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0.008998981041 Long ABS-MBS USGA US N 2 2041-11-01 Floating 3.50000000 N N N N N N FANNIE MAE 3.476% 10/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405TJL7 23603.34000000 PA USD 23750.13000000 0.003395227164 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.47600000 N N N N N N FANNIE MAE 3.809% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31408JAX9 4131.91000000 PA USD 4333.31000000 0.000619473317 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.80900000 N N N N N N FANNIE MAE 2.064% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31373KHT9 815593.72000000 PA USD 812917.93000000 0.116211618130 Long ABS-MBS USGA US N 2 2034-09-01 Floating 2.06400000 N N N N N N FANNIE MAE 3.085% 02/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406WNX8 31340.76000000 PA USD 32142.98000000 0.004595036693 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.08500000 N N N N N N FANNIE MAE 3.752% 02/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410FXX8 13075.48000000 PA USD 13503.53000000 0.001930412670 Long ABS-MBS USGA US N 2 2035-02-01 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0.011932715730 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.89800000 N N N N N N FANNIE MAE 3.517% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402LLN0 82595.56000000 PA USD 86156.92000000 0.012316661641 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.51700000 N N N N N N FANNIE MAE 4.20% 05/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31372U4Q8 7563.93000000 PA USD 7621.20000000 0.001089497415 Long ABS-MBS USGA US N 2 2024-05-01 Floating 4.20000000 N N N N N N FANNIE MAE 4.28% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406WEE0 282228.00000000 PA USD 291944.79000000 0.041735303403 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.28000000 N N N N N N FANNIE MAE 3.579% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403VYY9 332940.50000000 PA USD 346972.33000000 0.049601828705 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.57900000 N N N N N N FANNIE MAE 3.953% 05/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410SCZ8 1633829.65000000 PA USD 1696530.90000000 0.242529527054 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.95300000 N N N N N N FANNIE MAE 3.865% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404GPK1 103762.10000000 PA USD 108789.43000000 0.015552118152 Long ABS-MBS USGA US N 2 2034-05-01 Floating 3.86500000 N N N N N N FANNIE MAE 3.368% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405X5R0 88437.13000000 PA USD 92867.89000000 0.013276036080 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.36800000 N N N N N N FANNIE MAE 3.55% 08/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410RM48 711022.59000000 PA USD 751328.04000000 0.107406964532 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.55000000 N N N N N N FANNIE MAE 3.681% 03/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31414R5F8 22684.69000000 PA USD 23577.57000000 0.003370558650 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.68100000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.828% 11/01/2035 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128JR3X2 2285035.97000000 PA USD 2402107.02000000 0.343395973214 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.82800000 N N N 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B1V7KEBTPIMZEU4LTD58 31403DPE3 45833.41000000 PA USD 47425.99000000 0.006779836974 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.43100000 N N N N N N FANNIE MAE 3.631% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391T3Z9 80926.87000000 PA USD 84689.52000000 0.012106887786 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.63100000 N N N N N N FANNIE MAE 3.873% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385WVN6 27835.45000000 PA USD 29236.53000000 0.004179541789 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.87300000 N N N N N N FANNIE MAE 3.17% 10/01/2024 FNMA ARM B1V7KEBTPIMZEU4LTD58 31375AEU9 1461.12000000 PA USD 1478.22000000 0.000211320641 Long ABS-MBS USGA US N 2 2024-10-01 Floating 3.17000000 N N N N N N FANNIE MAE 3.169% 09/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31388G7J4 72872.70000000 PA USD 75915.56000000 0.010852596237 Long ABS-MBS USGA US N 2 2032-09-01 Floating 3.16900000 N N N N N N FANNIE MAE 3.858% 09/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416CL61 2316.17000000 PA USD 2429.97000000 0.000347379157 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.85800000 N N N N N N FANNIE MAE 3.475% 08/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407KHE2 4815.64000000 PA USD 4996.45000000 0.000714273259 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.47500000 N N N N N N FANNIE MAE 3.293% 09/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405WHT5 80446.42000000 PA USD 84379.91000000 0.012062627132 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.29300000 N N N N N N FANNIE MAE 3.545% 12/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31368QT52 2619.72000000 PA USD 2640.81000000 0.000377520032 Long ABS-MBS USGA US N 2 2022-12-01 Floating 3.54500000 N N N N N N FANNIE MAE 3.029% 12/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31373XC90 