NPORT-P false 0001491978 XXXXXXXX S000046193 C000144481 FlexShares Trust 811-22555 0001491978 5493007FU2RQX77I4604 50 South LaSalle Street Chicago 60603 800-595-9111 FlexShares Disciplined Duration MBS Index Fund S000046193 549300PAH536BT2V8S59 2022-10-31 2022-07-31 N 115171634.22 5017268.87 110154365.35 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 5938382.29000000 USD N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9LU4 40942.93000000 PA USD 40395.69000000 0.036671892095 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4NK5 55792.64000000 PA USD 60823.23000000 0.055216359158 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J54S5 86765.27000000 PA USD 90447.38000000 0.082109664662 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416XJR2 13188.56160000 PA USD 13355.29000000 0.012124158636 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140EU2B4 161812.62000000 PA USD 165904.76000000 0.150611153241 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417BHU4 28305.18000000 PA USD 27904.14000000 0.025331851271 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5ER2 403133.79000000 PA USD 419574.93000000 0.380897233320 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312941NS2 40852.80000000 PA USD 43331.79000000 0.039337333443 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31329MEB2 149305.19000000 PA USD 149752.90000000 0.135948220957 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131X7HZ4 107168.63000000 PA USD 107486.78000000 0.097578320803 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WBEH4 20780.94000000 PA USD 21937.24000000 0.019914998311 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M7QY5 23318.43000000 PA USD 24663.00000000 0.022389489442 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132ADUA4 42543.37000000 PA USD 43689.02000000 0.039661632892 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X6XS5 894723.58000000 PA USD 911803.63000000 0.827750790540 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X6KQ3 997333.48000000 PA USD 1033936.49000000 0.938625071021 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W4AY7 10541.07000000 PA USD 9924.37000000 0.009009511305 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129296L1 280556.04000000 PA USD 295858.40000000 0.268585270370 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335ANN4 13493.70000000 PA USD 13869.43000000 0.012590903643 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WHXB6 27592.19000000 PA USD 26907.55000000 0.024427129977 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MQTK9 252983.23000000 PA USD 238849.20000000 0.216831352294 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DM6K6 1144040.75000000 PA USD 1177143.25000000 1.068630595128 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELWE9 110376.16000000 PA USD 113934.20000000 0.103431397964 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WDBZ3 9545.73000000 PA USD 9951.39000000 0.009034040519 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5DA0 13995.10000000 PA USD 14591.26000000 0.013246193152 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AWB36 23528.14000000 PA USD 24258.09000000 0.022021905280 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D2S0 832425.91000000 PA USD 811911.07000000 0.737066631377 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHKF8 59517.84000000 PA USD 61363.67000000 0.055706979750 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L7F95 20680.91000000 PA USD 21129.13000000 0.019181382356 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36180DSX6 0.02000000 PA USD 0.02000000 0.000000018156 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622A23V2 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2046-07-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERDM9 22620.15000000 PA USD 23144.26000000 0.021010751527 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5GT6 491935.96000000 PA USD 510028.87000000 0.463012853262 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AXK0 97112.74000000 PA USD 97400.85000000 0.088422142591 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200MCX9 0.04000000 PA USD 0.04000000 0.000000036312 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XCJX6 19526.79000000 PA USD 18906.55000000 0.017163686559 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417BSN8 52419.87000000 PA USD 51679.17000000 0.046915226496 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GLKV5 60159.41000000 PA USD 60929.13000000 0.055312496973 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AMET5 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417EZB0 33551.75000000 PA USD 33076.49000000 0.030027398274 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179RVD8 272849.47000000 PA USD 287354.19000000 0.260865004384 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417NBY6 53907.98000000 PA USD 57313.44000000 0.052030112304 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q8J48 1229483.93000000 PA USD 1235687.18000000 1.121777767112 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J8MA8 166056.23000000 PA USD 166551.47000000 0.151198247541 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EHF9 71748.98000000 PA USD 76983.44000000 0.069886871714 Long ABS-MBS USGA US N 2 2036-03-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36178D7F2 0.03000000 PA USD 0.03000000 0.000000027234 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241L4P8 53414.75000000 PA USD 56733.45000000 0.051503587551 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5EF8 42687.48000000 PA USD 43837.14000000 0.039796098738 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SSP3 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J7PC3 124127.15000000 PA USD 135211.02000000 0.122746855805 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36178DQ79 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J7YE9 36806.02000000 PA USD 38371.25000000 0.034834071149 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31329LBH4 118942.22000000 PA USD 119296.82000000 0.108299675297 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36176XUY3 0.02000000 PA USD 0.02000000 0.000000018156 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AAXZ2 50778.22000000 PA USD 53938.80000000 0.048966556911 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9LK6 21984.09000000 PA USD 21690.21000000 0.019690740290 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9FH0 197151.03000000 PA USD 209643.73000000 0.190318131590 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W0F53 8187.12000000 PA USD 7730.59000000 0.007017960636 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179QR29 130662.26000000 PA USD 137568.99000000 0.124887460939 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335AZ27 53087.96000000 PA USD 52378.49000000 0.047550081046 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6KB3 46185.32000000 PA USD 49119.79000000 0.044591777950 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MMN90 102394.12000000 PA USD 102778.90000000 0.093304427539 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M8N26 34650.61000000 PA USD 37775.33000000 0.034293084872 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AQE2 