NPORT-P false 0000809707 XXXXXXXX S000006850 C000064441 C000140480 C000018509 C000133492 C000018510 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 2021-10-31 2021-10-31 N 665650409.49 1421587.82 664228821.67 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N FNMA B1V7KEBTPIMZEU4LTD58 31405BD32 6473.92000000 PA USD 6490.79000000 0.000977191863 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 2.47600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379MDU0 9398.54000000 PA USD 9467.91000000 0.001425398852 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 2.43299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BWE5 165995.02000000 PA USD 167149.93000000 0.025164510263 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 1.90699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTE9 123245.95000000 PA USD 129805.00000000 0.019542211323 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 2.01099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FL24 103749.65000000 PA USD 104359.85000000 0.015711430548 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 2.20100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QX32 3679.79000000 PA USD 3679.33000000 0.000553925075 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 1.82199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414F7E5 17477.76000000 PA USD 17643.75000000 0.002656275883 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 1.97300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418U7F5 65372.25000000 PA USD 65819.27000000 0.009909125869 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.55000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408G4X2 85519.53000000 PA USD 87417.21000000 0.013160707146 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.74800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AFG9 92996.39000000 PA USD 96113.52000000 0.014469941210 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 1.85000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZY2 213500.99000000 PA USD 214746.85000000 0.032330251713 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 1.51300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ARH4 24641.74000000 PA USD 25390.97000000 0.003822623946 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 2.07799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414NBN3 161235.71300000 PA USD 161453.10000000 0.024306849497 Long ABS-MBS USGSE US N 2 2038-11-01 Variable 1.94500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DM79 17214.96000000 PA USD 17352.28000000 0.002612394920 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 1.87999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFG0 18986.25000000 PA USD 19564.42000000 0.002945433766 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 1.46000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VWW8 4956.78000000 PA USD 4973.87000000 0.000748818756 Long ABS-MBS USGSE US N 2 2026-05-01 Variable 2.40099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RNC6 17397.43000000 PA USD 18126.05000000 0.002728886403 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.73499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WPZ3 157246.71000000 PA USD 157796.49000000 0.023756344929 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 2.00000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZ30 27876.38000000 PA USD 27716.62000000 0.004172751783 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XLL9 22726.68000000 PA USD 22868.25000000 0.003442827118 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 2.82999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AC80 17686.37000000 PA USD 18009.34000000 0.002711315650 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 2.69600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5M6 14039.06000000 PA USD 14179.35000000 0.002134708633 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 2.23499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5B0 1895661.97000000 PA USD 1996755.06000000 0.300612529125 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 1.87700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PC56 42717.42000000 PA USD 42562.04000000 0.006407737606 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 2.38299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391RTR3 101389.06000000 PA USD 101786.80000000 0.015324056511 Long ABS-MBS USGSE US N 2 2032-08-01 Variable 3.38699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DJV9 69137.80000000 PA USD 69579.33000000 0.010475204888 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 1.73700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405BMC2 23965.57000000 PA USD 24116.73000000 0.003630786441 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 1.71200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414HDB0 12876.27000000 PA USD 13465.04000000 0.002027168885 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 1.95900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RD55 133923.88000000 PA USD 135158.22000000 0.020348141422 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 2.20500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404VCH9 14669.48000000 PA USD 14775.03000000 0.002224388571 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 2.14999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BUF3 69206.05000000 PA USD 69355.98000000 0.010441579428 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 2.80299960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MMM2 636280.67000000 PA USD 644412.22000000 0.097016600149 Long ABS-MBS USGSE US N 2 2041-11-01 Variable 2.12699880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GYF9 12535.99800000 PA USD 12739.60000000 0.001917953510 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.63400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y2D6 102199.71000000 PA USD 106011.38000000 0.015960069262 Long ABS-MBS USGSE US N 2 2040-06-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387EDR5 3795.12000000 PA USD 3796.17000000 0.000571515398 Long ABS-MBS USGSE US N 2 2031-06-01 Variable 2.25200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQTE2 631492.09000000 PA USD 669277.06000000 0.100760014947 Long ABS-MBS USGSE US N 2 2040-03-01 Variable 1.99400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CAU0 246165.99000000 PA USD 259922.00000000 0.039131394411 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 1.98600120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QGM6 3942019.91000000 PA USD 4165177.93000000 0.627069737734 Long ABS-MBS USGSE US N 2 2043-10-01 Variable 2.01399840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362RD87 1416.73000000 PA USD 1432.23000000 0.000215622983 Long ABS-MBS USGSE US N 2 2027-11-01 Variable 4.39999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DNF8 276832.94000000 PA USD 277190.93000000 0.041731240945 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 2.34799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386XRR9 22909.74000000 PA USD 22862.25000000 0.003441923815 Long ABS-MBS USGSE US N 2 2028-12-01 Variable 2.31999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TH24 17008.11000000 PA USD 17044.88000000 0.002566115688 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 1.82800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HFW7 37749.74000000 PA USD 37808.05000000 0.005692021900 Long ABS-MBS USGSE US N 2 2030-02-01 Variable 4.77900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VD86 142376.30000000 PA USD 142794.92000000 0.021497850641 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 1.98699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410YR30 52541.82000000 PA USD 52882.87000000 0.007961544015 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 2.68599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GD55 124515.46000000 PA USD 125357.33000000 0.018872612255 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 1.69099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368JA41 15445.10000000 PA USD 15444.19000000 0.002325130963 Long ABS-MBS USGSE US N 2 2024-02-01 Variable 2.33899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NG92 55192.64000000 PA USD 55103.49000000 0.008295859529 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 2.20600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EG7K4 1115232.61000000 PA USD 1177896.72000000 0.177332973453 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 2.04099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BCV9 27401.72700000 PA USD 27309.56000000 0.004111468685 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 2.15799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MA23 23873.12000000 PA USD 24860.31000000 0.003742732803 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 1.75200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362S5F8 232.40000000 PA USD 234.54000000 0.000035310120 Long ABS-MBS USGSE US N 2 2029-01-01 Variable 2.17900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404YDK5 831.36000000 PA USD 836.70000000 0.000125965627 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 2.17000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31369LMA8 12368.99000000 PA USD 12389.31000000 0.001865217165 Long ABS-MBS USGSE US N 2 2023-09-01 Variable 2.41599960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QPKE1 387332.39000000 PA USD 406522.57000000 0.061202187670 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 2.06499960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XHB6 2698.93000000 PA USD 2707.49000000 0.000407614049 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 2.34799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KGP8 9648.71200000 PA USD 9637.45000000 0.001450923188 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.59000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403TPB4 55630.03000000 PA USD 56196.40000000 0.008460397707 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 1.59000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374R2K8 15560.86000000 PA USD 15592.37000000 0.002347439540 Long ABS-MBS USGSE US N 2 2025-04-01 Variable 2.43000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406P3R8 4728.15000000 PA USD 4765.11000000 0.000717389827 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 1.91800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373UKF3 4426.70000000 PA USD 4422.17000000 0.000665760029 Long ABS-MBS USGSE US N 2 2024-04-01 Variable 2.18000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UKA8 13134.09000000 PA USD 13930.07000000 0.002097179397 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 2.05599960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHWJ8 764695.28000000 PA USD 803048.16000000 0.120899324720 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 2.16100080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CZH4 34418.19000000 PA USD 34646.26000000 0.005216012745 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 1.79700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NGF9 109564.08000000 PA USD 109495.98000000 0.016484677633 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 1.76299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378FMK8 4808.80000000 PA USD 4811.70000000 0.000724403976 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 4.06400040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QBT6 3907316.38000000 PA USD 4136533.31000000 0.622757275060 Long ABS-MBS USGSE US N 2 2043-07-01 Variable 2.11299840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HBN0 153420.36000000 PA USD 159838.99000000 0.024063844383 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 2.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403YY56 90986.15000000 PA USD 91332.95000000 0.013750223871 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 2.12000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400BWF9 8501.29000000 PA USD 8591.47000000 0.001293450347 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 2.09000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VJY3 105217.51000000 PA USD 105460.27000000 0.015877099360 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 2.00800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MYA4 406832.27000000 PA USD 409625.37000000 0.061669315849 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 1.79899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JU75 768381.09000000 PA USD 782141.20000000 0.117751770848 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 3.43199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401Y6N0 21897.94000000 PA USD 21941.82000000 0.003303352592 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.39299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412BPZ9 21130.68000000 PA USD 21310.78000000 0.003208349187 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 2.62500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKA6 17872.79000000 PA USD 18815.77000000 0.002832724113 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 1.82199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UUZ9 1520308.40000000 PA USD 1582094.98000000 0.238185235025 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 1.68400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JGW0 49350.38000000 PA USD 49549.35000000 0.007459680818 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 1.82499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386TRN7 7061.86000000 PA USD 7134.29000000 0.001074071128 Long ABS-MBS USGSE US N 2 2041-02-01 Variable 1.28800080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QS3L8 132039.11000000 PA USD 139861.91000000 0.021056284436 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 2.00300040 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31349UH50 857753.82000000 PA USD 923744.59000000 0.139070236018 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 3.58499880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386MLW8 6607.72000000 PA USD 6729.96000000 0.001013199033 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406X7G1 5857.82000000 PA USD 5904.93000000 0.000888990330 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 2.06499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FXX8 7137.02000000 PA USD 7209.26000000 0.001085357901 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 2.27499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CSA1 33618.17000000 PA USD 33758.46000000 0.005082353986 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 2.37899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384PDG7 108151.74000000 PA USD 108053.62000000 0.016267529573 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 2.27800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407VFN0 18300.14000000 PA USD 19374.33000000 0.002916815616 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 2.01999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WSY2 8337.99000000 PA USD 8462.33000000 0.001274008251 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 1.85500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407B3T4 824921.58000000 PA USD 851788.63000000 0.128237228227 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.63000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3E5 2378981.00000000 PA USD 2471876.35000000 0.372142290330 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 1.73300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EME4 2006.13000000 PA USD 2051.08000000 0.000308791177 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SHK6 50223.53000000 PA USD 52359.54000000 0.007882756407 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 1.67500080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225C4D5 8303.64000000 PA USD 8545.63000000 0.001286549110 Long ABS-MBS USGA US N 2 2034-01-20 Variable 2.00000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C6L1 243577.30000000 PA USD 244265.89000000 0.036774358779 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 2.37499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGBF0 174654.86000000 PA USD 184629.39000000 0.027796052200 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 2.05099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PZ86 29558.06000000 PA USD 29910.76000000 0.004503080719 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 2.15899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368EWX4 42.46000000 PA USD 42.55000000 0.000006405924 Long ABS-MBS USGSE US N 2 2022-12-01 Variable 2.07500040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5QX5 504885.35000000 PA USD 535527.14000000 0.080623893834 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 2.06399880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DSD2 95808.66400000 PA USD 96654.45000000 0.014551378507 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 1.86900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XUT2 2030.14000000 PA USD 2041.12000000 0.000307291694 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 1.20600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410WFR4 170305.20000000 PA USD 171994.83000000 0.025893912517 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PWM6 66163.37000000 PA USD 69147.73000000 0.010410227280 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 1.92399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WVC0 8418.79000000 PA USD 8461.74000000 0.001273919427 Long ABS-MBS USGSE US N 2 2027-09-01 Variable 1.46900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L3E6 18016.97000000 PA USD 18031.51000000 0.002714653356 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 2.30000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WWT2 5488.56000000 PA USD 5501.51000000 0.000828255236 Long ABS-MBS USGSE US N 2 2030-08-01 Variable 2.30799960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DNG5 46775.01000000 PA USD 47139.06000000 0.007096810385 Long ABS-MBS USGA US N 2 2035-03-20 Variable 2.00000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407X4W8 88365.18000000 PA USD 92048.29000000 0.013857918686 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 1.82999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402EM39 48938.47000000 PA USD 49387.52000000 0.007435317226 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 1.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GD34 109257.78000000 PA USD 110296.10000000 0.016605136122 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 1.90900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CVF6 99979.36000000 PA USD 106394.19000000 0.016017701510 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 2.39699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PP28 4025.05000000 PA USD 4204.83000000 0.000633039377 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 1.92200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409BAN7 48915.76000000 PA USD 51453.76000000 0.007746390749 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 2.12600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409EL90 148.70000000 PA USD 149.27000000 0.000022472677 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 1.90299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DUE3 1206744.13000000 PA USD 1256673.71000000 0.189192890913 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 1.72800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406N6M1 3233.25000000 PA USD 3241.40000000 0.000487994482 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 1.39799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31360FC45 197.05000000 PA USD 198.38000000 0.000029866213 Long ABS-MBS USGSE US N 2 2024-04-01 Variable 5.00000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VYA4 711.79000000 PA USD 716.32000000 0.000107842354 Long ABS-MBS USGSE US N 2 2028-10-01 Variable 2.23599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NY36 199766.39000000 PA USD 206385.06000000 0.031071379811 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 1.80500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CPN2 62232.94000000 PA USD 62108.42000000 0.009350455441 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 2.40000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407T2T6 15452.28000000 PA USD 16342.37000000 0.002460352436 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.98000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31365DH73 103.10000000 PA USD 103.52000000 0.000015584990 Long ABS-MBS USGSE US N 2 2022-10-01 Variable 1.57500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GML4 11859.01000000 PA USD 12200.69000000 0.001836820324 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 1.54900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQP7 21109.92500000 PA USD 21040.84000000 0.003167709577 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.27499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WTA1 63540.70000000 PA USD 66765.96000000 0.010051650548 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.76000040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JQBR8 470503.56000000 PA USD 473389.02000000 0.071268967042 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 2.12500080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403Y2E2 42027.24000000 PA USD 42506.90000000 0.006399436250 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 1.78899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403K4Q3 15762.01000000 PA USD 15817.25000000 0.002381295343 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 2.33499960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JNDN2 606955.05000000 PA USD 642108.24000000 0.096669734743 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 2.01600000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJY1 161366.58000000 PA USD 169643.41000000 0.025539904994 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 1.90500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31372MHE9 558.41000000 PA USD 558.37000000 0.000084062898 Long ABS-MBS USGSE US N 2 2023-01-01 Variable 1.87999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FFE3 180606.38000000 PA USD 181834.29000000 0.027375248418 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 1.24300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UQH4 274180.27200000 PA USD 274081.66000000 0.041263138704 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 2.15499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DW96 9855.26000000 PA USD 10466.28000000 0.001575703983 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 2.10200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413GK90 34211.58100000 PA USD 35562.57000000 0.005353963700 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 1.79899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PJH2 108783.19000000 PA USD 114349.79000000 0.017215421292 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 2.10700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVS5 62081.89000000 PA USD 65753.33000000 0.009899198567 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 1.97200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UW80 11451.54000000 PA USD 11442.93000000 0.001722739156 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 2.22999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MDF1 267452.24000000 PA USD 268802.56000000 0.040468367410 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 2.01700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DQT0 9133.58000000 PA USD 9756.02000000 0.001468773964 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.13800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411HGV6 11075.30000000 PA USD 11143.36000000 0.001677638734 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 2.14999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CBE9 170274.44000000 PA USD 171208.17000000 0.025775480439 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MHH6 40622.24000000 PA USD 42513.57000000 0.006400440422 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 1.82999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TLM1 15607.51000000 PA USD 16181.89000000 0.002436192088 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 2.09499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HAQ4 25470.95000000 PA USD 25777.27000000 0.003880781616 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.21500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414HVC8 2104.70000000 PA USD 2230.05000000 0.000335735205 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 2.13599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410B3M4 6519.96000000 PA USD 6891.10000000 0.001037458745 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 1.92300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JMH4 23346.96000000 PA USD 23495.84000000 0.003537311124 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 1.82900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DBW9 3303.40000000 PA USD 3311.86000000 0.000498602272 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.50700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVG1 71616.33000000 PA USD 71839.71000000 0.010815506291 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 2.30100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413EES0 37295.41000000 PA USD 37151.24000000 0.005593138808 Long ABS-MBS USGSE US N 2 2038-02-01 Variable 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJG0 19849.49000000 PA USD 19889.66000000 0.002994398820 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.12400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LDC9 42242.99000000 PA USD 43319.57000000 0.006521784148 Long ABS-MBS USGSE US N 2 2044-11-01 Variable 1.28800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QPW5 374036.73000000 PA USD 376655.44000000 0.056705675470 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 3.15399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136056A0 295.06000000 PA USD 300.06000000 0.000045174191 Long ABS-MBS USGSE US N 2 2025-12-01 Variable 4.25000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DJR8 12423.08000000 PA USD 12495.31000000 0.001881175521 