NPORT-P false 0000809707 XXXXXXXX S000006850 C000064441 C000018510 C000018509 C000133492 C000140480 Franklin Investors Securities Trust 811-04986 0000809707 549300XUGIR9DEQFV548 One Franklin Parkway San Mateo 94403-1906 650-312-2000 Franklin Adjustable U.S. Government Securities Fund S000006850 549300OAF2KY89TO9M53 2020-10-31 2020-04-30 N 757501706.10 19864626.88 737637079.22 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 16625628.76000000 0.00000000 0.00000000 1186898.19000000 USD N GOVT NATL MORTG ASSN 3.375% 01/20/2035 GNMA ARM 549300M8ZYFG0OCMTT87 36225DLD4 32043.85000000 PA USD 33097.24000000 0.004486927370 Long ABS-MBS USGA US N 2 2035-01-20 Floating 3.37500000 N N N N N N FANNIE MAE 3.903% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406VHE9 594524.03000000 PA USD 618139.51000000 0.083799950871 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.90300000 N N N N N N FANNIE MAE 3.835% 06/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410S6E2 235598.28000000 PA USD 246422.56000000 0.033407019107 Long ABS-MBS USGA US N 2 2036-06-01 Floating 3.83500000 N N N N N N FANNIE MAE 3.929% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400RT76 14739.69000000 PA USD 14935.15000000 0.002024728748 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.92900000 N N N N N N FANNIE MAE 3.264% 01/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31412CFL9 11908.67000000 PA USD 11971.03000000 0.001622888861 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.26400000 N N N N N N FANNIE MAE 3.388% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405NTW5 785.72000000 PA USD 791.03000000 0.000107238372 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.38800000 N N N N N N FANNIE MAE 3.905% 04/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404JVU6 167284.74000000 PA USD 168268.90000000 0.022811881986 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.90500000 N N N N N N FANNIE MAE 3.986% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406L2Y3 208455.75000000 PA USD 209821.06000000 0.028445026139 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.98600000 N N N N N N FANNIE MAE 3.337% 09/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31417JBG4 43940.41000000 PA USD 45043.87000000 0.006106508372 Long ABS-MBS USGA US N 2 2038-09-01 Floating 3.33700000 N N N N N N FANNIE MAE 3.773% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DVP1 38405.51000000 PA USD 40032.05000000 0.005427065846 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.77300000 N N N N N N FANNIE MAE 3.433% 12/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GDQ3 17423.33000000 PA USD 18077.44000000 0.002450722788 Long ABS-MBS USGA US N 2 2033-12-01 Floating 3.43300000 N N N N N N FANNIE MAE 3.848% 04/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403YV59 14383.55000000 PA USD 14509.71000000 0.001967052688 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.84800000 N N N N N N FANNIE MAE 3.925% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409UWF8 15399.36000000 PA USD 15721.87000000 0.002131382822 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.92500000 N N N N N N FANNIE MAE 3.938% 04/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RKC2 32147.01000000 PA USD 32492.63000000 0.004404961588 Long ABS-MBS USGA US N 2 2032-04-01 Floating 3.93800000 N N N N N N FANNIE MAE 4.098% 02/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31375HEE0 7568.76000000 PA USD 7569.82000000 0.001026225526 Long ABS-MBS USGA US N 2 2026-02-01 Floating 4.09800000 N N N N N N FANNIE MAE 3.414% 09/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402LGC0 222649.10000000 PA USD 225039.94000000 0.030508219602 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.41400000 N N N N N N FANNIE MAE 4.517% 06/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31414SWQ2 182.30000000 PA USD 183.32000000 0.000024852329 Long ABS-MBS USGA US N 2 2038-06-01 Floating 4.51700000 N N N N N N FANNIE MAE 3.637% 03/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409XQY8 137080.20000000 PA USD 140562.51000000 0.019055781489 Long ABS-MBS USGA US N 2 2036-03-01 Floating 3.63700000 N N N N N N FANNIE MAE 4.082% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 3138EGJB1 390619.96000000 PA USD 406866.13000000 0.055158036582 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.08200000 N N N N N N FANNIE MAE 3.174% 01/01/2025 FN COFI+233;LC10.45 B1V7KEBTPIMZEU4LTD58 31401JCY2 114960.52000000 PA USD 115586.92000000 0.015669890147 Long ABS-MBS USGA US N 2 2025-01-01 Floating 3.17400000 N N N N N N FANNIE MAE 4.156% 05/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401CNW9 85726.74000000 PA USD 86906.43000000 0.011781732839 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.15600000 N N N N N N FANNIE MAE 3.439% 02/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RHZ5 4565.24000000 PA USD 4599.75000000 0.000623579010 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.43900000 N N N N N N FANNIE MAE 3.739% 04/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410KCR3 8742.44000000 PA USD 9120.22000000 0.001236410188 Long ABS-MBS USGA US N 2 2038-04-01 Floating 3.73900000 N N N N N N FANNIE MAE 3.405% 08/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401D3Z2 6297.51000000 PA USD 6364.83000000 0.000862867415 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.40500000 N N N N N N FANNIE MAE 4.263% 05/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31379MDU0 12373.49000000 PA USD 12461.95000000 0.001689441915 Long ABS-MBS USGA US N 2 2038-05-01 Floating 4.26300000 N N N N N N FANNIE MAE 3.607% 11/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416B4U9 10265.60000000 PA USD 10491.14000000 0.001422263101 Long ABS-MBS USGA US N 2 2037-11-01 Floating 3.60700000 N N N N N N FANNIE MAE 3.863% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406VLK0 89141.14000000 PA USD 90222.01000000 0.012231219463 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.86300000 N N N N N N FANNIE MAE 3.465% 02/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EGL93 473306.55000000 PA USD 491351.41000000 0.066611538904 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.46500000 N N N N N N FANNIE MAE 3.86% 05/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405BMC2 27363.82000000 PA USD 27614.17000000 0.003743598414 Long ABS-MBS USGA US N 2 2034-05-01 Floating 3.86000000 N N N N N N FANNIE MAE 3.822% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408GX28 21116.86000000 PA USD 21272.70000000 0.002883897867 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.82200000 N N N N N N FANNIE MAE 4.02% 08/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XMD6 16538.78000000 PA USD 17108.19000000 0.002319323483 Long ABS-MBS USGA US N 2 2033-08-01 Floating 4.02000000 N N N N N N FANNIE MAE 3.884% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400XZG6 5144.39000000 PA USD 5198.16000000 0.000704704270 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.88400000 N N N N N N FANNIE MAE 3.423% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402QX71 15086.35000000 PA USD 15635.42000000 0.002119662967 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.79800000 N N N N N N FANNIE MAE 3.077% 10/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31413KMQ1 338344.05000000 PA USD 341836.55000000 0.046342105031 Long ABS-MBS USGA US N 2 2037-10-01 Floating 3.07700000 N N N N N N FANNIE MAE 3.375% 02/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413EES0 39824.89000000 PA USD 39980.88000000 0.005420128831 Long ABS-MBS USGA US N 2 2038-02-01 Floating 3.37500000 N N N N N N FANNIE MAE 3.714% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402CRK0 4324.37000000 PA USD 4372.92000000 0.000592828116 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.71400000 N N N N N N FANNIE MAE 3.828% 03/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410Q3N9 674243.58000000 PA USD 680807.47000000 0.092295722270 Long ABS-MBS USGA US N 2 2036-03-01 Floating 3.82800000 N N N N N N FANNIE MAE 3.932% 03/01/2028 FNMA ARM B1V7KEBTPIMZEU4LTD58 31384VKA9 3230.07000000 PA USD 3269.47000000 0.000443235581 Long ABS-MBS USGA US N 2 2028-03-01 Floating 3.93200000 N N N N N N FANNIE MAE 3.48% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407T2S8 100293.86000000 PA USD 104529.81000000 0.014170899612 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.48000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.062% 04/01/2034 FHLMC ARM S6XOOCT0IEG5ABCC6L87 31349SRM7 350327.11000000 PA USD 366959.71000000 0.049748002145 Long ABS-MBS USGA US N 2 2034-04-01 Floating 4.06200000 N N N N N N FANNIE MAE 3.735% 04/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404J2J3 19715.85000000 PA USD 19840.94000000 0.002689796996 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.73500000 N N N N N N FANNIE MAE 3.62% 01/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31414LUZ9 3592.19000000 PA USD 3684.73000000 0.000499531558 Long ABS-MBS USGA US N 2 2038-01-01 Floating 3.62000000 N N N N N N FANNIE MAE 4.038% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31408B4W5 16578.82000000 PA USD 16741.17000000 0.002269567307 Long ABS-MBS USGA US N 2 2036-01-01 Floating 4.03800000 N N N N N N FANNIE MAE 3.157% 06/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31413K2Z3 44754.01000000 PA USD 45128.97000000 0.006118045211 Long ABS-MBS USGA US N 2 2037-06-01 Floating 3.15700000 N N N N N N FANNIE MAE 4.348% 05/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402C6L1 429154.00000000 PA USD 433238.05000000 0.058733225620 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.34800000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.532% 03/01/2037 FHA FHARM S6XOOCT0IEG5ABCC6L87 31300MAW3 508768.14000000 PA USD 517561.25000000 0.070164755078 Long ABS-MBS USGA US N 2 2037-03-01 Floating 3.53200000 N N N N N N FANNIE MAE 3.356% 03/01/2023 FAR FNARM B1V7KEBTPIMZEU4LTD58 31365DNB7 94.27000000 PA USD 95.14000000 0.000012897941 Long ABS-MBS USGA US N 2 2023-03-01 Floating 3.35600000 N N N N N N FANNIE MAE 3.374% 09/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402VNU0 12119.67000000 PA USD 12271.62000000 0.001663639253 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.37400000 N N N N N N FANNIE MAE 2.757% 03/01/2044 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404Q5M7 474986.56000000 PA USD 477490.11000000 0.064732389877 Long ABS-MBS USGA US N 2 2044-03-01 Floating 2.75700000 N N N N N N FANNIE MAE 3.985% 05/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401D6G1 7659.24000000 PA USD 7729.97000000 0.001047936745 Long ABS-MBS USGA US N 2 2033-05-01 Floating 3.98500000 N N N N N N FANNIE MAE 4.09% 04/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402MPQ7 10032.48000000 PA USD 10118.81000000 0.001371787059 Long ABS-MBS USGA US N 2 2034-04-01 Floating 4.09000000 N N N N N N FANNIE MAE 3.55% 10/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403JP42 238508.55000000 PA USD 240586.80000000 0.032615876665 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.55000000 N N N N N N FANNIE MAE 3.827% 01/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EGEH3 4103379.84000000 PA USD 4263612.47000000 0.578009510382 Long ABS-MBS USGA US N 2 2039-01-01 Floating 3.82700000 N N N N N N FANNIE MAE 3.539% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403EDZ7 3682.50000000 PA USD 3849.36000000 0.000521850122 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.53900000 N N N N N N FANNIE MAE 3.474% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408AMN7 138553.50000000 PA USD 139664.79000000 0.018934079364 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.47400000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.842% 10/01/2038 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128S5QX5 777496.55000000 PA USD 810924.89000000 0.109935483565 Long ABS-MBS USGA US N 2 2038-10-01 Floating 3.84200000 N N N N N N FANNIE MAE 3.639% 08/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413ECE3 39228.90000000 PA USD 39277.43000000 0.005324763505 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.63900000 N N N N N N FANNIE MAE 4.198% 05/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401CTE3 37747.64000000 PA USD 38002.58000000 0.005151934612 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.19800000 N N N N N N FANNIE MAE 2.145% 01/01/2031 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386QEQ0 2240.56000000 PA USD 2212.36000000 0.000299925269 Long ABS-MBS USGA US N 2 2031-01-01 Floating 2.14500000 N N N N N N FANNIE MAE 3.525% 10/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407PJH2 204439.22000000 PA USD 211734.29000000 0.028704398946 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.94700000 N N N N N N FANNIE MAE 3.696% 07/01/2042 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EQ5S7 1614034.15000000 PA USD 1678721.07000000 0.227580895441 Long ABS-MBS USGA US N 2 2042-07-01 Floating 4.47400000 N N N N N N FANNIE MAE 3.476% 01/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405ARB1 235729.94000000 PA USD 236768.11000000 0.032098184414 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.47600000 N N N N N N FANNIE MAE 3.326% 02/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412EJ72 5424.99000000 PA USD 5531.58000000 0.000749905360 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.32600000 N N N N N N FANNIE MAE 3.566% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407GB80 489197.12000000 PA USD 497619.46000000 0.067461286046 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.56600000 N N N N N N FANNIE MAE 3.45% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31388RPD3 249162.28000000 PA USD 250927.16000000 0.034017698820 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.45000000 N N N N N N FANNIE MAE 3.519% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407XUW9 150340.73000000 PA USD 155428.83000000 0.021071179090 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.90700000 N N N N N N FANNIE MAE 3.571% 08/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402CXQ0 1815.41000000 PA USD 1829.29000000 0.000247993227 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.57100000 N N N N N N FANNIE MAE 4.106% 03/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400WEN6 6529.33000000 PA USD 6578.75000000 0.000891868126 Long ABS-MBS USGA US N 2 2033-03-01 Floating 4.10600000 N N N N N N FANNIE MAE 3.398% 09/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31390WQX3 94081.00000000 PA USD 94751.34000000 0.012845251773 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.39800000 N N N N N N FANNIE MAE 3.458% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31408EKN1 409882.61000000 PA USD 422915.59000000 0.057333830133 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.45800000 N N N N N N FANNIE MAE 4.021% 09/01/2030 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402C3F7 180246.70000000 PA USD 181576.21000000 0.024615927685 Long ABS-MBS USGA US N 2 2030-09-01 Floating 4.02100000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.696% 09/01/2036 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128QPKE1 843905.21000000 PA USD 882871.74000000 0.119689175730 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.69600000 N N N N N N FANNIE MAE 3.38% 08/01/2029 FN CMT+225;LC10.95 B1V7KEBTPIMZEU4LTD58 31384KZR0 5371.30000000 PA USD 5421.09000000 0.000734926449 Long ABS-MBS USGA US N 2 2029-08-01 Floating 3.38000000 N N N N N N FANNIE MAE 3.772% 11/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391MDC4 219117.96000000 PA USD 221524.84000000 0.030031684447 Long ABS-MBS USGA US N 2 2032-11-01 Floating 3.77200000 N N N N N N FANNIE MAE 3.636% 09/01/2031 FNMA ARM B1V7KEBTPIMZEU4LTD58 31388JK53 22889.11000000 PA USD 23047.07000000 0.003124445699 Long ABS-MBS USGA US N 2 2031-09-01 Floating 3.63600000 N N N N N N FANNIE MAE 4.04% 02/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391SJH4 4448.32000000 PA USD 4476.58000000 0.000606881097 Long ABS-MBS USGA US N 2 2033-02-01 Floating 4.04000000 N N N N N N FANNIE MAE 3.715% 02/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406GLL1 27792.93000000 PA USD 28001.51000000 0.003796109331 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.71500000 N N N N N N FANNIE MAE 3.876% 10/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402DHP8 45559.04000000 PA USD 45873.59000000 0.006218991871 Long ABS-MBS USGA US N 2 2032-10-01 Floating 3.87600000 N N N N N N FANNIE MAE 3.858% 09/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416CL61 2040.35000000 PA USD 2051.19000000 0.000278075771 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.85800000 N N N N N N FANNIE MAE 3.039% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391MQR7 326998.73000000 PA USD 329723.79000000 0.044700002113 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.03900000 N N N N N N FANNIE MAE 3.974% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400JMH9 18593.41000000 PA USD 19380.63000000 0.002627393679 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.97400000 N N N N N N FANNIE MAE 3.259% 09/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405JMH4 25738.94000000 PA USD 26018.19000000 0.003527234561 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.25900000 N N N N N N FANNIE MAE 3.964% 12/01/2040 FAR B1V7KEBTPIMZEU4LTD58 3138EMA43 1302015.33000000 PA USD 1361362.17000000 0.184557177011 Long ABS-MBS USGA US N 2 2040-12-01 Floating 3.96400000 N N N N N N FANNIE MAE 3.619% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403Q5H9 1973.83000000 PA USD 1993.08000000 0.000270197913 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.61900000 N N N N N N FANNIE MAE 3.483% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402C5W8 8958.94000000 PA USD 9039.79000000 0.001225506452 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.48300000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.079% 06/01/2035 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128JRG26 732644.88000000 PA USD 763841.50000000 0.103552481500 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.07900000 N N N N N N FANNIE MAE 3.178% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406AV82 336868.71000000 PA USD 339338.29000000 0.046003420863 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.17800000 N N N N N N FANNIE MAE 4.145% 03/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31390CLB0 1122.50000000 PA USD 1127.37000000 0.000152835321 Long ABS-MBS USGA US N 2 2032-03-01 Floating 4.14500000 N N N N N N FANNIE MAE 3.659% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401G5B6 291251.39000000 PA USD 294142.10000000 0.039876262770 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.65900000 N N N N N N FANNIE MAE 3.509% 12/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408GJF5 13072.28000000 PA USD 13600.78000000 0.001843830846 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.50900000 N N N N N N FANNIE MAE 3.247% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404NAD8 8420.65000000 PA USD 8732.94000000 0.001183907404 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.24700000 N N N N N N FANNIE MAE 2.248% 01/01/2021 FAR FNARM B1V7KEBTPIMZEU4LTD58 31369KPC3 1609.90000000 PA USD 1622.30000000 0.000219932002 Long ABS-MBS USGA US N 2 2021-01-01 Floating 2.24800000 N N N N N N FANNIE MAE 3.248% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385XPN1 170953.51000000 PA USD 172491.71000000 0.023384359986 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.24800000 N N N N N N FANNIE MAE 3.626% 05/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410S6D4 8987.81000000 PA USD 9164.37000000 0.001242395516 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.62600000 N N N N N N FANNIE MAE 4.247% 06/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404FPT4 214471.40000000 PA USD 218226.37000000 0.029584517393 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.24700000 N N N N N N FANNIE MAE 3.20% 01/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31418U7F5 82192.75000000 PA USD 83211.35000000 0.011280798151 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.20000000 N N N N N N FANNIE MAE 4.628% 08/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391RTR3 115989.56000000 PA USD 116581.21000000 0.015804684076 Long ABS-MBS USGA US N 2 2032-08-01 Floating 4.62800000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.892% 05/01/2040 FHA FHARM S6XOOCT0IEG5ABCC6L87 31300MZH9 764418.24000000 PA USD 800974.62000000 0.108586545140 Long ABS-MBS USGA US N 2 2040-05-01 Floating 4.73600000 N N N N N N FANNIE MAE 3.723% 02/01/2025 FNMA ARM B1V7KEBTPIMZEU4LTD58 31374M7C2 43057.36000000 PA USD 43400.70000000 0.005883747065 Long ABS-MBS USGA US N 2 2025-02-01 Floating 3.72300000 N N N N N N FANNIE MAE 3.693% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402BTK0 43437.28000000 PA USD 44316.64000000 0.006007919239 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.69300000 N N N N N N FANNIE MAE 3.579% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404DTS7 172492.76000000 PA USD 176428.51000000 0.023918064176 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.57900000 N N N N N N FANNIE MAE 3.256% 03/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407WSB0 2988.16000000 PA USD 3018.19000000 0.000409170049 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.25600000 N N N N N N FANNIE MAE 4.175% 04/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404FA52 1041333.01000000 PA USD 1088225.44000000 0.147528570709 Long ABS-MBS USGA US N 2 2034-04-01 Floating 4.17500000 N N N N N N FANNIE MAE 3.675% 01/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406AGY2 960.06000000 PA USD 971.27000000 0.000131673153 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.67500000 N N N N N N FANNIE MAE 3.47% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405QCV8 10995.99000000 PA USD 11083.32000000 0.001502543772 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.47000000 N N N N N N FANNIE MAE 3.876% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409EEM9 19183.56000000 PA USD 19322.94000000 0.002619572760 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.87600000 N N N N N N FANNIE MAE 3.09% 02/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406GLR8 158682.11000000 PA USD 158474.47000000 0.021484070481 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.09000000 N N N N N N FANNIE MAE 2.125% 03/01/2021 FAR FNARM B1V7KEBTPIMZEU4LTD58 31365LWT0 92.76000000 PA USD 92.72000000 0.000012569867 Long ABS-MBS USGA US N 2 2021-03-01 Floating 2.12500000 N N N N N N FANNIE MAE 3.355% 03/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386CLJ9 10460.28000000 PA USD 10556.40000000 0.001431110270 Long ABS-MBS USGA US N 2 2030-03-01 Floating 3.35500000 N N N N N N FANNIE MAE 3.773% 01/01/2034 FNMA B1V7KEBTPIMZEU4LTD58 31403Y2E2 63608.25000000 PA USD 64378.91000000 0.008727721506 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.77300000 N N N N N N FANNIE MAE 3.699% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406G4D8 91230.06000000 PA USD 91842.50000000 0.012450906087 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.69900000 N N N N N N FANNIE MAE 4.797% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XLL9 28026.80000000 PA USD 28179.24000000 0.003820203836 Long ABS-MBS USGA US N 2 2033-04-01 Floating 4.79700000 N N N N N N FANNIE MAE 3.282% 12/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31412HRW1 82219.05300000 PA USD 82568.92000000 0.011193705187 Long ABS-MBS USGA US N 2 2037-12-01 Floating 3.28200000 N N N N N N FANNIE MAE 3.863% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408FPJ2 608588.26400000 PA USD 629253.94000000 0.085306712166 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.86300000 N N N N N N FANNIE MAE 4.172% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402QWH0 30661.10000000 PA USD 31730.54000000 0.004301646554 Long ABS-MBS USGA US N 2 2034-07-01 Floating 4.17200000 N N N N N N FANNIE MAE 4.155% 10/01/2035 FNMA B1V7KEBTPIMZEU4LTD58 31381JRV6 303820.26000000 PA USD 306270.25000000 0.041520452079 Long ABS-MBS USGA US N 2 2035-10-01 Floating 4.15500000 N N N N N N FANNIE MAE 3.631% 12/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EQ3X8 1674944.14000000 PA USD 1745984.23000000 0.236699629016 Long ABS-MBS USGA US N 2 2036-12-01 Floating 3.63100000 N N N N N N FANNIE MAE 4.07% 06/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401H2R2 24517.80000000 PA USD 24717.44000000 0.003350894456 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.07000000 N N N N N N FANNIE MAE 4.265% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406VD86 265790.85000000 PA USD 268250.01000000 0.036366123335 Long ABS-MBS USGA US N 2 2035-05-01 Floating 4.26500000 N N N N N N FANNIE MAE 3.449% 10/01/2036 FNMA B1V7KEBTPIMZEU4LTD58 31376JNW5 11804.70000000 PA USD 11881.47000000 0.001610747389 Long ABS-MBS USGA US N 2 2036-10-01 Floating 3.44900000 N N N N N N FANNIE MAE 3.169% 09/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31388G7J4 54201.79000000 PA USD 54511.63000000 0.007390033871 Long ABS-MBS USGA US N 2 2032-09-01 Floating 3.16900000 N N N N N N FANNIE MAE 3.658% 03/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GG31 10553.65000000 PA USD 10667.98000000 0.001446236950 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.65800000 N N N N N N FANNIE MAE 3.574% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406AZZ8 41642.06000000 PA USD 41924.83000000 0.005683666288 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.57400000 N N N N N N FANNIE MAE 3.313% 11/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391T4G0 8977.17000000 PA USD 9043.43000000 0.001225999919 Long ABS-MBS USGA US N 2 2032-11-01 Floating 3.31300000 N N N N N N FANNIE MAE 3.658% 07/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RQK8 58407.55000000 PA USD 58800.56000000 0.007971475628 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.65800000 N N N N N N FANNIE MAE 3.331% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402VNX4 257754.10000000 PA USD 259936.83000000 0.035239121964 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.33100000 N N N N N N FANNIE MAE 4.48% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407EM67 498291.14000000 PA USD 518255.19000000 0.070258831151 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.48000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.996% 09/01/2037 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128S5QV9 1754378.50000000 PA USD 1846246.57000000 0.250291996160 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.99600000 N N N N N N FANNIE MAE 3.44% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408DCA0 25628.26000000 PA USD 26151.52000000 0.003545309846 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.44000000 N N N N N N FANNIE MAE 3.803% 08/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31413GK90 46315.12100000 PA USD 47230.20000000 0.006402904806 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.80300000 N N N N N N FANNIE MAE 2.682% 04/01/2034 FN COFI+184;LC12.65 B1V7KEBTPIMZEU4LTD58 31385HKE1 1083805.04000000 PA USD 1088662.13000000 0.147587771909 Long ABS-MBS USGA US N 2 2034-04-01 Floating 2.68200000 N N N N N N FANNIE MAE 3.518% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401Y6N0 24082.13000000 PA USD 24281.10000000 0.003291740706 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.51800000 N N N N N N FREDDIE MAC FRN 2.06538% 12/15/2048 4845 QF N/A 3137FJZV4 10298235.20900000 PA USD 10210117.33000000 1.384165413809 Long ABS-CBDO CORP US N 2 2048-12-15 Floating 1.11400000 N N N N N N FANNIE MAE 4.416% 08/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31360QU74 1644.98000000 PA USD 1662.57000000 0.000225391326 Long ABS-MBS USGA US N 2 2025-08-01 Floating 4.41600000 N N N N N N FANNIE MAE 4.45% 09/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391RTQ5 417561.64000000 PA USD 421048.15000000 0.057080664985 Long ABS-MBS USGA US N 2 2032-09-01 Floating 4.45000000 N N N N N N FANNIE MAE 3.393% 03/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406WQP2 9524.21000000 PA USD 9692.68000000 0.001314017458 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.39300000 N N N N N N FANNIE MAE 3.394% 08/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416CG75 1515333.98000000 PA USD 1566129.64000000 0.212317097949 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.39400000 N N N N N N FANNIE MAE 3.988% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400WR77 89238.25000000 PA USD 90054.82000000 0.012208553845 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.98800000 N N N N N N FANNIE MAE 3.589% 07/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31417VFL2 175478.70000000 PA USD 176647.99000000 0.023947818646 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.58900000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.682% 06/01/2037 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128S5XQ2 1830151.16000000 PA USD 1918933.09000000 0.260145963924 Long ABS-MBS USGA US N 2 2037-06-01 Floating 3.68200000 N N N N N N FANNIE MAE 3.887% 05/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403DVD8 8889.11000000 PA USD 9297.53000000 0.001260447754 Long ABS-MBS USGA US N 2 2038-05-01 Floating 3.88700000 N N N N N N FANNIE MAE 3.631% 12/01/2033 FN CMT+222;LC11.531 B1V7KEBTPIMZEU4LTD58 31402CSA1 44666.74000000 PA USD 45236.85000000 0.006132670289 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.63100000 N N N N N N FANNIE MAE 3.714% 07/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385HJT0 10168.12000000 PA USD 10428.11000000 0.001413718248 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.71400000 N N N N N N FANNIE MAE 3.758% 08/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31371MFY8 137105.32000000 PA USD 142657.11000000 0.019339742268 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.75800000 N N N N N N FANNIE MAE 4.841% 06/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400YDJ2 101882.30000000 PA USD 102890.27000000 0.013948630417 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.84100000 N N N N N N FANNIE MAE 3.44% 02/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374GLP0 524.73000000 PA USD 527.86000000 0.000071560936 Long ABS-MBS USGA US N 2 2026-02-01 Floating 3.44000000 N N N N N N FANNIE MAE 4.49% 06/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31381JRE4 17088.27000000 PA USD 17104.25000000 0.002318789345 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.51500000 N N N N N N FANNIE MAE 4.122% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406VZ33 225597.93000000 PA USD 231801.26000000 0.031424838383 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.12200000 N N N N N N FANNIE MAE 3.359% 12/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404AY65 42354.92000000 PA USD 42615.76000000 0.005777334301 Long ABS-MBS USGA US N 2 2033-12-01 Floating 3.35900000 N N N N N N FANNIE MAE 3.625% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404DTR9 567.28000000 PA USD 574.49000000 0.000077882473 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.62500000 N N N N N N FANNIE MAE 3.789% 01/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404E6X9 18835.93000000 PA USD 19682.27000000 0.002668286418 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.78900000 N N N N N N FANNIE MAE 3.643% 03/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410KQU1 560418.21000000 PA USD 564943.21000000 0.076588233687 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.64300000 N N N N N N FANNIE MAE 4.016% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31371MB89 207074.17000000 PA USD 216228.76000000 0.029313705356 Long ABS-MBS USGA US N 2 2035-05-01 Floating 4.01600000 N N N N N N FANNIE MAE 3.603% 01/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403VQQ5 93238.87000000 PA USD 93645.21000000 0.012695295916 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.60300000 N N N N N N FANNIE MAE 4.113% 04/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31389VAQ0 29618.60000000 PA USD 30066.18000000 0.004076012560 Long ABS-MBS USGA US N 2 2032-04-01 Floating 4.11300000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.089% 01/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128NHML4 306200.94000000 PA USD 314154.74000000 0.042589336795 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.08900000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.785% 02/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 31300LB87 387220.01000000 PA USD 391259.69000000 0.053042302376 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.78500000 N N N N N N FANNIE MAE 3.696% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EKYP4 1012528.00000000 PA USD 1054585.07000000 0.142968012279 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.69600000 N N N N N N FANNIE MAE 3.298% 02/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412EJ23 8587.54000000 PA USD 8756.77000000 0.001187137990 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.29800000 N N N N N N FANNIE MAE 3.381% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402TLV5 20640.46000000 PA USD 20767.34000000 0.002815387212 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.38100000 N N N N N N FANNIE MAE 3.404% 11/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403BHC0 283223.55000000 PA USD 289067.46000000 0.039188303861 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.40400000 N N N N N N FANNIE MAE 3.31% 08/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407WS87 327318.58000000 PA USD 334247.38000000 0.045313256263 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.31000000 N N N N N N FANNIE MAE 3.387% 06/01/2029 FN 3CMT+205;LC12.066 B1V7KEBTPIMZEU4LTD58 31384ACD8 202487.88000000 PA USD 204073.88000000 0.027665892313 Long ABS-MBS USGA US N 2 2029-06-01 Floating 3.38700000 N N N N N N FANNIE MAE 4.425% 06/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31360QU58 296.64000000 PA USD 297.77000000 0.000040368089 Long ABS-MBS USGA US N 2 2025-06-01 Floating 4.42500000 N N N N N N FANNIE MAE 2.893% 06/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31413MFB8 268670.49000000 PA USD 269911.77000000 0.036591404852 Long ABS-MBS USGA US N 2 2037-06-01 Floating 2.89300000 N N N N N N FANNIE MAE 3.697% 08/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XP43 5175.87000000 PA USD 5223.66000000 0.000708161255 Long ABS-MBS USGA US N 2 2030-08-01 Floating 3.69700000 N N N N N N FANNIE MAE 4.475% 06/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404U2U3 444757.27000000 PA USD 447324.21000000 0.060642858473 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.47500000 N N N N N N FANNIE MAE 3.859% 07/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DQ69 472552.76000000 PA USD 490804.64000000 0.066537414377 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.85900000 N N N N N N FANNIE MAE 4.488% 01/01/2028 FNMA ARM B1V7KEBTPIMZEU4LTD58 31362GM40 3776.06000000 PA USD 3790.98000000 0.000513935661 Long ABS-MBS USGA US N 2 2028-01-01 Floating 4.48800000 N N N N N N FANNIE MAE 3.487% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406GY52 261511.95000000 PA USD 262646.75000000 0.035606500459 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.48700000 N N N N N N FANNIE MAE 4.476% 07/01/2029 FAR FNARM B1V7KEBTPIMZEU4LTD58 31363HK64 10366.82000000 PA USD 10490.97000000 0.001422240054 Long ABS-MBS USGA US N 2 2029-07-01 Floating 4.47600000 N N N N N N FANNIE MAE 4.029% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DKW9 74855.68000000 PA USD 78247.57000000 0.010607868314 Long ABS-MBS USGA US N 2 2034-08-01 Floating 4.02900000 N N N N N N FANNIE MAE 3.537% 06/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GDF7 47562.00000000 PA USD 48156.73000000 0.006528512646 Long ABS-MBS USGA US N 2 2033-06-01 Floating 3.53700000 N N N N N N FANNIE MAE 3.757% 05/01/2026 FNMA ARM B1V7KEBTPIMZEU4LTD58 31384VWW8 8189.95000000 PA USD 8246.78000000 0.001117999654 Long ABS-MBS USGA US N 2 2026-05-01 Floating 3.75700000 N N N N N N FANNIE MAE 3.634% 09/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403DVS5 87065.50000000 PA USD 90617.95000000 0.012284896265 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.63400000 N N N N N N FANNIE MAE 3.989% 09/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385JN87 66204.15000000 PA USD 66808.72000000 0.009057126042 Long ABS-MBS USGA US N 2 2032-09-01 Floating 3.98900000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.695% 06/01/2036 FHA FHARM S6XOOCT0IEG5ABCC6L87 31300MAA1 307061.20000000 PA USD 321296.69000000 0.043557556832 Long ABS-MBS USGA US N 2 2036-06-01 Floating 3.69500000 N N N N N N FANNIE MAE 4.622% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402DSC5 18340.22000000 PA USD 18301.96000000 0.002481160521 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.62200000 N N N N N N FANNIE MAE 3.876% 04/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409XUP2 105705.77000000 PA USD 109875.65000000 0.014895624568 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.87600000 N N N N N N FANNIE MAE 3.52% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402D4C1 18894.18000000 PA USD 19036.75000000 0.002580774548 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.52000000 N N N N N N FANNIE MAE 3.715% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31390XAF7 982.10000000 PA USD 985.00000000 0.000133534501 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.71500000 N N N N N N FANNIE MAE 4.064% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RKA6 28106.44000000 PA USD 29087.90000000 0.003943389075 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.06400000 N N N N N N FANNIE MAE 4.435% 05/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31418UHN7 247935.38000000 PA USD 257588.13000000 0.034920713350 Long ABS-MBS USGA US N 2 2040-05-01 Floating 4.43500000 N N N N N N FANNIE MAE 3.353% 09/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403CWP2 6930.08000000 PA USD 7230.00000000 0.000980156801 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.35300000 N N N N N N FANNIE MAE 3.271% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403AU86 20518.53000000 PA USD 20799.72000000 0.002819776904 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.27100000 N N N N N N FANNIE MAE 3.339% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403GCV2 38901.82000000 PA USD 39148.74000000 0.005307317257 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.33900000 N N N N N N FANNIE MAE 3.639% 06/01/2027 FN CMT+224;LC13.04 B1V7KEBTPIMZEU4LTD58 31378FEF8 9463.08000000 PA USD 9507.65000000 0.001288933307 Long ABS-MBS USGA US N 2 2027-06-01 Floating 3.63900000 N N N N N N FANNIE MAE 4.238% 07/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407JL26 270722.87000000 PA USD 272011.40000000 0.036876047539 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.23800000 N N N N N N FANNIE MAE 3.579% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416CAD8 1878001.03000000 PA USD 1954371.74000000 0.264950311617 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.57900000 N N N N N N FANNIE MAE 4.569% 03/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410FX34 15762.43000000 PA USD 16440.17000000 0.002228761333 Long ABS-MBS USGA US N 2 2036-03-01 Floating 4.56900000 N N N N N N FANNIE MAE 3.84% 09/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410EKC1 48565.28000000 PA USD 50727.79000000 0.006877066165 Long ABS-MBS USGA US N 2 2036-09-01 Floating 4.22000000 N N N N N N FANNIE MAE 4.193% 06/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404UQ60 4505.02000000 PA USD 4531.49000000 0.000614325137 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.19300000 N N N N N N FANNIE MAE 4.24% 04/01/2044 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403EJ99 11274.87000000 PA USD 11446.64000000 0.001551798346 Long ABS-MBS USGA US N 2 2044-04-01 Floating 4.24000000 N N N N N N FANNIE MAE 3.531% 03/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GDT7 3518.38000000 PA USD 3656.53000000 0.000495708540 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.53100000 N N N N N N FANNIE MAE 3.888% 03/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404ERU2 17820.40000000 PA USD 18024.64000000 0.002443564797 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.88800000 N N N N N N FANNIE MAE 3.811% 08/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RMA4 1680260.28000000 PA USD 1741170.12000000 0.236046989644 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.81100000 N N N N N N FANNIE MAE 4.137% 04/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404CAE0 80485.89000000 PA USD 81240.66000000 0.011013635605 Long ABS-MBS USGA US N 2 2034-04-01 Floating 4.13700000 N N N N N N FANNIE MAE 3.748% 02/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406J3L5 1212.20000000 PA USD 1219.74000000 0.000165357739 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.74800000 N N N N N N FANNIE MAE 3.267% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402TP74 11427.65000000 PA USD 11511.05000000 0.001560530283 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.26700000 N N N N N N FANNIE MAE 4.016% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RKL2 595403.83000000 PA USD 602358.24000000 0.081660515308 Long ABS-MBS USGA US N 2 2034-12-01 Floating 4.01600000 N N N N N N FANNIE MAE 3.686% 08/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31419AFT9 1766354.83000000 PA USD 1837040.18000000 0.249043904075 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.68600000 N N N N N N FANNIE MAE 3.945% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406WHP2 5898.04000000 PA USD 5924.66000000 0.000803194438 Long ABS-MBS USGA US N 2 2035-06-01 Floating 3.94500000 N N N N N N FANNIE MAE 3.332% 12/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391SSV3 774.86000000 PA USD 780.67000000 0.000105833887 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.33200000 N N N N N N FANNIE MAE 4.281% 07/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405DM79 21599.55000000 PA USD 21734.25000000 0.002946469288 Long ABS-MBS USGA US N 2 2034-07-01 Floating 4.28100000 N N N N N N FANNIE MAE 3.479% 09/01/2022 FN CMT+214.8;LC13.452 M B1V7KEBTPIMZEU4LTD58 31369TVW3 10069.50000000 PA USD 