19032.61000000 PA USD 19623.91000000 0.017814918126 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X9KQ7 545616.97000000 PA USD 521834.08000000 0.473729823000 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417GQ33 111672.57000000 PA USD 111816.97000000 0.101509340682 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DW73 298270.29000000 PA USD 279946.36000000 0.254140050746 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417EMZ1 147752.89000000 PA USD 145661.58000000 0.132234051312 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5FW0 897766.77000000 PA USD 849745.17000000 0.771413068651 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPLC6 178218.80000000 PA USD 185802.56000000 0.168674713353 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140EVZB6 53334.10000000 PA USD 56693.12000000 0.051466975294 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A3NC0 46499.16000000 PA USD 47075.25000000 0.042735709883 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CCA0 131832.01000000 PA USD 124011.80000000 0.112580014061 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEAR0 29005.43000000 PA USD 29813.92000000 0.027065581927 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241LSS6 20525.90000000 PA USD 22145.64000000 0.020104187364 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SCB1 387806.18000000 PA USD 411625.53000000 0.373680633256 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PVBD1 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XLT98 28492.01000000 PA USD 28756.87000000 0.026105974019 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M7QZ2 41129.78000000 PA USD 43740.13000000 0.039708031416 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131WRNG6 31958.07000000 PA USD 33246.83000000 0.030182035813 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417FZ43 83561.68000000 PA USD 82534.10000000 0.074925854947 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BLF3 751509.60000000 PA USD 818437.14000000 0.742991108341 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241KCX4 0.03000000 PA USD 0.03000000 0.000000027234 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J74Y8 963942.18000000 PA USD 966792.21000000 0.877670355530 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179NLC0 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9EF5 55188.43000000 PA USD 58052.36000000 0.052700916405 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368HMT7 47388.74000000 PA USD 51617.18000000 0.046858950923 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297F3B6 1492933.84000000 PA USD 1572122.35000000 1.427199317071 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131WM6M3 77953.35000000 PA USD 82616.23000000 0.075000413953 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417ARL5 144310.87000000 PA USD 144739.00000000 0.131396517550 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8A35 16991.82000000 PA USD 17027.45000000 0.015457807728 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W92S8 21939.02000000 PA USD 22565.18000000 0.020485052887 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36211EAC2 0.02000000 PA USD 0.02000000 0.000000018156 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ARGQ1 28304.67000000 PA USD 29182.66000000 0.026492513399 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202F3N4 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WJEZ7 67360.03000000 PA USD 65220.90000000 0.059208638525 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A22K7 55745.60000000 PA USD 59252.92000000 0.053790805123 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKAT2 133147.35000000 PA USD 133498.16000000 0.121191892464 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128K8GL4 17265.59000000 PA USD 18312.12000000 0.016624052929 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CDX9 877399.16000000 PA USD 835151.64000000 0.758164814754 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131X8T63 433672.62000000 PA USD 428338.35000000 0.388852814538 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36295DNC9 2188498.58000000 PA USD 2297513.89000000 2.085722052594 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPTE4 16447.15000000 PA USD 17486.68000000 0.015874704506 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJW71 15947.58000000 PA USD 16398.56000000 0.014886890726 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETWD4 95993.77000000 PA USD 100084.35000000 0.090858269376 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374CNP7 502576.49000000 PA USD 525474.45000000 0.477034612591 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LC42 104337.18000000 PA USD 108795.38000000 0.098766290064 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETDZ6 9061.83000000 PA USD 9348.58000000 0.008486799384 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138XDTR1 34928.43000000 PA USD 35833.66000000 0.032530403934 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WJXR4 62914.64000000 PA USD 60760.45000000 0.055159366409 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MAD63 84875.31000000 PA USD 87440.44000000 0.079379913562 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WJU22 29006.48000000 PA USD 30040.74000000 0.027271492967 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QVH1 182249.49000000 PA USD 198491.95000000 0.180194356682 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BTB4 53383.56000000 PA USD 56744.59000000 0.051513700632 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MXR8 20857.54080000 PA USD 22716.07000000 0.020622033387 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETMS2 12443.99000000 PA USD 12800.36000000 0.011620383776 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31294MNH0 351274.65000000 PA USD 352594.71000000 0.320091454278 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQU67 79962.41000000 PA USD 82441.86000000 0.074842117911 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERRX0 37105.26000000 PA USD 38734.86000000 0.035164162470 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETDR4 216881.39000000 PA USD 221167.28000000 0.200779405607 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WAAL1 97308.94000000 PA USD 101463.36000000 0.092110158029 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416YWR5 29601.00000000 PA USD 31471.97000000 0.028570787821 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36295WJR9 254929.46000000 PA USD 265240.95000000 0.240790230289 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36183W5Y4 0.03000000 PA USD 0.03000000 0.000000027234 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368HNG4 28417.11000000 PA USD 30954.95000000 0.028101428301 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620A7ZK4 0.00780000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6E87 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXCR9 98427.74000000 PA USD 104683.05000000 0.095033047185 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DY21 31654.06000000 PA USD 34186.91000000 0.031035456371 Long ABS-MBS USGA US N 2 2033-08-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WT24 961849.55000000 PA USD 960086.04000000 0.871582380734 