NPORT-P false 0000745463 XXXXXXXX S000005290 C000227652 C000014459 C000078260 C000014457 Eaton Vance Mutual Funds Trust 811-04015 0000745463 549300C67AFHZKODE756 One Post Office Square BOSTON 02109 617-482-8260 Eaton Vance Short Duration Government Income Fund S000005290 OW20ZSYAFQZSFSNZQT74 2025-10-31 2025-01-31 N 4101706357.64 1578636291.30 2523070066.34 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1297502031.37000000 0.00000000 0.00000000 0.00000000 USD N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382MF38 37138211.07000000 PA USD 4307575.68000000 0.170727548848 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFV69 5773633.39000000 PA USD 5660111.34000000 0.224334290811 Long ABS-MBS USGSE US N 2 2054-10-25 Fixed 6.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381DP87 49503256.94000000 PA USD 3003204.19000000 0.119029757836 Long ABS-MBS USGA US N 2 2063-04-16 Variable 0.82300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AWLC6 898790.03000000 PA USD 906039.72000000 0.035910208443 Long ABS-MBS USGA US N 2 2063-03-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FFDR6 4290430.23000000 PA USD 4383226.01000000 0.173725893247 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A5FZ1 130227.50000000 PA USD 129130.78000000 0.005118002140 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A53Y7 122460.24000000 PA USD 123448.01000000 0.004892769790 Long ABS-MBS USGA US N 2 2062-11-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J6FB3 2144791.84000000 PA USD 2172686.25000000 0.086112798807 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FFB63 9615162.66000000 PA USD 3979629.29000000 0.157729638312 Long ABS-MBS USGSE US N 2 2051-02-25 Floating 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406C6X1 108748.96000000 PA USD 107804.29000000 0.004272742617 Long ABS-MBS USGSE US N 2 2033-08-01 Floating 4.46700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382J4T0 13277157.64000000 PA USD 120933.66000000 0.004793115403 Long ABS-MBS USGA US N 2 2050-09-20 Floating 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N4TU1 502917.24000000 PA USD 501777.60000000 0.019887580875 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HNP76 1140246.21000000 PA USD 1168985.83000000 0.046331881369 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 7.50000000 N N N N N N TREMONT LODGE N/A 000000000 6068055.11000000 PA USD 6074159.57000000 0.240744783549 Long ABS-MBS CORP US N 2 2054-08-01 Variable 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HJUK2 180414.52000000 PA USD 173278.29000000 0.006867755767 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F050627 -90000000.00000000 PA USD -86994139.50000000 -3.44794782596 Short ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWR77 1035148.36000000 PA USD 436264.52000000 0.017291018819 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 2.00000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396QCX5 142762.98000000 PA USD 144490.57000000 0.005726775959 Long ABS-MBS USGSE US N 2 2039-07-25 Variable 5.79500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383HMV8 10389460.94000000 PA USD 364118.40000000 0.014431561170 Long ABS-MBS USGA US N 2 2053-01-20 Floating 1.02700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UVG1 3000000.00000000 PA USD 3022456.50000000 0.119792808781 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y5B6 1535731.56000000 PA USD 1576358.95000000 0.062477811101 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LAN1 77138729.28000000 PA USD 9554626.71000000 0.378690502394 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A7JY6 1031192.09000000 PA USD 1036686.75000000 0.041088306021 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382WWM5 1283700.95000000 PA USD 724442.57000000 0.028712740865 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AV6K7 27468.72000000 PA USD 27690.28000000 0.001097483592 Long ABS-MBS USGA US N 2 2063-01-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BFFC2 1093808.17000000 PA USD 547135.10000000 0.021685291554 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AQ30 18360123.00000000 PA USD 18711849.71000000 0.741630205186 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5N37 46085887.28000000 PA USD 7515313.20000000 0.297863832648 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382HYT1 461726.93000000 PA USD 59690.53000000 0.002365789630 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H3XL1 2808611.87000000 PA USD 1889227.94000000 0.074878140135 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BCV20 7475095.68000000 PA USD 7621643.06000000 0.302078137332 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31348MXT9 85205.25000000 PA USD 83623.44000000 0.003314352665 Long ABS-MBS USGSE US N 2 2032-03-01 Floating 5.27200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F2VE4 1394381.28000000 PA USD 1395287.28000000 0.055301170530 Long ABS-MBS USGA US N 2 2052-09-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AGX61 1513073.29000000 PA USD 1572525.34000000 0.062325868828 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379JVB4 407915.35000000 PA USD 364718.42000000 0.014455342515 Long ABS-MBS USGA US N 2 2035-06-20 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N7CV0 740491.83000000 PA USD 769292.45000000 0.030490332403 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FG4D4 2573311.16000000 PA USD 279922.21000000 0.011094507985 Long ABS-MBS USGSE US N 2 2048-05-15 Floating 1.67900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406C7A0 18447.56000000 PA USD 18843.94000000 0.000746865505 Long ABS-MBS USGSE US N 2 2032-07-01 Floating 6.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AKZ89 494332.64000000 PA USD 93062.82000000 0.003688475450 Long ABS-MBS USGSE US N 2 2044-07-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A7F46 1164704.75000000 PA USD 1170910.82000000 0.046408176911 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.50000000 N N N N N N RANDALL ROAD SOLAR I LLC N/A 000000000 3777504.00000000 PA USD 3777704.21000000 0.149726488391 Long ABS-MBS CORP US N 2 2043-02-16 Variable 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AGLK3 569890.75000000 PA USD 565091.39000000 0.022396975713 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 5.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128CVKA1 656629.10000000 PA USD 582700.61000000 0.023094904012 Long ABS-MBS USGSE US N 2 2031-06-01 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AVMN3 1600559.36000000 PA USD 1665791.20000000 0.066022391618 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFWF8 9217223.70000000 PA USD 8947795.03000000 0.354639181423 Long ABS-MBS USGSE US N 2 2054-10-25 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HTAG1 414667.17000000 PA USD 398265.16000000 0.015784942531 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HJ78 139642.50000000 PA USD 137510.89000000 0.005450141549 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 5.10900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381R4M8 5552164.20000000 PA USD 508082.43000000 0.020137468109 Long ABS-MBS USGA US N 2 2049-03-20 Floating 1.63700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFMG7 3167579.44000000 PA USD 3163640.08000000 0.125388514659 Long ABS-MBS USGSE US N 2 2054-09-25 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H4M22 2093215.78000000 PA USD 2117168.76000000 0.083912404504 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BEJK0 551625.83000000 PA USD 562440.32000000 0.022291902531 Long ABS-MBS USGA US N 2 2063-03-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F4D4 3493.86000000 PA USD 3453.32000000 0.000136869762 Long ABS-MBS USGSE US N 2 2038-01-01 Floating 5.09800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H4MG1 1569864.57000000 PA USD 1585866.44000000 0.062854633375 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BFLT8 11171331.52000000 PA USD 1542193.38000000 0.061123684220 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWJW1 56140427.28000000 PA USD 7190404.17000000 0.284986305609 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VVC9 13378965.80000000 PA USD 834673.54000000 0.033081663134 Long ABS-MBS USGA US N 2 2053-02-20 Floating 1.92700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382NPV3 3710899.41000000 PA USD 2197257.68000000 0.087086669106 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HDLY3 3197.33000000 PA USD 3182.12000000 0.000126120952 Long ABS-MBS USGSE US N 2 2025-06-01 Floating 4.35500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380YYS8 5214742.05000000 PA USD 526405.27000000 0.020863680205 Long ABS-MBS USGA US N 2 2048-09-20 Floating 1.83700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QP46 14670298.45000000 PA USD 336221.24000000 0.013325878043 Long ABS-MBS USGA US N 2 2051-05-20 Floating 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382NYY7 8731027.52000000 PA USD 1042222.76000000 0.041307721648 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJG92 4000000.00000000 PA USD 4252588.80000000 0.168548184877 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 7.94500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BGGH8 365456.03000000 PA USD 181940.09000000 0.007211059749 Long ABS-MBS USGSE US N 2 2051-08-25 Fixed 2.50000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385WZU6 131191.00000000 PA USD 133057.37000000 0.005273629606 Long ABS-MBS USGSE US N 2 2040-04-01 Floating 6.84000000 N N N N N N RAYMOND JAMES BANK, N.A. N/A 83164MPX1 11545486.67000000 PA USD 11766437.27000000 0.466353964044 Long ABS-CBDO USGA US N 2 2044-04-25 Floating 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TJWM1 148749.08000000 PA USD 151514.95000000 0.006005182020 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HNY43 1165083.87000000 PA USD 1178416.10000000 0.046705643086 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31373HXX9 53368.97000000 PA USD 52602.98000000 0.002084879873 Long ABS-MBS USGSE US N 2 2034-04-01 Floating 4.37900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AE2T0 1500137.18000000 PA USD 1512237.36000000 0.059936399712 Long ABS-MBS USGA US N 2 2062-11-20 Fixed 6.00000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325W4K5 7327144.44000000 PA USD 1537695.78000000 0.060945425199 Long ABS-MBS USGSE US N 2 2047-12-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UKN1 1922492.42000000 PA USD 1819413.86000000 0.072111111152 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383TP56 54327407.42000000 PA USD 671019.54000000 0.026595358922 Long ABS-MBS USGA US N 2 2052-07-20 Floating 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389AZU0 9729.36000000 PA USD 9585.94000000 0.000379931581 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 4.38100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HJG8 16536.52000000 PA USD 16326.82000000 0.000647101331 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 5.08500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BXW6 12714000.00000000 PA USD 12960841.04000000 0.513693266505 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H7X80 1137650.38000000 PA USD 1165244.83000000 0.046183609624 Long ABS-MBS USGA US N 2 2064-05-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AFY4 26106437.15000000 PA USD 1451230.73000000 0.057518447440 Long ABS-MBS USGA US N 2 2053-05-20 Floating 1.77700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BRB9 3259453.02000000 PA USD 3343395.83000000 0.132512999722 Long ABS-MBS USGA US N 2 2053-06-20 Floating 6.33800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BN4R1 4396942.98000000 PA USD 4356132.09000000 0.172652045938 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELB4 6623385.46000000 PA USD 6521341.28000000 0.258468497050 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384PRQ5 11106276.46000000 PA USD 11065680.24000000 0.438579981888 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQKD7 10786233.12000000 PA USD 10734657.13000000 0.425460127850 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BPF30 23200000.00000000 PA USD 23294676.88000000 0.923267141518 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404FA52 86961.14000000 PA USD 88976.72000000 0.003526525925 Long ABS-MBS USGSE US N 2 2034-04-01 Floating 7.17500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225CA22 15760.74000000 PA USD 15722.15000000 0.000623135687 Long ABS-MBS USGA US N 2 2026-12-20 Floating 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J9AL0 1030726.26000000 PA USD 1055727.20000000 0.041842960054 Long ABS-MBS USGA US N 2 2064-08-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DB31 14933329.91000000 PA USD 2070562.94000000 0.082065217594 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AJWP4 473409.76000000 PA