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 1.72400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CCW3 592141.08000000 PA USD 599119.47000000 0.090197752710 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.99000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EPK6 107483.95000000 PA USD 111704.18000000 0.016817123309 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 1.67699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368WY87 9459.12000000 PA USD 9478.77000000 0.001427033830 Long ABS-MBS USGSE US N 2 2023-02-01 Variable 2.87799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410WFS2 42866.12000000 PA USD 42946.82000000 0.006465666438 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 1.81400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C5W8 7926.54000000 PA USD 7953.41000000 0.001197390077 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 1.88100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371WZW8 3644.68000000 PA USD 3638.45000000 0.000547770569 Long ABS-MBS USGSE US N 2 2024-01-01 Variable 2.20500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401D6G1 4656.49000000 PA USD 4659.68000000 0.000701517285 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 2.27700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411E4K0 1000.09000000 PA USD 1060.63000000 0.000159678406 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.09800080 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6AL4 33148415.00000000 PA USD 34052511.17000000 5.126623545841 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VQ70 2691.75000000 PA USD 2722.26000000 0.000409837681 Long ABS-MBS USGSE US N 2 2024-12-01 Variable 1.80900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHR4 4257.93000000 PA USD 4294.68000000 0.000646566342 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 2.30400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QEM8 3580771.44000000 PA USD 3782207.34000000 0.569413313094 Long ABS-MBS USGSE US N 2 2043-07-01 Variable 2.08299960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELR88 2083071.36000000 PA USD 2196460.72000000 0.330678321738 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 1.86400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RTY5 2796.56000000 PA USD 2814.08000000 0.000423661230 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 2.30299920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225CZW9 4162.34000000 PA USD 4224.62000000 0.000636018772 Long ABS-MBS USGA US N 2 2033-09-20 Variable 1.62500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XMD6 11034.05000000 PA USD 11490.83000000 0.001729950526 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 1.99000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHU6 20095.43000000 PA USD 20538.39000000 0.003092065464 Long ABS-MBS USGSE US N 2 2042-08-01 Variable 1.28800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSU0 9994.82000000 PA USD 10418.01000000 0.001568436909 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.76600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WQV7 95614.47000000 PA USD 96676.56000000 0.014554707180 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 1.55900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VQQ5 30016.25000000 PA USD 29941.98000000 0.004507780906 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 2.05899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391MDC4 138930.00000000 PA USD 140408.96000000 0.021138643102 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 1.54900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410YNX8 98263.66000000 PA USD 98332.79000000 0.014804053481 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 2.04999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EKC1 29556.34000000 PA USD 31304.56000000 0.004712918045 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 2.28999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404U2U3 300595.22000000 PA USD 302288.80000000 0.045509738532 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 1.96499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MVS8 1395168.44000000 PA USD 1471907.22000000 0.221596409547 Long ABS-MBS USGSE US N 2 2038-08-01 Variable 1.95000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376RFH9 22837.47000000 PA USD 22890.95000000 0.003446244615 Long ABS-MBS USGSE US N 2 2026-01-01 Variable 2.40800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N7D1 30350.36000000 PA USD 31786.83000000 0.004785524048 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.71600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402GT52 15953.44000000 PA USD 16093.99000000 0.002422958696 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 1.92499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411BAT0 43.23000000 PA USD 43.23000000 0.000006508299 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 2.32099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413YWH0 59597.72000000 PA USD 59636.87000000 0.008978362283 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 1.89500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKTS4 122026.46000000 PA USD 129050.82000000 0.019428669125 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 1.99000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GS61 377.59200000 PA USD 378.81000000 0.000057030045 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 2.03500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4W8 76623.75000000 PA USD 77082.14000000 0.011604756897 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 1.57399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388X3J1 13439.56000000 PA USD 13658.41000000 0.002056280840 Long ABS-MBS USGSE US N 2 2029-04-01 Variable 1.29300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y6D2 71149.11000000 PA USD 72352.26000000 0.010892670965 Long ABS-MBS USGSE US N 2 2030-11-01 Variable 2.03400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RNA0 2363.21000000 PA USD 2440.19000000 0.000367371893 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.76500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391A7F0 7603.20000000 PA USD 7623.80000000 0.001147767117 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 1.89600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JFR4 57588.05000000 PA USD 57732.99000000 0.008691732143 Long ABS-MBS USGSE US N 2 2032-02-01 Variable 2.30699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CWE8 67441.34000000 PA USD 67650.33000000 0.010184792919 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 2.34799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5EY7 2009111.30000000 PA USD 2029431.05000000 0.305531916681 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 0.53925120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412DZV3 20910.91000000 PA USD 22508.00000000 0.003388591290 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.23899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CXQ0 1316.72000000 PA USD 1319.71000000 0.000198683037 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.24399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UJF9 2113.91900000 PA USD 2105.64000000 0.000317005214 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 2.00999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DNH4 1437.82000000 PA USD 1492.25000000 0.000224659025 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 2.27499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QS42 2027.03000000 PA USD 2055.03000000 0.000309385852 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 1.89100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411SVN3 151849.78000000 PA USD 151460.01000000 0.022802384518 Long ABS-MBS USGSE US N 2 2047-03-01 Variable 2.19499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HKE1 816892.33000000 PA USD 835734.07000000 0.125820205738 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 2.12400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404V2S6 3190.43000000 PA USD 3251.86000000 0.000489569240 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 2.29500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RSX8 19078.80000000 PA USD 20312.09000000 0.003057995879 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 2.33600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SJL4 69592.48000000 PA USD 69693.52000000 0.010492396253 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 2.39799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NBG8 177762.27000000 PA USD 178333.00000000 0.026848127359 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 1.97899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UNY0 28675.94000000 PA USD 29019.55000000 0.004368908582 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 2.08199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HUG5 18006.32000000 PA USD 18041.53000000 0.002716161872 Long ABS-MBS USGSE US N 2 2029-02-01 Variable 2.46800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JNU2 28518.84000000 PA USD 28613.81000000 0.004307824211 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 3.80000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DKW9 68179.24000000 PA USD 70798.04000000 0.010658682323 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 2.08000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QLK3 15430.72000000 PA USD 15543.45000000 0.002340074608 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 1.88300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NY44 16910.78000000 PA USD 16977.44000000 0.002555962560 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 1.80500040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MHK2 2018586.38000000 PA USD 2144995.00000000 0.322930130404 Long ABS-MBS USGSE US N 2 2040-11-01 Variable 2.23200000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386QEQ0 1830.10000000 PA USD 1806.26000000 0.000271933397 Long ABS-MBS USGSE US N 2 2031-01-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GW47 179654.16000000 PA USD 180064.05000000 0.027108737851 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 2.04400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CCN5 52981.74000000 PA USD 54117.25000000 0.008147380576 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.75600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31366MTN4 300.18000000 PA USD 300.48000000 0.000045237422 Long ABS-MBS USGSE US N 2 2022-04-01 Variable 1.57500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410RM30 187291.65000000 PA USD 197912.82000000 0.029795879604 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.01999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJJ66 8659.27000000 PA USD 9066.56000000 0.001364975397 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.96200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412A2U7 60316.52000000 PA USD 59989.07000000 0.009031386179 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 2.32999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FPY3 37772.11000000 PA USD 38000.16000000 0.005720944162 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 2.22000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408C2W5 66225.81000000 PA USD 69568.76000000 0.010473613569 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 1.73999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368QFQ1 2829.17000000 PA USD 2844.12000000 0.000428183768 Long ABS-MBS USGSE US N 2 2022-12-01 Variable 3.75000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AHD0 17916.28000000 PA USD 18055.00000000 0.002718189788 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 1.84100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391TU30 77276.28000000 PA USD 77771.94000000 0.011708606652 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 1.95500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MA80 4621.38000000 PA USD 4662.16000000 0.000701890650 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 1.85500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EWY9 485.64000000 PA USD 504.15000000 0.000075900048 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.20500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402M4P2 264774.98000000 PA USD 265088.32000000 0.039909186616 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 1.84500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GYA0 10244.39000000 PA USD 10677.14000000 0.001607449067 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 1.79799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DUF0 1572.71000000 PA USD 1630.25000000 0.000245434998 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 1.78499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CG75 835280.25000000 PA USD 865183.46000000 0.130253826960 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 1.76900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31365DDP7 3238.56000000 PA USD 3241.09000000 0.000487947811 Long ABS-MBS USGSE US N 2 2022-07-01 Variable 2.13699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402A4W3 3395.40000000 PA USD 3427.28000000 0.000515978814 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 2.16000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31365DBQ7 1581.31000000 PA USD 1587.04000000 0.000238929710 Long ABS-MBS USGSE US N 2 2022-05-01 Variable 4.74999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406KAA8 36392.71000000 PA USD 36519.60000000 0.005498045072 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RPT0 42898.27000000 PA USD 43210.24000000 0.006505324459 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.19999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373YMM8 376.51000000 PA USD 377.24000000 0.000056793681 Long ABS-MBS USGSE US N 2 2025-02-01 Variable 2.12699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DSC5 16138.46000000 PA USD 16060.76000000 0.002417955902 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.37200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410G3Q4 107120.98000000 PA USD 108187.21000000 0.016287641618 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 1.92600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CWU1 90258.47000000 PA USD 94836.81000000 0.014277731845 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.77699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XK63 23406.06000000 PA USD 24191.53000000 0.003642047621 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 1.54699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XXU5 104004.16000000 PA USD 105304.58000000 0.015853660149 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 1.74899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JWZ3 9981.14000000 PA USD 10030.27000000 0.001510062447 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 1.89399960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4EN3 125759.64000000 PA USD 126782.07000000 0.019087107614 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 2.01800160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388JK53 17319.92000000 PA USD 17355.68000000 0.002612906792 Long ABS-MBS USGSE US N 2 2031-09-01 Variable 2.31699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQJ4 33247.10000000 PA USD 33365.79000000 0.005023237310 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.86599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KMQ1 3329.12000000 PA USD 3361.50000000 0.000506075600 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 2.32300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D5C2 6654371.45900000 PA USD 6835864.05000000 1.029142943965 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386CLJ9 8813.99000000 PA USD 8829.27000000 0.001329251262 Long ABS-MBS USGSE US N 2 2030-03-01 Variable 2.22999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379PNZ1 5032.33000000 PA USD 5059.39000000 0.000761693837 Long ABS-MBS USGSE US N 2 2027-05-01 Variable 2.33899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VLK0 47045.15000000 PA USD 47314.29000000 0.007123191354 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 1.61399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378QJU6 1925.59000000 PA USD 1931.22000000 0.000290746191 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 2.45000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CWP2 4701.01000000 PA USD 5050.23000000 0.000760314794 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 2.21100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401JCY2 76031.83000000 PA USD 76361.93000000 0.011496328901 Long ABS-MBS USGSE US N 2 2025-01-01 Variable 2.55499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DET2 7773.29000000 PA USD 8133.63000000 0.001224522293 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 2.39500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404AY65 29509.76000000 PA USD 29533.21000000 0.004446240367 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 2.17299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391RTQ5 192677.39000000 PA USD 194094.49000000 0.029221028005 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 3.37399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403JRR9 35688.92000000 PA USD 35984.65000000 0.005417508067 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 2.37499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XUU9 2968.63000000 PA USD 2942.58000000 0.000443006973 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 1.12899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313612HK2 2412.98000000 PA USD 2453.26000000 0.000369339589 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 3.97199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AZX2 40891.93000000 PA USD 40972.03000000 0.006168360761 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 2.26000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AZQ7 40622.87000000 PA USD 41139.07000000 0.006193508721 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 1.68900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373TSF8 23690.71000000 PA USD 23898.57000000 0.003597942338 Long ABS-MBS USGSE US N 2 2024-10-01 Variable 2.19999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QKA8 83033.85000000 PA USD 83104.23000000 0.012511385728 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 2.03299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JQS7 22597.70000000 PA USD 22744.43000000 0.003424185951 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 1.94100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31380TF30 5021.08000000 PA USD 5010.08000000 0.000754270190 Long ABS-MBS USGSE US N 2 2027-11-01 Variable 2.49000120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376TAF9 764510.42400000 PA USD 774567.18000000 0.116611498135 Long ABS-MBS USGA US N 2 2040-01-16 Floating 0.68587920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411E3J4 61340.33400000 PA USD 61950.08000000 0.009326617270 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 1.93799880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31342AZT9 334146.47000000 PA USD 340718.86000000 0.051295404367 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.25000000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JPQ5 134276.80000000 PA USD 134421.70000000 0.020237257947 Long ABS-MBS USGSE US N 2 2028-08-01 Variable 2.38399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374WF98 305.10000000 PA USD 305.04000000 0.000045923933 Long ABS-MBS USGSE US N 2 2025-07-01 Variable 2.22999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401G5B6 169173.11000000 PA USD 170617.17000000 0.025686505076 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 1.63500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RD89 910230.94000000 PA USD 940015.82000000 0.141519878290 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 1.71000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405QDY1 154835.23300000 PA USD 154972.38000000 0.023331173677 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 1.85000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RTR0 58647.29000000 PA USD 59636.96000000 0.008978375832 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 2.33799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DNZ4 66784.07000000 PA USD 66615.00000000 0.010028923441 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 2.44000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408FN88 56739.72000000 PA USD 57119.11000000 0.008599312185 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.58500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DUK9 15171.29000000 PA USD 15800.12000000 0.002378716412 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 1.74499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGR63 1433111.63000000 PA USD 1513557.32000000 0.227866854105 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 2.04300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V7C6 40330.42000000 PA USD 41399.94000000 0.006232782837 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 1.23300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GPK1 92530.80000000 PA USD 93167.41000000 0.014026402793 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 1.73999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406YCH1 130191.40000000 PA USD 130702.10000000 0.019677270202 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 2.08500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SHX1 3754.03000000 PA USD 3756.13000000 0.000565487355 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 2.41499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31367RYK2 282.80000000 PA USD 283.48000000 0.000042678063 Long ABS-MBS USGSE US N 2 2022-08-01 Variable 1.80500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CV83 6821.09000000 PA USD 6892.69000000 0.001037698120 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 1.89699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408FPJ2 155839.58400000 PA USD 159494.16000000 0.024011930045 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 2.08500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBHL3 7602001.90000000 PA USD 8048080.68000000 1.211642797999 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 1.96400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCN9 12770.03000000 PA USD 13396.01000000 0.002016776382 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.77999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404HVC0 182298.17000000 PA USD 183817.44000000 0.027673812698 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 2.18599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389TGC0 114269.06000000 PA USD 114136.25000000 0.017183272733 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 2.57699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSB0 2706.08000000 PA USD 2722.02000000 0.000409801548 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 1.73700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402MM72 50970.49000000 PA USD 51487.67000000 0.007751495918 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.21500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375VE25 4227.21000000 PA USD 4232.16000000 0.000637153923 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 2.19999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQ36 504478.80000000 PA USD 530276.12000000 0.079833349999 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 2.26299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DK81 13485.42000000 PA USD 13878.17000000 0.002089365825 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 2.01800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404TAR4 13644.59000000 PA USD 13785.90000000 0.002075474527 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RNB1 13173.62000000 PA USD 13159.72000000 0.001981202797 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 2.30600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412BTN2 18931.04000000 PA USD 19019.95000000 0.002863463520 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.55399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAD8 95861.62000000 PA USD 97376.65000000 0.014660106099 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.28800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390XAF7 888.55000000 PA USD 882.91000000 0.000132922566 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 2.34000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225C2Y1 140604.51000000 PA USD 146844.26000000 0.022107480917 Long ABS-MBS USGA US N 2 2033-12-20 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401D3F6 8722.02000000 PA USD 9056.73000000 0.001363495485 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 2.41499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SGL8 25922.96000000 PA USD 26004.46000000 0.003914985190 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 2.