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C6L0 198784.66000000 PA USD 210946.26000000 0.191500590403 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131X62L3 70747.40000000 PA USD 70704.50000000 0.064186743553 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179VSG6 1123131.81000000 PA USD 1071814.24000000 0.973011134506 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WQAT9 13112.51000000 PA USD 12291.78000000 0.011158686231 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417FMN5 50855.29000000 PA USD 47635.78000000 0.043244568518 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AAVR2 45857.34000000 PA USD 45089.02000000 0.040932576622 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPTS3 115002.85000000 PA USD 121777.67000000 0.110551832978 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133L7X51 1279648.63000000 PA USD 1220706.77000000 1.108178296993 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MDYY2 88871.60000000 PA USD 87612.44000000 0.079536058077 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X8JN8 593896.77000000 PA USD 651044.12000000 0.591028887444 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WAYY7 20172.45000000 PA USD 21030.44000000 0.019091789901 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AAXB5 2307816.39000000 PA USD 2356991.94000000 2.139717234547 Long ABS-MBS USGA US N 2 2046-06-15 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131WN3Y8 45388.16000000 PA USD 48257.57000000 0.043809040020 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241LF27 0.03000000 PA USD 0.03000000 0.000000027234 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GE7K0 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MAEB1 17767.70000000 PA USD 17530.17000000 0.015914185465 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31294UAT0 173771.55000000 PA USD 171772.93000000 0.155938377434 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J7MF9 1544413.77000000 PA USD 1548988.29000000 1.406197825277 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6JM1 99779.12000000 PA USD 106156.26000000 0.096370452194 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXBH2 13243.18000000 PA USD 14087.27000000 0.012788662487 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EL5N9 15801.53000000 PA USD 16252.52000000 0.014754313138 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225B5Z7 22620.61000000 PA USD 24432.30000000 0.022180056071 Long ABS-MBS USGA US N 2 2034-07-20 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132FCBN4 8107.62000000 PA USD 8622.12000000 0.007827306682 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416YXY9 10252.01000000 PA USD 10640.79000000 0.009659889525 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241LM60 340713.33000000 PA USD 354016.74000000 0.321382397216 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179RGC7 173394.76000000 PA USD 183452.02000000 0.166540853299 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 5.00000000 N N N N N N FNMA or FHLMC N/A 01F030488 600000.00000000 PA USD 596156.25000000 0.541200748700 Long ABS-MBS USGSE US N 2 2037-08-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622A26Z0 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2045-11-15 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5EU5 799152.18000000 PA USD 804518.28000000 0.730355331305 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETHT6 44126.73000000 PA USD 46002.68000000 0.041762012657 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WVFG1 13270.32000000 PA USD 13804.60000000 0.012532049870 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MENS6 39706.51000000 PA USD 39201.02000000 0.035587350419 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A7H20 262859.00000000 PA USD 263416.00000000 0.239133509746 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHWR9 28230.64000000 PA USD 27334.21000000 0.024814459157 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418BFU5 16362.58000000 PA USD 17231.85000000 0.015643365512 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KYU80 220926.45000000 PA USD 195621.36000000 0.177588386423 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WDNJ6 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MQVM2 214318.84000000 PA USD 211684.65000000 0.192170913360 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292HSF2 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417DJ20 101229.81000000 PA USD 101531.64000000 0.092172143770 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LHR6 76028.41000000 PA USD 79275.47000000 0.071967615398 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131X8YD2 700373.16000000 PA USD 691760.37000000 0.627991789342 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X3EZ1 15743.97000000 PA USD 16180.05000000 0.014688523644 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ASSD5 78580.39000000 PA USD 81747.79000000 0.074212029400 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L7F79 134828.36000000 PA USD 138642.45000000 0.125861966123 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MACV9 96538.14000000 PA USD 105247.70000000 0.095545646026 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YUG0 10808.06000000 PA USD 11117.83000000 0.010092954523 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J6Z98 22812.14000000 PA USD 22464.89000000 0.020394007925 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J7YK2 117543.49000000 PA USD 115972.22000000 0.105281547064 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MDZN5 68834.57000000 PA USD 67861.23000000 0.061605574853 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WBY3 1074523.10000000 PA USD 1021980.94000000 0.927771620083 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHBP1 1885789.48000000 PA USD 1908332.91000000 1.732416962266 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QVMX6 20074.13000000 PA USD 20600.79000000 0.018701746348 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DUA8 755088.00000000 PA USD 700843.72000000 0.636237808436 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200MC27 0.02000000 PA USD 0.02000000 0.000000018156 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKA88 147847.35000000 PA USD 157156.42000000 0.142669261904 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AAQY3 801971.77000000 PA USD 812931.99000000 0.737993439857 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJSK7 21506.23000000 PA USD 21218.71000000 0.019262704598 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WJB31 32410.69000000 PA USD 33601.93000000 0.030504401612 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132ACQ37 475336.26000000 PA USD 490929.11000000 0.445673767390 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X46P6 142201.18000000 PA USD 146077.22000000 0.132611376349 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31329JMZ7 528529.72000000 PA USD 521040.54000000 0.473009433937 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AZL4 18567.92000000 PA USD 20283.15000000 0.018413387372 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJYW4 23822.66000000 PA USD 22419.81000000 0.020353083537 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405ML62 