USD 477228.31000000 0.018914588079 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397UVL0 576409.29000000 PA USD 89737.47000000 0.003556677683 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVP22 41222324.06000000 PA USD 5257227.27000000 0.208366281227 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AKDW7 349112.68000000 PA USD 346172.61000000 0.013720293170 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417VFG3 16660.90000000 PA USD 16708.21000000 0.000662217439 Long ABS-MBS USGSE US N 2 2031-01-01 Floating 6.71400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AQ5X1 1963992.86000000 PA USD 2008562.04000000 0.079607858172 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AYB25 1345699.35000000 PA USD 1372081.45000000 0.054381424769 Long ABS-MBS USGA US N 2 2063-01-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383CAY6 1381252.12000000 PA USD 762522.65000000 0.030222016430 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DCB2 27853949.04000000 PA USD 4644476.09000000 0.184080345288 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A6RE6 1187450.32000000 PA USD 954310.01000000 0.037823365380 Long ABS-MBS USGSE US N 2 2037-08-25 None 0.00000000 N N N N N N UMBS, TBA N/A 01F062622 365000000.00000000 PA USD 374310365.25000000 14.83551211056 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AJDD5 7375104.27000000 PA USD 5621535.32000000 0.222805359034 Long ABS-MBS USGSE US N 2 2043-02-25 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FRWB3 3860925.36000000 PA USD 462011.07000000 0.018311464123 Long ABS-MBS USGSE US N 2 2050-04-25 Floating 1.58500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396QTR0 200873.25000000 PA USD 202516.63000000 0.008026595563 Long ABS-MBS USGSE US N 2 2039-08-25 Variable 5.58100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396HJJ9 789294.20000000 PA USD 26101.01000000 0.001034494061 Long ABS-MBS USGSE US N 2 2030-09-15 Floating 2.12900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3X21 17042513.19000000 PA USD 16911634.36000000 0.670280012656 Long ABS-MBS USGSE US N 2 2049-03-25 Floating 5.16500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383TUP6 22916221.99000000 PA USD 3323906.33000000 0.131740547927 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HVPG8 410966.36000000 PA USD 317167.77000000 0.012570707973 Long ABS-MBS USGSE US N 2 2036-08-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BMH40 975351.81000000 PA USD 970078.42000000 0.038448334548 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F4R3 73721.80000000 PA USD 71987.35000000 0.002853164918 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 4.64200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384D7E1 22000000.00000000 PA USD 22751605.80000000 0.901742924365 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BMVX1 558666.00000000 PA USD 29259.46000000 0.001159676871 Long ABS-MBS USGSE US N 2 2045-08-15 Floating 1.37900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAWG6 990831.00000000 PA USD 702997.91000000 0.027862797762 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396PZJ3 161323.44000000 PA USD 123549.33000000 0.004896785533 Long ABS-MBS USGSE US N 2 2037-03-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411VVB2 4269.13000000 PA USD 4318.68000000 0.000171167660 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384B2C4 12250000.00000000 PA USD 12486344.15000000 0.494886936220 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BRD5 6060982.67000000 PA USD 5981871.09000000 0.237086998486 Long ABS-MBS USGA US N 2 2053-06-20 Floating 7.48400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BVB46 1074649.49000000 PA USD 1096952.28000000 0.043476885348 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 6.00000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325W4J8 3577326.75000000 PA USD 812489.96000000 0.032202433489 Long ABS-MBS USGSE US N 2 2047-12-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H4M89 3075326.65000000 PA USD 3106673.92000000 0.123130703401 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31373HXY7 127683.00000000 PA USD 124152.71000000 0.004920700049 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 4.35900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9TY4 3174185.95000000 PA USD 3227563.22000000 0.127922060629 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A84C8 3322904.08000000 PA USD 3340610.01000000 0.132402585824 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FXDX4 9981717.30000000 PA USD 9427810.35000000 0.373664230564 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F6M53 798700.74000000 PA USD 365530.27000000 0.014487519584 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 2.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F5VZ0 1075926.20000000 PA USD 1077288.27000000 0.042697516980 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4GS3 397694.51000000 PA USD 208373.33000000 0.008258721498 Long ABS-MBS USGSE US N 2 2049-01-25 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382TZB3 4914611.17000000 PA USD 2900546.26000000 0.114960987358 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDKD9 677273.22000000 PA USD 319070.93000000 0.012646138300 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.50000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N0UX1 2130724.72000000 PA USD 2120536.34000000 0.084045876025 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H4MF3 3084292.57000000 PA USD 3115731.23000000 0.123489683127 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AE3P7 252218.61000000 PA USD 250094.54000000 0.009912310535 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A52Z5 1054841.16000000 PA USD 1045957.76000000 0.041455755587 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J05E1 1354939.99000000 PA USD 1389090.91000000 0.055055582028 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HMES4 3921533.96000000 PA USD 4016653.32000000 0.159197058123 Long ABS-MBS USGA US N 2 2064-06-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382J4V5 4877857.22000000 PA USD 44820.68000000 0.001776434217 Long ABS-MBS USGA US N 2 2050-10-20 Floating 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H02K3 943397.12000000 PA USD 587098.10000000 0.023269195248 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J8GV4 1023682.33000000 PA USD 1067066.65000000 0.042292390696 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HRZ52 307203.10000000 PA USD 295243.79000000 0.011701767380 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AV5W2 758734.54000000 PA USD 764854.53000000 0.030314438754 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 6.00000000 N N N N N N FRESB Multifamily Mortgage Pass-Through Certifica N/A 30322XAE5 42967349.89000000 PA USD 1158378.27000000 0.045911458641 Long ABS-MBS USGSE US N 2 2041-08-25 Variable 0.56500000 N N N N N N JONAH WATER SUD N/A 000000000 3200000.00000000 PA USD 3200169.60000000 0.126836334935 Long ABS-MBS CORP US N 2 2043-02-16 Variable 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BKMJ5 3718991.12000000 PA USD 3851172.43000000 0.152638346488 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389AZ30 29798.88000000 PA USD 29499.72000000 0.001169199396 Long ABS-MBS USGSE US N 2 2037-12-01 Floating 4.98300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ATZM6 7346182.70000000 PA USD 7506447.39000000 0.297512442882 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LXQ9 76049189.31000000 PA USD 8742333.42000000 0.346495863774 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A5RD7 514914.47000000 PA USD 517658.17000000 0.020516995421 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFQH1 9387208.28000000 PA USD 9115647.61000000 0.361291893222 Long ABS-MBS USGSE US N 2 2054-10-25 Fixed 6.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WV25 6986542.04000000 PA USD 1418669.06000000 0.056227889939 Long ABS-MBS USGSE US N 2 2046-11-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9KJ2 159872.05000000 PA USD 161104.51000000 0.006385257078 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B3DN4 1992929.39000000 PA USD 2063139.79000000 0.081771006581 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXMN5 69144295.23000000 PA USD 8830016.91000000 0.349971133493 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSQ20 1180303.08000000 PA USD 1219293.86000000 0.048325802611 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J1W33 3003902.34000000 PA USD 3076763.94000000 0.121945243655 Long ABS-MBS USGA US N 2 2064-07-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BGCM1 6167087.11000000 PA USD 3757621.90000000 0.148930541015 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BWLZ4 1253833.19000000 PA USD 1279227.76000000 0.050701238030 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FV5C3 344242.08000000 PA USD 341343.03000000 0.013528876369 Long ABS-MBS USGA US N 2 2062-08-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGV6 19874.40000000 PA USD 19742.10000000 0.000782463406 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A54C4 889530.83000000 PA USD 894270.65000000 0.035443750133 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJH59 10000000.00000000 PA USD 10594280.00000000 0.419896385016 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 7.94500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJG6 251691.59000000 PA USD 249858.86000000 0.009902969534 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N NOMURA CORPORATE FDG AMERS LLC N/A 65538RAE4 65299533.33000000 PA USD 65674548.55000000 2.602961741972 Long DBT CORP US N 2 2059-01-01 Fixed 6.31300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CA55 517.66000000 PA USD 522.67000000 0.000020715635 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384WJ22 2373878.55000000 PA USD 2278107.51000000 0.090291091808 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 7.50000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M6RD7 1876440.15000000 PA USD 1884210.96000000 0.074679295875 Long ABS-MBS USGSE US N 2 2054-09-01 Floating 5.94900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383X6V1 4079153.00000000 PA USD 4157886.77000000 0.164794740561 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FEEQ0 5380381.61000000 PA USD 5260981.53000000 0.208515078522 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENX61 290137.43000000 PA USD 295017.06000000 0.011692781105 Long ABS-MBS USGSE US N 2 2037-08-01 Floating 6.76900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BLW9 4263047.50000000 PA USD 4327769.94000000 0.171527933280 Long ABS-MBS USGA US N 2 2053-06-20 Floating 6.14900000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325WVW9 7499502.20000000 PA USD 1299835.47000000 0.051518009243 Long ABS-MBS USGSE US N 2 2046-07-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AQDG2 1882609.02000000 PA USD 1056978.41000000 0.041892550829 Long ABS-MBS USGSE US N 2 2045-10-25 Floating 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FUYW9 6628436.51000000 PA USD 6638899.17000000 0.263127816328 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388XVV3 66761.88000000 PA USD 65383.30000000 0.002591418322 Long ABS-MBS USGSE US N 2 2033-08-01 Floating 4.46700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HDCW7 1150167.66000000 PA USD 1178065.72000000 0.046691756036 Long ABS-MBS USGA US N 2 2064-04-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y5A8 2549675.29000000 PA USD 2601161.27000000 0.103095086605 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382VLD9 65441781.19000000 PA USD 8040465.18000000 0.318677839639 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHKP1 142576.44000000 PA USD 143451.40000000 0.005685589231 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUCT5 11885006.28000000 PA USD 9525341.68000000 0.377529812076 Long ABS-MBS USGSE US N 2 2055-01-25 Fixed 0.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWT75 11926240.82000000 PA USD 1173556.41000000 0.046513032898 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ARX3 3599373.28000000 PA USD 3691696.84000000 0.146317650439 Long ABS-MBS USGA US N 2 2053-05-20 Floating 6.51500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128SGAE0 62482.03000000 PA USD 61094.74000000 0.002421444446 Long ABS-MBS USGSE US N 2 2032-07-01 Floating 4.62400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHXU6 246685.34000000 PA USD 248752.97000000 0.009859138409 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AEL96 531598.39000000 PA USD 444397.44000000 0.017613361036 Long ABS-MBS USGSE US N 2 2043-06-25 Fixed 1.