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSQ9 153871.10000000 PA USD 160386.22000000 0.024146230149 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.76699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKW8 130697.86000000 PA USD 136024.86000000 0.020478614531 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 2.05400160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LUK88 1322093.74000000 PA USD 1406838.52000000 0.211800282388 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 2.21600160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391XNY1 1793.22000000 PA USD 1798.83000000 0.000270814806 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 2.33499960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MGN7 696347.30000000 PA USD 746396.05000000 0.112370319632 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 2.34000000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBGN6 7139491.06200000 PA USD 7176518.60000000 1.080428666428 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 0.53600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BHPA1 8796022.20000000 PA USD 8799568.76000000 1.324779725438 Long ABS-MBS USGSE US N 2 2061-06-25 Floating 0.24999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373XC90 1349.05000000 PA USD 1355.53000000 0.000204075757 Long ABS-MBS USGSE US N 2 2024-12-01 Variable 1.95000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406CT32 27928.48000000 PA USD 28176.10000000 0.004241926739 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 2.84799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362JUN3 585.62000000 PA USD 603.37000000 0.000090837672 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 4.14500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400PAT2 172245.44000000 PA USD 172488.97000000 0.025968305555 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 2.01999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CR21 4538.54000000 PA USD 4566.11000000 0.000687430272 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 2.30199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405D4L8 24991.74000000 PA USD 25096.27000000 0.003778256706 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.55099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CDW3 79657.19000000 PA USD 82632.48000000 0.012440363516 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 1.81400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405ARB1 213837.37000000 PA USD 212930.86000000 0.032056853459 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 2.25799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PKY4 16639.06000000 PA USD 16580.59000000 0.002496216583 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 2.29399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CRK0 3156.05000000 PA USD 3179.57000000 0.000478685943 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 1.58299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XWX5 14900.62000000 PA USD 14891.81000000 0.002241969862 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 2.27199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404AUY8 30255.64000000 PA USD 30567.97000000 0.004602024031 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.52500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411YBW2 129838.08000000 PA USD 130848.02000000 0.019699238535 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 1.84399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHF0 30044.79000000 PA USD 29932.69000000 0.004506382292 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 1.85400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHT5 64223.30000000 PA USD 64767.17000000 0.009750731658 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 1.85500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DNA4 1205.25000000 PA USD 1229.32000000 0.000185074775 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 2.26400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KXH2 29429.97000000 PA USD 29656.20000000 0.004464756576 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 1.87599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UUT0 517824.82000000 PA USD 547060.32000000 0.082360220176 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 1.89000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413DTG2 2406.39000000 PA USD 2406.13000000 0.000362244142 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 1.76900040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5QL1 721494.35000000 PA USD 774561.02000000 0.116610570744 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 2.28899880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PLR9 269976.08000000 PA USD 281821.48000000 0.042428372694 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.62299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31380ADC3 36666.05000000 PA USD 36521.90000000 0.005498391338 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 2.10999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MCX3 24552.30000000 PA USD 24593.56000000 0.003702573450 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 2.30799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L3Q9 65698.51000000 PA USD 66083.05000000 0.009948838087 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 2.30000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406X2J0 38530.77000000 PA USD 39963.05000000 0.006016458289 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 1.59699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418M6F4 114082.35000000 PA USD 114747.28000000 0.017275263622 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 2.30600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PDD9 69561.06000000 PA USD 72737.38000000 0.010950650984 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.67400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4F5 2180.33000000 PA USD 2191.38000000 0.000329913416 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 2.22500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C3F7 102924.97000000 PA USD 102930.36000000 0.015496220073 Long ABS-MBS USGSE US N 2 2030-09-01 Variable 3.11500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KMH1 39264.21000000 PA USD 39262.93000000 0.005911054853 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 2.27300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQBQ4 189482.82000000 PA USD 202100.48000000 0.030426334029 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.35699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PKE9 27963.71000000 PA USD 28156.28000000 0.004238942828 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.64900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DLW8 27023.37000000 PA USD 27239.22000000 0.004100878960 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 2.17599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KD27 499189.54000000 PA USD 505498.48000000 0.076103063207 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 1.95800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UDS4 63886.96000000 PA USD 67609.22000000 0.010178603787 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.18400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHA0 3385.94000000 PA USD 3409.75000000 0.000513339663 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 2.32800120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QGFA5 194532.19000000 PA USD 196689.84000000 0.029611759318 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 1.74999960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EM88 6814.64400000 PA USD 6829.99000000 0.001028258602 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 1.80299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DHM4 3549599.75000000 PA USD 3738017.08000000 0.562760446106 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 1.91900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376PMT9 1124.44000000 PA USD 1122.77000000 0.000169033616 Long ABS-MBS USGSE US N 2 2026-07-01 Variable 2.37200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400U3Z5 45886.50000000 PA USD 46067.70000000 0.006935516571 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 1.87499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJPA0 637163.39000000 PA USD 681324.67000000 0.102573788997 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 2.27400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MA71 16797.37000000 PA USD 16985.71000000 0.002557207613 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.72299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403LLM1 12392.07000000 PA USD 12396.35000000 0.001866277041 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 2.00000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406X2K7 42002.47000000 PA USD 43103.71000000 0.006489286311 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.67400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MHD5 1106535.40000000 PA USD 1157681.77000000 0.174289602051 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 1.78599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JFR8 56833.62000000 PA USD 58057.13000000 0.008740531591 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.74500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371LK99 6537.68000000 PA USD 6573.88000000 0.000989701106 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AVC6 24299.46000000 PA USD 24398.54000000 0.003673213086 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 1.84399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WC38 52705.82000000 PA USD 52910.65000000 0.007965726309 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 2.27300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSP9 83618.23000000 PA USD 87065.25000000 0.013107719382 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.65999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414KPM6 8641.30000000 PA USD 8643.74000000 0.001301319623 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 2.38299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G7L1 5532.51000000 PA USD 5532.76000000 0.000832959940 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.21500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4R9 23251.06000000 PA USD 23882.66000000 0.003595547079 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 2.26599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401L5Z2 132769.60000000 PA USD 141764.26000000 0.021342684233 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SJK7 2088.10000000 PA USD 2088.33000000 0.000314399184 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 2.41499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JU99 15958.25000000 PA USD 15886.44000000 0.002391711934 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 2.63999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405UMM8 8444.25000000 PA USD 8466.80000000 0.001274681212 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.82499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402BTK0 28484.25000000 PA USD 28771.31000000 0.004331535919 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.14599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404VKH0 34557.30000000 PA USD 34586.49000000 0.005207014340 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 2.02500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSA2 18235.70000000 PA USD 18289.78000000 0.002753536041 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 1.69999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401EWC9 61273.52000000 PA USD 61260.18000000 0.009222752461 Long ABS-MBS USGSE US N 2 2031-01-01 Variable 2.24600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5H7 341146.94000000 PA USD 359694.10000000 0.054152136773 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.86999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BVH9 49397.20000000 PA USD 50540.14000000 0.007608844776 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.87800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413RBC9 15221.88000000 PA USD 16349.01000000 0.002461352092 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 2.40300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S6AS1 653155.98000000 PA USD 691572.94000000 0.104116671459 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 2.02899960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JMV38 1430759.06000000 PA USD 1516394.02000000 0.228293920788 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 2.14200000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELXF5 619236.95000000 PA USD 628554.55000000 0.094629219554 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 1.87099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BT65 291606.22000000 PA USD 296568.00000000 0.044648469070 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 2.80800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CGR1 158355.25000000 PA USD 165734.52000000 0.024951419539 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.27400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387TZK3 137712.15000000 PA USD 138438.26000000 0.020841953176 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 2.77400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JU79 1096423.30000000 PA USD 1166551.52000000 0.175624947599 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 2.20200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LCM1 69638.24000000 PA USD 69665.39000000 0.010488161267 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 2.43299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31361HL57 3028.70000000 PA USD 3089.61000000 0.000465142417 Long ABS-MBS USGSE US N 2 2026-08-01 Variable 3.49999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JLH1 4601.47000000 PA USD 4629.68000000 0.000697000769 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 2.20500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QWK3 539.64000000 PA USD 541.67000000 0.000081548704 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.32400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386G6R9 46165.19000000 PA USD 46770.09000000 0.007041261757 Long ABS-MBS USGSE US N 2 2030-11-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400JMH9 11497.58000000 PA USD 12270.24000000 0.001847291114 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 2.24899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHG8 38226.49000000 PA USD 39349.09000000 0.005924026286 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.51400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QMV9 82400.24000000 PA USD 85569.57000000 0.012882543968 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 1.67500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GV40 2070.57000000 PA USD 2208.32000000 0.000332463742 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 2.14999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417SC24 242143.04000000 PA USD 255362.96000000 0.038445028530 Long ABS-MBS USGSE US N 2 2039-12-01 Variable 2.02500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F6X8 3788.77000000 PA USD 3844.93000000 0.000578856242 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 2.31400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGJB1 283805.87000000 PA USD 299990.90000000 0.045163788473 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 2.02500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RRV3 1234.07000000 PA USD 1235.02000000 0.000185932913 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 2.15499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VQK8 22198.89000000 PA USD 22310.05000000 0.003358789813 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 1.96800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N7J8 5173.24000000 PA USD 5387.77000000 0.000811131619 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.55499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHG55 25988.31000000 PA USD 26043.11000000 0.003920803968 Long ABS-MBS USGSE US N 2 2041-11-01 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C4Q1 3195.45000000 PA USD 3253.60000000 0.000489831198 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 2.33899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JL26 122051.28000000 PA USD 122532.00000000 0.018447257330 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.99800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XPZ4 576.18000000 PA USD 578.36000000 0.000087072403 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 2.30699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31383Q3G7 1330.56000000 PA USD 1326.92000000 0.000199768506 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 2.36499840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B34M7 3325750.99400000 PA USD 3342427.97000000 0.503204296615 Long ABS-MBS USGSE US N 2 2040-02-15 Floating 0.38599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EH7E6 222718.56000000 PA USD 223917.47000000 0.033710893399 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.65899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BNZ7 20083.39000000 PA USD 21565.80000000 0.003246742582 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 2.09800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362GM40 2717.29000000 PA USD 2780.34000000 0.000418581655 Long ABS-MBS USGSE US N 2 2028-01-01 Variable 4.48499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405BD57 29603.90000000 PA USD 29783.51000000 0.004483923164 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 2.36599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386C3H3 95557.60000000 PA USD 96197.28000000 0.014482551322 Long ABS-MBS USGSE US N 2 2040-09-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B4U9 6742.92000000 PA USD 6871.53000000 0.001034512471 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 1.65899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410B5X8 30026.25000000 PA USD 30264.98000000 0.004556408727 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 1.87499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RCM9 1179.05000000 PA USD 1261.57000000 0.000189930029 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 2.26699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QQR5 8890.62000000 PA USD 8951.50000000 0.001347653053 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 2.04500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BQB7 215140.86000000 PA USD 214809.19000000 0.032339637033 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 2.11200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402GTK9 21441.17000000 PA USD 21447.63000000 0.003228952026 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 1.86000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CR61 2713.82000000 PA USD 2840.52000000 0.000427641786 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 2.35699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PDR7 175001.58000000 PA USD 180152.74000000 0.027122090177 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 2.33300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DCA0 18908.62000000 PA USD 19163.70000000 0.002885105158 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 2.05700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405HB80 32790.24000000 PA USD 34146.16000000 0.005140722426 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 1.82999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UQ27 126727.72000000 PA USD 127358.21000000 0.019173845796 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 1.49299920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5W75 1502982.36000000 PA USD 1592447.58000000 0.239743824424 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 2.04300000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391NM40 2953.45000000 PA USD 2957.16000000 0.000445202000 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 2.04500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZK8 23117.86000000 PA USD 23171.55000000 0.003488489093 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 2.28800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DFN5 890305.85000000 PA USD 928226.99000000 0.139745063706 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 1.82599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHVL3 127411.96000000 PA USD 130177.75000000 0.019598329032 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 1.63500120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LN50 2018177.30000000 PA USD 2158747.75000000 0.325000614181 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 2.30900040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VSV5 89890.55000000 PA USD 93594.25000000 0.014090663781 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 2.45700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XYA5 245447.32000000 PA USD 246509.38000000 0.037112117384 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.63100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TTN1 1152.61000000 PA USD 1158.09000000 0.000174351061 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 2.11500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CU76 12949.26000000 PA USD 12939.57000000 0.001948059099 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 2.17800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AZR5 32410.35000000 PA USD 32566.34000000 0.004902879691 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 1.82999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MGQ2 348320.61000000 PA USD 353209.82000000 0.053175924994 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.86000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ASN0 6592.58000000 PA USD 6664.26000000 0.001003307863 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 2.29500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CXK4 7361.82000000 PA USD 7399.68000000 0.001114025733 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 1.85199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GJK0 3563.58000000 PA USD 3655.99000000 0.000550411225 Long ABS-MBS USGSE US N 2 2032-01-01 Variable 2.36999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405QYJ1 22467.31000000 PA USD 22684.77000000 0.003415204107 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.41499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DTS7 118903.15000000 PA USD 120713.02000000 0.018173408931 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XEK9 46372.57000000 PA USD 46556.82000000 0.007009153845 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 2.35100160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4A49 395122.79000000 PA USD 418161.67000000 0.062954460324 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 2.05499880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KL29 55982.08000000 PA USD 59845.00000000 0.009009696364 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 2.30500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368HA29 1855.31000000 PA USD 1861.97000000 0.000280320567 Long ABS-MBS USGSE US N 2 2023-09-01 Variable 1.63100160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4GM3 470346.51000000 PA USD 471861.83000000 0.071039047780 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 2.13099840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406V3E4 1456.60000000 PA USD 1465.86000000 0.000220685997 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 1.71200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RBC2 6982.37000000 PA USD 7021.30000000 0.001057060424 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 2.31400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AKA9 108932.73000000 PA USD 113432.44000000 0.017077313765 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.72199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375DHB2 24917.75000000 PA USD 24912.42000000 0.003750577991 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 2.32499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NBV8 3304.73000000 PA USD 3317.76000000 0.000499490520 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 2.20500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402EM70 44612.72000000 PA USD 44914.76000000 0.006761940845 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 2.13599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KMW8 13124.43000000 PA USD 13140.69000000 0.001978337821 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 2.17000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EZA8 3137.00000000 PA USD 3275.17000000 0.000493078573 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.21600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373CSC2 9308303.17000000 PA USD 9989368.91000000 1.503904766565 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 2.96499960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5EK6 283597.99000000 PA USD 285227.60000000 0.042941165859 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 2.20399920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405VG76 21430.00000000 PA USD 21547.77000000 0.003244028156 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.32000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412DPT9 16160.57000000 PA USD 16263.18000000 0.002448430340 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 1.71000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400WR77 57210.55000000 PA USD 57581.81000000 0.008668971914 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 1.81699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ARQ3 210.97000000 PA USD 212.20000000 0.000031946822 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 2.24899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DRK2 43652.22000000 PA USD 44154.63000000 0.006647502872 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 1.83899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375PW51 12139.70000000 PA USD 12151.93000000 0.001829479481 Long ABS-MBS USGSE US N 2 2026-03-01 Variable 2.16500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ULA6 28261.32000000 PA USD 28236.49000000 0.004251018486 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 2.40000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404MPD4 19210.60000000 PA USD 19227.04000000 0.002894641029 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407YRJ0 107949.65000000 PA USD 113217.98000000 0.017045026699 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 2.04999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PAH3 2493.67000000 PA USD 2509.38000000 0.000377788484 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.46499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QEE7 8248.16000000 PA USD 8715.09000000 0.001312061403 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 2.22599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FUV0 6944.31000000 PA USD 7466.19000000 0.001124038848 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 2.31300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BA21 206059.81000000 PA USD 218070.07000000 0.032830564240 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 1.98299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YPX3 126134.44000000 PA USD 128982.19000000 0.019418336842 Long ABS-MBS USGSE US N 2 2044-09-01 Variable 1.28800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UWF8 10722.48000000 PA USD 11205.08000000 0.001686930713 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.83399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402AFW1 