10157.94000000 0.001377091836 Long ABS-MBS USGA US N 2 2022-09-01 Floating 3.47900000 N N N N N N FANNIE MAE 3.574% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404D4T2 457012.95000000 PA USD 460116.46000000 0.062377078506 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.57400000 N N N N N N FANNIE MAE 3.225% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401PFA7 81652.84000000 PA USD 82346.87000000 0.011163602307 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.22500000 N N N N N N FANNIE MAE 3.169% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DNZ9 13534.24000000 PA USD 13615.75000000 0.001845860299 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.16900000 N N N N N N FANNIE MAE 3.675% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DL64 20030.65000000 PA USD 20805.94000000 0.002820620137 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.67500000 N N N N N N FANNIE MAE 3.239% 08/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405D4L8 33952.00000000 PA USD 34162.74000000 0.004631375097 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.23900000 N N N N N N FANNIE MAE 4.49% 10/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410QPW5 485041.33000000 PA USD 488643.25000000 0.066244399009 Long ABS-MBS USGA US N 2 2036-10-01 Floating 4.49000000 N N N N N N FANNIE MAE 4.26% 07/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410AH33 3378.66000000 PA USD 3377.46000000 0.000457875572 Long ABS-MBS USGA US N 2 2036-07-01 Floating 4.26000000 N N N N N N FANNIE MAE 3.808% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31371MAV9 34468.60000000 PA USD 34700.97000000 0.004704341874 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.80800000 N N N N N N FANNIE MAE 3.691% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DSF8 33375.95000000 PA USD 33499.70000000 0.004541488076 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.69100000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.27% 11/01/2040 FHA FHARM S6XOOCT0IEG5ABCC6L87 31300MHK2 3047778.40000000 PA USD 3194048.54000000 0.433010843676 Long ABS-MBS USGA US N 2 2040-11-01 Floating 4.27000000 N N N N N N FANNIE MAE 3.685% 12/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411DUN7 9459.34300000 PA USD 9546.57000000 0.001294209614 Long ABS-MBS USGA US N 2 2036-12-01 Floating 3.68500000 N N N N N N FANNIE MAE 3.674% 12/01/2033 FNMA B1V7KEBTPIMZEU4LTD58 31403SJK3 27044.03000000 PA USD 28237.67000000 0.003828125076 Long ABS-MBS USGA US N 2 2033-12-01 Floating 3.67400000 N N N N N N FANNIE MAE 3.33% 11/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403VAK5 144940.39000000 PA USD 145850.42000000 0.019772652990 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.33000000 N N N N N N FANNIE MAE 4.163% 12/01/2040 FAR B1V7KEBTPIMZEU4LTD58 3138EQJX1 767409.24000000 PA USD 799949.47000000 0.108447567582 Long ABS-MBS USGA US N 2 2040-12-01 Floating 4.16300000 N N N N N N FANNIE MAE 4.537% 03/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412CBL3 56010.95000000 PA USD 58604.34000000 0.007944874471 Long ABS-MBS USGA US N 2 2036-03-01 Floating 4.53700000 N N N N N N FANNIE MAE 2.975% 10/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31419AFH5 1110845.30000000 PA USD 1133706.56000000 0.153694356200 Long ABS-MBS USGA US N 2 2037-10-01 Floating 2.97500000 N N N N N N FANNIE MAE 4.138% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DHL7 698610.92000000 PA USD 714089.80000000 0.096807741925 Long ABS-MBS USGA US N 2 2034-07-01 Floating 4.13800000 N N N N N N FANNIE MAE 3.765% 08/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GJN4 1698534.72000000 PA USD 1766595.53000000 0.239493862194 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.76500000 N N N N N N FANNIE MAE 4.25% 12/01/2025 FNMA ARM B1V7KEBTPIMZEU4LTD58 313612MS9 1626.22000000 PA USD 1626.89000000 0.000220554259 Long ABS-MBS USGA US N 2 2025-12-01 Floating 4.25000000 N N N N N N FANNIE MAE 3.988% 06/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31418MYA4 692595.82000000 PA USD 698540.46000000 0.094699748653 Long ABS-MBS USGA US N 2 2038-06-01 Floating 3.98800000 N N N N N N FANNIE MAE 2.957% 11/01/2040 FNMA ARM B1V7KEBTPIMZEU4LTD58 31386G6N8 33902.36000000 PA USD 34019.60000000 0.004611969891 Long ABS-MBS USGA US N 2 2040-11-01 Floating 3.36600000 N N N N N N FANNIE MAE 4.487% 07/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407DTK1 59421.71000000 PA USD 59635.22000000 0.008084628834 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.48700000 N N N N N N FANNIE MAE 3.905% 05/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414UP36 214166.58000000 PA USD 216233.25000000 0.029314314056 Long ABS-MBS USGA US N 2 2037-05-01 Floating 3.90500000 N N N N N N FANNIE MAE 3.746% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410MHH6 72107.47000000 PA USD 73757.50000000 0.009999158404 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.74600000 N N N N N N FANNIE MAE 3.456% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407XWM9 161566.81000000 PA USD 166599.37000000 0.022585547106 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.85800000 N N N N N N FANNIE MAE 3.571% 10/01/2028 FNMA ARM B1V7KEBTPIMZEU4LTD58 31384VYA4 1093.87000000 PA USD 1104.28000000 0.000149705055 Long ABS-MBS USGA US N 2 2028-10-01 Floating 3.57100000 N N N N N N FANNIE MAE 3.62% 09/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GME0 5222.06000000 PA USD 5332.03000000 0.000722852761 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.62000000 N N N N N N FANNIE MAE 3.73% 07/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374WF98 434.25000000 PA USD 437.63000000 0.000059328633 Long ABS-MBS USGA US N 2 2025-07-01 Floating 3.73000000 N N N N N N FANNIE MAE 3.57% 12/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410FVN2 11812.87000000 PA USD 11910.14000000 0.001614634125 Long ABS-MBS USGA US N 2 2036-12-01 Floating 3.57000000 N N N N N N FANNIE MAE 3.353% 08/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402VZX1 55393.89000000 PA USD 56369.38000000 0.007641885364 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.35300000 N N N N N N FANNIE MAE 3.42% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405FTT9 85158.90000000 PA USD 85585.18000000 0.011602613590 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.42000000 N N N N N N FANNIE MAE 2.874% 11/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402XXU5 114755.24000000 PA USD 117100.63000000 0.015875100818 Long ABS-MBS USGA US N 2 2033-11-01 Floating 2.87400000 N N N N N N FANNIE MAE 3.545% 12/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31368QT52 1748.12000000 PA USD 1772.19000000 0.000240252293 Long ABS-MBS USGA US N 2 2022-12-01 Floating 3.54500000 N N N N N N FANNIE MAE 3.357% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400KQZ2 28656.88000000 PA USD 28997.43000000 0.003931124236 Long ABS-MBS USGA US N 2 2033-05-01 Floating 3.35700000 N N N N N N FANNIE MAE 3.854% 04/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31412DPT9 18826.57000000 PA USD 19090.08000000 0.002588004391 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.85400000 N N N N N N FANNIE MAE 3.886% 09/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31373TR77 2134.17000000 PA USD 2140.40000000 0.000290169794 Long ABS-MBS USGA US N 2 2024-09-01 Floating 3.88600000 N N N N N N FANNIE MAE 3.537% 01/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404DTQ1 4416.50000000 PA USD 4447.21000000 0.000602899464 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.53700000 N N N N N N FANNIE MAE 4.233% 06/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410B3M4 13612.50000000 PA USD 14124.74000000 0.001914863067 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.23300000 N N N N N N FANNIE MAE 3.726% 06/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EJZS0 2691692.22000000 PA USD 2805945.83000000 0.380396526834 Long ABS-MBS USGA US N 2 2036-06-01 Floating 3.72600000 N N N N N N FANNIE MAE 3.325% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407WSA2 24280.64000000 PA USD 24492.76000000 0.003320435033 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.32500000 N N N N N N FANNIE MAE 3.90% 03/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416CAG1 17014.19000000 PA USD 17739.74000000 0.002404941467 Long ABS-MBS USGA US N 2 2037-03-01 Floating 4.62100000 N N N N N N FANNIE MAE 4.36% 02/01/2043 FAR B1V7KEBTPIMZEU4LTD58 3140J8M67 6531436.04000000 PA USD 6817229.54000000 0.924198326256 Long ABS-MBS USGA US N 2 2043-02-01 Floating 4.36000000 N N N N N N FANNIE MAE 3.836% 01/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EM2J9 3206008.20000000 PA USD 3350290.27000000 0.454192226012 Long ABS-MBS USGA US N 2 2038-01-01 Floating 3.83600000 N N N N N N FANNIE MAE 4.125% 12/01/2030 FNMA ARM B1V7KEBTPIMZEU4LTD58 31387UEK3 2039.13000000 PA USD 2054.79000000 0.000278563816 Long ABS-MBS USGA US N 2 2030-12-01 Floating 4.12500000 N N N N N N FANNIE MAE 3.604% 01/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411EZA8 5405.09000000 PA USD 5670.68000000 0.000768762872 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.60400000 N N N N N N FANNIE MAE 3.50% 08/01/2026 FN COF1+125;LC13.5 B1V7KEBTPIMZEU4LTD58 31361HL57 5780.79000000 PA USD 5813.68000000 0.000788149099 Long ABS-MBS USGA US N 2 2026-08-01 Floating 3.50000000 N N N N N N FANNIE MAE 4.305% 05/01/2048 FAR FNARM B1V7KEBTPIMZEU4LTD58 31415CML8 122351.94000000 PA USD 123831.95000000 0.016787652558 Long ABS-MBS USGA US N 2 2048-05-01 Floating 4.30500000 N N N N N N FANNIE MAE 5.183% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406XTD4 385038.34000000 PA USD 387275.60000000 0.052502187174 Long ABS-MBS USGA US N 2 2035-06-01 Floating 5.18300000 N N N N N N FANNIE MAE 4.219% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409EL90 504.54000000 PA USD 511.38000000 0.000069326775 Long ABS-MBS USGA US N 2 2036-05-01 Floating 4.21900000 N N N N N N FANNIE MAE 2.483% 01/01/2029 FAR FNARM B1V7KEBTPIMZEU4LTD58 31362S5F8 604.86000000 PA USD 605.69000000 0.000082112195 Long ABS-MBS USGA US N 2 2029-01-01 Floating 2.48300000 N N N N N N FANNIE MAE 3.465% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411EYM3 1547.73000000 PA USD 1613.42000000 0.000218728158 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.46500000 N N N N N N FANNIE MAE 3.659% 03/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400U3Z5 50887.45000000 PA USD 51296.97000000 0.006954228772 Long ABS-MBS USGA US N 2 2033-03-01 Floating 3.65900000 N N N N N N FANNIE MAE 3.82% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DMC1 5854.56000000 PA USD 5907.18000000 0.000800824709 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.82000000 N N N N N N FANNIE MAE 4.301% 05/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410MER7 77318.13000000 PA USD 77640.20000000 0.010525528364 Long ABS-MBS USGA US N 2 2036-05-01 Floating 4.30100000 N N N N N N FANNIE MAE 4.083% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410SC96 16332.54000000 PA USD 16731.30000000 0.002268229251 Long ABS-MBS USGA US N 2 2036-05-01 Floating 4.08300000 N N N N N N FANNIE MAE 3.33% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403GCU4 17108.59000000 PA USD 17216.75000000 0.002334040747 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.33000000 N N N N N N FANNIE MAE 3.72% 12/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31418M3L4 515498.66000000 PA USD 537066.93000000 0.072809101539 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.72000000 N N N N N N FANNIE MAE 3.471% 02/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404NBP0 50642.65000000 PA USD 52689.34000000 0.007142989619 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.47100000 N N N N N N FANNIE MAE 4.108% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401XUT2 67644.27000000 PA USD 68162.81000000 0.009240697345 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.10800000 N N N N N N FANNIE MAE 4.757% 09/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31381JU75 825389.47000000 PA USD 838780.27000000 0.113711782342 Long ABS-MBS USGA US N 2 2037-09-01 Floating 4.75700000 N N N N N N FANNIE MAE 3.354% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405JWZ3 19732.17000000 PA USD 19868.60000000 0.002693546807 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.35400000 N N N N N N FANNIE MAE 3.961% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406VUL8 4991.84000000 PA USD 5070.24000000 0.000687362409 Long ABS-MBS USGA US N 2 2035-06-01 Floating 3.96100000 N N N N N N FANNIE MAE 3.372% 10/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391EUJ8 24054.63000000 PA USD 24281.21000000 0.003291755618 Long ABS-MBS USGA US N 2 2032-10-01 Floating 3.37200000 N N N N N N FANNIE MAE 4.26% 06/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401H6Q0 4038.27000000 PA USD 4061.89000000 0.000550662394 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.26000000 N N N N N N FANNIE MAE 4.055% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402NY44 63212.19000000 PA USD 64046.40000000 0.008682643783 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.05500000 N N N N N N FANNIE MAE 3.416% 12/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391QW34 3460.87000000 PA USD 3485.44000000 0.000472514207 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.41600000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.945% 07/01/2036 FHA FHARM S6XOOCT0IEG5ABCC6L87 31300LKW4 1424262.28000000 PA USD 1493258.32000000 0.202438077215 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.94500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.198% 01/01/2037 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128QGMT6 283158.89000000 PA USD 287224.35000000 0.038938437083 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.19800000 N N N N N N IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO N/A 457756500 36646487.30400000 NS USD 36646487.30000000 4.968091807254 Long EC RF US N 1 N N N FANNIE MAE 3.842% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406VL95 154.52000000 PA USD 156.31000000 0.000021190637 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.84200000 N N N N N N FANNIE MAE 3.158% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405HXS2 10686.30000000 PA USD 10977.65000000 0.001488218299 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.15800000 N N N N N N FANNIE MAE 3.885% 09/01/2039 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402CQG0 135016.73000000 PA USD 135878.80000000 0.018420820187 Long ABS-MBS USGA US N 2 2039-09-01 Floating 3.88500000 N N N N N N FANNIE MAE 3.624% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DQV5 9790.30000000 PA USD 10184.46000000 0.001380687100 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.62400000 N N N N N N FANNIE MAE 3.573% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400FEQ6 78241.29000000 PA USD 78593.16000000 0.010654719266 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.57300000 N N N N N N FANNIE MAE 3.563% 01/01/2033 FNMA B1V7KEBTPIMZEU4LTD58 31385WXC8 5139.74000000 PA USD 5181.39000000 0.000702430795 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.56300000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.305% 08/01/2033 FHA FHARM S6XOOCT0IEG5ABCC6L87 31342AZT9 423351.14000000 PA USD 433320.25000000 0.058744369312 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.30500000 N N N N N N FANNIE MAE 3.545% 10/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410QQR5 9567.68000000 PA USD 9684.59000000 0.001312920713 Long ABS-MBS USGA US N 2 2036-10-01 Floating 3.54500000 N N N N N N FANNIE MAE 3.552% 11/01/2024 FNMA ARM B1V7KEBTPIMZEU4LTD58 31374KHJ0 39972.44000000 PA USD 40395.09000000 0.005476282461 Long ABS-MBS USGA US N 2 2024-11-01 Floating 3.55200000 N N N N N N FANNIE MAE 4.004% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400WPR5 54901.70000000 PA USD 55300.77000000 0.007497016020 Long ABS-MBS USGA US N 2 2033-04-01 Floating 4.00400000 N N N N N N FANNIE MAE 3.749% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404KR87 33650.24000000 PA USD 34039.05000000 0.004614606689 Long ABS-MBS USGA US N 2 2034-05-01 Floating 3.74900000 N N N N N N FANNIE MAE 3.421% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391TZ76 38166.87000000 PA USD 38520.27000000 0.005222116822 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.42100000 N N N N N N FANNIE MAE 2.757% 04/01/2044 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405AEW9 78246.67000000 PA USD 78654.71000000 0.010663063478 Long ABS-MBS USGA US N 2 2044-04-01 Floating 2.75700000 N N N N N N FANNIE MAE 3.643% 02/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400RDY4 17454.78000000 PA USD 17598.46000000 0.002385788417 Long ABS-MBS USGA US N 2 2033-02-01 Floating 3.64300000 N N N N N N FANNIE MAE 3.60% 02/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409ASN0 17837.83000000 PA USD 17953.50000000 0.002433920488 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.60000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.33% 01/01/2036 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128QSAC0 2433048.71000000 PA USD 2518801.54000000 0.341468943326 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.33000000 N N N N N N FANNIE MAE 3.73% 04/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411UJF9 20369.22900000 PA USD 20416.72000000 0.002767854352 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.73000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.655% 04/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S5DY7 1207038.54000000 PA USD 1258803.33000000 0.170653477904 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.65500000 N N N N N N FANNIE MAE 3.228% 09/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404XEC4 34161.42000000 PA USD 34385.71000000 0.004661602699 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.22800000 N N N N N N FANNIE MAE 3.735% 03/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409XQG7 49199.89000000 PA USD 50427.99000000 0.006836422872 Long ABS-MBS USGA US N 2 2036-03-01 Floating 3.73500000 N N N N N N FANNIE MAE 3.715% 01/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411EW52 24005.95000000 PA USD 24265.36000000 0.003289606865 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.71500000 N N N N N N FANNIE MAE 3.734% 03/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410F4H5 2417.21000000 PA USD 2428.73000000 0.000329258122 Long ABS-MBS USGA US N 2 2037-03-01 Floating 3.73400000 N N N N N N FANNIE MAE 4.045% 02/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RD55 198691.95000000 PA USD 200546.71000000 0.027187720852 Long ABS-MBS USGA US N 2 2035-02-01 Floating 4.04500000 N N N N N N FANNIE MAE 3.42% 03/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409A5L9 4391.13000000 PA USD 4432.91000000 0.000600960841 Long ABS-MBS USGA US N 2 2036-03-01 Floating 3.42000000 N N N N N N FANNIE MAE 3.378% 12/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391NWM9 1158.16000000 PA USD 1172.20000000 0.000158912835 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.37800000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.379% 12/01/2037 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128JRV37 360857.37000000 PA USD 363972.61000000 0.049343046906 Long ABS-MBS USGA US N 2 2037-12-01 Floating 3.37900000 N N N N N N FANNIE MAE 3.537% 10/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GML4 17208.85000000 PA USD 17705.95000000 0.002400360624 Long ABS-MBS USGA US N 2 2037-10-01 Floating 3.53700000 N N N N N N FANNIE MAE 4.025% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31414CPN2 68078.26000000 PA USD 68609.36000000 0.009301235246 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.02500000 N N N N N N FANNIE MAE 3.162% 09/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413JB45 12194.41000000 PA USD 12262.62000000 0.001662419141 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.16200000 N N N N N N FANNIE MAE 2.561% 10/01/2024 FNMA ARM B1V7KEBTPIMZEU4LTD58 31374GVG9 101.65000000 PA USD 101.53000000 0.000013764221 Long ABS-MBS USGA US N 2 2024-10-01 Floating 2.56100000 N N N N N N FANNIE MAE 4.196% 05/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410WFS2 47080.28000000 PA USD 47292.45000000 0.006411343915 Long ABS-MBS USGA US N 2 2037-05-01 Floating 4.19600000 N N N N N N FANNIE MAE 3.936% 07/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EKTS4 177393.75000000 PA USD 184685.29000000 0.025037419511 Long ABS-MBS USGA US N 2 2038-07-01 Floating 3.93600000 N N N N N N FANNIE MAE 3.288% 11/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403NB55 11301.05000000 PA USD 11405.65000000 0.001546241413 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.28800000 N N N N N N FANNIE MAE 3.613% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412CFA3 43235.26000000 PA USD 43711.05000000 0.005925820600 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.61300000 N N N N N N FANNIE MAE 2.957% 11/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386G6R9 56499.14000000 PA USD 56124.41000000 0.007608675266 Long ABS-MBS USGA US N 2 2030-11-01 Floating 2.95700000 N N N N N N FANNIE MAE 3.834% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407DUE3 1888013.80000000 PA USD 1921371.28000000 0.260476504520 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.83400000 N N N N N N FANNIE MAE 3.726% 02/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400BWB8 24446.69000000 PA USD 24632.84000000 0.003339425402 Long ABS-MBS USGA US N 2 2033-02-01 Floating 3.72600000 N N N N N N FANNIE MAE 2.969% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412CFN5 21998.84000000 PA USD 22165.47000000 0.003004928931 Long ABS-MBS USGA US N 2 2037-01-01 Floating 2.96900000 N N N N N N FANNIE MAE 4.35% 06/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410EPC6 502273.50000000 PA USD 520178.01000000 0.070519504056 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.35000000 N N N N N N FANNIE MAE 3.388% 01/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400AMD7 64253.97000000 PA USD 64788.42000000 0.008783237966 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.38800000 N N N N N N FANNIE MAE 3.429% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403GMW9 15729.73000000 PA USD 16249.03000000 0.002202848861 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.42900000 N N N N N N FANNIE MAE 3.432% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XCP0 524.72000000 PA USD 530.51000000 0.000071920191 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.43200000 N N N N N N FANNIE MAE 4.562% 08/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374FXM6 255.09000000 PA USD 255.58000000 0.000034648475 Long ABS-MBS USGA US N 2 2026-08-01 Floating 4.56200000 N N N N N N FANNIE MAE 2.757% 02/01/2041 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386TRN7 8116.60000000 PA USD 8045.24000000 0.001090677275 Long ABS-MBS USGA US N 2 2041-02-01 Floating 2.75700000 N N N N N N FANNIE MAE 2.615% 08/01/2029 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405YPJ4 10184.45000000 PA USD 10273.12000000 0.001392706561 Long ABS-MBS USGA US N 2 2029-08-01 Floating 2.61500000 N N N N N N FANNIE MAE 3.021% 03/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414RYR0 270643.77400000 PA USD 272316.15000000 0.036917361894 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.02100000 N N N N N N FANNIE MAE 3.442% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411HM56 17124.67000000 PA USD 17829.64000000 0.002417129033 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.44200000 N N N N N N FANNIE MAE 4.083% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406PDR7 258072.48000000 PA USD 269753.86000000 0.036569997306 Long ABS-MBS USGA US N 2 2035-05-01 Floating 4.08300000 N N N N N N FANNIE MAE 4.088% 07/01/2025 FNMA ARM B1V7KEBTPIMZEU4LTD58 31373UEJ2 868.48000000 PA USD 876.19000000 0.000118783345 Long ABS-MBS USGA US N 2 2025-07-01 Floating 4.08800000 N N N N N N FANNIE MAE 4.148% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400SJL4 96617.66000000 PA USD 97482.63000000 0.013215527357 Long ABS-MBS USGA US N 2 2033-04-01 Floating 4.14800000 N N N N N N FANNIE MAE 3.614% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406TUJ8 270815.10000000 PA USD 282861.38000000 0.038346957869 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.61400000 N N N N N N FANNIE MAE 3.513% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403CZ95 40123.65000000 PA USD 41695.43000000 0.005652566983 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.51300000 N N N N N N FANNIE MAE 4.396% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407BWE5 303797.02000000 PA USD 305338.59000000 0.041394148776 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.39600000 N N N N N N FANNIE MAE 4.134% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407MGQ2 446396.51000000 PA USD 452742.59000000 0.061377417534 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.13400000 N N N N N N FANNIE MAE 3.391% 03/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391LSJ5 963334.20000000 PA USD 978933.26000000 0.132712046015 Long ABS-MBS USGA US N 2 2033-03-01 Floating 3.39100000 N N N N N N FANNIE MAE 3.52% 09/01/2031 FAR FNARM B1V7KEBTPIMZEU4LTD58 31388K2K7 51965.93000000 PA USD 52197.27000000 0.007076280663 Long ABS-MBS USGA US N 2 2031-09-01 Floating 3.52000000 N N N N N N FANNIE MAE 3.873% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385WVN6 21100.88000000 PA USD 21256.30000000 0.002881674552 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.87300000 N N N N N N FANNIE MAE 3.528% 04/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 3138EHDZ2 1074604.88000000 PA USD 1112769.45000000 0.150855953604 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.52800000 N N N N N N FANNIE MAE 2.145% 06/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31390NJT0 3088.45000000 PA USD 3046.60000000 0.000413021536 Long ABS-MBS USGA US N 2 2032-06-01 Floating 2.14500000 N N N N N N FANNIE MAE 4.09% 05/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400SXU8 32297.40000000 PA USD 32687.32000000 0.004431355326 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.09000000 N N N N N N FANNIE MAE 3.075% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385XSY4 18173.13000000 PA USD 18332.93000000 0.002485359062 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.07500000 N N N N N N FANNIE MAE 3.239% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408EQJ4 67648.10000000 PA USD 68039.40000000 0.009223966896 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.23900000 N N N N N N FANNIE MAE 3.286% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407MSE6 11029.22000000 PA USD 11140.97000000 0.001510359269 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.28600000 N N N N N N FANNIE MAE 3.195% 03/01/2026 FN 3CMT+217.9;LC13.688 B1V7KEBTPIMZEU4LTD58 31374TG29 95996.73000000 PA USD 96669.88000000 0.013105344446 Long ABS-MBS USGA US N 2 2026-03-01 Floating 3.19500000 N N N N N N FANNIE MAE 3.293% 09/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405WHT5 78490.00000000 PA USD 79070.90000000 0.010719485533 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.29300000 N N N N N N FANNIE MAE 4.225%FRN 12/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408BT65 507547.93000000 PA USD 522006.35000000 0.070767368494 Long ABS-MBS USGA US N 2 2035-12-01 Floating 4.22500000 N N N N N N FANNIE MAE 3.26% 05/01/2036 FN COFI+125;LC12.705 B1V7KEBTPIMZEU4LTD58 31374T2E8 188609.98000000 PA USD 189498.64000000 0.025689955852 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.26000000 N N N N N N FANNIE MAE 3.791% 02/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409U6T7 102497.04000000 PA USD 103246.04000000 0.013996861452 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.79100000 N N N N N N FANNIE MAE 3.255% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404XE26 579916.21000000 PA USD 591758.42000000 0.080223518674 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.25500000 N N N N N N FANNIE MAE 3.647% 09/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410PYG2 113801.38000000 PA USD 119073.64000000 0.016142577882 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.64700000 N N N N N N FANNIE MAE 3.696% 02/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406GNF2 167503.74000000 PA USD 168688.45000000 0.022868759550 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.69600000 N N N N N N FANNIE MAE 3.737% 09/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138ELEW9 2131410.50000000 PA USD 2221100.21000000 0.301110162784 Long ABS-MBS USGA US N 2 2040-09-01 Floating 3.73700000 N N N N N N FANNIE MAE 3.346% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402TLW3 30040.91000000 PA USD 30487.72000000 0.004133159904 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.34600000 N N N N N N FANNIE MAE 4.399% 06/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31390UMX1 6186.75000000 PA USD 6218.37000000 0.000843012122 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.39900000 N N N N N N FANNIE MAE 3.687% 07/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407MSU0 16512.16000000 PA USD 16809.81000000 0.002278872696 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.68700000 N N N N N N FANNIE MAE 3.94% 03/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404JSQ9 106701.70000000 PA USD 107290.79000000 0.014545200210 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.94000000 N N N N N N FANNIE MAE 4.279% 06/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410EM88 10169.50400000 PA USD 10227.92000000 0.001386578886 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.27900000 N N N N N N FANNIE MAE 3.46% 09/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407WSR5 54585.37000000 PA USD 55595.35000000 0.007536951648 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.46000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 2.464% 05/01/2045 FHA S6XOOCT0IEG5ABCC6L87 31347AVZ4 6994695.18000000 PA USD 7224317.52000000 0.979386438604 Long ABS-MBS USGA US N 2 2045-05-01 Floating 2.46400000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.828% 11/01/2035 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128JR3X2 2119725.75000000 PA USD 2212204.68000000 0.299904213375 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.82800000 N N N N N N FANNIE MAE 3.428% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31390WRA2 15488.70000000 PA USD 15613.08000000 0.002116634377 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.42800000 N N N N N N FANNIE MAE 3.445% 11/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414NBN3 171782.54300000 PA USD 172966.33000000 0.023448703281 Long ABS-MBS USGA US N 2 2038-11-01 Floating 3.44500000 N N N N N N FANNIE MAE 3.692% 03/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409BB22 445636.78000000 PA USD 464571.39000000 0.062981024556 Long ABS-MBS USGA US N 2 2036-03-01 Floating 3.69200000 N N N N N N FANNIE MAE 3.435% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403AQP3 220048.80000000 PA USD 221653.24000000 0.030049091381 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.43500000 N N N N N N FANNIE MAE 4.052% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405LNA3 112433.30000000 PA USD 113104.82000000 0.015333396759 Long ABS-MBS USGA US N 2 2034-07-01 Floating 4.05200000 N N N N N N FANNIE MAE 4.064% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409VYH0 324411.68000000 PA USD 330366.72000000 0.044787162861 Long ABS-MBS USGA US N 2 2036-04-01 Floating 4.06400000 N N N N N N FANNIE MAE 4.004% 05/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402EM39 66847.30000000 PA USD 67701.92000000 0.009178215399 Long ABS-MBS USGA US N 2 2033-05-01 Floating 3.55000000 N N N N N N FANNIE MAE 3.837% 09/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413RBC9 16486.03000000 PA USD 17332.93000000 0.002349791040 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.83700000 N N N N N N FANNIE MAE 3.783% 10/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GK44 12585.37000000 PA USD 12665.11000000 0.001716983914 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.78300000 N N N N N N FANNIE MAE 3.912% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405DLX3 103692.09000000 PA USD 106957.52000000 0.014500019455 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.91200000 N N N N N N FANNIE MAE 3.50% 08/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31378YCU6 2358.08000000 PA USD 2379.60000000 0.000322597665 Long ABS-MBS USGA US N 2 2028-08-01 Floating 3.50000000 N N N N N N FANNIE MAE 3.887% 04/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406NEA8 451668.06000000 PA USD 456571.07000000 0.061896436996 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.88700000 N N N N N N FANNIE MAE 3.55% 01/01/2023 FAR FNARM B1V7KEBTPIMZEU4LTD58 31375JVS6 6871.82000000 PA USD 6917.61000000 0.000937806706 Long ABS-MBS USGA US N 2 2023-01-01 Floating 3.55000000 N N N N N N FANNIE MAE 4.95% 07/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410DQS2 24630.92000000 PA USD 24734.39000000 0.003353192334 Long ABS-MBS USGA US N 2 2036-07-01 Floating 4.95000000 N N N N N N FANNIE MAE 4.09% 05/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410SCY1 710555.05000000 PA USD 726611.29000000 0.098505255561 Long ABS-MBS USGA US N 2 2036-05-01 Floating 4.09000000 N N N N N N FANNIE MAE 3.776% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DHM4 5132871.61000000 PA USD 5336002.44000000 0.723391297742 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.77600000 N N N N N N FANNIE MAE 4.018% 07/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31376PMT9 1809.87000000 PA USD 1820.35000000 0.000246781249 Long ABS-MBS USGA US N 2 2026-07-01 Floating 4.01800000 N N N N N N FANNIE MAE 4.171% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401CP31 16240.62000000 PA USD 16339.86000000 0.002215162504 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.17100000 N N N N N N FANNIE MAE 3.566% 08/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DFT1 377962.80000000 PA USD 381627.19000000 0.051736443401 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.56600000 N N N N N N FANNIE MAE 3.325% 12/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31368EWX4 198.19000000 PA USD 200.36000000 0.000027162408 Long ABS-MBS USGA US N 2 2022-12-01 Floating 3.32500000 N N N N N N FANNIE MAE 3.711% 03/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31384V7B2 512.80000000 PA USD 516.61000000 0.000070035795 Long ABS-MBS USGA US N 2 2030-03-01 Floating 3.71100000 N N N N N N FANNIE MAE 3.757% 04/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31418NAF7 75018.87000000 PA USD 78151.76000000 0.010594879541 Long ABS-MBS USGA US N 2 2040-04-01 Floating 3.75700000 N N N N N N FANNIE MAE 3.788% 04/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409X3V9 58764.22300000 PA USD 59363.70000000 0.008047819405 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.78800000 N N N N N N FANNIE MAE 3.479% 04/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GBN2 3077.99000000 PA USD 3112.89000000 0.000422008340 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.47900000 N N N N N N FANNIE MAE 3.627% 03/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411KEW9 9541.54000000 PA USD 9636.00000000 0.001306333462 Long ABS-MBS USGA US N 2 2037-03-01 Floating 3.62700000 N N N N N N FANNIE MAE 3.405% 08/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RRV3 1428.41000000 PA USD 1437.99000000 0.000194945460 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.40500000 N N N N N N FANNIE MAE 3.85% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403UYH8 12468.31000000 PA USD 12680.15000000 0.001719022857 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.85000000 N N N N N N FANNIE MAE 3.87% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416B5M6 20870.31000000 PA USD 21425.11000000 0.002904559790 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.87000000 N N N N N N FANNIE MAE 3.777% 08/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EHJB9 111085.20000000 PA USD 116349.95000000 0.015773332615 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.77700000 N N N N N N FANNIE MAE 3.375% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405H3L0 1761.25000000 PA USD 1769.11000000 0.000239834743 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.37500000 N N N N N N FANNIE MAE 3.551% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31408EQC9 278681.24000000 PA USD 288565.53000000 0.039120258204 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.55100000 N N N N N N FANNIE MAE 3.184% 08/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31365DEV3 155.77000000 PA USD 157.62000000 0.000021368231 Long ABS-MBS USGA US N 2 2022-08-01 Floating 3.18400000 N N N N N N FANNIE MAE 4.228% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404NEM4 18785.79000000 PA USD 18905.58000000 0.002562992090 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.22800000 N N N N N N FANNIE MAE 3.805% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DKQ1 265927.93000000 PA USD 274036.05000000 0.037150525335 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.80500000 N N N N N N FANNIE MAE 3.775% 01/01/2031 FN CMT+219;LC13.13 B1V7KEBTPIMZEU4LTD58 31401EWC9 110949.53000000 PA USD 111560.18000000 0.015123992969 Long ABS-MBS USGA US N 2 2031-01-01 Floating 3.77500000 N N N N N N FANNIE MAE 3.441% 03/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411VVR7 63694.22000000 PA USD 66191.63000000 0.008973468371 Long ABS-MBS USGA US N 2 2037-03-01 Floating 3.44100000 N N N N N N FANNIE MAE 3.55% 08/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410RM48 654812.67000000 PA USD 683615.73000000 0.092676432524 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.55000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.524% 05/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S5F66 574105.07000000 PA USD 597435.40000000 0.080993135625 Long ABS-MBS USGA US N 2 2037-05-01 Floating 3.52400000 N N N N N N FANNIE MAE 3.642% 08/01/2027 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385YEG6 40750.57000000 PA USD 41100.75000000 0.005571947392 Long ABS-MBS USGA US N 2 2027-08-01 Floating 3.64200000 N N N N N N FANNIE MAE 3.525% 11/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31390RZZ9 6945.23000000 PA USD 7009.57000000 0.000950273542 Long ABS-MBS USGA US N 2 2032-11-01 Floating 3.52500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.249% 09/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128NHPT4 267335.12000000 PA USD 276014.24000000 0.037418704641 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.24900000 N N N N N N FANNIE MAE 3.82% 03/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409UBQ7 84897.64000000 PA USD 85514.52000000 0.011593034353 Long ABS-MBS USGA US N 2 2036-03-01 Floating 3.82000000 N N N N N N FANNIE MAE 4.154% 04/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31378QJU6 2235.64000000 PA USD 2264.41000000 0.000306981585 Long ABS-MBS USGA US N 2 2038-04-01 Floating 4.15400000 N N N N N N FANNIE MAE 3.539% 10/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403CMP3 31742.26000000 PA USD 32022.71000000 0.004341255463 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.53900000 N N N N N N FANNIE MAE 3.436% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391USA4 16910.09000000 PA USD 17027.28000000 0.002308354674 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.43600000 N N N N N N FANNIE MAE 4.04% 02/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400PEL5 3099.76000000 PA USD 3120.11000000 0.000422987142 Long ABS-MBS USGA US N 2 2033-02-01 Floating 4.04000000 N N N N N N FANNIE MAE 4.176% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410QZE4 193548.45000000 PA USD 194452.12000000 0.026361489339 Long ABS-MBS USGA US N 2 2034-11-01 Floating 4.17600000 N N N N N N FANNIE MAE 4.149% 06/01/2032 FN CMT+218;LC10.54 B1V7KEBTPIMZEU4LTD58 31385JLV8 41418.44000000 PA USD 41681.69000000 0.005650704279 Long ABS-MBS USGA US N 2 2032-06-01 Floating 4.14900000 N N N N N N FANNIE MAE 3.335% 08/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413DTG2 3884.51000000 PA USD 3912.42000000 0.000530399041 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.33500000 N N N N N N FANNIE MAE 4.381% 11/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31362RD87 1931.40000000 PA USD 1926.87000000 0.000261221955 Long ABS-MBS USGA US N 2 2027-11-01 Floating 4.38100000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.528% 02/01/2036 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128S4A49 520215.90000000 PA USD 542289.50000000 0.073517115025 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.52800000 N N N N N N FANNIE MAE 3.448% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404XRC0 3275887.23000000 PA USD 3395574.19000000 0.460331277488 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.44800000 N N N N N N FANNIE MAE 3.415% 05/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EGEK6 439537.90000000 PA USD 455896.72000000 0.061805016700 Long ABS-MBS USGA US N 2 2039-05-01 Floating 3.41500000 N N N N N N FANNIE MAE 4.257% 07/01/2042 FAR B1V7KEBTPIMZEU4LTD58 3140J8M83 6207061.90000000 PA USD 6474324.89000000 0.877711421021 Long ABS-MBS USGA US N 2 2042-07-01 Floating 4.25700000 N N N N N N FANNIE MAE 3.398% 10/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405KMH1 42813.40000000 PA USD 43090.79000000 0.005841733179 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.39800000 N N N N N N FANNIE MAE 3.784% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GDS9 11984.87000000 PA USD 12569.44000000 0.001704014122 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.78400000 N N N N N N FANNIE MAE 4.148% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406WGK4 2666.70000000 PA USD 2692.21000000 0.000364977585 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.14800000 N N N N N N FANNIE MAE 3.34% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402G6M0 32941.62000000 PA USD 33111.32000000 0.004488836167 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.34000000 N N N N N N FANNIE MAE 3.404% 11/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391NM57 