38923.35000000 PA USD 42394.08000000 0.038486064410 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415P4K1 7142.70000000 PA USD 7748.09000000 0.007033847433 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKGF6 41602.31000000 PA USD 42087.84000000 0.038208054548 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131WHCL9 397957.00000000 PA USD 423043.88000000 0.384046404929 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJHL5 103625.75000000 PA USD 108046.22000000 0.098086189917 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBD1 1341834.85000000 PA USD 1247638.26000000 1.132627160109 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LTKF4 26449.35000000 PA USD 26695.10000000 0.024234264266 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36197MRR1 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2047-04-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MSC49 708189.17000000 PA USD 668748.26000000 0.607101005825 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXBF6 138435.33000000 PA USD 147246.27000000 0.133672659755 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A4Q84 16975.06000000 PA USD 17474.01000000 0.015863202465 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKVL6 93183.73000000 PA USD 95021.21000000 0.086261865063 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138NYQR9 32741.85000000 PA USD 33122.57000000 0.030069230479 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312938Z97 15542.90000000 PA USD 16541.60000000 0.015016744862 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KG73 100473.05000000 PA USD 106650.91000000 0.096819503849 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31307CYM4 300141.78000000 PA USD 293839.90000000 0.266752841856 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FPJ9 21291.72400000 PA USD 23008.52000000 0.020887524454 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A9S57 114961.72000000 PA USD 111028.82000000 0.100793844753 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416XJM3 27997.43000000 PA USD 28461.41000000 0.025837750423 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138NYGK5 34159.24000000 PA USD 33675.19000000 0.030570908282 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJXF2 32617.11000000 PA USD 33514.03000000 0.030424604502 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A44X3 20012.86340000 PA USD 20866.63000000 0.018943080406 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138NYES0 706523.07000000 PA USD 697825.69000000 0.633497989646 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241K3U0 53237.05000000 PA USD 57498.43000000 0.052198049362 Long ABS-MBS USGA US N 2 2039-02-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417CKM6 144723.08000000 PA USD 147017.37000000 0.133464860455 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LL83 12508.85000000 PA USD 13041.37000000 0.011839176739 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXGZ7 156091.42000000 PA USD 166066.07000000 0.150757593194 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X6P58 102452.17000000 PA USD 105107.95000000 0.095418778607 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335BEE2 75989.41000000 PA USD 79691.61000000 0.072345394344 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X4ZP4 119292.02000000 PA USD 119640.31000000 0.108611501341 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EMLK5 26669.77000000 PA USD 29051.30000000 0.026373262564 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LUSX4 19157.35000000 PA USD 19391.63000000 0.017604050405 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PSY50 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412RD79 175241.39000000 PA USD 186320.90000000 0.169145271191 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179MCY4 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2042-05-20 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AAUN2 70543.81000000 PA USD 73520.57000000 0.066743219632 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GD6Q0 56419.28000000 PA USD 60036.05000000 0.054501743811 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DMVG7 1031566.76000000 PA USD 1061629.03000000 0.963764828227 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622A25C2 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296YNP4 49499.52000000 PA USD 52496.18000000 0.047656922023 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36209FDN6 382882.31000000 PA USD 394553.41000000 0.358182273345 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335BQT6 35904.29000000 PA USD 38177.26000000 0.034657963739 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WBRB3 161248.68000000 PA USD 168101.75000000 0.152605618003 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XCBQ0 1058214.19000000 PA USD 1009733.02000000 0.916652750702 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138XEJD1 19045.11000000 PA USD 19791.48000000 0.017967041012 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A7FW3 128376.71000000 PA USD 133710.27000000 0.121384449517 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138YR5T1 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225BYC6 52804.65000000 PA USD 58410.84000000 0.053026350625 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A9SG3 34390.76000000 PA USD 33298.79000000 0.030229205982 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J87F4 33234.49000000 PA USD 35328.62000000 0.032071920062 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9D25 5101.71680000 PA USD 5425.01000000 0.004924916032 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENMJ5 93521.12000000 PA USD 96430.21000000 0.087540979146 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KYU56 769028.65000000 PA USD 685594.74000000 0.622394525919 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414LB80 55609.44000000 PA USD 59099.02000000 0.053651092094 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHG63 468230.36000000 PA USD 473491.68000000 0.429843772868 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312938K85 206802.96000000 PA USD 220091.94000000 0.199803193727 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XJD25 120369.55000000 PA USD 118440.83000000 0.107522593066 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140EA3X9 64220.16000000 PA USD 65945.02000000 0.059866006935 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AUQ9 14364.60000000 PA USD 14383.25000000 0.013057358148 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131WNLY8 27789.56000000 PA USD 29549.87000000 0.026825872861 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335A3Q9 70230.42000000 PA USD 74680.57000000 0.067796287294 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CWGG3 1911484.22000000 PA USD 1917194.38000000 1.740461554935 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ANNB5 313574.57000000 PA USD 333336.83000000 0.302608824390 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31329LEW8 35475.46000000 PA USD 35040.18000000 0.031810069341 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D56Z0 1316884.86000000 PA USD 1224842.26000000 1.111932564913 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138Y64A9 