6860.73000000 PA USD 6852.29000000 0.001031615879 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.15200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MAP1 7847.79000000 PA USD 8245.00000000 0.001241289105 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 2.06899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401D3Z2 3301.51000000 PA USD 3351.18000000 0.000504521919 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.27999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZH1 110299.61000000 PA USD 111358.24000000 0.016765041860 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 1.89200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407T2S8 55682.11000000 PA USD 58186.65000000 0.008760030896 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.98000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375JDP2 16363.92000000 PA USD 16455.98000000 0.002477456482 Long ABS-MBS USGSE US N 2 2025-11-01 Variable 2.16000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QZV6 53661.58000000 PA USD 57277.14000000 0.008623103685 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.32200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405QDU9 29292.45200000 PA USD 29611.30000000 0.004457996858 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 1.47499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412SKY0 2503.18000000 PA USD 2526.88000000 0.000380423118 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 2.00000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386M2G4 10348.07000000 PA USD 10358.02000000 0.001559405382 Long ABS-MBS USGSE US N 2 2030-09-01 Variable 3.11500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400BWB8 21982.68000000 PA USD 21952.02000000 0.003304888207 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 2.04500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KHE2 4344.44000000 PA USD 4370.68000000 0.000658008182 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 1.97499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414R5F8 20925.34000000 PA USD 21159.17000000 0.003185524221 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 2.00000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JUL7 15775.27000000 PA USD 15866.61000000 0.002388726517 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 1.55199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414DPA8 12438.82000000 PA USD 12619.34000000 0.001899848303 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 2.19099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTT6 10156.09000000 PA USD 10299.22000000 0.001550553011 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 2.35100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407EM67 253586.91000000 PA USD 268293.57000000 0.040391738697 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 2.10499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378VKP4 5038.44000000 PA USD 5018.88000000 0.000755595035 Long ABS-MBS USGSE US N 2 2027-06-01 Variable 2.23999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411DUK3 192573.45000000 PA USD 203233.12000000 0.030596853579 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 2.22199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374T2E8 125639.29000000 PA USD 129943.34000000 0.019563038483 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 2.88100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DM98 4014.95000000 PA USD 4061.76000000 0.000611500113 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 2.28899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERS68 309536.74000000 PA USD 311096.87000000 0.046835798124 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 2.31300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411GTW2 116599.91000000 PA USD 124742.27000000 0.018780014647 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 2.31999840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUN26 7699783.23700000 PA USD 7738362.23000000 1.165014521734 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.43599960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRJB3 354572.40000000 PA USD 371707.05000000 0.055960692742 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 2.15200080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5VZ4 490918.16000000 PA USD 499330.10000000 0.075174410340 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 2.17100160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404P6G1 78228.55000000 PA USD 78570.28000000 0.011828797160 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 2.20899960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31347AVZ4 3043200.87000000 PA USD 3173349.32000000 0.477749416537 Long ABS-MBS USGSE US N 2 2045-05-01 Variable 1.94799960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413YLY5 6559.45000000 PA USD 6547.19000000 0.000985682913 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 1.86800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XXN7 35383.97000000 PA USD 35533.75000000 0.005349624834 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 2.37300120 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133G8AX9 16915880.64000000 PA USD 17745711.66000000 2.671626265084 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKL2 529192.42000000 PA USD 533273.44000000 0.080284598108 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 2.39600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CWB4 428749.23000000 PA USD 430703.76000000 0.064842678599 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 2.13199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373YXD6 5632.70000000 PA USD 5670.09000000 0.000853635044 Long ABS-MBS USGSE US N 2 2025-01-01 Variable 1.96300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414EKD5 12769.71000000 PA USD 12876.00000000 0.001938488602 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 2.20600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375VEU3 18238.86000000 PA USD 18292.44000000 0.002753936505 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 2.27999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DMZ9 420582.81000000 PA USD 437387.88000000 0.065848976396 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 1.62299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQN2 70205.62000000 PA USD 71638.17000000 0.010785164338 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.12299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401HJF0 52284.97000000 PA USD 54804.61000000 0.008250862987 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 2.31099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DPE3 33247.87000000 PA USD 33602.39000000 0.005058857565 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 1.63000080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QGMT6 137350.37000000 PA USD 140346.86000000 0.021129293915 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 1.67699880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407YMC0 7475.96000000 PA USD 7858.70000000 0.001183131436 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 2.17699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJZS0 1867347.02000000 PA USD 1994101.17000000 0.300212984583 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 2.28600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DG67 25431.26000000 PA USD 26811.09000000 0.004036423763 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 1.93299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386CXW7 6622.24000000 PA USD 6678.69000000 0.001005480307 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 2.41999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G7D9 20406.94000000 PA USD 20566.23000000 0.003096256791 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.21500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414RYR0 187986.74400000 PA USD 188113.38000000 0.028320568735 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 1.26100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CXP2 2892.10000000 PA USD 2893.94000000 0.000435684195 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 2.26699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XZY8 182887.46000000 PA USD 184623.57000000 0.027795175996 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 1.95999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387MAU3 213169.66000000 PA USD 214998.06000000 0.032368071511 Long ABS-MBS USGSE US N 2 2031-04-01 Variable 2.39500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407SKU5 252750.18000000 PA USD 254852.70000000 0.038368208618 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 2.17199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XQU0 2532.36000000 PA USD 2545.97000000 0.000383297128 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 1.99400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413RTG1 25534.12800000 PA USD 25574.25000000 0.003850216847 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 2.03199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MER3 108046.35000000 PA USD 112383.29000000 0.016919363679 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.72199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371L4X4 10762.01000000 PA USD 11142.89000000 0.001677567976 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BT40 1871951.30000000 PA USD 1976389.82000000 0.297546531484 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 1.90900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404A3G7 32200.19000000 PA USD 33233.35000000 0.005003298398 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 1.49199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407UMR5 121904.11000000 PA USD 129895.65000000 0.019555858728 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.42200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385H4F6 18623.60000000 PA USD 18782.21000000 0.002827671637 Long ABS-MBS USGSE US N 2 2040-07-01 Variable 2.32499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JNN8 322706.50000000 PA USD 341875.16000000 0.051469485943 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 2.04000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GGV9 29720.12000000 PA USD 31442.97000000 0.004733755744 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 1.95699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410ABX3 14594.48000000 PA USD 14771.07000000 0.002223792391 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 1.86800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RUB3 78411.81000000 PA USD 82810.43000000 0.012467153983 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.92499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373XBT7 33256.66000000 PA USD 33242.13000000 0.005004620232 Long ABS-MBS USGSE US N 2 2024-07-01 Variable 1.83399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EJ23 2557.50000000 PA USD 2613.93000000 0.000393528542 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 1.58500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401DMN8 9773.31000000 PA USD 9794.82000000 0.001474615325 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 2.39799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ACA3 1507280.08000000 PA USD 1597228.89000000 0.240463653170 Long ABS-MBS USGSE US N 2 2040-05-01 Variable 2.10800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFL9 7586.01000000 PA USD 7767.79000000 0.001169444888 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 1.36400040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5AJ3 482391.25000000 PA USD 505005.27000000 0.076028810181 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.05999920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391KQN0 820.00000000 PA USD 821.20000000 0.000123632093 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XR71 119147.57000000 PA USD 119733.25000000 0.018025904039 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 1.90299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XT92 1224849.59000000 PA USD 1285364.73000000 0.193512339131 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 1.76699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FPT4 165461.15000000 PA USD 168345.85000000 0.025344556650 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 2.33300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375GPY6 1769.13000000 PA USD 1772.98000000 0.000266923075 Long ABS-MBS USGSE US N 2 2024-04-01 Variable 2.91800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VZW3 13345.98000000 PA USD 13863.37000000 0.002087137677 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 1.69999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4J7 1584.62000000 PA USD 1588.16000000 0.000239098326 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 2.38600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403UYK1 28575.41000000 PA USD 29688.15000000 0.004469566666 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 1.74200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NBL7 32620.16000000 PA USD 33614.43000000 0.005060670194 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 1.67400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CBD7 30299.81000000 PA USD 31525.97000000 0.004746251437 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 2.36400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402LGC0 147977.75000000 PA USD 149306.49000000 0.022478170944 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 1.66399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ENJ6 59320.66000000 PA USD 63203.14000000 0.009515266115 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 2.45800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KF41 455280.95000000 PA USD 474645.88000000 0.071458187979 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 1.99400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410UXH0 45602.06000000 PA USD 49142.08000000 0.007398366104 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 2.21600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QMT4 69776.20000000 PA USD 72463.45000000 0.010909410678 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 1.67500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VAS2 746363.18000000 PA USD 792200.77000000 0.119266244425 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 2.17000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410Q3N9 293232.47000000 PA USD 294908.79000000 0.044398674128 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 2.12699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31363XDF7 38433.40000000 PA USD 39396.28000000 0.005931130766 Long ABS-MBS USGSE US N 2 2028-11-01 Variable 4.39999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGEG5 93161.05000000 PA USD 97997.47000000 0.014753570878 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 1.90800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404EZ90 79820.96000000 PA USD 79834.15000000 0.012019073457 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 1.78899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412SVV4 76.76600000 PA USD 76.74000000 0.000011553247 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 1.87499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410PYG2 80007.14000000 PA USD 84368.51000000 0.012701723750 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 2.18300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C2J0 3071.49000000 PA USD 3104.76000000 0.000467423258 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 2.28499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JSQ9 69422.26000000 PA USD 69276.57000000 0.010429624210 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 2.25299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CWW7 4418.24000000 PA USD 4399.34000000 0.000662322961 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 1.93399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CMP3 3728.68000000 PA USD 3780.99000000 0.000569230041 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 1.53699840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31351DEC1 7554748.32000000 PA USD 7621053.55000000 1.147353637988 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 0.43599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384V7K2 18868.99000000 PA USD 19046.12000000 0.002867403427 Long ABS-MBS USGSE US N 2 2040-10-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404CVT4 153670.50000000 PA USD 154972.91000000 0.023331253469 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 2.36499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FPR8 71273.46000000 PA USD 71025.17000000 0.010692876864 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 2.34500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402KU28 2244.94000000 PA USD 2259.18000000 0.000340120742 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.15499960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FM2A9 13250310.69200000 PA USD 13328201.32000000 2.006567749723 Long ABS-MBS USGSE US N 2 2042-07-15 Floating 0.48600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406QZ91 1150.50000000 PA USD 1152.07000000 0.000173444747 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 1.78800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FU40 10620.31000000 PA USD 10677.48000000 0.001607500254 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 2.29799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413K2Z3 28402.04000000 PA USD 28618.54000000 0.004308536315 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 1.09699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408AMN7 127026.84000000 PA USD 127514.63000000 0.019197394909 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 2.03500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402T6W0 72958.77000000 PA USD 73435.02000000 0.011055681055 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 1.86900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404X3H5 53163.83000000 PA USD 53299.02000000 0.008024195617 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 2.49000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401H6Q0 3515.68000000 PA USD 3531.83000000 0.000531718872 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 1.84899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410XDA1 31935.75000000 PA USD 34233.68000000 0.005153898608 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 2.32499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NCB8 131741.58000000 PA USD 132167.68000000 0.019897914045 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 1.89500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SXU8 28960.11000000 PA USD 29064.83000000 0.004375725510 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 2.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384V7B2 307.43000000 PA USD 307.05000000 0.000046226539 Long ABS-MBS USGSE US N 2 2030-03-01 Variable 2.59999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391EUJ8 15572.20000000 PA USD 15563.61000000 0.002343109707 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 2.24799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G6M0 22227.43000000 PA USD 22066.90000000 0.003322183452 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.21500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MWS0 7012.54000000 PA USD 7007.28000000 0.001054949705 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 2.45499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V6Z6 11378.35000000 PA USD 11773.29000000 0.001772475029 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 1.26500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388NR99 47595.21000000 PA USD 47842.73000000 0.007202748275 Long ABS-MBS USGSE US N 2 2030-03-01 Variable 1.66600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390CLB0 1007.20000000 PA USD 1008.61000000 0.000151846768 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 2.76999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413J3M4 118242.34600000 PA USD 118244.06000000 0.017801705698 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 1.84500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CE30 17827.86000000 PA USD 18579.93000000 0.002797218276 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 1.72100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L2Y3 153859.65000000 PA USD 154305.51000000 0.023230776046 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 2.20299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHP8 40159.63000000 PA USD 40066.48000000 0.006032029730 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 2.31999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VQ74 12674.55000000 PA USD 12723.03000000 0.001915458887 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 1.51599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ERU2 10049.82000000 PA USD 10152.99000000 0.001528538008 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 2.02899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402J4L8 163466.77000000 PA USD 165267.76000000 0.024881148575 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 1.95099840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31349SRM7 196351.20000000 PA USD 205820.88000000 0.030986442214 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 2.35500120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTQ2 5617.04000000 PA USD 5709.84000000 0.000859619428 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 2.24399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EPE2 220930.73000000 PA USD 224235.02000000 0.033758700719 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 2.10499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XWP7 62013.43000000 PA USD 61904.69000000 0.009319783782 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 1.73000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368BYX8 711.91000000 PA USD 714.49000000 0.000107566846 Long ABS-MBS USGSE US N 2 2022-10-01 Variable 5.00000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MGS3 156759.17000000 PA USD 157831.38000000 0.023761597637 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.22900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402D4C1 13831.20000000 PA USD 13983.52000000 0.002105226323 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 1.59099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373KHT9 537732.76000000 PA USD 553737.00000000 0.083365397877 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 1.60499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406RA70 14736.45000000 PA USD 14792.14000000 0.002226964491 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.55099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RBH1 17383.27000000 PA USD 17514.25000000 0.002636779589 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.29100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GLR8 145941.89000000 PA USD 144541.01000000 0.021760725413 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 1.59000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136056B8 75.98000000 PA USD 77.59000000 0.000011681215 Long ABS-MBS USGSE US N 2 2026-01-01 Variable 4.25000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391MQR7 291207.81000000 PA USD 292553.66000000 0.044044108062 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 1.53799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JNQ1 6507.54000000 PA USD 6839.67000000 0.001029715931 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.76500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHJB9 74630.88000000 PA USD 80114.90000000 0.012061340517 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 2.29600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419APP6 720858.12000000 PA USD 732821.89000000 0.110326722673 Long ABS-MBS USGSE US N 2 2038-11-01 Variable 2.09199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GG31 6952.42000000 PA USD 7079.43000000 0.001065811926 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 2.30900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AK81 4231.39000000 PA USD 4274.29000000 0.000643496617 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 1.82800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN62 9930.31000000 PA USD 9981.71000000 0.001502751713 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.95199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GX28 11918.97000000 PA USD 12028.19000000 0.001810850358 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 2.48900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CZ95 23047.49000000 PA USD 24348.73000000 0.003665714164 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.92899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374TG29 48953.21000000 PA USD 48830.83000000 0.007351507252 Long ABS-MBS USGSE US N 2 2026-03-01 Variable 4.83900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WEE0 254564.80000000 PA USD 255154.01000000 0.038413570997 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 1.79100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RPM5 5111.18000000 PA USD 5339.65000000 0.000803887128 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 2.24899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SM71 6966.86000000 PA USD 6956.85000000 0.001047357442 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 2.39799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411AP58 20813.30000000 PA USD 20981.44000000 0.003158766876 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 1.81500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GJN4 619378.78000000 PA USD 646450.59000000 0.097323477830 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 1.85199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409X3V9 51037.94300000 PA USD 51426.93000000 0.007742351479 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 1.66299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410RM48 268224.51000000 PA USD 281260.03000000 0.042343846100 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.04999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HUF7 9442.60000000 PA USD 