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617W1W71 11412793.05000000 PA USD 11155956.70000000 0.442158022039 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382USB8 2145971.31000000 PA USD 1206182.55000000 0.047806145619 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BS7G2 2314751.34000000 PA USD 409965.61000000 0.016248681139 Long ABS-MBS USGSE US N 2 2046-06-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HJA1 122283.23000000 PA USD 120380.88000000 0.004771206380 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 4.90400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AGCT4 923856.41000000 PA USD 941968.38000000 0.037334214081 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BNZT3 10093759.20000000 PA USD 10022625.96000000 0.397239303565 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FMB77 4532814.82000000 PA USD 4635952.45000000 0.183742517175 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BHV97 393318.51000000 PA USD 206939.20000000 0.008201880826 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HMET2 384999.38000000 PA USD 397590.69000000 0.015758210416 Long ABS-MBS USGA US N 2 2064-05-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384X4Y6 9328501.47000000 PA USD 9329973.51000000 0.369786540392 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397JT46 132483.98000000 PA USD 108669.57000000 0.004307037345 Long ABS-MBS USGSE US N 2 2037-07-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F2PK7 850810.52000000 PA USD 831131.91000000 0.032941293271 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133N3Y99 5948757.80000000 PA USD 5857107.37000000 0.232142081511 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31359PK70 27642.43000000 PA USD 27682.97000000 0.001097193865 Long ABS-MBS USGSE US N 2 2027-06-17 Floating 5.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AA4Q2 78149.27000000 PA USD 78779.63000000 0.003122371869 Long ABS-MBS USGA US N 2 2062-11-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YWT7 8382778.17000000 PA USD 8552052.87000000 0.338954236114 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUKL2 747507.67000000 PA USD 38741.38000000 0.001535485697 Long ABS-MBS USGSE US N 2 2032-09-15 Floating 1.67900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9W88 5000000.00000000 PA USD 5077332.00000000 0.201236266393 Long ABS-MBS USGSE US N 2 2052-12-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A8A26 838461.10000000 PA USD 570208.80000000 0.022599800441 Long ABS-MBS USGSE US N 2 2042-09-25 Fixed 3.00000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1WD0 540366.66000000 PA USD 463715.89000000 0.018379033392 Long ABS-MBS USGSE US N 2 2043-05-15 Floating 5.00000000 N N N N N N FTN FINANCIAL CAPITAL MARKETS N/A 83164MPM5 11780305.85000000 PA USD 12437024.92000000 0.492932205328 Long ABS-CBDO USGA US N 2 2044-04-25 Floating 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383AVL5 26468521.98000000 PA USD 4631814.01000000 0.183578493193 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AEBF0 3799919.66000000 PA USD 3891131.22000000 0.154222083322 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383UQX1 115765679.22000000 PA USD 907984.95000000 0.035987306183 Long ABS-MBS USGA US N 2 2052-06-20 Floating 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H3TW2 1051540.17000000 PA USD 613871.70000000 0.024330346913 Long ABS-MBS USGSE US N 2 2051-11-25 Fixed 3.00000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AH67 277282.29000000 PA USD 284086.53000000 0.011259557702 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 6.71100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ACVE5 68604.70000000 PA USD 69949.68000000 0.002772403387 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AUEZ7 80454.72000000 PA USD 82032.01000000 0.003251277524 Long ABS-MBS USGA US N 2 2063-01-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BQHY5 1161009.70000000 PA USD 1181119.55000000 0.046812792310 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AVNB1 91474.55000000 PA USD 89365.26000000 0.003541925418 Long ABS-MBS USGSE US N 2 2046-06-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WK54 10048355.31000000 PA USD 611584.10000000 0.024239679593 Long ABS-MBS USGA US N 2 2053-03-20 Floating 1.87700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060622 190000000.00000000 PA USD 191614515.50000000 7.594498387353 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MVG28 1073413.30000000 PA USD 1068280.61000000 0.042340505095 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HJD5 30923.97000000 PA USD 30993.53000000 0.001228405441 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 5.79400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BKMQ9 3571790.25000000 PA USD 3698739.71000000 0.146596789337 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A0PG3 693428.16000000 PA USD 697123.06000000 0.027629952465 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F64M6 366355.17000000 PA USD 153937.62000000 0.006101202739 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 2.00000000 N Y N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 109200000.00000000 OU Notional Amount USD 38221506.96000000 1.514880917098 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2052-04-08 0.00000000 USD 0.00000000 USD 109200000.00000000 USD 38221506.96000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FGQJ8 1729434.01000000 PA USD 1691595.29000000 0.067045117476 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FBQL4 3375813.18000000 PA USD 3300897.98000000 0.130828629138 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384YTH4 651866.97000000 PA USD 649277.69000000 0.025733636915 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 6.50000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVR46 13882159.84000000 PA USD 1784554.42000000 0.070729483251 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A1B20 220563.00000000 PA USD 2900.51000000 0.000114959550 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382XTW5 19729170.72000000 PA USD 101173.16000000 0.004009922726 Long ABS-MBS USGA US N 2 2051-08-20 Floating 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LBU3 3308535.22000000 PA USD 3545284.57000000 0.140514709333 Long ABS-MBS USGA US N 2 2052-11-20 Floating 6.94500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BKMD8 9761442.86000000 PA USD 10126689.21000000 0.401363772853 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BGJF9 1267295.78000000 PA USD 646101.48000000 0.025607750201 Long ABS-MBS USGSE US N 2 2051-08-25 Fixed 2.50000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H2W59 21268310.40000000 PA USD 3469437.80000000 0.137508579182 Long ABS-MBS USGSE US N 2 2049-12-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N7CN8 7176225.15000000 PA USD 7166579.23000000 0.284042021884 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381ETV0 66064150.60000000 PA USD 3246768.93000000 0.128683264619 Long ABS-MBS USGA US N 2 2061-02-16 Variable 0.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397UJH3 108680.95000000 PA USD 103922.19000000 0.004118878480 Long ABS-MBS USGSE US N 2 2041-06-25 Floating 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396XYH1 818815.48000000 PA USD 53190.66000000 0.002108172131 Long ABS-MBS USGSE US N 2 2037-10-25 Floating 1.93500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335PKA2 26797.39000000 PA USD 26795.45000000 0.001062017672 Long ABS-MBS USGSE US N 2 2033-12-25 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BWMD2 2729655.78000000 PA USD 2786305.83000000 0.110433153132 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FD5B5 2441962.78000000 PA USD 2306453.02000000 0.091414544953 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AGXT1 907961.23000000 PA USD 941650.90000000 0.037321630998 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HD5E6 40389395.00000000 PA USD 40470725.11000000 1.604027000673 Long ABS-MBS USGSE US N 2 2054-06-25 Floating 5.75100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HRUT5 157460.69000000 PA USD 151232.39000000 0.005993982966 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRSP9 3378818.12000000 PA USD 3490435.86000000 0.138340821627 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9TS7 5471925.86000000 PA USD 5651020.63000000 0.223973987301 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HPBY7 1349411.10000000 PA USD 1363714.12000000 0.054049791886 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HH5W6 3433115.64000000 PA USD 3516388.09000000 0.139369418904 Long ABS-MBS USGA US N 2 2064-06-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BQDS2 2055472.07000000 PA USD 2085936.22000000 0.082674526079 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WN93 6693432.24000000 PA USD 414294.67000000 0.016420260203 Long ABS-MBS USGA US N 2 2053-03-20 Floating 1.92700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VUX4 18216866.38000000 PA USD 751917.56000000 0.029801691599 Long ABS-MBS USGA US N 2 2053-02-20 Floating 1.32700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AGA5 3232129.03000000 PA USD 3325800.82000000 0.131815634625 Long ABS-MBS USGA US N 2 2053-05-20 Floating 6.51500000 N N N N N N CALIFORNIA CUSTOM PROCESSION N/A 000000000 7656402.10000000 PA USD 7656409.76000000 0.303456089553 Long ABS-MBS CORP US N 2 2043-02-16 Variable 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UHT2 710081.80000000 PA USD 672009.24000000 0.026634584943 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HBEC5 900946.80000000 PA USD 865310.16000000 0.034295922715 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31373HX27 11745.80000000 PA USD 11439.23000000 0.000453385347 Long ABS-MBS USGSE US N 2 2034-08-01 Floating 4.46700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LP90 324313.07000000 PA USD 329186.86000000 0.013047075639 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 6.78800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B3DM6 2004692.08000000 PA USD 2050305.94000000 0.081262346510 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5EK1 2135345.00000000 PA USD 2178464.34000000 0.086341809094 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AE2S2 799202.48000000 PA USD 792471.96000000 0.031409034991 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142BNMJ0 663337.14000000 PA USD 660321.51000000 0.026171350483 Long ABS-MBS USGSE US N 2 2052-12-01 Floating 5.60300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MX5Z0 435578.07000000 PA USD 403306.55000000 0.015984754263 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398FPR6 411309.70000000 PA USD 318841.11000000 0.012637029555 Long ABS-MBS USGSE US N 2 2039-10-25 None 0.00000000 N N N N N N HIDDEN HOLLOW ENERGY N/A 000000000 5627711.21000000 PA USD 5627716.84000000 0.223050358968 Long ABS-MBS CORP US N 2 2043-02-16 Variable 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BPDP0 843025.42000000 PA USD 838467.48000000 0.033232033116 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEY5 322455.23000000 PA USD 320107.22000000 0.012687210881 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B13Y6 3145454.91000000 PA USD 2751431.01000000 0.109050915656 Long ABS-MBS USGSE US N 2 2043-01-15 Floating 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384W5Z4 883426.24000000 PA USD 882162.45000000 0.034963850658 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.50000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FFAA7 210283.52000000 PA USD 169618.89000000 0.006722718178 Long ABS-MBS USGSE US N 2 2037-07-25 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AGTJ8 1828044.24000000 PA USD 1867582.19000000 0.074020226981 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H1Q33 3329082.68000000 PA USD 1587377.53000000 0.062914524300 Long ABS-MBS USGSE US N 2 2051-08-25 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AJXJ7 764897.39000000 PA USD 779893.01000000 0.030910477691 Long ABS-MBS USGA US N 2 2063-01-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382WGF8 17571215.85000000 PA USD 377689.77000000 0.014969452296 Long ABS-MBS USGA US N 2 2051-07-20 Floating 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J8GU6 916641.86000000 PA USD 948648.47000000 0.037598974465 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NARK1 838033.36000000 PA USD 852679.88000000 0.033795330988 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ATRV5 658991.33000000 PA USD 673038.42000000 0.026675375724 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382KMQ3 17832602.82000000 PA USD 2155200.23000000 0.085419753448 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31346AF83 78159.60000000 PA USD 76667.12000000 0.003038644111 Long ABS-MBS USGSE US N 2 2030-06-01 Floating 4.74800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384UXE4 17593278.00000000 PA USD 16878818.50000000 0.668979380524 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K8P96 2832036.86000000 PA USD 2445322.09000000 0.096918516953 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXHD3 22350939.86000000 PA USD 2875435.00000000 0.113965721299 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDPL6 329380.28000000 PA USD 153321.48000000 0.006076782489 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.50000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWFL9 5391798.80000000 PA USD 3461109.15000000 0.137178479352 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 3.