Fannie Mae REMICS

NPORT-P false 0000747677 XXXXXXXX S000005964 C000152123 C000016427 C000075471 C000075469 C000075470 DEUTSCHE DWS INCOME TRUST 811-04049 0000747677 PZIHX0V87XPKPHRF7Y22 875 Third Avenue NEW YORK 10022-6225 212-454-4500 DWS GNMA Fund S000005964 7ZTO776E5MK53FQ3GJ57 2025-09-30 2025-03-31 N 2458922698.72 1744889308.84 714033389.88 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 209014250.00000000 0.00000000 0.00000000 576113.46000000 USD N BBG Fixed-Rate GNMA MBS Index BARGNMABRS Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136ABK69 1244000.00000000 PA USD 884795.45000000 0.123915136538 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36180KB34 337792.46000000 PA USD 316799.39000000 0.044367587635 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202CP98 87.01000000 PA USD 87.72000000 0.000012285139 Long ABS-MBS USGA US N 2 2026-07-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36296XZY3 354693.19000000 PA USD 351131.92000000 0.049175840370 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N CIM Trust N/A CIM Trust 2018-INV1 12553XAD5 1167484.21000000 PA USD 1093608.38000000 0.153159277353 Long ABS-MBS CORP US N 2 2048-08-25 Variable 4.00000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F040651 60000000.00000000 PA USD 55816200.00000000 7.817029398216 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AF2C7 5414216.93000000 PA USD 407573.05000000 0.057080390885 Long ABS-MBS USGSE US N 2 2043-07-25 Floating 1.69600000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F060659 -40000000.00000000 PA USD -40580800.00000000 -5.68331965635 Short ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202EWF2 494886.41000000 PA USD 529689.16000000 0.074182687743 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36294RPC7 29200.60000000 PA USD 30262.13000000 0.004238195360 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617VYCK3 1519157.53000000 PA USD 1463014.21000000 0.204894369189 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137F8UQ4 7233737.29000000 PA USD 934838.08000000 0.130923580500 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36290XLT5 5317.12000000 PA USD 5315.40000000 0.000744418969 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36290QU52 14242.33000000 PA USD 14357.29000000 0.002010730899 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36176LR64 30945.07000000 PA USD 31431.67000000 0.004401988820 Long ABS-MBS USGA US N 2 2036-02-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DXE6 35642.27000000 PA USD 37198.14000000 0.005209579905 Long ABS-MBS USGA US N 2 2033-04-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376UEN5 6410848.53000000 PA USD 627727.91000000 0.087912963020 Long ABS-MBS USGA US N 2 2038-02-20 Floating 2.03600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DMT5 1145.95000000 PA USD 1225.11000000 0.000171576009 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DST9 424.64000000 PA USD 444.36000000 0.000062232383 Long ABS-MBS USGA US N 2 2032-04-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36294TZ24 30526.22000000 PA USD 31624.58000000 0.004429005764 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38382CRX1 7552826.48000000 PA USD 689574.27000000 0.096574513149 Long ABS-MBS USGA US N 2 2050-02-20 Floating 1.61600000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 3142G9UZ1 3322008.85000000 PA USD 240198.55000000 0.033639680357 Long ABS-MBS USGSE US N 2 2042-01-25 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383DFA1 657589.43000000 PA USD 76916.14000000 0.010772064876 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202EVQ9 47220.23000000 PA USD 50540.98000000 0.007078237616 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3622AAGA6 4272234.11000000 PA USD 3969632.07000000 0.555944879645 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36241KFJ2 313734.75000000 PA USD 318592.40000000 0.044618697740 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179V7D6 10260269.12000000 PA USD 8400184.83000000 1.176441459048 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384N4E2 38180427.24000000 PA USD 2432547.18000000 0.340676950752 Long ABS-MBS USGA US N 2 2054-05-20 Floating 1.58600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36176A5M7 873593.60000000 PA USD 820414.32000000 0.114898593206 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36200NJ69 7031.17000000 PA USD 7130.84000000 0.000998670384 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DBL4 468.74000000 PA USD 478.49000000 0.000067012272 Long ABS-MBS USGA US N 2 2029-04-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36294XAF3 177478.53000000 PA USD 190630.46000000 0.026697695472 Long ABS-MBS USGA US N 2 2037-07-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31398SYK3 3810000.12000000 PA USD 3673316.37000000 0.514446022001 Long ABS-MBS USGSE US N 2 2040-12-25 Fixed 4.