2346.61000000 PA USD 2363.18000000 0.000337831116 Long ABS-MBS USGA US N 2 2024-12-01 Floating 3.02900000 N N N N N N FANNIE MAE 3.252% 01/01/2025 FNMA ARM B1V7KEBTPIMZEU4LTD58 31374KR91 1291.62000000 PA USD 1305.10000000 0.000186572072 Long ABS-MBS USGA US N 2 2025-01-01 Floating 3.25200000 N N N N N N FANNIE MAE 2.757% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406DAD8 125493.34000000 PA USD 128312.33000000 0.018343036787 Long ABS-MBS USGA US N 2 2034-10-01 Floating 2.75700000 N N N N N N FANNIE MAE 3.985% 05/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401D6G1 9677.57000000 PA USD 10153.11000000 0.001451449523 Long ABS-MBS USGA US N 2 2033-05-01 Floating 3.98500000 N N N N N N FANNIE MAE 3.713% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410MHD5 1812714.72000000 PA USD 1881239.69000000 0.268934784678 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.71300000 N N N N N N FANNIE MAE 4.089% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404Q3F4 93253.05000000 PA USD 96833.53000000 0.013842948710 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.08900000 N N N N N N FANNIE MAE 2.757% 04/01/2044 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405AEW9 81267.74000000 PA USD 82975.28000000 0.011861826634 Long ABS-MBS USGA US N 2 2044-04-01 Floating 2.75700000 N N N N N N FANNIE MAE 3.939% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412ECK0 1258967.35000000 PA USD 1329656.44000000 0.190082566452 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.93900000 N N N N N N FANNIE MAE 3.582% 01/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403VWN5 112423.16000000 PA USD 116836.32000000 0.016702470572 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.58200000 N N N N N N FANNIE MAE 3.598% 02/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DC49 499734.19000000 PA USD 524077.34000000 0.074920079209 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.59800000 N N N N N N FANNIE MAE 3.527% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403YGW7 8141.71000000 PA USD 8347.81000000 0.001193370784 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.52700000 N N N N N N FANNIE MAE 3.903% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406VHE9 710357.06000000 PA USD 744889.03000000 0.106486468447 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.90300000 N N N N N N FANNIE MAE 3.892% 04/01/2034 FNMA ARM 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2036-07-01 Floating 4.37000000 N N N N N N FANNIE MAE 3.35% 04/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RD89 1343662.13000000 PA USD 1394357.87000000 0.199332033831 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.35000000 N N N N N N FANNIE MAE 4.193% 06/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404UQ60 6144.21000000 PA USD 6477.04000000 0.000925932706 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.19300000 N N N N N N FANNIE MAE 3.071% 08/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391FFF0 74542.48000000 PA USD 75924.13000000 0.010853821372 Long ABS-MBS USGA US N 2 2027-08-01 Floating 3.07100000 N N N N N N FANNIE MAE 3.726% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407BVH9 199354.92000000 PA USD 209410.32000000 0.029936493269 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.72600000 N N N N N N FANNIE MAE 4.02% 08/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XMD6 17451.35000000 PA USD 18275.34000000 0.002612572259 Long ABS-MBS USGA US N 2 2033-08-01 Floating 4.02000000 N N N N N N FANNIE 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FAR FNARM B1V7KEBTPIMZEU4LTD58 31365DEV3 189.94000000 PA USD 191.74000000 0.000027410412 Long ABS-MBS USGA US N 2 2022-08-01 Floating 3.18400000 N N N N N N FANNIE MAE 3.491% 12/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391JKL3 10534.47000000 PA USD 10981.39000000 0.001569857244 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.49100000 N N N N N N FANNIE MAE 3.619% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403Q5H9 2030.67000000 PA USD 2098.33000000 0.000299969179 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.61900000 N N N N N N FANNIE MAE 3.262% 07/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404YDK5 4985.49000000 PA USD 5077.82000000 0.000725905601 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.26200000 N N N N N N FANNIE MAE 3.987% 06/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 3138EGMF8 951248.97000000 PA USD 1001207.99000000 0.143128840328 Long ABS-MBS USGA US N 2 2036-06-01 Floating 3.98700000 N N N N N N FANNIE MAE 3.57% 02/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404GZJ3 109982.00000000 PA 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FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RN39 6757.97000000 PA USD 7120.39000000 0.001017903546 Long ABS-MBS USGA US N 2 2035-08-01 Floating 4.19400000 N N N N N N FANNIE MAE 3.988% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400WR77 108934.45000000 PA USD 114289.03000000 0.016338319799 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.98800000 N N N N N N FANNIE MAE 3.545% 10/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410QQR5 9768.11000000 PA USD 10007.15000000 0.001430583643 Long ABS-MBS USGA US N 2 