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YTXU6 985689.55000000 PA USD 996486.25000000 0.039494989191 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LQ53 15231755.81000000 PA USD 1933442.92000000 0.076630567886 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384HZ92 15000000.00000000 PA USD 14763057.00000000 0.585122751720 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YXQV3 1529511.11000000 PA USD 1495568.58000000 0.059275745051 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YNK33 1532421.04000000 PA USD 1455045.81000000 0.057669655290 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J8WW4 2835070.76000000 PA USD 2832458.10000000 0.112262363926 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617Y6DC8 1441388.21000000 PA USD 1409401.28000000 0.055860568392 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B1RV5 1783481.50000000 PA USD 1818446.21000000 0.072072759066 Long ABS-MBS USGA US N 2 2063-04-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYLV6 2243.33000000 PA USD 1035.53000000 0.000041042459 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9TG3 3629463.50000000 PA USD 3748254.93000000 0.148559288146 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AV5Z5 96684.29000000 PA USD 99150.29000000 0.003929747783 Long ABS-MBS USGA US N 2 2062-12-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AVMQ6 1330015.96000000 PA USD 1369838.03000000 0.054292508490 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617Y6B89 2488268.49000000 PA USD 2433049.46000000 0.096432100418 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WHX7 20080296.70000000 PA USD 1242884.02000000 0.049260781005 Long ABS-MBS USGA US N 2 2053-03-20 Floating 1.92700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BFCJ0 571680.35000000 PA USD 341430.43000000 0.013532340403 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FXLR8 2451406.84000000 PA USD 2474427.88000000 0.098072103228 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A4YQ3 1520239.72000000 PA USD 1595211.94000000 0.063225035296 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UZ79 7308359.35000000 PA USD 4330154.68000000 0.171622450671 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.50000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BNLM3 2431783.56000000 PA USD 2414076.16000000 0.095680107826 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AJWN9 756740.82000000 PA USD 750367.89000000 0.029740271584 Long ABS-MBS USGA US N 2 2062-09-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXPH5 3736.98000000 PA USD 1717.68000000 0.000068078965 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FMB28 7789325.43000000 PA USD 7966560.24000000 0.315748672471 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AL5Y3 826386.99000000 PA USD 157137.24000000 0.006228017291 Long ABS-MBS USGSE US N 2 2045-01-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BCE55 12328865.55000000 PA USD 2017263.78000000 0.079952745146 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382NRE9 3628575.21000000 PA USD 1857439.53000000 0.073618230218 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HSL95 2968607.73000000 PA USD 3040613.24000000 0.120512437627 Long ABS-MBS USGA US N 2 2064-06-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383CZ52 22991922.36000000 PA USD 2812404.13000000 0.111467539784 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BCEL0 6011760.60000000 PA USD 775125.15000000 0.030721507117 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AVM78 170717.25000000 PA USD 175658.34000000 0.006962087273 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HHYJ3 3482090.85000000 PA USD 3521936.94000000 0.139589343434 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BBA44 321108.07000000 PA USD 175183.00000000 0.006943247527 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381DZF0 55967415.16000000 PA USD 3011086.11000000 0.119342151855 Long ABS-MBS USGA US N 2 2063-04-16 Variable 0.72000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2A1 3830998.05000000 PA USD 3908357.97000000 0.154904852708 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NAP98 1575045.47000000 PA USD 1602572.93000000 0.063516782644 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HTAV8 148901.51000000 PA USD 143011.76000000 0.005668164428 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383UAY6 182184464.77000000 PA USD 1083423.68000000 0.042940689378 Long ABS-MBS USGA US N 2 2052-07-20 Floating 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394E3F3 869692.02000000 PA USD 127303.65000000 0.005045585205 Long ABS-MBS USGSE US N 2 2035-08-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B8TY2 3184458.44000000 PA USD 3210144.44000000 0.127231680278 Long ABS-MBS USGA US N 2 2063-03-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FMVY6 761901.26000000 PA USD 744993.34000000 0.029527255304 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BTSJ1 69444.80000000 PA USD 1616.42000000 0.000064065600 Long ABS-MBS USGSE US N 2 2044-04-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GL3X8 1591667.87000000 PA USD 1607891.98000000 0.063727599223 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N3A74 5865559.28000000 PA USD 5828072.20000000 0.230991294207 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUY73 1075032.54000000 PA USD 559516.38000000 0.022176014351 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383AZU1 37217312.99000000 PA USD 3973696.23000000 0.157494485904 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382T5C4 2703693.64000000 PA USD 1667362.87000000 0.066084683586 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382PY55 21389.24000000 PA USD 9677.60000000 0.000383564457 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F9V33 1086365.98000000 PA USD 1062257.62000000 0.042101788379 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENX46 646338.99000000 PA USD 657714.27000000 0.026068014470 Long ABS-MBS USGSE US N 2 2039-09-01 Floating 6.78100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BPR37 9119968.00000000 PA USD 9246550.42000000 0.366480128449 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QR28 368061.58000000 PA USD 202787.98000000 0.008037350317 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A5F24 172666.98000000 PA USD 174059.72000000 0.006898727162 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396XL51 410930.00000000 PA USD 28787.62000000 0.001140975844 Long ABS-MBS USGSE US N 2 2037-11-25 Floating 1.97500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H1YD2 215285.82000000 PA USD 115483.26000000 0.004577092865 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BKL98 735593.41000000 PA USD 754899.32000000 0.029919871432 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BFZN6 2351381.10000000 PA USD 1376194.46000000 0.054544440852 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WRV2 547446.73000000 PA USD 531705.31000000 0.021073743337 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382MS34 1647224.80000000 PA USD 965283.62000000 0.038258296227 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383TS46 40485436.64000000 PA USD 520316.81000000 0.020622368635 Long ABS-MBS USGA US N 2 2052-07-20 Floating 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BDNG7 1167795.02000000 PA USD 1026469.58000000 0.040683356110 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C3W2 913129.66000000 PA USD 878317.46000000 0.034811457347 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375GAD3 286892.05000000 PA USD 279673.87000000 0.011084665215 Long ABS-MBS USGA US N 2 2041-05-16 Floating 4.81000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FMCE1 5012425.07000000 PA USD 5199976.23000000 0.206097178963 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B2AP7 805427.23000000 PA USD 115731.44000000 0.004586929294 Long ABS-MBS USGSE US N 2 2047-06-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HNLF2 997263.47000000 PA USD 1017557.23000000 0.040330121766 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AXBK0 313941.62000000 PA USD 145402.88000000 0.005762934685 Long ABS-MBS USGSE US N 2 2047-07-25 Floating 0.35100000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -461.00000000 NC USD -158477.97000000 -0.00628115612 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra 10-Year U.S. Treasury Note Futures UXYH5 Comdty 2025-03-20 -51185397.03000000 USD -158477.97000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HJT0 212464.08000000 PA USD 208936.94000000 0.008281059760 Long ABS-MBS USGSE US N 2 2036-07-01 Floating 5.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTFB4 66864020.51000000 PA USD 66812819.39000000 2.648076257625 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.70100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LA96 301200.40000000 PA USD 306069.65000000 0.012130842265 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 7.15700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AKUZ1 209890.08000000 PA USD 217087.68000000 0.008604108260 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HEQX8 432233.81000000 PA USD 443128.16000000 0.017563054070 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BHXF1 36671157.73000000 PA USD 6667509.56000000 0.264261767794 Long ABS-MBS USGSE US N 2 2051-06-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383ACD4 6401838.15000000 PA USD 3734826.29000000 0.148027054017 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHWT4 4986658.75000000 PA USD 4999401.16000000 0.198147535682 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 6.04800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSCG6 710138.69000000 PA USD 683382.87000000 0.027085370284 Long ABS-MBS USGSE US N 2 2039-06-15 Floating 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FMCC5 3651436.26000000 PA USD 3731096.18000000 0.147879213890 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHTC5 5965971.06000000 PA USD 5864261.10000000 0.232425614263 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.93800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N5DK7 5988429.51000000 PA USD 5942016.49000000 0.235507391145 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWTB6 1190503.84000000 PA USD 509335.64000000 0.020187138153 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 2.00000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQVD5 1844759.34000000 PA USD 1868353.35000000 0.074050791332 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQAK2 5970080.20000000 PA USD 5935936.42000000 0.235266412106 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H3V58 8471294.39000000 PA USD 5400092.26000000 0.214028628536 Long ABS-MBS USGSE US N 2 2051-11-25 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YYL2 6883392.35000000 PA USD 7022389.72000000 0.278327178213 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A3ZR5 273752.31000000 PA USD 219700.71000000 0.008707673755 Long ABS-MBS USGSE US N 2 2039-12-25 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B7SY5 104593.72000000 PA USD 107261.45000000 0.004251227559 Long ABS-MBS USGA US N 2 2062-12-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJC21 15000000.00000000 PA USD 15712275.00000000 0.622744299082 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 7.84400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AVEQ5 1219948.61000000 PA USD 1243865.40000000 0.049299677269 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H32W1 14260969.22000000 PA USD 8221077.97000000 0.325836292843 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382GB35 4907525.28000000 PA USD 674279.74000000 0.026724574517 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9NV9 6989724.51000000 PA USD 3167464.26000000 0.125540083181 Long ABS-MBS USGSE US N 2 2051-02-25 Floating 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FMAG8 1709803.28000000 PA USD 1739089.73000000 0.068927524177 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300MN74 874450.92000000 PA USD 886633.73000000 0.035141066505 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 7.12600000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -388.00000000 NC USD 602583.79000000 0.023882959020 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYH5 Comdty 