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36291FVF2 100582.13000000 PA USD 101994.64000000 0.014284295586 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BF2R3 27015557.59000000 PA USD 2283803.66000000 0.319845499155 Long ABS-MBS USGSE US N 2 2047-07-25 Fixed 2.00000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 Capital One Multi-Asset Execution Trust 14041NCG4 1000000.00000000 PA USD 998198.50000000 0.139797173934 Long ABS-O CORP US N 2 2028-05-15 Floating 5.11400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36180CYS2 2624826.86000000 PA USD 2464610.24000000 0.345167365410 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3620C3TJ1 423538.53000000 PA USD 418358.62000000 0.058590904281 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H032654 32000000.00000000 PA USD 29223072.00000000 4.092675834796 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617W1H37 644604.07000000 PA USD 623559.90000000 0.087329235416 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375DL89 80847.18000000 PA USD 75343.98000000 0.010551884697 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 4.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DBZ3 534.38000000 PA USD 543.50000000 0.000076116888 Long ABS-MBS USGA US N 2 2029-05-20 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133CWHZ8 7143590.90000000 PA USD 7278152.29000000 1.019301393065 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N BX Trust N/A BX Trust 2021-ARIA 05608RAE5 3000000.00000000 PA USD 2990625.00000000 0.418835455370 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.73000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36295ACS2 204786.24000000 PA USD 219588.15000000 0.030753204697 Long ABS-MBS USGA US N 2 2037-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202EFB0 7451.00000000 PA USD 7975.08000000 0.001116905751 Long ABS-MBS USGA US N 2 2035-09-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136B3QB9 132451.44000000 PA USD 126140.97000000 0.017665976379 Long ABS-MBS USGSE US N 2 2048-12-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H052645 121500000.00000000 PA USD 121733280.00000000 17.04868171787 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38377GWS4 4520892.16000000 PA USD 512416.54000000 0.071763666414 Long ABS-MBS USGA US N 2 2040-06-20 Floating 2.14600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179QRX1 8372017.27000000 PA USD 7619751.58000000 1.067142193627 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DHW4 379.71000000 PA USD 392.86000000 0.000055019835 Long ABS-MBS USGA US N 2 2030-07-20 Fixed 7.50000000 N N N N N N BPR Trust N/A BPR Trust 2021-TY 05592AAG5 900000.00000000 PA USD 893304.99000000 0.125106893131 Long ABS-MBS CORP US N 2 2038-09-15 Floating 5.58400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BUBG4 5808322.02000000 PA USD 4804349.49000000 0.672846614470 Long ABS-MBS USGSE US N 2 2055-01-25 Fixed 0.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36178WN88 334441.22000000 PA USD 314027.29000000 0.043979356490 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F060642 -50000000.00000000 PA USD -50773500.00000000 -7.11080192041 Short ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BQJD2 14893946.79000000 PA USD 2080981.50000000 0.291440362522 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379CS80 91888.13000000 PA USD 1374.42000000 0.000192486796 Long ABS-MBS USGA US N 2 2029-07-16 Fixed 3.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 31325TT90 15117929.06000000 PA USD 1470464.87000000 0.205937830196 Long ABS-MBS USGSE US N 2 2042-09-15 Floating 1.58700000 N N N N N N Chase Mortgage Finance Corporation N/A Chase Home Lending Mortgage Trust 2019-ATR1 16158RAL0 517369.39000000 PA USD 498495.86000000 0.069814082515 Long ABS-MBS CORP US N 2 2049-04-25 Floating 5.38500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38380UFA6 1174000.00000000 PA USD 991667.12000000 0.138882457607 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202EGF0 45493.27000000 PA USD 48693.14000000 0.006819448598 Long ABS-MBS USGA US N 2 2035-12-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BGAW1 3689817.78000000 PA USD 478422.25000000 0.067002784012 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36180KB42 753344.04000000 PA USD 706531.86000000 0.098949414693 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137HJQD2 8898184.44000000 PA USD 8921373.02000000 1.249433590423 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 5.96300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179S5L7 878779.05000000 PA USD 815119.66000000 0.114157078863 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378FBP4 5637088.38000000 PA USD 946802.60000000 0.132599205221 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202CX32 279.61000000 PA USD 286.37000000 0.000040105967 Long ABS-MBS USGA US N 2 2027-10-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617W1H60 180192.62000000 PA USD 173533.26000000 0.024303241621 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A2QE6 1469348.70000000 PA USD 101163.19000000 0.014167851452 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 2.09600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376UEH8 3799841.17000000 PA USD 379446.74000000 0.053141315991 Long ABS-MBS USGA US N 2 2038-02-20 Floating 2.08600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376PSZ4 191865.36000000 PA USD 42979.55000000 0.006019263329 Long ABS-MBS USGA US N 2 2039-12-16 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36200HZF4 28015.80000000 PA USD 28149.74000000 0.003942356253 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137FXC89 2519842.68000000 PA USD 