19494.09000000 PA USD 20326.68000000 0.018452904644 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AYV30 193776.80000000 PA USD 194352.09000000 0.176436121603 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FVL7 0.02000000 PA USD 0.02000000 0.000000018156 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622A22C5 1956734.56000000 PA USD 2006756.25000000 1.821767338610 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KYUU1 182858.11000000 PA USD 169690.25000000 0.154047685228 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129325Q5 65420.90000000 PA USD 69391.31000000 0.062994607412 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DW40 848059.81000000 PA USD 751240.77000000 0.681989104665 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417ACQ0 140757.41000000 PA USD 143532.87000000 0.130301572292 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179QWD9 0.02000000 PA USD 0.02000000 0.000000018156 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XH4A1 63234.27000000 PA USD 65200.43000000 0.059190055512 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DYG1 457610.63000000 PA USD 408185.72000000 0.370557915433 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 1.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A7DS7 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297F3D2 584263.09000000 PA USD 616223.10000000 0.559417775266 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WTRL2 7073.84000000 PA USD 6664.76000000 0.006050382096 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140K0E79 412567.20000000 PA USD 388744.15000000 0.352908528649 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36183B7G7 0.02000000 PA USD 0.02000000 0.000000018156 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133GCVZ2 875263.82000000 PA USD 814059.87000000 0.739017348439 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 1.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202F4A1 15009.34210000 PA USD 16216.53000000 0.014721640806 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417CBP9 361698.00000000 PA USD 362774.57000000 0.329332903736 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XAFR8 1431091.25000000 PA USD 1355382.04000000 1.230438789868 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJWW6 94257.95000000 PA USD 96887.84000000 0.087956423417 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P7ZN6 84613.52000000 PA USD 84790.63000000 0.076974371129 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A4E95 415344.38970000 PA USD 392114.73000000 0.355968398305 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J9W64 79237.82000000 PA USD 74822.19000000 0.067924852330 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CE42 21971.31000000 PA USD 20615.20000000 0.018714827991 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KYU98 172734.82000000 PA USD 160077.70000000 0.145321249404 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEKB4 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335AQL5 41486.15000000 PA USD 45228.35000000 0.041059062758 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417ARG6 76415.89000000 PA USD 76642.73000000 0.069577569401 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WAWU7 29496.22000000 PA USD 30322.88000000 0.027527624441 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418C4G6 642217.95000000 PA USD 659369.43000000 0.598586744978 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X5NP4 197618.11000000 PA USD 206972.52000000 0.187893161875 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKG74 44453.29000000 PA USD 45162.10000000 0.040998919885 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJAB6 254322.27000000 PA USD 270572.50000000 0.245630301749 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241LLA2 343445.23000000 PA USD 356818.62000000 0.323925991372 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AFEH9 16186.65000000 PA USD 17204.88000000 0.015618881689 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P73Q4 99936.86000000 PA USD 100146.07000000 0.090914299838 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KYUG2 586544.80000000 PA USD 522936.84000000 0.474730927220 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGE75 116073.61000000 PA USD 126239.87000000 0.114602693773 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AG3P1 15293.16000000 PA USD 15928.13000000 0.014459826398 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5NB1 70047.95000000 PA USD 72797.86000000 0.066087131244 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X4GD2 96446.78000000 PA USD 106383.77000000 0.096576989629 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132ABA44 221461.22000000 PA USD 230812.19000000 0.209535218387 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJFQ8 64009.95000000 PA USD 69781.46000000 0.063348792195 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KHUN4 921172.85000000 PA USD 945210.76000000 0.858078349411 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EMWZ0 1001760.52000000 PA USD 1026778.46000000 0.932126890057 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31307BY95 446354.47000000 PA USD 444119.67000000 0.403179364330 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132M3HH3 501638.39000000 PA USD 523475.36000000 0.475219804804 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MDTW3 101116.12000000 PA USD 99830.29000000 0.090627629402 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EBPJ8 126661.32000000 PA USD 124866.81000000 0.113356206631 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AA4B7 36531.19000000 PA USD 37551.97000000 0.034090314878 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36180MYG6 0.02000000 PA USD 0.02000000 0.000000018156 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CWC69 745095.01000000 PA USD 735984.02000000 0.668138768410 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X6UF0 11274.88000000 PA USD 11586.23000000 0.010518175982 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W9HL7 6536.31170000 PA USD 6718.68000000 0.006099331586 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132ADB64 137054.25000000 PA USD 144408.52000000 0.131096502205 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368HMH3 23682.10000000 PA USD 25169.75000000 0.022849525681 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A3GX2 59783.59000000 PA USD 63532.21000000 0.057675617119 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620A9PZ8 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ASW9 113775.78000000 PA USD 113923.44000000 0.103421629853 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416YLR7 19216.31000000 PA USD 20427.18000000 0.018544140248 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138Y63W2 146591.36000000 PA USD 151146.79000000 0.137213617925 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DY71 883330.89000000 PA USD 818693.06000000 0.743223436854 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312944Y54 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MC3M4 27611.96000000 PA USD 27933.81000000 0.025358786200 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKSG1 19500.18000000 PA USD 19738.39000000 0.017918845011 