA USD 524291.99000000 0.124443578253 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.53899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3E5 1747734.00000000 PA USD 1770455.38000000 0.420227290950 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 7.35000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EME4 1749.96000000 PA USD 1747.39000000 0.000414752596 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SHK6 35708.32000000 PA USD 35787.18000000 0.008494283375 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.95500120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225C4D5 4912.23000000 PA USD 4778.26000000 0.001134146207 Long ABS-MBS USGA US N 2 2034-01-20 Variable 4.62499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C6L1 148718.20000000 PA USD 146997.91000000 0.034890759853 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.99999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGBF0 97918.20000000 PA USD 100360.59000000 0.023821136262 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.28400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PZ86 14621.46000000 PA USD 14645.11000000 0.003476097150 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.11399880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5QX5 278028.25000000 PA USD 286387.28000000 0.067975591023 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 5.72799960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DSD2 52504.23400000 PA USD 52135.19000000 0.012374573177 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.78700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XUT2 352.19000000 PA USD 350.32000000 0.000083150372 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.77599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410WFR4 84754.29000000 PA USD 84042.38000000 0.019947919654 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 6.24999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PWM6 30798.96000000 PA USD 31439.26000000 0.007462280726 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.98500080 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHA4 2177752.07400000 PA USD 2161277.27000000 0.512991009219 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WVC0 2419.74000000 PA USD 2410.93000000 0.000572247453 Long ABS-MBS USGSE US N 2 2027-09-01 Variable 7.01100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L3E6 3826.89000000 PA USD 3772.75000000 0.000895482896 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WWT2 1977.14000000 PA USD 1968.76000000 0.000467295979 Long ABS-MBS USGSE US N 2 2030-08-01 Variable 6.33499920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DNG5 37868.42000000 PA USD 36528.07000000 0.008670137679 Long ABS-MBS USGA US N 2 2035-03-20 Variable 4.62499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407X4W8 49240.86000000 PA USD 49320.84000000 0.011706571775 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.76199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402EM39 28188.99000000 PA USD 28207.61000000 0.006695230881 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 7.42500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GD34 79923.42000000 PA USD 79025.19000000 0.018757062101 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.86400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CVF6 42151.92000000 PA USD 42851.95000000 0.010171145267 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.46700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PP28 2698.54000000 PA USD 2750.23000000 0.000652782168 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.94299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409BAN7 19561.50000000 PA USD 19760.67000000 0.004690303362 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 7.17300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409EL90 67.22000000 PA USD 66.64000000 0.000015817369 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 7.12599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DUE3 541502.67000000 PA USD 548705.09000000 0.130238161382 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 7.27999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406N6M1 2328.10000000 PA USD 2316.51000000 0.000549836348 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.68900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VYA4 286.30000000 PA USD 284.80000000 0.000067598841 Long ABS-MBS USGSE US N 2 2028-10-01 Variable 6.27999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NY36 143620.23000000 PA USD 144651.69000000 0.034333871673 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 7.43000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CPN2 51983.04000000 PA USD 51441.79000000 0.012209990885 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.52500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828K74 5000000.00000000 PA USD 4804296.90000000 1.140326208733 Long DBT UST US N 2 2025-08-15 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407T2T6 7361.49000000 PA USD 7543.48000000 0.001790486335 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.97999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GML4 6891.33000000 PA USD 6893.50000000 0.001636210018 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 5.58000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WTA1 33971.01000000 PA USD 33913.56000000 0.008049569396 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.76000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JQBR8 304205.95000000 PA USD 302695.26000000 0.071846379485 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 6.50000160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403Y2E2 19769.88000000 PA USD 19691.51000000 0.004673887857 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.36300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QF70 3939489.90000000 PA USD 4015807.23000000 0.953173862670 Long ABS-MBS USGSE US N 2 2046-10-01 Variable 5.79700080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403K4Q3 8474.65000000 PA USD 8454.78000000 0.002006788386 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.33499840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JNDN2 292001.08000000 PA USD 294734.07000000 0.069956747391 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.51599920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJY1 79092.19000000 PA USD 79785.00000000 0.018937407170 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.78900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FFE3 73764.08000000 PA USD 73625.88000000 0.017475506271 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 6.50300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UQH4 241435.66200000 PA USD 240808.80000000 0.057157288912 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.90500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DW96 5964.87000000 PA USD 6150.85000000 0.001459937969 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.07799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413GK90 17935.17100000 PA USD 17978.22000000 0.004267229082 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.82000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PJH2 61413.32000000 PA USD 62982.31000000 0.014949196578 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 7.15299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVS5 27249.01000000 PA USD 27397.65000000 0.006502982434 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 5.96999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UW80 155.22000000 PA USD 155.03000000 0.000036797220 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.60499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MDF1 57278.81000000 PA USD 56844.89000000 0.013492446293 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.76900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DQT0 3670.82000000 PA USD 3765.55000000 0.000893773937 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.17000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411HGV6 6373.86000000 PA USD 6362.13000000 0.001510086435 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.52500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CBE9 143221.08000000 PA USD 142804.30000000 0.033895383528 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MHH6 26560.86000000 PA USD 26846.77000000 0.006372228046 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 7.34699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TLM1 6844.68000000 PA USD 6849.99000000 0.001625882681 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.46999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HAQ4 1224.67000000 PA USD 1220.71000000 0.000289742211 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414HVC8 700.73000000 PA USD 702.90000000 0.000166837168 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 6.04199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410B3M4 5167.69000000 PA USD 5148.24000000 0.001221962989 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.68400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JMH4 19180.40000000 PA USD 19086.06000000 0.004530180980 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 5.82900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DBW9 1528.79000000 PA USD 1522.34000000 0.000361335745 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 7.28899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVG1 45429.63000000 PA USD 45467.31000000 0.010791915302 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.32400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJG0 11409.66000000 PA USD 11308.78000000 0.002684200933 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.12399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LDC9 25601.65000000 PA USD 25376.51000000 0.006023253775 Long ABS-MBS USGSE US N 2 2044-11-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QPW5 223973.93000000 PA USD 233977.71000000 0.055535892249 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 8.26099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136056A0 112.80000000 PA USD 111.65000000 0.000026500739 Long ABS-MBS USGSE US N 2 2025-12-01 Variable 4.39800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DJR8 7783.83000000 PA USD 7762.54000000 0.001842481427 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 7.33799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CCW3 508873.11000000 PA USD 507796.25000000 0.120528223926 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.91400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EPK6 22271.21000000 PA USD 22481.68000000 0.005336150003 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.78000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410WFS2 37768.84000000 PA USD 37252.68000000 0.008842127835 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 5.31399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C5W8 4915.32000000 PA USD 4883.87000000 0.001159213320 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.08900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401D6G1 3752.39000000 PA USD 3762.48000000 0.000893045255 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 7.02699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411E4K0 647.33000000 PA USD 650.50000000 0.000154399741 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.10899840 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286S4 11859000.00000000 PA USD 11265818.39000000 2.674003759623 Long DBT UST US N 2 2026-04-30 Fixed 2.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VQ70 124.97000000 PA USD 124.72000000 0.000029602975 Long ABS-MBS USGSE US N 2 2024-12-01 Variable 6.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHR4 2936.73000000 PA USD 2923.36000000 0.000693875523 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.25600080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QEM8 1967614.00000000 PA USD 1994609.21000000 0.473431431422 Long ABS-MBS USGSE US N 2 2043-07-01 Variable 6.01400160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELR88 1047788.16000000 PA USD 1074438.16000000 0.255023787874 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 5.89600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RTY5 2155.31000000 PA USD 2140.96000000 0.000508168593 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.31100160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225CZW9 2710.64000000 PA USD 2656.31000000 0.000630489741 Long ABS-MBS USGA US N 2 2033-09-20 Variable 3.62499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XMD6 6895.26000000 PA USD 6960.09000000 0.001652015520 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.90299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHU6 12592.15000000 PA USD 12497.97000000 0.002966461699 Long ABS-MBS USGSE US N 2 2042-08-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSU0 3453.49000000 PA USD 3493.68000000 0.000829244102 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 7.41499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WQV7 78752.02000000 PA USD 78194.72000000 0.018559945493 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.80899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VQQ5 24285.46000000 PA USD 24225.59000000 0.005750076603 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.05900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391MDC4 87712.56000000 PA USD 87168.78000000 0.020689987835 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.13500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410YNX8 70506.55000000 PA USD 70142.60000000 0.016648730666 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.05000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EKC1 14970.92000000 PA USD 15331.74000000 0.003639072545 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 7.31300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404U2U3 50336.89000000 PA USD 49687.89000000 0.011793693104 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.02499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MVS8 706241.47000000 PA USD 721098.00000000 0.171156563713 Long ABS-MBS USGSE US N 2 2038-08-01 Variable 5.94399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376RFH9 7389.49000000 PA USD 7360.62000000 0.001747083511 Long ABS-MBS USGSE US N 2 2026-01-01 Variable 5.60499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N7D1 17538.65000000 PA USD 17462.02000000 0.004144706182 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.72000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402GT52 13221.76000000 PA USD 13108.73000000 0.003111428934 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.92499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411BAT0 26.37000000 PA USD 26.30000000 0.000006242449 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.19599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413YWH0 52629.10000000 PA USD 52375.37000000 0.012431581217 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 5.89500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKTS4 61477.20000000 PA USD 63301.53000000 0.015024965195 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 6.02799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4W8 44053.29000000 PA USD 43716.32000000 0.010376308226 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.47899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388X3J1 8346.72000000 PA USD 8250.06000000 0.001958196971 Long ABS-MBS USGSE US N 2 2029-04-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y6D2 34411.34000000 PA USD 34354.04000000 0.008154119739 Long ABS-MBS USGSE US N 2 2030-11-01 Variable 6.99300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RNA0 1240.02000000 PA USD 1247.68000000 0.000296143688 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 7.19799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391A7F0 1852.46000000 PA USD 1839.26000000 0.000436558444 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 5.93700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JFR4 12701.59000000 PA USD 12603.45000000 0.002991497955 Long ABS-MBS USGSE US N 2 2032-02-01 Variable 6.33700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CWE8 37507.61000000 PA USD 37402.38000000 0.008877659951 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.28700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5EY7 1357631.62000000 PA USD 1327115.46000000 0.314998130330 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 5.89449960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412DZV3 10231.98000000 PA USD 10522.09000000 0.002497475748 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.12600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CXQ0 731.77000000 PA USD 729.97000000 0.000173262381 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.27400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DNH4 417.87000000 PA USD 422.19000000 0.000100209111 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.00199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411SVN3 142537.33000000 PA USD 142714.78000000 0.033874135465 Long ABS-MBS USGSE US N 2 2047-03-01 Variable 6.57000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HKE1 436700.01000000 PA USD 427496.01000000 0.101468521716 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.94700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404V2S6 1906.61000000 PA USD 1921.02000000 0.000455964628 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.29499960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QQJ2 5217666.75000000 PA USD 5351555.68000000 1.270221080508 Long ABS-MBS USGSE US N 2 2047-08-01 Variable 5.80399920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RSX8 10534.35000000 PA USD 10797.99000000 0.002562962126 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.65499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SJL4 48373.18000000 PA USD 48143.04000000 0.011427014487 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 7.01300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NBG8 82345.28000000 PA USD 82184.59000000 0.019506963012 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.32499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UNY0 17405.69000000 PA USD 17254.82000000 0.004095526126 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 7.17199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HUG5 6061.81000000 PA USD 6022.58000000 0.001429492381 Long ABS-MBS USGSE US N 2 2029-02-01 Variable 6.45099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JNU2 23958.53000000 PA USD 23859.11000000 0.005663090565 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.67500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DKW9 47158.49000000 PA USD 46961.05000000 0.011146462681 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.46499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QLK3 12326.43000000 PA USD 12218.00000000 0.002900009285 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.88299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NY44 7794.90000000 PA USD 7775.75000000 0.001845616892 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 7.43000040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MHK2 1784440.25000000 PA USD 1841570.98000000 0.437106968500 Long ABS-MBS USGSE US N 2 2040-11-01 Variable 5.81799960 N Y N N N N United States of America 254900HROIFWPRGM1V77 912828J27 10000000.00000000 PA USD 9740706.50000000 2.312010091118 Long DBT UST US N 2 2025-02-15 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GW47 98114.63000000 PA USD 97738.51000000 0.023198771199 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.31900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CCN5 34068.90000000 PA USD 34017.64000000 0.008074273355 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.67699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410RM30 134068.06000000 PA USD 134758.23000000 0.031985604701 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.01999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJJ66 5271.28000000 PA USD 5277.20000000 0.001252572352 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.20399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FPY3 30976.50000000 PA USD 30955.18000000 0.007347381684 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.22000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408C2W5 49251.02000000 PA USD 50282.05000000 0.011934720238 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 5.81500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AHD0 12414.32000000 PA USD 12313.78000000 0.002922743193 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.84399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391TU30 26398.12000000 PA USD 26188.42000000 0.006215965064 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 5.84200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MA80 3914.30000000 PA USD 3925.95000000 0.000931845756 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 7.48000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EWY9 146.93000000 PA USD 146.93000000 0.000034874641 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.10999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402M4P2 145667.89000000 PA USD 144409.66000000 0.034276424525 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.90000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GYA0 5434.78000000 PA USD 5525.52000000 0.001311512465 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 7.40999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DUF0 979.82000000 PA USD 987.56000000 0.000234402780 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 7.42500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CG75 491220.19000000 PA USD 492859.92000000 0.116983004112 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 5.69400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402A4W3 2799.34000000 PA USD 2806.35000000 0.000666102558 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.68699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406KAA8 20205.19000000 PA USD 20053.87000000 0.004759895989 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 7.37499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RPT0 33571.93000000 PA USD 33360.75000000 0.007918356912 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.72699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DSC5 9787.77000000 PA USD 9700.52000000 0.002302471605 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.37200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410G3Q4 82787.89000000 PA USD 81978.88000000 0.019458136616 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.53299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CWU1 50939.21000000 PA USD 51847.12000000 0.012306198183 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.82999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XK63 13012.81000000 PA USD 13221.09000000 0.003138098196 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.69999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XXU5 82021.07000000 PA USD 81489.12000000 0.019341889395 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.74899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JWZ3 8199.50000000 PA USD 8164.51000000 0.001937891210 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 5.89600080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4EN3 108392.00000000 PA USD 108158.32000000 0.025671970229 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.05099880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388JK53 9387.07000000 PA USD 9324.38000000 0.002213192713 Long ABS-MBS USGSE US N 2 2031-09-01 Variable 6.10899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQJ4 16458.85000000 PA USD 16333.88000000 0.003876935968 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.74099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KMQ1 2828.15000000 PA USD 2815.26000000 0.000668217395 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.32300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386CLJ9 6023.20000000 PA USD 5956.60000000 0.001413831667 Long ABS-MBS USGSE US N 2 2030-03-01 Variable 6.23000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VLK0 27000.71000000 PA USD 26719.75000000 0.006342079153 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.00299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378QJU6 1452.76000000 PA USD 1444.12000000 0.000342769799 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 6.69999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CWP2 2312.48000000 PA USD 2381.45000000 0.000565250213 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.22100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401JCY2 6106.19000000 PA USD 6083.69000000 0.001443997175 Long ABS-MBS USGSE US N 2 2025-01-01 Variable 5.44200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DET2 4589.35000000 PA USD 