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0.001631421412 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.09000000 N N N N N N FANNIE MAE 4.238% 07/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407JL26 273788.64000000 PA USD 286003.62000000 0.042545400560 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.23800000 N N N N N N FANNIE MAE 2.145% 06/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31390NJT0 3139.60000000 PA USD 3093.66000000 0.000460207475 Long ABS-MBS USGA US N 2 2032-06-01 Floating 2.14500000 N N N N N N FANNIE MAE 3.676% 09/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410G6F5 479993.39000000 PA USD 502974.17000000 0.074821561818 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.67600000 N N N N N N FANNIE MAE 3.504% 08/01/2029 FAR FNARM B1V7KEBTPIMZEU4LTD58 31383Q3G7 1821.94000000 PA USD 1852.74000000 0.000275610376 Long ABS-MBS USGA US N 2 2029-08-01 Floating 3.50400000 N N N N N N FANNIE MAE 3.398% 10/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405KMH1 43327.75000000 PA USD 44799.48000000 0.006664292646 Long ABS-MBS USGA US N 2 2034-10-01 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0.000179408410 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.37800000 N N N N N N FANNIE MAE 3.126% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405U6G9 203117.32000000 PA USD 210808.53000000 0.031359509891 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.12600000 N N N N N N FANNIE MAE 3.467% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407FUV0 14418.28000000 PA USD 15304.95000000 0.002276737715 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.46700000 N N N N N N FANNIE MAE 3.373% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DEL0 9052.87000000 PA USD 9474.13000000 0.001409355083 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.37300000 N N N N N N FANNIE MAE 4.086% 06/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GD34 170530.50000000 PA USD 178556.33000000 0.026561728772 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.08600000 N N N N N N FANNIE MAE 3.372% 10/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391EUJ8 24538.80000000 PA USD 25934.86000000 0.003858024619 Long ABS-MBS USGA US N 2 2032-10-01 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04/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403DHW2 34909.97000000 PA USD 36595.33000000 0.005443857575 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.96300000 N N N N N N FANNIE MAE 4.085% 03/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31371YFB2 36660.88000000 PA USD 36807.46000000 0.005475413665 Long ABS-MBS USGA US N 2 2024-03-01 Floating 4.08500000 N N N N N N FANNIE MAE 4.139% 06/01/2028 FNMA ARM B1V7KEBTPIMZEU4LTD58 31386CXW7 15010.89000000 PA USD 15481.87000000 0.002303056026 Long ABS-MBS USGA US N 2 2028-06-01 Floating 4.13900000 N N N N N N FANNIE MAE 3.531% 12/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405BD57 88055.66000000 PA USD 91710.27000000 0.013642660091 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.53100000 N N N N N N FANNIE MAE 3.543% 12/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GDW0 82234.18000000 PA USD 86414.11000000 0.012854812551 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.54300000 N N N N N N FANNIE MAE 3.932% 03/01/2028 FNMA ARM B1V7KEBTPIMZEU4LTD58 31384VKA9 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3.81800000 N N N N N N FANNIE MAE 4.354% 05/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411YPE7 1257.40000000 PA USD 1322.50000000 0.000196732797 Long ABS-MBS USGA US N 2 2037-05-01 Floating 4.35400000 N N N N N N FANNIE MAE 3.608% 02/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GDL4 192471.05000000 PA USD 202430.13000000 0.030113153694 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.60800000 N N N N N N FANNIE MAE 3.51% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410FWR2 4241150.30000000 PA USD 4450276.29000000 0.662015352681 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.51000000 N N N N N N FANNIE MAE 4.331% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409JKQ2 62804.34000000 PA USD 66214.44000000 0.009849944810 Long ABS-MBS USGA US N 2 2036-05-01 Floating 4.33100000 N N N N N N FANNIE MAE 3.728% 08/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EQBQ4 308647.49000000 PA USD 326336.09000000 0.048545188576 Long ABS-MBS USGA US N 2 2036-08-01 Floating 4.44800000 N N N N N N FANNIE MAE 3.383% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400FE45 291821.39000000 PA USD 307420.85000000 0.045731390406 