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179N5Z7 63864.45000000 PA USD 68956.00000000 0.062599425615 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DM56 74000.89990000 PA USD 79987.82000000 0.072614298803 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5CQ6 13254.33000000 PA USD 13625.14000000 0.012369133040 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J56Q7 15606.09000000 PA USD 16035.48000000 0.014557280548 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F4V4 22459.65000000 PA USD 23870.51000000 0.021670053587 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5B38 19133.79000000 PA USD 19951.59000000 0.018112391584 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AEGW0 909659.48000000 PA USD 880771.58000000 0.799579369552 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5CF0 4483.21350000 PA USD 4608.61000000 0.004183774274 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A9AD9 49849.42000000 PA USD 49235.53000000 0.044696848684 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YTS6 61179.64000000 PA USD 62934.27000000 0.057132797052 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MDVV2 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W9HB9 20380.99000000 PA USD 20950.94000000 0.019019618454 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AFFK1 23831.83000000 PA USD 24848.88000000 0.022558234456 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEGT0 26999.12000000 PA USD 27754.03000000 0.025195578869 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AJNH1 550816.37000000 PA USD 573036.67000000 0.520212402095 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J6EW3 0.06000000 PA USD 0.06000000 0.000000054469 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AYD4 24959.25000000 PA USD 24991.63000000 0.022687825326 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335AYK8 20805.87000000 PA USD 21404.49000000 0.019431358831 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241LVC7 124932.06000000 PA USD 134940.56000000 0.122501327633 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138XBBW3 225378.34000000 PA USD 231993.07000000 0.210607241268 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622A26F4 448066.70000000 PA USD 468902.89000000 0.425677991525 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312929MQ2 167371.77000000 PA USD 177520.56000000 0.161156173371 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138XBAY0 16050.14000000 PA USD 16497.19000000 0.014976428712 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GZ48 22085.88000000 PA USD 24056.67000000 0.021839052790 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132ACEV8 21617.95000000 PA USD 22217.17000000 0.020169123510 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SNT0 1093936.47000000 PA USD 1039237.78000000 0.943437671941 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KYVB2 674877.49000000 PA USD 601655.79000000 0.546193324330 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 1.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KYUZ0 1317536.49000000 PA USD 1222630.48000000 1.109924673539 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WDS4 355436.36000000 PA USD 347921.55000000 0.315849080419 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312940NN5 16644.58000000 PA USD 17655.52000000 0.016027980320 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4E90 59941.27000000 PA USD 63740.58000000 0.057864778937 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128ME4V0 445506.18000000 PA USD 441099.38000000 0.400437493873 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131X7KE7 58794.01000000 PA USD 58968.76000000 0.053532839858 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417C5E1 75118.12000000 PA USD 77454.43000000 0.070314444419 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJU32 12266.08000000 PA USD 12619.41000000 0.011456114299 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XKV48 77775.72000000 PA USD 78683.52000000 0.071430233155 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138M6JS7 371592.83000000 PA USD 371507.64000000 0.337260932709 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179R4J5 567133.30000000 PA USD 608744.47000000 0.552628548188 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXBE9 101457.32000000 PA USD 107915.38000000 0.097967411148 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DWK1 45931.31000000 PA USD 50030.26000000 0.045418318049 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312941D20 50059.13000000 PA USD 53265.89000000 0.048355677807 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ASW32 56947.12000000 PA USD 58718.16000000 0.053305340930 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHBB7 68190.53000000 PA USD 72500.52000000 0.065817200952 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129397H8 18429.45000000 PA USD 19610.56000000 0.017802798770 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X4TN6 64837.23000000 PA USD 64040.95000000 0.058137459915 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312944K59 13622.26000000 PA USD 14057.25000000 0.012761409822 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J2KY8 38420.70000000 PA USD 38501.12000000 0.034951969336 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D2W1 877427.35000000 PA USD 837062.35000000 0.759899389679 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENU64 49597.18000000 PA USD 51706.76000000 0.046940273166 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GE90 14201.53000000 PA USD 15418.71000000 0.013997366287 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETDN3 37101.56000000 PA USD 38607.58000000 0.035048615529 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335AQ92 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J56K0 304779.09000000 PA USD 301527.37000000 0.273731657426 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E2NC5 59343.75000000 PA USD 59519.93000000 0.054033201326 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36176NWX5 0.02000000 PA USD 0.02000000 0.000000018156 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179MSW1 0.02000000 PA USD 0.02000000 0.000000018156 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XA7M8 973501.30000000 PA USD 976332.31000000 0.886331020017 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MMVB6 140945.67000000 PA USD 136581.77000000 0.123991245890 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140EUKQ1 75496.80000000 PA USD 78815.12000000 0.071549701865 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179QWC1 37087.08000000 PA USD 35245.89000000 0.031996816365 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622A2QX3 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31329M4J6 12172.08000000 PA USD 12513.22000000 0.011359713217 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RDG1 686761.20000000 PA USD 742788.84000000 0.674316299349 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PXT71 424052.58000000 PA USD 425646.23000000 0.386408862370 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J87H0 30584.75000000 PA USD 33315.03000000 0.030243948929 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335ABB3 