4659.63000000 0.001105988726 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.55400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404AY65 7401.96000000 PA USD 7322.89000000 0.001738128089 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 6.17299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391RTQ5 140408.88000000 PA USD 143073.67000000 0.033959319974 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 7.39400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403JRR9 28708.18000000 PA USD 28541.76000000 0.006774543215 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.99999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XUU9 1505.04000000 PA USD 1493.39000000 0.000354464303 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.84499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313612HK2 993.89000000 PA USD 983.03000000 0.000233327559 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 4.44300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AZX2 31688.16000000 PA USD 31688.19000000 0.007521365626 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.87900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AZQ7 22279.07000000 PA USD 21999.92000000 0.005221801626 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.50599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373TSF8 1571.56000000 PA USD 1566.01000000 0.000371701059 Long ABS-MBS USGSE US N 2 2024-10-01 Variable 5.51000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QKA8 20939.68000000 PA USD 20792.00000000 0.004935095191 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 5.60999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JQS7 16239.17000000 PA USD 16237.25000000 0.003854000308 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.67699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31380TF30 29.69000000 PA USD 29.57000000 0.000007018601 Long ABS-MBS USGSE US N 2 2027-11-01 Variable 5.49000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376TAF9 542532.85400000 PA USD 541331.85000000 0.128488082444 Long ABS-MBS USGA US N 2 2040-01-16 Floating 6.03376920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411E3J4 52798.63400000 PA USD 52741.22000000 0.012518417720 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.93799840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31342AZT9 200798.05000000 PA USD 201415.36000000 0.047807039954 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.09300000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JPQ5 58787.16000000 PA USD 58498.92000000 0.013885039381 Long ABS-MBS USGSE US N 2 2028-08-01 Variable 6.02499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401G5B6 92050.60000000 PA USD 91993.97000000 0.021835273135 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 7.18300080 N N N N N N N/A N/A N/A -55.00000000 NC USD 110879.51000000 0.026317859594 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Notes 2024-06-28 -5760820.34000000 USD 110879.51000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RD89 311026.47000000 PA USD 309622.42000000 0.073490578889 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.56999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405QDY1 48807.68300000 PA USD 48778.03000000 0.011577732845 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 7.47500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RTR0 31373.61000000 PA USD 31341.75000000 0.007439136193 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.36300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DNZ4 14770.93000000 PA USD 14553.68000000 0.003454395738 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.56499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408FN88 24450.07000000 PA USD 24269.80000000 0.005760570088 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.58500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DUK9 3449.94000000 PA USD 3492.58000000 0.000828983011 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 7.31300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGR63 730370.03000000 PA USD 750316.38000000 0.178091706396 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.49400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V7C6 21027.36000000 PA USD 21025.42000000 0.004990498708 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.76900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GPK1 77996.60000000 PA USD 77649.06000000 0.018430430101 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.36500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406YCH1 68893.10000000 PA USD 68207.27000000 0.016189369480 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.96000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SHX1 2686.32000000 PA USD 2648.52000000 0.000628640742 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.41499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CV83 5559.67000000 PA USD 5540.33000000 0.001315027700 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.14199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408FPJ2 134309.09400000 PA USD 134541.09000000 0.031934065331 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.33499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBHL3 7059372.71500000 PA USD 7261197.92000000 1.723485135770 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 6.11100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCN9 7052.14000000 PA USD 7004.10000000 0.001662461534 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.68000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404HVC0 152049.94000000 PA USD 150048.29000000 0.035614784270 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.18599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389TGC0 88533.50000000 PA USD 87527.52000000 0.020775136740 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 6.69800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSB0 871.86000000 PA USD 857.09000000 0.000203435010 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.78499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402MM72 42079.07000000 PA USD 42183.42000000 0.010012466007 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375VE25 978.40000000 PA USD 973.97000000 0.000231177119 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.19999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQ36 280926.60000000 PA USD 287772.24000000 0.068304318872 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.27999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DK81 7237.08000000 PA USD 7241.46000000 0.001718800232 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.53100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404TAR4 11410.16000000 PA USD 11411.60000000 0.002708605824 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.50000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RNB1 7845.88000000 PA USD 7843.74000000 0.001861754692 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 7.04800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412BTN2 11663.46000000 PA USD 11685.26000000 0.002773560525 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.54000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAD8 51265.65000000 PA USD 50581.39000000 0.012005770228 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390XAF7 724.49000000 PA USD 716.35000000 0.000170029599 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.33999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFFR9 10517875.22700000 PA USD 10377287.00000000 2.463105962841 Long ABS-MBS USGSE US N 2 2061-03-25 Floating 5.51998080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225C2Y1 88835.88000000 PA USD 87378.75000000 0.020739825365 Long ABS-MBS USGA US N 2 2033-12-20 Variable 3.75000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401D3F6 5420.51000000 PA USD 5411.62000000 0.001284477676 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.78499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SGL8 16230.21000000 PA USD 16010.85000000 0.003800263026 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.33999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSQ9 65482.71000000 PA USD 66150.88000000 0.015701274039 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 7.38299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKW8 97426.07000000 PA USD 97640.26000000 0.023175451022 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.52100040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LUK88 582908.00000000 PA USD 595975.00000000 0.141457933678 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.28599960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391XNY1 1460.08000000 PA USD 1443.63000000 0.000342653495 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.33499920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MGN7 346359.60000000 PA USD 354340.29000000 0.084104610499 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.05199960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBGN6 3933859.75200000 PA USD 3792699.10000000 0.900217924826 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 3.52136520 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BHPA1 5231448.70000000 PA USD 5155899.78000000 1.223781079961 Long ABS-MBS USGSE US N 2 2061-06-25 Floating 5.51998080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373XC90 103.31000000 PA USD 102.61000000 0.000024355046 Long ABS-MBS USGSE US N 2 2024-12-01 Variable 3.65299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406CT32 23496.36000000 PA USD 23512.12000000 0.005580730587 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.78099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362JUN3 268.38000000 PA USD 265.29000000 0.000062968035 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 4.44399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400PAT2 120009.20000000 PA USD 119608.58000000 0.028389752216 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 5.89500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CR21 2748.82000000 PA USD 2759.54000000 0.000654991948 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.28599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405D4L8 13383.58000000 PA USD 13206.64000000 0.003134668409 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.45000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CDW3 22695.87000000 PA USD 22713.14000000 0.005391088303 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 5.79099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405ARB1 179842.94000000 PA USD 178966.00000000 0.042478561279 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.25799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PKY4 13272.46000000 PA USD 13108.55000000 0.003111386210 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.29399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CRK0 2053.11000000 PA USD 2039.64000000 0.000484119736 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.05099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XWX5 5839.11000000 PA USD 5756.31000000 0.001366291737 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.13500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404AUY8 24392.96000000 PA USD 24195.87000000 0.005743022398 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.58400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411YBW2 114127.71000000 PA USD 112998.18000000 0.026820737534 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 6.96899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHF0 20001.78000000 PA USD 19950.08000000 0.004735260864 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.87800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHT5 54341.10000000 PA USD 54067.31000000 0.012833172452 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 5.85500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DNA4 854.56000000 PA USD 837.12000000 0.000198695021 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.25399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KXH2 17536.88000000 PA USD 17353.23000000 0.004118884279 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 5.88099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UUT0 424836.04000000 PA USD 427705.16000000 0.101518164616 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.25600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413DTG2 2093.26000000 PA USD 2074.27000000 0.000492339356 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.76900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5QL1 405765.47000000 PA USD 415735.06000000 0.098676995755 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.19099920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PLR9 173241.80000000 PA USD 176056.13000000 0.041787887681 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.66899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31380ADC3 13918.54000000 PA USD 13832.57000000 0.003283236326 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 5.82300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MCX3 17308.22000000 PA USD 17293.81000000 0.004104780616 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.30799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L3Q9 31619.63000000 PA USD 31424.28000000 0.007458725141 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406X2J0 22382.23000000 PA USD 22602.43000000 0.005364810678 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.69499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418M6F4 57864.25000000 PA USD 57242.45000000 0.013586809338 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.44100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PDD9 44014.10000000 PA USD 44699.92000000 0.010609771078 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.65200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4F5 1529.88000000 PA USD 1518.24000000 0.000360362587 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.22699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C3F7 34592.80000000 PA USD 34074.88000000 0.008087859583 Long ABS-MBS USGSE US N 2 2030-09-01 Variable 4.89099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KMH1 33355.34000000 PA USD 33109.19000000 0.007858647767 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.27300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQBQ4 104400.21000000 PA USD 107410.83000000 0.025494549379 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.36800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PKE9 23132.90000000 PA USD 22978.98000000 0.005454186885 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.64699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DLW8 13417.74000000 PA USD 13298.28000000 0.003156419665 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 5.90199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KD27 280041.67000000 PA USD 278468.68000000 0.066096067900 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.05400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UDS4 37492.27000000 PA USD 38524.19000000 0.009143927705 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.31800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHA0 2334.18000000 PA USD 2303.87000000 0.000546836175 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.27599880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QGFA5 166903.20000000 PA USD 165541.05000000 0.039292075794 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.07899960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EM88 5535.55400000 PA USD 5488.32000000 0.001302682841 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.80299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DHM4 2281359.45000000 PA USD 2330925.93000000 0.553258048767 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.32400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376PMT9 200.54000000 PA USD 199.86000000 0.000047437866 Long ABS-MBS USGSE US N 2 2026-07-01 Variable 6.55400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400U3Z5 24582.45000000 PA USD 24375.32000000 0.005785615839 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.16100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJPA0 374251.18000000 PA USD 381809.14000000 0.090624492644 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 6.25100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MA71 6540.63000000 PA USD 6497.36000000 0.001542184017 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.75499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403LLM1 10074.69000000 PA USD 10031.79000000 0.002381100355 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406X2K7 5739.85000000 PA USD 5781.03000000 0.001372159164 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 7.31999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MHD5 534367.07000000 PA USD 542391.64000000 0.128739629411 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 7.36899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JFR8 43162.05000000 PA USD 43070.90000000 0.010223114250 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.68999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AVC6 17224.72000000 PA USD 17166.65000000 0.004074598493 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.86000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WC38 22824.74000000 PA USD 22785.73000000 0.005408317938 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.15099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSP9 28010.33000000 PA USD 28283.55000000 0.006713255656 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 7.07000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414KPM6 2751.50000000 PA USD 2739.53000000 0.000650242464 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 6.38300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418E3E8 2190765.13000000 PA USD 2127601.17000000 0.504997802255 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4R9 9121.36000000 PA USD 9169.44000000 0.002176416855 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.31100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401L5Z2 93329.80000000 PA USD 95405.05000000 0.022644911674 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.34999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SJK7 308.95000000 PA USD 306.11000000 0.000072656886 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 6.54000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JU99 13871.77000000 PA USD 13885.79000000 0.003295868385 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 7.39000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405UMM8 6579.37000000 PA USD 6566.41000000 0.001558573413 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.84499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402BTK0 16180.87000000 PA USD 16212.52000000 0.003848130507 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.13500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404VKH0 29228.33000000 PA USD 29023.66000000 0.006888924822 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.02499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSA2 7249.45000000 PA USD 7137.76000000 0.001694186468 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.78499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401EWC9 34145.69000000 PA USD 33850.42000000 0.008034582771 Long ABS-MBS USGSE US N 2 2031-01-01 Variable 6.09000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5H7 244468.14000000 PA USD 250394.57000000 0.059432523975 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.75200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BVH9 37650.60000000 PA USD 37684.89000000 0.008944715248 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.87599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413RBC9 7991.14000000 PA USD 8164.92000000 0.001937988526 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.34700160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S6AS1 367237.76000000 PA USD 375318.41000000 0.089083882293 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 5.89399920 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JMV38 1017755.61000000 PA USD 1041776.85000000 0.247271446880 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.08000040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELXF5 409413.97000000 PA USD 407901.95000000 0.096817764151 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.99199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BT65 144050.47000000 PA USD 144980.20000000 0.034411845322 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.72500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CGR1 82525.48000000 PA USD 83898.01000000 0.019913652643 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.35799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387TZK3 24959.55000000 PA USD 24870.90000000 0.005903244469 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 6.61399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JU79 693812.19000000 PA USD 697300.64000000 0.165508129849 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.37999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LCM1 16610.26000000 PA USD 16498.13000000 0.003915921606 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 6.42499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31361HL57 1465.14000000 PA USD 1450.76000000 0.000344345839 Long ABS-MBS USGSE US N 2 2026-08-01 Variable 4.39700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JLH1 4004.39000000 PA USD 3978.13000000 0.000944230965 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.70499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QWK3 78.38000000 PA USD 78.43000000 0.000018615790 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.41400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400JMH9 5481.20000000 PA USD 5598.46000000 0.001328825174 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.54599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHG8 21642.67000000 PA USD 21649.94000000 0.005138731954 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.76600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QMV9 40271.41000000 PA USD 40888.51000000 0.009705112019 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 7.17400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GV40 1451.94000000 PA USD 1480.21000000 0.000351335958 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.14999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417SC24 39439.22000000 PA USD 39164.52000000 0.009295913541 Long ABS-MBS USGSE US N 2 2039-12-01 Variable 5.90000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F6X8 2244.36000000 PA USD 2231.35000000 0.000529623155 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.32700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGJB1 173505.32000000 PA USD 174976.45000000 0.041531619714 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.94500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RRV3 986.86000000 PA USD 981.96000000 0.000233073589 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.90500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VQK8 15626.51000000 PA USD 15601.96000000 0.003703210743 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.93200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N7J8 3489.81000000 PA USD 3536.17000000 0.000839329336 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.55000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHG55 22505.91000000 PA USD 22435.46000000 0.005325179433 Long ABS-MBS USGSE US N 2 2041-11-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C4Q1 1563.25000000 PA USD 1560.36000000 0.000370360000 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.39200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XPZ4 51.75000000 PA USD 51.86000000 0.000012309255 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 6.40800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31383Q3G7 43.43000000 PA USD 43.29000000 0.000010275118 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 6.36500160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B34M7 1504372.58400000 PA USD 1453819.80000000 0.345072100085 Long ABS-MBS USGSE US N 2 2040-02-15 Floating 5.73446160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EH7E6 40673.97000000 PA USD 40290.93000000 0.009563273130 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.55999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BNZ7 8707.91000000 PA USD 8892.36000000 0.002110650398 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.01800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362GM40 1416.63000000 PA USD 1389.38000000 0.000329776960 Long ABS-MBS USGSE US N 2 2028-01-01 Variable 4.53099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405BD57 7581.69000000 PA USD 7508.55000000 0.001782195508 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.32999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386C3H3 