85029.28000000 PA USD 85510.33000000 0.011592466323 Long ABS-MBS USGA US N 2 2032-11-01 Floating 3.40400000 N N N N N N FANNIE MAE 4.453% 10/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409AC80 29295.02000000 PA USD 30193.97000000 0.004093336798 Long ABS-MBS USGA US N 2 2035-10-01 Floating 4.45300000 N N N N N N FANNIE MAE 3.642% 08/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401YYL3 52223.46000000 PA USD 52451.87000000 0.007110796281 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.64200000 N N N N N N FANNIE MAE 4.185% 08/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410L6G2 21344.90000000 PA USD 21684.83000000 0.002939769516 Long ABS-MBS USGA US N 2 2036-08-01 Floating 4.18500000 N N N N N N FANNIE MAE 4.501% 06/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405DJE8 139768.29000000 PA USD 139828.60000000 0.018956286762 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.50100000 N N N N N N FANNIE MAE 3.508% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402Q5D9 42163.55000000 PA USD 42571.41000000 0.005771321859 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.50800000 N N N N N N FANNIE MAE 3.825% 05/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402Q4W8 114372.81000000 PA USD 115676.94000000 0.015682093980 Long ABS-MBS USGA US N 2 2034-05-01 Floating 3.82500000 N N N N N N FANNIE MAE 3.159% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406AVG4 101634.88000000 PA USD 102631.11000000 0.013913496608 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.15900000 N N N N N N FANNIE MAE 3.711% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410MHB9 475984.51000000 PA USD 485505.56000000 0.065819028581 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.71100000 N N N N N N FANNIE MAE 3.519% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412EPK6 158461.25000000 PA USD 160882.82000000 0.021810565728 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.51900000 N N N N N N FANNIE MAE 3.251% 10/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GS61 723.82200000 PA USD 725.44000000 0.000098346466 Long ABS-MBS USGA US N 2 2037-10-01 Floating 3.25100000 N N N N N N FANNIE MAE 4.058% 03/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409DSH7 45029.79000000 PA USD 45357.49000000 0.006149025215 Long ABS-MBS USGA US N 2 2036-03-01 Floating 4.05800000 N N N N N N FANNIE MAE 3.527% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403YGW7 7929.00000000 PA USD 8012.72000000 0.001086268603 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.52700000 N N N N N N FANNIE MAE 3.706% 02/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406P3R8 5138.89000000 PA USD 5194.38000000 0.000704191823 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.70600000 N N N N N N FANNIE MAE 3.804% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31418M6V9 492896.33000000 PA USD 496498.23000000 0.067309283113 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.80400000 N N N N N N FANNIE MAE 3.25% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405RXD3 24444.16000000 PA USD 24637.68000000 0.003340081551 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.25000000 N N N N N N FANNIE MAE 3.51% 10/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403C7L9 19866.74000000 PA USD 20196.88000000 0.002738051078 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.51000000 N N N N N N FANNIE MAE 3.559% 01/01/2032 FN CMT+225;LC10.54 B1V7KEBTPIMZEU4LTD58 31385H5Y4 122652.60000000 PA USD 123424.11000000 0.016732362496 Long ABS-MBS USGA US N 2 2032-01-01 Floating 3.55900000 N N N N N N FANNIE MAE 3.945% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408FPH6 41052.69000000 PA USD 41409.23000000 0.005613767415 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.94500000 N N N N N N FANNIE MAE 4.148% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409GFF8 188873.31000000 PA USD 190615.08000000 0.025841309414 Long ABS-MBS USGA US N 2 2036-04-01 Floating 4.14800000 N N N N N N FANNIE MAE 4.213% 06/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406V3E4 1921.72000000 PA USD 1935.21000000 0.000262352592 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.21300000 N N N N N N FANNIE MAE 4.026% 02/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409VAW3 929501.27000000 PA USD 978643.01000000 0.132672697396 Long ABS-MBS USGA US N 2 2036-02-01 Floating 4.02600000 N N N N N N FANNIE MAE 4.085% 06/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405AR70 21139.74000000 PA USD 21386.19000000 0.002899283482 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.08500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.642% 12/01/2034 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128JRFC5 1655841.61000000 PA USD 1734590.06000000 0.235154943923 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.64200000 N N N N N N FANNIE MAE 3.519% 05/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31390S3K5 35641.04000000 PA USD 35996.44000000 0.004879966180 Long ABS-MBS USGA US N 2 2032-05-01 Floating 3.51900000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.151% 06/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128QJCX2 559878.73000000 PA USD 563948.19000000 0.076453340794 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.15100000 N N N N N N FANNIE MAE 3.939% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412ECK0 1033681.86000000 PA USD 1085597.24000000 0.147172270833 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.93900000 N N N N N N FANNIE MAE 2.957% 10/01/2040 FNMA ARM B1V7KEBTPIMZEU4LTD58 31384V7K2 26472.18000000 PA USD 26416.65000000 0.003581252996 Long ABS-MBS USGA US N 2 2040-10-01 Floating 2.95700000 N N N N N N FANNIE MAE 3.765% 02/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409CD44 93187.84000000 PA USD 94080.67000000 0.012754330367 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.76500000 N N N N N N FANNIE MAE 3.73% 12/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DXK0 13309.36000000 PA USD 13457.11000000 0.001824353788 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.73000000 N N N N N N FANNIE MAE 3.34% 08/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402G7A5 8795.16000000 PA USD 8862.47000000 0.001201467530 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.34000000 N N N N N N FANNIE MAE 4.04% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407JNQ1 12881.96000000 PA USD 13286.52000000 0.001801227239 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.04000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.637% 01/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S5AJ3 668512.33000000 PA USD 697257.83000000 0.094525865041 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.63700000 N N N N N N FANNIE MAE 3.891% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407DNH4 3804.75000000 PA USD 3961.53000000 0.000537056787 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.89100000 N N N N N N FANNIE MAE 3.887% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XEK9 78194.50000000 PA USD 79026.65000000 0.010713486648 Long ABS-MBS USGA US N 2 2033-05-01 Floating 3.88700000 N N N N N N FANNIE MAE 3.803% 04/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406M5H5 12782.56000000 PA USD 12855.93000000 0.001742853004 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.80300000 N N N N N N FANNIE MAE 3.552% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404D2U1 87829.45000000 PA USD 88572.08000000 0.012007541715 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.55200000 N N N N N N FANNIE MAE 4.111% 06/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401L5Z2 203244.70000000 PA USD 210429.02000000 0.028527446074 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.11100000 N N N N N N FANNIE MAE 3.496% 09/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403GWE8 74947.16000000 PA USD 76300.18000000 0.010343864503 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.49600000 N N N N N N FANNIE MAE 3.375% 10/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391KQN0 913.55000000 PA USD 919.52000000 0.000124657507 Long ABS-MBS USGA US N 2 2032-10-01 Floating 3.37500000 N N N N N N FANNIE MAE 3.17% 10/01/2024 FNMA ARM B1V7KEBTPIMZEU4LTD58 31375AEU9 1209.72000000 PA USD 1225.30000000 0.000166111497 Long ABS-MBS USGA US N 2 2024-10-01 Floating 3.17000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.341% 06/01/2035 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128JNDN2 892569.14000000 PA USD 928098.35000000 0.125820457803 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.34100000 N N N N N N FANNIE MAE 3.728% 08/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EQBQ4 291306.38000000 PA USD 304574.77000000 0.041290599209 Long ABS-MBS USGA US N 2 2036-08-01 Floating 4.30200000 N N N N N N FANNIE MAE 4.115% 09/01/2042 FAR B1V7KEBTPIMZEU4LTD58 3140J57M5 5335318.10000000 PA USD 5567307.81000000 0.754748909299 Long ABS-MBS USGA US N 2 2042-09-01 Floating 4.11500000 N N N N N N FANNIE MAE 4.085% 03/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31371YFB2 34633.63000000 PA USD 34805.30000000 0.004718485686 Long ABS-MBS USGA US N 2 2024-03-01 Floating 4.08500000 N N N N N N FANNIE MAE 4.33% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402DYS3 16447.42000000 PA USD 16635.47000000 0.002255237767 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.33000000 N N N N N N FANNIE MAE 4.55% 06/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401MK83 16599.79000000 PA USD 17239.30000000 0.002337097806 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.55000000 N N N N N N FANNIE MAE 3.752% 02/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410FXX8 12279.72000000 PA USD 12404.64000000 0.001681672512 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.75200000 N N N N N N FANNIE MAE 4.22% 05/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404FPR8 77989.02000000 PA USD 78079.54000000 0.010585088819 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.22000000 N N N N N N FANNIE MAE 4.25% 01/01/2026 FNMA ARM B1V7KEBTPIMZEU4LTD58 3136056B8 100.02000000 PA USD 100.90000000 0.000013678813 Long ABS-MBS USGA US N 2 2026-01-01 Floating 4.25000000 N N N N N N FANNIE MAE 3.867% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DBW9 5497.62000000 PA USD 5538.79000000 0.000750882806 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.86700000 N N N N N N FANNIE MAE 3.167% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405PLR9 412343.26000000 PA USD 424269.30000000 0.057517349920 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.16700000 N N N N N N FANNIE MAE 4.115% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402A5X0 73827.21000000 PA USD 74678.50000000 0.010124016552 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.11500000 N N N N N N FANNIE MAE 3.42% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405FTR3 3352.23000000 PA USD 3371.77000000 0.000457104190 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.42000000 N N N N N N FANNIE MAE 3.904% 04/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406X7G1 10194.69000000 PA USD 10305.98000000 0.001397161326 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.90400000 N N N N N N FANNIE MAE 4.038% 06/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402NYZ5 53215.15000000 PA USD 54069.24000000 0.007330059933 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.03800000 N N N N N N FANNIE MAE 3.75% 05/01/2022 FNMA ARM B1V7KEBTPIMZEU4LTD58 31365DBQ7 6078.02000000 PA USD 6166.46000000 0.000835974786 Long ABS-MBS USGA US N 2 2022-05-01 Floating 3.75000000 N N N N N N FANNIE MAE 3.516% 02/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DCT4 1242426.87000000 PA USD 1291104.83000000 0.175032528376 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.51600000 N N N N N N FANNIE MAE 3.625% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411E2N6 96011.58000000 PA USD 97825.59000000 0.013262021765 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.62500000 N N N N N N FANNIE MAE 3.937% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DFB0 359403.61000000 PA USD 362943.77000000 0.049203569102 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.93700000 N N N N N N FANNIE MAE 3.804% 06/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31389TR46 2207.06000000 PA USD 2217.35000000 0.000300601754 Long ABS-MBS USGA US N 2 2032-06-01 Floating 3.80400000 N N N N N N FANNIE MAE 3.97% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406TLM1 43168.57000000 PA USD 45099.27000000 0.006114018840 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.97000000 N N N N N N FANNIE MAE 4.048% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404QF61 13225.75000000 PA USD 13359.15000000 0.001811073545 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.04800000 N N N N N N FANNIE MAE 3.96% 06/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31384VVT6 246.62000000 PA USD 248.79000000 0.000033727968 Long ABS-MBS USGA US N 2 2028-06-01 Floating 3.96000000 N N N N N N FANNIE MAE 3.637% 09/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416CAU0 336961.70000000 PA USD 350677.53000000 0.047540659204 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.85200000 N N N N N N FANNIE MAE 3.84% 08/01/2039 FNMA ARM B1V7KEBTPIMZEU4LTD58 31419AP92 1070525.05000000 PA USD 1119444.17000000 0.151760832194 Long ABS-MBS USGA US N 2 2039-08-01 Floating 3.84000000 N N N N N N FANNIE MAE 3.514% 04/01/2037 FNMA B1V7KEBTPIMZEU4LTD58 31410F3M5 2628.35000000 PA USD 2638.78000000 0.000357734185 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.51400000 N N N N N N FANNIE MAE 3.345% 09/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407E6Z1 2741.37000000 PA USD 2761.23000000 0.000374334490 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.34500000 N N N N N N FANNIE MAE 4.023% 04/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31381JN24 11878.37000000 PA USD 12122.30000000 0.001643396236 Long ABS-MBS USGA US N 2 2036-04-01 Floating 4.02300000 N N N N N N FANNIE MAE 3.729% 02/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416B5B0 2981907.97000000 PA USD 3091234.17000000 0.419072502872 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.72900000 N N N N N N FANNIE MAE 3.752% 05/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404QTZ2 92752.65000000 PA USD 93283.70000000 0.012646286721 Long ABS-MBS USGA US N 2 2034-05-01 Floating 3.75200000 N N N N N N FANNIE MAE 3.671% 02/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411JLF1 6941.70000000 PA USD 6999.99000000 0.000948974800 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.67100000 N N N N N N FANNIE MAE 3.974% 03/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404PHL8 3661.09000000 PA USD 3689.05000000 0.000500117212 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.97400000 N N N N N N FANNIE MAE 3.801% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DET2 11435.96000000 PA USD 11955.61000000 0.001620798403 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.80100000 N N N N N N FANNIE MAE 4.37% 01/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403YY56 99831.87000000 PA USD 100433.59000000 0.013615583168 Long ABS-MBS USGA US N 2 2034-01-01 Floating 4.37000000 N N N N N N FANNIE MAE 3.987% 06/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 3138EGMF8 850062.98000000 PA USD 887037.23000000 0.120253882971 Long ABS-MBS USGA US N 2 2036-06-01 Floating 3.98700000 N N N N N N FANNIE MAE 3.356% 01/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31368HUE1 243.83000000 PA USD 245.71000000 0.000033310418 Long ABS-MBS USGA US N 2 2024-01-01 Floating 3.35600000 N N N N N N FANNIE MAE 3.631% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391T3Z9 78666.81000000 PA USD 79303.67000000 0.010751041702 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.63100000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.838% 07/01/2035 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128JRGX8 5376783.08000000 PA USD 5628471.59000000 0.763040761989 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.83800000 N N N N N N FANNIE MAE 3.271% 10/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408C2U9 43732.84000000 PA USD 44073.00000000 0.005974889446 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.27100000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.901% 08/01/2034 FHLMC ARM S6XOOCT0IEG5ABCC6L87 31349UH50 1268433.32000000 PA USD 1370617.14000000 0.185811854990 Long ABS-MBS USGA US N 2 2034-08-01 Floating 4.90100000 N N N N N N FANNIE MAE 3.534% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412DZV3 28024.89000000 PA USD 29303.99000000 0.003972683969 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.53400000 N N N N N N FANNIE MAE 3.957% 12/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31418MMV1 553419.92000000 PA USD 560128.99000000 0.075935579403 Long ABS-MBS USGA US N 2 2036-12-01 Floating 3.95700000 N N N N N N FANNIE MAE 2.79% 03/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31388NR99 56464.76000000 PA USD 57143.31000000 0.007746805523 Long ABS-MBS USGA US N 2 2030-03-01 Floating 2.79000000 N N N N N N FANNIE MAE 3.228% 04/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412V7C6 84843.02000000 PA USD 85043.85000000 0.011529226552 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.22800000 N N N N N N FANNIE MAE 3.528% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406AKA9 195511.20000000 PA USD 199330.92000000 0.027022898606 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.52800000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.068% 08/01/2034 FHLMC ARM S6XOOCT0IEG5ABCC6L87 31300LEF8 1023921.25000000 PA USD 1070681.88000000 0.145150224976 Long ABS-MBS USGA US N 2 2034-08-01 Floating 4.06800000 N N N N N N FANNIE MAE 3.373% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DEL0 8891.80000000 PA USD 8950.62000000 0.001213417851 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.37300000 N N N N N N FANNIE MAE 3.135% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405PDD9 107269.04000000 PA USD 110392.06000000 0.014965633251 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.13500000 N N N N N N FANNIE MAE 3.451% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402Q4F5 3226.78000000 PA USD 3256.16000000 0.000441431171 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.45100000 N N N N N N FANNIE MAE 2.639% 08/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385HKB7 8879.52000000 PA USD 8903.36000000 0.001207010906 Long ABS-MBS USGA US N 2 2024-08-01 Floating 2.63900000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.754% 03/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S4HF7 694091.88000000 PA USD 728408.03000000 0.098748836049 Long ABS-MBS USGA US N 2 2037-03-01 Floating 3.75400000 N N N N N N FANNIE MAE 4.291% 06/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31412XPK4 1141.89000000 PA USD 1152.65000000 0.000156262480 Long ABS-MBS USGA US N 2 2037-06-01 Floating 4.29100000 N N N N N N FANNIE MAE 3.256% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405NUU7 93563.40000000 PA USD 94201.65000000 0.012770731387 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.25600000 N N N N N N FANNIE MAE 2.757% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406DAD8 114036.23000000 PA USD 114497.78000000 0.015522237591 Long ABS-MBS USGA US N 2 2034-10-01 Floating 2.75700000 N N N N N N FANNIE MAE 3.383% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400FE45 287991.72000000 PA USD 290357.08000000 0.039363135094 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.38300000 N N N N N N FANNIE MAE 3.735%FRN 1/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138ELXF5 938170.55000000 PA USD 959395.17000000 0.130063305794 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.73500000 N N N N N N FANNIE MAE 3.538% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406L3G1 8679.35000000 PA USD 9080.78000000 0.001231063385 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.53800000 N N N N N N FANNIE MAE 3.349% 01/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403VQR3 6696.43000000 PA USD 6820.35000000 0.000924621360 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.34900000 N N N N N N FANNIE MAE 2.5% 11/01/2034 FNMA B1V7KEBTPIMZEU4LTD58 31418DHD7 28210770.90000000 PA USD 29544218.72000000 4.005251302068 Long ABS-MBS USGA US N 2 2034-11-01 Fixed 2.50000000 N N N N N N FANNIE MAE 3.325% 06/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31379RPK8 54495.91000000 PA USD 54827.69000000 0.007432881500 Long ABS-MBS USGA US N 2 2028-06-01 Floating 3.32500000 N N N N N N FANNIE MAE 4.246% 03/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409DYY3 120867.99000000 PA USD 121272.57000000 0.016440682473 Long ABS-MBS USGA US N 2 2036-03-01 Floating 4.24600000 N N N N N N FANNIE MAE 3.686% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401GYR9 13091.89000000 PA USD 13206.07000000 0.001790320792 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.68600000 N N N N N N FANNIE MAE 3.569% 03/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RN88 32136.86000000 PA USD 32580.82000000 0.004416917332 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.56900000 N N N N N N FANNIE MAE 3.971% 06/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401HLY6 16214.92000000 PA USD 16300.20000000 0.002209785876 Long ABS-MBS USGA US N 2 2033-06-01 Floating 3.97100000 N N N N N N FANNIE MAE 2.885% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405YPF2 626181.81000000 PA USD 630574.31000000 0.085485712115 Long ABS-MBS USGA US N 2 2034-11-01 Floating 2.88500000 N N N N N N FANNIE MAE 3.473% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406BV64 211778.03000000 PA USD 213813.85000000 0.028986320783 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.47300000 N N N N N N FANNIE MAE 3.354% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407CAP2 1823352.94000000 PA USD 1871502.75000000 0.253715926533 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.35400000 N N N N N N FANNIE MAE 2.957% 01/01/2041 FNMA ARM B1V7KEBTPIMZEU4LTD58 31386QD99 332450.44000000 PA USD 330332.81000000 0.044782565750 Long ABS-MBS USGA US N 2 2041-01-01 Floating 2.95700000 N N N N N N FANNIE MAE 2.757% 09/01/2044 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405YPX3 159151.65000000 PA USD 159986.54000000 0.021689058821 Long ABS-MBS USGA US N 2 2044-09-01 Floating 2.75700000 N N N N N N FANNIE MAE 3.626% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EGV68 144728.46000000 PA USD 151210.19000000 0.020499266408 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.62600000 N N N N N N FANNIE MAE 3.636% 12/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31384VQ70 8037.70000000 PA USD 8124.75000000 0.001101456289 Long ABS-MBS USGA US N 2 2024-12-01 Floating 3.63600000 N N N N N N FANNIE MAE 3.945% 04/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31414UT40 19935.17800000 PA USD 20093.02000000 0.002723970983 Long ABS-MBS USGA US N 2 2038-04-01 Floating 3.94500000 N N N N N N FANNIE MAE 3.728% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401PEH3 730442.00000000 PA USD 743126.47000000 0.100744185851 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.72800000 N N N N N N FANNIE MAE 6.31% 07/01/2024 FN 6MDR+94.00;LC13.800;M B1V7KEBTPIMZEU4LTD58 31362TX81 7487.74000000 PA USD 7540.56000000 0.001022258806 Long ABS-MBS USGA US N 2 2024-07-01 Floating 6.31000000 N N N N N N FANNIE MAE 4.027% 03/01/2032 FN CMT+211;LC11.895 B1V7KEBTPIMZEU4LTD58 31389TGC0 214647.61000000 PA USD 216043.44000000 0.029288581890 Long ABS-MBS USGA US N 2 2032-03-01 Floating 4.02700000 N N N N N N FANNIE MAE 3.802% 09/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416BWG9 7621.93000000 PA USD 7695.41000000 0.001043251514 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.80200000 N N N N N N FANNIE MAE 3.705% 02/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405BD81 11541.00000000 PA USD 11701.45000000 0.001586342434 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.70500000 N N N N N N FANNIE MAE 2.066% 03/01/2033 FN COFI+125;LC12.25 B1V7KEBTPIMZEU4LTD58 31370Q6L8 306174.73000000 PA USD 302039.80000000 0.040946938339 Long ABS-MBS USGA US N 2 2033-03-01 Floating 2.06600000 N N N N N N FANNIE MAE 3.789% 01/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GJK0 6751.40000000 PA USD 6939.99000000 0.000940840719 Long ABS-MBS USGA US N 2 2032-01-01 Floating 4.23000000 N N N N N N FANNIE MAE 3.412% 03/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401BYD1 19567.65000000 PA USD 19801.32000000 0.002684425791 Long ABS-MBS USGA US N 2 2033-03-01 Floating 3.41200000 N N N N N N FANNIE MAE 4.169% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401CV83 12223.35000000 PA USD 12365.42000000 0.001676355534 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.16900000 N N N N N N FANNIE MAE 3.463% 01/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402C5X6 70714.26000000 PA USD 71416.17000000 0.009681748926 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.46300000 N N N N N N FANNIE MAE 3.368% 12/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391TZ50 44903.38000000 PA USD 45376.12000000 0.006151550847 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.36800000 N N N N N N FANNIE MAE 4.529% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XPL5 66683.26000000 PA USD 67193.66000000 0.009109311596 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.52900000 N N N N N N FANNIE MAE 3.409% 11/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403C3Z2 160408.71000000 PA USD 163101.11000000 0.022111294916 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.40900000 N N N N N N FANNIE MAE 3.518% 09/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407VFP5 5784.82000000 PA USD 5821.72000000 0.000789239066 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.51800000 N N N N N N FANNIE MAE 3.921% 05/01/2029 FNMA ARM B1V7KEBTPIMZEU4LTD58 31374TU64 18574.92000000 PA USD 18726.50000000 0.002538714569 Long ABS-MBS USGA US N 2 2029-05-01 Floating 3.92100000 N N N N N N FANNIE MAE 3.764% 03/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410F6X8 5196.57000000 PA USD 5303.90000000 0.000719039233 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.76400000 N N N N N N FANNIE MAE 3.526% 09/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413H5A2 16578.83000000 PA USD 16693.78000000 0.002263142739 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.52600000 N N N N N N FANNIE MAE 4.343% 06/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401KL29 85255.46000000 PA USD 88670.29000000 0.012020855851 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.34300000 N N N N N N FANNIE MAE 3.064% 01/01/2026 FN 3CMT+217.8;LC13.245 B1V7KEBTPIMZEU4LTD58 31379LCA7 61506.29000000 PA USD 61457.30000000 0.008331644616 Long ABS-MBS USGA US N 2 2026-01-01 Floating 3.06400000 N N N N N N FANNIE MAE 3.916% 10/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410QKA8 89361.59000000 PA USD 89976.96000000 0.012197998519 Long ABS-MBS USGA US N 2 2036-10-01 Floating 3.91600000 N N N N N N FANNIE MAE 3.542% 03/01/2025 FNMA ARM B1V7KEBTPIMZEU4LTD58 31374TK99 9815.92000000 PA USD 9879.82000000 0.001339387658 Long ABS-MBS USGA US N 2 2025-03-01 Floating 3.54200000 N N N N N N FANNIE MAE 3.473% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391UD69 283176.23000000 PA USD 284913.49000000 0.038625158363 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.47300000 N N N N N N FANNIE MAE 4.088% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402BSQ8 17021.96000000 PA USD 17102.58000000 0.002318562946 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.08800000 N N N N N N FANNIE MAE 3.80% 06/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31381JNU2 31267.82000000 PA USD 31368.87000000 0.004252615667 Long ABS-MBS USGA US N 2 2033-06-01 Floating 3.80000000 N N N N N N FANNIE MAE 4.334% 04/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408BXN3 59150.53000000 PA USD 59571.27000000 0.008075959259 Long ABS-MBS USGA US N 2 2034-04-01 Floating 4.33400000 N N N N N N FANNIE MAE 3.30% 02/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416BK49 4278122.29000000 PA USD 4415756.59000000 0.598635387834 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.30000000 N N N N N N FANNIE MAE 3.857% 03/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XUH8 11686.86000000 PA USD 11783.31000000 0.001597440032 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.85700000 N N N N N N FANNIE MAE 4.183% 11/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403DTQ2 7271.50000000 PA USD 7414.90000000 0.001005223328 Long ABS-MBS USGA US N 2 2035-11-01 Floating 4.18300000 N N N N N N FANNIE MAE 3.862% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DFV6 806.38000000 PA USD 811.47000000 0.000110009383 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.86200000 N N N N N N FANNIE MAE 3.673% 10/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410QEE7 15293.43000000 PA USD 15941.33000000 0.002161134580 Long ABS-MBS USGA US N 2 2036-10-01 Floating 3.67300000 N N N N N N FANNIE MAE 3.309% 02/01/2036 FNMA B1V7KEBTPIMZEU4LTD58 31409WCJ8 1131036.71000000 PA USD 1172418.21000000 0.158942418030 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.30900000 N N N N N N FANNIE MAE 3.395% 11/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413YWH0 63765.03000000 PA USD 64249.31000000 0.008710151890 Long ABS-MBS USGA US N 2 2037-11-01 Floating 3.39500000 N N N N N N FANNIE MAE 3.703% 03/01/2039 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416CBH8 795794.35000000 PA USD 807884.11000000 0.109523251034 Long ABS-MBS USGA US N 2 2039-03-01 Floating 3.70300000 N N N N N N FANNIE MAE 4.28% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406WEE0 276212.40000000 PA USD 277750.87000000 0.037654136136 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.28000000 N N N N N N FANNIE MAE 2.757% 10/01/2044 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RH69 21205.34000000 PA USD 21313.40000000 0.002889415486 Long ABS-MBS USGA US N 2 2044-10-01 Floating 2.75700000 N N N N N N FANNIE MAE 3.983% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403DK81 46994.01000000 PA USD 49080.05000000 0.006653685312 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.98300000 N N N N N N FANNIE MAE 4.174% 07/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407CCP0 30763.28000000 PA USD 30936.40000000 0.004193986564 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.17400000 N N N N N N FANNIE MAE 3.638% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402Q5R8 347841.15000000 PA USD 353170.06000000 0.047878566567 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.63800000 N N N N N N FANNIE MAE 3.126% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405U6G9 186602.96000000 PA USD 192283.92000000 0.026067550753 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.12600000 N N N N N N FANNIE MAE 3.926% 06/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409X5Q8 284798.41000000 PA USD 289654.38000000 0.039267871445 Long ABS-MBS USGA US N 2 2036-06-01 Floating 3.92600000 N N N N N N FANNIE MAE 3.748% 08/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31418XU71 604.24000000 PA USD 629.66000000 0.000085361760 Long ABS-MBS USGA US N 2 2040-08-01 Floating 3.74800000 N N N N N N FANNIE MAE 3.292% 02/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 31417JBH2 1017942.86000000 PA USD 1043947.53000000 0.141525902019 Long ABS-MBS USGA US N 2 2039-02-01 Floating 3.29200000 N N N N N N FANNIE MAE 2.957% 09/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386C2X9 8459.26000000 PA USD 8414.25000000 0.001140703231 Long ABS-MBS USGA US N 2 2040-09-01 Floating 2.95700000 N N N N N N FANNIE MAE 2.213% 03/01/2046 FAR B1V7KEBTPIMZEU4LTD58 3140FCAM0 4252009.12000000 PA USD 4375850.20000000 0.593225357465 Long ABS-MBS USGA US N 2 2046-03-01 Floating 2.21300000 N N N N N N FANNIE MAE 3.809% 02/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411VHW2 4191.10000000 PA USD 4346.59000000 0.000589258610 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.80900000 N N N N N N FANNIE MAE 3.374% 12/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407Y2A6 89220.94000000 PA USD 89923.63000000 0.012190768676 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.37400000 N N N N N N FANNIE MAE 3.49% 09/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410UXH0 51475.45000000 PA USD 53807.68000000 0.007294600761 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.49000000 N N N N N N FANNIE MAE 3.833% 09/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EJDL9 2241540.03000000 PA USD 2338174.23000000 0.316981656138 Long ABS-MBS USGA US N 2 2039-09-01 Floating 3.83300000 N N N N N N FANNIE MAE 3.618% 10/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402DQR4 2261.79000000 PA USD 2359.41000000 0.000319860547 Long ABS-MBS USGA US N 2 2034-10-01 Floating 4.25300000 N N N N N N FANNIE MAE 3.971% 03/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404JQS7 46232.89000000 PA USD 46517.21000000 0.006306246162 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.97100000 N N N N N N FANNIE MAE 3.597% 09/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RQR3 1494136.51000000 PA USD 1548528.61000000 0.209930961122 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.59700000 N N N N N N FANNIE MAE 4.341% 06/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401HT44 24403.21000000 PA USD 24678.92000000 0.003345672376 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.34100000 N N N N N N FANNIE MAE 3.34% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402G7L1 6093.77000000 PA USD 6135.48000000 0.000831774889 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.34000000 N N N N N N FANNIE MAE 2.757% 08/01/2042 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RHT9 31062.55000000 PA USD 31214.01000000 0.004231621603 Long ABS-MBS USGA US N 2 2042-08-01 Floating 2.75700000 N N N N N N FANNIE MAE 3.391% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404A3G7 42709.54000000 PA USD 43208.43000000 0.005857681401 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.39100000 N N N N N N FANNIE MAE 3.373% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402GTK9 23641.51000000 PA USD 23780.45000000 0.003223868575 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.37300000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.681% 09/01/2037 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128S5ZW7 13097519.47000000 PA USD 13688953.55000000 1.855784360037 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.68100000 N N N N N N FANNIE MAE 4.086% 06/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GD34 167973.94000000 PA USD 170346.53000000 0.023093542176 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.08600000 N N N N N N FANNIE MAE 3.995% 11/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412CF54 21423.53500000 PA USD 21440.21000000 0.002906606867 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.99500000 N N N N N N FANNIE MAE 3.326% 03/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31389PVL1 147187.12000000 PA USD 148536.58000000 0.020136810388 Long ABS-MBS USGA US N 2 2032-03-01 Floating 3.32600000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.53% 11/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128NHWJ8 1244103.38000000 PA USD 1299840.49000000 0.176216804525 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.53000000 N N N N N N FANNIE MAE 3.182% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404NLA2 60056.92000000 PA USD 62180.79000000 0.008429726724 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.18200000 N N N N N N FANNIE MAE 3.545% 12/01/2025 FNMA ARM B1V7KEBTPIMZEU4LTD58 31375DTX1 5843.22000000 PA USD 5883.45000000 0.000797607680 Long ABS-MBS USGA US N 2 2025-12-01 Floating 3.54500000 N N N N N N FANNIE MAE 3.932% 08/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410DXD7 63341.12000000 PA USD 66411.15000000 0.009003228263 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.93200000 N N N N N N FANNIE MAE 3.522% 07/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416B5V6 42705.22000000 PA USD 44663.00000000 0.006054874579 Long ABS-MBS USGA US N 2 2038-07-01 Floating 3.52200000 N N N N N N FANNIE MAE 3.505% 08/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402JBV8 15438.86000000 PA USD 15480.51000000 0.002098662124 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.50500000 N N N N N N FANNIE MAE 3.535% 10/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407WVC4 313128.39000000 PA USD 315395.98000000 0.042757609247 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.53500000 N N N N N N FANNIE MAE 3.467% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407FUV0 14256.91000000 PA USD 14912.55000000 0.002021664910 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.46700000 N N N N N N FANNIE MAE 3.803% 02/01/2023 FAR FNARM B1V7KEBTPIMZEU4LTD58 31368WY87 19980.78000000 PA USD 20198.39000000 0.002738255785 Long ABS-MBS USGA US N 2 2023-02-01 Floating 3.80300000 N N N N N N FANNIE MAE 3.478% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404GTS0 169349.75000000 PA USD 170565.74000000 0.023123260042 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.47800000 N N N N N N FANNIE MAE 3.779% 08/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31418MVF6 1866303.74000000 PA USD 1956445.91000000 0.265231502742 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.77900000 N N N N N N FANNIE MAE 4.094% 07/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407CEQ6 26708.42000000 PA USD 26868.74000000 0.003642541943 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.09400000 N N N N N N FANNIE MAE 2.98% 10/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31388SV28 34243.04000000 PA USD 34740.76000000 0.004709736126 Long ABS-MBS USGA US N 2 2026-10-01 Floating 2.98000000 N N N N N N FANNIE MAE 4.384% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406WEF7 25842.64000000 PA USD 26765.14000000 0.003628497096 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.38400000 N N N N N N FANNIE MAE 3.703% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DHN3 91944.00000000 PA USD 93082.37000000 0.012618992811 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.70300000 N N N N N N FANNIE MAE 3.408% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403ATU9 21173.40000000 PA USD 21375.20000000 0.002897793590 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.40800000 N N N N N N FANNIE MAE 3.558% 11/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414NBM5 22950.42900000 PA USD 23113.21000000 0.003133412168 Long ABS-MBS USGA US N 2 2038-11-01 Floating 3.55800000 N N N N N N FANNIE MAE 3.52% 03/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31389KAQ4 192935.45000000 PA USD 194865.82000000 0.026417573829 Long ABS-MBS USGA US N 2 2032-03-01 Floating 3.52000000 N N N N N N FANNIE MAE 3.913% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406VYX8 62098.57000000 PA USD 62617.02000000 0.008488865563 Long ABS-MBS USGA US N 2 2035-06-01 Floating 3.91300000 N N N N N N FANNIE MAE 3.366% 07/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410WFG8 3961.67000000 PA USD 3947.52000000 0.000535157479 Long ABS-MBS USGA US N 2 2037-07-01 Floating 3.36600000 N N N N N N FANNIE MAE 3.072% 10/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405PC40 75723.77000000 PA USD 76347.17000000 0.010350234844 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.07200000 N N N N N N FANNIE MAE 4.599% 05/01/2025 FN CMT+223.00;LC12.57 B1V7KEBTPIMZEU4LTD58 31385NVP1 39969.42000000 PA USD 40261.01000000 0.005458105501 Long ABS-MBS USGA US N 2 2025-05-01 Floating 4.59900000 N N N N N N FANNIE MAE 4.193% 04/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414SMQ3 6506.90000000 PA USD 6580.77000000 0.000892141974 Long ABS-MBS USGA US N 2 2038-04-01 Floating 4.19300000 N N N N N N FANNIE MAE 4.378% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407GCY2 1194.93000000 PA USD 1210.71000000 0.000164133560 Long ABS-MBS USGA US N 2 2035-05-01 Floating 4.37800000 N N N N N N FANNIE MAE 4.797% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412CBE9 444517.51000000 PA USD 447760.55000000 0.060702012224 Long ABS-MBS USGA US N 2 2034-12-01 Floating 4.79700000 N N N N N N FANNIE MAE 3.38% 09/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385WZZ5 258239.15000000 PA USD 260422.91000000 0.035305018868 Long ABS-MBS USGA US N 2 2032-09-01 Floating 3.38000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.948% 10/01/2041 FHA FHARM S6XOOCT0IEG5ABCC6L87 31300MZK2 2179162.65000000 PA USD 2276140.18000000 0.308571822664 Long ABS-MBS USGA US N 2 2041-10-01 Floating 3.94800000 N N N N N N FANNIE MAE 3.75% 05/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31366VA20 423.44000000 PA USD 429.57000000 0.000058235955 Long ABS-MBS USGA US N 2 2022-05-01 Floating 3.75000000 N N N N N N FANNIE MAE 3.973% 03/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411GTY8 158260.56000000 PA USD 158640.20000000 0.021506538170 Long ABS-MBS USGA US N 2 2037-03-01 Floating 3.97300000 N N N N N N FANNIE MAE 5.724% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407GYF9 17411.21800000 PA USD 17515.90000000 0.002374595921 Long ABS-MBS USGA US N 2 2035-06-01 Floating 5.72400000 N N N N N N FANNIE MAE 3.406% 08/01/2029 FNMA ARM B1V7KEBTPIMZEU4LTD58 31374TYQ6 40839.20000000 PA USD 41134.57000000 0.005576532302 Long ABS-MBS USGA US N 2 2029-08-01 Floating 3.40600000 N N N N N N FANNIE MAE 3.785% 01/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31414HWF0 15374.45000000 PA USD 15480.63000000 0.002098678392 Long ABS-MBS USGA US N 2 2038-01-01 Floating 3.78500000 N N N N N N FANNIE MAE 3.758% 02/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414KQP8 13239.77200000 PA USD 13345.09000000 0.001809167458 Long ABS-MBS USGA US N 2 2038-02-01 Floating 3.75800000 N N N N N N FANNIE MAE 4.265% 04/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410G3Q4 126262.98000000 PA USD 127669.61000000 0.017307916534 Long ABS-MBS USGA US N 2 2037-04-01 Floating 4.26500000 N N N N N N FANNIE MAE 3.415% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405RC61 227618.90000000 PA USD 229162.37000000 