2025-03-20 -42833958.79000000 USD 602583.79000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WCX2 26757931.64000000 PA USD 941710.62000000 0.037323997956 Long ABS-MBS USGA US N 2 2053-02-20 Floating 0.77700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381TP41 2973810.64000000 PA USD 302764.55000000 0.011999847092 Long ABS-MBS USGA US N 2 2049-04-20 Floating 1.63700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N24D0 387559.86000000 PA USD 386433.36000000 0.015315997964 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FENW8 868079.80000000 PA USD 689397.90000000 0.027323771511 Long ABS-MBS USGSE US N 2 2037-05-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AEJM0 2651297.34000000 PA USD 1841023.22000000 0.072967582016 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384MLP0 8237744.87000000 PA USD 1190183.61000000 0.047172039567 Long ABS-MBS USGA US N 2 2064-04-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B0Z97 281260.92000000 PA USD 286774.97000000 0.011366112016 Long ABS-MBS USGA US N 2 2063-01-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384VBS5 4423726.71000000 PA USD 4415798.06000000 0.175016862151 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NF90 269604.18000000 PA USD 250579.09000000 0.009931515313 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4.00000000 N N N N N N LFG CORSICANA B I N/A 000000000 6000000.00000000 PA USD 6035310.00000000 0.239205009821 Long ABS-MBS CORP US N 2 2043-02-16 Variable 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BY62 5000000.00000000 PA USD 4999758.00000000 0.198161678769 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LY61 25280146.48000000 PA USD 25233791.54000000 1.000122504588 Long ABS-MBS USGA US N 2 2052-12-20 Floating 5.37300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUJD3 7976712.48000000 PA USD 7998072.92000000 0.316997654036 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 6.04800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FM5A7 1672656.32000000 PA USD 1579837.02000000 0.062615661811 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FEG70 5280129.38000000 PA USD 5000323.97000000 0.198184110568 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FSTA8 3346239.97000000 PA USD 3168915.52000000 0.125597602788 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380TU46 2714014.16000000 PA USD 2625734.74000000 0.104069037757 Long ABS-MBS USGA US N 2 2047-08-20 Floating 4.91300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J6FA5 3804760.64000000 PA USD 3854244.03000000 0.152760087062 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DUX4 57106656.34000000 PA USD 8324083.23000000 0.329918829486 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9TF5 2749830.37000000 PA USD 2796071.65000000 0.110820214123 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325W4S8 12196831.20000000 PA USD 2393164.64000000 0.094851295329 Long ABS-MBS USGSE US N 2 2047-09-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTA94 11911456.22000000 PA USD 11920616.13000000 0.472464728151 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.75100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AFEL4 631006.44000000 PA USD 594218.83000000 0.023551420070 Long ABS-MBS USGSE US N 2 2043-07-25 Floating 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383XYD0 11862888.52000000 PA USD 12193969.88000000 0.483298900124 Long ABS-MBS USGA US N 2 2053-04-20 Floating 6.51500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GRZF9 1056792.53000000 PA USD 1109518.29000000 0.043974929781 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FQTK0 2891879.38000000 PA USD 2826619.06000000 0.112030937931 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BCN48 1436434.70000000 PA USD 683883.40000000 0.027105208417 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BKMG1 3391704.12000000 PA USD 3434894.25000000 0.136139471345 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B8EC6 686382.54000000 PA USD 699838.90000000 0.027737592757 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 6.50000000 N N N N N N LFG CORSICANA REAP TL N/A 000000000 5438350.75000000 PA USD 5470355.44000000 0.216813457263 Long ABS-MBS CORP US N 2 2043-02-16 Variable 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HJC7 205.75000000 PA USD 204.93000000 0.000008122247 Long ABS-MBS USGSE US N 2 2029-08-01 Floating 4.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XR6C1 22649592.65000000 PA USD 22138464.96000000 0.877441544543 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BKU67 9679548.34000000 PA USD 1668515.05000000 0.066130349381 Long ABS-MBS USGSE US N 2 2052-01-25 Fixed 3.00000000 N N N N N N RANDALL ROAD SOLAR II LLC N/A 000000000 2183305.60000000 PA USD 2183421.32000000 0.086538275299 Long ABS-MBS CORP US N 2 2043-02-16 Variable 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BKMN6 4239402.30000000 PA USD 4325265.25000000 0.171428661760 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AMBB1 3789508.33000000 PA USD 3809700.54000000 0.150994639063 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142BN2G8 1677822.12000000 PA USD 1672040.09000000 0.066270061711 Long ABS-MBS USGSE US N 2 2054-09-01 Floating 6.12300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HNPK7 1271671.39000000 PA USD 1286223.32000000 0.050978501832 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LPC9 77702151.57000000 PA USD 9325112.91000000 0.369593894137 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UCC3 2502713.34000000 PA USD 1465073.75000000 0.058067105212 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382J3U8 78151175.23000000 PA USD 9415981.83000000 0.373195415998 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F030637 -15000000.00000000 PA USD -12749413.50000000 -0.50531349367 Short ABS-MBS USGSE US N 2 2055-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380TU53 2207940.37000000 PA USD 73852.29000000 0.002927080424 Long ABS-MBS USGA US N 2 2047-08-20 Floating 0.08700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FLY65 5658670.28000000 PA USD 5616630.04000000 0.222610941920 Long ABS-MBS USGSE US N 2 2049-05-15 Floating 5.22100000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3142FR3N9 8534247.25000000 PA USD 1723333.35000000 0.068303031809 Long ABS-MBS USGSE US N 2 2050-01-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WAQ9 13378965.80000000 PA USD 834673.54000000 0.033081663134 Long ABS-MBS USGA US N 2 2053-02-20 Floating 1.92700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H1Q58 1057.09000000 PA USD 564.88000000 0.000022388597 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 3.00000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N8YD4 1153186.82000000 PA USD 1173341.35000000 0.046504509155 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ANUX0 154437.67000000 PA USD 157465.38000000 0.006241022875 Long ABS-MBS USGA US N 2 2063-01-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J8GT9 3970712.63000000 PA USD 4007703.99000000 0.158842358104 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHHD7 105229.59000000 PA USD 106897.57000000 0.004236805446 Long ABS-MBS USGSE US N 2 2036-06-01 Floating 6.84900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B4AK2 2826488.62000000 PA USD 1526463.55000000 0.060500244141 Long ABS-MBS USGSE US N 2 2043-07-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F3E59 940764.09000000 PA USD 200790.10000000 0.007958165834 Long ABS-MBS USGSE US N 2 2048-03-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GXC87 5108524.28000000 PA USD 5232434.86000000 0.207383652551 Long ABS-MBS USGA US N 2 2064-06-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384WH81 14000000.00000000 PA USD 14188871.20000000 0.562365325850 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.00000000 N N N N N N SBA IO Trust N/A 78415TAA9 55155706.50000000 PA USD 2256160.72000000 0.089421247158 Long ABS-O USGA US N 2 2044-06-27 Variable 1.95100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382M2V0 20259552.55000000 PA USD 2446120.14000000 0.096950147070 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HRDE7 908859.06000000 PA USD 872909.46000000 0.034597115301 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQJL1 3499367.39000000 PA USD 3545763.75000000 0.140533701275 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394AWM4 252183.46000000 PA USD 4667.11000000 0.000184977423 Long ABS-MBS USGSE US N 2 2034-04-25 Floating 2.58500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380FYW0 1957128.93000000 PA USD 217106.07000000 0.008604837134 Long ABS-MBS USGA US N 2 2047-07-20 Floating 1.78700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H070621 -20895000.00000000 PA USD -21456100.75000000 -0.85039654808 Short ABS-MBS USGA US N 2 2055-02-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AJAA4 729935.54000000 PA USD 634856.69000000 0.025162071337 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382VNE5 130454.01000000 PA USD 60462.11000000 0.002396370628 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.50000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUTE0 4000000.00000000 PA USD 4215941.20000000 0.167095684588 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 7.76800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F7ZW8 28004589.06000000 PA USD 728679.41000000 0.028880664858 Long ABS-MBS USGSE US N 2 2050-12-25 Floating 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J3QW2 1135214.87000000 PA USD 1149979.08000000 0.045578563011 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LCP3 10181433.51000000 PA USD 10618106.54000000 0.420840732156 Long ABS-MBS USGA US N 2 2052-11-20 Floating 6.69900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382URP8 10612417.18000000 PA USD 1797676.61000000 0.071249571463 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B1RS2 1784468.76000000 PA USD 1798862.37000000 0.071296568176 Long ABS-MBS USGA US N 2 2063-03-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J3RN1 1879295.42000000 PA USD 1934884.51000000 0.076687704230 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AMBL9 1887373.95000000 PA USD 1943883.91000000 0.077044388736 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9VE5 546975.44000000 PA USD 316900.29000000 0.012560106602 Long ABS-MBS USGSE US N 2 2042-11-25 Floating 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F0X48 726196.50000000 PA USD 709536.28000000 0.028121941180 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A6UK5 1738058.92000000 PA USD 1723421.77000000 0.068306536270 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A55M4 13544102.70000000 PA USD 13398047.16000000 0.531021604938 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 5.04500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F3NP5 1022098.77000000 PA USD 218149.61000000 0.008646197064 Long ABS-MBS USGSE US N 2 2048-01-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4AQ1 6020500.14000000 PA USD 5914279.85000000 0.234408070108 Long ABS-MBS USGSE US N 2 2049-04-25 Floating 5.01500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FFSJ7 8471297.23000000 PA USD 4525383.92000000 0.179360215967 Long ABS-MBS USGSE US N 2 2051-03-25 Floating 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HKU45 1038090.65000000 PA USD 997678.14000000 0.039542228862 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 245000000.00000000 OU Notional Amount USD 91848344.00000000 3.640340600339 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2052-02-16 0.00000000 USD 0.00000000 USD 245000000.00000000 USD 91848344.00000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384B3M1 14000000.00000000 PA USD 14026047.00000000 0.555911910141 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618J9AD8 3875341.57000000 PA USD 3969340.50000000 0.157321849795 Long ABS-MBS USGA US N 2 2064-08-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FEM57 3110302.34000000 PA USD 2937704.98000000 0.116433745506 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWWR7 5510789.11000000 PA USD 684794.90000000 0.027141335040 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B1JT9 2828649.18000000 PA USD 2884104.14000000 0.114309316196 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQWX3 5000000.00000000 PA USD 5062766.00000000 0.200658953849 Long ABS-MBS USGSE US N 2 2053-12-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382WAY3 7279735.35000000 PA USD 1239224.25000000 0.049115728751 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BXQ9 3250000.00000000 PA USD 3312936.90000000 0.131305782752 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HMAV3 1430858.81000000 PA USD 1375155.98000000 0.054503281472 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31378A5X0 18857.74000000 