48504.10000000 PA USD 48035.47000000 0.011401482158 Long ABS-MBS USGSE US N 2 2040-09-01 Variable 6.48799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B4U9 3248.90000000 PA USD 3217.92000000 0.000763790954 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 5.58399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RCM9 660.75000000 PA USD 673.24000000 0.000159797205 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.12000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QQR5 7757.13000000 PA USD 7725.80000000 0.001833760986 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.04500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BQB7 106327.66000000 PA USD 105895.81000000 0.025134951076 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.98700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402GTK9 17769.73000000 PA USD 17574.10000000 0.004171308984 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.86000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CR61 1643.71000000 PA USD 1676.25000000 0.000397867127 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.24600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PDR7 118581.93000000 PA USD 118937.89000000 0.028230560267 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 7.08300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DCA0 2730.91000000 PA USD 2701.96000000 0.000641325019 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.01499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405HB80 19357.35000000 PA USD 19668.41000000 0.004668404945 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 7.44599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UQ27 112070.02000000 PA USD 112083.59000000 0.026603654583 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 7.08199920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5W75 806402.71000000 PA USD 828934.89000000 0.196752240770 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 5.88200040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391NM40 1350.55000000 PA USD 1341.67000000 0.000318452730 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 5.90199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZK8 15955.22000000 PA USD 15793.98000000 0.003748787743 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.27999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DFN5 392674.85000000 PA USD 392318.50000000 0.093118946857 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.21900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHVL3 61399.64000000 PA USD 62173.46000000 0.014757211596 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 7.21800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LN50 1211220.97000000 PA USD 1240830.31000000 0.294517876920 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.94000000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VSV5 40264.42000000 PA USD 39434.92000000 0.009360094463 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.52099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XYA5 145374.87000000 PA USD 144919.25000000 0.034397378506 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 7.18800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TTN1 978.19000000 PA USD 975.63000000 0.000231571129 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.23999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CU76 5093.62000000 PA USD 5087.25000000 0.001207486678 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.75299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AZR5 27698.62000000 PA USD 27470.01000000 0.006520157477 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.95499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MGQ2 158507.68000000 PA USD 157924.90000000 0.037484340836 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.68900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ASN0 5486.05000000 PA USD 5449.97000000 0.001293580258 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.41999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CXK4 5750.46000000 PA USD 5708.13000000 0.001354855950 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.72500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GJK0 538.31000000 PA USD 540.02000000 0.000128176707 Long ABS-MBS USGSE US N 2 2032-01-01 Variable 6.40699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405QYJ1 8777.73000000 PA USD 8730.62000000 0.002072260522 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.41499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DTS7 31839.30000000 PA USD 31736.21000000 0.007532763437 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.02399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XEK9 17975.72000000 PA USD 17749.01000000 0.004212824832 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.67500120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4A49 248938.02000000 PA USD 255227.13000000 0.060579558586 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.03900000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KL29 29974.58000000 PA USD 30745.45000000 0.007297601119 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.82800040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4GM3 117140.73000000 PA USD 116430.39000000 0.027635391395 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.30000000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406V3E4 1198.59000000 PA USD 1217.14000000 0.000288894851 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.52800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RBC2 4142.65000000 PA USD 4119.38000000 0.000977757427 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.31599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AKA9 17332.18000000 PA USD 17495.92000000 0.004152752533 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 7.28899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375DHB2 11681.45000000 PA USD 11631.31000000 0.002760755197 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 7.07500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NBV8 2745.48000000 PA USD 2728.65000000 0.000647660037 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.20499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402EM70 27112.15000000 PA USD 27115.53000000 0.006436019706 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.96999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KMW8 11019.54000000 PA USD 11007.50000000 0.002612690473 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.17000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EZA8 829.27000000 PA USD 831.00000000 0.000197242405 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.02799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373CSC2 4749740.71000000 PA USD 4604364.64000000 1.092871190695 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.47400080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5EK6 119181.48000000 PA USD 118699.11000000 0.028173884525 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 5.67399960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405VG76 12645.84000000 PA USD 12482.79000000 0.002962858643 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.45799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412DPT9 14169.22000000 PA USD 14041.65000000 0.003332862610 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.83499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400WR77 27585.55000000 PA USD 27315.05000000 0.006483376872 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.77999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ARQ3 138.89000000 PA USD 137.50000000 0.000032636378 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.45599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DRK2 39083.76000000 PA USD 39259.13000000 0.009318369743 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.83899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375PW51 5440.90000000 PA USD 5413.14000000 0.001284838456 Long ABS-MBS USGSE US N 2 2026-03-01 Variable 6.16500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ULA6 23048.86000000 PA USD 23247.75000000 0.005517980918 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404MPD4 16063.70000000 PA USD 16043.09000000 0.003807915367 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.50000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407YRJ0 81050.50000000 PA USD 82680.59000000 0.019624691332 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.98100120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F5MJ5 3828239.60000000 PA USD 3841641.88000000 0.911834761988 Long ABS-MBS USGSE US N 2 2043-03-15 Floating 5.78445840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QEE7 6518.75000000 PA USD 6682.17000000 0.001586049684 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 7.12500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FUV0 2455.17000000 PA USD 2515.72000000 0.000597119934 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.31299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BA21 149374.49000000 PA USD 153249.98000000 0.036374722944 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 6.05599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YPX3 89838.56000000 PA USD 89713.27000000 0.021293936486 Long ABS-MBS USGSE US N 2 2044-09-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UWF8 3488.80000000 PA USD 3500.76000000 0.000830924578 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 7.52600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MAP1 5682.25000000 PA USD 5701.85000000 0.001353365357 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.06899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401D3Z2 566.54000000 PA USD 568.84000000 0.000135017292 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.27999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZH1 93085.30000000 PA USD 93523.97000000 0.022198427023 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 7.54499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407T2S8 19461.36000000 PA USD 19452.69000000 0.004617202620 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.97999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375JDP2 1722.48000000 PA USD 1713.87000000 0.000406796440 Long ABS-MBS USGSE US N 2 2025-11-01 Variable 6.15999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QZV6 36819.76000000 PA USD 37656.49000000 0.008937974352 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.03399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412SKY0 2207.84000000 PA USD 2203.59000000 0.000523034167 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386M2G4 3477.93000000 PA USD 3364.42000000 0.000798563532 Long ABS-MBS USGSE US N 2 2030-09-01 Variable 4.89099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400BWB8 6945.78000000 PA USD 6922.89000000 0.001643185896 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 6.33099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414R5F8 18507.19000000 PA USD 18498.47000000 0.004390713272 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.23800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JUL7 13153.67000000 PA USD 13132.14000000 0.003116985425 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 5.80200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414DPA8 10109.53000000 PA USD 10033.57000000 0.002381522848 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 7.19499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTT6 5658.56000000 PA USD 5682.43000000 0.001348755914 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.09800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407EM67 127779.53000000 PA USD 128766.82000000 0.030563510690 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.97999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378VKP4 2848.53000000 PA USD 2826.47000000 0.000670878150 Long ABS-MBS USGSE US N 2 2027-06-01 Variable 6.49000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411DUK3 121651.33000000 PA USD 122658.35000000 0.029113631845 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.18500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374T2E8 59231.99000000 PA USD 58087.32000000 0.013787343865 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.54399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DM98 2469.63000000 PA USD 2461.14000000 0.000584165072 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.20300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERS68 180960.51000000 PA USD 179952.83000000 0.042712790790 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 6.29200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411GTW2 81202.67000000 PA USD 83763.58000000 0.019881744946 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.23599920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUN26 4088705.77700000 PA USD 4060828.98000000 0.963860021864 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 5.78445840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRJB3 129470.10000000 PA USD 130083.51000000 0.030876034280 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.05099880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5VZ4 218352.66000000 PA USD 217620.62000000 0.051653447260 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.09599880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404P6G1 44054.35000000 PA USD 43997.33000000 0.010443007490 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.93299880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31347AVZ4 1729455.06000000 PA USD 1759835.46000000 0.417706594714 Long ABS-MBS USGSE US N 2 2045-05-01 Variable 5.96000160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413YLY5 3262.24000000 PA USD 3212.22000000 0.000762438027 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 5.48300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XXN7 14346.81000000 PA USD 14363.16000000 0.003409174771 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.06300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKL2 399732.44000000 PA USD 400362.02000000 0.095028120428 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.95500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CWB4 356490.34000000 PA USD 355461.06000000 0.084370631403 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.10400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373YXD6 130.90000000 PA USD 130.36000000 0.000030941660 Long ABS-MBS USGSE US N 2 2025-01-01 Variable 5.34499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414EKD5 9006.94000000 PA USD 8984.00000000 0.002132401654 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 6.01200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375VEU3 6018.18000000 PA USD 6007.61000000 0.001425939170 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 5.66300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DMZ9 256922.33000000 PA USD 261546.69000000 0.062079540799 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 7.12500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQN2 48527.77000000 PA USD 48396.58000000 0.011487193596 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.12000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401HJF0 28997.05000000 PA USD 29360.47000000 0.006968868523 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.26400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DPE3 16574.87000000 PA USD 16584.75000000 0.003936481338 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 7.19799840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QGMT6 98180.15000000 PA USD 98785.07000000 0.023447177952 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 7.18999920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407YMC0 4115.27000000 PA USD 4186.94000000 0.000993793163 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 7.22700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJZS0 1025723.72000000 PA USD 1052078.15000000 0.249716516912 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.19099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DG67 12661.99000000 PA USD 12995.33000000 0.003084512822 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.91999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386CXW7 1627.73000000 PA USD 1618.35000000 0.000384124245 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 6.31699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G7D9 16379.02000000 PA USD 16388.65000000 0.003889935928 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CXP2 369.01000000 PA USD 367.85000000 0.000087311214 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 6.34299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XZY8 157503.10000000 PA USD 157161.47000000 0.037303136540 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.96000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387MAU3 101094.04000000 PA USD 99887.31000000 0.023708800659 Long ABS-MBS USGSE US N 2 2031-04-01 Variable 6.39500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407SKU5 217473.35000000 PA USD 217302.64000000 0.051577972963 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.04699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XQU0 2056.08000000 PA USD 2050.74000000 0.000486754382 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.99600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413RTG1 22525.31800000 PA USD 22635.22000000 0.005372593564 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 6.03200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MER3 49802.61000000 PA USD 50509.09000000 0.011988609427 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 7.35400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371L4X4 5108.39000000 PA USD 5106.72000000 0.001212107989 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BT40 1175090.37000000 PA USD 1208615.71000000 0.286871564994 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.90199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404A3G7 18598.82000000 PA USD 18772.17000000 0.004455677467 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.84399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407UMR5 69639.11000000 PA USD 71764.54000000 0.017033707017 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.41400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385H4F6 8144.50000000 PA USD 8072.16000000 0.001915971431 Long ABS-MBS USGSE US N 2 2040-07-01 Variable 6.35000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JNN8 170941.30000000 PA USD 176555.93000000 0.041906517951 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.04000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GGV9 15981.39000000 PA USD 16069.22000000 0.003814117466 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.94299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410ABX3 10547.34000000 PA USD 10462.22000000 0.002483265276 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 5.81500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RUB3 39089.44000000 PA USD 39330.02000000 0.009335195873 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.82099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EJ23 2238.55000000 PA USD 2269.33000000 0.000538637917 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 7.05700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401DMN8 7725.10000000 PA USD 7689.36000000 0.001825111752 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 7.01700120 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286F2 10162000.00000000 PA USD 9708282.55000000 2.304314088822 Long DBT UST US N 2 2026-02-28 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ACA3 949272.66000000 PA USD 980099.56000000 0.232632003953 Long ABS-MBS USGSE US N 2 2040-05-01 Variable 6.47700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFL9 3223.38000000 PA USD 3265.50000000 0.000775084328 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.95000160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5AJ3 285721.33000000 PA USD 287055.59000000 0.068134218066 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.94399960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391KQN0 648.51000000 PA USD 648.89000000 0.000154017599 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 6.24999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XR71 100839.87000000 PA USD 100691.62000000 0.023899708047 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.87499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XT92 521053.12000000 PA USD 519197.55000000 0.123234384988 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.69400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FPT4 85521.35000000 PA USD 86363.62000000 0.020498878694 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 5.34499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VZW3 7243.37000000 PA USD 7364.55000000 0.001748016318 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 7.31499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4J7 1267.91000000 PA USD 1255.99000000 0.000298116112 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.52299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403UYK1 15421.68000000 PA USD 15653.70000000 0.003715491516 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 7.31400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NBL7 18598.84000000 PA USD 18560.24000000 0.004405374720 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.05099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CBD7 15798.84000000 PA USD 16018.42000000 0.003802059807 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.26500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402LGC0 122958.00000000 PA USD 122051.95000000 0.028969699481 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.91400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ENJ6 24377.88000000 PA USD 25461.85000000 0.006043509691 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 7.73100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KF41 202261.66000000 PA USD 202787.30000000 0.048132677434 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.02200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410UXH0 39490.42000000 PA USD 40773.91000000 0.009677911081 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.31400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QMT4 28865.50000000 PA USD 29349.21000000 0.006966195900 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 7.16600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VAS2 584151.40000000 PA USD 586313.71000000 0.139164773528 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.39699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410Q3N9 61848.94000000 PA USD 61289.51000000 0.014547401217 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.12699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31363XDF7 26537.23000000 PA USD 26051.85000000 0.006183549426 Long ABS-MBS USGSE US N 2 2028-11-01 Variable 4.40100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGEG5 50833.15000000 PA USD 52093.31000000 0.012364632729 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 5.95900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404EZ90 40488.10000000 PA USD 40280.75000000 0.009560856851 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.53299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412SVV4 68.61600000 PA USD 68.12000000 0.000016168655 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 5.87499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410PYG2 27858.68000000 PA USD 27992.79000000 0.006644242176 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.17500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C2J0 1055.49000000 PA USD 1046.33000000 0.000248352161 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.36599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JSQ9 29180.25000000 PA USD 28779.90000000 0.006831067050 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.41400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CWW7 3729.51000000 PA USD 3720.23000000 0.000883016986 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.93399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CMP3 336.01000000 PA USD 335.14000000 0.000079547316 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.16200120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31351DEC1 3761442.44000000 PA USD 3709197.51000000 0.880398364643 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 5.78445840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384V7K2 12783.55000000 PA USD 12665.50000000 0.003006225863 Long ABS-MBS USGSE US N 2 2040-10-01 Variable 6.48799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404CVT4 125879.17000000 PA USD 124384.93000000 0.029523445074 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.36500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FPR8 60035.28000000 PA USD 60374.33000000 