0.031067089284 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.41500000 N N N N N N FANNIE MAE 3.444% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405YU25 58491.48000000 PA USD 59044.67000000 0.008004569138 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.44400000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.67% 11/01/2036 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128LUFH4 566482.46000000 PA USD 572214.73000000 0.077574019273 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.67000000 N N N N N N FANNIE MAE 3.495% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406TTE1 95533.00000000 PA USD 97095.08000000 0.013162987970 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.49500000 N N N N N N FANNIE MAE 3.693% 07/01/2022 FNMA ARM B1V7KEBTPIMZEU4LTD58 31365DDP7 16933.80000000 PA USD 17061.06000000 0.002312934162 Long ABS-MBS USGA US N 2 2022-07-01 Floating 3.69300000 N N N N N N FANNIE MAE 3.825% 04/01/2022 FNMA ARM B1V7KEBTPIMZEU4LTD58 31366QU78 14207.98000000 PA USD 14372.30000000 0.001948424286 Long ABS-MBS USGA US N 2 2022-04-01 Floating 3.82500000 N N N N N N FANNIE MAE 3.625% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412CE30 27509.40000000 PA USD 27899.37000000 0.003782262414 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.62500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.567% 02/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128JMV38 2368918.98000000 PA USD 2476300.87000000 0.335707211548 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.56700000 N N N N N N FANNIE MAE 3.445% 05/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DMZ9 604625.93000000 PA USD 614652.97000000 0.083327287539 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.44500000 N N N N N N FANNIE MAE 3.243% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402M4F4 357087.56000000 PA USD 359234.33000000 0.048700687657 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.24300000 N N N N N N FANNIE MAE 2.641% 01/01/2021 FAR FNARM B1V7KEBTPIMZEU4LTD58 31364TNG2 415.69000000 PA USD 417.76000000 0.000056634896 Long ABS-MBS USGA US N 2 2021-01-01 Floating 2.64100000 N N N N N N FANNIE MAE 3.732% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402G6P3 36091.73000000 PA USD 36307.07000000 0.004922077675 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.73200000 N N N N N N FANNIE MAE 3.494% 04/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DHF0 36330.90000000 PA USD 36591.99000000 0.004960703716 Long ABS-MBS USGA US N 2 2034-04-01 Floating 4.52000000 N N N N N N FANNIE MAE 3.622% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416CGR1 209857.70000000 PA USD 219002.37000000 0.029689718178 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.62200000 N N N N N N FANNIE MAE 3.556% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403HNX4 87431.16000000 PA USD 91107.28000000 0.012351233766 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.55600000 N N N N N N FANNIE MAE 3.517% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402LLN0 80223.61000000 PA USD 80794.43000000 0.010953141087 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.51700000 N N N N N N FANNIE MAE 3.75% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404H4G1 7048.90000000 PA USD 7101.69000000 0.000962762068 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.75000000 N N N N N N FANNIE MAE 3.277% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405TZV7 304042.87000000 PA USD 306639.49000000 0.041570509216 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.27700000 N N N N N N FANNIE MAE 2.5% 01/01/2035 FNI B1V7KEBTPIMZEU4LTD58 31418DKJ0 13551828.50000000 PA USD 14193861.96000000 1.924233794620 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 2.50000000 N N N N N N FANNIE MAE 2.757% 08/01/2042 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RHU6 26815.53000000 PA USD 26953.83000000 0.003654077426 Long ABS-MBS USGA US N 2 2042-08-01 Floating 2.75700000 N N N N N N FANNIE MAE 4.652% 06/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404VDP0 23348.39500000 PA USD 23442.72000000 0.003178083187 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.65200000 N N N N N N FANNIE MAE 3.91% 02/01/29 FN CMT+233;LC11.73 B1V7KEBTPIMZEU4LTD58 31385HUG5 36892.86000000 PA USD 37284.94000000 0.005054645577 Long ABS-MBS USGA US N 2 2029-02-01 Floating 3.91000000 N N N N N N FANNIE MAE 3.351% 10/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410B6M1 76769.55000000 PA USD 77224.92000000 0.010469229676 Long ABS-MBS USGA US N 2 2036-10-01 Floating 3.35100000 N N N N N N FANNIE MAE 3.894% 02/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RBC2 9365.38000000 PA USD 9483.05000000 0.001285598333 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.89400000 N N N N N N FANNIE MAE 3.50% 08/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31412VHJ0 2556228.87000000 PA USD 2658538.28000000 0.360412776810 Long ABS-MBS USGA US N 2 2040-08-01 Floating 3.50000000 N N N N N N FANNIE MAE 3.804% 03/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404EZ90 102847.75000000 PA USD 103734.23000000 0.014063044405 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.80400000 N N N N N N FANNIE MAE 3.501% 08/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402DHG8 62998.55000000 PA USD 63589.83000000 0.008620747491 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.50100000 N N N N N N FANNIE MAE 3.61% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403GCN0 12784.62000000 PA USD 12830.37000000 0.001739387886 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.61000000 N N N N N N FANNIE MAE 3.813% 07/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138ERS68 593792.96000000 PA USD 600901.05000000 0.081462966942 Long ABS-MBS USGA US N 2 2038-07-01 Floating 4.07300000 N N N N N N FANNIE MAE 3.694% 02/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400BWF9 12355.10000000 PA USD 12455.60000000 0.001688581058 Long ABS-MBS USGA US N 2 2033-02-01 Floating 3.69400000 N N N N N N FANNIE MAE 3.294% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404XJY1 233353.41000000 PA USD 241501.67000000 0.032739903782 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.29400000 N N N N N N FANNIE MAE 3.42% 05/01/2029 FAR FNARM B1V7KEBTPIMZEU4LTD58 31388MXS2 16679.63000000 PA USD 16814.77000000 0.002279545114 Long ABS-MBS USGA US N 2 2029-05-01 Floating 3.42000000 N N N N N N FANNIE MAE 3.588% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410MGS3 168923.25000000 PA USD 170253.21000000 0.023080890968 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.58800000 N N N N N N FANNIE MAE 4.299% 06/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405AP64 6500.60000000 PA USD 6737.73000000 0.000913420730 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.29900000 N N N N N N FANNIE MAE 3.491% 11/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411AJ97 407904.72000000 PA USD 425827.63000000 0.057728609636 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.49100000 N N N N N N FANNIE MAE 3.644% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DMV8 1253833.59000000 PA USD 1281560.80000000 0.173738663104 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.64400000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.699% 02/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S4GM3 699394.88000000 PA USD 705294.51000000 0.095615381854 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.69900000 N N N N N N FANNIE MAE 3.95% 06/01/2021 FAR FNARM B1V7KEBTPIMZEU4LTD58 31367JTP5 2117.70000000 PA USD 2142.36000000 0.000290435508 Long ABS-MBS USGA US N 2 2021-06-01 Floating 3.95000000 N N N N N N FANNIE MAE 3.38% 03/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400VP89 3323.92000000 PA USD 3355.38000000 0.000454882230 Long ABS-MBS USGA US N 2 2028-03-01 Floating 3.38000000 N N N N N N FANNIE MAE 4.045% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407GYA0 13847.15000000 PA USD 14093.32000000 0.001910603519 Long ABS-MBS USGA US N 2 2035-06-01 Floating 3.52400000 N N N N N N FANNIE MAE 3.917% 02/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31368JA41 25064.19000000 PA USD 25260.04000000 0.003424453665 Long ABS-MBS USGA US N 2 2024-02-01 Floating 3.91700000 N N N N N N FANNIE MAE 3.195% 07/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413GLC2 46760.18400000 PA USD 47076.23000000 0.006382031398 Long ABS-MBS USGA US N 2 2037-07-01 Floating 3.19500000 N N N N N N FANNIE MAE 4.382% 04/01/2040 FAR B1V7KEBTPIMZEU4LTD58 3138ESAN8 7237219.26000000 PA USD 7538211.16000000 1.021940378589 Long ABS-MBS USGA US N 2 2040-04-01 Floating 4.38200000 N N N N N N FANNIE MAE 3.639% 03/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409BAN7 63851.48000000 PA USD 66163.48000000 0.008969652131 Long ABS-MBS USGA US N 2 2036-03-01 Floating 3.63900000 N N N N N N FANNIE MAE 4.611% 06/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414EKD5 14006.54000000 PA USD 14097.78000000 0.001911208153 Long ABS-MBS USGA US N 2 2038-06-01 Floating 4.61100000 N N N N N N FANNIE MAE 6.617% 12/01/2023 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385JPR3 89.78000000 PA USD 90.58000000 0.000012279751 Long ABS-MBS USGA US N 2 2023-12-01 Floating 6.61700000 N N N N N N FANNIE MAE 4.328% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406KAA8 40142.73000000 PA USD 40550.27000000 0.005497319907 Long ABS-MBS USGA US N 2 2035-05-01 Floating 4.32800000 N N N N N N FANNIE MAE 3.325% 08/01/2021 FAR FNARM B1V7KEBTPIMZEU4LTD58 31365JAA0 503.30000000 PA USD 507.75000000 0.000068834663 Long ABS-MBS USGA US N 2 2021-08-01 Floating 3.32500000 N N N N N N FANNIE MAE 3.308% 12/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391SSW1 3362.15000000 PA USD 3380.69000000 0.000458313457 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.30800000 N N N N N N FANNIE MAE 3.237% 02/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406GR84 741498.87000000 PA USD 753914.00000000 0.102206629959 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.23700000 N N N N N N FANNIE MAE 3.345% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402NCG1 410389.86000000 PA USD 414343.68000000 0.056171753247 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.34500000 N N N N N N FANNIE MAE 3.706% 03/01/2041 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138A5RY0 245379.02000000 PA USD 246627.70000000 0.033434829531 Long ABS-MBS USGA US N 2 2041-03-01 Floating 3.70600000 N N N N N N FANNIE MAE 3.406% 09/01/2024 FNMA ARM B1V7KEBTPIMZEU4LTD58 31373YW62 681.94000000 PA USD 690.79000000 0.000093649034 Long ABS-MBS USGA US N 2 2024-09-01 Floating 3.40600000 N N N N N N FANNIE MAE 4.355% 05/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409XXJ3 347536.37000000 PA USD 353846.59000000 0.047970282401 Long ABS-MBS USGA US N 2 2036-05-01 Floating 4.35500000 N N N N N N FANNIE MAE 3.462% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402QTK7 3122.47000000 PA USD 3164.77000000 0.000429041609 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.46200000 N N N N N N FANNIE MAE 3.787% 02/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400HGP2 22228.80000000 PA USD 22386.33000000 0.003034870484 Long ABS-MBS USGA US N 2 2033-02-01 Floating 3.78700000 N N N N N N FANNIE MAE 3.436% 09/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406L3Q9 99644.19000000 PA USD 100448.30000000 0.013617577373 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.43600000 N N N N N N FANNIE MAE 3.708% 09/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410F7K5 1697533.00000000 PA USD 1769195.26000000 0.239846302448 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.70800000 N N N N N N FANNIE MAE 3.314% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405HUS5 4309.92000000 PA USD 4399.42000000 0.000596420668 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.31400000 N N N N N N FANNIE MAE 3.401% 11/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385WUX5 7644.25000000 PA USD 7676.70000000 0.001040715036 Long ABS-MBS USGA US N 2 2032-11-01 Floating 3.40100000 N N N N N N FANNIE MAE 4.022% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405WHV0 6886.47000000 PA USD 6924.80000000 0.000938781440 Long ABS-MBS USGA US N 2 2034-10-01 Floating 4.02200000 N N N N N N FANNIE MAE 3.545% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407VFN0 26776.51000000 PA USD 27919.85000000 0.003785038847 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.54500000 N N N N N N FANNIE MAE 4.098% 11/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31375AKB4 1081.80000000 PA USD 1085.11000000 0.000147106216 Long ABS-MBS USGA US N 2 2025-11-01 Floating 4.09800000 N N N N N N FANNIE MAE 3.455% 09/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31412A2U7 66086.36000000 PA USD 66233.86000000 0.008979193409 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.45500000 N N N N N N FANNIE MAE 3.55% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405CPB9 11536.95000000 PA USD 12019.63000000 0.001629477467 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.55000000 N N N N N N FANNIE MAE 4.30% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407JNN8 422460.40000000 PA USD 440178.29000000 0.059674100231 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.30000000 N N N N N N FANNIE MAE 3.847% 03/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31389HEY0 9890.90000000 PA USD 9957.00000000 0.001349850797 Long ABS-MBS USGA US N 2 2032-03-01 Floating 3.84700000 N N N N N N FANNIE MAE 3.486% 10/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410KXH2 50650.40000000 PA USD 51518.62000000 0.006984277424 Long ABS-MBS USGA US N 2 2038-10-01 Floating 3.48600000 N N N N N N FANNIE MAE 3.524% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406LMT2 85752.20000000 PA USD 88964.37000000 0.012060723695 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.52400000 N N N N N N FANNIE MAE 3.63% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RUB3 104026.40000000 PA USD 107994.93000000 0.014640659077 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.63000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.592% 01/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128JMVS3 498406.36000000 PA USD 521002.51000000 0.070631279890 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.59200000 N N N N N N FANNIE MAE 3.933% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400ARR1 37673.42000000 PA USD 39269.49000000 0.005323687095 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.93300000 N N N N N N FANNIE MAE 3.151% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407XT92 1762501.10000000 PA USD 1816471.03000000 0.246255385090 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.15100000 N N N N N N FANNIE MAE 3.113% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406F6R7 46257.84000000 PA USD 46655.61000000 0.006325008776 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.11300000 N N N N N N FANNIE MAE 3.23% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385XK63 32891.59000000 PA USD 33305.67000000 0.004515183813 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.23000000 N N N N N N FANNIE MAE 3.532% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408GXK8 126713.24000000 PA USD 128159.03000000 0.017374266236 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.89400000 N N N N N N FANNIE MAE 3.082% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402M4T4 37242.64000000 PA USD 38119.89000000 0.005167838097 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.08200000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.651% 11/01/2036 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128S5LE2 1681746.46000000 PA USD 1757654.79000000 0.238281783754 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.65100000 N N N N N N FANNIE MAE 3.281% 02/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411SM94 90621.15000000 PA USD 92107.40000000 0.012486818056 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.28100000 N N N N N N FANNIE MAE 3.373% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406BEZ9 62608.79000000 PA USD 65118.72000000 0.008828016084 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.70100000 N N N N N N FANNIE MAE 3.276% 10/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31408C2W5 100224.11000000 PA USD 103545.26000000 0.014037426116 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.27600000 N N N N N N FANNIE MAE 4.133% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401CR21 9347.22000000 PA USD 9432.61000000 0.001278760282 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.13300000 N N N N N N FANNIE MAE 3.532% 10/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31413RTG1 27326.07800000 PA USD 27517.72000000 0.003730522878 Long ABS-MBS USGA US N 2 2037-10-01 Floating 3.53200000 N N N N N N FANNIE MAE 3.411% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407CEJ2 26293.42000000 PA USD 26451.78000000 0.003586015500 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.41100000 N N N N N N FANNIE MAE 3.288% 07/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 3138EHVA7 125308.27000000 PA USD 129512.57000000 0.017557762977 Long ABS-MBS USGA US N 2 2037-07-01 Floating 3.28800000 N N N N N N FANNIE MAE 3.622% 08/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RMG1 16039.38000000 PA USD 16151.20000000 0.002189586241 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.62200000 N N N N N N FANNIE MAE 3.634% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407MSF3 7478.21000000 PA USD 7619.40000000 0.001032946989 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.63400000 N N N N N N FANNIE MAE 3.914% 07/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410AKW5 169536.45000000 PA USD 178065.83000000 0.024140032411 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.91400000 N N N N N N FANNIE MAE 3.792% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403TPB4 72865.22000000 PA USD 73964.47000000 0.010027216917 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.79200000 N N N N N N FANNIE MAE 3.634% 12/01/2027 FNMA ARM B1V7KEBTPIMZEU4LTD58 31379LCG4 143662.94000000 PA USD 145466.51000000 0.019720607070 Long ABS-MBS USGA US N 2 2027-12-01 Floating 3.63400000 N N N N N N FANNIE MAE 3.962% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RSX8 23976.20000000 PA USD 25046.99000000 0.003395570898 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.96200000 N N N N N N FANNIE MAE 3.862% 11/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31419APP6 959544.98000000 PA USD 979721.26000000 0.132818873616 Long ABS-MBS USGA US N 2 2038-11-01 Floating 3.86200000 N N N N N N FANNIE MAE 3.919% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407DUK9 25198.81000000 PA USD 25638.43000000 0.003475751249 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.91900000 N N N N N N FANNIE MAE 3.636% 08/01/2034 FNMA B1V7KEBTPIMZEU4LTD58 31410VQJ2 459049.68000000 PA USD 465981.43000000 0.063172180890 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.63600000 N N N N N N FANNIE MAE 4.148% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400SM71 7713.22000000 PA USD 7776.59000000 0.001054256926 Long ABS-MBS USGA US N 2 2033-04-01 Floating 4.14800000 N N N N N N FANNIE MAE 3.458% 12/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391TU30 88600.44000000 PA USD 89435.78000000 0.012124631816 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.45800000 N N N N N N FANNIE MAE 3.405% 12/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414HDB0 19972.78000000 PA USD 20809.99000000 0.002821169188 Long ABS-MBS USGA US N 2 2037-12-01 Floating 3.40500000 N N N N N N FANNIE MAE 3.484% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407MSW6 82404.90000000 PA USD 83923.39000000 0.011377328006 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.48400000 N N N N N N FANNIE MAE 3.591% 05/01/2039 FNMA ARM B1V7KEBTPIMZEU4LTD58 31418MA93 4157736.78000000 PA USD 4290429.70000000 0.581645069217 Long ABS-MBS USGA US N 2 2039-05-01 Floating 3.59100000 N N N N N N FANNIE MAE 3.321% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402M4P2 406573.22000000 PA USD 409169.83000000 0.055470344635 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.32100000 N N N N N N FANNIE MAE 3.193% 09/01/2023 FAR FNARM B1V7KEBTPIMZEU4LTD58 31368HA29 5215.90000000 PA USD 5257.07000000 0.000712690582 Long ABS-MBS USGA US N 2 2023-09-01 Floating 3.19300000 N N N N N N GOVT NATL MORTG ASSN 2.625% 06/20/2034 GNMA ARM 549300M8ZYFG0OCMTT87 36225DBX1 13738.35000000 PA USD 14230.62000000 0.001929217009 Long ABS-MBS USGA US N 2 2034-06-20 Floating 2.62500000 N N N N N N FANNIE MAE 3.472% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403AU60 149964.93000000 PA USD 150817.98000000 0.020446095274 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.47200000 N N N N N N FANNIE MAE 3.915% 04/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414BEF3 29003.80000000 PA USD 29183.07000000 0.003956291084 Long ABS-MBS USGA US N 2 2038-04-01 Floating 3.91500000 N N N N N N FANNIE MAE 4.252% 06/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404VCH9 46377.92000000 PA USD 46594.44000000 0.006316716080 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.25200000 N N N N N N FANNIE MAE 3.305% 09/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405NWQ4 45210.16000000 PA USD 45533.53000000 0.006172890610 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.30500000 N N N N N N FANNIE MAE 3.447% 04/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410SHK6 62331.06000000 PA USD 63556.11000000 0.008616176137 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.44700000 N N N N N N FANNIE MAE 2.957% 09/01/2040 FNMA ARM B1V7KEBTPIMZEU4LTD58 31386C3W0 267200.49000000 PA USD 267487.52000000 0.036262754074 Long ABS-MBS USGA US N 2 2040-09-01 Floating 2.95700000 N N N N N N FANNIE MAE 3.811% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406X2K7 79772.76000000 PA USD 80830.18000000 0.010957987644 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.81100000 N N N N N N FANNIE MAE 3.397% 11/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407XWX5 16077.89000000 PA USD 16202.05000000 0.002196479875 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.39700000 N N N N N N FANNIE MAE 4.525% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406YGD6 86631.76000000 PA USD 87073.83000000 0.011804426926 Long ABS-MBS USGA US N 2 2035-05-01 Floating 4.52500000 N N N N N N FANNIE MAE 3.069% 10/01/34 FRN B1V7KEBTPIMZEU4LTD58 31405N7J8 8537.44000000 PA USD 8747.53000000 0.001185885342 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.06900000 N N N N N N FANNIE MAE 3.534% 11/01/2039 FNMA ARM B1V7KEBTPIMZEU4LTD58 31418MQ96 476404.46500000 PA USD 492146.95000000 0.066719388689 Long ABS-MBS USGA US N 2 2039-11-01 Floating 3.53400000 N N N N N N FANNIE MAE 3.761% 01/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31415MU78 202556.69000000 PA USD 211927.34000000 0.028730570353 Long ABS-MBS USGA US N 2 2038-01-01 Floating 3.76100000 N N N N N N FANNIE MAE 3.716% 04/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31373T4T4 9574.83000000 PA USD 9626.84000000 0.001305091659 Long ABS-MBS USGA US N 2 2025-04-01 Floating 3.71600000 N N N N N N FANNIE MAE 3.676% 09/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410G6F5 469172.74000000 PA USD 472661.87000000 0.064077834929 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.67600000 N N N N N N FANNIE MAE 4.21% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403K4Q3 17287.63000000 PA USD 17416.67000000 0.002361143506 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.21000000 N N N N N N FANNIE MAE 3.215% 01/01/2023 FAR FNARM B1V7KEBTPIMZEU4LTD58 31372MHE9 3928.79000000 PA USD 3968.45000000 0.000537994918 Long ABS-MBS USGA US N 2 2023-01-01 Floating 3.21500000 N N N N N N FANNIE MAE 3.55% 11/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413YWY3 10752.40000000 PA USD 10813.15000000 0.001465917360 Long ABS-MBS USGA US N 2 2037-11-01 Floating 3.55000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.679% 10/01/2038 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128S54S0 955616.25000000 PA USD 975929.35000000 0.132304811877 Long ABS-MBS USGA US N 2 2038-10-01 Floating 3.67900000 N N N N N N FANNIE MAE 3.485% 07/01/2040 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385H4F6 28334.35000000 PA USD 28611.07000000 0.003878746175 Long ABS-MBS USGA US N 2 2040-07-01 Floating 3.48500000 N N N N N N FANNIE MAE 3.839% 04/01/2024 FNMA ARM B1V7KEBTPIMZEU4LTD58 31375GPY6 5599.10000000 PA USD 5666.28000000 0.000768166373 Long ABS-MBS USGA US N 2 2024-04-01 Floating 3.83900000 N N N N N N FANNIE MAE 4.243% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401CXL2 14512.53000000 PA USD 14672.04000000 0.001989059445 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.24300000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.701% 11/01/2037 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128S5W75 2234371.57000000 PA USD 2332459.45000000 0.316206914715 Long ABS-MBS USGA US N 2 2037-11-01 Floating 4.59300000 N N N N N N FANNIE MAE 3.818% 10/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31419AFK8 1478323.80000000 PA USD 1542602.93000000 0.209127628403 Long ABS-MBS USGA US N 2 2036-10-01 Floating 3.81800000 N N N N N N FANNIE MAE 3.43% 12/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31380ADJ8 1555.95000000 PA USD 1566.65000000 0.000212387642 Long ABS-MBS USGA US N 2 2026-12-01 Floating 3.43000000 N N N N N N FANNIE MAE 4.156% 09/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407BPG8 4335.74000000 PA USD 4365.53000000 0.000591826268 Long ABS-MBS USGA US N 2 2035-09-01 Floating 4.15600000 N N N N N N FANNIE MAE 3.604% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402JXU6 70552.13200000 PA USD 71062.24000000 0.009633767336 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.60400000 N N N N N N FANNIE MAE 3.774% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406UDS4 103862.78000000 PA USD 108563.73000000 0.014717770168 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.77400000 N N N N N N FANNIE MAE 3.994% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407AZR5 70517.36000000 PA USD 71400.70000000 0.009679651689 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.99400000 N N N N N N FANNIE MAE 3.021% 10/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409VSA2 61847.84000000 PA USD 62235.00000000 0.008437075867 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.02100000 N N N N N N FANNIE MAE 3.63% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406NRP1 173774.60000000 PA USD 175705.86000000 0.023820095945 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.63000000 N N N N N N FANNIE MAE 3.50% 08/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416T5R6 114230.16000000 PA USD 117669.37000000 0.015952203775 Long ABS-MBS USGA US N 2 2039-08-01 Floating 3.50000000 N N N N N N FANNIE MAE 3.763% 08/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385W6E4 1215.38000000 PA USD 1225.95000000 0.000166199616 Long ABS-MBS USGA US N 2 2036-08-01 Floating 4.81000000 N N N N N N FANNIE MAE 2.757% 10/01/2044 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RH77 101570.39000000 PA USD 102093.26000000 0.013840581347 Long ABS-MBS USGA US N 2 2044-10-01 Floating 2.75700000 N N N N N N FANNIE MAE 2.98% 08/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31413NJ30 264600.54000000 PA USD 265304.04000000 0.035966744009 Long ABS-MBS USGA US N 2 2037-08-01 Floating 2.98000000 N N N N N N FANNIE MAE 3.191% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409WCN9 22015.57000000 PA USD 22707.15000000 0.003078363417 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.19100000 N N N N N N FANNIE MAE 3.578% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405BD32 12405.54000000 PA USD 12493.63000000 0.001693736710 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.57800000 N N N N N N FANNIE MAE 3.28% 11/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413YLY5 7013.20000000 PA USD 7045.94000000 0.000955204150 Long ABS-MBS USGA US N 2 2037-11-01 Floating 3.28000000 N N N N N N FANNIE MAE 3.665% 12/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391SHX1 4555.53000000 PA USD 4590.78000000 0.000622362965 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.66500000 N N N N N N FANNIE MAE 3.355% 02/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409AFG9 180851.02000000 PA USD 187165.66000000 0.025373678367 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.35500000 N N N N N N FANNIE MAE 3.597% 04/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31412SUN3 215020.98000000 PA USD 216730.36000000 0.029381706276 Long ABS-MBS USGA US N 2 2038-04-01 Floating 3.59700000 N N N N N N FANNIE MAE 3.407% 04/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414C5R5 159702.00000000 PA USD 161441.42000000 0.021886294025 Long ABS-MBS USGA US N 2 2038-04-01 Floating 3.40700000 N N N N N N FANNIE MAE 3.345% 10/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31413J3M4 125917.82600000 PA USD 126575.20000000 0.017159549535 Long ABS-MBS USGA US N 2 2037-10-01 Floating 3.34500000 N N N N N N FANNIE MAE 3.497% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401XTH0 48005.93000000 PA USD 48291.64000000 0.006546802128 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.49700000 N N N N N N FANNIE MAE 4.055% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DFN5 1708801.45000000 PA USD 1762259.36000000 0.238906016202 Long ABS-MBS USGA US N 2 2034-07-01 Floating 4.05500000 N N N N N N GOVT NATL MORTG ASSN 2.625% 04/20/2035 GNMA ARM 549300M8ZYFG0OCMTT87 36225DN75 80140.44000000 PA USD 80725.04000000 0.010943734022 Long ABS-MBS USGA US N 2 2035-04-20 Floating 2.62500000 N N N N N N FANNIE MAE 3.442% 01/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385WXE4 44395.50000000 PA USD 44644.32000000 0.006052342169 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.44200000 N N N N N N FANNIE MAE 4.145% 04/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31390AHA1 21574.08000000 PA USD 21674.41000000 0.002938356898 Long ABS-MBS USGA US N 2 2032-04-01 Floating 4.14500000 N N N N N N FANNIE MAE 4.145% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401G4N1 23650.40000000 PA USD 23876.59000000 0.003236902085 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.14500000 N N N N N N FANNIE MAE 2.064% 11/01/2023 FAR FNARM B1V7KEBTPIMZEU4LTD58 31371EMK8 17673.11000000 PA USD 17592.57000000 0.002384989921 Long ABS-MBS USGA US N 2 2023-11-01 Floating 2.06400000 N N N N N N FANNIE MAE 4.05% 04/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406TLC3 8365.45000000 PA USD 8771.35000000 0.001189114572 Long ABS-MBS USGA US N 2 2035-04-01 Floating 4.05000000 N N N N N N FANNIE MAE 3.325% 04/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31366MTN4 1876.61000000 PA USD 1889.68000000 0.000256180180 Long ABS-MBS USGA US N 2 2022-04-01 Floating 3.32500000 N N N N N N FANNIE MAE 3.066% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391MCM3 39630.54000000 PA USD 40032.52000000 0.005427129563 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.06600000 N N N N N N FANNIE MAE 3.472% 02/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404NBN5 6210.92000000 PA USD 6453.76000000 0.000874923479 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.47200000 N N N N N N FANNIE MAE 3.894% 04/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406NME1 47887.89000000 PA USD 48537.83000000 0.006580177619 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.89400000 N N N N N N FANNIE MAE 3.755% 01/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402CR61 4049.48000000 PA USD 4224.39000000 0.000572692197 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.75500000 N N N N N N FANNIE MAE 3.339% 01/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402QX48 3332.42000000 PA USD 3453.65000000 0.000468204500 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.33900000 N N N N N N FANNIE MAE 3.805% 05/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402C2J0 4799.04000000 PA USD 4851.60000000 0.000657721816 Long ABS-MBS USGA US N 2 2038-05-01 Floating 3.80500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.163% 01/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128QPQ21 2583665.65000000 PA USD 2750976.42000000 0.372944432634 Long ABS-MBS USGA US N 2 2037-01-01 Floating 4.16300000 N N N N N N FANNIE MAE 4.055% 06/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402NY36 224492.20000000 PA USD 228168.54000000 0.030932357717 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.05500000 N N N N N N FANNIE MAE 3.825% 09/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GJV6 3082.24000000 PA USD 3112.84000000 0.000422001562 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.82500000 N N N N N N FANNIE MAE 3.643% 11/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410FZT5 25530.50000000 PA USD 25733.13000000 0.003488589541 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.64300000 N N N N N N FANNIE MAE 3.912% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RKW8 160138.82000000 PA USD 167159.17000000 0.022661438085 Long ABS-MBS USGA US N 2 2035-06-01 Floating 3.91200000 N N N N N N FANNIE MAE 3.903% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405DLY1 2262.00000000 PA USD 2275.09000000 0.000308429451 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.90300000 N N N N N N FANNIE MAE 2.792% 08/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31413NKA2 82953.40000000 PA USD 83758.28000000 0.011354944370 Long ABS-MBS USGA US N 2 2037-08-01 Floating 2.79200000 N N N N N N FANNIE MAE 3.482% 10/01/2032 FN CMT+219;LC11.705 B1V7KEBTPIMZEU4LTD58 31385WTF6 100668.18000000 PA USD 101256.28000000 0.013727113624 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.48200000 N N N N N N FANNIE MAE 3.726% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407BVH9 128079.84000000 PA USD 132364.50000000 0.017944393486 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.72600000 N N N N N N FANNIE MAE 3.54% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405QYJ1 31359.97000000 PA USD 31971.68000000 0.004334337426 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.54000000 N N N N N N FANNIE MAE 4.365% 11/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31380TF30 7784.35000000 PA USD 7780.91000000 0.001054842580 Long ABS-MBS USGA US N 2 2027-11-01 Floating 4.36500000 N N N N N N FANNIE MAE 3.59% 08/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407MEP6 8392.89000000 PA USD 8450.00000000 0.001145549788 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.59000000 N N N N N N FANNIE MAE 3.458% 09/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410B5S9 273501.96000000 PA USD 275297.43000000 0.037321528127 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.45800000 N N N N N N FANNIE MAE 3.595% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402CZ62 37143.84000000 PA USD 37484.09000000 0.005081643948 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.59500000 N N N N N N FANNIE MAE 2.957% 12/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386MLW8 8630.88000000 PA USD 8530.60000000 0.001156476570 Long ABS-MBS USGA US N 2 2040-12-01 Floating 2.95700000 N N N N N N FANNIE MAE 4.173% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409HGL2 148988.58000000 PA USD 150137.27000000 0.020353812766 Long ABS-MBS USGA US N 2 2036-05-01 Floating 4.17300000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.636% 12/01/2035 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128S44P9 2137957.92000000 PA USD 2222204.99000000 0.301259935624 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.63600000 N N N N N N FANNIE MAE 3.659% 01/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403VWF2 43934.60000000 PA USD 44264.81000000 0.006000892748 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.65900000 N N N N N N FANNIE MAE 2.066% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31389AY80 18414.89000000 PA USD 18228.44000000 0.002471193560 Long ABS-MBS USGA US N 2 2033-05-01 Floating 2.06600000 N N N N N N FANNIE MAE 4.10% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405QDY1 266981.96300000 PA USD 268592.32000000 0.036412529625 Long ABS-MBS USGA US N 2 2034-07-01 Floating 4.10000000 N N N N N N FANNIE MAE 3.388% 09/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402TLZ6 47807.55000000 PA USD 48793.12000000 0.006614786779 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.38800000 N N N N N N FANNIE MAE 3.09% 09/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407KGP8 10455.00200000 PA USD 10515.96000000 0.001425627899 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.09000000 N N N N N N FANNIE MAE 3.324% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405U5T2 20803.61000000 PA USD 21182.80000000 0.002871710302 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.32400000 N N N N N N FANNIE MAE 3.579% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403VYY9 294314.30000000 PA USD 305239.76000000 0.041380750588 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.57900000 N N N N N N FANNIE MAE 3.627% 08/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410EFD5 17981.66000000 PA USD 18152.10000000 0.002460844297 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.62700000 N N N N N N FANNIE MAE 3.453% 11/01/2020 FN CMT+211.00;LC12.788;M B1V7KEBTPIMZEU4LTD58 313638D62 2155.82000000 PA USD 2161.69000000 0.000293056038 Long ABS-MBS USGA US N 2 2020-11-01 Floating 3.45300000 N N N N N N FANNIE MAE 4.311% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DSD3 91160.78000000 PA USD 91768.67000000 0.012440897100 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.31100000 N N N N N N FANNIE MAE 3.426% 03/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138ELR88 2906420.32000000 PA USD 3014646.87000000 0.408689714078 Long ABS-MBS USGA US N 2 2037-03-01 Floating 3.42600000 N N N N N N FANNIE MAE 3.67% 04/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402C2S0 52610.33000000 PA USD 52973.83000000 0.007181557366 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.67000000 N N N N N N FANNIE MAE 3.905% 04/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414UQH4 293172.78200000 PA USD 295408.42000000 0.040047935268 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.90500000 N N N N N N FANNIE MAE 2.145% 11/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386G7J6 17823.07000000 PA USD 17639.65000000 0.002391372464 Long ABS-MBS USGA US N 2 2040-11-01 Floating 2.14500000 N N N N N N FANNIE MAE 3.483% 01/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410WFR4 280070.08000000 PA USD 285562.72000000 0.038713173191 Long ABS-MBS USGA US N 2 2038-01-01 Floating 3.48300000 N N N N N N FANNIE MAE 3.262% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404YDK5 3313.00000000 PA USD 3335.94000000 0.000452246788 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.26200000 N N N N N N FANNIE MAE 3.593% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402CWB4 559574.00000000 PA USD 564427.70000000 0.076518347016 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.59300000 N N N N N N FANNIE MAE 4.075% 05/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31375DHB2 32337.80000000 PA USD 32342.74000000 0.004384641297 Long ABS-MBS USGA US N 2 2036-05-01 Floating 4.07500000 N N N N N N FANNIE MAE 3.62% 02/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416B5R5 137215.13000000 PA USD 142974.40000000 0.019382756646 Long ABS-MBS USGA US N 2 2039-02-01 Floating 3.62000000 N N N N N N FANNIE MAE 3.294% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412G2Z3 18436.72000000 PA USD 18580.95000000 0.002518982643 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.29400000 N N N N N N FANNIE MAE 3.841% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409DVM2 726130.12000000 PA USD 758064.63000000 0.102769322659 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.84100000 N N N N N N FANNIE MAE 3.536% 02/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411JKZ8 29970.95000000 PA USD 30184.15000000 0.004092005520 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.53600000 N N N N N N FANNIE MAE 3.548% 02/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410FWV3 129990.03000000 PA USD 135976.29000000 0.018434036714 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.54800000 N N N N N N FANNIE MAE 2.125% 01/01/2021 FNMA ARM B1V7KEBTPIMZEU4LTD58 31366RDC4 317.23000000 PA USD 317.00000000 0.000042975063 Long ABS-MBS USGA US N 2 2021-01-01 Floating 2.12500000 N N N N N N FANNIE MAE 3.315% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406H3G0 8108.21000000 PA USD 8164.87000000 0.001106895278 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.31500000 N N N N N N FANNIE MAE 3.904% 04/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403DHP7 1839.07000000 PA USD 1888.89000000 0.000256073081 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.90400000 N N N N N N FANNIE MAE 3.848% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GDB6 250325.00000000 PA USD 259275.10000000 0.035149412536 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.84800000 N N N N N N FANNIE MAE 3.403% 12/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403N6X0 349770.90000000 PA USD 352710.51000000 0.047816266282 Long ABS-MBS USGA US N 2 2033-12-01 Floating 3.40300000 N N N N N N FANNIE MAE 3.935% 11/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391S6L9 41246.81000000 PA USD 41493.00000000 0.005625123949 Long ABS-MBS USGA US N 2 2032-11-01 Floating 3.93500000 N N N N N N FANNIE MAE 3.59% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391SGL8 30665.06000000 PA USD 30947.93000000 0.004195549664 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.59000000 N N N N N N FANNIE MAE 4.344% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406XXN7 54191.94000000 PA USD 54389.50000000 0.007373476948 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.34400000 N N N N N N FANNIE MAE 3.464% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407XPG0 23533.41000000 PA USD 24255.26000000 0.003288237628 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.84100000 N N N N N N FANNIE MAE 