PA USD 18696.62000000 0.000741026586 Long ABS-MBS USGSE US N 2 2027-03-01 Floating 4.35500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BLQL7 28641864.96000000 PA USD 4658751.14000000 0.184646126247 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JKLZ2 3749496.75000000 PA USD 3840443.23000000 0.152213102649 Long ABS-MBS USGA US N 2 2064-10-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B1P39 4190136.50000000 PA USD 4272283.08000000 0.169328752974 Long ABS-MBS USGA US N 2 2063-03-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BA3A0 5841906.09000000 PA USD 879837.21000000 0.034871691505 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A5FY4 1138598.60000000 PA USD 1129009.83000000 0.044747462429 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JCKG8 2416422.07000000 PA USD 2429879.97000000 0.096306480046 Long ABS-MBS USGSE US N 2 2054-04-01 Floating 5.99700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H32N1 4965231.63000000 PA USD 2874904.86000000 0.113944709596 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617H3LY7 368643.91000000 PA USD 354292.73000000 0.014042128069 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383CGN4 5058419.45000000 PA USD 3156307.04000000 0.125097875089 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N Y N N N N REAP HIDDEN HOLLOW N/A 000000000 1783946.72000000 PA USD 1783948.50000000 0.070705468064 Long ABS-MBS CORP US N 2 2043-02-16 Variable 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XRGF3 1309749.23000000 PA USD 1280683.60000000 0.050758939162 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FHLM4 1100096.35000000 PA USD 1039049.64000000 0.041181957404 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B72Y3 746942.63000000 PA USD 761586.25000000 0.030184902914 Long ABS-MBS USGA US N 2 2063-04-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383XXF6 26000000.00000000 PA USD 25762656.40000000 1.021083668808 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FY4G8 2095054.56000000 PA USD 898113.96000000 0.035596076858 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225CEQ5 23369.41000000 PA USD 23296.22000000 0.000923328301 Long ABS-MBS USGA US N 2 2027-12-20 Floating 3.75000000 N N N N N N RAYMOND JAMES BANK, N.A. N/A 83164MQB8 602849.94000000 PA USD 612857.49000000 0.024290149456 Long ABS-CBDO USGA US N 2 2044-01-25 Floating 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ABM4 10000000.00000000 PA USD 10192340.00000000 0.403965792943 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384D7J0 20000000.00000000 PA USD 20368768.00000000 0.807300925635 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382VCJ6 14528024.29000000 PA USD 2473149.16000000 0.098021422115 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A87D3 4441099.21000000 PA USD 4403698.27000000 0.174537296000 Long ABS-MBS USGA US N 2 2062-12-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384BS69 17467538.00000000 PA USD 17804872.84000000 0.705682853501 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HTAR5 6684202.35000000 PA USD 6811066.84000000 0.269951553500 Long ABS-MBS USGA US N 2 2064-09-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133JL7G8 4918346.87000000 PA USD 4712395.77000000 0.186772291141 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AAEK5 1044344.47000000 PA USD 965855.14000000 0.038280947996 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.97100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWU65 9682011.40000000 PA USD 1252956.84000000 0.049660009712 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N7CS7 9077977.17000000 PA USD 9269259.23000000 0.367380175194 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HEHG5 549181.43000000 PA USD 567142.27000000 0.022478260812 Long ABS-MBS USGA US N 2 2063-12-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382EA49 322389.64000000 PA USD 142039.91000000 0.005629645878 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 2.75000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AFEY3 140059.88000000 PA USD 142805.72000000 0.005659998186 Long ABS-MBS USGA US N 2 2062-12-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A5M91 1113962.35000000 PA USD 1119898.04000000 0.044386323429 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31346AL29 214045.69000000 PA USD 212888.62000000 0.008437681649 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 5.40300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JR2R6 2131.09000000 PA USD 2123.70000000 0.000084171265 Long ABS-MBS USGSE US N 2 2025-09-01 Floating 5.37700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BQUF2 11758143.08000000 PA USD 2253211.78000000 0.089304368121 Long ABS-MBS USGSE US N 2 2046-07-15 Fixed 3.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 4065.00000000 NC USD -158957.76000000 -0.00630017224 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUH5 Comdty 2025-03-31 836024582.76000000 USD -158957.76000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DSE9 45501243.52000000 PA USD 355419.31000000 0.014086779227 Long ABS-MBS USGA US N 2 2051-11-20 Floating 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ALRP5 92806.46000000 PA USD 96946.07000000 0.003842385167 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFUG3 6640.94000000 PA USD 6631.60000000 0.000262838519 Long ABS-MBS USGSE US N 2 2026-12-01 Floating 5.59400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GRZC6 1629547.25000000 PA USD 1691538.89000000 0.067042882104 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F64H7 1206810.33000000 PA USD 526722.63000000 0.020876258532 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 2.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382KXR9 37108689.56000000 PA USD 4565374.46000000 0.180945211189 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B73P1 294749.42000000 PA USD 297126.88000000 0.011776402247 Long ABS-MBS USGA US N 2 2063-03-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617F9V41 3776486.29000000 PA USD 3693859.60000000 0.146403369818 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H16E1 800197.46000000 PA USD 370744.13000000 0.014694167036 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 2.00000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BPM81 15000000.00000000 PA USD 15220549.50000000 0.603255125692 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F8JD6 731879.33000000 PA USD 317667.43000000 0.012590511624 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.00000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHQ6 194057.64000000 PA USD 192826.51000000 0.007642534885 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YWB90 971068.64000000 PA USD 896695.51000000 0.035539857650 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383APH1 5081377.30000000 PA USD 3052407.48000000 0.120979893532 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A6U74 1141176.63000000 PA USD 1131566.15000000 0.044848780265 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVW40 13191143.70000000 PA USD 1682312.73000000 0.066677210135 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HTAS3 4157078.56000000 PA USD 4257911.20000000 0.168759134231 Long ABS-MBS USGA US N 2 2064-09-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDJU3 322354.10000000 PA USD 152010.04000000 0.006024804543 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.50000000 N Y N N N N SBA IO Trust N/A 78429JAA5 151524087.80000000 PA USD 8016700.07000000 0.317735927232 Long ABS-O USGA US N 2 2045-09-25 Variable 2.56900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BGAJ0 4981984.49000000 PA USD 3007821.57000000 0.119212764248 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 3.00000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AR4G0 1603365.36000000 PA USD 1166116.72000000 0.046218166334 Long ABS-MBS USGSE US N 2 2042-11-25 Floating 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2B9 898456.61000000 PA USD 922225.06000000 0.036551702321 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FCZC2 92220.50000000 PA USD 91443.86000000 0.003624309178 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HPTL6 4995237.79000000 PA USD 5116400.53000000 0.202784718437 Long ABS-MBS USGA US N 2 2064-06-20 Fixed 7.00000000 N N N N N N Morgan Stanley & Co. LLC 549300BI6Y5SI6BYPB26 61747C707 178613181.51000000 NS USD 178613181.51000000 7.079200212980 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K5A56 6575395.28000000 PA USD 5677524.73000000 0.225024457534 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0ZK7 460092.51000000 PA USD 247083.80000000 0.009792982101 Long ABS-MBS USGSE US N 2 2051-05-25 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AGXU8 801947.05000000 PA USD 841948.69000000 0.033370008278 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B4QT6 7082020.80000000 PA USD 6997687.39000000 0.277348119790 Long ABS-MBS USGSE US N 2 2043-09-15 Floating 5.44900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A8CR6 215515.53000000 PA USD 220905.80000000 0.008755436598 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ANEK9 239041.73000000 PA USD 42807.83000000 0.001696656409 Long ABS-MBS USGSE US N 2 2045-04-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BGMV7 6569528.49000000 PA USD 6564804.01000000 0.260191109933 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HH2W9 875067.60000000 PA USD 896292.93000000 0.035523901692 Long ABS-MBS USGA US N 2 2064-07-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9BF7 3147233.58000000 PA USD 1630599.66000000 0.064627601181 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300MNK5 281611.61000000 PA USD 286224.20000000 0.011344282658 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 6.70400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRAA4 1956095.80000000 PA USD 2041425.30000000 0.080910368968 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MX7B1 1101328.99000000 PA USD 1019732.68000000 0.040416344104 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VXN3 10034224.36000000 PA USD 626005.16000000 0.024811247549 Long ABS-MBS USGA US N 2 2053-02-20 Floating 1.92700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HDZJ1 3758.39000000 PA USD 3693.94000000 0.000146406556 Long ABS-MBS USGSE US N 2 2029-06-01 Floating 4.36100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382T5V2 27013353.22000000 PA USD 3738388.76000000 0.148168249858 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382W5G8 11137358.26000000 PA USD 6445101.80000000 0.255446802131 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HHXR6 6169129.12000000 PA USD 6249362.65000000 0.247688826932 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A4XX9 1768204.93000000 PA USD 1854853.25000000 0.073515724939 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1TS3 3566024.14000000 PA USD 595369.84000000 0.023597039493 Long ABS-MBS USGSE US N 2 2048-04-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617G7Z65 324738.14000000 PA USD 312096.20000000 0.012369700079 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9TZ1 3754947.25000000 PA USD 3873152.05000000 0.153509492331 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.50000000 N N N N N N FRESB Multifamily Mortgage Pass-Through Certifica N/A 30323PAJ0 22229627.41000000 PA USD 588504.93000000 0.023324953906 Long ABS-MBS USGSE US N 2 2041-08-25 Variable 0.57000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BKJC5 121351.15000000 PA USD 3468.02000000 0.000137452385 Long ABS-MBS USGSE US N 2 2044-09-15 Floating 1.67900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617J0F28 212400.97000000 PA USD 203999.52000000 0.008085368802 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HRA65 404776.73000000 PA USD 414594.85000000 0.016432157613 Long ABS-MBS USGA US N 2 2064-06-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B72W7 1622884.78000000 PA USD 1635975.05000000 0.064840650754 Long ABS-MBS USGA US N 2 2063-03-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HPVU3 1453529.12000000 PA USD 1470162.07000000 0.058268776979 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YYM0 1634028.76000000 PA USD 1677256.58000000 0.066476813401 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HNN29 321952.19000000 PA USD 329761.35000000 0.013069845122 Long ABS-MBS USGA US N 2 2064-06-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UF31 441696.89000000 PA USD 418014.36000000 0.016567687341 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDQ68 23983905.76000000 PA USD 3630208.77000000 0.143880616651 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382XH24 7821888.93000000 PA USD 4104362.57000000 0.162673348820 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.00000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F6JE8 1691452.82000000 PA USD 782841.58000000 0.031027342064 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 2.