0.014330178227 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.34499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402KU28 1770.03000000 PA USD 1763.99000000 0.000418692697 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.15499920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FM2A9 6380900.09200000 PA USD 6325745.51000000 1.501450377646 Long ABS-MBS USGSE US N 2 2042-07-15 Floating 5.83445880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FU40 5095.49000000 PA USD 5094.55000000 0.001209219373 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.29799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408AMN7 47280.12000000 PA USD 47054.08000000 0.011168543861 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.96400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402T6W0 25043.47000000 PA USD 24825.20000000 0.005892397323 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.86900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404X3H5 42643.58000000 PA USD 42840.07000000 0.010168325484 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.77800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401H6Q0 2108.54000000 PA USD 2089.11000000 0.000495861712 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.80100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410XDA1 27396.71000000 PA USD 27742.93000000 0.006584936535 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.32499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SXU8 23298.24000000 PA USD 23314.39000000 0.005533798287 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 7.08999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384V7B2 79.22000000 PA USD 77.37000000 0.000018364193 Long ABS-MBS USGSE US N 2 2030-03-01 Variable 4.57599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391EUJ8 10069.45000000 PA USD 9817.48000000 0.002330232702 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 6.24700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G6M0 11292.76000000 PA USD 11279.46000000 0.002677241670 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MWS0 5974.51000000 PA USD 5967.22000000 0.001416352382 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.45500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V6Z6 9886.53000000 PA USD 10105.11000000 0.002398503259 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.76500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388NR99 32184.47000000 PA USD 31923.67000000 0.007577258095 Long ABS-MBS USGSE US N 2 2030-03-01 Variable 5.66799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390CLB0 799.69000000 PA USD 774.21000000 0.000183762988 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 5.39499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CE30 11261.95000000 PA USD 11407.74000000 0.002707689631 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 7.29799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L2Y3 69406.50000000 PA USD 69279.52000000 0.016443873896 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.45500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHP8 7726.00000000 PA USD 7620.23000000 0.001808703368 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 6.23000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VQ74 6526.36000000 PA USD 6421.24000000 0.001524116518 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.03799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402J4L8 71134.99000000 PA USD 70718.45000000 0.016785411820 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.96199960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31349SRM7 106416.06000000 PA USD 106768.10000000 0.025341993890 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.60499920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTQ2 2910.16000000 PA USD 2910.20000000 0.000690751925 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.98600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EPE2 163339.68000000 PA USD 162743.35000000 0.038628026361 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.97999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XWP7 51341.61000000 PA USD 51150.91000000 0.012140948922 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.73000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MGS3 57941.01000000 PA USD 57756.02000000 0.013708707993 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.05000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402D4C1 11362.88000000 PA USD 11301.98000000 0.002682586916 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.58900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373KHT9 264911.66000000 PA USD 254609.01000000 0.060432844415 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 4.40100000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286A3 10000000.00000000 PA USD 9589062.50000000 2.276016556331 Long DBT UST US N 2 2026-01-31 Fixed 2.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406RA70 3478.12000000 PA USD 3428.25000000 0.000813713932 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.62299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RBH1 8722.51000000 PA USD 8676.85000000 0.002059497918 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.27300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GLR8 123708.61000000 PA USD 122083.57000000 0.028977204661 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.59000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136056B8 32.61000000 PA USD 32.29000000 0.000007664208 Long ABS-MBS USGSE US N 2 2026-01-01 Variable 4.40100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391MQR7 171613.52000000 PA USD 169586.91000000 0.040252382847 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.66300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JNQ1 4456.61000000 PA USD 4563.77000000 0.001083235830 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.72100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHJB9 56247.62000000 PA USD 57932.56000000 0.013750610730 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.45999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419APP6 335787.92000000 PA USD 334195.44000000 0.079323119907 Long ABS-MBS USGSE US N 2 2038-11-01 Variable 6.23199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GG31 3625.43000000 PA USD 3609.28000000 0.000856682395 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.39600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AK81 962.01000000 PA USD 953.56000000 0.000226332693 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.14499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN62 7746.37000000 PA USD 7730.16000000 0.001834795856 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.95299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GX28 9241.19000000 PA USD 9417.16000000 0.002235214555 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 7.47399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CZ95 9868.69000000 PA USD 10141.26000000 0.002407083660 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.92700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374TG29 9436.49000000 PA USD 9382.13000000 0.002226899992 Long ABS-MBS USGSE US N 2 2026-03-01 Variable 4.62700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WEE0 219076.40000000 PA USD 217667.95000000 0.051664681295 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.79099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RPM5 4179.21000000 PA USD 4213.66000000 0.001000135302 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.10200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411AP58 18154.70000000 PA USD 18076.96000000 0.004290665562 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 5.81500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GJN4 251606.19000000 PA USD 251162.27000000 0.059614741779 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.81500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409X3V9 38494.07300000 PA USD 38258.98000000 0.009080978657 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410RM48 112703.25000000 PA USD 113518.92000000 0.026944338028 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.05000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HUF7 5199.54000000 PA USD 5216.77000000 0.001238228960 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 5.50000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FW50 19948.54000000 PA USD 19846.79000000 0.004710744416 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.58299960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4GC5 35833.59000000 PA USD 35856.40000000 0.008510713122 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.99000040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F3M5 696.79000000 PA USD 694.94000000 0.000164947819 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.78400120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRG26 201273.60000000 PA USD 199971.21000000 0.047464263034 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.75200080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5DY7 495248.93000000 PA USD 496681.64000000 0.117890110307 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.90500080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVD8 3950.17000000 PA USD 4047.40000000 0.000960672579 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.36900120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31347ASU9 457689.17000000 PA USD 468621.28000000 0.111229830020 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.03100080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AMQ8 1990.29000000 PA USD 1970.83000000 0.000467787305 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RXF8 9111.33000000 PA USD 9060.65000000 0.002150594952 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.21799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391QW34 1371.72000000 PA USD 1357.41000000 0.000322188705 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ECQ7 19462.31000000 PA USD 19397.43000000 0.004604086356 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.32800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CXL2 9148.54000000 PA USD 9108.43000000 0.002161935797 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.23499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SSW1 2324.86000000 PA USD 2307.23000000 0.000547633689 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.12100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409HGL2 46869.83000000 PA USD 46753.40000000 0.011097175815 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 7.17300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401PEH3 413783.00000000 PA USD 415583.34000000 0.098640984181 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 7.20799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETM29 4735248.96000000 PA USD 4870184.33000000 1.155964951471 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.14400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410AH33 2713.62000000 PA USD 2695.47000000 0.000639784582 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.76000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400FEQ6 56166.14000000 PA USD 56081.64000000 0.013311284721 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.14300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400VP89 792.73000000 PA USD 790.62000000 0.000187657991 Long ABS-MBS USGSE US N 2 2028-03-01 Variable 6.87700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413KMQ1 263276.09000000 PA USD 262341.64000000 0.062268226539 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 5.56599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406QGG6 67797.48000000 PA USD 67882.19000000 0.016112209960 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 7.10499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ERA0 0.00700000 PA USD 0.01000000 0.000000002373 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DVE4 25411.74000000 PA USD 25300.39000000 0.006005186275 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.82199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31360FC86 0.48000000 PA USD 0.48000000 0.000000113930 Long ABS-MBS USGSE US N 2 2024-06-01 Variable 5.00000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NEA8 178386.42000000 PA USD 178214.95000000 0.042300295444 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.52399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WNX8 24102.19000000 PA USD 24208.72000000 0.005746072416 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 7.21000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400Q2Z5 5292.60000000 PA USD 5244.87000000 0.001244898649 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.66500040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JMVS3 206701.20000000 PA USD 207279.80000000 0.049198996939 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.09099840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390W7E6 19358.34000000 PA USD 19731.01000000 0.004683263398 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.33999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4HF7 250384.50000000 PA USD 252771.17000000 0.059996623015 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.15499920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GMA8 508215.87000000 PA USD 506216.76000000 0.120153323315 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.30299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375BVV6 23.46000000 PA USD 23.38000000 0.000005549371 Long ABS-MBS USGSE US N 2 2025-09-01 Variable 6.33499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDQ3 7401.36000000 PA USD 7434.20000000 0.001764548127 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 5.93100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NPV3 46374.73000000 PA USD 45962.07000000 0.010909349301 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 5.93600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MM90 73996.17000000 PA USD 74778.66000000 0.017749124924 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.35900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QX48 1638.86000000 PA USD 1633.73000000 0.000387774772 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.87000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EXW5 0.00500000 PA USD 0.01000000 0.000000002373 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HAL5 25749.67000000 PA USD 25706.77000000 0.006101642796 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.33999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TLH6 18229.53000000 PA USD 18206.48000000 0.004321407844 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.49000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GTS0 96842.06000000 PA USD 96543.15000000 0.022915045949 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 7.04300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374FXM6 38.31000000 PA USD 38.15000000 0.000009055111 Long ABS-MBS USGSE US N 2 2026-08-01 Variable 6.22299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EPC6 211495.09000000 PA USD 212376.24000000 0.050408664915 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HJT0 3556.00000000 PA USD 3500.85000000 0.000830945940 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 5.38200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F4H5 1728.59000000 PA USD 1726.09000000 0.000409696924 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.22900080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LF34 965426.81000000 PA USD 984987.79000000 0.233792252144 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.23999880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409EJW2 191113.51000000 PA USD 193450.39000000 0.045916510656 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 7.23399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VJ20 55831.35000000 PA USD 55593.43000000 0.013195405401 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.19300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DA63 4444.06000000 PA USD 4380.81000000 0.001039809271 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.43299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PLQ1 12046.12000000 PA USD 11972.36000000 0.002841705284 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.63799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400XZG6 3722.12000000 PA USD 3687.72000000 0.000875300559 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 7.00800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CAQ9 6996.98000000 PA USD 6931.87000000 0.001645317348 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 5.81500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q5R8 114908.81000000 PA USD 116061.62000000 0.027547861813 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.73800040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5ZW7 4463795.99000000 PA USD 4583470.41000000 1.087911830652 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.02899920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374GEW3 2605.32000000 PA USD 2586.69000000 0.000613965053 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 6.86499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQ69 124962.41000000 PA USD 127618.81000000 0.030291024222 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 5.83899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EMA43 548972.75000000 PA USD 564433.49000000 0.133971383353 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 6.33600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XWM9 42183.20000000 PA USD 42633.31000000 0.010119249865 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.92700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CL61 827.02000000 PA USD 841.27000000 0.000199680046 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 7.45400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410AKW5 55785.62000000 PA USD 57474.48000000 0.013641882931 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 7.30699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373TR77 36.79000000 PA USD 36.64000000 0.000008696704 Long ABS-MBS USGSE US N 2 2024-09-01 Variable 6.33200040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QLJ7 8186785.20000000 PA USD 8278320.74000000 1.964904813464 Long ABS-MBS USGSE US N 2 2046-07-01 Variable 5.87800080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391TZ50 15418.05000000 PA USD 15356.20000000 0.003644878260 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AL78 7678.62000000 PA USD 7645.32000000 0.001814658617 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.88999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374GRC3 6661.72000000 PA USD 6459.77000000 0.001533261825 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.54600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405FTR3 1476.48000000 PA USD 1474.09000000 0.000349883343 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.29499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400RT76 6879.18000000 PA USD 6826.62000000 0.001620335683 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.62000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XSJ7 5076.09000000 PA USD 5005.73000000 0.001188137459 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.82500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403FGK4 7722.09000000 PA USD 7737.62000000 0.001836566528 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.99699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XE26 305420.43000000 PA USD 306592.36000000 0.072771377536 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.09099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DNC0 123.72000000 PA USD 123.09000000 0.000029216086 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 7.02699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AMD7 25519.45000000 PA USD 25301.51000000 0.006005452113 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.29200080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHK36 1736243.97000000 PA USD 1758478.41000000 0.417384491457 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.58399960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHT9 17697.11000000 PA USD 17574.80000000 0.004171475133 Long ABS-MBS USGSE US N 2 2042-08-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QZY0 1926.92000000 PA USD 1924.67000000 0.000456830976 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.63099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DUU1 12549.82000000 PA USD 12621.67000000 0.002995822572 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.03299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405NLX1 1351.43000000 PA USD 1339.25000000 0.000317878329 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 5.81100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409GFF8 31845.90000000 PA USD 31505.51000000 0.007478005527 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.64800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DMF4 5737.17000000 PA USD 5721.22000000 0.001357962933 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.96700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EJ72 3937.61000000 PA USD 3904.84000000 0.000926835182 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 5.83499880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNJT8 7683673.75000000 PA USD 7629579.92000000 1.810922623121 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 5.83445880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410DXD7 20433.53000000 PA USD 21162.21000000 0.005022966565 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 7.44000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJX3 9422.52000000 PA USD 9486.06000000 0.002251568348 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.12399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UWM3 58545.69000000 PA USD 59553.43000000 0.014135333111 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.99699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XH31 6201.37000000 PA USD 6274.84000000 0.001489367675 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.12299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419GJS4 165590.00000000 PA USD 165290.88000000 0.039232696573 Long ABS-MBS USGSE US N 2 2040-09-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JE75 2976.50000000 PA USD 2963.60000000 0.000703426707 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 5.90100120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DBX1 5337.38000000 PA USD 5268.65000000 0.001250542962 Long ABS-MBS USGA US N 2 2034-06-20 Variable 3.87500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CD44 73471.60000000 PA USD 72811.05000000 0.017282101903 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.39299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MB89 59977.39000000 PA USD 59489.11000000 0.014120066407 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.78499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGEH3 1732534.02000000 PA USD 1763856.94000000 0.418661115040 Long ABS-MBS USGSE US N 2 2039-01-01 Variable 6.37099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CU88 114369.42000000 PA USD 113469.69000000 0.026932653018 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 5.90699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XQG7 24744.53000000 PA USD 25089.29000000 0.005955080533 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 7.24899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q5D9 16900.57000000 PA USD 16789.34000000 0.003985041896 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.96800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VLC1 7985.20000000 PA USD 7945.89000000 0.001886000554 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.91800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ET75 4925488.13000000 PA USD 4884692.77000000 1.159408609247 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401Y3J2 85741.02000000 PA USD 85495.75000000 0.020292884992 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.26799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409X5Q8 44218.19000000 PA USD 43646.93000000 0.010359838129 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.82800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413ECE3 18065.50000000 PA USD 18000.82000000 0.004272593316 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.24700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RH69 7485.90000000 PA USD 7389.84000000 0.001754019038 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390AHA1 8232.51000000 PA USD 8013.71000000 0.001902098003 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 5.39499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DVM2 277712.92000000 PA USD 278737.56000000 0.066159888042 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.57799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HU59 5552.45000000 PA USD 5450.72000000 