420748.28000000 PA USD 434965.02000000 0.394868617887 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QCQK5 941533.82000000 PA USD 955605.62000000 0.867514979514 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132ACWS5 697795.35000000 PA USD 761204.83000000 0.691034647225 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WT32 759854.74000000 PA USD 770081.06000000 0.699092639273 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36295GLK6 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5F91 131700.30000000 PA USD 123838.98000000 0.112423125135 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202E2B4 17204.46000000 PA USD 18581.97000000 0.016869027333 Long ABS-MBS USGA US N 2 2039-02-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417ECJ8 46366.09000000 PA USD 45709.10000000 0.041495495757 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179M5K2 44615.34000000 PA USD 42381.36000000 0.038474516979 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QB2E7 770928.60000000 PA USD 790755.42000000 0.717861173715 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36176XUX5 487086.38000000 PA USD 497633.31000000 0.451759953787 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M7MC7 38493.05000000 PA USD 40959.64000000 0.037183855464 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X43D6 602070.80000000 PA USD 594697.58000000 0.539876543349 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5FG9 17139.70000000 PA USD 17598.40000000 0.015976125815 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9CN0 82271.66000000 PA USD 81172.00000000 0.073689317479 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CVV1 233634.96000000 PA USD 252483.56000000 0.229208855407 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WAWV5 35434.63000000 PA USD 36491.96000000 0.033128019832 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133GCJU7 844930.75000000 PA USD 808080.19000000 0.733588893578 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AFCY4 18474.46000000 PA USD 19221.40000000 0.017449512726 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AY6G6 637493.16000000 PA USD 657743.19000000 0.597110416741 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AM39 33285.25000000 PA USD 32876.36000000 0.029845716867 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132ADMA3 425151.71000000 PA USD 463035.33000000 0.420351321101 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241LCR5 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335BW77 0.02000000 PA USD 0.02000000 0.000000018156 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133D3L94 116171.44000000 PA USD 107806.21000000 0.097868304771 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131WRR98 27224.45000000 PA USD 28323.71000000 0.025712744029 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WANW3 118734.23000000 PA USD 120487.36000000 0.109380467689 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312939ZJ3 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J8JK0 167935.44000000 PA USD 173155.35000000 0.157193361742 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FZB5 213070.14000000 PA USD 230060.29000000 0.208852630823 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQAG7 12361.13000000 PA USD 12701.50000000 0.011530636992 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M7HB5 18041.37000000 PA USD 19186.09000000 0.017417457709 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W9TL4 14097.81000000 PA USD 14717.64000000 0.013360923058 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620A2WH5 0.02000000 PA USD 0.02000000 0.000000018156 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HQ3K6 19799.84000000 PA USD 19535.17000000 0.017734358450 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MMVF7 30789.97000000 PA USD 29836.51000000 0.027086089511 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E7TW4 107912.60000000 PA USD 108233.12000000 0.098255860905 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AYV22 747189.44000000 PA USD 749405.00000000 0.680322561542 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHMS8 19028.29000000 PA USD 19748.48000000 0.017928004884 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KJY1 15475.42000000 PA USD 16857.32000000 0.015303360830 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KYVG1 861555.47000000 PA USD 821919.51000000 0.746152462853 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KYU64 659352.39000000 PA USD 611040.22000000 0.554712668951 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENAA7 24539.70000000 PA USD 25584.40000000 0.023225951979 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M74Z6 40223.45000000 PA USD 43852.87000000 0.039810378699 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KFX7 33344.94000000 PA USD 35645.49000000 0.032359580019 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241KDF2 22990.45000000 PA USD 25319.83000000 0.022985770849 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6VZ8 44235.73000000 PA USD 47042.53000000 0.042706006112 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X72U2 233280.53000000 PA USD 247906.20000000 0.225053450412 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UWC2 11132.51000000 PA USD 11702.46000000 0.010623691546 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CKW3 520601.84000000 PA USD 534204.43000000 0.484959836410 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31329KV27 722483.74000000 PA USD 687505.09000000 0.624128774030 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241LA55 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131WNX25 27073.19000000 PA USD 28880.40000000 0.026218116647 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CCT9 64444.07000000 PA USD 60620.34000000 0.055032172177 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPSH8 36826.08000000 PA USD 38391.75000000 0.034852681396 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371LVB2 40715.11000000 PA USD 44853.92000000 0.040719148857 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MB5T9 15182.39000000 PA USD 15367.54000000 0.013950913294 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENVZ9 40578.03000000 PA USD 41767.29000000 0.037917053824 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8BY6 19977.93000000 PA USD 20019.83000000 0.018174341013 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5HW2 138603.39000000 PA USD 130408.40000000 0.118386955964 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MG30 8131.66000000 PA USD 8870.06000000 0.008052390817 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36183LFC5 0.03000000 PA USD 0.03000000 0.000000027234 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHFH0 152771.37000000 PA USD 166387.48000000 0.151049374640 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418UEK6 16747.98000000 PA USD 17752.57000000 0.016116083955 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DU67 405695.24000000 PA USD 376527.33000000 0.341817892376 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.00000000 N N N N N N FNMA or FHLMC N/A 01F022485 2000000.00000000 PA USD 1949218.76000000 1.769533829918 Long ABS-MBS USGSE US N 2 