2036-10-01 Floating 3.54500000 N N N N N N FANNIE MAE 3.726% 02/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400BWB8 25132.90000000 PA USD 26345.32000000 0.003766225536 Long ABS-MBS USGA US N 2 2033-02-01 Floating 3.72600000 N N N N N N FANNIE MAE 2.066% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31389AY80 19474.42000000 PA USD 19242.55000000 0.002750840878 Long ABS-MBS USGA US N 2 2033-05-01 Floating 2.06600000 N N N N N N FANNIE MAE 4.045% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407GYA0 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ABS-MBS USGA US N 2 2029-08-01 Floating 3.45100000 N N N N N N FANNIE MAE 4.341% 06/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401HT44 25050.49000000 PA USD 25845.99000000 0.003694843242 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.34100000 N N N N N N FANNIE MAE 3.193% 09/01/2023 FAR FNARM B1V7KEBTPIMZEU4LTD58 31368HA29 5956.51000000 PA USD 6022.84000000 0.000861002022 Long ABS-MBS USGA US N 2 2023-09-01 Floating 3.19300000 N N N N N N FANNIE MAE 4.257% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407AAJ0 718033.36000000 PA USD 752610.63000000 0.107590318661 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.25700000 N N N N N N FANNIE MAE 4.046% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31381JFR8 117169.95000000 PA USD 120402.41000000 0.017212265071 Long ABS-MBS USGA US N 2 2034-11-01 Floating 4.62500000 N N N N N N FANNIE MAE 3.571% 08/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402CXQ0 1941.42000000 PA USD 2060.91000000 0.000294619760 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.57100000 N N 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8351.07000000 PA USD 8580.07000000 0.001226573780 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.19700000 N N N N N N FANNIE MAE 3.596% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404EAC0 56665.29000000 PA USD 59020.06000000 0.008437280593 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.59600000 N N N N N N FANNIE MAE 3.405% 08/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401D3Z2 7851.35000000 PA USD 8250.35000000 0.001179438278 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.40500000 N N N N N N FANNIE MAE 3.694% 02/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400BWF9 12704.84000000 PA USD 13344.88000000 0.001907732676 Long ABS-MBS USGA US N 2 2033-02-01 Floating 3.69400000 N N N N N N FANNIE MAE 3.415% 05/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EGEK6 472145.17000000 PA USD 493292.15000000 0.070519146948 Long ABS-MBS USGA US N 2 2039-05-01 Floating 3.41500000 N N N N N N FANNIE MAE 3.474% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408AMN7 176383.26000000 PA USD 185192.49000000 0.026474405514 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.47400000 N N N N N N FANNIE MAE 3.711% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410MHB9 576170.78000000 PA USD 597413.21000000 0.085403892895 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.71100000 N N N N N N FANNIE MAE 5.00% 04/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31360FC45 339.86000000 PA USD 341.38000000 0.000048802370 Long ABS-MBS USGA US N 2 2024-04-01 Floating 5.00000000 N N N N N N FANNIE MAE 4.115% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402A5X0 75978.87000000 PA USD 80127.07000000 0.011454657496 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.11500000 N N N N N N FANNIE MAE 4.525% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406YGD6 88674.20000000 PA USD 92907.73000000 0.013281731453 Long ABS-MBS USGA US N 2 2035-05-01 Floating 4.52500000 N N N N N N FANNIE MAE 2.145% 11/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386G7J6 18683.30000000 PA USD 18473.26000000 0.002640866140 Long ABS-MBS USGA US N 2 2040-11-01 Floating 2.14500000 N N N N N N FANNIE MAE 3.653% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414CNW4 22221.03000000 PA USD 22910.81000000 0.003275241207 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.65300000 N N N N N N FANNIE MAE 3.339% 03/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410KBX1 134919.57000000 PA USD 138457.57000000 0.019793361246 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.33900000 N N N N N N FANNIE MAE 3.837% 03/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400QTZ6 57207.10000000 PA USD 59498.11000000 0.008505620781 Long ABS-MBS USGA US N 2 2033-03-01 Floating 3.83700000 N N N N N N FANNIE MAE 3.969% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406VWF9 902795.26000000 PA USD 939095.29000000 0.134249447824 Long ABS-MBS USGA US N 2 2035-06-01 Floating 3.96900000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.651% 08/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 31300LLX1 557963.32000000 PA USD 586962.94000000 0.083909962522 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.65100000 N N N N N N FANNIE MAE 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0.001897965912 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.16900000 N N N N N N FANNIE MAE 3.625% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404DTR9 581.54000000 PA USD 597.05000000 0.000085351969 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.62500000 N N N N N N FANNIE MAE 