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.38300000 N N N N N N FANNIE MAE 3.444% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405YU25 59371.48000000 PA USD 61256.08000000 0.009112347810 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.44400000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.249% 09/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128NHPT4 281771.00000000 PA USD 293769.77000000 0.043700679513 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.24900000 N N N N N N FANNIE MAE 3.455% 08/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 31417JYH7 22600.72000000 PA USD 23621.29000000 0.003513861974 Long ABS-MBS USGA US N 2 2039-08-01 Floating 3.45500000 N N N N N N FANNIE MAE 4.077% 08/01/2032 FN CMT+247;LC11.66 B1V7KEBTPIMZEU4LTD58 31385JPQ5 254883.29000000 PA USD 261989.71000000 0.038973133118 Long ABS-MBS USGA US N 2 2028-08-01 Floating 4.07700000 N N N N N N FANNIE MAE 3.21% 01/01/2037 FNMA 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09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407WSP9 119929.45000000 PA USD 124313.91000000 0.018492720813 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.44700000 N N N N N N FANNIE MAE 3.514% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405RNA0 6924.85000000 PA USD 7159.06000000 0.001064969301 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.51400000 N N N N N N FANNIE MAE 3.234% 01/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408EDU3 34940.64000000 PA USD 35891.33000000 0.005339131761 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.23400000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.052% 06/01/2036 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128QSU95 480578.33000000 PA USD 501485.74000000 0.074600145563 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.05200000 N N N N N N FANNIE MAE 4.16% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RN54 562338.31000000 PA USD 583150.24000000 0.086748414400 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.16000000 N N N N N N FANNIE MAE 3.899% 10/01/2036 FNMA ARM 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03/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404JUL7 54106.28000000 PA USD 56293.83000000 0.008374172139 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.54600000 N N N N N N FANNIE MAE 3.44% 08/01/2039 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416RR62 3387.18000000 PA USD 3568.98000000 0.000530915250 Long ABS-MBS USGA US N 2 2039-08-01 Floating 3.44000000 N N N N N N FANNIE MAE 3.427% 09/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405JCV4 965928.47000000 PA USD 1000947.01000000 0.148899134494 Long ABS-MBS USGA US N 2 2034-09-01 Floating 3.42700000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.945% 07/01/2036 FHA FHARM S6XOOCT0IEG5ABCC6L87 31300LKW4 1531640.74000000 PA USD 1620074.78000000 0.240999503617 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.94500000 N N N N N N FANNIE MAE 4.435% 05/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404WU20 150491.69000000 PA USD 158538.67000000 0.023583936523 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.43500000 N N N N N N FANNIE MAE 3.295% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405KMW8 26042.69000000 PA USD 26610.85000000 0.003958583714 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.29500000 N N N N N N FANNIE MAE 3.634% 12/01/2027 FNMA ARM B1V7KEBTPIMZEU4LTD58 31379LCG4 165604.65000000 PA USD 173528.23000000 0.025813757370 Long ABS-MBS USGA US N 2 2027-12-01 Floating 3.63400000 N N N N N N FANNIE MAE 2.874% 11/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402XXU5 116350.73000000 PA USD 121082.96000000 0.018012090316 Long ABS-MBS USGA US N 2 2033-11-01 Floating 2.87400000 N N N N N N FANNIE MAE 3.558% 07/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DX46 88432.22000000 PA USD 91511.60000000 0.013613106288 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.55800000 N N N N N N FANNIE MAE 3.491% 12/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391JKL3 10382.66000000 PA USD 10812.31000000 0.001608420410 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.49100000 N N N N N N FANNIE MAE 3.724% 12/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386XRR9 30094.88000000 PA USD 31061.40000000 0.004620639784 Long ABS-MBS USGA US N 2 2028-12-01 Floating 3.72400000 N N N N N N FANNIE MAE 4.33% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402DYS3 16725.54000000 PA USD 16989.68000000 0.002527355216 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.33000000 N N N N N N FANNIE MAE 4.021% 09/01/2030 