309467.10000000 0.043340704284 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DTF8 1509.77000000 PA USD 1575.68000000 0.000220673153 Long ABS-MBS USGA US N 2 2032-06-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378W2U6 5949995.54000000 PA USD 407305.70000000 0.057042948659 Long ABS-MBS USGA US N 2 2043-09-20 Floating 1.16600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DNN7 447.19000000 PA USD 476.03000000 0.000066667750 Long ABS-MBS USGA US N 2 2031-06-20 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3142GTG67 13614171.60000000 PA USD 13970459.24000000 1.956555454969 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36176D6A6 184086.42000000 PA USD 182294.63000000 0.025530266873 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38382XR56 8238060.86000000 PA USD 6739544.49000000 0.943869654489 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.00000000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust 2021-N3 14687GAD7 2191780.59000000 PA USD 2106552.54000000 0.295021573200 Long ABS-O CORP US N 2 2028-06-12 Fixed 1.02000000 N N N N N N FannieMae Whole Loan N/A Fannie Mae REMIC Trust 2007-W8 31396XVS0 85534.19000000 PA USD 10738.81000000 0.001503964681 Long ABS-MBS USGSE US N 2 2037-09-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3620AP5G6 489013.40000000 PA USD 495742.78000000 0.069428515112 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36290TTJ8 107403.30000000 PA USD 115564.13000000 0.016184695511 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36294R5J4 90683.84000000 PA USD 95192.22000000 0.013331620250 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202CQV8 54.17000000 PA USD 54.49000000 0.000007631295 Long ABS-MBS USGA US N 2 2026-08-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38374CF63 194649.83000000 PA USD 193970.15000000 0.027165417296 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179WT24 14985306.20000000 PA USD 13788610.07000000 1.931087574534 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36241LYS9 443845.38000000 PA USD 437974.96000000 0.061338162361 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3620AP6X8 321511.91000000 PA USD 323511.11000000 0.045307560484 Long ABS-MBS USGA US N 2 2029-03-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179WNF1 20238562.80000000 PA USD 17955079.96000000 2.514599487149 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179F6W0 2649701.12000000 PA USD 2487654.65000000 0.348394722887 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137ATUR1 1399632.05000000 PA USD 1076574.72000000 0.150773722245 Long ABS-MBS USGSE US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36177WUC2 1126134.23000000 PA USD 1057396.20000000 0.148087780625 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Octagon Investment Partners XVII LTD 54930007Y57X4ONHQV20 Octagon Investment Partners XVII Ltd 67590GBJ7 1525000.00000000 PA USD 1527037.40000000 0.213860783213 Long ABS-CBDO CORP KY N 2 2031-01-25 Floating 5.66200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H042646 40000000.00000000 PA USD 38379040.00000000 5.374964328551 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 4.50000000 N N N N N N Fontainebleau Miami Beach Trust N/A Fontainebleau Miami Beach Mortgage Trust 2024-FBLU 34461WAC4 563000.00000000 PA USD 562648.13000000 0.078798574124 Long ABS-MBS CORP US N 2 2039-12-15 Floating 6.16900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3620ASEZ8 1446053.24000000 PA USD 1428051.80000000 0.199997902092 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36294WPH5 155487.53000000 PA USD 165651.59000000 0.023199417891 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3142GRFP0 4941148.69000000 PA USD 5067708.70000000 0.709729933057 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N Dryden Senior Loan Fund 5493002P75UIPU4MC757 Dryden 43 Senior Loan Fund 26245CBQ5 4000000.00000000 PA USD 4000252.00000000 0.560233184707 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.36300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BGWY3 3316851.52000000 PA USD 515071.55000000 0.072135499165 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202E3J6 170338.16000000 PA USD 182317.15000000 0.025533420787 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179RZT9 2794914.25000000 PA USD 2600492.55000000 0.364197611324 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H050649 49500000.00000000 PA USD 48687903.00000000 6.818715159550 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618N5KY4 11826681.00000000 PA USD 12195369.97000000 1.707955138071 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 6.