3.504% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406UUZ9 2206707.18000000 PA USD 2286856.42000000 0.326920191069 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.50400000 N N N N N N FANNIE MAE 3.20% 04/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411UQN4 69914.65500000 PA USD 72156.95000000 0.010315279820 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.20000000 N N N N N N FANNIE MAE 3.62% 02/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416B5R5 162216.26000000 PA USD 170836.83000000 0.024422175619 Long ABS-MBS USGA US N 2 2039-02-01 Floating 3.62000000 N N N N N N FANNIE MAE 3.391% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405UMM8 11361.96000000 PA USD 11841.23000000 0.001692776660 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.39100000 N N N N N N FANNIE MAE 3.339% 01/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402QX48 4120.47000000 PA USD 4312.78000000 0.000616538427 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.33900000 N N N N N N FANNIE MAE 4.058% 05/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31419ACA3 2633806.61000000 PA USD 2783573.73000000 0.397928985707 Long ABS-MBS USGA US N 2 2040-05-01 Floating 4.05800000 N N N N N N FANNIE MAE 3.634% 09/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403DVS5 89105.05000000 PA USD 93868.96000000 0.013419145194 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.63400000 N N N N N N FANNIE MAE 3.343% 10/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403AHD0 29531.62000000 PA USD 30638.79000000 0.004380003481 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.34300000 N N N N N N FANNIE MAE 4.39% 06/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409JU99 17502.58000000 PA USD 17679.31000000 0.002527366105 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.39000000 N N N N N N FANNIE MAE 3.064% 01/01/2026 FN 3CMT+217.8;LC13.245 B1V7KEBTPIMZEU4LTD58 31379LCA7 66983.91000000 PA USD 69641.75000000 0.009955716509 Long ABS-MBS USGA US N 2 2026-01-01 Floating 3.06400000 N N N N N N FANNIE MAE 4.05% 04/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406TLC3 8962.91000000 PA USD 9451.75000000 0.001351185797 Long ABS-MBS USGA US N 2 2035-04-01 Floating 4.05000000 N N N N N N FANNIE MAE 3.822% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408GX28 21714.81000000 PA USD 22739.33000000 0.003250727086 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.82200000 N N N N N N FANNIE MAE 3.54% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409UWM3 184543.71000000 PA USD 190581.13000000 0.027244744746 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.54000000 N N N N N N FANNIE MAE 5.00% 10/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31368BYX8 2014.06000000 PA USD 2015.60000000 0.000288142417 Long ABS-MBS USGA US N 2 2022-10-01 Floating 5.00000000 N N N N N N FANNIE MAE 3.487% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 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0.012642412963 Long ABS-MBS USGA US N 2 2036-12-01 Floating 4.05300000 N N N N N N FANNIE MAE 3.573% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400FEQ6 135785.43000000 PA USD 141712.89000000 0.020258729262 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.57300000 N N N N N N FANNIE MAE 3.923% 02/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31418NB74 1945556.51000000 PA USD 2052289.82000000 0.293387452844 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.92300000 N N N N N N FANNIE MAE 3.347% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405PKE9 56119.28000000 PA USD 58344.11000000 0.008340649383 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.34700000 N N N N N N FANNIE MAE 3.661% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406MER3 170703.43000000 PA USD 176612.31000000 0.025247816008 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.66100000 N N N N N N FANNIE MAE 3.848% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GDB6 308426.72000000 PA USD 322437.53000000 0.046094428138 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.84800000 N N N N N N FANNIE MAE 3.118% 09/01/2023 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GQ89 35154.08000000 PA USD 36029.60000000 0.005150652928 Long ABS-MBS USGA US N 2 2023-09-01 Floating 3.11800000 N N N N N N FANNIE MAE 3.441% 09/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416BWK0 72800.30000000 PA USD 75850.44000000 0.010843286933 Long ABS-MBS USGA US N 2 2038-09-01 Floating 3.44100000 N N N N N N FANNIE MAE 3.505% 07/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XSL2 12175.07000000 PA USD 12543.35000000 0.001793149033 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.50500000 N N N N N N FANNIE MAE 3.373% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402GTK9 42431.82000000 PA USD 44238.13000000 0.006324112780 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.37300000 N N N N N N FANNIE MAE 3.458% 09/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410B5S9 409107.80000000 PA USD 423825.67000000 0.060588486362 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.45800000 N N N N N N FANNIE 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0.000158090918 Long ABS-MBS USGA US N 2 2021-01-01 Floating 3.94900000 N N