0.001293758275 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.56000120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LEF8 455867.10000000 PA USD 457010.48000000 0.108473942984 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.69400120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AQP3 118730.30000000 PA USD 118155.57000000 0.028044872326 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.90799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NSL2 42857.95000000 PA USD 43111.17000000 0.010232672556 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.98600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VJ60 633.09000000 PA USD 628.92000000 0.000149277610 Long ABS-MBS USGSE US N 2 2028-07-01 Variable 6.54999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402A5N2 54883.77000000 PA USD 54709.70000000 0.012985647240 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.72000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AET6 3007.40000000 PA USD 2966.33000000 0.000704074688 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JKZ8 2393.68000000 PA USD 2388.50000000 0.000566923569 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.00599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413ADY6 12925.94000000 PA USD 12788.24000000 0.003035358875 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 6.63999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SCZ8 712947.98000000 PA USD 722898.92000000 0.171584021949 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 7.28399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C6N7 5316.16000000 PA USD 5273.42000000 0.001251675148 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.74499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412XPK4 224.06000000 PA USD 222.43000000 0.000052794979 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 6.04500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403YHN6 23776.35000000 PA USD 23536.39000000 0.005586491204 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 6.40500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DMC1 2337.58000000 PA USD 2312.06000000 0.000548780116 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 5.92200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SCY1 220757.17000000 PA USD 223086.87000000 0.052950891666 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 7.57500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XJS7 13642.99000000 PA USD 13669.25000000 0.003244471429 Long ABS-MBS USGSE US N 2 2040-01-01 Variable 5.82900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402KR48 3194.63000000 PA USD 3184.55000000 0.000755870401 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.27999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NSE5 62098.20000000 PA USD 61431.20000000 0.014581032116 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.24800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389VAQ0 21129.40000000 PA USD 21085.43000000 0.005004742411 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 6.66000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5V6 16083.14000000 PA USD 16443.31000000 0.003902909778 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 6.27500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XFS8 10025.47000000 PA USD 9950.63000000 0.002361836584 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.07500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VZ33 131549.59000000 PA USD 131653.45000000 0.031248668146 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.53100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LMT2 25859.33000000 PA USD 25806.12000000 0.006125224063 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.03900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391LSJ5 282341.95000000 PA USD 278987.31000000 0.066219167574 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 5.93799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401BX83 7693.74000000 PA USD 7650.01000000 0.001815771814 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.07799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSF3 2488.55000000 PA USD 2525.76000000 0.000599502983 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 7.34799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CAP2 1051289.88000000 PA USD 1072487.71000000 0.254560837873 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.64400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CBL3 17381.89000000 PA USD 17956.36000000 0.004262040491 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.81800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CAG1 6100.23000000 PA USD 6254.57000000 0.001484556480 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.10200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411E2N6 68275.84000000 PA USD 68395.43000000 0.016234030287 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.07299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401G4N1 17782.58000000 PA USD 17649.70000000 0.004189253059 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.89500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRV37 200778.21000000 PA USD 201506.70000000 0.047828720003 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 6.11700120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CQG0 4513.81000000 PA USD 4487.56000000 0.001065146969 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 6.34299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCG4 33130.05000000 PA USD 34048.18000000 0.008081522191 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.00199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XEC4 5680.60000000 PA USD 5634.34000000 0.001337341489 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.12699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPR63 505556.60000000 PA USD 506987.73000000 0.120336317271 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 6.12200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHVA7 35602.00000000 PA USD 36352.30000000 0.008628417706 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 5.85200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BWK0 34213.36000000 PA USD 33935.37000000 0.008054746119 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 5.68400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ACY3 78566.01000000 PA USD 78690.28000000 0.018677569376 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.71799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410B6S8 9124.29000000 PA USD 9093.35000000 0.002158356476 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 5.86699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406BV64 121608.82000000 PA USD 121107.45000000 0.028745517228 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.81799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZW2 2687.83000000 PA USD 2671.81000000 0.000634168751 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.76900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AAJ0 186478.80000000 PA USD 187644.95000000 0.044538557644 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.49600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RM94 45305.23000000 PA USD 45000.07000000 0.010681013327 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.85600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XSY4 7329.54000000 PA USD 7246.93000000 0.001720098566 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.57200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LZ68 431.12000000 PA USD 440.99000000 0.000104671394 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.08400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391USA4 10761.65000000 PA USD 10728.92000000 0.002546567983 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.01200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WS87 64078.24000000 PA USD 63590.04000000 0.015093444625 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 5.78999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SJK6 8456.98000000 PA USD 8403.41000000 0.001994595435 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.64300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KVD3 699.64000000 PA USD 695.11000000 0.000164988169 Long ABS-MBS USGSE US N 2 2028-02-01 Variable 5.23299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412G2Z3 12292.07000000 PA USD 11914.28000000 0.002827919677 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 3.06600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JMS2 9664.62000000 PA USD 9713.32000000 0.002305509755 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.15099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L5A2 42254.32000000 PA USD 42220.57000000 0.010021283763 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.22100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XWG7 74696.26000000 PA USD 74692.75000000 0.017728733714 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.65599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RMG1 9185.58000000 PA USD 9189.54000000 0.002181187700 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.38600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402W5X2 5362.51000000 PA USD 5342.56000000 0.001268085906 Long ABS-MBS USGSE US N 2 2028-08-01 Variable 6.84000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BK49 1597596.60000000 PA USD 1627866.93000000 0.386383140602 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.73800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDS9 3271.37000000 PA USD 3306.20000000 0.000784744696 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.42600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31367JC24 26651.29000000 PA USD 26678.35000000 0.006332252636 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 7.37499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389CYT0 129946.42000000 PA USD 128959.12000000 0.030609154149 Long ABS-MBS USGSE US N 2 2032-01-01 Variable 5.66499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401MUQ2 14937.03000000 PA USD 14731.83000000 0.003496680617 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.08000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390NJT0 2276.29000000 PA USD 2233.50000000 0.000530133470 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 6.21299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374TYQ6 8281.30000000 PA USD 8263.70000000 0.001961434500 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQ21 534170.43000000 PA USD 529217.99000000 0.125612791359 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.58200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404RUM7 5158.62000000 PA USD 5250.39000000 0.001246208851 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 7.16900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FPC6 118.69000000 PA USD 118.17000000 0.000028048297 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 5.86599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZZ5 67420.80000000 PA USD 66752.81000000 0.015844145425 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 5.95199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400YA22 31805.80000000 PA USD 31475.94000000 0.007470986925 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.91499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388L4U1 106.53000000 PA USD 106.04000000 0.000025169175 Long ABS-MBS USGSE US N 2 2030-06-01 Variable 6.39000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAE6 37921.40000000 PA USD 37479.55000000 0.008895976673 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 6.28800120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBCF1 3591328.37600000 PA USD 3538476.23000000 0.839876732857 Long ABS-MBS USGSE US N 2 2038-08-15 Floating 5.78445840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409U6T7 5813.06000000 PA USD 5808.27000000 0.001378624728 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.22000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DKQ1 104624.03000000 PA USD 107128.84000000 0.025427617506 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.05099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DLX3 42122.49000000 PA USD 42427.89000000 0.010070492302 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.75200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405TZV7 43241.63000000 PA USD 43203.63000000 0.010254618444 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 7.17500160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QSU95 246699.66000000 PA USD 245864.48000000 0.058357282278 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.23500120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XPG0 7659.32000000 PA USD 7823.93000000 0.001857052680 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 7.03100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MFY8 70629.00000000 PA USD 72807.72000000 0.017281311509 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.00000120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225D3S1 77944.19000000 PA USD 77457.26000000 0.018384905319 Long ABS-MBS USGA US N 2 2036-05-20 Variable 3.87500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NAD8 4170.94000000 PA USD 4208.39000000 0.000998884438 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.11600040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5LE2 517796.59000000 PA USD 522815.47000000 0.124093118136 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.16799880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MHB9 148552.04000000 PA USD 151374.79000000 0.035929636317 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 7.30199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388K2K7 34458.87000000 PA USD 33357.85000000 0.007917668581 Long ABS-MBS USGSE US N 2 2031-09-01 Variable 4.39499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VHW2 924.69000000 PA USD 931.87000000 0.000221184453 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.25100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VVR7 26220.52000000 PA USD 26164.31000000 0.006210242424 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 5.87499840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MAA1 114044.26000000 PA USD 116897.46000000 0.027746253020 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.12799920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JVP7 81813.69000000 PA USD 81588.59000000 0.019365499145 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.61700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NJ63 13103.31000000 PA USD 12908.94000000 0.003064007682 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.57399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UUX4 86860.50000000 PA USD 88023.27000000 0.020892805721 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 7.02000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385H5Y4 55554.90000000 PA USD 55071.44000000 0.013071508212 Long ABS-MBS USGSE US N 2 2032-01-01 Variable 6.34700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GCT3 174947.65000000 PA USD 172199.38000000 0.040872466924 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.44000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404PHL8 2799.50000000 PA USD 2776.58000000 0.000659036485 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.45400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402REK1 1547.68000000 PA USD 1543.28000000 0.000366305969 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.97200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376JNW5 4156.56000000 PA USD 4127.51000000 0.000979687127 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.35199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385YEG6 12559.32000000 PA USD 12498.55000000 0.002966599365 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 5.90400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C3Z2 73514.68000000 PA USD 73399.34000000 0.017421735760 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.85299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AP64 3061.27000000 PA USD 3150.50000000 0.000747788447 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 5.78900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404Q5M7 206363.96000000 PA USD 206074.52000000 0.048912917123 Long ABS-MBS USGSE US N 2 2044-03-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405NLW3 739.21000000 PA USD 735.69000000 0.000174620054 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 5.74800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSS3 7483.52000000 PA USD 7555.82000000 0.001793415301 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 7.10799840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S54S0 339791.67000000 PA USD 339312.83000000 0.080537760480 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 5.88200040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414NBM5 19208.62900000 PA USD 19262.39000000 0.004572033872 Long ABS-MBS USGSE US N 2 2038-11-01 Variable 6.08000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405H3L0 362.74000000 PA USD 359.72000000 0.000085381514 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.61600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DZ68 23156.09000000 PA USD 23205.65000000 0.005507988252 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EFD5 5171.90000000 PA USD 5154.75000000 0.001223508173 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.14499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WQX3 54558.05000000 PA USD 54435.36000000 0.012920531137 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.27300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JKQ2 25540.42000000 PA USD 25298.38000000 0.006004709191 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.39300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FX34 5301.77000000 PA USD 5420.83000000 0.001286663720 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 7.01100000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHPT4 62927.11000000 PA USD 63417.33000000 0.015052450960 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 5.77199880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RC61 109901.70000000 PA USD 109816.19000000 0.026065474762 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 5.91500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402REL9 7336.66000000 PA USD 7528.64000000 0.001786963979 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.35199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GSX2 6.67000000 PA USD 6.64000000 0.000001576040 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 6.33499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSW6 33973.19000000 PA USD 34589.72000000 0.008210059679 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 7.33799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFA3 9583.60000000 PA USD 9639.25000000 0.002287928834 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 7.22599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XUW9 36349.92000000 PA USD 36729.82000000 0.008718024147 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.91300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSE6 4017.20000000 PA USD 4007.36000000 0.000951168866 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 7.35900120 N N N N N N N/A N/A N/A 610.00000000 NC USD -1159710.56000000 -0.27526365951 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Notes 2024-06-28 123620312.50000000 USD -1159710.56000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5R5 43214.35000000 PA USD 43311.79000000 0.010280290813 Long ABS-MBS USGSE US N 2 2039-02-01 Variable 6.11100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DNX3 18808.19000000 PA USD 18831.01000000 0.004469643464 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.26900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WGK4 1111.72000000 PA USD 1098.58000000 0.000260753985 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.49500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411HM56 5746.73000000 PA USD 5876.27000000 0.001394764901 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.93600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RQK8 21597.97000000 PA USD 21456.11000000 0.005092725341 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.37099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390UMX1 1790.79000000 PA USD 1788.60000000 0.000424534015 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.04000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DC49 138422.28000000 PA USD 138324.63000000 0.032832109294 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.98600080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JR6K7 216970.32000000 PA USD 222685.84000000 0.052855704997 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 6.07700160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403Q5H9 978.99000000 PA USD 975.96000000 0.000231649456 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.05800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BWG9 3277.56000000 PA USD 3329.13000000 0.000790187257 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 7.35500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414URK6 198979.23000000 PA USD 197075.08000000 0.046776850700 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.71700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410VQJ2 72846.52000000 PA USD 72303.56000000 0.017161646369 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.08299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AU60 95003.96000000 PA USD 94676.96000000 0.022472095521 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.95699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405X5P4 7154.64000000 PA USD 7105.68000000 0.001686572104 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.32300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401GYR9 8022.65000000 PA USD 7987.72000000 0.001895929134 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.30600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389TR46 1209.40000000 PA USD 1215.54000000 0.000288515083 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 5.12499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L3G1 1955.07000000 PA USD 1965.26000000 0.000466465235 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WTK8 5266.50000000 PA USD 5224.69000000 0.001240108815 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.16299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378FEF8 2422.64000000 PA USD 2411.48000000 0.000572377998 Long ABS-MBS USGSE US N 2 2027-06-01 Variable 6.08500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405LNA3 37754.55000000 PA USD 37733.86000000 0.008956338546 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.29300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417VFL2 96478.26000000 PA USD 95775.74000000 0.022732896978 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.82000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404UQ60 3249.68000000 PA USD 3218.83000000 0.000764006947 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 5.70300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHV0 3255.44000000 PA USD 3263.72000000 0.000774661835 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.31500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XP43 347.87000000 PA USD 347.13000000 0.000082393208 Long ABS-MBS USGSE US N 2 2030-08-01 Variable 6.31400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413QJ33 4345.65000000 PA USD 4362.67000000 0.001035503642 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 5.95000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VBF8 29070.28000000 PA USD 28920.54000000 0.006864448725 Long ABS-MBS USGSE US N 2 2027-05-01 Variable 6.25200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406V5L6 96868.59000000 PA USD 97101.87000000 0.023047661204 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.84899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XXB0 30827.32000000 PA USD 30630.70000000 0.007270364577 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.41800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZN6 16207.18000000 PA USD 15991.33000000 0.003795629847 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 4.41399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KRF8 54013.47000000 PA USD 53536.59000000 0.012707203150 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.63900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YXX4 20406.27000000 PA USD 20360.16000000 0.004832595600 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.83499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DBS4 2478.65000000 PA USD 2482.26000000 0.000589178019 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.43799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGSW5 1075173.41000000 PA USD 1103479.36000000 0.261916875912 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 7.01899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410L6G2 