2037-08-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138NY4Y8 23650.74000000 PA USD 24288.01000000 0.022049067163 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419A4N4 25416.18000000 PA USD 25742.22000000 0.023369223651 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X4H58 288865.65000000 PA USD 285784.60000000 0.259440103977 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36176XPW3 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31329LFE7 39692.42000000 PA USD 39268.35000000 0.035648473735 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGHE2 441691.15000000 PA USD 446793.81000000 0.405606993949 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MZ39 43719.40000000 PA USD 46891.95000000 0.042569307036 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EAK5 9597.74000000 PA USD 10015.10000000 0.009091877537 Long ABS-MBS USGA US N 2 2034-09-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MKZ4 44511.94000000 PA USD 47316.43000000 0.042954657175 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A9SR9 36896.47000000 PA USD 35724.86000000 0.032431633450 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERT91 16080.54000000 PA USD 16744.84000000 0.015201249579 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LTN46 27192.57000000 PA USD 27509.55000000 0.024973635781 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179NDP0 64371.33000000 PA USD 61148.71000000 0.055511835419 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X9EG6 190659.07000000 PA USD 176933.74000000 0.160623448229 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MALJ5 74468.34000000 PA USD 73414.89000000 0.066647281536 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132ADZX9 105213.18000000 PA USD 105526.41000000 0.095798663688 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QFXR5 894129.12000000 PA USD 831411.50000000 0.754769452266 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 1.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132ACHG8 36141.18000000 PA USD 37671.41000000 0.034198744534 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJVS6 37319.64000000 PA USD 38394.30000000 0.034854996329 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HQEQ1 264564.33000000 PA USD 261027.81000000 0.236965470383 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241KU30 42444.71000000 PA USD 45843.81000000 0.041617787778 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138APRG5 196728.47000000 PA USD 202847.32000000 0.184148235392 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGBP8 12050.69000000 PA USD 13122.33000000 0.011912673599 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E3AV5 27018.13000000 PA USD 27854.80000000 0.025287059583 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36178EDE6 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31307BU40 0.01150000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A8SY6 111259.76000000 PA USD 107726.82000000 0.097796233183 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36178WNU9 0.03000000 PA USD 0.03000000 0.000000027234 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202D2E0 29164.07000000 PA USD 30567.52000000 0.027749712780 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X6JN2 877136.04000000 PA USD 893914.56000000 0.811510789572 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4.00000000 N N N N N N FNMA or FHLMC N/A 01F020489 1600000.00000000 PA USD 1524164.61000000 1.383662467807 Long ABS-MBS USGSE US N 2 2037-08-25 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36230RVV5 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417EHC8 105824.41000000 PA USD 104324.99000000 0.094707994248 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4RD7 34335.98000000 PA USD 37432.14000000 0.033981531173 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XTF54 15033.36000000 PA USD 15463.76000000 0.014038263441 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312934HF2 49606.67000000 PA USD 52618.81000000 0.047768247615 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179MCZ1 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2042-05-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179QYR6 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EBP25 90056.11000000 PA USD 93092.39000000 0.084510849573 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138M0U24 12206.67000000 PA USD 12586.12000000 0.011425893072 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5PN3 79048.59000000 PA USD 86529.39000000 0.078552846929 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A4SQ2 21788.48000000 PA USD 22667.75000000 0.020578167672 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJRE2 11084.35000000 PA USD 10936.20000000 0.009928067730 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJRT9 68255.28000000 PA USD 67342.94000000 0.061135062406 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDEN2 795234.88000000 PA USD 829036.45000000 0.752613341619 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LNU2 41188.26000000 PA USD 43785.83000000 0.039749518651 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622A2E40 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WBQU2 49669.16000000 PA USD 51853.26000000 0.047073268349 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36207EM92 85494.12000000 PA USD 93227.28000000 0.084633305002 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179MQN3 0.01000000 PA USD 0.01000000 0.000000009078 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M8H98 30994.12000000 PA USD 32962.34000000 0.029923770969 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202D4P3 35956.10000000 PA USD 38839.19000000 0.035258875012 Long ABS-MBS USGA US N 2 2034-03-20 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312942BC8 90115.32000000 PA USD 95892.08000000 0.087052455611 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A4M70 39766.10000000 PA USD 41447.50000000 0.037626743042 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XGLC0 16430.36000000 PA USD 17132.09000000 0.015552801693 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417EWG2 133162.80000000 PA USD 131275.73000000 0.119174332840 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335AUT3 110361.99000000 PA USD 120313.11000000 0.109222280585 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292SAX8 20955.50000000 PA USD 20675.38000000 0.018769460415 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJSS0 27647.13000000 PA USD 27277.49000000 0.024762967780 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312939RG8 39702.19000000 PA USD 42245.12000000 0.038350835997 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A2CE7 871367.00000000 PA USD 881124.75000000 0.799899983264 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPAH7 123214.81000000 PA USD 128455.77000000 0.116614325353 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HLM34 38132.03000000 PA USD 37622.34000000 0.034154197957 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SW37 267336.74000000 PA USD 288849.17000000 0.262222172568 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 5.50000000 N N N N N N 2022-08-30 FlexShares Trust Randal Rein Randal Rein Treasurer and PFO XXXX