9497.83000000 0.001429903323 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 2.26000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FW50 27425.78000000 PA USD 27700.21000000 0.004170281248 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.09700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4GC5 166744.44000000 PA USD 174775.34000000 0.026312519766 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.11600080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F3M5 798.51000000 PA USD 804.07000000 0.000121053163 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 1.42400160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRG26 311622.52000000 PA USD 326622.92000000 0.049173253153 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 2.10800160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5DY7 712990.16000000 PA USD 747314.68000000 0.112508619864 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 1.97499960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVD8 6241.29000000 PA USD 6567.67000000 0.000988766188 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 2.36700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31347ASU9 887241.85000000 PA USD 941818.97000000 0.141791343475 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 2.34900000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AMQ8 5976.90000000 PA USD 5991.46000000 0.000902017468 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RXF8 11163.50000000 PA USD 11221.36000000 0.001689381675 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 2.21799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391QW34 1689.16000000 PA USD 1692.46000000 0.000254800747 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 2.30000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ECQ7 27006.25000000 PA USD 27295.15000000 0.004109299251 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 2.09499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CXL2 13133.02000000 PA USD 13259.70000000 0.001996254839 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 1.91000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SSW1 2998.36000000 PA USD 3004.67000000 0.000452354655 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 2.12100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409HGL2 54138.20000000 PA USD 54420.66000000 0.008193059112 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 2.42300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401PEH3 654693.00000000 PA USD 663724.61000000 0.099924090666 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 1.69099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETM29 8081196.72000000 PA USD 8644208.69000000 1.301390184826 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 2.30100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410AH33 3137.73000000 PA USD 3132.27000000 0.000471564903 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 2.50999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400FEQ6 70434.59000000 PA USD 70626.92000000 0.010632920116 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.21000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407A5Q0 61551.06000000 PA USD 61872.08000000 0.009314874329 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 3.80499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400VP89 1639.06000000 PA USD 1645.82000000 0.000247779070 Long ABS-MBS USGSE US N 2 2028-03-01 Variable 1.39200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413KMQ1 310681.87000000 PA USD 312001.62000000 0.046972008714 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 1.57299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406QGG6 114920.91000000 PA USD 115881.65000000 0.017446043625 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 1.73000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DVE4 33524.31000000 PA USD 33946.45000000 0.005110655980 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 1.81100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31360FC86 7.14000000 PA USD 7.19000000 0.000001082458 Long ABS-MBS USGSE US N 2 2024-06-01 Variable 5.00000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NEA8 213740.19000000 PA USD 214623.32000000 0.032311654206 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 1.97700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WNX8 28048.62000000 PA USD 28333.99000000 0.004265697162 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 1.58500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400Q2Z5 8884.15000000 PA USD 8899.62000000 0.001339842492 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 2.41499880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JMVS3 378325.85000000 PA USD 396357.86000000 0.059671885210 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 2.14300080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BXL8 13360.75000000 PA USD 13365.48000000 0.002012180074 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 2.13999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390W7E6 29464.38000000 PA USD 30920.99000000 0.004655171379 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 2.34000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4HF7 563221.26000000 PA USD 592993.28000000 0.089275451569 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 2.22199920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GMA8 794347.55000000 PA USD 839459.79000000 0.126381114852 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 2.03199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375BVV6 1970.99000000 PA USD 1983.02000000 0.000298544708 Long ABS-MBS USGSE US N 2 2025-09-01 Variable 2.29600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDQ3 13193.24000000 PA USD 13781.48000000 0.002074809094 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 2.00400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NPV3 105231.81000000 PA USD 105460.49000000 0.015877132481 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 2.00400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GQ89 5024.62000000 PA USD 5041.28000000 0.000758967367 Long ABS-MBS USGSE US N 2 2023-09-01 Variable 1.64999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MM90 142669.38000000 PA USD 149365.75000000 0.022487092569 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 2.03900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QX48 2255.11000000 PA USD 2349.56000000 0.000353727499 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.91499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HAL5 31711.66000000 PA USD 31758.97000000 0.004781329711 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TLH6 21990.08000000 PA USD 21989.69000000 0.003310559446 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 1.73999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GTS0 151278.69000000 PA USD 152102.98000000 0.022899183991 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 1.51599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374FXM6 141.99000000 PA USD 142.30000000 0.000021423340 Long ABS-MBS USGSE US N 2 2026-08-01 Variable 2.47899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EPC6 345587.61000000 PA USD 365211.42000000 0.054982772214 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 1.97499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HJT0 7032.53000000 PA USD 7664.33000000 0.001153868930 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 3.53300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F4H5 2066.25000000 PA USD 2064.08000000 0.000310748334 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 2.10999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LF34 1493057.39000000 PA USD 1580512.81000000 0.237947038495 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 2.14300080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409EJW2 211759.19000000 PA USD 215143.75000000 0.032390005218 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 2.23300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VJ20 114586.95000000 PA USD 115103.57000000 0.017328903270 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 2.18800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DA63 54720.19000000 PA USD 54633.38000000 0.008225084220 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 2.43299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PLQ1 23452.43000000 PA USD 24167.07000000 0.003638365155 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.62399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400XZG6 4622.52000000 PA USD 4633.01000000 0.000697502103 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 1.87999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CAQ9 16093.19000000 PA USD 16051.25000000 0.002416524167 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 1.84100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q5R8 247328.64000000 PA USD 256870.81000000 0.038672036144 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.69700040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5ZW7 7619914.65000000 PA USD 8085850.56000000 1.217329073386 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 2.12799960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374GEW3 5020.52000000 PA USD 5030.03000000 0.000757273673 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 2.34500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQ69 215872.13000000 PA USD 228047.69000000 0.034332700202 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 1.92399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EMA43 897226.91000000 PA USD 960840.47000000 0.144655040349 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 2.29600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XWM9 94908.86000000 PA USD 99204.93000000 0.014935354619 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 1.92600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CL61 1265.78000000 PA USD 1282.72000000 0.000193114173 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 2.41200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410AKW5 72635.08000000 PA USD 76952.26000000 0.011585203395 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 2.31900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414KQP8 12415.85200000 PA USD 12396.69000000 0.001866328228 Long ABS-MBS USGSE US N 2 2038-02-01 Variable 2.38299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373TR77 1365.65000000 PA USD 1364.63000000 0.000205445767 Long ABS-MBS USGSE US N 2 2024-09-01 Variable 2.44400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391TZ50 21236.36000000 PA USD 21460.04000000 0.003230820358 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 1.99199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AL78 10721.75000000 PA USD 10837.62000000 0.001631609416 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 1.89200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374GRC3 12442.98000000 PA USD 13357.80000000 0.002011023846 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 2.97799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405FTR3 3042.43000000 PA USD 3045.87000000 0.000458557337 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 2.29500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400RT76 12968.88000000 PA USD 13064.23000000 0.001966826728 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 2.27700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XSJ7 8467.52000000 PA USD 8595.19000000 0.001294010395 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.95800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403FGK4 9116.44000000 PA USD 9189.54000000 0.001383490101 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 2.15499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XE26 416793.60000000 PA USD 423343.15000000 0.063734534875 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 2.09499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DNC0 475.48000000 PA USD 480.80000000 0.000072384693 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 2.29799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AMD7 49504.29000000 PA USD 49812.74000000 0.007499334321 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 2.22999840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHK36 2803354.80000000 PA USD 2928986.22000000 0.440960422740 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.59500160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHT9 25323.38000000 PA USD 25837.98000000 0.003889921538 Long ABS-MBS USGSE US N 2 2042-08-01 Variable 1.28800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QZY0 4973.79000000 PA USD 5015.22000000 0.000755044020 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 2.35699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DUU1 16141.01000000 PA USD 16861.83000000 0.002538557414 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 2.02600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405NLX1 2844.01000000 PA USD 2862.94000000 0.000431017129 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 1.81699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409GFF8 37301.22000000 PA USD 37426.50000000 0.005634579346 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 2.39799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DMF4 8895.85000000 PA USD 8941.93000000 0.001346212285 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 2.22500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EJ72 4522.37000000 PA USD 4566.89000000 0.000687547702 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 1.83499920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNJT8 12710145.50000000 PA USD 12781800.22000000 1.924306775466 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 0.48600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410DXD7 40942.23000000 PA USD 43488.54000000 0.006547222671 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.36499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJX3 12207.90000000 PA USD 12707.32000000 0.001913093738 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 2.12400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UWM3 86815.65000000 PA USD 90507.42000000 0.013625939894 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 1.69499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XH31 10547.87000000 PA USD 10940.40000000 0.001647082999 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 2.12299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419GJS4 182287.64000000 PA USD 182293.49000000 0.027444381221 Long ABS-MBS USGSE US N 2 2040-09-01 Variable 2.00000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JE75 4524.80000000 PA USD 4533.28000000 0.000682487698 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 1.91099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MJR7 70556.44000000 PA USD 70552.20000000 0.010621670981 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 2.08500120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DBX1 8989.34000000 PA USD 9389.18000000 0.001413546009 Long ABS-MBS USGA US N 2 2034-06-20 Variable 1.87499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CD44 85650.00000000 PA USD 86014.10000000 0.012949468194 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 2.39299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MB89 135955.20000000 PA USD 142176.04000000 0.021404677930 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 2.05899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BXN3 25029.27000000 PA USD 25237.57000000 0.003799529495 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 2.50999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGEH3 2749645.71000000 PA USD 2892476.25000000 0.435463827469 Long ABS-MBS USGSE US N 2 2039-01-01 Variable 1.98600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CU88 132904.95000000 PA USD 132846.86000000 0.020000164953 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 1.90699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XQG7 39011.22000000 PA USD 40871.29000000 0.006153194300 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 1.82999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q5D9 31269.97000000 PA USD 31512.70000000 0.004744253632 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 1.94600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VLC1 10624.92000000 PA USD 10715.03000000 0.001613153427 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 1.90500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401Y3J2 136972.76000000 PA USD 137107.83000000 0.020641656237 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.26800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409X5Q8 132475.28000000 PA USD 133499.58000000 0.020098432293 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 1.78099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413ECE3 36411.72000000 PA USD 36301.24000000 0.005465170859 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 2.13900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RH69 11491.53000000 PA USD 11756.72000000 0.001769980406 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 1.28800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XCV7 357.04000000 PA USD 357.12000000 0.000053764604 Long ABS-MBS USGSE US N 2 2021-12-01 Variable 2.11500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390AHA1 19396.60000000 PA USD 19420.42000000 0.002923754490 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 2.76999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DVM2 413448.83000000 PA USD 433765.78000000 0.065303667327 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 2.14999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HU59 13331.91000000 PA USD 13883.09000000 0.002090106533 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 3.18099960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LEF8 609663.76000000 PA USD 632881.58000000 0.095280656206 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 2.23800120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AQP3 196381.20000000 PA USD 197479.46000000 0.029730637027 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 1.91999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NSL2 99581.95000000 PA USD 104869.94000000 0.015788224867 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 1.99500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407RKJ2 88652.38000000 PA USD 88852.40000000 0.013376775758 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 2.22999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VJ60 2341.07000000 PA USD 2344.62000000 0.000352983779 Long ABS-MBS USGSE US N 2 2028-07-01 Variable 2.61500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DTK1 23235.67000000 PA USD 23284.22000000 0.003505451621 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.98699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402A5N2 94026.05000000 PA USD 94823.08000000 0.014275664786 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.00000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AET6 3905.61000000 PA USD 3969.43000000 0.000597599783 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 1.28800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JKZ8 18435.12000000 PA USD 18462.42000000 0.002779527084 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 2.00199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413ADY6 14705.29000000 PA USD 14767.78000000 0.002223297080 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 1.51499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SCZ8 1225474.23000000 PA USD 1280093.96000000 0.192718821923 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 1.78300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C6N7 13611.46000000 PA USD 13682.00000000 0.002059832327 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 1.43799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412XPK4 886.64000000 PA USD 893.18000000 0.000134468720 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 1.82499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403YHN6 32461.85000000 PA USD 32671.00000000 0.004918636309 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 2.40500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DMC1 4400.00000000 PA USD 4413.74000000 0.000664490888 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 1.93700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SCY1 406266.90000000 PA USD 424366.47000000 0.063888596242 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 1.87599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XJS7 21025.58000000 PA USD 21265.39000000 0.003201515698 Long ABS-MBS USGSE US N 2 2040-01-01 Variable 2.40000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402KR48 3842.76000000 PA USD 3839.99000000 0.000578112523 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.27999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NSE5 161788.80000000 PA USD 163036.78000000 0.024545273357 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 1.61399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389VAQ0 26515.90000000 PA USD 26719.97000000 0.004022705599 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 1.91000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5V6 29204.76000000 PA USD 30667.23000000 0.004616967677 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 2.30600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XFS8 19678.89000000 PA USD 19756.04000000 0.002974282258 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 2.08199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VZ33 162503.58000000 PA USD 169363.35000000 0.025497741813 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 1.69999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LMT2 50756.37000000 PA USD 52404.14000000 0.007889470960 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.95000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391LSJ5 635257.83000000 PA USD 637553.73000000 0.095984050857 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 1.79300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401BX83 34160.52000000 PA USD 34272.29000000 0.005159711364 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 2.16500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSF3 4966.25000000 PA USD 5176.19000000 0.000779278138 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.74099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CAP2 1473713.32000000 PA USD 1540568.80000000 0.231933446688 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.61600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CBL3 33470.63000000 PA USD 35882.62000000 0.005402147397 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 2.69600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CAG1 11510.83000000 PA USD 12174.25000000 0.001832839768 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 2.03000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411E2N6 89417.70000000 PA USD 90747.07000000 0.013662019328 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.12900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400PEL5 1156.34000000 PA USD 1150.63000000 0.000173227954 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 2.41499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401G4N1 21455.44000000 PA USD 21601.95000000 0.003252184984 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 1.89500040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRV37 229862.96000000 PA USD 230644.47000000 0.034723646802 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 2.08100160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CQG0 92569.02000000 PA USD 92937.39000000 0.013991773161 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 2.21299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCG4 45098.45000000 PA USD 47738.50000000 0.007187056394 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 2.03199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XEC4 15071.04000000 PA USD 15151.09000000 0.002281004603 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 2.12699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPR63 800426.59000000 PA USD 844223.72000000 0.127098327030 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 1.93600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHVA7 70319.21000000 PA USD 74045.94000000 0.011147655383 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 1.83399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BWK0 52078.06000000 PA USD 52374.21000000 0.007884964983 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 1.76500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ACY3 252810.36000000 PA USD 253256.44000000 0.038127890831 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 2.75699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410B6S8 12757.50000000 PA USD 12843.29000000 0.001933564094 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 1.86699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406BV64 147779.06000000 PA USD 148235.19000000 0.022316886163 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.81699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375DTX1 3775.12000000 PA USD 3770.96000000 0.000567720020 Long ABS-MBS USGSE US N 2 2025-12-01 Variable 2.17000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZW2 4672.31000000 PA USD 4701.03000000 0.000707742549 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 2.54000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AAJ0 227297.12000000 PA USD 234979.36000000 0.035376266782 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 1.96999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RM94 91257.93000000 PA USD 91370.67000000 0.013755902637 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.86599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XSY4 9040.82000000 PA USD 9069.95000000 0.001365485763 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 1.41000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LZ68 928.15000000 PA USD 991.01000000 0.000149197079 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 2.12400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391USA4 15136.86000000 PA USD 15128.04000000 0.002277534413 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 2.01200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WS87 162970.23000000 PA USD 164986.72000000 0.024838837854 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 1.63500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SJK6 10335.36000000 PA USD 10322.57000000 0.001554068366 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 2.39299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KVD3 6462.05000000 PA USD 6561.40000000 0.000987822236 Long ABS-MBS USGSE US N 2 2028-02-01 Variable 2.47600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412G2Z3 16609.61000000 PA USD 16460.30000000 0.002478106860 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 4.99299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JMS2 11851.28000000 PA USD 12560.92000000 0.001891053141 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 2.15600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L5A2 54478.05000000 PA USD 54526.95000000 0.008209061127 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 2.31000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XWG7 109931.73000000 PA USD 110995.54000000 0.016710437183 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 1.67699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RMG1 11407.49000000 PA USD 11438.20000000 0.001722027052 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 2.18900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402W5X2 29338.40000000 PA USD 29495.79000000 0.004440606766 Long ABS-MBS USGSE US N 2 2028-08-01 Variable 1.