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) JUN25 000000000 -44.00000000 NC USD -21774.63000000 -0.00304952545 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT U.S. Long Bond Futures USM5 Comdty 2025-06-18 -5138600.37000000 USD -21774.63000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR NOTE (CBT)JUN25 000000000 -150.00000000 NC USD -143361.75000000 -0.02007773754 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYM5 Comdty 2025-06-18 -16539450.75000000 USD -143361.75000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3620AQYU1 436640.19000000 PA USD 431300.05000000 0.060403344733 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179VSG6 38542320.90000000 PA USD 32968386.72000000 4.617205187777 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Wind River CLO Ltd 549300QKM4OHZM4I5C40 THL Credit Wind River 2019-3 Clo Ltd 97314JAJ4 2379768.02000000 PA USD 2376041.30000000 0.332763332033 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.36200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36200AGG8 3182.01000000 PA USD 3212.13000000 0.000449857113 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202EXP9 82390.58000000 PA USD 87859.81000000 0.012304720093 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36176SV23 100881.47000000 PA USD 98372.19000000 0.013776973373 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36296MTA6 19271.36000000 PA USD 20413.32000000 0.002858874709 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36178NFK0 6311818.66000000 PA USD 5731300.31000000 0.802665588364 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384QTA6 267812.93000000 PA USD 264323.11000000 0.037018312273 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36200TTG3 71862.94000000 PA USD 72765.34000000 0.010190747524 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136ACEQ0 3301364.14000000 PA USD 316910.98000000 0.044383215755 Long ABS-MBS USGSE US N 2 2043-02-25 Floating 1.69600000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CFK2 7305000.00000000 PA USD 7282228.93000000 1.019872324349 Long DBT UST US N 2 2025-09-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36295NNM5 3155.44000000 PA USD 3366.36000000 0.000471456944 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BBME9 200000.00000000 PA USD 156882.72000000 0.021971342268 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H062644 1000000.00000000 PA USD 1023480.00000000 0.143337834687 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DSL67 4103076.90000000 PA USD 4207998.20000000 0.589327930547 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137F7PV1 1870507.15000000 PA USD 227650.97000000 0.031882398390 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3620A94V0 115713.18000000 PA USD 116551.73000000 0.016323008370 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36297A3G6 13829.59000000 PA USD 14085.02000000 0.001972599629 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3620AR3L3 365827.82000000 PA USD 361273.75000000 0.050596198317 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36206C6P9 67482.35000000 PA USD 66316.71000000 0.009287620290 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.49000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202E2D0 103364.53000000 PA USD 110633.61000000 0.015494178783 Long ABS-MBS USGA US N 2 2039-02-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136ABJ87 1121429.21000000 PA USD 928542.61000000 0.130041903244 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376JAY0 336345.93000000 PA USD 348770.29000000 0.048845095333 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36200KT49 20645.13000000 PA USD 20906.97000000 0.002928010131 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2025-CRM1 891946AA3 1471090.74000000 PA USD 1478763.36000000 0.207100029348 Long ABS-MBS CORP US N 2 2065-01-25 Variable 5.79900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3618N5JF7 38997441.00000000 PA USD 40089152.13000000 5.614464631232 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378EB85 2024639.69000000 PA USD 302690.31000000 0.042391618415 Long ABS-MBS USGA US N 2 2042-05-16 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36290VKX1 231685.24000000 PA USD 247683.98000000 0.034688010884 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 6.50000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F070641 -100000000.00000000 PA USD -104548000.00000000 -14.6418923094 Short ABS-MBS USGSE US N 2 2055-04-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36201LEY6 9778.20000000 PA USD 9877.00000000 0.001383268645 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AWYY7 2020927.50000000 PA USD 219689.25000000 0.030767363699 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 1.69600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202FY67 5250545.10000000 PA USD 5051966.60000000 0.707525260247 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 4.00000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2021-1 46592EBC9 3245806.28000000 PA USD 3016837.69000000 0.422506528792 Long ABS-MBS CORP US N 2 2051-06-25 Floating 5.00200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617VHR81 797404.85000000 PA USD 767935.25000000 0.107548927106 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136B3WG1 4123029.00000000 PA USD 418359.38000000 0.058591010718 Long ABS-MBS USGSE US N 2 2049-01-25 Floating 1.64600000 N N N N N N MVW Owner Trust N/A MVW Owner Trust 2019-1 55389PAA7 1569266.54000000 PA USD 1564859.41000000 0.219157735783 Long ABS-O CORP US N 2 2036-11-20 Fixed 2.89000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36296R2C0 4886.02000000 PA USD 5206.26000000 0.000729133969 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379PAB3 1043343.92000000 PA USD 22034.55000000 0.003085927116 Long ABS-MBS USGA US N 2 2039-10-16 Fixed 3.00000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F022642 