N N N N FANNIE MAE 3.43% 12/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31380ADJ8 1708.45000000 PA USD 1765.61000000 0.000252404809 Long ABS-MBS USGA US N 2 2026-12-01 Floating 3.43000000 N N N N N N FANNIE MAE 2.969% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412CFN5 22440.08000000 PA USD 23056.66000000 0.003296091362 Long ABS-MBS USGA US N 2 2037-01-01 Floating 2.96900000 N N N N N N FANNIE MAE 3.949% 05/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409ENJ6 79864.63000000 PA USD 85388.96000000 0.012206877036 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.94900000 N N N N N N FANNIE MAE 3.237% 02/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406GR84 856638.19000000 PA USD 885047.42000000 0.126522972374 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.23700000 N N N N N N FANNIE MAE 3.889% 08/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403DQP7 23169.01500000 PA USD 23887.53000000 0.003414869339 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.88900000 N N N N N N FANNIE MAE 4.348% 05/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402C6L1 440949.99000000 PA USD 459881.64000000 0.065742909044 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.34800000 N N N N N N FANNIE MAE 3.578% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401BX83 89633.15000000 PA USD 93822.31000000 0.013412476289 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.57800000 N N N N N N FANNIE MAE 3.971% 03/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404JQS7 47374.08000000 PA USD 48220.97000000 0.006893484255 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.97100000 N N N N N N FANNIE MAE 4.04% 02/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391SJK7 7520.15000000 PA USD 7677.54000000 0.001097551565 Long ABS-MBS USGA US N 2 2033-02-01 Floating 4.04000000 N N N N N N FANNIE MAE 4.517% 06/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31414SWQ2 185.83000000 PA USD 195.37000000 0.000027929343 Long ABS-MBS USGA US N 2 2038-06-01 Floating 4.51700000 N N N N N N FANNIE MAE 3.48% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407T2S8 116052.09000000 PA USD 121274.36000000 0.017336915687 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.48000000 N N N N N N FANNIE MAE 3.841% 04/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416CDW3 149227.39000000 PA USD 155634.66000000 0.022248931913 Long ABS-MBS USGA US N 2 2038-04-01 Floating 3.84100000 N N N N N N FANNIE MAE 3.34% 09/01/2024 FNMA ARM B1V7KEBTPIMZEU4LTD58 31373TTU4 3318.80000000 PA USD 3339.42000000 0.000477390628 Long ABS-MBS USGA US N 2 2024-09-01 Floating 3.34000000 N N N N N N FANNIE MAE 2.957% 11/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386G6R9 59440.85000000 PA USD 58893.37000000 0.008419169478 Long ABS-MBS USGA US N 2 2030-11-01 Floating 2.95700000 N N N N N N FANNIE MAE 6.12% 08/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386M2Y5 12403.12000000 PA USD 12296.20000000 0.001757817420 Long ABS-MBS USGA US N 2 2030-08-01 Floating 6.12000000 N N N N N N FANNIE MAE 4.25% 01/01/2026 FNMA ARM B1V7KEBTPIMZEU4LTD58 3136056B8 195.39000000 PA USD 198.72000000 0.000028408246 Long ABS-MBS USGA US N 2 2026-01-01 Floating 4.25000000 N N N N N N FANNIE MAE 3.30% 02/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416BK49 4949855.69000000 PA USD 5153638.72000000 0.736744353651 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.30000000 N N N N N N FANNIE MAE 4.044% 02/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385HFW7 76244.54000000 PA USD 81601.25000000 0.011665400594 Long ABS-MBS USGA US N 2 2030-02-01 Floating 4.04400000 N N N N N N FANNIE MAE 4.757% 09/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31381JU75 841450.64000000 PA USD 867933.04000000 0.124076366487 Long ABS-MBS USGA US N 2 2037-09-01 Floating 4.75700000 N N N N N N FANNIE MAE 3.39% 01/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GDY6 1508.36000000 PA USD 1558.14000000 0.000222745696 Long ABS-MBS USGA US N 2 2035-01-01 Floating 4.58900000 N N N N N N FANNIE MAE 3.989% 04/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404JVP7 238286.11000000 PA USD 249779.38000000 0.035707498695 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.98900000 N N N N N N FANNIE MAE 3.52% 08/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410RM30 517878.78000000 PA USD 544922.29000000 0.077899993024 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.52000000 N N N N N N GOVT NATL MORTG ASSN 3.75% 09/20/2033 GNMA ARM 549300M8ZYFG0OCMTT87 36225CZW9 52633.18000000 PA USD 52832.67000000 0.007552755135 Long ABS-MBS USGA US N 2 2033-09-20 Floating 3.75000000 N N N N N N FANNIE MAE 3.811% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406X2K7 95810.56000000 PA USD 98868.58000000 0.014133871624 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.81100000 N N N N N N FANNIE MAE 3.485% 07/01/2040 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385H4F6 34179.80000000 PA USD 36055.05000000 0.005154291162 Long ABS-MBS USGA US N 2 2040-07-01 Floating 3.48500000 N N N N N N FANNIE MAE 3.603% 10/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EPYD0 925478.88000000 PA USD 972697.19000000 0.139053046105 Long ABS-MBS USGA US N 2 2038-10-01 Floating 3.60300000 