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YWB66 4678851.69000000 PA USD 4304419.80000000 0.170602467899 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383VQL5 45154009.62000000 PA USD 2817023.20000000 0.111650613178 Long ABS-MBS USGA US N 2 2053-02-20 Floating 1.92700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H062628 29418500.00000000 PA USD 29991706.23000000 1.188698904169 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 6.50000000 N N N N N N SUNTRUST BANK N/A 83164MQE2 27307974.74000000 PA USD 27762485.94000000 1.100345420857 Long ABS-CBDO USGA US N 2 2044-02-25 Floating 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AJWR3 953880.59000000 PA USD 672846.96000000 0.026667787350 Long ABS-MBS USGSE US N 2 2044-04-25 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FGGP4 3953440.80000000 PA USD 860223.65000000 0.034094322685 Long ABS-MBS USGSE US N 2 2048-05-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FTMJ4 766892.38000000 PA USD 749873.70000000 0.029720684732 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381RHB8 1819821.04000000 PA USD 184711.11000000 0.007320887059 Long ABS-MBS USGA US N 2 2049-02-20 Floating 1.63700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383DCR7 9673242.57000000 PA USD 6177068.14000000 0.244823487956 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382KWY5 123959855.32000000 PA USD 15394673.60000000 0.610156404508 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AGR8 10168128.05000000 PA USD 10640223.56000000 0.421717323745 Long ABS-MBS USGA US N 2 2053-05-20 Floating 6.51500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618B0WF6 227925.17000000 PA USD 233738.55000000 0.009264053072 Long ABS-MBS USGA US N 2 2062-12-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DJS0 738.68000000 PA USD 755.74000000 0.000029953191 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LAC5 94532018.05000000 PA USD 11609382.60000000 0.460129219353 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HTAK2 160135.28000000 PA USD 153801.19000000 0.006095795437 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HJZ6 102860.37000000 PA USD 101176.72000000 0.004010063824 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 5.28300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A53X9 472496.06000000 PA USD 468516.91000000 0.018569318238 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HHXQ8 4787898.08000000 PA USD 4850167.81000000 0.192232783175 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BLH43 2004228.60000000 PA USD 235253.25000000 0.009324087077 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 4.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -1491.00000000 NC USD 5624760.26000000 0.222933177125 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USH5 Comdty 2025-03-20 -175458979.01000000 USD 5624760.26000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HADD5 20000000.00000000 PA USD 20294314.00000000 0.804349996884 Long ABS-MBS USGSE US N 2 2053-08-25 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B3MC9 1930960.40000000 PA USD 1719975.94000000 0.068169963369 Long ABS-MBS USGSE US N 2 2043-07-15 Floating 5.59900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ABY87 842708.67000000 PA USD 835611.76000000 0.033118848784 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380TSS6 128390.44000000 PA USD 117190.16000000 0.004644744573 Long ABS-MBS USGA US N 2 2046-11-20 Floating 5.45200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383CV72 46383528.00000000 PA USD 2655823.41000000 0.105261579748 Long ABS-MBS USGA US N 2 2063-05-16 Variable 0.76400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AXWQ2 611153.63000000 PA USD 545155.36000000 0.021606826035 Long ABS-MBS USGSE US N 2 2042-11-15 Floating 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HQXB1 3114267.39000000 PA USD 3189805.97000000 0.126425580191 Long ABS-MBS USGA US N 2 2064-08-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GTQL3 35426678.42000000 PA USD 35791210.08000000 1.418557913134 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ARTA8 2126011.02000000 PA USD 2161174.71000000 0.085656547506 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ARZ8 1439749.32000000 PA USD 1476678.75000000 0.058527060730 Long ABS-MBS USGA US N 2 2053-05-20 Floating 6.51500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ATQN7 579952.79000000 PA USD 65827.31000000 0.002609016328 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A9EW1 7815943.48000000 PA USD 7857590.34000000 0.311429731771 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AXCD5 560770.24000000 PA USD 536122.71000000 0.021248823691 Long ABS-MBS USGSE US N 2 2047-07-25 Floating 5.64900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HJ2U9 1968256.98000000 PA USD 1986105.43000000 0.078717807186 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVS60 27324511.95000000 PA USD 3484790.64000000 0.138117077543 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JAJQ7 1307921.67000000 PA USD 1324932.04000000 0.052512693074 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XR5T5 15977222.16000000 PA USD 15616668.18000000 0.618954994089 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B9EX1 10785336.81000000 PA USD 1300914.38000000 0.051560771036 Long ABS-MBS USGSE US N 2 2050-02-25 Floating 1.58500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BLKB3 142443.56000000 PA USD 5601.28000000 0.000222002554 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AKW82 543200.98000000 PA USD 104863.92000000 0.004156203246 Long ABS-MBS USGSE US N 2 2044-09-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C6T6 113286.79000000 PA USD 109144.85000000 0.004325874713 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383CB74 20042132.77000000 PA USD 107756.53000000 0.004270849685 Long ABS-MBS USGA US N 2 2051-10-20 Floating 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJG27 15000000.00000000 PA USD 15725439.00000000 0.623266044403 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 7.84400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617W1W63 5200354.90000000 PA USD 4949153.58000000 0.196156010331 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617UBU32 1064491.98000000 PA USD 1040469.86000000 0.041238246764 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FUYY5 10466437.81000000 PA USD 10692811.68000000 0.423801614653 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y5N0 59140476.27000000 PA USD 60378454.99000000 2.393055024333 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E7J3 574929.85000000 PA USD 597672.01000000 0.023688284284 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382TD68 28458900.28000000 PA USD 4589171.27000000 0.181888380002 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3128HWPJ0 986001.50000000 PA USD 789919.03000000 0.031307851515 Long ABS-MBS USGSE US N 2 2037-05-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618GRZE2 2274043.68000000 PA USD 2340572.31000000 0.092766837561 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BWX82 1102722.80000000 PA USD 1021041.59000000 0.040468221775 Long ABS-MBS USGSE US N 2 2046-01-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380GWN0 1206930.61000000 PA USD 1167122.78000000 0.046258040772 Long ABS-MBS USGA US N 2 2047-09-20 Floating 4.91300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128Q4Z77 270141.65000000 PA USD 273042.34000000 0.010821829470 Long ABS-MBS USGSE US N 2 2034-06-01 Floating 6.71800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H3KU5 6795628.62000000 PA USD 4176991.23000000 0.165551931582 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 3.00000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVPY2 27888227.10000000 PA USD 3581838.39000000 0.141963492722 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384ACL5 5727088.76000000 PA USD 5872863.50000000 0.232766563970 Long ABS-MBS USGA US N 2 2053-05-20 Floating 6.51500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402J7K7 134055.90000000 PA USD 135968.19000000 0.005388997785 Long ABS-MBS USGSE US N 2 2033-08-01 Floating 7.16800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMWC1 278912.62000000 PA USD 285064.00000000 0.011298298997 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 7.02400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FCW1 10810025.50000000 PA USD 6812441.86000000 0.270006051392 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FXFJ3 631752.94000000 PA USD 626432.60000000 0.024828188814 Long ABS-MBS USGA US N 2 2062-09-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BKMB2 3664677.84000000 PA USD 3738900.58000000 0.148188535462 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397JZ31 610321.80000000 PA USD 50984.21000000 0.002020721131 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 2.06900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AKJE4 608034.42000000 PA USD 76216.75000000 0.003020794032 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 1.58500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YSVZ9 39842405.59000000 PA USD 39972528.89000000 1.584281365122 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383GT76 824407.20000000 PA USD 425281.75000000 0.016855724923 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N Y N N N N UMBS, TBA N/A 01F060626 402275000.00000000 PA USD 405166331.45000000 16.05846531395 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BPX52 1530162.52000000 PA USD 1552841.06000000 0.061545697074 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H1YE0 1110.44000000 PA USD 593.32000000 0.000023515795 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FMCA9 2099726.51000000 PA USD 2195275.93000000 0.087008123923 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382NXA0 10288609.85000000 PA USD 1447374.88000000 0.057365623702 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382JCA2 13108399.09000000 PA USD 1765394.62000000 0.069970098870 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUDK3 4993915.80000000 PA USD 4975439.06000000 0.197197815723 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 6.04800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A4XE1 183227.31000000 PA USD 184705.23000000 0.007320654010 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415MLR4 745866.38000000 PA USD 759140.53000000 0.030087968627 Long ABS-MBS USGSE US N 2 2033-11-01 Floating 7.13400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A9CN6 628018.65000000 PA USD 223683.04000000 0.008865510434 Long ABS-MBS USGSE US N 2 2042-10-25 Floating 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AUBH2 344886.96000000 PA USD 329847.49000000 0.013073259217 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396AL36 708938.83000000 PA USD 42900.72000000 0.001700338035 Long ABS-MBS USGSE US N 2 2035-09-15 Floating 1.57900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FUXT7 9651699.29000000 PA USD 9666934.01000000 0.383141718455 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BKME6 1401286.99000000 PA USD 1464615.56000000 0.058048945193 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XBL6 1475830.18000000 PA USD 1474208.91000000 0.058429170464 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N4LY1 467379.74000000 PA USD 466897.57000000 0.018505136905 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H1P91 1663054.53000000 PA USD 651215.98000000 0.025810459593 Long ABS-MBS USGSE US N 2 2050-04-25 Fixed 1.25000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXFJ2 8339.03000000 PA USD 3942.77000000 0.000156268747 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379DCP7 4212899.94000000 PA USD 123539.08000000 0.004896379282 Long ABS-MBS USGA US N 2 2043-01-20 Variable 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382TYS7 1514758.60000000 PA USD 701709.88000000 0.027811747654 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 1.