7200000.00000000 PA USD 5988470.40000000 0.838682123955 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 2.50000000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust 2021-2 30166RAG2 3000000.00000000 PA USD 2950483.50000000 0.413213659447 Long ABS-O CORP US N 2 2028-02-15 Fixed 2.21000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179WLP1 59276207.94000000 PA USD 50617885.18000000 7.089008146874 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179TG58 5454045.99000000 PA USD 5183716.96000000 0.725976828740 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3620AQ6G3 126776.50000000 PA USD 128547.39000000 0.018002994232 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36296XFG4 5780.28000000 PA USD 6159.85000000 0.000862683746 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.50000000 N N N N N N OCP CLO Ltd 254900NXH68CRC058O44 OCP CLO 2014-5 Ltd 67102SAN4 5000000.00000000 PA USD 5007330.00000000 0.701273927937 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 5.96200000 N N N N N N BX Trust N/A BX Commercial Mortgage Trust 2021-SOAR 05608WAG9 1753475.61000000 PA USD 1745804.15000000 0.244498951273 Long ABS-MBS CORP US N 2 2038-06-15 Floating 5.30400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H060655 40000000.00000000 PA USD 40555200.00000000 5.679734389846 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38378YJJ9 1837309.00000000 PA USD 114741.78000000 0.016069525826 Long ABS-MBS USGA US N 2 2043-04-20 Floating 2.34600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38374UT27 159560.79000000 PA USD 29988.27000000 0.004199841411 Long ABS-MBS USGA US N 2 2035-08-16 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137F1HT8 798702.98000000 PA USD 725842.06000000 0.101653798027 Long ABS-MBS USGSE US N 2 2047-07-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DU90 11925.19000000 PA USD 12445.75000000 0.001743020729 Long ABS-MBS USGA US N 2 2032-11-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31398SBJ1 2819795.36000000 PA USD 301111.90000000 0.042170562927 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36291AWE5 368.24000000 PA USD 370.51000000 0.000051889730 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377RDW1 1004166.67000000 PA USD 998314.59000000 0.139813432277 Long ABS-O CORP US N 2 2026-08-20 Fixed 3.02000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DXV8 27740.32000000 PA USD 29203.41000000 0.004089922182 Long ABS-MBS USGA US N 2 2033-05-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38381T3Y9 9294501.34000000 PA USD 1404286.60000000 0.196669598355 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N SWCH Commercial Mortgage Trust N/A SWCH Commercial Mortgage Trust 2025-DATA 78489CAA7 1500000.00000000 PA USD 1483108.50000000 0.207708563915 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.76200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383DEV6 3422858.92000000 PA USD 467147.47000000 0.065423757014 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.00000000 N N N N N N Empower CLO Ltd. N/A Empower CLO 2023-2 Ltd 29247BAA5 1110000.00000000 PA USD 1114687.53000000 0.156111401203 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 6.50200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31398MNY8 54503.39000000 PA USD 51174.61000000 0.007166977164 Long ABS-MBS USGSE US N 2 2040-03-25 Fixed 4.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36296RWF0 7482.61000000 PA USD 7866.56000000 0.001101707582 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137BJ2C6 3353532.25000000 PA USD 586896.38000000 0.082194528759 Long ABS-MBS USGSE US N 2 2043-11-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36290SYJ4 189652.89000000 PA USD 192343.02000000 0.026937538597 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR ULTRA FUT JUN25 000000000 -413.00000000 NC USD -273488.31000000 -0.03830189370 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYM5 Comdty 2025-06-18 -46860136.69000000 USD -273488.31000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36296LF39 11833.49000000 PA USD 12467.01000000 0.001745998181 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 6.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 Freddie Mac Strips 3132J0KW6 166771.73000000 PA USD 150365.20000000 0.021058567026 Long ABS-MBS USGSE US N 2 2046-10-15 Fixed 3.00000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F070658 -200000000.00000000 PA USD -209064000.00000000 -29.2793030358 Short ABS-MBS USGSE US N 2 2054-05-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38381RPP8 351500.00000000 PA USD 309517.97000000 0.043347828601 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38382TZW7 4792989.35000000 PA USD 727685.88000000 0.101912024047 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N The BAHA Trust N/A BAHA Trust 2024-MAR 05493XAA8 1286000.00000000 PA USD 1304177.35000000 0.182649350644 Long ABS-MBS CORP US N 2 2041-12-10 Variable 5.57400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H060648 100000000.00000000 PA USD 101480000.00000000 14.21222052613 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31398G5J4 1425892.55000000 PA USD 299802.93000000 0.041987242368 Long ABS-MBS USGSE US N 2 2040-02-25 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36205UAH3 