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BK49 2788075.64000000 PA USD 2922561.76000000 0.439993216893 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 1.73900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDS9 8111.94000000 PA USD 8638.75000000 0.001300568376 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 2.41200000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133G76Q1 19422862.08000000 PA USD 20376567.34000000 3.067702977532 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31367JC24 37737.85000000 PA USD 38000.78000000 0.005721037503 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 5.24999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389CYT0 206034.54000000 PA USD 207293.39000000 0.031208129373 Long ABS-MBS USGSE US N 2 2032-01-01 Variable 1.63599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401MUQ2 85209.16000000 PA USD 85583.02000000 0.012884568872 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 2.08000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390NJT0 2751.80000000 PA USD 2714.73000000 0.000408704035 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374TYQ6 34943.12000000 PA USD 35321.16000000 0.005317619297 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 2.12699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQ21 747606.84000000 PA USD 770369.08000000 0.115979471963 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.67600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404RUM7 14979.45000000 PA USD 15569.19000000 0.002343949779 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 1.67799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FPC6 633.42000000 PA USD 633.17000000 0.000095324077 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 1.99699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZZ5 164350.90000000 PA USD 165015.15000000 0.024843118006 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 1.50699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400YA22 39160.76000000 PA USD 39510.44000000 0.005948317614 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 1.91499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388L4U1 651.18000000 PA USD 652.05000000 0.000098166471 Long ABS-MBS USGSE US N 2 2030-06-01 Variable 2.36900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAE6 78231.19000000 PA USD 80086.33000000 0.012057039289 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 1.28800080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBCF1 6206607.46600000 PA USD 6223644.60000000 0.936972982345 Long ABS-MBS USGSE US N 2 2038-08-15 Floating 0.43599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409U6T7 32077.12000000 PA USD 32178.49000000 0.004844488668 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 1.96999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DKQ1 196660.74000000 PA USD 206006.39000000 0.031014370843 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 1.68000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DLX3 80325.51000000 PA USD 83303.29000000 0.012541354316 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 1.79399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405TZV7 118268.35000000 PA USD 119113.23000000 0.017932559701 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.67500080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QSU95 284845.82000000 PA USD 292829.66000000 0.044085660008 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 1.73499840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XPG0 14114.80000000 PA USD 14781.67000000 0.002225388227 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 2.01999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MFY8 103548.80000000 PA USD 109532.39000000 0.016490159178 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 2.00000160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225D3S1 92491.30000000 PA USD 94509.76000000 0.014228494295 Long ABS-MBS USGA US N 2 2036-05-20 Variable 1.87499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NAD8 5732.86000000 PA USD 6117.22000000 0.000920950702 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.11600080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5LE2 1060704.05000000 PA USD 1140167.40000000 0.171652804395 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 2.24899920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MHB9 284887.48000000 PA USD 297782.15000000 0.044831259994 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 1.74800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385NVP1 25561.62000000 PA USD 25583.46000000 0.003851603418 Long ABS-MBS USGSE US N 2 2025-05-01 Variable 2.96899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388K2K7 45715.75000000 PA USD 45724.80000000 0.006883892795 Long ABS-MBS USGSE US N 2 2031-09-01 Variable 2.39500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VHW2 3137.72000000 PA USD 3317.20000000 0.000499406212 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 2.25500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VVR7 36939.12000000 PA USD 38559.31000000 0.005805124490 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 1.97700120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MAA1 203864.94000000 PA USD 218233.80000000 0.032855213878 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 2.33200080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JVP7 170765.34000000 PA USD 170979.32000000 0.025741026950 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 1.99800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NJ63 43382.29000000 PA USD 44278.59000000 0.006666165115 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 1.08299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UUX4 191700.87000000 PA USD 198769.23000000 0.029924812581 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 1.56200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385H5Y4 102938.40000000 PA USD 103470.90000000 0.015577598656 Long ABS-MBS USGSE US N 2 2032-01-01 Variable 2.36599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GCT3 210021.71000000 PA USD 209309.21000000 0.031511612138 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 2.44000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404PHL8 3348.95000000 PA USD 3376.42000000 0.000508321814 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 2.26000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402REK1 2811.62000000 PA USD 2930.76000000 0.000441227466 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 2.42399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376JNW5 7035.55000000 PA USD 7091.90000000 0.001067689291 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 2.36700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385YEG6 31859.14000000 PA USD 31953.73000000 0.004810650931 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 2.28899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C3Z2 112278.23000000 PA USD 112874.84000000 0.016993366791 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 1.85199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AP64 4072.77000000 PA USD 4349.74000000 0.000654855654 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 2.24100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404Q5M7 331510.43000000 PA USD 338949.96000000 0.051029095537 Long ABS-MBS USGSE US N 2 2044-03-01 Variable 1.28800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384WAD2 33828.43000000 PA USD 33883.54000000 0.005101184846 Long ABS-MBS USGSE US N 2 2026-07-01 Variable 2.72300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405NLW3 878.26000000 PA USD 887.53000000 0.000133618110 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 1.74999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSS3 13200.18000000 PA USD 13744.56000000 0.002069250768 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.66399920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S54S0 641636.29000000 PA USD 649851.97000000 0.097835557386 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 2.02600080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414NBM5 21536.58900000 PA USD 21563.03000000 0.003246325557 Long ABS-MBS USGSE US N 2 2038-11-01 Variable 2.08000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405H3L0 712.38000000 PA USD 713.40000000 0.000107402746 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.72900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DZ68 31540.72000000 PA USD 32244.11000000 0.004854367794 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 2.19700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EFD5 5924.75000000 PA USD 5934.31000000 0.000893413505 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.14499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WQX3 82365.85000000 PA USD 82379.94000000 0.012402343486 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.27300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JKQ2 43068.89000000 PA USD 43088.79000000 0.006487040097 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 2.02299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FX34 9580.68000000 PA USD 10236.06000000 0.001541044240 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 2.61200160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHPT4 140993.43000000 PA USD 148319.01000000 0.022329505309 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 1.74700080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RC61 133402.00000000 PA USD 134067.07000000 0.020183868213 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 1.91499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402REL9 14639.18000000 PA USD 15603.85000000 0.002349167860 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 2.33399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GSX2 17264.98000000 PA USD 17329.61000000 0.002608981940 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 2.28099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSW6 63597.06000000 PA USD 66289.39000000 0.009979902683 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.71200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFA3 24566.00000000 PA USD 25456.09000000 0.003832427797 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 1.58000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XUW9 65507.58000000 PA USD 68306.14000000 0.010283525461 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 1.87700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSE6 10098.92000000 PA USD 10184.74000000 0.001533317987 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.71000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5R5 87287.48000000 PA USD 92257.03000000 0.013889344603 Long ABS-MBS USGSE US N 2 2039-02-01 Variable 2.06300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DNX3 36955.77000000 PA USD 37284.50000000 0.005613201171 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 2.29500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WGK4 2323.86000000 PA USD 2330.50000000 0.000350858006 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.70700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411HM56 10666.62000000 PA USD 11286.01000000 0.001699114767 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.00000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TLV5 3470.23000000 PA USD 3494.02000000 0.000526026556 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 1.95300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RQK8 36736.48000000 PA USD 36629.70000000 0.005514620685 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 2.35500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390UMX1 3738.01000000 PA USD 3758.51000000 0.000565845666 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 2.28999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DC49 304572.31000000 PA USD 318047.12000000 0.047882161933 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 1.97799840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JR6K7 335767.50000000 PA USD 356015.50000000 0.053598321600 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 2.19499920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403Q5H9 1776.40000000 PA USD 1787.41000000 0.000269095519 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 1.59999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BWG9 5313.04000000 PA USD 5434.60000000 0.000818181900 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 2.32099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414URK6 369142.03000000 PA USD 372533.01000000 0.056085041456 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.74399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410VQJ2 182107.68000000 PA USD 185644.85000000 0.027948930239 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.65700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AU60 133882.37000000 PA USD 134630.06000000 0.020268626655 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 1.96499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405X5P4 17113.72000000 PA USD 17228.51000000 0.002593761281 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 2.32300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401GYR9 11319.65000000 PA USD 11311.75000000 0.001702989938 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 2.09999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389TR46 1505.08000000 PA USD 1504.71000000 0.000226534885 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L3G1 3752.77000000 PA USD 3925.76000000 0.000591025241 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 2.30000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373TTU4 1012.45000000 PA USD 1013.83000000 0.000152632642 Long ABS-MBS USGSE US N 2 2024-09-01 Variable 2.20500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WTK8 8436.67000000 PA USD 8477.03000000 0.001276221344 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 1.53799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401YQM0 79259.14000000 PA USD 79596.92000000 0.011983358355 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.26800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378FEF8 7061.34000000 PA USD 7056.38000000 0.001062341736 Long ABS-MBS USGSE US N 2 2027-06-01 Variable 2.21000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405LNA3 46063.05000000 PA USD 46306.41000000 0.006971454488 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 2.26699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417VFL2 153454.39000000 PA USD 154932.91000000 0.023325231448 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.82000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404UQ60 4098.75000000 PA USD 4120.98000000 0.000620415716 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 1.83200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHV0 6144.72000000 PA USD 6178.95000000 0.000930244186 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 2.36199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XP43 2314.10000000 PA USD 2341.16000000 0.000352462874 Long ABS-MBS USGSE US N 2 2030-08-01 Variable 2.29700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413QJ33 7803.99000000 PA USD 8254.19000000 0.001242672665 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 1.95000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VBF8 95318.88000000 PA USD 95429.14000000 0.014366907440 Long ABS-MBS USGSE US N 2 2027-05-01 Variable 2.29200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406V5L6 164905.13000000 PA USD 170141.46000000 0.025614886685 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 1.65300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XXB0 76485.70000000 PA USD 79587.59000000 0.011981953718 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 1.96999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZN6 37907.63000000 PA USD 39780.91000000 0.005989037015 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 2.99400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KRF8 94539.55000000 PA USD 97041.25000000 0.014609611452 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.73800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YXX4 36114.80000000 PA USD 36262.45000000 0.005459331004 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.76900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DBS4 4700.57000000 PA USD 5022.15000000 0.000756087335 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 2.43799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGSW5 1489527.04000000 PA USD 1574793.69000000 0.237086021958 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 2.07500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410L6G2 9450.30000000 PA USD 9604.98000000 0.001446034813 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.03799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403ATU9 16999.02000000 PA USD 17107.18000000 0.002575494986 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 2.30799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413BDZ1 121671.85400000 PA USD 122373.71000000 0.018423426687 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 2.24499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402M4D9 67068.82000000 PA USD 67722.34000000 0.010195634063 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 1.82300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31370Q6L8 204047.36000000 PA USD 209554.49000000 0.031548539172 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 1.53200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388G7J4 27758.99000000 PA USD 28005.78000000 0.004216284973 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AM96 110885.70000000 PA USD 111080.80000000 0.016723273121 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 1.99100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373UEJ2 321.10000000 PA USD 321.48000000 0.000048398983 Long ABS-MBS USGSE US N 2 2025-07-01 Variable 2.34200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G6P3 24022.65000000 PA USD 24131.76000000 0.003633049216 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.21500080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QPQ21 1460529.86000000 PA USD 1582384.33000000 0.238228796820 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.72000160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F7K5 1083743.01000000 PA USD 1146375.14000000 0.172587382931 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 1.98799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402JXS1 3541.22000000 PA USD 3574.10000000 0.000538082643 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 1.77699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JN24 11014.45000000 PA USD 11071.44000000 0.001666811140 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 2.26100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378C4V1 6687.32000000 PA USD 6651.96000000 0.001001456092 Long ABS-MBS USGSE US N 2 2027-07-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374KHJ0 23266.12000000 PA USD 23272.63000000 0.003503706740 Long ABS-MBS USGSE US N 2 2024-11-01 Variable 1.98299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MM82 739962.01000000 PA USD 781220.11000000 0.117613100262 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 1.92499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406KA26 4650.71000000 PA USD 4686.68000000 0.000705582149 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 2.27999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKC2 25081.82000000 PA USD 25113.14000000 0.003780796493 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 2.37600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379R5R5 3884.19000000 PA USD 3909.40000000 0.000588562235 Long ABS-MBS USGSE US N 2 2025-04-01 Variable 2.59999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CFP1 181901.65000000 PA USD 183319.45000000 0.027598840041 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.36900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DXE9 11978.54000000 PA USD 12035.34000000 0.001811926795 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 1.83999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388RPD3 106509.07000000 PA USD 107087.76000000 0.016122118840 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 1.95000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386QD99 284140.17000000 PA USD 288497.07000000 0.043433386295 Long ABS-MBS USGSE US N 2 2041-01-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31360YJ70 324.25000000 PA USD 326.75000000 0.000049192385 Long ABS-MBS USGSE US N 2 2024-07-01 Variable 5.00000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XUP2 78433.87000000 PA USD 82740.73000000 0.012456660611 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 1.93500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5L51 3398746.75000000 PA USD 3624731.46000000 0.545705236169 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 2.24300160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SC47 70648.45000000 PA USD 73838.56000000 0.011116434215 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 1.84799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFN4 796030.47000000 PA USD 843633.69000000 0.127009497702 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 2.06700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407LJN8 684013.11000000 PA USD 712800.68000000 0.107312518931 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 2.10499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375AEU9 383.17000000 PA USD 384.32000000 0.000057859579 Long ABS-MBS USGSE US N 2 2024-10-01 Variable 2.04500160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5F66 403124.08000000 PA USD 416515.37000000 0.062706608989 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 2.03699880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FJZV4 6998413.66900000 PA USD 7031909.48000000 1.058657687018 Long ABS-MBS USGSE US N 2 2048-12-15 Floating 0.39025080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391S6L9 37065.77000000 PA USD 37200.47000000 0.005600550410 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 1.84799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KBX1 113901.65000000 PA USD 114580.15000000 0.017250102112 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 1.53600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WN92 39207.84000000 PA USD 39314.74000000 0.005918854876 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.64999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C2S0 48057.03000000 PA USD 48005.39000000 0.007227236824 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 1.90699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373MHP3 1644.15000000 PA USD 1645.37000000 0.000247711322 Long ABS-MBS USGSE US N 2 2024-11-01 Variable 2.37499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MNV0 1976409.15000000 PA USD 2082752.77000000 0.313559529796 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.95500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVP1 26375.00000000 PA USD 27889.77000000 0.004198819607 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 2.05800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ACM7 861124.85000000 PA USD 906013.44000000 0.136400802019 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 2.06100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAF3 222652.62000000 PA USD 227688.69000000 0.034278652562 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 1.28800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EYM3 847.35000000 PA USD 880.95000000 0.000132627487 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 1.97600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XFF9 8239.48000000 PA USD 8234.66000000 0.001239732413 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 1.98200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BWF2 42283.60000000 PA USD 42664.75000000 0.006423200651 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.80900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389KAQ4 135980.82000000 PA USD 136567.52000000 0.020560312281 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 1.54000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407P4K1 608510.23000000 PA USD 612306.97000000 0.092183137801 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.52799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CW32 