8143.68000000 PA USD 8126.45000000 0.001928857460 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.03799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403ATU9 9811.71000000 PA USD 9744.19000000 0.002312836918 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.32800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402M4D9 52921.12000000 PA USD 52523.19000000 0.012466667104 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.84499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31370Q6L8 115177.25000000 PA USD 111981.06000000 0.026579318526 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 4.39800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388G7J4 22566.28000000 PA USD 22450.55000000 0.005328761127 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AM96 54664.40000000 PA USD 53888.03000000 0.012790619361 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.45699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G6P3 12946.07000000 PA USD 12932.82000000 0.003069675731 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.13100160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QPQ21 648181.54000000 PA USD 651162.20000000 0.154556918161 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.90300000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F7K5 518505.49000000 PA USD 533884.16000000 0.126720332391 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.12600120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBBP8 3625398.00000000 PA USD 3645678.48000000 0.865321774630 Long ABS-MBS USGSE US N 2 2030-10-25 Floating 6.02240040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402JXS1 1961.34000000 PA USD 1938.30000000 0.000460066131 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.90400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JN24 8928.98000000 PA USD 8808.45000000 0.002090733899 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 7.04700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378C4V1 3599.08000000 PA USD 3539.35000000 0.000840084126 Long ABS-MBS USGSE US N 2 2027-07-01 Variable 4.51000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374KHJ0 940.70000000 PA USD 936.83000000 0.000222361736 Long ABS-MBS USGSE US N 2 2024-11-01 Variable 5.97899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MM82 453909.72000000 PA USD 464054.36000000 0.110145846520 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.83300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406KA26 604.63000000 PA USD 600.27000000 0.000142477375 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 7.40499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKC2 9213.42000000 PA USD 9164.57000000 0.002175260934 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 6.67500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CFP1 84885.90000000 PA USD 84073.37000000 0.019955275301 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.39799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DXE9 10340.39000000 PA USD 10203.97000000 0.002421968222 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.83999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388RPD3 87349.28000000 PA USD 86383.71000000 0.020503647166 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.95000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386QD99 211698.23000000 PA USD 209626.77000000 0.049756063136 Long ABS-MBS USGSE US N 2 2041-01-01 Variable 6.48799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XUP2 47247.21000000 PA USD 46999.87000000 0.011155676820 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.76599840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5L51 2099171.31000000 PA USD 2160021.56000000 0.512692959566 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 6.03900000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SC47 33035.47000000 PA USD 33817.36000000 0.008026735799 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 7.42500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFN4 513330.02000000 PA USD 525132.16000000 0.124642997208 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.31000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407LJN8 533432.13000000 PA USD 535358.16000000 0.127070194372 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.10499880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5F66 240060.29000000 PA USD 240478.92000000 0.057078990085 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 6.02499960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391S6L9 5259.80000000 PA USD 5239.43000000 0.001243607435 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 7.24500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KBX1 49473.51000000 PA USD 49256.05000000 0.011691193513 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 5.68400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C2S0 25516.83000000 PA USD 25377.99000000 0.006023605061 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.10700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MNV0 1130829.15000000 PA USD 1156986.98000000 0.274617202874 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.96999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVP1 16042.19000000 PA USD 16480.91000000 0.003911834344 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.42700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ACM7 508203.54000000 PA USD 518996.01000000 0.123186548364 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.93100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAF3 130046.56000000 PA USD 129866.61000000 0.030824551876 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EYM3 722.81000000 PA USD 720.78000000 0.000171081084 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.85200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XFF9 6347.24000000 PA USD 6321.01000000 0.001500326378 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.23000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BWF2 27014.90000000 PA USD 26843.96000000 0.006371561077 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.89600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407P4K1 280250.50000000 PA USD 277991.71000000 0.065982856455 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.68000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CW32 155739.50000000 PA USD 155157.14000000 0.036827397826 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 5.78000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391QWB6 6552.89000000 PA USD 6482.81000000 0.001538730495 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.26000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AB48 8128.17000000 PA USD 8292.69000000 0.001968315436 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.42300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VL95 49.82000000 PA USD 49.53000000 0.000011756217 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.36000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GAQ0 153596.31000000 PA USD 153480.05000000 0.036429331320 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.11200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403K4F7 244644.92000000 PA USD 243845.15000000 0.057877983231 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.72699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VVT6 0.74000000 PA USD 0.74000000 0.000000175643 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 6.85500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412ECK0 342744.40000000 PA USD 352112.30000000 0.083575784857 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.41599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UBQ7 39958.96000000 PA USD 39958.06000000 0.009484264610 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.48699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418WMU1 330607.17000000 PA USD 341946.57000000 0.081162893108 Long ABS-MBS USGSE US N 2 2040-08-01 Variable 5.93200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AEW9 24555.37000000 PA USD 24232.22000000 0.005751650269 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JRV6 138941.51000000 PA USD 139738.98000000 0.033167813020 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.70100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406G4D8 33429.80000000 PA USD 33405.17000000 0.007928900243 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.26600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XXV0 16720.24000000 PA USD 16563.04000000 0.003931328350 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.99500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFN5 12681.04000000 PA USD 12651.73000000 0.003002957478 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 7.15500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5QV9 538027.56000000 PA USD 536434.30000000 0.127325622101 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.36099840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFV6 625.87000000 PA USD 625.53000000 0.000148472974 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.53799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AY80 7088.27000000 PA USD 6838.03000000 0.001623043909 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 4.45100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410D4P2 6744.07000000 PA USD 6689.63000000 0.001587820356 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 5.31500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406J3L5 924.98000000 PA USD 921.42000000 0.000218704088 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PC40 35778.32000000 PA USD 35370.45000000 0.008395370225 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.54600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406RKF1 61658.99000000 PA USD 61278.36000000 0.014544754704 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.24800160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QQM5 5648938.92000000 PA USD 5744391.98000000 1.363462930035 Long ABS-MBS USGSE US N 2 2046-11-01 Variable 5.94200160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GZJ3 17723.12000000 PA USD 17526.25000000 0.004159951525 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.14800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TL45 74197.46000000 PA USD 73601.78000000 0.017469786004 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.77800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405UTZ2 2824.56000000 PA USD 2804.05000000 0.000665556640 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.60000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CEJ2 14869.85000000 PA USD 14775.10000000 0.003506950989 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.92800120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QGQ7 2115821.30000000 PA USD 2168675.55000000 0.514747031538 Long ABS-MBS USGSE US N 2 2044-01-01 Variable 6.21900000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G7A5 987.71000000 PA USD 984.13000000 0.000233588650 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408FPH6 11864.65000000 PA USD 11781.64000000 0.002796436846 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.41800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFJ1 195564.29000000 PA USD 196223.51000000 0.046574725892 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.47700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VWN5 31717.72000000 PA USD 31493.73000000 0.007475209479 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.33499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406C6Q6 59828.52000000 PA USD 57896.86000000 0.013742137140 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 4.39800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402YQW7 196892.51000000 PA USD 196860.83000000 0.046725997288 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.02700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411RTJ7 4263.00000000 PA USD 4354.43000000 0.001033547833 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 5.90299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401GY24 81844.79000000 PA USD 82673.81000000 0.019623082061 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.09500160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5FP4 327433.88000000 PA USD 327502.02000000 0.077734399974 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 5.78599920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410WFG8 3268.54000000 PA USD 3244.83000000 0.000770178190 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 5.86599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AVG4 12291.52000000 PA USD 12140.34000000 0.002881576258 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.60000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401BYD1 13395.72000000 PA USD 13327.98000000 0.003163469123 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 5.82800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AP77 4277.31000000 PA USD 4198.33000000 0.000996496642 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.33499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VC95 945.78000000 PA USD 937.26000000 0.000222463799 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 7.11200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409GSP2 248.59000000 PA USD 248.14000000 0.000058897389 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.90299920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LUP8 681429.48000000 PA USD 698827.21000000 0.165870469607 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.12000000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJDL9 880710.89000000 PA USD 905621.05000000 0.214954121277 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 6.06399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GJV6 682.46000000 PA USD 678.95000000 0.000161152504 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.38300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFT1 143457.20000000 PA USD 142685.77000000 0.033867249783 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 5.91699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404CAE0 24455.18000000 PA USD 24412.91000000 0.005794538032 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 7.03599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DEL0 2903.73000000 PA USD 2885.05000000 0.000684782434 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.25899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MBE1 759861.26000000 PA USD 740622.90000000 0.175790905774 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 4.54200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DVM3 269286.56000000 PA USD 268385.54000000 0.063702779340 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.96700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KSL9 30924.25000000 PA USD 30682.02000000 0.007282545660 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.35699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XXS6 55440.72000000 PA USD 55614.20000000 0.013200335274 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.33300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401DL25 14414.08000000 PA USD 14325.26000000 0.003400178999 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.06300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411S6V3 136853.17000000 PA USD 136886.42000000 0.032490742265 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.65499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405QCV8 6912.66000000 PA USD 6863.06000000 0.001628984917 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.34500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KFR0 11743.14000000 PA USD 11637.44000000 0.002762210186 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 7.11000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JLV8 4996.88000000 PA USD 4993.14000000 0.001185149153 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 5.98299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NRB5 11242.12000000 PA USD 11202.86000000 0.002659060240 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.99400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405TJL7 17361.32000000 PA USD 17247.13000000 0.004093700862 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.97099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LCA7 6965.76000000 PA USD 6895.64000000 0.001636717959 Long ABS-MBS USGSE US N 2 2026-01-01 Variable 5.33900160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MZH9 357376.50000000 PA USD 357198.50000000 0.084783022312 Long ABS-MBS USGSE US N 2 2040-05-01 Variable 5.92099920 N Y N N N N United States of America 254900HROIFWPRGM1V77 9128286L9 15000000.00000000 PA USD 14244726.60000000 3.381063955107 Long DBT UST US N 2 2026-03-31 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402LLN0 42396.11000000 PA USD 42460.90000000 0.010078327406 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.07899960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AUFV6 1970901.43600000 PA USD 1936146.95000000 0.459555093492 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 5.82446160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQC9 107215.36000000 PA USD 109442.21000000 0.025976708559 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.95800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KWJ9 374178.90000000 PA USD 372787.72000000 0.088483209147 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.22599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413H5A2 8644.08000000 PA USD 8572.12000000 0.002034639678 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.17699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHF9 58537.40000000 PA USD 58496.01000000 0.013884348677 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.64999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408B4W5 4254.22000000 PA USD 4232.06000000 0.001004502643 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.73699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374VCG7 1685.34000000 PA USD 1677.24000000 0.000398102109 Long ABS-MBS USGSE US N 2 2025-09-01 Variable 6.59800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVU0 11789.14000000 PA USD 12135.39000000 0.002880401348 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.22800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401HVK5 20470.10000000 PA USD 20420.91000000 0.004847014945 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.67600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373KHS1 13730.28000000 PA USD 13393.21000000 0.003178951821 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 4.70099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ESAN8 2794838.25000000 PA USD 2875124.59000000 0.682426584283 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 6.08699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DUD7 628.63000000 PA USD 621.72000000 0.000147568650 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.85200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410S6D4 1668.38000000 PA USD 1650.88000000 0.000391845418 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.00999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XRB2 78237.90000000 PA USD 78823.64000000 0.018709223103 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.11700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KMH5 39474.44000000 PA USD 39624.07000000 0.009404990253 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.13199880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUKP8 5196878.03400000 PA USD 5112956.77000000 1.213588321103 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 5.78445840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AX83 23285.57000000 PA USD 23129.80000000 0.005489984838 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.90100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QTK7 1055.62000000 PA USD 1047.60000000 0.000248653603 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.91300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300M4K6 665540.94000000 PA USD 680870.27000000 0.161608291450 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.33200040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JN87 30414.20000000 PA USD 30233.41000000 0.007176065617 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 5.97300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401YYL3 32835.40000000 PA USD 32975.67000000 0.007826956063 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.78800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404V6Z6 11865.29000000 PA USD 11845.07000000 0.002811492304 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.02200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGL93 206295.22000000 PA USD 210714.93000000 0.050014343878 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.91500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XCP0 138.97000000 PA USD 137.35000000 0.000032600775 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.57400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MKA9 14322.96000000 PA USD 14227.01000000 0.003376858822 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.35799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406F6R7 24024.44000000 PA USD 23728.94000000 0.005632194002 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.59000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NKA2 24930.80000000 PA USD 24389.40000000 0.005788957804 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.16499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AJH1 249648.65000000 PA USD 247734.65000000 0.058801177380 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.96800080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4KY2 166713.10000000 PA USD 168208.62000000 0.039925238159 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.26500080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400YDJ2 74166.91000000 PA USD 74468.99000000 0.017675623052 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 7.20500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384KZR0 1731.98000000 PA USD 1725.68000000 0.000409599609 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 6.25500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YPF2 393377.12000000 PA USD 394879.03000000 0.093726702691 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.44199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XUH8 2505.91000000 PA USD 2510.16000000 0.000595800237 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.04199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CNW4 7562.05000000 PA USD 7640.68000000 0.001813557287 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.40799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WAN6 24997.86000000 PA USD 25028.47000000 0.005940644572 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.02300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400WEN6 3048.61000000 PA USD 3002.00000000 0.000712541158 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.59900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413JFD1 1174.34000000 PA USD 1172.56000000 0.000278313544 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.10499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DX60 22399.77000000 PA USD 22336.16000000 0.005301610033 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.23000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WSN0 22944.69000000 PA USD 22789.27000000 0.005409158176 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.54000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313617NN8 438.38000000 PA USD 432.29000000 0.000102606401 Long ABS-MBS USGSE US N 2 2027-07-01 Variable 4.45700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411AJ97 164592.43000000 PA USD 165509.86000000 0.039284672677 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.14800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWR2 1787202.78000000 PA USD 1832871.67000000 0.435042139578 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.95500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CLA2 513357.84000000 PA USD 522627.62000000 0.124048530908 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.40000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415MU78 106710.14000000 PA USD 109954.25000000 0.026098244060 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 6.41700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411SM94 37306.41000000 PA USD 37672.91000000 0.008941871729 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 7.18200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LUFH4 297631.46000000 PA USD 297738.82000000 0.070669941277 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.17000040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VTK5 3875.99000000 PA USD 3832.52000000 0.000909669633 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.04400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386M2Y5 5806.10000000 PA USD 