N N N N N N FANNIE MAE 3.816% 07/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405MA80 19061.38000000 PA USD 19769.84000000 0.002826220226 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.81600000 N N N N N N FANNIE MAE 4.343% 06/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401KL29 88117.22000000 PA USD 93448.33000000 0.013359013548 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.34300000 N N N N N N FANNIE MAE 3.09% 12/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31408DXE9 13678.09000000 PA USD 13983.23000000 0.001998988735 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.09000000 N N N N N N FANNIE MAE 3.631% 12/01/2033 FN CMT+222;LC11.531 B1V7KEBTPIMZEU4LTD58 31402CSA1 48080.66000000 PA USD 49448.71000000 0.007068997240 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.63100000 N N N N N N FANNIE MAE 2.836% 07/01/2021 FAR FNARM B1V7KEBTPIMZEU4LTD58 31365J5R9 2956.53000000 PA USD 2982.70000000 0.000426395310 Long ABS-MBS USGA US N 2 2021-07-01 Floating 2.83600000 N N N N N N FANNIE MAE 2.98% 08/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31413NJ30 270800.18000000 PA USD 277119.44000000 0.039615928434 Long ABS-MBS USGA US N 2 2037-08-01 Floating 2.98000000 N N N N N N FANNIE MAE 3.765% 08/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GJN4 1908551.30000000 PA USD 1996145.64000000 0.285361296985 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.76500000 N N N N N N FANNIE MAE 4.287% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401KSS5 147626.13000000 PA USD 152851.16000000 0.021851013467 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.28700000 N N N N N N FANNIE MAE 3.55% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405MPD3 5348.04000000 PA USD 5628.80000000 0.000804671581 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.55000000 N N N N N N FANNIE MAE 3.455% 09/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31412A2U7 67581.48000000 PA USD 69022.80000000 0.009867233800 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.45500000 N N N N N N FANNIE MAE 3.789% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 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0.003086240310 Long ABS-MBS USGA US N 2 2036-12-01 Floating 3.57000000 N N N N N N FANNIE MAE 3.59% 08/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407MEP6 8580.94000000 PA USD 8890.77000000 0.001270990256 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.59000000 N N N N N N FANNIE MAE 3.91% 03/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385HUF7 19517.27000000 PA USD 20906.96000000 0.002988778525 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.91000000 N N N N N N FANNIE MAE 3.364% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407XY88 453828.75000000 PA USD 472634.16000000 0.067565960215 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.36400000 N N N N N N FANNIE MAE 3.702% 01/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31389CYT0 241599.53000000 PA USD 251685.01000000 0.035979920225 Long ABS-MBS USGA US N 2 2032-01-01 Floating 3.70200000 N N N N N N FANNIE MAE 3.614% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406TUJ8 298048.05000000 PA USD 313157.29000000 0.044767760750 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.61400000 N N N N N N FANNIE MAE 3.269% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RPT0 62497.21000000 PA USD 63575.26000000 0.009088474451 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.26900000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.528% 02/01/2036 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128S4A49 543062.56000000 PA USD 570739.65000000 0.081590743431 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.52800000 N N N N N N FANNIE MAE 3.305% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406WNU4 67409.47000000 PA USD 69822.54000000 0.009981561552 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.30500000 N N N N N N FANNIE MAE 3.703% 03/01/2039 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416CBH8 1312182.94000000 PA USD 1375113.11000000 0.196580877020 Long ABS-MBS USGA US N 2 2039-03-01 Floating 3.70300000 N N N N N N FANNIE MAE 4.116% 07/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409VJ20 144330.68000000 PA USD 152079.30000000 0.021740671333 Long ABS-MBS USGA US N 2 2036-07-01 Floating 4.11600000 N N N 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04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DET2 13879.93000000 PA USD 14649.04000000 0.002094170370 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.80100000 N N N N N N FANNIE MAE 3.495% 03/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RTY5 5590.35000000 PA USD 5957.38000000 0.000851644113 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.49500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.198% 01/01/2037 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128QGMT6 350418.13000000 PA USD 362667.66000000 0.051845572666 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.19800000 N N N N N N FANNIE MAE 3.357% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400KQZ2 29730.16000000 PA USD 30882.91000000 0.004414901936 Long ABS-MBS USGA US N 2 2033-05-01 Floating 3.35700000 N N N N N N FANNIE MAE 