641940.43000000 PA USD 650606.27000000 0.091117065283 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36178DPF2 1869411.70000000 PA USD 1697510.34000000 0.237735428631 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179WXK9 9423035.39000000 PA USD 8355075.58000000 1.170123932356 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179WQB7 16786567.20000000 PA USD 14907357.33000000 2.087767538784 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N 522 Funding CLO LTD N/A 522 Funding CLO 2018-3A Ltd 33835NAA9 3096694.47000000 PA USD 3097183.75000000 0.433758952157 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.59500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202ECR8 29038.40000000 PA USD 30809.82000000 0.004314899056 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36178DJY8 76158.41000000 PA USD 69461.66000000 0.009728068880 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179UZR6 10124599.50000000 PA USD 8698532.75000000 1.218224928033 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38382HRK8 361369.53000000 PA USD 198475.63000000 0.027796407396 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.00000000 N Y N N N N Alinea CLO LTD N/A Alinea CLO 2018-1 Ltd 016269AE2 2640000.00000000 PA USD 2635794.48000000 0.369141628018 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 5.20300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179VVY3 16333126.30000000 PA USD 13965995.21000000 1.955930269920 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202CTR4 52.91000000 PA USD 53.56000000 0.000007501049 Long ABS-MBS USGA US N 2 2027-01-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179WG28 10391541.15000000 PA USD 8506834.61000000 1.191377704539 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36297A2G7 19894.57000000 PA USD 20769.64000000 0.002908777137 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H032647 -57000000.00000000 PA USD -52193076.00000000 -7.30961279118 Short ABS-MBS USGA US N 2 2055-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202CH97 8.83000000 PA USD 8.82000000 0.000001235236 Long ABS-MBS USGA US N 2 2025-08-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202FJP2 87128.12000000 PA USD 83803.25000000 0.011736601003 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379NT77 754362.18000000 PA USD 691677.77000000 0.096869107215 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179W5C8 8734746.78000000 PA USD 7743304.02000000 1.084445647745 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179XLG9 29531250.91000000 PA USD 28483065.74000000 3.989038348022 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202EZJ1 293836.34000000 PA USD 314500.30000000 0.044045601292 Long ABS-MBS USGA US N 2 2039-01-20 Fixed 6.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 5YR NOTE (CBT) JUN25 000000000 -225.00000000 NC USD -190399.50000000 -0.02666534964 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVM5 Comdty 2025-06-30 -24144756.75000000 USD -190399.50000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36296SAT2 3073.76000000 PA USD 3181.52000000 0.000445570199 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179WR34 17483903.04000000 PA USD 15523924.99000000 2.174117514673 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36290UDT0 290668.81000000 PA USD 313338.39000000 0.043882876408 Long ABS-MBS USGA US N 2 2037-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179WXM5 11507007.00000000 PA USD 10821149.11000000 1.515496230760 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 4.00000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 2019-9 46651YBB5 1311267.78000000 PA USD 1259015.73000000 0.176324489560 Long ABS-MBS CORP US N 2 2050-05-25 Floating 5.33500000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust 2021-N4 14687HAD5 1214244.62000000 PA USD 1172632.70000000 0.164226591728 Long ABS-O CORP US N 2 2028-09-11 Fixed 1.72000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36176NB42 201436.42000000 PA USD 198449.74000000 0.027792781515 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BTD26 7646906.56000000 PA USD 7711737.26000000 1.080024739640 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202FY59 3189987.37000000 PA USD 2992094.91000000 0.419041315491 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179V4U1 43968319.11000000 PA USD 35999074.02000000 5.041651347151 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H022648 35000000.00000000 PA USD 29859620.00000000 4.181824046774 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36213FML4 41649.56000000 PA USD 42193.90000000 0.005909233461 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36290R5P4 12564.23000000 PA USD 12734.34000000 0.001783437606 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H040640 -71000000.00000000 PA USD -66461964.00000000 -9.30796303673 Short ABS-MBS USGA US N 2 2055-04-20 Fixed 4.00000000 N N N N N N Mission Lane Credit Card Master Trust N/A Mission Lane Credit Card Master Trust 60510MBE7 1000000.00000000 PA USD 1007127.40000000 0.141047661674 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.88000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F070641 300000000.00000000 PA USD 313644000.00000000 43.92567692845 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179XX35 