3.97% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400ARQ3 318.17000000 PA USD 320.30000000 0.000043422437 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.97000000 N N N N N N FANNIE MAE 3.706% 05/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416CLA2 1189471.86000000 PA USD 1245014.31000000 0.168784127733 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.70600000 N N N N N N FANNIE MAE 4.40% 11/01/2028 FNMA ARM B1V7KEBTPIMZEU4LTD58 31363XDF7 44825.94000000 PA USD 45138.72000000 0.006119366999 Long ABS-MBS USGA US N 2 2028-11-01 Floating 4.40000000 N N N N N N FANNIE MAE 4.053% 12/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411JGW0 84070.20000000 PA USD 84558.42000000 0.011463417767 Long ABS-MBS USGA US N 2 2036-12-01 Floating 4.05300000 N N N N N N FANNIE MAE 3.26% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407WTA1 75871.10000000 PA USD 78306.16000000 0.010615811244 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.26000000 N N N N N N FANNIE MAE 2.145% 11/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31389AZ22 19835.11000000 PA USD 19681.86000000 0.002668230835 Long ABS-MBS USGA US N 2 2027-11-01 Floating 2.14500000 N N N N N N FANNIE MAE 4.047% 09/01/2030 FNMA ARM B1V7KEBTPIMZEU4LTD58 31386M2G4 16571.30000000 PA USD 16715.13000000 0.002266037116 Long ABS-MBS USGA US N 2 2030-09-01 Floating 4.04700000 N N N N N N FANNIE MAE 3.438% 07/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410FZG3 54769.93000000 PA USD 55291.36000000 0.007495740325 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.43800000 N N N N N N FANNIE MAE 3.918% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406DJV9 79941.15000000 PA USD 80722.96000000 0.010943452040 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.91800000 N N N N N N FANNIE MAE 2.145% 01/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31389AZ55 22261.20000000 PA USD 22148.54000000 0.003002633764 Long ABS-MBS USGA US N 2 2038-01-01 Floating 2.14500000 N N N N N N FANNIE MAE 3.465% 11/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31390W7E6 40330.14000000 PA USD 41976.25000000 0.005690637195 Long ABS-MBS USGA US N 2 2032-11-01 Floating 3.46500000 N N N N N N FANNIE MAE 3.976% 01/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31373YXD6 12482.99000000 PA USD 12653.74000000 0.001715442506 Long ABS-MBS USGA US N 2 2025-01-01 Floating 3.97600000 N N N N N N FANNIE MAE 3.613% 07/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EHVL3 211237.88000000 PA USD 213361.13000000 0.028924946428 Long ABS-MBS USGA US N 2 2037-07-01 Floating 3.61300000 N N N N N N FANNIE MAE 4.15% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XHT7 20309.55000000 PA USD 20656.42000000 0.002800350007 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.15000000 N N N N N N FANNIE MAE 3.779% 07/01/2033 FN CMT+220;LC11.00 B1V7KEBTPIMZEU4LTD58 31402RHF9 154796.51000000 PA USD 156348.02000000 0.021195791860 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.77900000 N N N N N N FANNIE MAE 3.454% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405N4K8 12285.08000000 PA USD 12398.16000000 0.001680794031 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.45400000 N N N N N N FANNIE MAE 3.509% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403CWU1 129223.55000000 PA USD 133526.92000000 0.018101980467 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.50900000 N N N N N N FANNIE MAE 3.925% 03/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400QQC0 10596.44000000 PA USD 10655.66000000 0.001444566752 Long ABS-MBS USGA US N 2 2033-03-01 Floating 3.92500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.635% 09/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S4KY2 328117.90000000 PA USD 345750.81000000 0.046872753517 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.63500000 N N N N N N FANNIE MAE 3.439% 10/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410B6S8 29992.22000000 PA USD 30152.48000000 0.004087712080 Long ABS-MBS USGA US N 2 2036-10-01 Floating 3.43900000 N N N N N N FANNIE MAE 3.328% 11/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403BFL2 165621.51000000 PA USD 170935.01000000 0.023173321246 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.32800000 N N N N N N FANNIE MAE 3.78% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404DX60 60693.87000000 PA USD 61191.14000000 0.008295561831 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.78000000 N N N N N N FANNIE MAE 3.46% 02/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409XZY8 197463.96000000 PA USD 200998.47000000 0.027248965061 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.46000000 N N N N N N FANNIE MAE 4.175% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400YA22 65137.20000000 PA USD 65912.50000000 0.008935627269 Long ABS-MBS USGA US N 2 2033-04-01 Floating 4.17500000 N N N N N N FANNIE MAE 4.431% 07/01/2026 FN CMT+255;LC11.634 B1V7KEBTPIMZEU4LTD58 31384WAD2 52133.68000000 PA USD 52377.52000000 0.007100716799 Long ABS-MBS USGA US N 2 2026-07-01 Floating 4.43100000 N N N N N N FANNIE MAE 3.351% 10/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403AVC6 76176.82000000 PA USD 76832.70000000 0.010416057186 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.35100000 N N N N N N FANNIE MAE 3.829% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409VR39 585158.18000000 PA USD 610925.47000000 0.082821957736 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.82900000 N N N N N N FANNIE MAE 3.97% 12/01/2021 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XCV7 3486.85000000 PA USD 3512.27000000 0.000476151497 Long ABS-MBS USGA US N 2 2021-12-01 Floating 3.97000000 N N N N N N FANNIE MAE 3.91% 03/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385HUF7 18458.37000000 PA USD 18646.51000000 0.002527870483 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.91000000 N N N N N N FANNIE MAE 3.46% 12/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31388RQM2 431365.83000000 PA USD 434120.30000000 0.058852830508 Long ABS-MBS USGA US N 2 2033-12-01 Floating 3.46000000 N N N N N N FANNIE MAE 3.469% 02/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400PAT2 479202.10000000 PA USD 483074.52000000 0.065489457296 Long ABS-MBS USGA US N 2 2033-02-01 Floating 3.46900000 N N N N N N FANNIE MAE 3.754% 03/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RGR4 18407.06000000 PA USD 19176.10000000 0.002599665952 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.75400000 N N N N N N FANNIE MAE 2.064% 03/01/2035 FN COFI+125;LC10.39 B1V7KEBTPIMZEU4LTD58 31389AZY2 434895.34000000 PA USD 436905.27000000 0.059230383383 Long ABS-MBS USGA US N 2 2035-03-01 Floating 2.28600000 N N N N N N FANNIE MAE 3.79% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408GH59 1847241.63000000 PA USD 1937031.94000000 0.262599589224 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.79000000 N N N N N N FANNIE MAE 3.329% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405DVE4 69148.02000000 PA USD 70390.86000000 0.009542749677 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.32900000 N N N N N N FANNIE MAE 4.189% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407CCN5 57931.13000000 PA USD 59124.67000000 0.008015414580 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.30000000 N N N N N N FANNIE MAE 3.735% 10/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GSX2 50822.27000000 PA USD 51286.30000000 0.006952782261 Long ABS-MBS USGA US N 2 2032-10-01 Floating 3.73500000 N N N N N N FANNIE MAE 4.108% 07/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407BCV9 29693.31700000 PA USD 29817.38000000 0.004042283236 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.10800000 N N N N N N FANNIE MAE 3.855% 07/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31419AB48 22460.85000000 PA USD 23450.74000000 0.003179170443 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.85500000 N N N N N N FANNIE MAE 3.546% 03/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404JUL7 53430.01000000 PA USD 53945.68000000 0.007313309148 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.54600000 N N N N N N FANNIE MAE 4.07% 03/01/2047 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411SVN3 157219.38000000 PA USD 158207.68000000 0.021447902289 Long ABS-MBS USGA US N 2 2047-03-01 Floating 4.07000000 N N N N N N FANNIE MAE 4.132% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404QLK3 26986.50000000 PA USD 27218.06000000 0.003689898564 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.13200000 N N N N N N FANNIE MAE 5.00% 07/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31360YJ70 1247.25000000 PA USD 1249.11000000 0.000169339372 Long ABS-MBS USGA US N 2 2024-07-01 Floating 5.00000000 N N N N N N FANNIE MAE 3.289% 06/01/2021 FAR FNARM B1V7KEBTPIMZEU4LTD58 31373T2Q2 7379.77000000 PA USD 7453.43000000 0.001010446764 Long ABS-MBS USGA US N 2 2021-06-01 Floating 3.28900000 N N N N N N FANNIE MAE 3.101% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385XP84 10217.34000000 PA USD 10284.00000000 0.001394181541 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.10100000 N N N N N N FANNIE MAE 2.327% 04/01/2045 FAR B1V7KEBTPIMZEU4LTD58 3138YBWH2 2343883.19000000 PA USD 2425551.46000000 0.328827214402 Long ABS-MBS USGA US N 2 2045-04-01 Floating 2.32700000 N N N N N N FANNIE MAE 4.04% 02/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391SJK7 3615.40000000 PA USD 3649.51000000 0.000494756853 Long ABS-MBS USGA US N 2 2033-02-01 Floating 4.04000000 N N N N N N FANNIE MAE 3.241% 02/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406QGG6 127160.27000000 PA USD 128792.33000000 0.017460121464 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.24100000 N N N N N N FANNIE MAE 2.757% 10/01/2044 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406DAE6 107714.21000000 PA USD 108299.48000000 0.014681946318 Long ABS-MBS USGA US N 2 2044-10-01 Floating 2.75700000 N N N N N N FANNIE MAE 3.995% 05/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409UUT0 1007673.59000000 PA USD 1047840.00000000 0.142053596479 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.99500000 N N N N N N FANNIE MAE 2.064% 08/01/2033 FN COFI+125;LC12.47 B1V7KEBTPIMZEU4LTD58 31388XVV3 1022256.64000000 PA USD 1008142.88000000 0.136671936430 Long ABS-MBS USGA US N 2 2033-08-01 Floating 2.06400000 N N N N N N FANNIE MAE 3.736% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407MSQ9 277030.39000000 PA USD 282023.56000000 0.038233376269 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.73600000 N N N N N N FANNIE MAE 3.514% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406BJF8 498698.74000000 PA USD 516021.92000000 0.069956071154 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.51400000 N N N N N N FANNIE MAE 3.558% 07/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DX46 84062.04000000 PA USD 85318.94000000 0.011566519959 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.55800000 N N N N N N FANNIE MAE 4.503% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409ACY3 276695.63000000 PA USD 278484.08000000 0.037753535965 Long ABS-MBS USGA US N 2 2035-09-01 Floating 4.50300000 N N N N N N FANNIE MAE 3.499% 09/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414F7E5 18628.55000000 PA USD 18795.76000000 0.002548104010 Long ABS-MBS USGA US N 2 2038-09-01 Floating 3.49900000 N N N N N N FANNIE MAE 3.44% 08/01/2039 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416RR62 2749.56000000 PA USD 2846.30000000 0.000385867261 Long ABS-MBS USGA US N 2 2039-08-01 Floating 3.44000000 N N N N N N FANNIE MAE 3.393% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401Y3J2 190382.08000000 PA USD 191906.70000000 0.026016411783 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.39300000 N N N N N N FANNIE MAE 2.70% 05/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31379PNZ1 8133.74000000 PA USD 8185.01000000 0.001109625618 Long ABS-MBS USGA US N 2 2027-05-01 Floating 2.70000000 N N N N N N FANNIE MAE 3.84% 05/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374GAG2 7680.15000000 PA USD 7657.25000000 0.001038078238 Long ABS-MBS USGA US N 2 2026-05-01 Floating 3.84000000 N N N N N N FANNIE MAE 4.435% 05/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404WU20 143636.38000000 PA USD 149321.31000000 0.020243194682 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.43500000 N N N N N N FANNIE MAE 3.423% 08/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407FU40 17216.47000000 PA USD 17348.34000000 0.002351880143 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.42300000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.736% 10/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S5EK6 353443.78000000 PA USD 357495.52000000 0.048464960625 Long ABS-MBS USGA US N 2 2037-10-01 Floating 3.73600000 N N N N N N FANNIE MAE 3.431% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405WN92 70618.80000000 PA USD 71098.42000000 0.009638672187 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.43100000 N N N N N N FANNIE MAE 3.439% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402KR48 5455.48000000 PA USD 5496.16000000 0.000745103541 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.43900000 N N N N N N FANNIE MAE 3.851% 05/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406WRX4 5452.46000000 PA USD 5717.87000000 0.000775160327 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.85100000 N N N N N N FANNIE MAE 2.757% 11/01/2044 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406LDC9 56594.59000000 PA USD 56917.28000000 0.007716163083 Long ABS-MBS USGA US N 2 2044-11-01 Floating 2.75700000 N N N N N N FANNIE MAE 3.744% 04/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406HG50 11013.52000000 PA USD 11538.24000000 0.001564216377 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.74400000 N N N N N N FANNIE MAE 3.63% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406TTD3 565646.06000000 PA USD 570465.60000000 0.077336893178 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.63000000 N N N N N N FANNIE MAE 3.465% 12/01/2027 FNMA ARM B1V7KEBTPIMZEU4LTD58 31380ADC3 56724.75000000 PA USD 56923.99000000 0.007717072745 Long ABS-MBS USGA US N 2 2027-12-01 Floating 3.46500000 N N N N N N FANNIE MAE 3.583% 01/01/2041 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138A2KS7 786.73000000 PA USD 822.67000000 0.000111527744 Long ABS-MBS USGA US N 2 2041-01-01 Floating 3.58300000 N N N N N N FANNIE MAE 3.807% 04/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406NBG8 321519.26000000 PA USD 323446.53000000 0.043849006389 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.80700000 N N N N N N FANNIE MAE 3.785% 07/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374TDJ5 2458.30000000 PA USD 2467.74000000 0.000334546631 Long ABS-MBS USGA US N 2 2028-07-01 Floating 3.78500000 N N N N N N FANNIE MAE 3.297% 12/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DSD2 148324.79400000 PA USD 149952.41000000 0.020328751661 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.29700000 N N N N N N FANNIE MAE 3.984% 04/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374GEW3 6545.92000000 PA USD 6614.88000000 0.000896766199 Long ABS-MBS USGA US N 2 2027-04-01 Floating 3.98400000 N N N N N N FANNIE MAE 3.661% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406MER3 154870.42000000 PA USD 157426.41000000 0.021341987060 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.66100000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.78% 03/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128LUK88 1730196.49000000 PA USD 1818766.17000000 0.246566532680 Long ABS-MBS USGA US N 2 2037-03-01 Floating 3.78000000 N N N N N N FANNIE MAE 3.883% 04/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GD83 559.59000000 PA USD 585.69000000 0.000079400834 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.88300000 N N N N N N FANNIE MAE 3.53% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31418MM82 1250679.17000000 PA USD 1298868.84000000 0.176085079857 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.53000000 N N N N N N FANNIE MAE 3.469% 04/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412V6Z6 27425.81000000 PA USD 27698.39000000 0.003755015953 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.46900000 N N N N N N FANNIE MAE 3.551% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31418MNV0 2962426.83000000 PA USD 3078201.11000000 0.417305636703 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.55100000 N N N N N N FANNIE MAE 6.12% 08/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386M2Y5 11962.80000000 PA USD 11991.28000000 0.001625634114 Long ABS-MBS USGA US N 2 2030-08-01 Floating 6.12000000 N N N N N N FANNIE MAE 3.23% 04/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402C6N7 14963.79000000 PA USD 15089.94000000 0.002045713322 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.23000000 N N N N N N FANNIE MAE 3.753% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DFN4 937141.22000000 PA USD 978612.84000000 0.132668607309 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.75300000 N N N N N N FANNIE MAE 4.273% 05/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401D3F6 21027.73000000 PA USD 21886.97000000 0.002967173236 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.27300000 N N N N N N FANNIE MAE 3.585% 08/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410D4P2 53264.21000000 PA USD 53687.96000000 0.007278370558 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.58500000 N N N N N N FANNIE MAE 3.21% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412CFG0 40184.13000000 PA USD 40473.87000000 0.005486962510 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.21000000 N N N N N N FANNIE MAE 3.73% 08/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407RKJ2 222027.77000000 PA USD 224085.33000000 0.030378805013 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.73000000 N N N N N N FANNIE MAE 2.79% 05/01/2036 FN COFI+125;LC12.808 B1V7KEBTPIMZEU4LTD58 31384VSV5 131829.59000000 PA USD 132707.64000000 0.017990912298 Long ABS-MBS USGA US N 2 2036-05-01 Floating 2.79000000 N N N N N N FANNIE MAE 3.199% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408ESZ6 117379.48000000 PA USD 118416.65000000 0.016053511047 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.19900000 N N N N N N FANNIE MAE 3.843% 05/01/2025 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385YX83 16440.33000000 PA USD 16696.25000000 0.002263477592 Long ABS-MBS USGA US N 2 2025-05-01 Floating 3.84300000 N N N N N N FANNIE MAE 3.35% 04/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RD89 1237554.26000000 PA USD 1274648.65000000 0.172801596599 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.35000000 N N N N N N FANNIE MAE 3.343% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406UUX4 343807.12000000 PA USD 348750.35000000 0.047279395223 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.34300000 N N N N N N FANNIE MAE 3.667% 02/01/2041 FNMA ARM B1V7KEBTPIMZEU4LTD58 31419A6T9 2861.86000000 PA USD 2991.61000000 0.000405566651 Long ABS-MBS USGA US N 2 2041-02-01 Floating 3.66700000 N N N N N N FANNIE MAE 4.205% 06/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401HVK5 54847.76000000 PA USD 55201.34000000 0.007483536491 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.20500000 N N N N N N FANNIE MAE 3.782% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EGDX9 2716144.82000000 PA USD 2837007.42000000 0.384607485160 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.78200000 N N N N N N FANNIE MAE 3.505% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405NL94 177637.00000000 PA USD 178861.55000000 0.024247906597 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.50500000 N N N N N N FANNIE MAE 3.50% 10/01/2041 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138ATMD9 16334.53000000 PA USD 17012.32000000 0.002306326577 Long ABS-MBS USGA US N 2 2041-10-01 Floating 3.50000000 N N N N N N FANNIE MAE 3.524% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407XZM6 129687.80000000 PA USD 134353.10000000 0.018213984055 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.95600000 N N N N N N FANNIE MAE 3.893% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404WC38 80475.66000000 PA USD 81064.31000000 0.010989728185 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.89300000 N N N N N N FANNIE MAE 3.923% 02/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31418NB74 1761400.02000000 PA USD 1838083.15000000 0.249185297455 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.92300000 N N N N N N FANNIE MAE 4.24% 12/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405XXY4 7652.48000000 PA USD 7701.81000000 0.001044119149 Long ABS-MBS USGA US N 2 2034-12-01 Floating 4.24000000 N N N N N N FANNIE MAE 3.815% 02/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407GCT3 228484.16000000 PA USD 229901.93000000 0.031167349971 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.81500000 N N N N N N FANNIE MAE 4.188% 06/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404VKH0 88080.59000000 PA USD 88399.96000000 0.011984207747 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.18800000 N N N N N N FANNIE MAE 3.924% FAR B1V7KEBTPIMZEU4LTD58 3140JA5H7 7962923.89000000 PA USD 8303440.49000000 1.125681005458 Long ABS-MBS USGA US N 2 2044-08-01 Floating 3.92400000 N N N N N N FANNIE MAE 2.927% 02/01/2028 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410KVD3 12275.31000000 PA USD 12364.94000000 0.001676290461 Long ABS-MBS USGA US N 2 2028-02-01 Floating 2.92700000 N N N N N N FANNIE MAE 3.68% 02/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402HBN0 189580.62000000 PA USD 198313.74000000 0.026885001525 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.68000000 N N N N N N FANNIE MAE 3.929% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XHB6 3194.99000000 PA USD 3215.92000000 0.000435975914 Long ABS-MBS USGA US N 2 2033-05-01 Floating 3.94300000 N N N N N N FANNIE MAE 4.199% 05/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414DPA8 26209.42000000 PA USD 26896.96000000 0.003646367672 Long ABS-MBS USGA US N 2 2038-05-01 Floating 4.19900000 N N N N N N FANNIE MAE 4.442% 06/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405CNJ4 561686.57000000 PA USD 564667.32000000 0.076550831826 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.44200000 N N N N N N FANNIE MAE 3.683% 03/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406TTN1 3066.59000000 PA USD 3087.99000000 0.000418632697 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.68300000 N N N N N N FANNIE MAE 3.528% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391UTA3 18152.46000000 PA USD 18409.67000000 0.002495762552 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.52800000 N N N N N N FANNIE MAE 3.331% 11/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403NG92 60562.12000000 PA USD 60941.13000000 0.008261668470 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.33100000 N N N N N N FANNIE MAE 3.487% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407WSS3 25721.38000000 PA USD 26197.38000000 0.003551526995 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.48700000 N N N N N N FANNIE MAE 3.175% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405PP38 8286.56000000 PA USD 8371.50000000 0.001134907698 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.17500000 N N N N N N FANNIE MAE 3.657% 08/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410PMX8 5755.52000000 PA USD 5795.88000000 0.000785735989 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.65700000 N N N N N N FANNIE MAE 3.844% 08/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410KF41 793248.28000000 PA USD 826681.72000000 0.112071605846 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.84400000 N N N N N N FANNIE MAE 3.64% 05/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413ADY6 15751.81000000 PA USD 15947.66000000 0.002161992726 Long ABS-MBS USGA US N 2 2037-05-01 Floating 3.64000000 N N N N N N FANNIE MAE 4.47% 11/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410YR30 76191.72000000 PA USD 76678.42000000 0.010395141751 Long ABS-MBS USGA US N 2 2036-11-01 Floating 4.47000000 N N N N N N FANNIE MAE 3.719% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 3138EGBF0 316316.66000000 PA USD 329980.90000000 0.044734858007 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.71900000 N N N N N N FANNIE MAE 3.466% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402HAQ4 38369.38000000 PA USD 38668.15000000 0.005242164621 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.46600000 N N N N N N FANNIE MAE 3.491% 12/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391JKL3 10227.08000000 PA USD 10297.07000000 0.001395953415 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.49100000 N N N N N N FANNIE MAE 3.75% 09/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EJJ66 13120.28000000 PA USD 13805.60000000 0.001871597888 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.75000000 N N N N N N FANNIE MAE 3.494% 03/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404RUN5 74084.90000000 PA USD 75494.28000000 0.010234610234 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.49400000 N N N N N N FANNIE MAE 3.085% 02/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406WNX8 30613.24000000 PA USD 31005.35000000 0.004203333980 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.08500000 N N N N N N FANNIE MAE 3.102% 12/01/2034 FNMA B1V7KEBTPIMZEU4LTD58 31405UY60 209539.01000000 PA USD 211557.81000000 0.028680473902 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.10200000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.74% 12/01/2035 FHLMC ARM S6XOOCT0IEG5ABCC6L87 31300LF34 2135248.89000000 PA USD 2230309.66000000 0.302358669707 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.74000000 N N N N N N FANNIE MAE 3.704% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408G4X2 256103.53000000 PA USD 260517.06000000 0.035317782597 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.70400000 N N N N N N FANNIE MAE 3.608% 02/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GDL4 171019.27000000 PA USD 178702.70000000 0.024226371617 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.60800000 N N N N N N FANNIE MAE 3.25% 12/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31368QFQ1 6261.22000000 PA USD 6329.19000000 0.000858035771 Long ABS-MBS USGA US N 2 2022-12-01 Floating 3.25000000 N N N N N N FANNIE MAE 3.464% 09/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407QG59 143352.36000000 PA USD 144285.58000000 0.019560510726 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.46400000 N N N N N N FANNIE MAE 3.877% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400RAJ0 19284.47000000 PA USD 19433.16000000 0.002634515068 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.87700000 N N N N N N FANNIE MAE 3.199% 09/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404XFS8 23899.10000000 PA USD 24066.89000000 0.003262700680 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.19900000 N N N N N N FANNIE MAE 3.907% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406VQ74 17172.56000000 PA USD 17234.46000000 0.002336441657 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.90700000 N N N N N N FANNIE MAE 3.855% 04/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31366RXH1 808.36000000 PA USD 812.55000000 0.000110155796 Long ABS-MBS USGA US N 2 2022-04-01 Floating 3.85500000 N N N N N N FANNIE MAE 2.957% 10/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386C4B5 16170.28000000 PA USD 16094.72000000 0.002181929359 Long ABS-MBS USGA US N 2 2040-10-01 Floating 2.95700000 N N N N N N FANNIE MAE 3.362% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405X2Q5 438722.72000000 PA USD 447795.46000000 0.060706744904 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.36200000 N N N N N N FANNIE MAE 3.65% 07/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416BK56 278185.26000000 PA USD 289901.34000000 0.039301351323 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.65000000 N N N N N N FANNIE MAE 3.965% 03/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409DT60 439707.26000000 PA USD 442597.37000000 0.060002050123 Long ABS-MBS USGA US N 2 2036-03-01 Floating 3.96500000 N N N N N N FANNIE MAE 3.413% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402J4P9 437406.69000000 PA USD 440887.40000000 0.059770232871 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.41300000 N N N N N N FANNIE MAE 4.337% 06/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409JKP4 580715.16000000 PA USD 603843.56000000 0.081861877203 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.33700000 N N N N N N FANNIE MAE 3.758% 01/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414KPM6 15703.64000000 PA USD 15833.52000000 0.002146518992 Long ABS-MBS USGA US N 2 2038-01-01 Floating 3.75800000 N N N N N N FANNIE MAE 4.113% 06/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401HJF0 58005.85000000 PA USD 60348.15000000 0.008181279344 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.11300000 N N N N N N FANNIE MAE 3.879% 05/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DMB2 452117.33000000 PA USD 472002.24000000 0.063988410194 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.87900000 N N N N N N FANNIE MAE 3.606% 12/01/2027 FN CMT+225;LC12.527 B1V7KEBTPIMZEU4LTD58 31384PDG7 167949.31000000 PA USD 169288.06000000 0.022950047492 Long ABS-MBS USGA US N 2 2027-12-01 Floating 3.60600000 N N N N N N FANNIE MAE 3.249% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404XJG0 23975.11000000 PA USD 24139.60000000 0.003272557830 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.24900000 N N N N N N FANNIE MAE 3.567% 03/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400YC95 11986.29000000 PA USD 12087.25000000 0.001638644577 Long ABS-MBS USGA US N 2 2033-03-01 Floating 3.56700000 N N N N N N FANNIE MAE 3.706% 04/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404KRM6 63437.28000000 PA USD 63918.99000000 0.008665371061 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.70600000 N N N N N N FANNIE MAE 3.34% 08/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402G7D9 22836.54000000 PA USD 22931.79000000 0.003108817417 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.34000000 N N N N N N FANNIE MAE 3.409% 01/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411E3J4 93601.39400000 PA USD 95339.68000000 0.012925011863 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.40900000 N N N N N N FANNIE MAE 3.732% 05/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31373YXC8 3692.70000000 PA USD 3734.58000000 0.000506289624 Long ABS-MBS USGA US N 2 2024-05-01 Floating 3.73200000 N N N N N N FANNIE MAE 3.531% 12/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405BD57 81609.63000000 PA USD 82209.20000000 0.011144938658 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.53100000 N N N N N N FANNIE MAE 3.551% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405WHS7 76485.07000000 PA USD 78021.61000000 0.010577235363 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.55100000 N N N N N N FANNIE MAE 3.789% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 3138EG7K4 1685529.69000000 PA USD 1757707.56000000 0.238288937679 Long ABS-MBS USGA US N 2 2035-06-01 Floating 3.78900000 N N N N N N FANNIE MAE 3.969% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406H3E5 3149059.00000000 PA USD 3197802.72000000 0.433519790434 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.96900000 N N N N N N FANNIE MAE 3.542% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31390WTK8 44158.74000000 PA USD 44590.27000000 0.006045014717 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.54200000 N N N N N N FANNIE MAE 4.475% 06/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409JLH1 16185.36000000 PA USD 16272.15000000 0.002205983193 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.47500000 N N N N N N FANNIE MAE 3.337% 04/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31373CSC2 13861913.19000000 PA USD 14010604.53000000 1.899389947264 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.33700000 N N N N N N FANNIE MAE 3.451% 08/01/2029 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391FPC6 1636.03000000 PA USD 1652.77000000 0.000224062760 Long ABS-MBS USGA US N 2 2029-08-01 Floating 3.45100000 N N N N N N FANNIE MAE 3.698% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403FGK4 16927.02000000 PA USD 17112.10000000 0.002319853554 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.69800000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.50% 01/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S4GC5 273834.63000000 PA USD 286333.11000000 0.038817613439 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.50000000 N N N N N N FANNIE MAE 4.072% 05/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406VJY3 122204.53000000 PA USD 123183.87000000 0.016699793634 Long ABS-MBS USGA US N 2 2035-05-01 Floating 4.07200000 N N N N N N FANNIE MAE 3.446% 10/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31365DH73 385.12000000 PA USD 390.61000000 0.000052954225 Long ABS-MBS USGA US N 2 2022-10-01 Floating 3.44600000 N N N N N N FANNIE MAE 3.922% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400QZ48 8755.08000000 PA USD 8822.99000000 0.001196115305 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.92200000 N N N N N N FANNIE MAE 3.563% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401DL25 35514.84000000 PA USD 35871.77000000 0.004863064915 Long ABS-MBS USGA US N 2 2033-05-01 Floating 3.56300000 N N N N N N FANNIE MAE 3.568% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406BQQ6 790034.41000000 PA USD 818884.62000000 0.111014568419 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.56800000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.052% 06/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128QSU95 475546.95000000 PA USD 489885.35000000 0.066412788049 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.05200000 N N N N N N FANNIE MAE 3.702% 01/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31389CYT0 233439.85000000 PA USD 235476.33000000 0.031923060354 Long ABS-MBS USGA US N 2 2032-01-01 Floating 3.70200000 N N N N N N FANNIE MAE 3.891% 07/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414UQL5 79420.86000000 PA USD 80355.51000000 0.010893637571 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.89100000 N N N N N N FANNIE MAE 3.739% 09/01/2025 FN CMT+259.8;LC12.13 B1V7KEBTPIMZEU4LTD58 31374VCG7 31876.31000000 PA USD 32055.89000000 0.004345753610 Long ABS-MBS USGA US N 2 2025-09-01 Floating 3.73900000 N N N N N N FANNIE MAE 3.561% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408GAQ0 919495.74000000 PA USD 939853.54000000 0.127414085663 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.56100000 N N N N N N FANNIE MAE 2.757% 04/01/2029 FNMA ARM B1V7KEBTPIMZEU4LTD58 31388X3J1 17876.70000000 PA USD 17931.10000000 0.002430883764 Long ABS-MBS USGA US N 2 2029-04-01 Floating 2.75700000 N N N N N N FANNIE MAE 2.145% 06/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31389AZX4 48561.35000000 PA USD 47984.53000000 0.006505167832 Long ABS-MBS USGA US N 2 2038-06-01 Floating 2.14500000 N N N N N N FANNIE MAE 3.39% 01/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GDY6 1204.42000000 PA USD 1226.94000000 0.000166333829 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.66700000 N N N N N N FANNIE MAE 4.174% 06/01/2028 FN CMT+262.8;LC12.181 B1V7KEBTPIMZEU4LTD58 31387TZK3 205116.90000000 PA USD 207196.69000000 0.028089245489 Long ABS-MBS USGA US N 2 2028-06-01 Floating 4.17400000 N N N N N N FANNIE MAE 3.873% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 3138EH7E6 259003.38000000 PA USD 261169.18000000 0.035406189216 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.87300000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.651% 12/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S5FR0 733796.15000000 PA USD 767310.82000000 0.104022810351 Long ABS-MBS USGA US N 2 2037-12-01 Floating 3.65100000 N N N N N N FANNIE MAE 3.685% 11/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411DUK3 220963.97000000 PA USD 232293.93000000 0.031491628680 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.68500000 N N N N N N FANNIE MAE 3.536% 06/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402CXP2 5891.86000000 PA USD 5931.03000000 0.000804058007 Long ABS-MBS USGA US N 2 2032-06-01 Floating 3.53600000 N N N N N N FANNIE MAE 3.516% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405XQU0 4554.57000000 PA USD 4582.94000000 0.000621300112 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.51600000 N N N N N N FANNIE MAE 4.277% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402AFW1 8836.62000000 PA USD 8883.99000000 0.001204384954 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.27700000 N N N N N N FANNIE MAE 4.127% 06/01/2031 FAR FNARM B1V7KEBTPIMZEU4LTD58 31387EDR5 5099.16000000 PA USD 5119.33000000 0.000694017443 Long ABS-MBS USGA US N 2 2031-06-01 Floating 4.12700000 N N N N N N FANNIE MAE 3.581% 01/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407A5Q0 71495.78000000 PA USD 72289.43000000 0.009800135057 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.58100000 N N N N N N FANNIE MAE 3.454% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RN62 19981.53000000 PA USD 20129.08000000 0.002728859566 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.57400000 N N N N N N FANNIE MAE 3.475% 08/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407KHE2 4712.68000000 PA USD 4761.64000000 0.000645526117 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.47500000 N N N N N N FANNIE MAE 3.625% 11/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411BAT0 814.44000000 PA USD 820.14000000 0.000111184757 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.62500000 N N N N N N FANNIE MAE 3.507% 03/01/2042 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EDPA3 263361.02000000 PA USD 266370.43000000 0.036111312392 Long ABS-MBS USGA US N 2 2042-03-01 Floating 3.50700000 N N N N N N FANNIE MAE 3.361% 12/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31408DVM3 700866.36000000 PA USD 706656.71000000 0.095800052614 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.36100000 N N N N N N FANNIE MAE 3.34% 02/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406QGB7 25785.50000000 PA USD 26237.39000000 0.003556951072 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.34000000 N N N N N N FANNIE MAE 5.239% 06/01/2032 FN CMT+200.0;LC11.93 B1V7KEBTPIMZEU4LTD58 31367JC24 57650.12000000 PA USD 58080.87000000 0.007873908678 Long ABS-MBS USGA US N 2 2032-06-01 Floating 5.23900000 N N N N N N FANNIE MAE 3.468% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401GY24 199861.37000000 PA USD 205344.77000000 0.027838184357 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.46800000 N N N N N N FANNIE MAE 4.264% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 3138EGMR2 2419856.87000000 PA USD 2522961.45000000 0.342032894098 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.26400000 N N N N N N FANNIE MAE 3.775% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407B3T4 950756.94000000 PA USD 975830.32000000 0.132291386576 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.77500000 N N N N N N FANNIE MAE 3.841% 04/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416CDW3 138576.57000000 PA USD 143244.42000000 0.019419362723 Long ABS-MBS USGA US N 2 2038-04-01 Floating 3.84100000 N N N N N N FANNIE MAE 3.416% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400AMQ8 6622.26000000 PA USD 6677.79000000 0.000905294783 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.41600000 N N N N N N FANNIE MAE 3.987% 05/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411YBW2 465802.34000000 PA USD 469239.06000000 0.063613811346 Long ABS-MBS USGA US N 2 2037-05-01 Floating 3.98700000 N N N N N N FANNIE MAE 3.34% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402MM72 56246.10000000 PA USD 56532.66000000 0.007664020911 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.34000000 N N N N N N FANNIE MAE 4.254% 08/01/2021 FN COFI+187;LC12.72 B1V7KEBTPIMZEU4LTD58 31385HKF8 380.77000000 PA USD 379.24000000 0.000051412816 Long ABS-MBS USGA US N 2 2021-08-01 Floating 4.25400000 N N N N N N FANNIE MAE 3.801% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31408JA27 2316662.16000000 PA USD 2427125.55000000 0.329040610670 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.80100000 N N N N N N FANNIE MAE 4.033% 03/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404MPD4 20986.91000000 PA USD 21181.61000000 0.002871548976 Long ABS-MBS USGA US N 2 2034-03-01 Floating 4.03300000 N N N N N N FANNIE MAE 2.943% 04/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31379R5R5 7495.77000000 PA USD 7532.38000000 0.001021149859 Long ABS-MBS USGA US N 2 2025-04-01 Floating 2.94300000 N N N N N N FANNIE MAE 3.702% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385XFF9 12284.16000000 PA USD 12367.78000000 0.001676675474 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.70200000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.843% 04/01/2040 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128JQBR8 744376.99000000 PA USD 753561.89000000 0.102158895102 Long ABS-MBS USGA US N 2 2040-04-01 Floating 3.84300000 N N N N N N FANNIE MAE 2.757% 10/01/2044 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406DAF3 316441.75000000 PA USD 318114.79000000 0.043126192942 Long ABS-MBS USGA US N 2 2044-10-01 Floating 2.75700000 N N N N N N FANNIE MAE 3.528% 09/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413JFD1 1532.09000000 PA USD 1530.91000000 0.000207542441 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.52800000 N N N N N N FANNIE MAE 3.29% 03/01/2026 FNMA ARM B1V7KEBTPIMZEU4LTD58 31375PW51 15930.35000000 PA USD 16037.28000000 0.002174142332 Long ABS-MBS USGA US N 2 2026-03-01 Floating 3.29000000 N N N N N N FANNIE MAE 3.981% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385HN32 3771.52000000 PA USD 3883.78000000 0.000526516373 