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402C3F7 197339.62000000 PA USD 203272.03000000 0.030238393273 Long ABS-MBS USGA US N 2 2030-09-01 Floating 4.02100000 N N N N N N FANNIE MAE 4.225%FRN 12/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408BT65 516217.60000000 PA USD 552390.09000000 0.082172588041 Long ABS-MBS USGA US N 2 2035-12-01 Floating 4.22500000 N N N N N N FANNIE MAE 3.797% 07/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407DNZ4 75147.75000000 PA USD 78182.47000000 0.011630288116 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.79700000 N N N N N N FANNIE MAE 3.784% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GDS9 12622.04000000 PA USD 13358.19000000 0.001987141086 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.78400000 N N N N N N FANNIE MAE 3.528% 09/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413JFD1 2618.22000000 PA USD 2624.12000000 0.000390359522 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.52800000 N N N N N N FANNIE MAE 5.00% 07/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31360YJ70 1311.60000000 PA USD 1320.54000000 0.000196441231 Long ABS-MBS USGA US N 2 2024-07-01 Floating 5.00000000 N N N N N N FANNIE MAE 3.256% 03/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407WSB0 3028.75000000 PA USD 3137.65000000 0.000466751351 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.25600000 N N N N N N FANNIE MAE 2.145% 10/01/2020 FAR FNARM B1V7KEBTPIMZEU4LTD58 313635QP2 410.97000000 PA USD 410.17000000 0.000061016175 Long ABS-MBS USGA US N 2 2020-10-01 Floating 2.14500000 N N N N N N FANNIE MAE 3.436% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391USA4 17162.18000000 PA USD 17962.05000000 0.002672003284 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.43600000 N N N N N N FEDERAL 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10/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407PWM6 118416.74000000 PA USD 122548.48000000 0.018230098519 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.99900000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.33% 01/01/2036 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128QSAC0 2556143.57000000 PA USD 2662174.22000000 0.396020401949 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.33000000 N N N N N N FANNIE MAE 4.50% 11/01/2023 FNMA ARM B1V7KEBTPIMZEU4LTD58 31370USR2 1454.93000000 PA USD 1465.17000000 0.000217956138 Long ABS-MBS USGA US N 2 2023-11-01 Floating 4.50000000 N N N N N N FANNIE MAE 3.87% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31416B5M6 21216.45000000 PA USD 22385.09000000 0.003329967014 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.87000000 N N N N N N FANNIE MAE 3.45% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403AX83 52610.74000000 PA USD 54970.81000000 0.008177361987 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.45000000 N N N N N N FANNIE MAE 4.155% 10/01/2035 FNMA 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Long ABS-MBS USGA US N 2 2036-12-01 Floating 3.57000000 N N N N N N FANNIE MAE 3.49% 09/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410UXH0 52061.99000000 PA USD 55387.53000000 0.008239352529 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.49000000 N N N N N N FANNIE MAE 3.50% 11/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385Y6D2 84678.33000000 PA USD 83955.35000000 0.012489051694 Long ABS-MBS USGA US N 2 2030-11-01 Floating 3.50000000 N N N N N N FANNIE MAE 3.31% 08/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407JWL2 38013.58000000 PA USD 39451.78000000 0.005868778104 Long ABS-MBS USGA US N 2 2035-08-01 Floating 3.31000000 N N N N N N FANNIE MAE 3.564% 11/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31418MM90 222944.54000000 PA USD 233783.55000000 0.034777233865 Long ABS-MBS USGA US N 2 2037-11-01 Floating 4.55500000 N N N N N N FANNIE MAE 4.286% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GC84 394630.96000000 PA USD 416984.48000000 0.062029885247 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.28600000 N N N N N N FANNIE MAE 3.99% 03/01/2041 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EM2K6 3688285.96000000 PA USD 3902723.75000000 0.580562390155 Long ABS-MBS USGA US N 2 2041-03-01 Floating 3.99000000 N N N N N N FANNIE MAE 4.082% 06/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31378VKP4 7162.48000000 PA USD 7189.84000000 0.001069548080 Long ABS-MBS USGA US N 2 2027-06-01 Floating 4.08200000 N N N N N N FANNIE MAE 3.658% 07/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RQK8 62025.29000000 PA USD 64328.10000000 0.009569336156 