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QXH3 503317.52000000 PA USD 397679.73000000 0.015761739450 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AA3U4 1058041.60000000 PA USD 1049131.25000000 0.041581534496 Long ABS-MBS USGA US N 2 2062-10-20 Fixed 5.50000000 N N N N N N FTN FINANCIAL CAPITAL MARKETS N/A 83164MQG7 9144626.29000000 PA USD 9695936.61000000 0.384291214871 Long ABS-CBDO USGA US N 2 2044-02-25 Floating 6.82500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QNZ9 289819.90000000 PA USD 111898.88000000 0.004435028638 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 1.50000000 N Y N N N N BEAUFORT HOTEL LOAN TERM N/A 000000000 1509238.14000000 PA USD 1511515.58000000 0.059907792501 Long ABS-MBS CORP US N 2 2043-02-16 Variable 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B74R7 370951.00000000 PA USD 357569.80000000 0.014172012294 Long ABS-MBS USGSE US N 2 2043-07-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LGB0 5199397.04000000 PA USD 5076677.23000000 0.201210315073 Long ABS-MBS USGA US N 2 2052-11-20 Floating 5.82500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LS92 101120585.64000000 PA USD 100549183.55000000 3.985191885529 Long ABS-MBS USGA US N 2 2052-12-20 Floating 5.37300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31378A5Y8 7236.60000000 PA USD 7174.81000000 0.000284368242 Long ABS-MBS USGSE US N 2 2027-05-01 Floating 4.35500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AF65 4600000.00000000 PA USD 4688217.88000000 0.185814018506 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HTAP9 1915192.21000000 PA USD 1961646.44000000 0.077748393362 Long ABS-MBS USGA US N 2 2064-09-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCT20 813291.36000000 PA USD 173666.50000000 0.006883142181 Long ABS-MBS USGSE US N 2 2047-12-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ASUX0 491121.04000000 PA USD 44564.81000000 0.001766293001 Long ABS-MBS USGSE US N 2 2042-08-15 Floating 1.47900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDQ43 25557856.21000000 PA USD 3913160.81000000 0.155095209689 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383XB86 26315368.12000000 PA USD 1603366.43000000 0.063548232424 Long ABS-MBS USGA US N 2 2053-04-20 Floating 1.82700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A85F0 6179932.69000000 PA USD 6366897.59000000 0.252347236604 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618ATL66 1012338.29000000 PA USD 1048888.51000000 0.041571913677 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AKU81 638959.82000000 PA USD 658075.74000000 0.026082341064 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396KAB8 547439.50000000 PA USD 58256.60000000 0.002308956884 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 2.75500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HRT91 152894.50000000 PA USD 146846.81000000 0.005820163774 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BVGM1 528912.15000000 PA USD 548702.59000000 0.021747417850 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BGC33 1508748.98000000 PA USD 782269.60000000 0.031004672063 Long ABS-MBS USGSE US N 2 2051-09-25 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HTAN4 1283945.95000000 PA USD 1308314.92000000 0.051854085919 Long ABS-MBS USGA US N 2 2064-09-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ANH83 723793.13000000 PA USD 104042.08000000 0.004123630230 Long ABS-MBS USGSE US N 2 2045-06-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BDLE3 604663.02000000 PA USD 620841.17000000 0.024606576657 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CFJ3 9602273.00000000 PA USD 9504823.37000000 0.376716584164 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LJK8 17867308.32000000 PA USD 2410097.99000000 0.095522436025 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419APR2 107403.52000000 PA USD 107700.48000000 0.004268628185 Long ABS-MBS USGSE US N 2 2029-02-01 Floating 4.72600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YTXT9 2850388.67000000 PA USD 2790696.54000000 0.110607175648 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QZJ3 43186.20000000 PA USD 42056.63000000 0.001666883157 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 4.73100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BVGL3 1964590.52000000 PA USD 2003766.52000000 0.079417791314 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVUE0 47323352.67000000 PA USD 6037787.81000000 0.239303215972 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128C6R76 214341.15000000 PA USD 208833.93000000 0.008276977036 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AULC1 271092.15000000 PA USD 240692.34000000 0.009539661351 Long ABS-MBS USGSE US N 2 2042-09-15 Floating 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDMQ8 14143491.28000000 PA USD 1905657.24000000 0.075529303185 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H25L4 7057453.94000000 PA USD 4125843.33000000 0.163524722719 Long ABS-MBS USGSE US N 2 2051-09-25 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617FMCQ4 4124539.14000000 PA USD 4214520.29000000 0.167039367880 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617WRKP7 1931148.39000000 PA USD 1601157.71000000 0.063460691455 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AVMP8 2950342.78000000 PA USD 3110523.53000000 0.123283279822 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3B66 3665851.20000000 PA USD 168956.52000000 0.006696465637 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 0.93500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128SGAA8 48366.76000000 PA USD 47013.73000000 0.001863354118 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 4.49500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383UAV2 20242718.31000000 PA USD 120380.41000000 0.004771187752 Long ABS-MBS USGA US N 2 2052-07-20 Floating 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BJH24 7279397.21000000 PA USD 1040196.74000000 0.041227421857 Long ABS-MBS USGSE US N 2 2049-06-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383V2Z0 14413874.94000000 PA USD 904214.09000000 0.035837850960 Long ABS-MBS USGA US N 2 2053-02-20 Floating 1.92700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K45D8 5390426.64000000 PA USD 4654363.61000000 0.184472229768 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYLK0 1050.79000000 PA USD 546.92000000 0.000021676766 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 3.00000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BNTJ2 1350679.27000000 PA USD 1347259.82000000 0.053397637979 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TZL6 16889.18000000 PA USD 16705.87000000 0.000662124695 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 4.74600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AAQA4 368400.02000000 PA USD 283608.33000000 0.011240604602 Long ABS-MBS USGSE US N 2 2041-05-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QQ37 8988204.24000000 PA USD 201493.97000000 0.007986063196 Long ABS-MBS USGA US N 2 2051-05-20 Floating 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BMFP5 1281354.86000000 PA USD 1276028.72000000 0.050574446465 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QQ65 4912919.47000000 PA USD 145049.03000000 0.005748910104 Long ABS-MBS USGA US N 2 2042-11-20 Variable 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HNNT0 1243428.55000000 PA USD 1257657.29000000 0.049846308542 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AGE7 2571517.95000000 PA USD 2670328.53000000 0.105836479359 Long ABS-MBS USGA US N 2 2053-05-20 Floating 6.51500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F52S7 4063414.40000000 PA USD 442014.16000000 0.017518901511 Long ABS-MBS USGSE US N 2 2048-05-15 Floating 1.67900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618HEQW0 1130567.68000000 PA USD 1142091.73000000 0.045265953777 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B32U3 6945506.91000000 PA USD 6840703.73000000 0.271126189528 Long ABS-MBS USGSE US N 2 2049-03-25 Floating 5.01500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396FLG6 342206.22000000 PA USD 279425.99000000 0.011074840676 Long ABS-MBS USGSE US N 2 2035-11-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HKVJ1 901043.87000000 PA USD 865403.40000000 0.034299618212 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N8MV7 1929306.60000000 PA USD 1965738.66000000 0.077910585450 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376PXB1 625529.56000000 PA USD 476648.15000000 0.018891593870 Long ABS-MBS USGA US N 2 2039-12-16 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618BCV46 4094097.76000000 PA USD 4198520.38000000 0.166405223382 Long ABS-MBS USGA US N 2 2062-12-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382P3P5 4206872.44000000 PA USD 557461.08000000 0.022094554068 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617JDAP4 224004.50000000 PA USD 215004.08000000 0.008521526328 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H2A52 884279.38000000 PA USD 892077.09000000 0.035356810018 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377G4B2 433001.13000000 PA USD 320586.29000000 0.012706198463 Long ABS-MBS USGA US N 2 2040-07-20 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383CB33 39667215.71000000 PA USD 214627.40000000 0.008506596898 Long ABS-MBS USGA US N 2 2051-10-20 Floating 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AGX95 1025098.56000000 PA USD 1071425.99000000 0.042465169885 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H6XJ8 4086882.22000000 PA USD 4186012.20000000 0.165909470999 Long ABS-MBS USGA US N 2 2064-05-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ANPQ4 718063.70000000 PA USD 96139.32000000 0.003810410233 Long ABS-MBS USGSE US N 2 2045-05-25 Floating 1.63500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382LJQ5 26264801.32000000 PA USD 2993018.57000000 0.118626058385 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F8JE4 1062594.98000000 PA USD 472193.73000000 0.018715046256 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618JAS79 7353730.46000000 PA USD 7449370.50000000 0.295250242923 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AECE2 2021337.84000000 PA USD 2067330.45000000 0.081937100264 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F3EV2 1643310.61000000 PA USD 342481.38000000 0.013573994022 Long ABS-MBS USGSE US N 2 2047-11-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397WJK2 178602.92000000 PA USD 136129.07000000 0.005395374144 Long ABS-MBS USGSE US N 2 2038-07-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617KAYK3 442931.12000000 PA USD 410253.23000000 0.016260080743 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618A0PM0 2208815.77000000 PA USD 2274950.03000000 0.090165947444 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABCZ4 632772.14000000 PA USD 57078.77000000 0.002262274471 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 1.63500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVYJ5 31591532.86000000 PA USD 4028978.76000000 0.159685567743 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618AKBR0 911418.81000000 PA USD 903743.25000000 0.035819189568 Long ABS-MBS USGA US N 2 2062-11-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618H9TR9 5767831.98000000 PA USD 5864824.13000000 0.232447929537 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FLF8 7940150.16000000 PA USD 4875746.08000000 0.193246558827 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384AM75 4327225.83000000 PA USD 4415770.17000000 0.175015756752 Long ABS-MBS USGA US N 2 2053-06-20 Floating 6.33800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617XRDC3 1842408.56000000 PA USD 1753411.66000000 0.069495163189 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GQP8 7000000.00000000 PA USD 7113952.30000000 0.281956192771 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BLBN6 1526349.80000000 PA USD 1520005.30000000 0.060244276220 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381DRX0 52198227.00000000 PA USD 2690093.05000000 0.106619831366 Long ABS-MBS USGA US N 2 2063-04-16 Variable 0.67600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDYN2 1757208.12000000 PA USD 874795.31000000 0.034671859559 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040624 -8725000.00000000 PA USD -8041531.49000000 -0.31872010204 Short ABS-MBS USGA US N 2 2055-02-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5CU1 845364.24000000 PA USD 862434.81000000 0.034181960362 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3B58 5244019.30000000 PA USD 5125305.72000000 0.203137669000 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 5.06500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042620 -47475000.00000000 PA USD -44934085.78000000 -1.78092897139 Short ABS-MBS USGA US N 2 2055-02-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382NTK3 2065897.98000000 PA USD 982283.87000000 0.038932088454 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N Y N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H1QB5 742.07000000 PA USD 396.56000000 0.000015717359 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 3.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617YWCC2 1093031.05000000 PA USD 1005559.66000000 0.039854607028 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 4.00000000 N N N N N N 2025-02-27 Eaton Vance Mutual Funds Trust James Kirchner James Kirchner Treasurer XXXX