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.98100000 N N N N N N FANNIE MAE 3.607% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407NBP7 1590992.68000000 PA USD 1664027.60000000 0.225588930773 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.60700000 N N N N N N FANNIE MAE 4.168% 06/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404UKV1 7455.22000000 PA USD 7501.12000000 0.001016912003 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.16800000 N N N N N N FANNIE MAE 3.611% 11/01/2042 FAR FNARM B1V7KEBTPIMZEU4LTD58 3140J8AA1 7622899.28000000 PA USD 7919867.39000000 1.073680758886 Long ABS-MBS USGA US N 2 2042-11-01 Floating 4.49300000 N N N N N N FANNIE MAE 5.172% 02/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391SM64 291.66000000 PA USD 290.86000000 0.000039431314 Long ABS-MBS USGA US N 2 2033-02-01 Floating 5.17200000 N N N N N N FANNIE MAE 3.318% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405NYJ8 14457.99000000 PA USD 14554.70000000 0.001973151894 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.31800000 N N N N N N FANNIE MAE 3.696% 04/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414CZH4 72775.34000000 PA USD 73382.66000000 0.009948342086 Long ABS-MBS USGA US N 2 2038-04-01 Floating 3.69600000 N N N N N N FANNIE MAE 3.814% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RNB1 16356.73000000 PA USD 16487.54000000 0.002235183190 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.81400000 N N N N N N FANNIE MAE 3.56% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402SDQ7 546.20000000 PA USD 569.13000000 0.000077155828 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.56000000 N N N N N N FANNIE MAE 2.957% 09/01/2040 FNMA ARM B1V7KEBTPIMZEU4LTD58 31386C3H3 123821.00000000 PA USD 123765.82000000 0.016778687444 Long ABS-MBS USGA US N 2 2040-09-01 Floating 2.95700000 N N N N N N FANNIE MAE 3.029% 12/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31373XC90 2107.61000000 PA USD 2129.00000000 0.000288624319 Long ABS-MBS USGA US N 2 2024-12-01 Floating 3.02900000 N N N N N N FANNIE MAE 3.77% 12/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402HBG5 181010.90000000 PA USD 182891.30000000 0.024794211835 Long ABS-MBS USGA US N 2 2033-12-01 Floating 3.77000000 N N N N N N FANNIE MAE 3.583% 02/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410F4B8 3148.80000000 PA USD 3282.62000000 0.000445018301 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.58300000 N N N N N N FANNIE MAE 3.665% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406MEP7 10507.89000000 PA USD 10662.35000000 0.001445473702 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.66500000 N N N N N N FANNIE MAE 4.495% 08/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413BDZ1 132000.32400000 PA USD 133076.48000000 0.018040915207 Long ABS-MBS USGA US N 2 2035-08-01 Floating 4.49500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 2.5% FNI S6XOOCT0IEG5ABCC6L87 3133G76Q1 25762845.23000000 PA USD 27124435.04000000 3.677206014193 Long ABS-MBS USGA US N 2 2035-03-01 Fixed 2.50000000 N N N N N N FANNIE MAE 3.295% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405KMW8 19124.80000000 PA USD 19242.01000000 0.002608601240 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.29500000 N N N N N N FANNIE MAE 3.555% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403QMV9 98158.37000000 PA USD 99860.14000000 0.013537841685 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.55500000 N N N N N N FANNIE MAE 3.937% 04/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405ARX3 2543.15000000 PA USD 2558.40000000 0.000346837228 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.93700000 N N N N N N FANNIE MAE 3.809% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31408JAX9 3960.50000000 PA USD 4044.32000000 0.000548280463 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.80900000 N N N N N N FANNIE MAE 3.345% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405JCU6 15383.38000000 PA USD 15909.72000000 0.002156849275 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.34500000 N N N N N N FANNIE MAE 3.093% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406WSW5 37820.87000000 PA USD 38147.07000000 0.005171522836 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.09300000 N N N N N N FANNIE MAE 3.039% 08/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391FFE3 247005.55000000 PA USD 248494.32000000 0.033687883513 Long ABS-MBS USGA US N 2 2027-08-01 Floating 3.03900000 N N N N N N FANNIE MAE 3.484% 12/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391XNY1 4822.67000000 PA USD 4877.54000000 0.000661238451 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.48400000 N N N N N N FANNIE MAE 4.044% 02/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385HFW7 67231.15000000 PA USD 67490.20000000 0.009149512938 Long ABS-MBS USGA US N 2 2030-02-01 Floating 4.04400000 N N N N N N FANNIE MAE 3.612% 08/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391XEH8 174814.60000000 PA USD 174679.37000000 0.023680936726 Long ABS-MBS USGA US N 2 2032-08-01 Floating 3.61200000 N N N N N N FANNIE MAE 4.354% 05/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411YPE7 1244.94000000 PA USD 1292.89000000 0.000175274540 Long ABS-MBS USGA US N 2 2037-05-01 Floating 4.35400000 N N N N N N FANNIE MAE 3.739% 10/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31373TSF8 37066.30000000 PA USD 37459.44000000 0.005078302197 Long ABS-MBS USGA US N 2 2024-10-01 Floating 3.73900000 N N N N N N FANNIE MAE 3.448% 09/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405KMQ1 14515.36000000 PA USD 14641.10000000 0.001984864971 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.44800000 N N N N N N FANNIE MAE 4.39% 06/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409JU99 17164.39000000 PA USD 17254.72000000 0.002339188265 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.39000000 N N N N N N FANNIE MAE 3.429% 02/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400ANT1 3312.75000000 PA USD 3332.09000000 0.000451724851 Long ABS-MBS USGA US N 2 2033-02-01 Floating 3.42900000 N N N N N N FANNIE MAE 3.365% 01/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409GSP2 813.09000000 PA USD 820.36000000 0.000111214582 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.36500000 N N N N N N FANNIE MAE 4.029% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 3138EGSW5 2063765.63000000 PA USD 2153612.49000000 0.291960986055 Long ABS-MBS USGA US N 2 2035-09-01 Floating 4.02900000 N N N N N N FANNIE MAE 3.57% 02/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404GZJ3 103176.64000000 PA USD 103806.45000000 0.014072835127 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.57000000 N N N N N N FANNIE MAE 3.657% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404HVC0 397761.25000000 PA USD 400383.45000000 0.054279192475 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.65700000 N N N N N N FANNIE MAE 3.391% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405UMM8 9821.09000000 PA USD 9902.77000000 0.001342498944 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.39100000 N N N N N N FANNIE MAE 3.852% 04/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EPR63 1153015.10000000 PA USD 1199802.90000000 0.162654906294 Long ABS-MBS USGA US N 2 2040-04-01 Floating 4.05500000 N N N N N N FANNIE MAE 3.48% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407T2T6 22691.41000000 PA USD 23655.08000000 0.003206872412 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.48000000 N N N N N N FANNIE MAE 3.398% 10/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31408BCL0 31815.87400000 PA USD 32094.09000000 0.004350932308 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.39800000 N N N N N N FANNIE MAE 3.797% 07/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407DNZ4 73256.93000000 PA USD 73727.23000000 0.009995054760 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.79700000 N N N N N N FANNIE MAE 3.391% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407KKY4 341233.46000000 PA USD 343554.64000000 0.046575023094 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.39100000 N N N N N N FANNIE MAE 4.168% 06/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402A4W3 5038.83000000 PA USD 5069.39000000 0.000687247176 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.16800000 N N N N N N FANNIE MAE 3.343% 10/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403AHD0 27611.34000000 PA USD 28112.41000000 0.003811143825 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.34300000 N N N N N N FANNIE MAE 4.058% 05/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31419ACA3 2196005.35000000 PA USD 2295635.30000000 0.311214737527 Long ABS-MBS USGA US N 2 2040-05-01 Floating 4.05800000 N N N N N N FANNIE MAE 3.993% 01/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414URK6 409745.83000000 PA USD 413927.52000000 0.056115335259 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.99300000 N N N N N N FANNIE MAE 3.248% 10/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404XH31 18891.51000000 PA USD 19583.15000000 0.002654848915 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.24800000 N N N N N N FANNIE MAE 3.455% 08/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 31417JYH7 22363.71000000 PA USD 22476.00000000 0.003047026869 Long ABS-MBS USGA US N 2 2039-08-01 Floating 3.45500000 N N N N N N FANNIE MAE 4.083% 04/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406PCY3 4016.98000000 PA USD 4041.21000000 0.000547858847 Long ABS-MBS USGA US N 2 2035-04-01 Floating 4.08300000 N N N N N N FANNIE MAE 3.28% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402KU28 4312.80000000 PA USD 4342.55000000 0.000588710915 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.28000000 N N N N N N FANNIE MAE 3.874% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DMF4 12273.78000000 PA USD 12401.67000000 0.001681269875 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.87400000 N N N N N N FANNIE MAE 3.781% 05/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RCM9 1706.36000000 PA USD 1779.22000000 0.000241205336 Long ABS-MBS USGA US N 2 2038-05-01 Floating 3.78100000 N N N N N N FANNIE MAE 3.526% 11/01/2029 FAR FNARM B1V7KEBTPIMZEU4LTD58 31384XVX3 21608.05000000 PA USD 21929.80000000 0.002972979615 Long ABS-MBS USGA US N 2 2029-11-01 Floating 3.52600000 N N N N N N FANNIE MAE 5.00% 10/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31368BYX8 1702.98000000 PA USD 1716.51000000 0.000232703865 Long ABS-MBS USGA US N 2 2022-10-01 Floating 5.00000000 N N N N N N FANNIE MAE 3.28% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409XZU6 20385.10000000 PA USD 20802.14000000 0.002820104979 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.28000000 N N N N N N FANNIE MAE 4.179% 05/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404QS42 4338.71000000 PA USD 4384.04000000 0.000594335632 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.17900000 N N N N N N FANNIE MAE 3.954% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DKQ2 34525.41000000 PA USD 35668.30000000 0.004835480889 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.95400000 N N N N N N FANNIE MAE 2.768% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385XSJ7 18998.96000000 PA USD 19072.12000000 0.002585569589 Long ABS-MBS USGA US N 2 2035-09-01 Floating 2.76800000 N N N N N N FANNIE MAE 2.857% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405VG76 31071.91000000 PA USD 31430.00000000 0.004260902940 Long ABS-MBS USGA US N 2 2034-08-01 Floating 2.85700000 N N N N N N FANNIE MAE 3.433% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405MCX3 26798.99000000 PA USD 27010.44000000 0.003661751932 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.43300000 N N N N N N FANNIE MAE 4.257% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407AAJ0 698396.06000000 PA USD 721175.44000000 0.097768328127 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.25700000 N N N N N N FANNIE MAE 3.906% 10/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31373KHS1 37548.91000000 PA USD 38551.53000000 0.005226354678 Long ABS-MBS USGA US N 2 2032-10-01 Floating 3.90600000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.67% 03/01/2035 FHA FHARM S6XOOCT0IEG5ABCC6L87 31300LN50 2730909.85000000 PA USD 2849866.73000000 0.386350796385 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.67000000 N N N N N N FANNIE MAE 3.75% 03/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GDM2 13147.68000000 PA USD 13684.50000000 0.001855180601 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.75000000 N N N N N N FANNIE MAE 3.315% 11/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411AP58 22755.60000000 PA USD 23058.18000000 0.003125951860 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.31500000 N N N N N N FANNIE MAE 3.378% 12/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407Y2G3 257883.45000000 PA USD 268070.69000000 0.036341813278 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.37800000 N N N N N N FANNIE MAE 3.613% 01/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411E4K0 1860.87000000 PA USD 1950.13000000 0.000264375267 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.61300000 N N N N N N FANNIE MAE 3.993% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403C4T5 5140.87000000 PA USD 5334.44000000 0.000723179480 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.99300000 N N N N N N FANNIE MAE 3.781% 07/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EPF25 1812126.46000000 PA USD 1888839.54000000 0.256066240867 Long ABS-MBS USGA US N 2 2038-07-01 Floating 3.78100000 N N N N N N FANNIE MAE 3.505% 01/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391UJV8 54633.09000000 PA USD 55099.91000000 0.007469785827 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.50500000 N N N N N N FANNIE MAE 3.677% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RPM5 10847.64000000 PA USD 11299.43000000 0.001531841378 Long ABS-MBS USGA US N 2 2035-06-01 Floating 3.67700000 N N N N N N FANNIE MAE 2.976% 06/01/2021 FAR FNARM B1V7KEBTPIMZEU4LTD58 31365B3W7 167.47000000 PA USD 168.54000000 0.000022848634 Long ABS-MBS USGA US N 2 2021-06-01 Floating 2.97600000 N N N N N N FANNIE MAE 3.001% 05/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414SKF9 137520.94000000 PA USD 138114.82000000 0.018723952996 Long ABS-MBS USGA US N 2 2038-05-01 Floating 3.00100000 N N N N N N FANNIE MAE 3.385% 11/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391QWB6 32315.82000000 PA USD 32561.61000000 0.004414313070 Long ABS-MBS USGA US N 2 2032-11-01 Floating 3.38500000 N N N N N N FANNIE MAE 3.637% 01/01/2042 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138ENA82 904317.45000000 PA USD 917843.38000000 0.124430211801 Long ABS-MBS USGA US N 2 2042-01-01 Floating 3.63700000 N N N N N N FANNIE MAE 3.863% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EG7F5 367340.93000000 PA USD 381493.94000000 0.051718378962 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.86300000 N N N N N N FANNIE MAE 3.073% 11/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31390K5E4 135758.66000000 PA USD 137018.71000000 0.018575355531 Long ABS-MBS USGA US N 2 2032-11-01 Floating 3.07300000 N N N N N N FANNIE MAE 3.514% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405RNA0 6272.91000000 PA USD 6378.21000000 0.000864681315 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.51400000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.575% 04/01/2037 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128S5QL1 1122529.59000000 PA USD 1174169.20000000 0.159179796281 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.57500000 N N N N N N FANNIE MAE 3.826% 09/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GMA8 1121021.12000000 PA USD 1172302.33000000 0.158926708407 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.82600000 N N N N N N FANNIE MAE 3.547% 01/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404E2W5 5325.09000000 PA USD 5367.74000000 0.000727693895 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.54700000 N N N N N N FANNIE MAE 3.791% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406DBS4 6555.96000000 PA USD 6881.56000000 0.000932919479 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.79100000 N N N N N N FANNIE MAE 3.693% 06/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414UQ27 136512.69000000 PA USD 137537.50000000 0.018645686866 Long ABS-MBS USGA US N 2 2037-06-01 Floating 3.69300000 N N N N N N FANNIE MAE 3.42% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404V2S6 7505.32000000 PA USD 7660.22000000 0.001038480875 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.42000000 N N N N N N FANNIE MAE 3.633% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416CDY9 103283.88000000 PA USD 104293.06000000 0.014138803883 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.63300000 N N N N N N FANNIE MAE 3.733% 09/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EGEG5 132936.43000000 PA USD 137811.92000000 0.018682889442 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.73300000 N N N N N N FANNIE MAE 4.183% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404QQD4 53806.09000000 PA USD 54210.95000000 0.007349271278 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.18300000 N N N N N N FANNIE MAE 4.042% 04/01/2027 FNMA ARM B1V7KEBTPIMZEU4LTD58 31378FMK8 7080.95000000 PA USD 7120.63000000 0.000965329726 Long ABS-MBS USGA US N 2 2027-04-01 Floating 4.04200000 N N N N N N FANNIE MAE 3.246% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404NAC0 2380.51000000 PA USD 2394.69000000 0.000324643387 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.24600000 N N N N N N FANNIE MAE 3.664% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402QZV6 75265.04000000 PA USD 78536.33000000 0.010647014936 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.66400000 N N N N N N FANNIE MAE 4.022% 07/01/2023 FNMA ARM B1V7KEBTPIMZEU4LTD58 31373BEF2 17744.52000000 PA USD 17962.00000000 0.002435072816 Long ABS-MBS USGA US N 2 2023-07-01 Floating 4.02200000 N N N N N N FANNIE MAE 3.429% 11/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391NM40 3283.90000000 PA USD 3301.98000000 0.000447642898 Long ABS-MBS USGA US N 2 2032-11-01 Floating 3.42900000 N N N N N N FANNIE MAE 3.429% 01/01/2027 FNMA ARM B1V7KEBTPIMZEU4LTD58 31379LXG1 40441.05000000 PA USD 40328.65000000 0.005467275322 Long ABS-MBS USGA US N 2 2027-01-01 Floating 3.42900000 N N N N N N FANNIE MAE 3.816% 07/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405MA80 14272.59000000 PA USD 14366.12000000 0.001947586476 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.81600000 N N N N N N FANNIE MAE 3.865% 08/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402TLH6 24260.03000000 PA USD 24385.56000000 0.003305902141 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.86500000 N N N N N N FANNIE MAE 3.724% 12/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386XRR9 29339.54000000 PA USD 29515.20000000 0.004001317291 Long ABS-MBS USGA US N 2 2028-12-01 Floating 3.72400000 N N N N N N FANNIE MAE 4.286% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GC84 350007.81000000 PA USD 365759.79000000 0.049585331364 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.28600000 N N N N N N FANNIE MAE 3.509% 12/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408G2D8 19319.85000000 PA USD 19494.63000000 0.002642848434 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.50900000 N N N N N N FANNIE MAE 4.04% 10/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416CAQ9 31951.09000000 PA USD 31817.96000000 0.004313497910 Long ABS-MBS USGA US N 2 2037-10-01 Floating 4.04000000 N N N N N N FANNIE MAE 3.215% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406P5W5 71508.64000000 PA USD 72070.78000000 0.009770493109 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.21500000 N N N N N N FANNIE MAE 3.892% 04/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404UDP2 205800.51000000 PA USD 214537.15000000 0.029084377133 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.89200000 N N N N N N FANNIE MAE 3.653% 03/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EQTE2 1042578.42000000 PA USD 1087237.48000000 0.147394634926 Long ABS-MBS USGA US N 2 2040-03-01 Floating 3.65300000 N N N N N N FANNIE MAE 3.092% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405PLQ1 26933.64000000 PA USD 27653.13000000 0.003748880144 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.09200000 N N N N N N FANNIE MAE 4.006% 04/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414UUC0 13688.91000000 PA USD 13962.46000000 0.001892863088 Long ABS-MBS USGA US N 2 2038-04-01 Floating 4.00600000 N N N N N N FANNIE MAE 3.723% 09/01/2039 FN CMT+226;LC11.61 B1V7KEBTPIMZEU4LTD58 31385WYA1 108262.89000000 PA USD 108529.58000000 0.014713140520 Long ABS-MBS USGA US N 2 2039-09-01 Floating 3.72300000 N N N N N N FANNIE MAE 4.393% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401YQM0 87440.87000000 PA USD 88257.93000000 0.011964953021 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.39300000 N N N N N N FANNIE MAE 3.776% 09/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404AUY8 95904.87000000 PA USD 96624.04000000 0.013099130008 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.77600000 N N N N N N FANNIE MAE 4.287% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401KSS5 103929.36000000 PA USD 104343.98000000 0.014145707006 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.28700000 N N N N N N FANNIE MAE 3.45% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403AX83 51791.41000000 PA USD 52168.66000000 0.007072402061 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.45000000 N N N N N N FANNIE MAE 4.133% 05/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406PC56 142001.32000000 PA USD 143463.49000000 0.019449061610 Long ABS-MBS USGA US N 2 2035-05-01 Floating 4.13300000 N N N N N N FANNIE MAE 4.155% 08/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403DQN2 97328.27000000 PA USD 99498.42000000 0.013488804020 Long ABS-MBS USGA US N 2 2036-08-01 Floating 4.15500000 N N N N N N FANNIE MAE 3.681% 12/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407YMC0 18020.91000000 PA USD 18716.11000000 0.002537306017 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.68100000 N N N N N N FANNIE MAE 3.366% 02/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406X2J0 65274.49000000 PA USD 66235.87000000 0.008979465900 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.36600000 N N N N N N FANNIE MAE 3.969% 08/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 3138EGR63 2062741.96000000 PA USD 2150121.46000000 0.291487714022 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.96900000 N N N N N N FANNIE MAE 3.253% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403AG90 381332.70000000 PA USD 388271.49000000 0.052637198012 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.25300000 N N N N N N FANNIE MAE 3.50% 01/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31371L4X4 25459.94000000 PA USD 26558.92000000 0.003600540258 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.50000000 N N N N N N FANNIE MAE 3.114% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407XR78 1800263.02000000 PA USD 1853789.90000000 0.251314630490 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.11400000 N N N N N N FANNIE MAE 3.865% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138ETM29 11447742.86000000 PA USD 11948165.48000000 1.619789164155 Long ABS-MBS USGA US N 2 2036-05-01 Floating 4.46400000 N N N N N N FANNIE MAE 3.266% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404DZ68 61892.74000000 PA USD 63268.41000000 0.008577173217 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.26600000 N N N N N N FANNIE MAE 4.195% 01/01/2040 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385XJS7 50346.80000000 PA USD 51498.34000000 0.006981528105 Long ABS-MBS USGA US N 2 2040-01-01 Floating 4.19500000 N N N N N N FANNIE MAE 4.212% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31371MDF1 292122.94000000 PA USD 295676.31000000 0.040084252585 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.21200000 N N N N N N FANNIE MAE 3.567% 02/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409WCG4 60345.52000000 PA USD 63051.56000000 0.008547775291 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.56700000 N N N N N N FANNIE MAE 3.99% 03/01/2041 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EM2K6 3554822.75000000 PA USD 3709191.18000000 0.502847712580 Long ABS-MBS USGA US N 2 2041-03-01 Floating 3.99000000 N N N N N N FANNIE MAE 3.335% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402TH24 21930.79000000 PA USD 22108.78000000 0.002997243579 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.33500000 N N N N N N FANNIE MAE 3.963% 04/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403DHW2 34488.37000000 PA USD 36091.78000000 0.004892891235 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.96300000 N N N N N N FANNIE MAE 2.988% 08/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402W5X2 36104.82000000 PA USD 36401.02000000 0.004934814290 Long ABS-MBS USGA US N 2 2028-08-01 Floating 2.98800000 N N N N N N FANNIE MAE 3.645% 02/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411JMS2 29654.99000000 PA USD 31016.10000000 0.004204791336 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.64500000 N N N N N N FANNIE MAE 3.964% 12/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385WZW2 8410.62000000 PA USD 8488.25000000 0.001150735265 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.96400000 N N N N N N FANNIE MAE 3.864% 02/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406DBZ8 19490.71000000 PA USD 20368.73000000 0.002761348442 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.86400000 N N N N N N FANNIE MAE 3.621% 12/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403YHN6 71477.60000000 PA USD 72073.31000000 0.009770836096 Long ABS-MBS USGA US N 2 2033-12-01 Floating 3.62100000 N N N N N N FANNIE MAE 3.808% 02/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406DA63 72139.22000000 PA USD 72681.47000000 0.009853283145 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.80800000 N N N N N N FANNIE MAE 2.757% 04/01/2044 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405AEY5 324333.59000000 PA USD 326059.14000000 0.044203192760 Long ABS-MBS USGA US N 2 2044-04-01 Floating 2.75700000 N N N N N N FANNIE MAE 4.402% 06/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404WPZ3 172140.84000000 PA USD 172825.44000000 0.023429603102 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.40200000 N N N N N N FANNIE MAE 3.55% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405MPD3 5212.33000000 PA USD 5432.36000000 0.000736454301 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.55000000 N N N N N N FANNIE MAE 3.533% 02/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410FWH4 888190.32000000 PA USD 924347.69000000 0.125311988244 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.53300000 N N N N N N FANNIE MAE 4.271% 10/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408BXK9 190774.09000000 PA USD 192020.22000000 0.026031801465 Long ABS-MBS USGA US N 2 2035-10-01 Floating 4.27100000 N N N N N N FANNIE MAE 4.075% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403JCF1 10813.09000000 PA USD 10901.34000000 0.001477873104 Long ABS-MBS USGA US N 2 2033-08-01 Floating 4.07500000 N N N N N N FANNIE MAE 4.195% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409XWW5 75569.84000000 PA USD 76181.23000000 0.010327738686 Long ABS-MBS USGA US N 2 2036-04-01 Floating 4.19500000 N N N N N N FANNIE MAE 3.434% 01/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403VQK8 44461.81000000 PA USD 44845.01000000 0.006079549315 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.43400000 N N N N N N FANNIE MAE 3.608% 09/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402CQF2 5415.55000000 PA USD 5460.73000000 0.000740300366 Long ABS-MBS USGA US N 2 2039-09-01 Floating 3.60800000 N N N N N N FANNIE MAE 3.349% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403A2G9 566921.77000000 PA USD 571622.22000000 0.077493693864 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.34900000 N N N N N N FANNIE MAE 3.302% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405NLZ6 13947.95000000 PA USD 14416.23000000 0.001954379790 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.30200000 N N N N N N FANNIE MAE 3.324% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402M4D9 75761.14000000 PA USD 76278.49000000 0.010340924032 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.32400000 N N N N N N FANNIE MAE 3.623% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403QMT4 92293.05000000 PA USD 93938.64000000 0.012735075641 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.62300000 N N N N N N FANNIE MAE 3.587% 11/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416BNZ7 30519.39000000 PA USD 31755.02000000 0.004304965259 Long ABS-MBS USGA US N 2 2037-11-01 Floating 3.58700000 N N N N N N FANNIE MAE 3.899% 10/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GQL0 153108.40000000 PA USD 159915.77000000 0.021679464672 Long ABS-MBS USGA US N 2 2036-10-01 Floating 3.89900000 N N N N N N FANNIE MAE 3.118% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405N7F6 8212.79000000 PA USD 8427.86000000 0.001142548312 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.11800000 N N N N N N FANNIE MAE 3.759% 07/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RMJ5 330067.13000000 PA USD 340139.34000000 0.046112017627 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.75900000 N N N N N N FANNIE MAE 3.51% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410FWR2 4095856.61000000 PA USD 4259004.70000000 0.577384844116 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.51000000 N N N N N N FANNIE MAE 3.38% 12/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408DRK2 66727.54000000 PA USD 67402.04000000 0.009137561261 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.82600000 N N N N N N FANNIE MAE 3.91% 10/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403C4Q1 7470.36000000 PA USD 7615.99000000 0.001032484702 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.91000000 N N N N N N FANNIE MAE 2.085% 12/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406C6Q6 142582.91000000 PA USD 140531.34000000 0.019051555834 Long ABS-MBS USGA US N 2 2034-12-01 Floating 2.08500000 N N N N N N FANNIE MAE 3.50% 11/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385Y6D2 83084.19000000 PA USD 82414.93000000 0.011172829067 Long ABS-MBS USGA US N 2 2030-11-01 Floating 3.50000000 N N N N N N FANNIE MAE 3.504% 08/01/2029 FAR FNARM B1V7KEBTPIMZEU4LTD58 31383Q3G7 1754.86000000 PA USD 1759.44000000 0.000238523801 Long ABS-MBS USGA US N 2 2029-08-01 Floating 3.50400000 N N N N N N FANNIE MAE 3.431% 03/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DPE3 42746.52000000 PA USD 43154.50000000 0.005850370218 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.43100000 N N N N N N FANNIE MAE 3.886% 06/01/2024 FNMA ARM B1V7KEBTPIMZEU4LTD58 31375QLS1 4085.05000000 PA USD 4120.22000000 0.000558570076 Long ABS-MBS USGA US N 2 2024-06-01 Floating 3.88600000 N N N N N N FANNIE MAE 3.958% 04/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404P6G1 95284.90000000 PA USD 96466.95000000 0.013077833628 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.95800000 N N N N N N FANNIE MAE 3.368% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403AZC2 48671.60000000 PA USD 49484.51000000 0.006708517154 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.36800000 N N N N N N FANNIE MAE 3.375% 08/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410B5X8 44377.41000000 PA USD 44655.56000000 0.006053865953 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.37500000 N N N N N N FANNIE MAE 4.199% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401BG58 17155.01000000 PA USD 17419.22000000 0.002361489205 Long ABS-MBS USGA US N 2 2033-04-01 Floating 4.19900000 N N N N N N FANNIE MAE 3.336% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407P4K1 843891.35000000 PA USD 853891.24000000 0.115760346660 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.33600000 N N N N N N FANNIE MAE 3.542% 03/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DM98 4801.61000000 PA USD 4869.10000000 0.000660094257 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.54200000 N N N N N N FANNIE MAE 3.466% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406WNY6 829242.91000000 PA USD 860783.01000000 0.116694650289 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.46600000 N N N N N N GOVT NATL MORTG ASSN 2.625% 05/20/2036 GAR GNARM 549300M8ZYFG0OCMTT87 36225D3S1 231643.13000000 PA USD 232603.55000000 0.031533603251 Long ABS-MBS USGA US N 2 2036-05-20 Floating 2.62500000 N N N N N N FANNIE MAE 3.532% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407VNZ4 1059241.51000000 PA USD 1103435.01000000 0.149590502034 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.53200000 N N N N N N FANNIE MAE 3.319% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406MAP1 14828.15000000 PA USD 15355.10000000 0.002081660539 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.31900000 N N N N N N FANNIE MAE 3.363% 08/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407CU88 468355.95000000 PA USD 471165.16000000 0.063874928914 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.36300000 N N N N N N FANNIE MAE 3.368% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405X5R0 86129.14000000 PA USD 86902.66000000 0.011781221748 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.36800000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.127% 09/01/2035 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128NHK36 4107723.51000000 PA USD 4218778.61000000 0.571931472650 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.12700000 N N N N N N FANNIE MAE 3.772% 09/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EJPA0 992914.48000000 PA USD 1034981.47000000 0.140310390998 Long ABS-MBS USGA US N 2 2039-09-01 Floating 3.77200000 N N N N N N FANNIE MAE 3.088% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408EQ21 1341630.12000000 PA USD 1374697.67000000 0.186365044372 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.08800000 N N N N N N FANNIE MAE 3.40% 12/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 31417SC24 436822.68000000 PA USD 451867.51000000 0.061258784669 Long ABS-MBS USGA US N 2 2039-12-01 Floating 3.40000000 N N N N N N FANNIE MAE 3.51% 02/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RBA6 11276.17000000 PA USD 11704.32000000 0.001586731514 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.51000000 N N N N N N FANNIE MAE 3.364% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402VEV8 20635.89000000 PA USD 20762.92000000 0.002814788001 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.36400000 N N N N N N FANNIE MAE 3.587% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410KD27 696338.99000000 PA USD 709135.58000000 0.096136108118 Long ABS-MBS USGA US N 2 2034-05-01 Floating 3.58700000 N N N N N N FANNIE MAE 3.172% 09/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405JFC3 223890.38000000 PA USD 225580.40000000 0.030581488696 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.17200000 N N N N N N FANNIE MAE 3.519% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405RM94 148701.93000000 PA USD 150086.79000000 0.020346969292 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.51900000 N N N N N N FANNIE MAE 3.662% 11/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31419AFS1 559277.48000000 PA USD 581292.25000000 0.078804640706 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.66200000 N N N N N N FANNIE MAE 4.092% 04/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406UNY0 52725.00000000 PA USD 53506.97000000 0.007253834101 Long ABS-MBS USGA US N 2 2035-04-01 Floating 4.09200000 N N N N N N FANNIE MAE 3.455% 12/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31390PQW0 10300.50000000 PA USD 10400.58000000 0.001409986061 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.45500000 N N N N N N FANNIE MAE 3.569% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402CWE8 93136.32000000 PA USD 93795.14000000 0.012715621630 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.56900000 N N N N N N FANNIE MAE 3.345% 11/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403NCW5 155584.50000000 PA USD 156849.28000000 0.021263746687 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.34500000 N N N N N N FANNIE MAE 4.307% 04/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406KA26 17569.91000000 PA USD 17771.01000000 0.002409180679 Long ABS-MBS USGA US N 2 2035-04-01 Floating 4.30700000 N N N N N N FANNIE MAE 3.695% 02/01/2036 FNMA B1V7KEBTPIMZEU4LTD58 31409WCB5 9848.50000000 PA USD 9984.01000000 0.001353512490 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.35900000 N N N N N N GOVT NATL MORTG ASSN 3.125% 12/20/2033 GNMA ARM 549300M8ZYFG0OCMTT87 36225C2Y1 189747.00000000 PA USD 196801.90000000 0.026680044366 Long ABS-MBS USGA US N 2 2033-12-20 Floating 3.12500000 N N N N N N FANNIE MAE 3.713% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410MHD5 1700838.84000000 PA USD 1736378.51000000 0.235397400553 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.71300000 N N N N N N FANNIE MAE 3.27% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408EGX4 64845.88000000 PA USD 66901.29000000 0.009069675574 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.27000000 N N N N N N FANNIE MAE 3.833% 04/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411UN64 17434.33000000 PA USD 17716.56000000 0.002401799001 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.83300000 N N N N N N FANNIE MAE 2.957% 06/01/2040 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385Y2D6 153991.70000000 PA USD 155074.95000000 0.021023204278 Long ABS-MBS USGA US N 2 2040-06-01 Floating 3.36600000 N N N N N N FANNIE MAE 3.602% 02/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414JZW6 160799.65000000 PA USD 166463.65000000 0.022567147814 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.60200000 N N N N N N FANNIE MAE 3.692% 09/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407NBS1 6180.31000000 PA USD 6220.58000000 0.000843311728 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.69200000 N N N N N N FANNIE MAE 3.474% 09/01/2026 FNMA ARM B1V7KEBTPIMZEU4LTD58 31361ML80 1827.16000000 PA USD 1838.65000000 0.000249262144 Long ABS-MBS USGA US N 2 2026-09-01 Floating 3.47400000 N N N N N N FANNIE MAE 3.339% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DQT0 20313.44000000 PA USD 21061.23000000 0.002855229298 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.33900000 N N N N N N FANNIE MAE 3.414% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406AYT3 181892.98000000 PA USD 185751.24000000 0.025181928245 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.41400000 N N N N N N FANNIE MAE 3.475% 02/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416BT40 2772152.09000000 PA USD 2880461.35000000 0.390498448511 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.47500000 N N N N N N FANNIE MAE 3.505% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406BB90 665812.38000000 PA USD 691809.27000000 0.093787214538 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.50500000 N N N N N N FANNIE MAE 3.55% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405RDD5 23205.76000000 PA USD 24216.43000000 0.003282973522 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.55000000 N N N N N N FANNIE MAE 4.331% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409JKQ2 62143.19000000 PA USD 62691.59000000 0.008498974870 Long ABS-MBS USGA US N 2 2036-05-01 Floating 4.33100000 N N N N N N FANNIE MAE 3.234% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408EDU3 34562.72000000 PA USD 34765.26000000 0.004713057542 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.23400000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.549% 04/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S4EN3 185723.71000000 PA USD 187077.93000000 0.025361784984 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.54900000 N N N N N N FANNIE MAE 3.568% 12/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414HVC8 2853.79000000 PA USD 2977.93000000 0.000403712080 Long ABS-MBS USGA US N 2 2037-12-01 Floating 3.56800000 N N N N N N FANNIE MAE 3.606% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DVG1 134544.04000000 PA USD 135436.24000000 0.018360823203 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.60600000 N N N N N N FANNIE MAE 3.783% 07/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31375VE25 7578.29000000 PA USD 7589.57000000 0.001028902994 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.78300000 N N N N N N FANNIE MAE 4.287% 06/01/2028 FNMA ARM B1V7KEBTPIMZEU4LTD58 31362JUN3 976.25000000 PA USD 984.99000000 0.000133533146 Long ABS-MBS USGA US N 2 2028-06-01 Floating 4.28700000 N N N N N N FANNIE MAE 3.333% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402QZ46 302746.25000000 PA USD 313831.69000000 0.042545541546 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.33300000 N N N N N N FANNIE MAE 3.407% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409CCW3 895523.02000000 PA USD 915010.35000000 0.124046143527 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.40700000 N N N N N N FANNIE MAE 3.821% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402EM70 56995.50000000 PA USD 57327.39000000 0.007771760885 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.82100000 N N N N N N FANNIE MAE 2.064% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31373KHT9 766852.10000000 PA USD 755558.81000000 0.102429613597 Long ABS-MBS USGA US N 2 2034-09-01 Floating 2.06400000 N N N N N N FANNIE MAE 3.339% 03/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410KBX1 132196.40000000 PA USD 134109.15000000 0.018180912236 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.33900000 N N N N N N FANNIE MAE 