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.65800000 N N N N N N FANNIE MAE 3.732% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402G6P3 37534.61000000 PA USD 39440.16000000 0.005867049533 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.73200000 N N N N N N FANNIE MAE 3.529% 02/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409ARH4 30263.32000000 PA USD 31371.05000000 0.004666702778 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.52900000 N N N N N N FANNIE MAE 3.073% 11/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31390K5E4 137873.29000000 PA USD 144274.70000000 0.021462053180 Long ABS-MBS USGA US N 2 2032-11-01 Floating 3.07300000 N N N N N N FANNIE MAE 4.24% 12/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405XXY4 7742.97000000 PA USD 7977.94000000 0.001186784464 Long ABS-MBS USGA US N 2 2034-12-01 Floating 4.24000000 N N N N N N FANNIE MAE 3.446% 10/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31365DH73 425.28000000 PA USD 436.26000000 0.000064897278 Long ABS-MBS USGA US N 2 2022-10-01 Floating 3.44600000 N N N N N N FANNIE MAE 4.213% 06/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406V3E4 1946.15000000 PA USD 2029.41000000 0.000301891498 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.21300000 N N N N N N FANNIE MAE 4.265% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406CT32 41739.96000000 PA USD 43733.44000000 0.006505710391 Long ABS-MBS USGA US N 2 2035-01-01 Floating 4.26500000 N N N N N N FANNIE MAE 3.884% 11/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403UYK1 41270.85000000 PA USD 42752.88000000 0.006359843993 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.88400000 N N N N N N FANNIE MAE 3.887% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XEK9 83479.20000000 PA USD 87855.38000000 0.013069213366 Long ABS-MBS USGA US N 2 2033-05-01 Floating 3.88700000 N N N N N N FANNIE MAE 3.021% 03/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414RYR0 273195.29400000 PA USD 278565.10000000 0.041438859276 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.02100000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.754% 03/01/2037 FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S4HF7 701079.30000000 PA USD 741481.06000000 0.110301431519 Long ABS-MBS USGA US N 2 2037-03-01 Floating 3.75400000 N N N N N N FANNIE MAE 3.34% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402G6M0 33449.63000000 PA USD 34998.09000000 0.005206254934 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.34000000 N N N N N N FANNIE MAE 3.791% 02/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409U6T7 129594.36000000 PA USD 133997.87000000 0.019933289842 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.79100000 N N N N N N FANNIE MAE 3.904% 04/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406X7G1 10313.63000000 PA USD 10468.12000000 0.001557219305 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.90400000 N N N N N N FANNIE MAE 4.475% 06/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409JLH1 16346.97000000 PA USD 17181.40000000 0.002555875150 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.47500000 N N N N N N FANNIE MAE 3.347% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405PKE9 55294.07000000 PA USD 57596.34000000 0.008567931259 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.34700000 N N N N N N FANNIE MAE 4.49% 06/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31381JRE4 17255.68000000 PA USD 17319.48000000 0.002576415690 Long ABS-MBS USGA US N 2 2036-06-01 Floating 4.48500000 N N N N N N FANNIE MAE 3.313% 12/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404XJX3 17884.35000000 PA USD 18779.38000000 0.002793587872 Long ABS-MBS USGA US N 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0.01568497 2020-02-03 2.22 USD 2.26 USD UST N N N U S TREASURY NOTE N/A 9128334T4 1.10 PA USD 1.10 0.000000163634 Short RA CORP US N 2 Repurchase Y 0.01568497 2020-02-03 1.10 USD 1.13 USD UST N N N U S TREASURY NOTE N/A 912828YN4 1.67 PA USD 1.67 0.000000248426 Short RA CORP US N 2 Repurchase Y 0.01568497 2020-02-03 1.67 USD 1.71 USD UST N N N U S TREASURY NOTE N/A 912828C57 22.06 PA USD 22.06 0.000003281607 Short RA CORP US N 2 Repurchase Y 0.01568497 2020-02-03 22.06 USD 22.50 USD UST N N N U S TREASURY NOTE N/A 9128285T3 139223.8713 PA USD 139223.8713 0.020710700696 Short RA CORP US N 2 Repurchase Y 0.01568497 2020-02-03 139223.8713 USD 142008.35 USD UST N N N U S TREASURY NOTE N/A 912810RN0 7.90 PA USD 7.90 0.000001175190 Short RA CORP US N 2 Repurchase Y 0.01568497 2020-02-03 7.90 USD 8.06 USD UST N N N U S TREASURY NOTE N/A 912810QT8 