269993.20000000 PA USD 277025.00000000 0.041706260096 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 1.74800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391QWB6 29152.99000000 PA USD 29129.26000000 0.004385425481 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 2.26000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AB48 16469.99000000 PA USD 17267.64000000 0.002599652324 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 2.31400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VL95 63.95000000 PA USD 64.77000000 0.000009751157 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 1.86000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GAQ0 850227.89000000 PA USD 865178.32000000 0.130253053130 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 2.11200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403K4F7 368211.44000000 PA USD 373113.59000000 0.056172448082 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 2.33499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VVT6 16.90000000 PA USD 17.03000000 0.000002563875 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 2.43000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412ECK0 679795.52000000 PA USD 722690.08000000 0.108801373325 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 2.24499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UBQ7 58256.00000000 PA USD 58642.55000000 0.008828666882 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 2.11200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418WMU1 368835.78000000 PA USD 390105.32000000 0.058730562010 Long ABS-MBS USGSE US N 2 2040-08-01 Variable 2.03500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AEW9 42480.78000000 PA USD 42994.31000000 0.006472816083 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 1.28800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JRV6 223499.31000000 PA USD 223034.19000000 0.033577915128 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 2.48500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406G4D8 53334.86000000 PA USD 53731.13000000 0.008089250006 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 1.95900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XXV0 31533.70000000 PA USD 31717.01000000 0.004775012610 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.99500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFN5 20292.92000000 PA USD 20390.16000000 0.003069749359 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 1.46999880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5QV9 1265577.39000000 PA USD 1346125.06000000 0.202659838911 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 2.19200040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFV6 739.56000000 PA USD 741.82000000 0.000111681392 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 2.17199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AY80 14568.61000000 PA USD 14438.29000000 0.002173692186 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 1.53200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410D4P2 29402.87000000 PA USD 29688.74000000 0.004469655490 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 1.86400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406J3L5 1110.87000000 PA USD 1109.89000000 0.000167094525 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 2.04999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PC40 59355.06000000 PA USD 59428.21000000 0.008946948410 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.52300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406RKF1 173081.53000000 PA USD 176652.19000000 0.026595080525 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 1.62299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GZJ3 67196.80000000 PA USD 67837.00000000 0.010212896186 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 2.14800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TL45 141058.27000000 PA USD 141673.91000000 0.021329081993 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 1.85900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405UTZ2 4403.83000000 PA USD 4434.21000000 0.000667572657 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 1.59599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CEJ2 18324.90000000 PA USD 18482.69000000 0.002782578743 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.90500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YPJ4 8641.35000000 PA USD 8712.46000000 0.001311665455 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 0.86500080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QGQ7 4090536.59000000 PA USD 4308122.05000000 0.648590050514 Long ABS-MBS USGSE US N 2 2044-01-01 Variable 2.55899880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G7A5 3825.64000000 PA USD 3848.32000000 0.000579366608 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.21500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XPN1 58170.49000000 PA USD 58448.92000000 0.008799515783 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 1.23999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408FPH6 37484.49000000 PA USD 37686.96000000 0.005673791737 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 2.08500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFJ1 339782.29000000 PA USD 355322.63000000 0.053494009655 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 2.22800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VWN5 61244.96000000 PA USD 61736.12000000 0.009294405479 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 2.32599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406C6Q6 101199.66000000 PA USD 105844.60000000 0.015934960445 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 2.04400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402YQW7 237727.46000000 PA USD 238100.15000000 0.035846103365 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 2.02700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411RTJ7 9698.88000000 PA USD 10164.09000000 0.001530209118 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 1.85799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401GY24 125043.72000000 PA USD 130458.79000000 0.019640639753 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 2.00000160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5FP4 533618.08000000 PA USD 555781.10000000 0.083673138212 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 2.08400040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410WFG8 3697.33000000 PA USD 3669.36000000 0.000552424086 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 1.86599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AVG4 44959.35000000 PA USD 45157.00000000 0.006798410205 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 1.84700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401BYD1 17440.54000000 PA USD 17545.16000000 0.002641433106 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 1.83399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AP77 8978.31000000 PA USD 9059.50000000 0.001363912510 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 2.24899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VC95 1110.34000000 PA USD 1114.12000000 0.000167731354 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 1.98699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409GSP2 756.91000000 PA USD 758.62000000 0.000114210641 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 1.99699920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LUP8 1192158.39000000 PA USD 1275807.77000000 0.192073533754 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 2.32400160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJDL9 1461703.16000000 PA USD 1545185.32000000 0.232628466213 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 2.02100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31366QU78 3650.03000000 PA USD 3655.29000000 0.000550305840 Long ABS-MBS USGSE US N 2 2022-04-01 Variable 2.07500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407Y2A6 30049.68000000 PA USD 30205.11000000 0.004547395267 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 1.99900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GJV6 1882.29000000 PA USD 1891.52000000 0.000284769335 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.34200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFT1 241620.80000000 PA USD 242827.32000000 0.036557781306 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 1.98200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404CAE0 49134.79000000 PA USD 49468.12000000 0.007447451598 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 2.39799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DEL0 3737.18000000 PA USD 3742.18000000 0.000563387175 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.29899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MBE1 1544266.85000000 PA USD 1604054.18000000 0.241491204185 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 2.23800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DVM3 313979.87000000 PA USD 314168.64000000 0.047298254720 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 1.96499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KSL9 40030.90000000 PA USD 40392.98000000 0.006081184477 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 2.28700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EW52 11691.38000000 PA USD 11716.91000000 0.001763986990 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XXS6 64665.32000000 PA USD 64652.66000000 0.009733492117 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 2.33300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401DL25 31999.64000000 PA USD 32277.46000000 0.004859388654 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 1.43799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411S6V3 436450.03000000 PA USD 437276.84000000 0.065832259265 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 2.25799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405QCV8 8157.57000000 PA USD 8162.92000000 0.001228931918 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 2.34500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KFR0 58699.68000000 PA USD 58761.84000000 0.008846626054 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 2.18599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JLV8 6182.68000000 PA USD 6206.34000000 0.000934367765 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 2.23300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NRB5 13556.77000000 PA USD 13554.89000000 0.002040695850 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 2.11899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405TJL7 20848.69000000 PA USD 20876.64000000 0.003142989180 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.54599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LCA7 36857.37000000 PA USD 36748.48000000 0.005532503077 Long ABS-MBS USGSE US N 2 2026-01-01 Variable 3.90399840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MZH9 580576.89000000 PA USD 617534.12000000 0.092970087995 Long ABS-MBS USGSE US N 2 2040-05-01 Variable 2.15600040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402LLN0 56440.33000000 PA USD 56885.25000000 0.008564104438 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.15200080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AUFV6 3939556.01600000 PA USD 3971120.53000000 0.597854293647 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 0.47599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQC9 156876.04000000 PA USD 164456.51000000 0.024759014459 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.98799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KWJ9 630602.11000000 PA USD 637996.57000000 0.096050720653 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 2.07200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413H5A2 15018.33000000 PA USD 15123.88000000 0.002276908123 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 2.00300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHF9 104535.83000000 PA USD 105338.88000000 0.015858824032 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.27300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408B4W5 6715.57000000 PA USD 6768.28000000 0.001018968129 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.78800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368HUE1 145.46000000 PA USD 145.57000000 0.000021915640 Long ABS-MBS USGSE US N 2 2024-01-01 Variable 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374VCG7 23520.24000000 PA USD 23527.66000000 0.003542101642 Long ABS-MBS USGSE US N 2 2025-09-01 Variable 2.59800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVU0 17323.04000000 PA USD 18630.42000000 0.002804819573 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 2.21199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374TDJ5 1965.56000000 PA USD 1956.15000000 0.000294499415 Long ABS-MBS USGSE US N 2 2028-07-01 Variable 2.58500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401HVK5 42268.08000000 PA USD 42783.24000000 0.006441039383 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 1.74099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373KHS1 26379.79000000 PA USD 28571.01000000 0.004301380648 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 3.67200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ESAN8 4824596.94000000 PA USD 5098795.24000000 0.767626316964 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 2.00999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DUD7 893.85000000 PA USD 894.84000000 0.000134718634 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 1.87499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410S6D4 5655.56000000 PA USD 5710.14000000 0.000859664593 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 2.17299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XRB2 139531.44000000 PA USD 148908.63000000 0.022418272911 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.12600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KMH5 55005.36000000 PA USD 55564.68000000 0.008365291927 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.21500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AX83 46439.73000000 PA USD 46781.40000000 0.007042964483 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 1.94799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QTK7 2841.01000000 PA USD 2867.96000000 0.000431772893 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 1.53799920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300M4K6 1172722.97000000 PA USD 1250090.39000000 0.188201768609 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 2.34799920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JN87 48600.70000000 PA USD 49147.99000000 0.007399255858 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 1.82199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374GLP0 386.53000000 PA USD 386.68000000 0.000058214878 Long ABS-MBS USGSE US N 2 2026-02-01 Variable 2.18800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401YYL3 40368.60000000 PA USD 40616.77000000 0.006114876180 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.34200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404V6Z6 40524.63000000 PA USD 40644.86000000 0.006119105144 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 2.27199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGL93 293272.06000000 PA USD 309236.86000000 0.046555772636 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 1.88600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XCP0 324.70000000 PA USD 332.93000000 0.000050122787 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 3.99800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MKA9 20561.90000000 PA USD 20936.94000000 0.003152067377 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 2.31199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406F6R7 28529.08000000 PA USD 28589.92000000 0.004304227559 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.65099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NKA2 33161.59000000 PA USD 33426.79000000 0.005032420893 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 1.16499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AJH1 415040.36000000 PA USD 418631.92000000 0.063025256710 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.96200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4KY2 224521.10000000 PA USD 237673.51000000 0.035781872488 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 2.24899920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404VDP0 6725.39500000 PA USD 6783.38000000 0.001021241442 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 2.55999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400YDJ2 92741.56000000 PA USD 93024.93000000 0.014004952354 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 2.90999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384KZR0 4610.17000000 PA USD 4620.73000000 0.000695653342 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 2.25500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YPF2 523374.96000000 PA USD 524182.61000000 0.078915968849 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 0.95600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XUH8 5048.50000000 PA USD 5107.27000000 0.000768902196 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 2.29899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WVC4 101660.99000000 PA USD 101963.87000000 0.015350714493 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 2.03500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CNW4 10024.52000000 PA USD 10363.74000000 0.001560266531 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.30899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WAN6 30651.40000000 PA USD 30579.15000000 0.004603707186 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 2.27300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400WEN6 4950.71000000 PA USD 4978.80000000 0.000749560970 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 2.45400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413JFD1 1398.11000000 PA USD 1402.53000000 0.000211151632 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 2.10600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DX60 40581.63000000 PA USD 41037.17000000 0.006178167622 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 2.10099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WSN0 28126.62000000 PA USD 28053.39000000 0.004223452684 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 2.54000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313617NN8 1164.24000000 PA USD 1171.94000000 0.000176436186 Long ABS-MBS USGSE US N 2 2027-07-01 Variable 2.13900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411AJ97 271069.84000000 PA USD 284606.64000000 0.042847680003 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 2.07100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWR2 2678726.51000000 PA USD 2828616.34000000 0.425849684283 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.04500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371YFB2 21705.38000000 PA USD 21660.78000000 0.003261041871 Long ABS-MBS USGSE US N 2 2024-03-01 Variable 2.33499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CLA2 748776.50000000 PA USD 782812.64000000 0.117852856494 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 2.29600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415MU78 162702.31000000 PA USD 175075.61000000 0.026357725574 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 2.26100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411SM94 72374.49000000 PA USD 75355.71000000 0.011344841949 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 1.61399880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LUFH4 341122.68000000 PA USD 344785.57000000 0.051907649706 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 2.41999920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VTK5 4719.16000000 PA USD 4711.84000000 0.000709370001 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 2.04400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386M2Y5 10270.59000000 PA USD 10270.66000000 0.001546253288 Long ABS-MBS USGSE US N 2 2030-08-01 Variable 6.12000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389HEY0 8712.20000000 PA USD 8799.84000000 0.001324820560 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 2.32499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BCL0 28896.11400000 PA USD 28970.06000000 0.004361457837 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 2.27300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402MNH9 877.37000000 PA USD 875.56000000 0.000131816020 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.21500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374GAG2 1609.58000000 PA USD 1615.45000000 0.000243206850 Long ABS-MBS USGSE US N 2 2026-05-01 Variable 2.87499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y2E4 68648.76000000 PA USD 71196.01000000 0.010718596916 Long ABS-MBS USGSE US N 2 2040-06-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YX22 24289.40000000 PA USD 24507.17000000 0.003689567390 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.71000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJP0 26348.12000000 PA USD 26344.23000000 0.003966137743 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.11299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31380ADJ8 829.15000000 PA USD 828.82000000 0.000124779288 Long ABS-MBS USGSE US N 2 2026-12-01 Variable 2.15600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408C2U9 39908.96000000 PA USD 40205.90000000 0.006053019484 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 1.61499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EM2J9 2213035.97000000 PA USD 2371993.78000000 0.357104916651 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 2.27999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XXJ3 105110.14000000 PA USD 106204.98000000 0.015989215844 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 2.10499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411YPE7 950.09000000 PA USD 1006.42000000 0.000151517062 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 1.95199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SJH4 1626.72000000 PA USD 1620.93000000 0.000244031867 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 2.41499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401MHB0 6787.10000000 PA USD 6827.54000000 0.001027889753 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 2.28700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410UXJ6 415153.96000000 PA USD 447381.50000000 0.067353521166 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 2.19800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WXE4 38894.31000000 PA USD 39178.04000000 0.005898274618 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 2.31500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WNY6 548810.27000000 PA USD 578099.32000000 0.087033158023 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 1.95999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GPG0 439975.40000000 PA USD 439844.51000000 0.066218823340 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 1.73999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LCG4 83647.03000000 PA USD 84312.27000000 0.012693256788 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 2.10499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405U6G9 157382.66000000 PA USD 164601.56000000 0.024780851813 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 1.75399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDM2 8115.75000000 PA USD 8555.14000000 0.001287980846 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 2.06600040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JR3X2 1562580.62000000 PA USD 1649582.39000000 0.248345500252 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 2.07100080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MZK2 1545299.03000000 PA USD 1640454.28000000 0.246971258470 Long ABS-MBS USGSE US N 2 2041-10-01 Variable 2.18999880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ULF5 170511.04000000 PA USD 170161.59000000 0.025617917267 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 1.62000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHN3 76554.59000000 PA USD 79246.65000000 0.011930625021 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.61399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCB5 6574.12000000 PA USD 6823.57000000 0.001027292068 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 1.62000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DLY1 1804.23000000 PA USD 1813.80000000 0.000273068548 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 1.87999920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMQG0 10245694.77000000 PA USD 10313300.99000000 1.552672912336 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 0.48600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN39 5980.01000000 PA USD 6006.32000000 0.000904254649 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 2.16600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RH77 72637.18000000 PA USD 74277.94000000 0.011182583106 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 1.28800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDF7 33444.16000000 PA USD 34547.21000000 0.005201100716 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 1.58400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413EE43 207924.92000000 PA USD 210840.20000000 0.031742103492 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 1.90500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CP76 7658.79000000 PA USD 7686.81000000 0.001157253306 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 1.68000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHZ5 3202.94000000 PA USD 3219.88000000 0.000484754634 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 2.00599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DQR4 