5808.55000000 0.001378691187 Long ABS-MBS USGSE US N 2 2030-08-01 Variable 7.62000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389HEY0 6910.15000000 PA USD 6838.44000000 0.001623141225 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 6.39200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402MNH9 725.23000000 PA USD 723.08000000 0.000171627002 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y2E4 35553.18000000 PA USD 35781.49000000 0.008492932823 Long ABS-MBS USGSE US N 2 2040-06-01 Variable 6.48799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YX22 14790.82000000 PA USD 14784.59000000 0.003509203492 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 7.08500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJP0 20873.82000000 PA USD 20691.25000000 0.004911181627 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.11300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31380ADJ8 133.92000000 PA USD 132.96000000 0.000031558784 Long ABS-MBS USGSE US N 2 2026-12-01 Variable 5.50699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408C2U9 34064.36000000 PA USD 33852.97000000 0.008035188028 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 5.61499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EM2J9 1238360.97000000 PA USD 1273102.46000000 0.302177848654 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 6.39600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XXJ3 59627.76000000 PA USD 59151.06000000 0.014039828386 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.47999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411YPE7 499.57000000 PA USD 512.51000000 0.000121647058 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 5.45199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SJH4 839.82000000 PA USD 832.44000000 0.000197584197 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 6.54000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401MHB0 3644.11000000 PA USD 3642.01000000 0.000864451040 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.03699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410UXJ6 237532.46000000 PA USD 244995.88000000 0.058151115305 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.26100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WXE4 23329.50000000 PA USD 23119.15000000 0.005487457003 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.33499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WNY6 464642.41000000 PA USD 464690.63000000 0.110296868693 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.96000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GPG0 309271.88000000 PA USD 306537.89000000 0.072758448782 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.79200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LCG4 14746.76000000 PA USD 14674.12000000 0.003482982832 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 6.07700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405U6G9 95642.55000000 PA USD 94526.09000000 0.022436285700 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.60599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDM2 2075.45000000 PA USD 2069.53000000 0.000491214291 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.19200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JR3X2 604859.73000000 PA USD 602237.46000000 0.142944362892 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.87999880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MZK2 853441.68000000 PA USD 874815.84000000 0.207642335794 Long ABS-MBS USGSE US N 2 2041-10-01 Variable 6.24399840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ULF5 143778.22000000 PA USD 142676.69000000 0.033865094595 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.49500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHN3 35713.81000000 PA USD 35743.88000000 0.008484005883 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.64199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCB5 2587.62000000 PA USD 2597.16000000 0.000616450164 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 7.15899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DLY1 729.51000000 PA USD 723.58000000 0.000171745680 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.82599880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMQG0 6285034.97000000 PA USD 6125418.34000000 1.453901625555 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 5.82323760 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN39 2762.39000000 PA USD 2741.15000000 0.000650626980 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.52100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RH77 38085.25000000 PA USD 38036.18000000 0.009028095856 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDF7 17379.78000000 PA USD 17490.89000000 0.004151558635 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.72600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413EE43 183722.01000000 PA USD 183884.90000000 0.043646089162 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 5.90500080 N N N N N N N/A N/A N/A -83.00000000 NC USD 296332.83000000 0.070336221842 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Bonds 2024-06-18 -9148156.25000000 USD 296332.83000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHZ5 943.35000000 PA USD 942.00000000 0.000223588864 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 5.99000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DQR4 926.14000000 PA USD 949.46000000 0.000225359536 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.38700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C5X6 37159.58000000 PA USD 35762.89000000 0.008488518011 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 4.39400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CGZ3 1147196.36000000 PA USD 1179302.91000000 0.279914011207 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.12399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCD1 54820.17000000 PA USD 55504.51000000 0.013174299751 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.82099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GXK8 69299.64000000 PA USD 70145.21000000 0.016649350164 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 7.08900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FVN2 9375.21000000 PA USD 9378.17000000 0.002225960065 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.08000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31360QU74 289.72000000 PA USD 287.24000000 0.000068177988 Long ABS-MBS USGSE US N 2 2025-08-01 Variable 4.44700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400FE45 130782.92000000 PA USD 130003.23000000 0.030856979382 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.33999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402JXU6 26636.16200000 PA USD 26564.29000000 0.006305179870 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.90500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385W6E4 276.90000000 PA USD 273.64000000 0.000064949954 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.34899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LXG1 3949.53000000 PA USD 3929.74000000 0.000932745333 Long ABS-MBS USGSE US N 2 2027-01-01 Variable 6.37499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414SKF9 114287.25000000 PA USD 110858.86000000 0.026312958203 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 4.25099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405X5R0 23263.18000000 PA USD 22985.21000000 0.005455665609 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.24300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NJ30 100522.27000000 PA USD 102254.30000000 0.024270618713 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.70200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PCX5 788.68000000 PA USD 785.18000000 0.000186366777 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.58299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RXD3 10493.66000000 PA USD 10420.56000000 0.002473377046 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138YBWH2 68303.50000000 PA USD 68717.83000000 0.016310553695 Long ABS-MBS USGSE US N 2 2045-04-01 Variable 6.35000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401G4Z4 25709.76000000 PA USD 25957.12000000 0.006161064741 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 7.19200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B6LC5 6293137.75000000 PA USD 6274586.21000000 1.489307437311 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 5.83445880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UQL5 56112.74000000 PA USD 55764.56000000 0.013236024044 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.27099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHL7 169160.20000000 PA USD 167385.96000000 0.039729975298 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.14700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DYY3 59997.22000000 PA USD 62367.22000000 0.014803201594 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 8.20000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NLA2 22345.03000000 PA USD 22786.74000000 0.005408557667 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.08799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DX46 44270.87000000 PA USD 44618.44000000 0.010590431354 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 7.14300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391XH93 32796.42000000 PA USD 32565.25000000 0.007729540626 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 5.69800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CAQ6 19398.36000000 PA USD 19308.04000000 0.004582869150 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.32099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XWJ8 746586.77000000 PA USD 766821.39000000 0.182009261008 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.91999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VSA2 27565.14000000 PA USD 27445.85000000 0.006514422969 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.87000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374KR91 61.98000000 PA USD 61.71000000 0.000014647206 Long ABS-MBS USGSE US N 2 2025-01-01 Variable 6.17000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403UYH8 5779.43000000 PA USD 5880.45000000 0.001395757047 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 7.26199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3D7 40119.46000000 PA USD 40660.11000000 0.009650900027 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 7.27200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31360QU58 2.07000000 PA USD 2.05000000 0.000000486578 Long ABS-MBS USGSE US N 2 2025-06-01 Variable 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405FTT9 32909.53000000 PA USD 32911.55000000 0.007811736829 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.29499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407HD37 126060.00000000 PA USD 126699.52000000 0.030072825701 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.96999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZT5 10963.46000000 PA USD 10907.22000000 0.002588888465 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 5.90799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403JP42 178145.15000000 PA USD 177066.45000000 0.042027692672 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.42499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GJF5 6143.21000000 PA USD 6155.24000000 0.001460979960 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.97999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHZ70 47693.16000000 PA USD 47432.09000000 0.011258266607 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.92700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DT60 100352.06000000 PA USD 100435.73000000 0.023838971153 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.57699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQJX1 248504.59000000 PA USD 256790.36000000 0.060950599797 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 6.10800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412HRW1 26726.23300000 PA USD 26516.62000000 0.006293865134 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 5.61499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EGX4 33981.08000000 PA USD 33777.44000000 0.008017260568 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.84399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C7L9 6021.53000000 PA USD 6083.35000000 0.001443916474 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 7.17699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBML7 10370120.38000000 PA USD 10702929.07000000 2.540398893485 Long ABS-MBS USGSE US N 2 2047-04-01 Variable 6.08299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386G7J6 6884.42000000 PA USD 6775.01000000 0.001608085767 Long ABS-MBS USGSE US N 2 2040-11-01 Variable 6.26299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407VNZ4 454236.19000000 PA USD 468246.04000000 0.111140764749 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.95500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400RDY4 6336.02000000 PA USD 6365.64000000 0.001510919553 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 7.31599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DHP7 667.28000000 PA USD 660.94000000 0.000156877732 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.66900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VNU0 6657.38000000 PA USD 6597.94000000 0.001566057232 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.25600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388XVV3 382180.68000000 PA USD 370957.52000000 0.088048801143 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.40100000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LLX1 236811.55000000 PA USD 237545.17000000 0.056382648438 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.10499880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NBN5 3062.36000000 PA USD 3072.72000000 0.000729326938 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.11700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403YV59 5577.32000000 PA USD 5565.31000000 0.001320956840 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.37499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TTE1 11820.78000000 PA USD 11766.27000000 0.002792788692 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.12299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390PQW0 7246.74000000 PA USD 7164.75000000 0.001700592693 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.32999880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DN75 22275.16000000 PA USD 22059.58000000 0.005235962254 Long ABS-MBS USGA US N 2 2035-04-20 Variable 3.87500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391UJV8 19839.93000000 PA USD 19770.29000000 0.004692586721 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.86400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JKP4 212632.92000000 PA USD 217857.23000000 0.051709607940 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.71600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AZ62 14793.72000000 PA USD 14699.96000000 0.003489116098 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.60199960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QSAC0 1010350.32000000 PA USD 1028020.93000000 0.244006403851 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.82900120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JLF1 5646.70000000 PA USD 5632.09000000 0.001336807439 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 5.92400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391RYS5 19534.05000000 PA USD 19329.63000000 0.004587993655 Long ABS-MBS USGSE US N 2 2031-02-01 Variable 6.27000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GB80 206037.68000000 PA USD 205784.75000000 0.048844138625 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.69800080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DAS3 13180.38000000 PA USD 13110.84000000 0.003111929754 Long ABS-MBS USGA US N 2 2034-05-20 Variable 3.87500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XP84 1934.39000000 PA USD 1888.15000000 0.000448162754 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.10199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QAR2 45402.13000000 PA USD 45854.64000000 0.010883850201 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 7.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415CML8 91522.54000000 PA USD 90499.50000000 0.021480552487 Long ABS-MBS USGSE US N 2 2048-05-01 Variable 6.05400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFS1 124413.45000000 PA USD 125481.79000000 0.029783790809 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.16200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407E6Z1 493.56000000 PA USD 501.21000000 0.000118964941 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.12100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DKQ2 4524.55000000 PA USD 4533.98000000 0.001076165010 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.90199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KCR3 2879.07000000 PA USD 2888.14000000 0.000685515863 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 6.27400080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S44P9 530962.71000000 PA USD 530683.93000000 0.125960740255 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.89200120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JZ58 57975.92000000 PA USD 58215.59000000 0.013817789452 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.10400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NYZ5 14826.68000000 PA USD 15076.48000000 0.003578485184 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 7.43000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AV82 116122.69000000 PA USD 114516.23000000 0.027181055024 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.53100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DR76 6913.15000000 PA USD 6888.54000000 0.001635032735 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.11700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413JB45 6910.97000000 PA USD 6855.86000000 0.001627275958 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 5.66700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DTQ1 1073.78000000 PA USD 1069.99000000 0.000253967992 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.05800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QWH0 12841.60000000 PA USD 12892.52000000 0.003060110305 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.70300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDT7 1706.76000000 PA USD 1707.97000000 0.000405396043 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.05099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJN20 154537.06000000 PA USD 156368.49000000 0.037114918390 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.81199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TTD3 190642.57000000 PA USD 190318.26000000 0.045173082429 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.07399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DJE8 107653.22000000 PA USD 106984.77000000 0.025393421702 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.00199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5DN2 4276709.85000000 PA USD 4212547.23000000 0.999871180296 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 5.83445880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QZ46 114693.22000000 PA USD 117329.60000000 0.027848823818 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 5.88800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391UD69 153492.01000000 PA USD 152749.13000000 0.036255843451 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.96999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XZM6 51396.37000000 PA USD 52579.85000000 0.012480115666 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 7.06700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N7F6 2725.44000000 PA USD 2706.47000000 0.000642395492 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.61800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN54 256383.37000000 PA USD 255687.22000000 0.060688763470 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.46599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GCV2 20986.78000000 PA USD 20906.94000000 0.004962376831 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.22100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JWL2 21989.99000000 PA USD 21750.79000000 0.005162669255 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 5.53100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GY52 38298.08000000 PA USD 38227.69000000 0.009073551804 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.31500120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LFK6 180637.34000000 PA USD 179975.59000000 0.042718193001 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.00099840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCJ8 441508.69000000 PA USD 451347.51000000 0.107129806007 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.78999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHDZ2 404069.20000000 PA USD 407967.05000000 0.096833215993 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.99699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386C3W0 81845.32000000 PA USD 80865.85000000 0.019193952843 Long ABS-MBS USGSE US N 2 2040-09-01 Variable 6.48799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PRS1 27890.12000000 PA USD 27850.68000000 0.006610511589 Long ABS-MBS USGSE US N 2 2044-07-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AU86 5151.88000000 PA USD 5119.71000000 0.001215191237 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.92599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402ENR5 22195.46000000 PA USD 22680.66000000 0.005383378997 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.26199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XSL2 5037.26000000 PA USD 4998.30000000 0.001186373908 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.13800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN88 9557.63000000 PA USD 9572.38000000 0.002272056873 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 7.21100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403N6X0 200777.90000000 PA USD 200169.84000000 0.047511408953 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 5.89299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406C6X1 33333.31000000 PA USD 32178.31000000 0.007637698295 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.39700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HBG5 86488.70000000 PA USD 85919.65000000 0.020393499981 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 6.56300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CP31 4565.66000000 PA USD 4517.55000000 0.001072265259 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.74300080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5FR0 343782.10000000 PA USD 344105.11000000 0.081675234411 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 6.08199840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384ACD8 53313.71000000 PA USD 52561.56000000 0.012475774434 Long ABS-MBS USGSE US N 2 2029-06-01 Variable 4.48499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NME1 37397.80000000 PA USD 37078.86000000 0.008800870705 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.76299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UN64 5286.14000000 PA USD 5251.26000000 0.001246415350 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.09900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GWE8 11351.29000000 PA USD 11564.15000000 0.002744814402 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 7.04999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391JKL3 7386.33000000 PA USD 7324.58000000 0.001738529219 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.33999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406M3E4 20209.27000000 PA USD 20091.09000000 0.004768730360 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.15800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401PEJ9 15692.48000000 PA USD 15691.13000000 0.003724375731 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 7.17000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GCU4 7115.09000000 PA USD 7091.51000000 0.001683208777 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.20499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MQ96 67499.07500000 PA USD 67692.31000000 0.016067140901 Long ABS-MBS USGSE US N 2 2039-11-01 Variable 5.83499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406HG50 5316.45000000 PA USD 5469.43000000 0.001298199196 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.45300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHS7 26694.76000000 PA USD 27061.91000000 0.006423292705 