2659.70 PA USD 2659.70 0.000395652341 Short RA CORP US N 2 Repurchase Y 0.01568497 2020-02-03 2659.70 USD 2712.90 USD UST N N N U S TREASURY NOTE N/A 912810QD3 2.38 PA USD 2.38 0.000000354044 Short RA CORP US N 2 Repurchase Y 0.01568497 2020-02-03 2.38 USD 2.43 USD UST N N N U S TREASURY NOTE N/A 912810FS2 8257.08 PA USD 8257.08 0.001228308844 Short RA CORP US N 2 Repurchase Y 0.01568497 2020-02-03 8257.08 USD 8422.22 USD UST N N N U S TREASURY NOTE N/A 912803DJ9 23.11 PA USD 23.11 0.000003437803 Short RA CORP US N 2 Repurchase Y 0.01568497 2020-02-03 23.11 USD 23.57 USD UST N N N U S TREASURY NOTE N/A 912803AW3 3.280627757 PA USD 3.280627757 0.000000488020 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 3.280627757 USD 3.346240319 USD UST N N N U S TREASURY NOTE N/A 912796XC8 138518.5657 PA USD 138518.5657 0.020605780663 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 138518.5657 USD 141288.9373 USD UST N N N U S TREASURY NOTE N/A 912796WV7 125864.6649 PA USD 125864.6649 0.018723408412 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 125864.6649 USD 128381.9584 USD UST N N N U S TREASURY NOTE N/A 912796UC1 395653.9217 PA USD 395653.9217 0.058856788533 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 395653.9217 USD 403567.0009 USD UST N N N U S TREASURY NOTE N/A 912796TV1 1.662351683 PA USD 1.662351683 0.000000247288 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 1.662351683 USD 1.69559872 USD UST N N N U S TREASURY NOTE N/A 912796TU3 44.52521417 PA USD 44.52521417 0.000006623493 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 44.52521417 USD 45.41571854 USD UST N N N U S TREASURY NOTE N/A 912796TT6 7041.947117 PA USD 7041.947117 0.001047547792 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 7041.947117 USD 7182.786074 USD UST N N N U S TREASURY NOTE N/A 912796TS8 3.326706803 PA USD 3.326706803 0.000000494875 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 3.326706803 USD 3.393240946 USD UST N N N U S TREASURY NOTE N/A 912796TR0 169.7618849 PA USD 169.7618849 0.000025253482 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 169.7618849 USD 173.157123 USD UST N N N U S TREASURY NOTE N/A 912796TP4 6.600656438 PA USD 6.600656438 0.000000981902 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 6.600656438 USD 6.73266958 USD UST N N N U S TREASURY NOTE N/A 912796TE9 1.669363712 PA USD 1.669363712 0.000000248331 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 1.669363712 USD 1.70275099 USD UST N N N GINNIE MAE N/A 3622A2ZK1 39.97440748 PA USD 39.97440748 0.000005946523 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 39.97440748 USD 40.77389571 USD ADAS N N N GINNIE MAE N/A 36195LKQ4 34.6591227 PA USD 34.6591227 0.000005155830 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 34.6591227 USD 35.35230523 USD ADAS N N N GINNIE MAE N/A 36181WSQ8 17.51254191 PA USD 17.51254191 0.000002605135 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 17.51254191 USD 17.86279279 USD ADAS N N N GINNIE MAE N/A 3617LERY2 71169.60949 PA USD 71169.60949 0.010587067196 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 71169.60949 USD 72593.00183 USD ADAS N N N GINNIE MAE N/A 36179UZV7 200796.0353 PA USD 200796.0353 0.029870068612 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 200796.0353 USD 204811.9564 USD ADAS N N N GINNIE MAE N/A 36179UGC0 780970.4083 PA USD 780970.4083 0.116175798218 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 780970.4083 USD 796589.8181 USD ADAS N N N GINNIE MAE N/A 36179SLR6 28.05596197 PA USD 28.05596197 0.000004173556 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 28.05596197 USD 28.61708127 USD ADAS N N N GINNIE MAE N/A 36179R4H9 15.52262831 PA USD 15.52262831 0.000002309119 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 15.52262831 USD 15.83308091 USD ADAS N N N FANNIE MAE N/A 3135G0ZR7 152972.3304 PA USD 152972.3304 0.022755897535 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 152972.3304 USD 156031.7773 USD ADAS N N N U S TREASURY NOTE N/A 912828R77 2554381.926 PA USD 2554381.926 0.379985407967 Short RA CORP US N 2 Repurchase Y 0.0156849 2020-02-03 2554381.926 USD 2605838.579 USD UST N N N U S TREASURY NOTE N/A 912796TG4 18675.23 PA USD 18675.23 0.002778094700 Short RA CORP US N 2 Repurchase Y 0.01568497 2020-02-03 18675.23 USD 19048.74 USD UST N N N GINNIE MAE N/A 36179SNU7 59023.43 PA USD 59023.43 0.008780222683 Short RA CORP US N 2 Repurchase Y 0.01568497 2020-02-03 59023.43 USD 60203.90 USD ADAS N N N 2020-02-29 Robert Kubilis Robert Kubilis Robert Kubilis Chief Financial Officer, Chief Accounting Officer and Treasurer XXXX