3.085% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408FN88 61537.22000000 PA USD 61861.50000000 0.008386441211 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.08500000 N N N N N N FANNIE MAE 3.738% 05/01/2027 FN CMT+216;LC12.803 B1V7KEBTPIMZEU4LTD58 31384VBF8 155090.75000000 PA USD 156428.24000000 0.021206667127 Long ABS-MBS USGA US N 2 2027-05-01 Floating 3.73800000 N N N N N N FANNIE MAE 3.717% 03/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400QJ87 37779.83000000 PA USD 38060.50000000 0.005159786712 Long ABS-MBS USGA US N 2 2033-03-01 Floating 3.71700000 N N N N N N FANNIE MAE 3.401% 03/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391LRW7 166129.78000000 PA USD 167608.07000000 0.022722294570 Long ABS-MBS USGA US N 2 2033-03-01 Floating 3.40100000 N N N N N N FANNIE MAE 2.757% 07/01/2044 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405PRS1 89820.06000000 PA USD 90293.79000000 0.012240950535 Long ABS-MBS USGA US N 2 2044-07-01 Floating 2.75700000 N N N N N N FANNIE MAE 3.745% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406GW47 501930.27000000 PA USD 506068.69000000 0.068606731447 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.74500000 N N N N N N FANNIE MAE 3.859% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402Q4J7 1831.36000000 PA USD 1847.49000000 0.000250460565 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.85900000 N N N N N N FANNIE MAE 3.709% 01/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404CVT4 168581.60000000 PA USD 169742.09000000 0.023011599441 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.70900000 N N N N N N FANNIE MAE 3.542% 04/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31373UKF3 11143.25000000 PA USD 11200.45000000 0.001518422855 Long ABS-MBS USGA US N 2 2024-04-01 Floating 3.54200000 N N N N N N FANNIE MAE 3.55% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406AG30 40854.22000000 PA USD 41128.92000000 0.005575766343 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.55000000 N N N N N N FANNIE MAE 4.002% 03/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31389LT66 5218.31000000 PA USD 5292.66000000 0.000717515448 Long ABS-MBS USGA US N 2 2032-03-01 Floating 4.00200000 N N N N N N FANNIE MAE 4.213% 05/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401DMN8 16292.79000000 PA USD 16458.54000000 0.002231251717 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.21300000 N N N N N N FANNIE MAE 3.665% 11/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385WSN0 31160.97000000 PA USD 31254.65000000 0.004237131087 Long ABS-MBS USGA US N 2 2032-11-01 Floating 3.66500000 N N N N N N FANNIE MAE 3.882% 02/01/2032 FN CMT+217;LC11.777 B1V7KEBTPIMZEU4LTD58 31385JFR4 103836.66000000 PA USD 104525.49000000 0.014170313958 Long ABS-MBS USGA US N 2 2032-02-01 Floating 3.88200000 N N N N N N FANNIE MAE 3.52% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400AMS4 117684.57000000 PA USD 118969.75000000 0.016128493720 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.52000000 N N N N N N FANNIE MAE 2.839% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402XWG7 194764.47000000 PA USD 197569.93000000 0.026784164674 Long ABS-MBS USGA US N 2 2033-10-01 Floating 2.83900000 N N N N N N FANNIE MAE 3.61% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401G4Z4 56346.60000000 PA USD 57383.44000000 0.007779359473 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.61000000 N N N N N N FANNIE MAE 3.882% 05/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401CAQ6 37799.49000000 PA USD 38010.34000000 0.005152986620 Long ABS-MBS USGA US N 2 2033-05-01 Floating 3.88200000 N N N N N N FANNIE MAE 4.423% 04/01/2027 FNMA ARM B1V7KEBTPIMZEU4LTD58 313612HK2 5498.86000000 PA USD 5517.38000000 0.000747980294 Long ABS-MBS USGA US N 2 2027-04-01 Floating 4.42300000 N N N N N N FANNIE MAE 3.843% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406QZ91 1254.18000000 PA USD 1258.94000000 0.000170672005 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.84300000 N N N N N N FANNIE MAE 3.578% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401BX83 62758.75000000 PA USD 63278.04000000 0.008578478737 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.57800000 N N N N N N FANNIE MAE 3.512% 08/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405RND4 12520.83000000 PA USD 12742.60000000 0.001727489080 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.51200000 N N N N N N FANNIE MAE 3.709% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402Q4R9 29594.72000000 PA USD 30862.16000000 0.004183921994 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.70900000 N N N N N N FANNIE MAE 3.564% 11/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31418MM90 196222.85000000 PA USD 203949.50000000 0.027649030362 Long ABS-MBS USGA US N 2 2037-11-01 Floating 4.55500000 N N N N N N FANNIE MAE 3.565% 09/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31419CFP3 22556.67000000 PA USD 23458.63000000 0.003180240074 Long ABS-MBS USGA US N 2 2040-09-01 Floating 3.56500000 N N N N N N FANNIE MAE 3.898% 07/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407MJR7 77170.22000000 PA USD 77672.02000000 0.010529842138 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.89800000 N N N N N N FANNIE MAE 3.751% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400QX73 3890.69000000 PA USD 3936.30000000 0.000533636406 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.75100000 N N N N N N FANNIE MAE 3.289% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405YXX4 61017.24000000 PA USD 61501.80000000 0.008337677393 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.28900000 N N N N N N FANNIE MAE 3.795% 01/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403QQG8 4794.52000000 PA USD 4828.80000000 0.000654630866 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.79500000 N N N N N N FANNIE MAE 4.208% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406XXS6 70212.36000000 PA USD 70472.74000000 0.009553849987 Long ABS-MBS USGA US N 2 2035-05-01 Floating 4.20800000 N N N N N N FANNIE MAE 3.317% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403AWG6 13182.07000000 PA USD 13240.77000000 0.001795025002 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.31700000 N N N N N N FANNIE MAE 3.744% 02/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DLW8 38597.03000000 PA USD 38854.36000000 0.005267408742 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.74400000 N N N N N N FANNIE MAE 3.82% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407BXL8 14722.80000000 PA USD 14842.11000000 0.002012115499 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.82000000 N N N N N N FANNIE MAE 3.411% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31419ACM7 1366006.74000000 PA USD 1417562.68000000 0.192176169004 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.41100000 N N N N N N FANNIE MAE 4.137% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416CGZ3 3221627.32000000 PA USD 3365024.98000000 0.456189781505 Long ABS-MBS USGA US N 2 2037-01-01 Floating 4.13700000 N N N N N N FANNIE MAE 3.594% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401KMH5 62352.86000000 PA USD 63006.76000000 0.008541701844 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.59400000 N N N N N N FANNIE MAE 3.28% 12/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385WUW7 28987.00000000 PA USD 29293.34000000 0.003971240170 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.28000000 N N N N N N FANNIE MAE 3.765% 01/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 3140J5FX2 717770.75000000 PA USD 750613.53000000 0.101759191768 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.76500000 N N N N N N FANNIE MAE 3.424% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402ENR5 48082.34000000 PA USD 50046.83000000 0.006784749765 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.42400000 N N N N N N FANNIE MAE 2.5% FNI B1V7KEBTPIMZEU4LTD58 3140KAPY6 12463440.36000000 PA USD 13133508.19000000 1.780483731090 Long ABS-MBS USGA US N 2 2035-03-01 Fixed 2.50000000 N N N N N N FANNIE MAE 3.062% 02/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402CW32 384452.75000000 PA USD 393439.86000000 0.053337863711 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.06200000 N N N N N N FANNIE MAE 3.34% 09/01/2024 FNMA ARM B1V7KEBTPIMZEU4LTD58 31373TTU4 2765.00000000 PA USD 2784.63000000 0.000377506781 Long ABS-MBS USGA US N 2 2024-09-01 Floating 3.34000000 N N N N N N FANNIE MAE 3.375% 03/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403CWW7 6426.42000000 PA USD 6478.03000000 0.000878213715 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.37500000 N N N N N N FANNIE MAE 3.489% 11/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403NLH8 549609.76000000 PA USD 554056.49000000 0.075112342588 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.48900000 N N N N N N FANNIE MAE 3.783% 12/01/2027 FNMA ARM B1V7KEBTPIMZEU4LTD58 31379LCM1 108122.03000000 PA USD 108945.39000000 0.014769511060 Long ABS-MBS USGA US N 2 2027-12-01 Floating 3.78300000 N N N N N N FANNIE MAE 4.48% 06/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410EPE2 295746.04000000 PA USD 301184.81000000 0.040831029036 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.48000000 N N N N N N FANNIE MAE 3.216% 01/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404B2P6 6421.98000000 PA USD 6478.28000000 0.000878247607 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.21600000 N N N N N N FANNIE MAE 4.79% 06/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31415SA85 110824.26000000 PA USD 111845.60000000 0.015162686794 Long ABS-MBS USGA US N 2 2038-06-01 Floating 4.79000000 N N N N N N FANNIE MAE 3.837% 03/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400QTZ6 26148.79000000 PA USD 26311.62000000 0.003567014286 Long ABS-MBS USGA US N 2 2033-03-01 Floating 3.83700000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION FRN 01/16/2040 2010-12 FD 549300M8ZYFG0OCMTT87 38376TAF9 1187994.11400000 PA USD 1191461.87000000 0.161524129353 Long ABS-CBDO CORP US N 2 2040-01-16 Floating 1.39413000 N N N N N N FANNIE MAE 3.386% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403NRB5 14933.31000000 PA USD 15027.09000000 0.002037192872 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.38600000 N N N N N N FANNIE MAE 3.489% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404GPG0 582842.35000000 PA USD 588424.02000000 0.079771480661 Long ABS-MBS USGA US N 2 2034-05-01 Floating 3.48900000 N N N N N N FANNIE MAE 3.807% 03/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DFM6 25094.00000000 PA USD 25309.49000000 0.003431157504 Long ABS-MBS USGA US N 2 2036-03-01 Floating 3.80700000 N N N N N N FANNIE MAE 3.634% 04/01/2031 FN CMT+227;LC12.494 B1V7KEBTPIMZEU4LTD58 31387MAU3 247381.06000000 PA USD 249127.59000000 0.033773734674 Long ABS-MBS USGA US N 2 2031-04-01 Floating 3.63400000 N N N N N N FANNIE MAE 3.647% 08/01/2030 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385WWT2 7327.38000000 PA USD 7387.98000000 0.001001573837 Long ABS-MBS USGA US N 2 2030-08-01 Floating 3.64700000 N N N N N N FANNIE MAE 4.194% 08/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RN39 6505.72000000 PA USD 6581.73000000 0.000892272119 Long ABS-MBS USGA US N 2 2035-08-01 Floating 4.19400000 N N N N N N FANNIE MAE 3.45% 11/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31413QJ33 12665.41000000 PA USD 13202.03000000 0.001789773097 Long ABS-MBS USGA US N 2 2037-11-01 Floating 3.45000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.51% 09/01/2035 FHA FHARM S6XOOCT0IEG5ABCC6L87 31300M4K6 1732858.17000000 PA USD 1810301.14000000 0.245418945304 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.51000000 N N N N N N FANNIE MAE 3.309% 12/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406LZ68 1385.26000000 PA USD 1436.01000000 0.000194677035 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.30900000 N N N N N N FANNIE MAE 3.465% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402HAL5 36073.15000000 PA USD 36354.07000000 0.004928449372 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.46500000 N N N N N N FANNIE MAE 3.582% 01/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403VWN5 108924.00000000 PA USD 109816.73000000 0.014887636900 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.58200000 N N N N N N FANNIE MAE 3.989% 04/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404JVP7 231440.55000000 PA USD 233648.81000000 0.031675307082 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.98900000 N N N N N N FANNIE MAE 4.056% 06/01/2034 FNMA B1V7KEBTPIMZEU4LTD58 31405HB80 44142.44000000 PA USD 44932.77000000 0.006091446765 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.05600000 N N N N N N FANNIE MAE 4.082% 04/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403K4F7 411465.12000000 PA USD 420301.88000000 0.056979494637 Long ABS-MBS USGA US N 2 2034-04-01 Floating 4.08200000 N N N N N N FANNIE MAE 3.456% 05/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31419AKB2 6182427.65000000 PA USD 6469039.86000000 0.876994939956 Long ABS-MBS USGA US N 2 2040-05-01 Floating 4.22500000 N N N N N N FANNIE MAE 3.341% 10/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407FL24 113818.10000000 PA USD 114754.32000000 0.015557016212 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.34100000 N N N N N N FANNIE MAE 3.836% 03/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404LPS3 3680.90000000 PA USD 3703.73000000 0.000502107351 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.83600000 N N N N N N FANNIE MAE 3.616% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402CVF6 136981.17000000 PA USD 143392.72000000 0.019439467461 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.61600000 N N N N N N FANNIE MAE 3.375% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404XR71 207693.72000000 PA USD 209925.38000000 0.028459168595 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.37500000 N N N N N N FANNIE MAE 3.884% 11/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403UYK1 39731.18000000 PA USD 40395.22000000 0.005476300085 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.88400000 N N N N N N FANNIE MAE 4.203% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406VC95 1203.60000000 PA USD 1217.60000000 0.000165067623 Long ABS-MBS USGA US N 2 2035-05-01 Floating 4.20300000 N N N N N N FANNIE MAE 3.903% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406H3D7 128613.19000000 PA USD 130724.71000000 0.017722090399 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.90300000 N N N N N N FANNIE MAE 4.398% 06/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404WAN6 41955.92000000 PA USD 42148.72000000 0.005714018612 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.39800000 N N N N N N FANNIE MAE 3.995% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404ULF5 188774.53000000 PA USD 188902.48000000 0.025609135619 Long ABS-MBS USGA US N 2 2034-05-01 Floating 3.99500000 N N N N N N FANNIE MAE 3.47% 09/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416L3X2 82445.27000000 PA USD 85552.54000000 0.011598188649 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.47000000 N N N N N N FANNIE MAE 3.822% 08/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405XYA5 318855.49000000 PA USD 321524.89000000 0.043588493455 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.82200000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.806% 03/01/2038 FHLMC ARM S6XOOCT0IEG5ABCC6L87 31300LFK6 393278.11000000 PA USD 400831.83000000 0.054339978465 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.80600000 N N N N N N FANNIE MAE 3.836% 04/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DTE9 156666.60000000 PA USD 162848.12000000 0.022076997562 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.83600000 N N N N N N FANNIE MAE 3.375% 07/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412SVV4 81.84600000 PA USD 82.22000000 0.000011146402 Long ABS-MBS USGA US N 2 2038-07-01 Floating 3.37500000 N N N N N N FANNIE MAE 3.811% 06/01/2024 FNMA ARM B1V7KEBTPIMZEU4LTD58 31368JB57 12611.10000000 PA USD 12748.62000000 0.001728305200 Long ABS-MBS USGA US N 2 2024-06-01 Floating 3.81100000 N N N N N N FANNIE MAE 3.928% 11/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408BUF3 145011.62000000 PA USD 145725.17000000 0.019755673095 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.92800000 N N N N N N FANNIE MAE 3.686% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406NSE5 242570.70000000 PA USD 245474.52000000 0.033278495199 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.68600000 N N N N N N FANNIE MAE 3.74% 09/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EK6B6 1876730.51000000 PA USD 1953001.06000000 0.264764491240 Long ABS-MBS USGA US N 2 2038-09-01 Floating 4.55700000 N N N N N N FANNIE MAE 3.789% 04/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409EJW2 345520.29000000 PA USD 348380.54000000 0.047229260813 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.78900000 N N N N N N FANNIE MAE 3.781% 02/01/2043 FNMA B1V7KEBTPIMZEU4LTD58 3138ETW93 2042623.41000000 PA USD 2141865.04000000 0.290368407491 Long ABS-MBS USGA US N 2 2043-02-01 Floating 3.78100000 N N N N N N FANNIE MAE 7.67% 03/01/2025 FN CMT+226.5;LC14.769 B1V7KEBTPIMZEU4LTD58 31374TY29 22481.35000000 PA USD 22375.18000000 0.003033358901 Long ABS-MBS USGA US N 2 2025-03-01 Floating 7.67000000 N N N N N N FANNIE MAE 3.865% 04/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402REL9 18273.08000000 PA USD 19111.72000000 0.002590938083 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.86500000 N N N N N N FANNIE MAE 3.42% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405XWJ8 1890399.14000000 PA USD 1963323.95000000 0.266163945022 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.42000000 N N N N N N FANNIE MAE 3.489% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403NSL2 119424.90000000 PA USD 124038.39000000 0.016815639220 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.48900000 N N N N N N FANNIE MAE 3.50% 11/01/2041 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EHG55 51517.95000000 PA USD 51859.72000000 0.007030519677 Long ABS-MBS USGA US N 2 2041-11-01 Floating 3.50000000 N N N N N N FANNIE MAE 3.50% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405GTR1 17860.88000000 PA USD 17953.25000000 0.002433886596 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.50000000 N N N N N N FANNIE MAE 4.193% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409XDV8 136830.28000000 PA USD 137982.55000000 0.018706021414 Long ABS-MBS USGA US N 2 2036-05-01 Floating 4.19300000 N N N N N N FANNIE MAE 4.628% 06/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DLJ7 46092.51000000 PA USD 46605.66000000 0.006318237153 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.62800000 N N N N N N FANNIE MAE 3.322% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RBH1 32814.20000000 PA USD 33069.64000000 0.004483185692 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.32200000 N N N N N N FANNIE MAE 4.558% 08/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413GLM0 6822.47000000 PA USD 6996.71000000 0.000948530137 Long ABS-MBS USGA US N 2 2037-08-01 Floating 4.55800000 N N N N N N FANNIE MAE 3.684% 10/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RTM1 130704.44000000 PA USD 135998.49000000 0.018437046324 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.68400000 N N N N N N FANNIE MAE 3.614% 01/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407DNF8 303412.36000000 PA USD 305928.01000000 0.041474055279 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.61400000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.651% 08/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 31300LLX1 501537.64000000 PA USD 524260.91000000 0.071073014734 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.65100000 N N N N N N FANNIE MAE 4.742% 06/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31360FC86 21.26000000 PA USD 21.26000000 0.000002882176 Long ABS-MBS USGA US N 2 2024-06-01 Floating 4.74200000 N N N N N N FANNIE MAE 3.773% 06/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31388L4U1 1469.76000000 PA USD 1483.19000000 0.000201073134 Long ABS-MBS USGA US N 2 2030-06-01 Floating 3.77300000 N N N N N N GOVT NATL MORTG ASSN 3.375% 01/20/2034 GNMA ARM 549300M8ZYFG0OCMTT87 36225C4D5 12871.84000000 PA USD 13300.91000000 0.001803178063 Long ABS-MBS USGA US N 2 2034-01-20 Floating 3.37500000 N N N N N N FANNIE MAE 3.611% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406G5Q8 8588.77000000 PA USD 8653.22000000 0.001173099921 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.61100000 N N N N N N FANNIE MAE 3.30% 09/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405PZ86 33701.59000000 PA USD 34356.10000000 0.004657588530 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.30000000 N N N N N N FANNIE MAE 3.354% 10/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391XH93 54218.62000000 PA USD 54764.19000000 0.007424272930 Long ABS-MBS USGA US N 2 2032-10-01 Floating 3.35400000 N N N N N N FANNIE MAE 3.166% 02/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406GD55 175021.00000000 PA USD 176494.27000000 0.023926979129 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.16600000 N N N N N N FANNIE MAE 4.188% 04/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411UW80 15457.09000000 PA USD 15447.65000000 0.002094207359 Long ABS-MBS USGA US N 2 2037-04-01 Floating 4.18800000 N N N N N N FANNIE MAE 3.212% 08/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407CP76 12804.43000000 PA USD 12898.35000000 0.001748603800 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.21200000 N N N N N N FANNIE MAE 3.497% 08/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GGV9 62458.22000000 PA USD 65051.08000000 0.008818846263 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.49700000 N N N N N N FANNIE MAE 3.588% 03/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DHR4 7660.38000000 PA USD 7762.62000000 0.001052363041 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.58800000 N N N N N N FANNIE MAE 3.834% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GQG1 1281155.58000000 PA USD 1336833.85000000 0.181231921179 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.83400000 N N N N N N FANNIE MAE 3.31% 08/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407JWL2 37581.51000000 PA USD 38172.23000000 0.005174933727 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.31000000 N N N N N N FANNIE MAE 3.343% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402NGF9 181116.60000000 PA USD 181932.60000000 0.024664242772 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.34300000 N N N N N N FANNIE MAE 3.596% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404EAC0 53510.72000000 PA USD 53896.13000000 0.007306591753 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.59600000 N N N N N N FANNIE MAE 4.399% 12/01/2036 FAR B1V7KEBTPIMZEU4LTD58 3138ENE39 1933750.05000000 PA USD 2012620.62000000 0.272846997079 Long ABS-MBS USGA US N 2 2036-12-01 Floating 4.39900000 N N N N N N FANNIE MAE 4.774% 02/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412BPZ9 39668.67000000 PA USD 40023.90000000 0.005425960967 Long ABS-MBS USGA US N 2 2036-02-01 Floating 4.77400000 N N N N N N FANNIE MAE 3.812% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385XK48 266436.58000000 PA USD 276999.67000000 0.037552297437 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.81200000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.955% 01/01/2036 FHA FHARM S6XOOCT0IEG5ABCC6L87 31347ASU9 1227303.97000000 PA USD 1284071.76000000 0.174079068985 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.95500000 N N N N N N FANNIE MAE 3.999% 11/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DW96 20947.81000000 PA USD 21911.90000000 0.002970552947 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.99900000 N N N N N N FANNIE MAE 4.236% 07/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31375VEU3 22421.25000000 PA USD 22522.29000000 0.003053302312 Long ABS-MBS USGA US N 2 2036-07-01 Floating 4.23600000 N N N N N N FANNIE MAE 4.125% 09/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410QAR2 55075.81000000 PA USD 55158.69000000 0.007477754515 Long ABS-MBS USGA US N 2 2036-09-01 Floating 4.12500000 N N N N N N FANNIE MAE 3.181% 09/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385WVC0 12589.83000000 PA USD 12710.00000000 0.001723069563 Long ABS-MBS USGA US N 2 2027-09-01 Floating 3.18100000 N N N N N N FANNIE MAE 4.335% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406YCH1 192056.94000000 PA USD 193853.15000000 0.026280288160 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.33500000 N N N N N N FANNIE MAE 3.20% 04/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411UQN4 68501.03500000 PA USD 69113.21000000 0.009369541194 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.20000000 N N N N N N FANNIE MAE 3.844% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409UWR2 108800.76000000 PA USD 110818.45000000 0.015023438100 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.84400000 N N N N N N FANNIE MAE 3.543% 12/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GDW0 77101.03000000 PA USD 80388.05000000 0.010898048954 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.54300000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 2.5% FNI S6XOOCT0IEG5ABCC6L87 3132D55E8 15000000.00000000 PA USD 15713470.50000000 2.130244119047 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 2.50000000 N N N N N N FANNIE MAE 3.41% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403BAF0 49718.86000000 PA USD 51574.44000000 0.006991844831 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.41000000 N N N N N N FANNIE MAE 3.798% 02/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411JU79 1313801.59000000 PA USD 1380538.82000000 0.187156917526 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.79800000 N N N N N N FANNIE MAE 3.71% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402KUT9 13284.10000000 PA USD 13560.69000000 0.001838395924 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.71000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.536% 03/01/2037 FHA FHARM S6XOOCT0IEG5ABCC6L87 31300LUP8 1623332.65000000 PA USD 1698896.92000000 0.230316095524 Long ABS-MBS USGA US N 2 2037-03-01 Floating 3.53600000 N N N N N N FANNIE MAE 3.636% 12/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410KSL9 99069.97000000 PA USD 100211.16000000 0.013585428772 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.63600000 N N N N N N FANNIE MAE 3.305% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406WNU4 65769.13000000 PA USD 66387.74000000 0.009000054616 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.30500000 N N N N N N FANNIE MAE 3.865% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404GPK1 101244.40000000 PA USD 102085.11000000 0.013839476468 Long ABS-MBS USGA US N 2 2034-05-01 Floating 3.86500000 N N N N N N FANNIE MAE 3.50% 12/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31371LK99 7197.44000000 PA USD 7282.78000000 0.000987312081 Long ABS-MBS USGA US N 2 2033-12-01 Floating 3.50000000 N N N N N N FANNIE MAE 3.953% 05/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410SCZ8 1595854.60000000 PA USD 1627555.15000000 0.220644432858 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.95300000 N N N N N N FANNIE MAE 3.34% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402MNH9 966.38000000 PA USD 970.80000000 0.000131609436 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.34000000 N N N N N N FANNIE MAE 3.833% 04/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406NCB8 144824.59000000 PA USD 146485.06000000 0.019858689879 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.83300000 N N N N N N FANNIE MAE 3.913% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407AZQ7 58867.77000000 PA USD 59842.88000000 0.008112780889 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.91300000 N N N N N N FANNIE MAE 4.143% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400SJK6 11397.22000000 PA USD 11491.87000000 0.001557930088 Long ABS-MBS USGA US N 2 2033-04-01 Floating 4.14300000 N N N N N N FANNIE MAE 3.455% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402QST9 45341.69000000 PA USD 45869.18000000 0.006218394016 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.45500000 N N N N N N FANNIE MAE 3.56% 08/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402SDR5 34267.90000000 PA USD 35600.96000000 0.004826351738 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.56000000 N N N N N N FANNIE MAE 3.528% 10/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403DUU1 29202.11000000 PA USD 30492.61000000 0.004133822832 Long ABS-MBS USGA US N 2 2036-10-01 Floating 3.52800000 N N N N N N FANNIE MAE 3.562% 02/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406PKY4 22794.20000000 PA USD 22981.13000000 0.003115506344 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.56200000 N N N N N N FANNIE MAE 3.62% 03/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31418NBC3 48364.75000000 PA USD 50419.02000000 0.006835206827 Long ABS-MBS USGA US N 2 2040-03-01 Floating 3.62000000 N N N N N N FANNIE MAE 3.547% 12/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407SKU5 273081.96000000 PA USD 275493.29000000 0.037348080480 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.54700000 N N N N N N FANNIE MAE 4.23% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404HG60 285021.90000000 PA USD 288256.14000000 0.039078314813 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.23000000 N N N N N N FANNIE MAE 3.558% 01/01/2042 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138E1H83 51602.04000000 PA USD 53892.61000000 0.007306114553 Long ABS-MBS USGA US N 2 2042-01-01 Floating 3.55800000 N N N N N N FANNIE MAE 3.266% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XUT2 2673.01000000 PA USD 2692.45000000 0.000365010121 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.26600000 N N N N N N FANNIE MAE 3.963% 04/01/2041 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EGG57 15455.34000000 PA USD 15640.47000000 0.002120347585 Long ABS-MBS USGA US N 2 2041-04-01 Floating 3.96300000 N N N N N N FANNIE MAE 3.845% 07/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EP5K6 2498123.52000000 PA USD 2612184.42000000 0.354128675684 Long ABS-MBS USGA US N 2 2040-07-01 Floating 3.84500000 N N N N N N FANNIE MAE 3.823% 02/01/2042 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138ETHD1 2312895.52000000 PA USD 2419562.24000000 0.328015267692 Long ABS-MBS USGA US N 2 2042-02-01 Floating 3.82300000 N N N N N N GOVT NATL MORTG ASSN 3.75% 09/20/2033 GNMA ARM 549300M8ZYFG0OCMTT87 36225CZW9 40790.46000000 PA USD 41219.77000000 0.005588082698 Long ABS-MBS USGA US N 2 2033-09-20 Floating 3.75000000 N N N N N N FANNIE MAE 3.632% 01/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411EWY9 1035.78000000 PA USD 1086.87000000 0.000147344816 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.63200000 N N N N N N FANNIE MAE 3.558% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402QWK3 1489.68000000 PA USD 1502.50000000 0.000203690953 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.55800000 N N N N N N FANNIE MAE 3.784% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404QDH9 66442.17000000 PA USD 67191.60000000 0.009109032326 Long ABS-MBS USGA US N 2 2034-05-01 Floating 3.78400000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.83% 11/01/2036 FHA FHARM S6XOOCT0IEG5ABCC6L87 31300MGN7 1086523.37000000 PA USD 1137867.54000000 0.154258452029 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.83000000 N N N N N N FANNIE MAE 4.082% 05/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410SC47 95878.27000000 PA USD 97963.76000000 0.013280753199 Long ABS-MBS USGA US N 2 2036-05-01 Floating 4.08200000 N N N N N N FANNIE MAE 3.443% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405MA23 35775.85000000 PA USD 36430.10000000 0.004938756608 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.44300000 N N N N N N FANNIE MAE 3.815% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410FW50 36591.50000000 PA USD 36875.80000000 0.004999179276 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.81500000 N N N N N N FANNIE MAE 3.291% 09/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391BC39 21574.07000000 PA USD 22130.99000000 0.003000254545 Long ABS-MBS USGA US N 2 2032-09-01 Floating 3.29100000 N N N N N N FANNIE MAE 3.321% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405DVQ7 11108.09000000 PA USD 11476.71000000 0.001555874877 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.32100000 N N N N N N FANNIE MAE 3.448% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405X5P4 24062.83000000 PA USD 24248.59000000 0.003287333389 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.44800000 N N N N N N FANNIE MAE 3.415% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403NBV8 3663.58000000 PA USD 3685.05000000 0.000499574940 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.41500000 N N N N N N FANNIE MAE 4.50% 11/01/2023 FNMA ARM B1V7KEBTPIMZEU4LTD58 31370USR2 1332.61000000 PA USD 1341.80000000 0.000181905172 Long ABS-MBS USGA US N 2 2023-11-01 Floating 4.50000000 N N N N N N FANNIE MAE 3.447% 04/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411HGV6 31060.65000000 PA USD 31389.98000000 0.004255477508 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.44700000 N N N N N N FANNIE MAE 3.79% 08/01/2027 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385XPZ4 1250.53000000 PA USD 1257.16000000 0.000170430694 Long ABS-MBS USGA US N 2 2027-08-01 Floating 3.79000000 N N N N N N FANNIE MAE 3.402% 10/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407PWM6 111903.84000000 PA USD 115333.88000000 0.015635586015 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.80800000 N N N N N N FANNIE MAE 3.433% 09/01/2025 FNMA ARM B1V7KEBTPIMZEU4LTD58 31375BVV6 3024.26000000 PA USD 3050.38000000 0.000413533983 Long ABS-MBS USGA US N 2 2025-09-01 Floating 3.43300000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.847% 07/01/2035 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128Q2FC2 560227.23000000 PA USD 565405.88000000 0.076650956944 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.84700000 N N N N N N FANNIE MAE 4.046% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31381JFR8 113459.26000000 PA USD 116038.60000000 0.015731123511 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.81100000 N N N N N N FANNIE MAE 3.381% 09/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403AL78 14385.29000000 PA USD 14644.17000000 0.001985281165 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.38100000 N N N N N N FANNIE MAE 3.504% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406UUZ9 1856114.02000000 PA USD 1889923.64000000 0.256213210159 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.50400000 N N N N N N FANNIE MAE 3.614% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409TZS0 905225.14000000 PA USD 926502.45000000 0.125604104796 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.61400000 N N N N N N FANNIE MAE 3.598% 02/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DC49 459959.37000000 PA USD 478880.23000000 0.064920845696 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.59800000 N N N N N N FANNIE MAE 3.165% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405JQP2 1518.33000000 PA USD 1560.75000000 0.000211587790 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.16500000 N N N N N N FANNIE MAE 3.384% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405UMP1 838597.58000000 PA USD 853701.39000000 0.115734609071 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.38400000 N N N N N N FANNIE MAE 3.264% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402TQC2 269829.01000000 PA USD 271568.14000000 0.036815955657 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.26400000 N N N N N N FANNIE MAE 3.997% 09/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31419AFJ1 761252.04000000 PA USD 799301.80000000 0.108359764241 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.99700000 N N N N N N FANNIE MAE 3.56% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403EDC8 28838.90000000 PA USD 30024.98000000 0.004070427157 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.56000000 N N N N N N FANNIE MAE 3.50% 11/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31373MHP3 2380.05000000 PA USD 2398.50000000 0.000325159901 Long ABS-MBS USGA US N 2 2024-11-01 Floating 3.50000000 N N N N N N FANNIE MAE 4.37% 07/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410ABX3 36446.24000000 PA USD 37099.04000000 0.005029443481 Long ABS-MBS USGA US N 2 2036-07-01 Floating 4.37000000 N N N N N N FANNIE MAE 3.93% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409VX73 160631.28000000 PA USD 163820.21000000 0.022208781881 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.93000000 N N N N N N FANNIE MAE 3.23% 08/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410UK68 23711.98000000 PA USD 23878.14000000 0.003237112215 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.23000000 N N N N N N FANNIE MAE 4.038% 04/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404TAR4 45224.75000000 PA USD 45684.67000000 0.006193380361 Long ABS-MBS USGA US N 2 2034-04-01 Floating 4.03800000 N N N N N N FANNIE MAE 3.472% 04/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406M3E4 69055.18000000 PA USD 69905.89000000 0.009477003253 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.47200000 N N N N N N FANNIE MAE 2.757% 04/01/2044 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405AET6 7141.94000000 PA USD 7179.20000000 0.000973269945 Long ABS-MBS USGA US N 2 2044-04-01 Floating 2.75700000 N N N N N N FANNIE MAE 4.036% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406V5L6 274125.54000000 PA USD 281475.00000000 0.038159009074 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.03600000 N N N N N N FANNIE MAE 3.949% 05/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409ENJ6 74846.70000000 PA USD 78540.29000000 0.010647551785 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.94900000 N N N N N N FANNIE MAE 3.594% 07/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31419BA21 380539.83000000 PA USD 396380.05000000 0.053736459454 Long ABS-MBS USGA US N 2 2038-07-01 Floating 3.59400000 N N N N N N FANNIE MAE 3.55% 09/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410YNX8 110255.49000000 PA USD 110889.23000000 0.015033033604 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.55000000 N N N N N N FANNIE MAE 3.699% 03/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410KBW3 43274.00000000 PA USD 43644.91000000 0.005916854131 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.69900000 N N N N N N FANNIE MAE 2.145% 12/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31389AZ30 45853.93000000 PA USD 45437.38000000 0.006159855744 Long ABS-MBS USGA US N 2 2037-12-01 Floating 2.14500000 N N N N N N FANNIE MAE 3.405% 09/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31413EE43 438584.00000000 PA USD 445920.33000000 0.060452537238 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.40500000 N N N N N N FANNIE MAE 3.849% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407DUF0 4349.10000000 PA USD 4426.01000000 0.000600025422 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.84900000 N N N N N N FANNIE MAE 3.25% 05/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385HU59 20397.36000000 PA USD 20565.76000000 0.002788059410 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.25000000 N N N N N N FANNIE MAE 3.248% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404XRB2 155769.95000000 PA USD 161499.86000000 0.021894216620 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.24800000 N N N N N N FANNIE MAE 4.139% 06/01/2028 FNMA ARM B1V7KEBTPIMZEU4LTD58 31386CXW7 14503.95000000 PA USD 14615.72000000 0.001981424254 Long ABS-MBS USGA US N 2 2028-06-01 Floating 4.13900000 N N N N N N FANNIE MAE 3.68% 10/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405GX54 19586.67400000 PA USD 19790.61000000 0.002682973857 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.68000000 N N N N N N FANNIE MAE 3.735% 11/01/2042 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138ERGK0 604954.22000000 PA USD 631376.16000000 0.085594417334 Long ABS-MBS USGA US N 2 2042-11-01 Floating 3.73500000 N N N N N N FANNIE MAE 4.077% 08/01/2032 FN CMT+247;LC11.66 B1V7KEBTPIMZEU4LTD58 31385JPQ5 168052.60000000 PA USD 168746.16000000 0.022876583180 Long ABS-MBS USGA US N 2 2028-08-01 Floating 4.07700000 N N N N N N FANNIE MAE 3.769% 06/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31418MKA9 25632.97000000 PA USD 26304.35000000 0.003566028707 Long ABS-MBS USGA US N 2 2034-06-01 Floating 3.76900000 N N N N N N FANNIE MAE 4.116% 07/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409VJ20 141062.56000000 PA USD 142031.95000000 0.019254990563 Long ABS-MBS USGA US N 2 2036-07-01 Floating 4.11600000 N N N N N N FANNIE MAE 4.038% 09/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416B5H7 520558.55000000 PA USD 539475.82000000 0.073135669992 Long ABS-MBS USGA US N 2 2035-09-01 Floating 4.43800000 N N N N N N FANNIE MAE 3.441% 09/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416BWK0 58065.63000000 PA USD 58433.93000000 0.007921772324 Long ABS-MBS USGA US N 2 2038-09-01 Floating 3.44100000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.928% 03/01/2038 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128S5VZ4 959067.92000000 PA USD 981702.20000000 0.133087425734 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.92800000 N N N N N N FANNIE MAE 3.883% 04/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411UKA8 22565.07000000 PA USD 23621.82000000 0.003202363420 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.88300000 N N N N N N FANNIE MAE 4.31% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404X3H5 70810.96000000 PA USD 71555.88000000 0.009700689135 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.31000000 