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 7.17500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DB25 6172.06000000 PA USD 6233.74000000 0.001479612365 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.31500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5FX2 284734.86000000 PA USD 292809.43000000 0.069499923535 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.32999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391BC39 9008.29000000 PA USD 8930.62000000 0.002119731619 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 6.18999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D2R2 0.02000000 PA USD 0.02000000 0.000000004747 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413MFB8 219724.64000000 PA USD 213012.93000000 0.050559786777 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 4.14299880 N N N N N N Institutional Fiduciary Trust - Money Market Portfolio 549300M4TP89K77LG374 457756500 18235783.29100000 NS USD 18235783.29000000 4.328363141414 Long STIV RF US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NEM4 10601.33000000 PA USD 10525.85000000 0.002498368205 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.18199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401PFA7 59963.01000000 PA USD 59961.26000000 0.014232133798 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.85000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QST9 23729.95000000 PA USD 23666.97000000 0.005617485083 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.31100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VWF2 33308.60000000 PA USD 33206.27000000 0.007881690237 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.02899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413GLM0 3640.96000000 PA USD 3653.36000000 0.000867145025 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.61799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ5S7 673661.30000000 PA USD 692195.10000000 0.164296301938 Long ABS-MBS USGSE US N 2 2042-07-01 Variable 6.11899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GD83 187.65000000 PA USD 191.86000000 0.000045539022 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.38899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SSV3 410.55000000 PA USD 407.76000000 0.000096784071 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410UK68 2372.82000000 PA USD 2376.96000000 0.000564184487 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 7.35500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFH5 348618.21000000 PA USD 344236.32000000 0.081706377824 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 5.28300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WTF6 51280.78000000 PA USD 50948.07000000 0.012092803736 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.36099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VZX1 24883.04000000 PA USD 25278.39000000 0.005999964455 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 7.28499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ANT1 1603.56000000 PA USD 1590.85000000 0.000377596969 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 6.12900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WRA2 10656.63000000 PA USD 10535.51000000 0.002500661059 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.74400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XR78 678496.58000000 PA USD 688929.42000000 0.163521174886 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.67299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENA82 347044.55000000 PA USD 344643.82000000 0.081803100183 Long ABS-MBS USGSE US N 2 2042-01-01 Variable 6.05700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YU25 28063.50000000 PA USD 28061.37000000 0.006660520015 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 7.12599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QTZ6 18994.58000000 PA USD 18964.83000000 0.004501406375 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.42899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391XEH8 107959.85000000 PA USD 108453.33000000 0.025741992469 Long ABS-MBS USGSE US N 2 2032-08-01 Variable 6.56700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VYY9 130181.60000000 PA USD 130639.75000000 0.031008060893 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 5.93300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZ55 2467.28000000 PA USD 2438.68000000 0.000578834068 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 6.23800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MEP6 6660.34000000 PA USD 6630.81000000 0.001573859106 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.09000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404B2P6 4724.66000000 PA USD 4692.63000000 0.001113821457 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.67500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418NAF7 10554.61000000 PA USD 10564.43000000 0.002507525379 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 6.30399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZX4 11412.92000000 PA USD 11329.34000000 0.002689080962 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 5.78900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404UDP2 97095.21000000 PA USD 99389.42000000 0.023590623738 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.76699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400H5W9 67300.61000000 PA USD 66499.41000000 0.015783999545 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.25600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GK44 5852.60000000 PA USD 5828.84000000 0.001383507130 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 5.91099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EK6B6 749268.21000000 PA USD 770459.16000000 0.182872705662 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 6.03699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404RUN5 15971.13000000 PA USD 16251.03000000 0.003857271066 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 7.17099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LCK5 1616.27000000 PA USD 1587.72000000 0.000376854046 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 4.68900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JA4Y1 2810585.05000000 PA USD 2896259.66000000 0.687443109020 Long ABS-MBS USGSE US N 2 2042-07-01 Variable 6.05900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410PMX8 2733.14000000 PA USD 2717.39000000 0.000644987414 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.15700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DLJ7 35508.71000000 PA USD 35306.31000000 0.008380146245 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.99999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RND4 3399.97000000 PA USD 3432.01000000 0.000814606389 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 7.17300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UWR2 46527.25000000 PA USD 47304.19000000 0.011227908841 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 7.42299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402BSQ8 2900.80000000 PA USD 2897.37000000 0.000687706654 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.03699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFB0 179501.63000000 PA USD 178096.48000000 0.042272175940 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.91400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405UY60 105374.40000000 PA USD 104313.69000000 0.024759426220 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.66200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MEP7 4424.69000000 PA USD 4497.48000000 0.001067501535 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 7.26900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KSS5 61744.57000000 PA USD 61953.41000000 0.014704981522 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.41199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406QGB7 9038.64000000 PA USD 9165.23000000 0.002175417588 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 7.20299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PP38 4231.34000000 PA USD 4238.43000000 0.001006014597 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 7.30000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ARR1 13503.38000000 PA USD 13774.66000000 0.003269491070 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.46899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WEF7 14634.48000000 PA USD 14688.56000000 0.003486410245 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.87700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CCP0 4007.35000000 PA USD 3995.59000000 0.000948375192 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.97499920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5XQ2 716469.81000000 PA USD 736964.99000000 0.174922680781 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 6.20100000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418UHN7 101237.64000000 PA USD 100662.36000000 0.023892763026 Long ABS-MBS USGSE US N 2 2040-05-01 Variable 5.55999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GQL0 51299.84000000 PA USD 52726.13000000 0.012514836026 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.15200040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DLD4 15867.07000000 PA USD 15980.46000000 0.003793049793 Long ABS-MBS USGA US N 2 2035-01-20 Variable 4.62499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DSD3 67289.75000000 PA USD 66767.85000000 0.015847715251 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.06099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31361ML80 479.46000000 PA USD 473.69000000 0.000112432918 Long ABS-MBS USGSE US N 2 2026-09-01 Variable 4.40100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBVK9 4602011.13000000 PA USD 4700404.57000000 1.115666794619 Long ABS-MBS USGSE US N 2 2047-05-01 Variable 6.39600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XK48 70432.84000000 PA USD 70894.14000000 0.016827112805 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.97700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386G6N8 11041.72000000 PA USD 10929.25000000 0.002594117407 Long ABS-MBS USGSE US N 2 2040-11-01 Variable 6.48799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGV68 72523.77000000 PA USD 73332.76000000 0.017405932632 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.35100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MVF6 475921.68000000 PA USD 477591.59000000 0.113358982278 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.83700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QZ48 3838.37000000 PA USD 3823.85000000 0.000907611761 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.62600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GR84 473069.84000000 PA USD 467915.64000000 0.111062342497 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.72100120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QJCX2 86412.99000000 PA USD 85706.33000000 0.020342867309 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.24499840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDL4 62816.12000000 PA USD 64456.81000000 0.015299177237 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.31900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AR70 16663.61000000 PA USD 16531.66000000 0.003923880135 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.83700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XTD4 208724.05000000 PA USD 209083.06000000 0.049627010587 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.68300040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128Q2FC2 164364.31000000 PA USD 164098.92000000 0.038949778332 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.54800040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HN32 1248.07000000 PA USD 1233.00000000 0.000292659309 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.65900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402MPQ7 2657.53000000 PA USD 2660.49000000 0.000631481887 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 7.08999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JSM3 32728.46000000 PA USD 32689.71000000 0.007759081889 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.83999920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LKW4 478740.16000000 PA USD 484339.44000000 0.114960621471 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.07100040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401L4L4 1842.14000000 PA USD 1847.84000000 0.000438594954 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.10099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387UEK3 259.78000000 PA USD 256.85000000 0.000060964755 Long ABS-MBS USGSE US N 2 2030-12-01 Variable 6.59400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UP36 95629.35000000 PA USD 95000.24000000 0.022548827802 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 6.90500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBKS4 18279980.70000000 PA USD 18759021.49000000 4.452556596833 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 6.09099840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRGX8 1885683.93000000 PA USD 1938778.62000000 0.460179734794 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.99600160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBHN9 2755317.20000000 PA USD 2827900.38000000 0.671217659133 Long ABS-MBS USGSE US N 2 2045-09-01 Variable 6.51600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHML4 116012.77000000 PA USD 115697.61000000 0.027461462044 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.61999960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFT9 790949.97000000 PA USD 807547.30000000 0.191675779026 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.11200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZG3 3826.68000000 PA USD 3781.36000000 0.000897526527 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.00599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404H4G1 5324.85000000 PA USD 5310.62000000 0.001260504772 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.24999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410G6F5 252837.03000000 PA USD 251496.61000000 0.059694099211 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 5.98399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DSH7 2446.89000000 PA USD 2423.20000000 0.000575159805 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.58000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GCY2 939.83000000 PA USD 940.75000000 0.000223292170 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 7.52299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MAV9 6457.70000000 PA USD 6436.34000000 0.001527700586 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407QG59 16801.07000000 PA USD 16693.82000000 0.003962369700 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.42300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWV3 5607.12000000 PA USD 5597.54000000 0.001328606807 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.06800160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QLK4 4224977.36000000 PA USD 4329922.29000000 1.027730794295 Long ABS-MBS USGSE US N 2 2046-11-01 Variable 6.01800120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EQ94 13157480.45000000 PA USD 12787691.04000000 3.035228576755 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390S3K5 5758.52000000 PA USD 5695.84000000 0.001351938851 Long ABS-MBS USGSE US N 2 2032-05-01 Variable 5.86900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RMJ5 120580.49000000 PA USD 120740.15000000 0.028658336559 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.10400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BK56 91814.15000000 PA USD 94172.05000000 0.022352252364 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.12100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390K5E4 80140.45000000 PA USD 79821.16000000 0.018945989944 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 5.79499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PCY3 1695.84000000 PA USD 1684.73000000 0.000399879902 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 7.08300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DXK0 4719.87000000 PA USD 4706.18000000 0.001117037624 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.15300120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B1TL6 2109217.80100000 PA USD 2023802.07000000 0.480360516792 Long ABS-MBS USGSE US N 2 2037-09-15 Floating 5.73446160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QF62 5778469.62000000 PA USD 5877366.05000000 1.395025054578 Long ABS-MBS USGSE US N 2 2047-06-01 Variable 5.71399920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GNF2 39936.26000000 PA USD 39839.43000000 0.009456107129 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.32999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DBZ8 7195.74000000 PA USD 7167.94000000 0.001701349857 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.42099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XQY8 10492.83000000 PA USD 10530.95000000 0.002499578718 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 7.49700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375HEE0 2497.42000000 PA USD 2477.82000000 0.000588124161 Long ABS-MBS USGSE US N 2 2026-02-01 Variable 6.72300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373T4T4 1210.21000000 PA USD 1205.45000000 0.000286120166 Long ABS-MBS USGSE US N 2 2025-04-01 Variable 6.52799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WHP2 4143.00000000 PA USD 4130.45000000 0.000980384952 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.34399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402JBV8 11502.88000000 PA USD 11160.01000000 0.002648889558 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.48499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389PVL1 104019.65000000 PA USD 103087.79000000 0.024468452134 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 5.82599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CQF2 734.61000000 PA USD 727.62000000 0.000172704596 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 6.43700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EKN1 178572.73000000 PA USD 181840.94000000 0.043160944050 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.90999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JQP2 618.05000000 PA USD 614.81000000 0.000145928524 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 5.66499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400KQZ2 6037.92000000 PA USD 6030.92000000 0.001431471926 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.54400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WUW7 4192.25000000 PA USD 4144.54000000 0.000983729291 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 5.76500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SC96 8056.46000000 PA USD 8202.75000000 0.001946967684 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 7.30400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FFF0 8039.27000000 PA USD 8021.27000000 0.001903892411 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 6.76500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QF61 3794.59000000 PA USD 3799.00000000 0.000901713477 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.90699960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LB87 149472.26000000 PA USD 148071.18000000 0.035145506372 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.31199880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MAW3 215289.81000000 PA USD 214490.20000000 0.050910424910 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.18900120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZ22 4291.47000000 PA USD 4209.13000000 0.000999060082 Long ABS-MBS USGSE US N 2 2027-11-01 Variable 5.76100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QQG8 1393.62000000 PA USD 1381.63000000 0.000327937455 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.41999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WQP2 2432.34000000 PA USD 2473.52000000 0.000587103533 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 7.06200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FCAM0 921089.28000000 PA USD 926741.94000000 0.219967280314 Long ABS-MBS USGSE US N 2 2046-03-01 Variable 5.95800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404KRM6 33888.50000000 PA USD 33822.72000000 0.008028008024 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.50499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WRX4 1776.36000000 PA USD 1821.33000000 0.000432302660 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.40800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402A5X0 37265.48000000 PA USD 37514.03000000 0.008904160690 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.38799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CEQ6 17619.89000000 PA USD 17513.31000000 0.004156880145 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.70700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391MCM3 18873.45000000 PA USD 18306.60000000 0.004345171875 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 3.92500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404EAC0 23551.82000000 PA USD 23466.38000000 0.005569873947 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.03200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AMS4 25603.34000000 PA USD 25536.97000000 0.006061339835 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.87499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BHC80 4986043.00000000 PA USD 4983555.96000000 1.182874329410 Long ABS-MBS USGSE US N 2 2045-06-25 Floating 5.51998080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DMV8 242731.03000000 PA USD 243515.27000000 0.057799684404 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 5.84499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JFC3 172413.65000000 PA USD 171183.65000000 0.040631377840 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 5.67299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XZU6 5073.81000000 PA USD 5089.73000000 0.001208075319 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.83499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VYX8 27019.25000000 PA USD 26861.28000000 0.006375672074 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.72799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ANG9 9131.42000000 PA USD 8991.29000000 0.002134131976 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.12399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MMV1 218749.80000000 PA USD 217018.67000000 0.051510571127 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 5.97499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWH4 412687.70000000 PA USD 422630.56000000 0.100313680484 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.02600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390RZZ9 1548.45000000 PA USD 1539.44000000 0.000365394523 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.40000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403EDZ7 1465.62000000 PA USD 1507.68000000 0.000357856113 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.40299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3G0 3875.02000000 PA USD 3855.25000000 0.000915064723 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.81500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391T4G0 3396.27000000 PA USD 3322.58000000 0.000788632579 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.26000040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRFC5 861616.80000000 PA USD 882095.48000000 0.209370198259 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.12200160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WYA1 43078.61000000 PA USD 42719.36000000 0.010139674304 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 6.20499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AEY5 108636.72000000 PA USD 107678.04000000 0.025557973137 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QZE4 50042.31000000 PA USD 50032.70000000 0.011875535648 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.87700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405X2Q5 285271.04000000 PA USD 284575.28000000 0.067545502889 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.86199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KKY4 160418.32000000 PA USD 159660.23000000 0.037896230926 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.89399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSR5 10038.20000000 PA USD 10159.79000000 0.002411481857 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 7.11000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374M7C2 535.79000000 PA USD 532.57000000 0.000126408409 Long ABS-MBS USGSE US N 2 2025-02-01 Variable 6.32499840 N N N N N N 2024-05-30 Franklin Investors Securities Trust Monica Krogh Monica Krogh Assistant Treasurer