4.183% 05/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404QQD4 60165.31000000 PA USD 63488.05000000 0.009076007245 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.18300000 N N N N N N FANNIE MAE 3.719% 09/01/2035 FNMA ARM 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01/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411EW52 24487.66000000 PA USD 26016.83000000 0.003719265870 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.71500000 N N N N N N FANNIE MAE 3.97% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406TLM1 44148.86000000 PA USD 46414.73000000 0.006635271137 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.97000000 N N N N N N FANNIE MAE 3.855% 04/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31366RXH1 1425.31000000 PA USD 1430.13000000 0.000204445879 Long ABS-MBS USGA US N 2 2022-04-01 Floating 3.85500000 N N N N N N FANNIE MAE 3.735% 04/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404J2J3 22742.71000000 PA USD 23619.60000000 0.003376567097 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.73500000 N N N N N N FANNIE MAE 4.155% 10/01/2035 FNMA B1V7KEBTPIMZEU4LTD58 31381JRV6 369675.26000000 PA USD 370579.94000000 0.052976681759 Long ABS-MBS USGA US N 2 2035-10-01 Floating 4.15500000 N N N N N N FANNIE MAE 2.957% 10/01/2040 FNMA ARM B1V7KEBTPIMZEU4LTD58 31384V7K2 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4034.03000000 0.000576689400 Long ABS-MBS USGA US N 2 2037-07-01 Floating 3.36600000 N N N N N N FANNIE MAE 3.935% 11/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391S6L9 43524.59000000 PA USD 45454.73000000 0.006498033233 Long ABS-MBS USGA US N 2 2032-11-01 Floating 3.93500000 N N N N N N FANNIE MAE 4.475% 06/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409JLH1 16506.53000000 PA USD 17376.75000000 0.002484113292 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.47500000 N N N N N N FANNIE MAE 3.801% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31408JA27 2906713.92000000 PA USD 3065574.35000000 0.438242708845 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.80100000 N N N N N N FANNIE MAE 3.445% 11/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414NBN3 174997.89300000 PA USD 180281.87000000 0.025772402181 Long ABS-MBS USGA US N 2 2038-11-01 Floating 3.44500000 N N N N N N FANNIE MAE 3.021% 10/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409VSA2 63555.71000000 PA USD 66141.37000000 0.009455315659 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.02100000 N N N N N N FANNIE MAE 3.932% 08/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410DXD7 76786.18000000 PA USD 81870.09000000 0.011703832926 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.93200000 N N N N N N FANNIE MAE 3.765% 02/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409CD44 178573.62000000 PA USD 188510.14000000 0.026948683987 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.76500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.67% 03/01/2035 FHA FHARM S6XOOCT0IEG5ABCC6L87 31300LN50 3209036.71000000 PA USD 3396974.49000000 0.485618397210 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.67000000 N N N N N N FANNIE MAE 3.092% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405PLQ1 28251.65000000 PA USD 29161.10000000 0.004168758606 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.09200000 N N N N N N FANNIE MAE 3.55% 09/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410YNX8 138328.65000000 PA USD 144205.91000000 0.020615121805 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.55000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.052% 06/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128QSU95 518749.48000000 PA USD 541968.67000000 0.077477754878 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.05200000 N N N N N N FANNIE MAE 3.859% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402Q4J7 1902.04000000 PA USD 1996.41000000 0.000285399088 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.85900000 N N N N N N FANNIE MAE 3.642% 08/01/2027 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385YEG6 45459.15000000 PA USD 46797.67000000 0.006690014766 Long ABS-MBS USGA US N 2 2027-08-01 Floating 3.64200000 N N N N N N FANNIE MAE 3.532% 10/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31413RTG1 27853.55800000 PA USD 28726.32000000 0.004106604131 Long ABS-MBS USGA US N 2 2037-10-01 Floating 3.53200000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.549% 04/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S4EN3 190396.26000000 PA USD 198143.58000000 0.028325843488 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.54900000 N N N N N N FANNIE MAE 3.63% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RUB3 115263.69000000 PA USD 120894.14000000 0.017282560899 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.63000000 N N N N N N FANNIE MAE 4.075% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403JCF1 13565.69000000 PA USD 13989.75000000 0.001999920809 Long ABS-MBS USGA US N 2 2033-08-01 Floating 4.07500000 N N N N N N FANNIE MAE 4.148% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409GFF8 194562.82000000 PA USD 206640.59000000 0.029540543330 Long ABS-MBS USGA US N 2 2036-04-01 Floating 4.14800000 N N N