35819540.95000000 PA USD 33681619.77000000 4.717093100598 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36297AZ63 6286.86000000 PA USD 6627.92000000 0.000928236703 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38379DHV9 633263.50000000 PA USD 13899.92000000 0.001946676471 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36292DVW9 102012.84000000 PA USD 107830.39000000 0.015101589299 Long ABS-MBS USGA US N 2 2037-09-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36290RYU1 32849.55000000 PA USD 33278.06000000 0.004660574767 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36200H2G8 48096.18000000 PA USD 48434.01000000 0.006783157578 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36291QYC2 32205.06000000 PA USD 34027.60000000 0.004765547449 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H040657 -50000000.00000000 PA USD -46798650.00000000 -6.55412627242 Short ABS-MBS USGA US N 2 2055-05-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DPF2 1794.55000000 PA USD 1915.82000000 0.000268309581 Long ABS-MBS USGA US N 2 2031-08-20 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BDC30 13288480.20000000 PA USD 572102.96000000 0.080122718084 Long ABS-MBS USGSE US N 2 2040-12-25 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137F6KW6 2975451.54000000 PA USD 284411.33000000 0.039831656898 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BDEF1 1540727.12000000 PA USD 205922.93000000 0.028839397837 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H040640 44000000.00000000 PA USD 41187696.00000000 5.768315121358 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 4.00000000 N N N N N N DWS 5493003GD84DGSXJ7618 DWS Central Cash Management Government Fund 25160K306 64728881.59000000 NS USD 64728881.59000000 9.065245758448 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BQZ28 1645996.73000000 PA USD 214988.74000000 0.030109059750 Long ABS-MBS USGSE US N 2 2049-11-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38374MC56 154419.75000000 PA USD 157721.45000000 0.022088805962 Long ABS-MBS USGA US N 2 2036-03-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AE7M3 1879773.72000000 PA USD 146948.87000000 0.020580111810 Long ABS-MBS USGSE US N 2 2043-07-25 Floating 1.69600000 N N N N N N CIFC Funding Ltd N/A CIFC Funding 2020-IV Ltd 12562RAJ4 2000000.00000000 PA USD 1994466.00000000 0.279323912336 Long ABS-CBDO CORP KY N 2 2040-01-15 Floating 5.72500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36290WJ86 84279.84000000 PA USD 85216.81000000 0.011934569336 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3620A9YU9 1133025.00000000 PA USD 1120062.91000000 0.156864220339 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36178FZ33 202558.75000000 PA USD 190194.78000000 0.026636678717 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE 46646GAA5 500000.00000000 PA USD 484577.75000000 0.067864858544 Long ABS-MBS CORP US N 2 2038-09-06 Variable 2.85400000 N N N N N N Woodward Capital Management N/A RCKT Mortgage Trust 2024-CES9 749426AB8 968271.34000000 PA USD 971267.75000000 0.136025536587 Long ABS-MBS CORP US N 2 2044-12-25 Variable 5.68300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38382GEN8 4510675.23000000 PA USD 509911.99000000 0.071412905506 Long ABS-MBS USGA US N 2 2050-06-20 Floating 1.71600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202D4C2 1850.03000000 PA USD 1947.60000000 0.000272760353 Long ABS-MBS USGA US N 2 2034-02-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BJZC2 18373979.14000000 PA USD 2644266.95000000 0.370328192977 Long ABS-MBS USGSE US N 2 2048-02-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36205UAC4 1283670.61000000 PA USD 1300999.46000000 0.182204288824 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202D2X8 3756.26000000 PA USD 3954.37000000 0.000553807434 Long ABS-MBS USGA US N 2 2033-12-20 Fixed 6.50000000 N N N N N N Flagship Credit Auto Trust N/A Flagship Credit Auto Trust 2022-2 33844XAE8 656051.21000000 PA USD 655799.02000000 0.091844307184 Long ABS-O CORP US N 2 2026-12-15 Fixed 4.03000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3617YU3Y8 5136240.85000000 PA USD 4153957.28000000 0.581759528178 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DMC2 17174.26000000 PA USD 18308.06000000 0.002564034155 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36180MYW1 2877923.65000000 PA USD 2701781.86000000 0.378383125816 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136A2HP1 196230.94000000 PA USD 188540.65000000 0.026405018682 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36296YTP7 26731.50000000 PA USD 28978.92000000 0.004058482475 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BLUE8 22217940.23000000 PA USD 2956106.72000000 0.414001188445 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36178DLK5 2655763.73000000 PA USD 2493681.75000000 0.349238815067 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36291J7H7 3456.71000000 PA USD 3464.69000000 0.000485228008 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36241KZ68 1130087.72000000 PA USD 1148058.48000000 0.160784985166 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3620C02U1 419151.60000000 PA USD 414025.35000000 0.057984032101 