N N N N N N FANNIE MAE 3.681% 03/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31414R5F8 22303.96000000 PA USD 22493.86000000 0.003049448113 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.68100000 N N N N N N FANNIE MAE 4.20% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407EMV2 148541.21000000 PA USD 149081.01000000 0.020210617687 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.20000000 N N N N N N FANNIE MAE 3.752% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404ECQ7 107790.40000000 PA USD 108748.80000000 0.014742859742 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.75200000 N N N N N N FANNIE MAE 3.09% 12/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31408DXE9 13392.03000000 PA USD 13567.57000000 0.001839328632 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.09000000 N N N N N N FANNIE MAE 3.359% 09/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391A7F0 8749.34000000 PA USD 8812.47000000 0.001194689129 Long ABS-MBS USGA US N 2 2032-09-01 Floating 3.35900000 N N N N N N FANNIE MAE 3.347% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405PKE9 54493.35000000 PA USD 54934.59000000 0.007447373721 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.34700000 N N N N N N FANNIE MAE 3.468% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DR76 19486.64000000 PA USD 19625.97000000 0.002660653938 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.46800000 N N N N N N FANNIE MAE 3.547% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405YX22 43395.32000000 PA USD 43878.76000000 0.005948556713 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.54700000 N N N N N N FANNIE MAE 3.694% 08/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31367RYK2 1085.48000000 PA USD 1093.60000000 0.000148257189 Long ABS-MBS USGA US N 2 2022-08-01 Floating 3.69400000 N N N N N N FANNIE MAE 4.16% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RN54 486820.17000000 PA USD 488978.30000000 0.066289821075 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.16000000 N N N N N N FANNIE MAE 3.761% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410KWJ9 960357.69000000 PA USD 977560.23000000 0.132525907053 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.76100000 N N N N N N FANNIE MAE 2.957% 06/01/2040 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385Y2E4 109978.07000000 PA USD 110758.05000000 0.015015249791 Long ABS-MBS USGA US N 2 2040-06-01 Floating 2.95700000 N N N N N N FANNIE MAE 4.052% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401L4L4 3345.28000000 PA USD 3374.36000000 0.000457455311 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.05200000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.651% 04/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128QGFA5 875072.81000000 PA USD 894325.44000000 0.121241931187 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.65100000 N N N N N N FANNIE MAE 4.255% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DFP0 288419.68000000 PA USD 292737.17000000 0.039685799188 Long ABS-MBS USGA US N 2 2034-07-01 Floating 4.25500000 N N N N N N FANNIE MAE 2.836% 07/01/2021 FAR FNARM B1V7KEBTPIMZEU4LTD58 31365J5R9 2137.77000000 PA USD 2159.54000000 0.000292764566 Long ABS-MBS USGA US N 2 2021-07-01 Floating 2.83600000 N N N N N N FANNIE MAE 2.299% 07/01/2024 FN COFI+150;LC11.12 B1V7KEBTPIMZEU4LTD58 31373XBT7 62844.39000000 PA USD 62872.92000000 0.008523557420 Long ABS-MBS USGA US N 2 2024-07-01 Floating 2.29900000 N N N N N N FANNIE MAE 3.442% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402GT52 17612.18000000 PA USD 17842.24000000 0.002418837190 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.44200000 N N N N N N FANNIE MAE 3.68% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402JXS1 3927.98000000 PA USD 3958.98000000 0.000536711088 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.68000000 N N N N N N FANNIE MAE 3.713% 09/01/2024 FNMA ARM B1V7KEBTPIMZEU4LTD58 31373UJB4 2025.78000000 PA USD 2050.83000000 0.000278026967 Long ABS-MBS USGA US N 2 2024-09-01 Floating 3.71300000 N N N N N N FANNIE MAE 3.865% 03/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411RTJ7 16351.82000000 PA USD 16739.01000000 0.002269274480 Long ABS-MBS USGA US N 2 2037-03-01 Floating 3.86500000 N N N N N N FANNIE MAE 3.646% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EJN20 306539.74000000 PA USD 310324.10000000 0.042070024506 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.64600000 N N N N N N FANNIE MAE 3.427% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405JCV4 946697.82000000 PA USD 961784.78000000 0.130387260496 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.42700000 N N N N N N FANNIE MAE 3.527% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402YQW7 262075.75000000 PA USD 263744.41000000 0.035755308054 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.52700000 N N N N N N FANNIE MAE 3.73% 03/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400AP77 19041.45000000 PA USD 19199.35000000 0.002602817908 Long ABS-MBS USGA US N 2 2033-03-01 Floating 3.73000000 N N N N N N FANNIE MAE 3.666% 02/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411JZ58 89577.93000000 PA USD 93767.69000000 0.012711900288 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.66600000 N N N N N N FANNIE MAE 3.296% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31390WQV7 162361.65000000 PA USD 163761.55000000 0.022200829461 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.29600000 N N N N N N FANNIE MAE 4.265% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406CT32 30707.52000000 PA USD 30868.75000000 0.004184815388 Long ABS-MBS USGA US N 2 2035-01-01 Floating 4.26500000 N N N N N N FANNIE MAE 4.068% 05/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407AZX2 46616.67000000 PA USD 47050.12000000 0.006378491717 Long ABS-MBS USGA US N 2 2035-05-01 Floating 4.06800000 N N N N N N FANNIE MAE 3.621% 12/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416CBD7 44625.16000000 PA USD 46601.38000000 0.006317656922 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.62100000 N N N N N N FANNIE MAE 4.082% 06/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31378VKP4 6626.33000000 PA USD 6661.13000000 0.000903036220 Long ABS-MBS USGA US N 2 2027-06-01 Floating 4.08200000 N N N N N N FANNIE MAE 3.82% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406DJR8 19894.40000000 PA USD 20063.50000000 0.002719969015 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.82000000 N N N N N N FANNIE MAE 3.997% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406VJX5 707864.96000000 PA USD 715836.35000000 0.097044518255 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.99700000 N N N N N N FANNIE MAE 4.183% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401CXK4 8234.17000000 PA USD 8279.03000000 0.001122371723 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.18300000 N N N N N N FANNIE MAE 4.054% 03/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404FAR4 10596.05000000 PA USD 10677.35000000 0.001447507222 Long ABS-MBS USGA US N 2 2034-03-01 Floating 4.05400000 N N N N N N FANNIE MAE 3.52% 08/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410RM30 507004.22000000 PA USD 529419.04000000 0.071772292217 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.52000000 N N N N N N FANNIE MAE 3.35% 12/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403NPV3 171198.58000000 PA USD 172586.62000000 0.023397226747 Long ABS-MBS USGA US N 2 2033-12-01 Floating 3.35000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.904% 10/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128QS3L8 221493.96000000 PA USD 230969.97000000 0.031312142042 Long ABS-MBS USGA US N 2 2036-10-01 Floating 3.90400000 N N N N N N FANNIE MAE 3.369% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402T6W0 101812.53000000 PA USD 102624.27000000 0.013912569323 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.36900000 N N N N N N FANNIE MAE 3.372% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402TL45 214249.31000000 PA USD 216923.23000000 0.029407853280 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.37200000 N N N N N N FANNIE MAE 3.252% 01/01/2025 FNMA ARM B1V7KEBTPIMZEU4LTD58 31374KR91 1041.09000000 PA USD 1047.09000000 0.000141951920 Long ABS-MBS USGA US N 2 2025-01-01 Floating 3.25200000 N N N N N N FANNIE MAE 3.721% 08/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31418MVS8 1785967.72000000 PA USD 1854524.09000000 0.251414163176 Long ABS-MBS USGA US N 2 2038-08-01 Floating 3.72100000 N N N N N N FANNIE MAE 3.376% 08/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DQ36 776777.40000000 PA USD 810045.87000000 0.109816316562 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.37600000 N N N N N N FANNIE MAE 3.805% 07/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31384VJ60 4891.07000000 PA USD 4926.19000000 0.000667833835 Long ABS-MBS USGA US N 2 2028-07-01 Floating 3.80500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.863% 11/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S5FP4 1114772.42000000 PA USD 1165886.82000000 0.158056970405 Long ABS-MBS USGA US N 2 2037-11-01 Floating 3.86300000 N N N N N N FANNIE MAE 3.425% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406L3E6 37324.88000000 PA USD 37614.12000000 0.005099271858 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.42500000 N N N N N N FANNIE MAE 3.487% 12/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408BQB7 232644.33000000 PA USD 233888.90000000 0.031707855609 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.48700000 N N N N N N FANNIE MAE 3.48% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407LJN8 1087878.14000000 PA USD 1131581.19000000 0.153406223992 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.48000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.146% 06/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S5L51 5101061.41000000 PA USD 5372008.37000000 0.728272550463 Long ABS-MBS USGA US N 2 2037-06-01 Floating 4.14600000 N N N N N N FANNIE MAE 3.701% 03/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412SKY0 3100.40000000 PA USD 3157.52000000 0.000428058741 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.70100000 N N N N N N FANNIE MAE 3.422% 04/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406NBL7 40922.82000000 PA USD 42123.04000000 0.005710537225 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.42200000 N N N N N N FANNIE MAE 3.574% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404JLV5 176028.58000000 PA USD 183238.08000000 0.024841224114 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.57400000 N N N N N N FANNIE MAE 2.405% 07/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 313617NN8 1574.20000000 PA USD 1578.68000000 0.000214018525 Long ABS-MBS USGA US N 2 2027-07-01 Floating 2.40500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 2.5% FNI S6XOOCT0IEG5ABCC6L87 3133G8AX9 22785332.54000000 PA USD 24004697.59000000 3.254269378023 Long ABS-MBS USGA US N 2 2035-03-01 Fixed 2.50000000 N N N N N N FANNIE MAE 3.603% 02/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400CCD4 67733.85000000 PA USD 68260.08000000 0.009253884047 Long ABS-MBS USGA US N 2 2033-02-01 Floating 3.60300000 N N N N N N FANNIE MAE 4.08% 05/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407MWS0 7653.28000000 PA USD 7710.17000000 0.001045252498 Long ABS-MBS USGA US N 2 2035-05-01 Floating 4.08000000 N N N N N N FANNIE MAE 3.876% 05/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DNX3 58949.86000000 PA USD 59965.11000000 0.008129351369 Long ABS-MBS USGA US N 2 2038-05-01 Floating 3.87600000 N N N N N N FANNIE MAE 3.529% 02/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409ARH4 29504.93000000 PA USD 30581.43000000 0.004145863983 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.52900000 N N N N N N GOVT NATL MORTG ASSN 3.375% 03/20/2035 GNMA ARM 549300M8ZYFG0OCMTT87 36225DNG5 51213.17000000 PA USD 51733.07000000 0.007013349987 Long ABS-MBS USGA US N 2 2035-03-20 Floating 3.37500000 N N N N N N FANNIE MAE 3.389% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407X4W8 140089.68000000 PA USD 144108.39000000 0.019536489428 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.77400000 N N N N N N FANNIE MAE 2.145% 07/01/2027 FNMA ARM B1V7KEBTPIMZEU4LTD58 31378C4V1 13739.91000000 PA USD 13653.43000000 0.001850968502 Long ABS-MBS USGA US N 2 2027-07-01 Floating 2.14500000 N N N N N N FANNIE MAE 3.82% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400QX32 4940.59000000 PA USD 4983.49000000 0.000675601883 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.82000000 N N N N N N FANNIE MAE 3.437% 01/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406GEU9 1964.89000000 PA USD 1979.25000000 0.000268323008 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.43700000 N N N N N N FANNIE MAE 3.603% 10/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EPYD0 809815.33000000 PA USD 843221.87000000 0.114313921270 Long ABS-MBS USGA US N 2 2038-10-01 Floating 3.60300000 N N N N N N FANNIE MAE 3.401% 11/01/2042 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EKBE4 5419.04000000 PA USD 5458.23000000 0.000739961446 Long ABS-MBS USGA US N 2 2042-11-01 Floating 3.40100000 N N N N N N FANNIE MAE 3.706% 12/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31418M6F4 150361.66000000 PA USD 152072.86000000 0.020616216874 Long ABS-MBS USGA US N 2 2036-12-01 Floating 3.70600000 N N N N N N FANNIE MAE 3.58% 01/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31371WZW8 6005.84000000 PA USD 6033.56000000 0.000817957796 Long ABS-MBS USGA US N 2 2024-01-01 Floating 3.58000000 N N N N N N FANNIE MAE 4.083% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406PCX5 1101.27000000 PA USD 1108.72000000 0.000150306977 Long ABS-MBS USGA US N 2 2035-03-01 Floating 4.08300000 N N N N N N FANNIE MAE 4.25% 12/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 3136056A0 682.68000000 PA USD 681.45000000 0.000092382828 Long ABS-MBS USGA US N 2 2025-12-01 Floating 4.25000000 N N N N N N FANNIE MAE 3.609% 05/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402QZY0 8880.48000000 PA USD 9030.95000000 0.001224308030 Long ABS-MBS USGA US N 2 2038-05-01 Floating 3.60900000 N N N N N N FANNIE MAE 3.50% 09/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31419GJS4 192570.16000000 PA USD 193771.01000000 0.026269152603 Long ABS-MBS USGA US N 2 2040-09-01 Floating 3.50000000 N N N N N N FANNIE MAE 3.455% 11/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31380ACZ3 93.67000000 PA USD 94.68000000 0.000012835580 Long ABS-MBS USGA US N 2 2025-11-01 Floating 3.45500000 N N N N N N FANNIE MAE 3.422% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410FZH1 277512.12000000 PA USD 280050.10000000 0.037965838200 Long ABS-MBS USGA US N 2 2035-06-01 Floating 3.42200000 N N N N N N FANNIE MAE 3.345% 08/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404FPY3 41221.60000000 PA USD 41731.55000000 0.005657463700 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.34500000 N N N N N N FANNIE MAE 3.464% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400AM96 127100.60000000 PA USD 128144.77000000 0.017372333036 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.46400000 N N N N N N FANNIE MAE 3.889% 08/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403DQP7 22726.18500000 PA USD 22817.59000000 0.003093335549 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.88900000 N N N N N N FANNIE MAE 3.844% 05/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138ENEW5 3154209.16000000 PA USD 3288211.64000000 0.445776348916 Long ABS-MBS USGA US N 2 2038-05-01 Floating 4.17200000 N N N N N N FANNIE MAE 3.201% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374GRC3 17775.74000000 PA USD 17921.44000000 0.002429574177 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.20100000 N N N N N N FANNIE MAE 3.322% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405NLX1 3151.87000000 PA USD 3177.75000000 0.000430801282 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.32200000 N N N N N N FANNIE MAE 3.074% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406AZ62 24903.13000000 PA USD 25611.85000000 0.003472147851 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.07400000 N N N N N N FANNIE MAE 3.53% 10/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416BYL6 312476.03000000 PA USD 324532.51000000 0.043996230550 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.53000000 N N N N N N FANNIE MAE 3.716% 08/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 3138EHZ70 138684.38000000 PA USD 139574.48000000 0.018921836216 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.71600000 N N N N N N FANNIE MAE 4.18% 04/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374R2K8 24233.59000000 PA USD 24224.33000000 0.003284044509 Long ABS-MBS USGA US N 2 2025-04-01 Floating 4.18000000 N N N N N N FANNIE MAE 3.80% 01/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RHA0 7780.33000000 PA USD 7885.80000000 0.001069062310 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.80000000 N N N N N N FANNIE MAE 3.498% 09/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403CFP1 203910.65000000 PA USD 205667.68000000 0.027881960627 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.49800000 N N N N N N FANNIE MAE 3.54% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409UWM3 149121.03000000 PA USD 152049.30000000 0.020613022892 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.54000000 N N N N N N FANNIE MAE 3.313% 12/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404XJX3 16933.52000000 PA USD 17569.73000000 0.002381893548 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.68200000 N N N N N N FANNIE MAE 4.193% 08/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31412BTN2 23070.64000000 PA USD 23300.10000000 0.003158748476 Long ABS-MBS USGA US N 2 2036-08-01 Floating 4.19300000 N N N N N N FANNIE MAE 3.448% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402J4L8 235366.80000000 PA USD 237305.15000000 0.032170989865 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.44800000 N N N N N N FANNIE MAE 3.768% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31419AJH1 556208.40000000 PA USD 561659.34000000 0.076143045926 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.76800000 N N N N N N FANNIE MAE 3.604% 09/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410UXJ6 573956.81000000 PA USD 600566.83000000 0.081417657398 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.60400000 N N N N N N FANNIE MAE 3.689% 08/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31418WMU1 1088532.72000000 PA USD 1132634.57000000 0.153549028635 Long ABS-MBS USGA US N 2 2040-08-01 Floating 3.68900000 N N N N N N FANNIE MAE 3.825% 10/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410XDA1 45763.28000000 PA USD 48366.95000000 0.006557011755 Long ABS-MBS USGA US N 2 2036-10-01 Floating 3.82500000 N N N N N N FANNIE MAE 3.351% 10/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407PP28 5977.31000000 PA USD 6145.85000000 0.000833180729 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.35100000 N N N N N N FANNIE MAE 2.99% 11/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31389AZN6 55828.95000000 PA USD 56198.01000000 0.007618653072 Long ABS-MBS USGA US N 2 2036-11-01 Floating 2.99000000 N N N N N N FANNIE MAE 3.811% 03/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411GTW2 183687.57000000 PA USD 193547.20000000 0.026238811124 Long ABS-MBS USGA US N 2 2037-03-01 Floating 3.81100000 N N N N N N FANNIE MAE 3.071% 08/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391FFF0 70410.67000000 PA USD 70858.14000000 0.009606097903 Long ABS-MBS USGA US N 2 2027-08-01 Floating 3.07100000 N N N N N N FANNIE MAE 3.394% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405JE75 4949.79000000 PA USD 4981.82000000 0.000675375484 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.39400000 N N N N N N FANNIE MAE 3.554% 03/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400QSJ3 3826.45000000 PA USD 3859.65000000 0.000523245117 Long ABS-MBS USGA US N 2 2033-03-01 Floating 3.55400000 N N N N N N FANNIE MAE 3.478% 03/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404RUM7 22804.42000000 PA USD 23220.68000000 0.003147981663 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.47800000 N N N N N N FANNIE MAE 4.372% 06/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404V6Z6 44639.64000000 PA USD 44932.83000000 0.006091454899 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.37200000 N N N N N N FANNIE MAE 3.238% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404XJP0 29777.77000000 PA USD 30021.00000000 0.004069887597 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.23800000 N N N N N N FANNIE MAE 4.275% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404ULA6 45380.09000000 PA USD 45626.52000000 0.006185497080 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.27500000 N N N N N N FANNIE MAE 3.664% 12/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411EME4 12007.98000000 PA USD 12511.19000000 0.001696117284 Long ABS-MBS USGA US N 2 2036-12-01 Floating 3.66400000 N N N N N N FANNIE MAE 5.00% 04/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31360FC45 305.26000000 PA USD 305.59000000 0.000041428231 Long ABS-MBS USGA US N 2 2024-04-01 Floating 5.00000000 N N N N N N FANNIE MAE 3.699% 09/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DVU0 20905.96000000 PA USD 21832.92000000 0.002959845785 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.69900000 N N N N N N FANNIE MAE 3.028% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405PAH3 3846.39000000 PA USD 3898.25000000 0.000528478042 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.02800000 N N N N N N FANNIE MAE 4.311% 06/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401MHB0 8716.01000000 PA USD 8756.44000000 0.001187093253 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.31100000 N N N N N N FANNIE MAE 4.23% 09/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411VEC9 8535.09000000 PA USD 8577.54000000 0.001162840133 Long ABS-MBS USGA US N 2 2037-09-01 Floating 4.23000000 N N N N N N FANNIE MAE 3.469% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400ANG9 27775.82000000 PA USD 27975.56000000 0.003792591341 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.46900000 N N N N N N FANNIE MAE 3.959% FAR B1V7KEBTPIMZEU4LTD58 3140JA4Y1 7848716.97000000 PA USD 8199501.17000000 1.111590157407 Long ABS-MBS USGA US N 2 2042-07-01 Floating 3.95900000 N N N N N N FANNIE MAE 3.687% 09/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EPX74 2104244.07000000 PA USD 2189371.77000000 0.296808800923 Long ABS-MBS USGA US N 2 2037-09-01 Floating 4.12600000 N N N N N N FANNIE MAE 3.403% 01/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403VLC1 11921.38000000 PA USD 12004.07000000 0.001627368029 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.40300000 N N N N N N FANNIE MAE 3.447% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407WSP9 108867.19000000 PA USD 110824.74000000 0.015024290822 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.44700000 N N N N N N FANNIE MAE 3.476% 10/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405TJL7 22973.66000000 PA USD 23114.54000000 0.003133592474 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.47600000 N N N N N N FANNIE MAE 3.269% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RPT0 60606.47000000 PA USD 61258.69000000 0.008304719451 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.26900000 N N N N N N FANNIE MAE 3.125% 02/01/2022 FNMA ARM B1V7KEBTPIMZEU4LTD58 31366RC76 7400.19000000 PA USD 7473.58000000 0.001013178460 Long ABS-MBS USGA US N 2 2022-02-01 Floating 3.12500000 N N N N N N FANNIE MAE 3.365% 11/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409VJH7 157946.10900000 PA USD 158874.72000000 0.021538331582 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.36500000 N N N N N N FANNIE MAE 3.772% 02/01/2031 FN CMT+202;LC10.77 B1V7KEBTPIMZEU4LTD58 31391RYS5 36287.75000000 PA USD 36668.50000000 0.004971076025 Long ABS-MBS USGA US N 2 2031-02-01 Floating 3.77200000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.654% 11/01/2041 FHA FHARM S6XOOCT0IEG5ABCC6L87 31300MMM2 925539.91000000 PA USD 942693.42000000 0.127799082578 Long ABS-MBS USGA US N 2 2041-11-01 Floating 3.65400000 N N N N N N FANNIE MAE 3.42% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406DG67 34357.14000000 PA USD 35673.02000000 0.004836120770 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.42000000 N N N N N N FANNIE MAE 3.364% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407XY88 443255.69000000 PA USD 447008.75000000 0.060600092185 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.36400000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.555% 11/01/2035 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128JRJB3 528743.40000000 PA USD 552062.40000000 0.074842007750 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.55500000 N N N N N N FANNIE MAE 3.197% 04/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406N6M1 5290.80000000 PA USD 5349.73000000 0.000725252315 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.19700000 N N N N N N FANNIE MAE 3.935% 02/01/2025 FNMA ARM B1V7KEBTPIMZEU4LTD58 31373YMM8 1737.89000000 PA USD 1757.85000000 0.000238308247 Long ABS-MBS USGA US N 2 2025-02-01 Floating 3.93500000 N N N N N N FANNIE MAE 3.441% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DNA4 1611.78000000 PA USD 1644.59000000 0.000222953813 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.44100000 N N N N N N FANNIE MAE 3.385% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405DUD7 989.93000000 PA USD 995.92000000 0.000135014904 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.38500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.722% 05/01/2038 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128S6AS1 1412501.39000000 PA USD 1471362.29000000 0.199469675732 Long ABS-MBS USGA US N 2 2038-05-01 Floating 4.36600000 N N N N N N FANNIE MAE 3.51% 04/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405T5A6 109278.03000000 PA USD 110161.57000000 0.014934386177 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.51000000 N N N N N N FANNIE MAE 3.653% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414CNW4 18365.50000000 PA USD 18765.28000000 0.002543971897 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.65300000 N N N N N N FANNIE MAE 3.481% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RTR0 75235.70000000 PA USD 76906.49000000 0.010426060750 Long ABS-MBS USGA US N 2 2035-09-01 Floating 4.20800000 N N N N N N FANNIE MAE 3.40% 02/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409AK81 4568.78000000 PA USD 4603.08000000 0.000624030452 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.40000000 N N N N N N FANNIE MAE 3.926% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409XXB0 154463.51000000 PA USD 160708.91000000 0.021786989093 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.92600000 N N N N N N FANNIE MAE 3.38% 04/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404GNH0 10585.14000000 PA USD 10687.92000000 0.001448940176 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.38000000 N N N N N N FANNIE MAE 3.171% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405NLW3 1144.97000000 PA USD 1152.61000000 0.000156257058 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.17100000 N N N N N N FANNIE MAE 3.969% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406VWF9 883270.32000000 PA USD 899459.30000000 0.121937918434 Long ABS-MBS USGA US N 2 2035-06-01 Floating 3.96900000 N N N N N N FANNIE MAE 3.776% 10/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138ETMY9 2875230.80000000 PA USD 2994415.64000000 0.405947006238 Long ABS-MBS USGA US N 2 2038-10-01 Floating 3.77600000 N N N N N N FANNIE MAE 4.16% 03/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400Q2Z5 11014.89000000 PA USD 11119.64000000 0.001507467603 Long ABS-MBS USGA US N 2 2033-03-01 Floating 4.16000000 N N N N N N FANNIE MAE 4.317% 01/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31376RFH9 38814.90000000 PA USD 39013.77000000 0.005289019641 Long ABS-MBS USGA US N 2 2026-01-01 Floating 4.31700000 N N N N N N FANNIE MAE 3.653% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407UMR5 179867.11000000 PA USD 188762.06000000 0.025590099158 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.65300000 N N N N N N FANNIE MAE 3.331% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402VZW3 15113.01000000 PA USD 15378.53000000 0.002084836897 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.33100000 N N N N N N FANNIE MAE 3.047% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406RA70 16252.62000000 PA USD 16382.97000000 0.002221006842 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.04700000 N N N N N N FANNIE MAE 2.816% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402XWP7 68279.63000000 PA USD 68586.08000000 0.009298079222 Long ABS-MBS USGA US N 2 2033-10-01 Floating 2.81600000 N N N N N N FANNIE MAE 4.003% 10/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 3140J52J7 5804060.79000000 PA USD 6048530.67000000 0.819987340711 Long ABS-MBS USGA US N 2 2038-10-01 Floating 4.44900000 N N N N N N FANNIE MAE 4.50% 10/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403JRR9 40284.78000000 PA USD 40756.19000000 0.005525236074 Long ABS-MBS USGA US N 2 2033-10-01 Floating 4.50000000 N N N N N N FANNIE MAE 3.118% 09/01/2023 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GQ89 29286.90000000 PA USD 29621.66000000 0.004015749863 Long ABS-MBS USGA US N 2 2023-09-01 Floating 3.11800000 N N N N N N FANNIE MAE 4.302% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402REK1 4278.70000000 PA USD 4533.16000000 0.000614551535 Long ABS-MBS USGA US N 2 2035-05-01 Floating 4.30200000 N N N N N N FANNIE MAE 3.751% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401PEJ9 23042.73000000 PA USD 23241.02000000 0.003150739117 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.75100000 N N N N N N FANNIE MAE 3.898% 04/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DTT6 14451.24000000 PA USD 14729.83000000 0.001996893921 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.89800000 N N N N N N FANNIE MAE 3.475% 11/01/2025 FNMA ARM B1V7KEBTPIMZEU4LTD58 31375JDP2 26186.88000000 PA USD 26506.67000000 0.003593456829 Long ABS-MBS USGA US N 2 2025-11-01 Floating 3.47500000 N N N N N N FANNIE MAE 4.18% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409XWT2 993590.49000000 PA USD 1041805.38000000 0.141235494981 Long ABS-MBS USGA US N 2 2036-04-01 Floating 4.18000000 N N N N N N FANNIE MAE 2.792% 08/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31413NJ63 99406.79000000 PA USD 98945.06000000 0.013413786099 Long ABS-MBS USGA US N 2 2037-08-01 Floating 2.79200000 N N N N N N FANNIE MAE 3.475% 11/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31388RP68 32036.04000000 PA USD 32230.12000000 0.004369373626 Long ABS-MBS USGA US N 2 2032-11-01 Floating 3.47500000 N N N N N N FANNIE MAE 3.50% 10/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403LLM1 13913.30000000 PA USD 14002.26000000 0.001898258695 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.50000000 N N N N N N FANNIE MAE 4.107% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406C6X1 82707.32000000 PA USD 86228.50000000 0.011689827210 Long ABS-MBS USGA US N 2 2033-08-01 Floating 4.10700000 N N N N N N FANNIE MAE 2.145% 10/01/2020 FAR FNARM B1V7KEBTPIMZEU4LTD58 313635QP2 258.74000000 PA USD 258.65000000 0.000035064668 Long ABS-MBS USGA US N 2 2020-10-01 Floating 2.14500000 N N N N N N FANNIE MAE 4.245% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405XXV0 93409.06000000 PA USD 94121.37000000 0.012759847986 Long ABS-MBS USGA US N 2 2035-01-01 Floating 4.24500000 N N N N N N FANNIE MAE 3.416% 12/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31378JZY6 5313.34000000 PA USD 5365.69000000 0.000727415981 Long ABS-MBS USGA US N 2 2022-12-01 Floating 3.41600000 N N N N N N FANNIE MAE 3.312% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409WCD1 122743.26000000 PA USD 127225.37000000 0.017247691796 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.31200000 N N N N N N FANNIE MAE 3.473% 12/01/2027 FNMA ARM B1V7KEBTPIMZEU4LTD58 31379LCK5 9338.96000000 PA USD 9454.79000000 0.001281767181 Long ABS-MBS USGA US N 2 2027-12-01 Floating 3.47300000 N N N N N N FANNIE MAE 3.495% 03/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RTY5 4657.10000000 PA USD 4716.60000000 0.000639420133 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.49500000 N N N N N N FANNIE MAE 4.08% 06/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DB25 19294.27000000 PA USD 20224.04000000 0.002741733105 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.08000000 N N N N N N FANNIE MAE 3.25% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405UTZ2 4891.57000000 PA USD 4940.52000000 0.000669776525 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.25000000 N N N N N N FANNIE MAE 3.362% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XUU9 6269.55000000 PA USD 6286.44000000 0.000852240238 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.36200000 N N N N N N FANNIE MAE 3.517% 01/01/2025 FNMA ARM B1V7KEBTPIMZEU4LTD58 31381DAS4 2623.13000000 PA USD 2641.28000000 0.000358073105 Long ABS-MBS USGA US N 2 2025-01-01 Floating 3.51700000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.813% 06/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128JR6K7 480916.74000000 PA USD 503148.12000000 0.068210795548 Long ABS-MBS USGA US N 2 2037-06-01 Floating 3.81300000 N N N N N N FANNIE MAE 3.287% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405RXF8 17171.03000000 PA USD 17309.11000000 0.002346561810 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.28700000 N N N N N N FANNIE MAE 3.277% 01/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403VTK5 5299.18000000 PA USD 5332.53000000 0.000722920545 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.27700000 N N N N N N FANNIE MAE 3.905% 02/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409VAS2 947389.71000000 PA USD 992913.28000000 0.134607289678 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.90500000 N N N N N N FANNIE MAE 3.556% 09/01/2023 FAR FNARM B1V7KEBTPIMZEU4LTD58 31369LMA8 23579.53000000 PA USD 23777.63000000 0.003223486273 Long ABS-MBS USGA US N 2 2023-09-01 Floating 3.55600000 N N N N N N FANNIE MAE 3.492% 09/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31412SV93 9568.57000000 PA USD 9645.63000000 0.001307638982 Long ABS-MBS USGA US N 2 2038-09-01 Floating 3.49200000 N N N N N N GOVT NATL MORTG ASSN 2.625% 05/20/2034 GNMA ARM 549300M8ZYFG0OCMTT87 36225DAS3 31009.69000000 PA USD 32145.10000000 0.004357847633 Long ABS-MBS USGA US N 2 2034-05-20 Floating 2.62500000 N N N N N N FANNIE MAE 4.20% 05/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31372U4Q8 6772.70000000 PA USD 6776.79000000 0.000918716017 Long ABS-MBS USGA US N 2 2024-05-01 Floating 4.20000000 N N N N N N FANNIE MAE 3.434% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407YRJ0 196330.94000000 PA USD 202145.76000000 0.027404500898 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.79000000 N N N N N N FANNIE MAE 3.956% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401CU76 14283.14000000 PA USD 14404.52000000 0.001952792288 Long ABS-MBS USGA US N 2 2033-05-01 Floating 3.95600000 N N N N N N FANNIE MAE 4.007% 03/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411S6V3 935578.92000000 PA USD 951874.53000000 0.129043747503 Long ABS-MBS USGA US N 2 2037-03-01 Floating 4.00700000 N N N N N N FANNIE MAE 3.45% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405RNC6 30942.30000000 PA USD 31541.20000000 0.004275978104 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.45000000 N N N N N N FANNIE MAE 3.726% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406BUM0 32036.90000000 PA USD 32264.43000000 0.004374024965 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.72600000 N N N N N N FANNIE MAE 3.763% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406MA71 18831.80000000 PA USD 19088.25000000 0.002587756301 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.76300000 N N N N N N FANNIE MAE 3.505% 07/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XSL2 11347.22000000 PA USD 11434.83000000 0.001550197288 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.50500000 N N N N N N FANNIE MAE 3.672% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407BWF2 53940.00000000 PA USD 54324.61000000 0.007364679939 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.67200000 N N N N N N FANNIE MAE 4.094% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406L5A2 72776.62000000 PA USD 73584.94000000 0.009975764786 Long ABS-MBS USGA US N 2 2036-05-01 Floating 4.09400000 N N N N N N FANNIE MAE 4.451% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402A5N2 104289.85000000 PA USD 105051.24000000 0.014241588846 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.45100000 N N N N N N FANNIE MAE 2.702% 08/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31418MBE1 2250797.13000000 PA USD 2223413.91000000 0.301423826517 Long ABS-MBS USGA US N 2 2037-08-01 Floating 2.80300000 N N N N N N FANNIE MAE 3.773% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405WSY2 18730.92000000 PA USD 18880.13000000 0.002559541884 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.77300000 N N N N N N FANNIE MAE 3.468% 01/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404GV40 2767.97000000 PA USD 2880.25000000 0.000390469796 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.46800000 N N N N N N FANNIE MAE 3.628% 05/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DNC0 543.54000000 PA USD 554.84000000 0.000075218561 Long ABS-MBS USGA US N 2 2033-05-01 Floating 3.62800000 N N N N N N FANNIE MAE 4.213% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402KFH2 154212.51000000 PA USD 155403.43000000 0.021067735662 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.21300000 N N N N N N FANNIE MAE 3.581% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409JSM3 76561.03000000 PA USD 77403.39000000 0.010493424501 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.58100000 N N N N N N FANNIE MAE 3.541% 04/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411Y3V3 12165.24000000 PA USD 12265.04000000 0.001662747216 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.54100000 N N N N N N FANNIE MAE 3.325% 09/01/2021 FAR FNARM B1V7KEBTPIMZEU4LTD58 31365LVQ7 613.34000000 PA USD 616.18000000 0.000083534303 Long ABS-MBS USGA US N 2 2021-09-01 Floating 3.32500000 N N N N N N FANNIE MAE 3.862% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407HD37 456190.20000000 PA USD 474593.04000000 0.064339639826 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.86200000 N N N N N N FANNIE MAE 3.663% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401MUQ2 95459.92000000 PA USD 96795.22000000 0.013122336542 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.66300000 N N N N N N FANNIE MAE 3.703% 03/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400H5W9 91275.32000000 PA USD 92049.75000000 0.012479002560 Long ABS-MBS USGA US N 2 2033-03-01 Floating 3.70300000 N N N N N N FANNIE MAE 3.725% 06/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405QDU9 62600.49200000 PA USD 63138.80000000 0.008559602245 Long ABS-MBS USGA US N 2 2034-06-01 Floating 3.72500000 N N N N N N FANNIE MAE 3.252% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405N7D1 47231.61000000 PA USD 48727.27000000 0.006605859625 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.25200000 N N N N N N FANNIE MAE 3.242% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407KRF8 199217.13000000 PA USD 205757.65000000 0.027894157682 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.24200000 N N N N N N FANNIE MAE 3.75% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406RKF1 547505.09000000 PA USD 556686.51000000 0.075468889198 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.75000000 N N N N N N FANNIE MAE 3.517% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385WZK8 25591.44000000 PA USD 25756.54000000 0.003491763188 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.80700000 N N N N N N FANNIE MAE 4.345% 05/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410KFR0 77696.24000000 PA USD 78455.06000000 0.010635997323 Long ABS-MBS USGA US N 2 2038-05-01 Floating 4.34500000 N N N N N N GINNIE MAE N/A 3617K8RA8 236937.71000000 PA USD 236937.71000000 0.032121176751 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 236937.71450785 USD 241676.47077249 USD ADAS N N N U S TREASURY NOTE N/A 912828Y87 22743446.90000000 PA USD 22743446.90000000 3.083284116363 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 22743446.89929940 USD 23204083.38875240 USD UST N N N U S TREASURY NOTE N/A 912796TD1 848796.86000000 PA USD 848796.86000000 0.115069711638 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 848796.85682563 USD 865773.39608459 USD UST N N N U S TREASURY NOTE N/A 9128285H9 2184810.04000000 PA USD 2184810.04000000 0.296190376209 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 2184810.03871478 USD 2228507.78935717 USD UST N N N GINNIE MAE N/A 3617HXQ83 60263.99000000 PA USD 60263.99000000 0.008169869939 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 60263.99301951 USD 61469.27338210 USD ADAS N N N U S TREASURY NOTE N/A 9128283Q1 1195298.08000000 PA USD 1195298.08000000 0.162044196756 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 1195298.08440890 USD 1219204.89402176 USD UST N N N GINNIE MAE N/A 36179UGC0 2330757.06000000 PA USD 2330757.06000000 0.315976125070 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 2330757.06281302 USD 2377372.22349226 USD ADAS N N N GINNIE MAE N/A 3617N3VR4 101254.86000000 PA USD 101254.86000000 0.013726921117 Short RA CORP US N 2 Repurchase Y 0.00027655 2020-05-01 101254.85573646 USD 103279.95369498 USD ADAS N N N 2020-05-30 Robert Kubilis Robert Kubilis Robert Kubilis Chief Financial Officer, Chief Accounting Officer and Treasurer