N N N FANNIE MAE 4.797% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412CBE9 455189.49000000 PA USD 470411.01000000 0.067248147249 Long ABS-MBS USGA US N 2 2034-12-01 Floating 4.79700000 N N N N N N FANNIE MAE 3.356% 01/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31368HUE1 280.66000000 PA USD 283.81000000 0.000040572385 Long ABS-MBS USGA US N 2 2024-01-01 Floating 3.35600000 N N N N N N FANNIE MAE 4.287% 06/01/2028 FNMA ARM B1V7KEBTPIMZEU4LTD58 31362JUN3 1043.55000000 PA USD 1060.66000000 0.000151627870 Long ABS-MBS USGA US N 2 2028-06-01 Floating 4.28700000 N N N N N N FANNIE MAE 4.22% 05/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404FPR8 79836.78000000 PA USD 80484.19000000 0.011505709996 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.22000000 N N N N N N FANNIE MAE 3.665% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406MEP7 10776.52000000 PA USD 11131.92000000 0.001591376433 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.66500000 N N N N N N FANNIE MAE 3.637% 01/01/2042 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138ENA82 988628.67000000 PA USD 1022559.24000000 0.146181132841 Long ABS-MBS USGA US N 2 2042-01-01 Floating 3.63700000 N N N N N N FANNIE MAE 2.943% 04/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31379R5R5 8866.89000000 PA USD 8897.44000000 0.001271943773 Long ABS-MBS USGA US N 2 2025-04-01 Floating 2.94300000 N N N N N N FANNIE MAE 4.056% 06/01/2034 FNMA B1V7KEBTPIMZEU4LTD58 31405HB80 53322.80000000 PA USD 55243.85000000 0.007897448147 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.05600000 N N N N N N FANNIE MAE 3.758% 01/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414KPM6 15977.44000000 PA USD 16673.11000000 0.002383523626 Long ABS-MBS USGA US N 2 2038-01-01 Floating 3.75800000 N N N N N N FANNIE MAE 3.913% 06/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401DRZ6 91.64000000 PA USD 93.11000000 0.000013310647 Long ABS-MBS USGA US N 2 2033-06-01 Floating 3.91300000 N N N N N N FANNIE MAE 4.337% 06/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409JKP4 783569.19000000 PA USD 827095.46000000 0.118238383245 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.33700000 N N N N N N FANNIE MAE 3.983% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403DK81 51711.20000000 PA USD 54445.05000000 0.007783254774 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.98300000 N N N N N N FANNIE MAE 3.479% 04/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GBN2 3143.54000000 PA USD 3319.35000000 0.000474521498 Long ABS-MBS USGA US N 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MAE 3.82% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DMC1 6036.17000000 PA USD 6382.49000000 0.000912416202 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.82000000 N N N N N N FANNIE MAE 3.75% 05/01/2022 FNMA ARM B1V7KEBTPIMZEU4LTD58 31365DBQ7 7498.58000000 PA USD 7544.68000000 0.001078558411 Long ABS-MBS USGA US N 2 2022-05-01 Floating 3.75000000 N N N N N N FANNIE MAE 3.552% 11/01/2024 FNMA ARM B1V7KEBTPIMZEU4LTD58 31374KHJ0 45973.36000000 PA USD 47204.90000000 0.006748230799 Long ABS-MBS USGA US N 2 2024-11-01 Floating 3.55200000 N N N N N N GOVT NATL MORTG ASSN 2.625% 06/20/2034 GNMA ARM 549300M8ZYFG0OCMTT87 36225DBX1 15543.72000000 PA USD 16230.47000000 0.002320245515 Long ABS-MBS USGA US N 2 2034-06-20 Floating 2.62500000 N N N N N N FANNIE MAE 3.90% 03/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416CAG1 19072.51000000 PA USD 20133.37000000 0.002878189076 Long ABS-MBS USGA US N 2 2037-03-01 Floating 4.62100000 N N N N N N FANNIE MAE 3.877% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400RAJ0 19808.15000000 PA USD 20429.59000000 0.002920535547 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.87700000 N N N N N N FANNIE MAE 3.567% 03/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400YC95 12490.64000000 PA USD 13096.83000000 0.001872272403 Long ABS-MBS USGA US N 2 2033-03-01 Floating 3.56700000 N N N N N N U S TREASURY NOTE N/A 912796WG0 444572.61880000 PA USD 444572.61880000 0.063554390302 Short RA CORP US N 2 Repurchase Y 0.01721739 2019-11-01 444572.61879605 USD 453464.74463727 USD UST N N N GINNIE MAE N/A 36179UEB4 1114456.79900000 PA USD 1114456.79900000 0.159318454137 Short RA CORP US N 2 Repurchase Y 0.01721739 2019-11-01 1114456.79900923 USD 1136745.93585681 USD ADAS N N N U S TREASURY NOTE N/A 912796WH8 254327.33330000 PA USD 254327.33330000 0.036357656593 Short RA CORP US N 2 Repurchase Y 0.01721739 2019-11-01 254327.33328310 USD 259414.26521908 USD UST N N N U S TREASURY NOTE N/A 912828W63 464559.37840000 PA USD 464559.37840000 0.066411620520 Short RA CORP US N 2 Repurchase Y 0.01721739 2019-11-01 464559.37836168 USD 473851.26967136 USD UST N N N U S TREASURY NOTE N/A 912828G53 6686740.79400000 PA USD 6686740.79400000 0.955910724822 Short RA CORP US N 2 Repurchase Y 0.01721739 2019-11-01 6686740.79405535 USD 6820648.64525732 USD UST N N N U S TREASURY NOTE N/A 912828X47 481574.94200000 PA USD 481574.94200000 0.068844099995 Short RA CORP US N 2 Repurchase Y 0.01721739 2019-11-01 481574.94195691 USD 491207.17031470 USD UST N N N 2019-11-30 Robert Kubilis Robert Kubilis Robert Kubilis Chief Financial Officer, Chief Accounting Officer and Treasurer