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36295WZF7 20692.83000000 PA USD 21645.29000000 0.003031411458 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H042646 -8000000.00000000 PA USD -7675808.00000000 -1.07499286571 Short ABS-MBS USGA US N 2 2055-04-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202CXA6 152.93000000 PA USD 156.08000000 0.000021858921 Long ABS-MBS USGA US N 2 2027-08-20 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137F8DK6 3975699.42000000 PA USD 461458.60000000 0.064627033769 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136B6UL5 6496069.95000000 PA USD 717298.64000000 0.100457296558 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 1.59600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36176XKP3 5448012.12000000 PA USD 5115573.88000000 0.716433426293 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 2YR NOTE (CBT) JUN25 000000000 -160.00000000 NC USD -84145.60000000 -0.01178454694 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUM5 Comdty 2025-06-30 -33063354.56000000 USD -84145.60000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FXD58 866535.70000000 PA USD 875759.52000000 0.122649659303 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179NDR6 2682347.68000000 PA USD 2518304.66000000 0.352687240637 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N KNDR Trust 2021-KIND N/A KIND Trust 2021-KIND 482606AA8 991719.90000000 PA USD 978142.36000000 0.136988322095 Long ABS-MBS CORP US N 2 2038-08-15 Floating 5.39000000 N N N N N N Continental Finance Credit Credit Card ABS Master Trust N/A Continental Finance Credit Card ABS Master Trust 66981PAQ1 1000000.00000000 PA USD 1008520.60000000 0.141242778600 Long ABS-O CORP US N 2 2032-12-15 Fixed 5.78000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202D6G1 10987.76000000 PA USD 11658.04000000 0.001632702358 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QTUS6 8082991.19000000 PA USD 8363500.97000000 1.171303903786 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376XKB8 870487.75000000 PA USD 884035.88000000 0.123808759160 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H062644 -29505640.00000000 PA USD -30198432.43000000 -4.22927454906 Short ABS-MBS USGA US N 2 2055-04-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 3622A2RL8 3624856.11000000 PA USD 3678958.14000000 0.515236148917 Long ABS-MBS USGA US N 2 2036-05-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383XKB9 34559746.84000000 PA USD 2568524.97000000 0.359720568590 Long ABS-MBS USGA US N 2 2053-04-20 Floating 1.80600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BHD55 14101096.85000000 PA USD 2395383.78000000 0.335472236165 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36178FDF0 317079.15000000 PA USD 297672.49000000 0.041688875368 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H030641 19000000.00000000 PA USD 16837724.00000000 2.358114373731 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AFG24 3322853.10000000 PA USD 335243.98000000 0.046950742745 Long ABS-MBS USGSE US N 2 2043-07-25 Floating 1.69600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132E0MH2 2230773.44000000 PA USD 2286042.21000000 0.320159006903 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36202DFY2 608.65000000 PA USD 638.74000000 0.000089455200 Long ABS-MBS USGA US N 2 2030-02-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36296JGD1 81135.17000000 PA USD 86766.63000000 0.012151620810 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36296KP63 29931.34000000 PA USD 31969.64000000 0.004477331235 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H032647 4475000.00000000 PA USD 4097614.30000000 0.573868723518 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136AUDF5 107248.37000000 PA USD 77905.54000000 0.010910629825 Long ABS-MBS USGSE US N 2 2046-11-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36290NK84 11308.45000000 PA USD 11321.81000000 0.001585613524 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36295HTA8 17173.59000000 PA USD 17449.58000000 0.002443804484 Long ABS-MBS USGA US N 2 2037-10-15 Fixed 6.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT JUN25 000000000 -14.00000000 NC USD -38.78000000 -0.00000543111 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNM5 Comdty 2025-06-18 -1711461.22000000 USD -38.78000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 3620AC4V3 228041.54000000 PA USD 225267.06000000 0.031548533050 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36201EBW9 26549.13000000 PA USD 26930.94000000 0.003771663956 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Voya CLO Ltd N/A Voya CLO 2021-3 Ltd 92919DAA6 7500000.00000000 PA USD 7500000.00000000 1.050371047950 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.69500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H020642 61500000.00000000 PA USD 50325573.00000000 7.048069980096 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 2.00000000 N N N N N N United Auto Credit Securitization Trust N/A United Auto Credit Securitization Trust 2024-1 90945DAA8 90134.73000000 PA USD 90180.29000000 0.012629702094 Long ABS-O CORP US N 2 2026-08-10 Fixed 6.17000000 N N N N N N 2025-04-24 DEUTSCHE DWS INCOME TRUST Diane Kenneally Diane Kenneally Treasurer and Chief Financial Officer