1467.07000000 PA USD 1567.54000000 0.000235993975 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 2.31599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C5X6 52477.15000000 PA USD 52386.62000000 0.007886833315 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 2.33499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CGZ3 2163420.36000000 PA USD 2290775.46000000 0.344877455669 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.10999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362TX81 4409.11000000 PA USD 4414.68000000 0.000664632406 Long ABS-MBS USGSE US N 2 2024-07-01 Variable 6.31000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCD1 81573.53000000 PA USD 85949.60000000 0.012939757685 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.89100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GXK8 78156.54000000 PA USD 78987.10000000 0.011891549632 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 2.08900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FVN2 10871.07000000 PA USD 10889.69000000 0.001639448582 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 2.20299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31360QU74 1214.04000000 PA USD 1240.10000000 0.000186697710 Long ABS-MBS USGSE US N 2 2025-08-01 Variable 4.42299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QSJ3 3162.99000000 PA USD 3163.39000000 0.000476250035 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 1.62600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400FE45 261769.51000000 PA USD 263999.61000000 0.039745280750 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.28999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SM64 142.49000000 PA USD 142.80000000 0.000021498615 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 3.21800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402JXU6 37102.77200000 PA USD 37576.97000000 0.005657232684 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 1.91199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385W6E4 965.92000000 PA USD 965.61000000 0.000145373095 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.31199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LXG1 28434.14000000 PA USD 28485.36000000 0.004288485996 Long ABS-MBS USGSE US N 2 2027-01-01 Variable 2.80400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414SKF9 129223.12000000 PA USD 128966.68000000 0.019416001804 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 2.25100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405X5R0 50435.61000000 PA USD 50542.95000000 0.007609267823 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.24300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NJ30 196993.39000000 PA USD 202369.14000000 0.030466780934 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 1.25600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PCX5 997.23000000 PA USD 995.74000000 0.000149909183 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 2.33300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RXD3 22414.33000000 PA USD 22556.60000000 0.003395908046 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138YBWH2 82222.58000000 PA USD 84229.60000000 0.012680810776 Long ABS-MBS USGSE US N 2 2045-04-01 Variable 1.97499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401G4Z4 46609.32000000 PA USD 48397.11000000 0.007286210477 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 1.69599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B6LC5 11828601.75000000 PA USD 11901682.40000000 1.791804572718 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 0.48600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UQL5 70724.94000000 PA USD 71374.73000000 0.010745503307 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 1.65499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHL7 313989.32000000 PA USD 318557.25000000 0.047958962274 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 1.91000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DYY3 111060.06000000 PA USD 111839.55000000 0.016837503334 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 3.20000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NLA2 38787.63000000 PA USD 41369.27000000 0.006228165452 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 2.08100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DX46 53407.67000000 PA USD 55428.81000000 0.008344836627 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 1.60400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391XH93 41731.26000000 PA USD 42014.49000000 0.006325303664 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 1.50599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CAQ6 32771.69000000 PA USD 32711.27000000 0.004924698979 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 1.64800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XWJ8 1380489.22000000 PA USD 1455325.00000000 0.219099947566 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.92899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VSA2 44176.66000000 PA USD 44191.98000000 0.006653125934 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 1.86999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374KR91 544.65000000 PA USD 547.35000000 0.000082403831 Long ABS-MBS USGSE US N 2 2025-01-01 Variable 2.13900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403UYH8 8373.35000000 PA USD 8698.36000000 0.001309542693 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 1.71399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412SUN3 151834.20000000 PA USD 152419.75000000 0.022946873882 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 1.96400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3D7 76841.72000000 PA USD 79870.92000000 0.012024609200 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.71500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31360QU58 83.73000000 PA USD 85.37000000 0.000012852498 Long ABS-MBS USGSE US N 2 2025-06-01 Variable 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405FTT9 38802.29000000 PA USD 38746.56000000 0.005833315076 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 2.29500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407HD37 306555.80000000 PA USD 324030.11000000 0.048782904238 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.97700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZT5 15949.84000000 PA USD 16035.75000000 0.002414190633 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 1.96999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403JP42 216061.07000000 PA USD 216228.01000000 0.032553241134 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 2.42499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GJF5 9250.01000000 PA USD 9790.19000000 0.001473918276 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 2.08199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHZ70 86142.85000000 PA USD 87172.69000000 0.013123894530 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 1.77900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DT60 207389.98000000 PA USD 206873.95000000 0.031144982459 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 2.16200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQJX1 464971.95000000 PA USD 492231.30000000 0.074105682250 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 2.06799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412HRW1 30268.49300000 PA USD 30108.10000000 0.004532790360 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 0.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EGX4 44344.81000000 PA USD 46685.79000000 0.007028570347 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.88899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C7L9 13419.57000000 PA USD 13951.73000000 0.002100440321 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 1.64800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBML7 31096061.04000000 PA USD 32896240.31000000 4.952546357035 Long ABS-MBS USGSE US N 2 2047-04-01 Variable 1.99599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386G7J6 15029.34000000 PA USD 14869.97000000 0.002238681838 Long ABS-MBS USGSE US N 2 2040-11-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407VNZ4 872574.57000000 PA USD 922635.03000000 0.138903191174 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.96599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400RDY4 7682.51000000 PA USD 7766.67000000 0.001169276271 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 1.69099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DHP7 1221.00000000 PA USD 1237.24000000 0.000186267135 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 2.54300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VNU0 10983.94000000 PA USD 11069.76000000 0.001666558215 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.26699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388XVV3 740266.90000000 PA USD 759160.11000000 0.114291955608 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 1.51300080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LLX1 381169.98000000 PA USD 403649.64000000 0.060769666541 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 2.14099920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NBN5 4107.08000000 PA USD 4266.90000000 0.000642384049 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 2.11700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388MXS2 10462.29000000 PA USD 10468.34000000 0.001576014117 Long ABS-MBS USGSE US N 2 2029-05-01 Variable 2.41999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403YV59 9275.21000000 PA USD 9306.83000000 0.001401148173 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 2.09000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TTE1 77858.49000000 PA USD 78681.96000000 0.011845610643 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 1.89000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390PQW0 9211.46000000 PA USD 9232.09000000 0.001389896026 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 2.32999920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DN75 47573.42000000 PA USD 49139.51000000 0.007397979189 Long ABS-MBS USGA US N 2 2035-04-20 Variable 1.87499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391UJV8 24791.22000000 PA USD 24896.68000000 0.003748208326 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 1.86500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404HG60 114107.84000000 PA USD 114922.51000000 0.017301644591 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 2.10499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JKP4 367583.21000000 PA USD 389598.51000000 0.058654261496 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 2.00099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AZ62 22711.76000000 PA USD 23721.54000000 0.003571290378 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.72199880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QSAC0 1656903.61000000 PA USD 1742472.41000000 0.262330141835 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.86000120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JLF1 6468.64000000 PA USD 6475.21000000 0.000974846286 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 1.92399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391RYS5 28156.65000000 PA USD 28140.00000000 0.004236491865 Long ABS-MBS USGSE US N 2 2031-02-01 Variable 2.14499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GB80 241447.40000000 PA USD 245980.50000000 0.037032494221 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.69800120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DAS3 21407.82000000 PA USD 22096.18000000 0.003326591571 Long ABS-MBS USGA US N 2 2034-05-20 Variable 1.87499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373YW62 424.55000000 PA USD 427.30000000 0.000064330240 Long ABS-MBS USGSE US N 2 2024-09-01 Variable 1.72000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373UJB4 1036.49000000 PA USD 1044.02000000 0.000157177762 Long ABS-MBS USGSE US N 2 2024-09-01 Variable 2.88299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XP84 5830.70000000 PA USD 5881.38000000 0.000885444866 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.24799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QAR2 50588.30000000 PA USD 51567.32000000 0.007763487267 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 2.19999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415CML8 118136.65000000 PA USD 119522.85000000 0.017994228208 Long ABS-MBS USGSE US N 2 2048-05-01 Variable 2.00000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFS1 272930.37000000 PA USD 284536.86000000 0.042837174587 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 1.98299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407E6Z1 2451.28000000 PA USD 2555.69000000 0.000384760479 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 2.15600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DKQ2 12056.40000000 PA USD 12441.02000000 0.001873002133 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.81199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KAPY6 10036642.29000000 PA USD 10526140.88000000 1.584716070214 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DSF8 29852.98000000 PA USD 29783.47000000 0.004483917142 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.10300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KCR3 5884.05000000 PA USD 6224.73000000 0.000937136389 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 1.98799920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S44P9 1155211.47000000 PA USD 1217914.21000000 0.183357627712 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 1.94799960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JZ58 74544.59000000 PA USD 79127.01000000 0.011912613156 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 2.13099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NYZ5 35085.56000000 PA USD 36199.77000000 0.005449894497 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 1.79499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AV82 137218.01000000 PA USD 138556.84000000 0.020859805458 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 1.65600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DR76 12813.16000000 PA USD 12909.30000000 0.001943501934 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 2.21199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413JB45 7943.25000000 PA USD 7961.54000000 0.001198614052 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 1.66799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DTQ1 2063.71000000 PA USD 2075.84000000 0.000312518808 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QWH0 19847.76000000 PA USD 20595.04000000 0.003100594151 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 1.93899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDT7 2668.39000000 PA USD 2780.75000000 0.000418643381 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 1.99599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJN20 237659.30000000 PA USD 245806.20000000 0.037006253264 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 1.59800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BXK9 83026.08000000 PA USD 83733.86000000 0.012606176857 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 2.63499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373BEF2 6353.50000000 PA USD 6386.04000000 0.000961421695 Long ABS-MBS USGSE US N 2 2023-07-01 Variable 2.20500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VUL8 1489.44000000 PA USD 1504.52000000 0.000226506280 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 2.08000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TTD3 393572.35000000 PA USD 396741.25000000 0.059729604777 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 2.01999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DJE8 127784.55000000 PA USD 127397.56000000 0.019179769959 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 2.00199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5DN2 6890961.60000000 PA USD 6930750.01000000 1.043428075369 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 0.48600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QZ46 236881.95000000 PA USD 249500.22000000 0.037562389926 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.92800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391UD69 254923.71000000 PA USD 255203.19000000 0.038420975072 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 1.97300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XZM6 90441.02000000 PA USD 94961.70000000 0.014296534101 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 2.06899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N7F6 5941.19000000 PA USD 6141.80000000 0.000924651234 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.59999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN54 325366.37000000 PA USD 328569.36000000 0.049466290724 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 1.82199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375JVS6 2957.39000000 PA USD 2959.29000000 0.000445522672 Long ABS-MBS USGSE US N 2 2023-01-01 Variable 2.42499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GCV2 34794.54000000 PA USD 34833.50000000 0.005244201826 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.21699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JWL2 34356.60000000 PA USD 34883.83000000 0.005251779034 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 1.59000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GY52 45855.99000000 PA USD 45860.77000000 0.006904363150 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 1.94000040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LFK6 279950.49000000 PA USD 284004.67000000 0.042757053101 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 2.15499960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCJ8 809521.88000000 PA USD 853091.63000000 0.128433395566 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 1.88600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHDZ2 603467.88000000 PA USD 627162.99000000 0.094419719461 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 1.90699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386C3W0 170135.43000000 PA USD 172690.71000000 0.025998677619 Long ABS-MBS USGSE US N 2 2040-09-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PRS1 56155.87000000 PA USD 57418.48000000 0.008644382496 Long ABS-MBS USGSE US N 2 2044-07-01 Variable 1.28800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AU86 11221.20000000 PA USD 11313.07000000 0.001703188664 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 1.86300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402ENR5 39303.22000000 PA USD 41147.59000000 0.006194791411 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.26000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405NL94 37241.84000000 PA USD 37468.38000000 0.005640884402 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 2.03000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XSL2 8459.77000000 PA USD 8524.23000000 0.001283327329 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 2.28700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN88 22333.70000000 PA USD 22634.87000000 0.003407691636 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 1.69099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403N6X0 246814.89000000 PA USD 248047.48000000 0.037343679152 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 1.96499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XXY4 7024.59000000 PA USD 7053.37000000 0.001061888579 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 1.99000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406C6X1 59892.29000000 PA USD 66626.42000000 0.010030642728 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.10500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HBG5 120604.15000000 PA USD 120567.78000000 0.018151542972 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 2.53100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CP31 13783.17000000 PA USD 13820.86000000 0.002080737774 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 1.83800160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5FR0 468707.00000000 PA USD 488056.56000000 0.073477172937 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 2.27300040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384ACD8 161011.11000000 PA USD 161588.28000000 0.024327200917 Long ABS-MBS USGSE US N 2 2029-06-01 Variable 2.99099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WNU4 46027.83000000 PA USD 46168.75000000 0.006950729702 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 1.71000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NME1 43876.86000000 PA USD 44312.90000000 0.006671330504 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 1.90400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UN64 12425.73000000 PA USD 12521.09000000 0.001885056714 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 2.04900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GWE8 35088.04000000 PA USD 36354.27000000 0.005473154553 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 1.67500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391JKL3 9196.15000000 PA USD 9218.85000000 0.001387902737 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 2.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406M3E4 30638.88000000 PA USD 30801.99000000 0.004637255866 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 1.81800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401PEJ9 20571.26000000 PA USD 20727.66000000 0.003120560162 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 1.67000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GCU4 8558.56000000 PA USD 8610.58000000 0.001296327367 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.20500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MQ96 159037.49500000 PA USD 166457.58000000 0.025060276604 Long ABS-MBS USGSE US N 2 2039-11-01 Variable 1.88700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406HG50 7589.12000000 PA USD 8083.98000000 0.001217047459 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 2.41800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHS7 41231.24000000 PA USD 42905.44000000 0.006459436658 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 1.69200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DB25 12161.69000000 PA USD 12954.65000000 0.001950329401 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 2.40400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5FX2 551339.82000000 PA USD 588784.79000000 0.088641861176 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 2.34399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391BC39 16243.73000000 PA USD 16593.50000000 0.002498160190 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 2.16900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D2R2 33147531.67000000 PA USD 34051603.75000000 5.126486933281 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413MFB8 251134.16000000 PA USD 250926.24000000 0.037777077990 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 2.14300080 N N N N N N Institutional Fiduciary Trust - Money Market Portfolio 549300M4TP89K77LG374 457756500 29029387.74100000 NS USD 29029387.74000000 4.370389659848 Long STIV RF US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NEM4 12342.15000000 PA USD 12371.03000000 0.001862465101 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 1.87499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XDV8 25259.19000000 PA USD 25419.28000000 0.003826886032 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 2.32999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401PFA7 73537.70000000 PA USD 73801.22000000 0.011110812658 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 1.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QST9 38464.37000000 PA USD 38753.85000000 0.005834412590 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.33200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VWF2 40041.96000000 PA USD 40012.25000000 0.006023865375 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 2.02899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413GLM0 4175.30000000 PA USD 4258.17000000 0.000641069742 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 2.61799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374TK99 3002.97000000 PA USD 3008.80000000 0.000452976429 Long ABS-MBS USGSE US N 2 2025-03-01 Variable 2.31000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ5S7 1029654.97000000 PA USD 1087760.16000000 0.163762866727 Long ABS-MBS USGSE US N 2 2042-07-01 Variable 1.95400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GD83 379.14000000 PA USD 403.52000000 0.000060750149 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 2.39100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SSV3 511.48000000 PA USD 513.50000000 0.000077307696 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410UK68 2706.10000000 PA USD 2724.35000000 0.000410152331 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 1.73000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFH5 481120.37000000 PA USD 490639.15000000 0.073865983226 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 1.41099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WTF6 82718.96000000 PA USD 82741.58000000 0.012456788579 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 2.35599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VZX1 36784.62000000 PA USD 38210.75000000 0.005752648598 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 1.70100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ANT1 2011.93000000 PA USD 2017.45000000 0.000303728163 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 2.12900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WRA2 13963.00000000 PA USD 14028.17000000 0.002111948404 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 1.57799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XR78 1210048.59000000 PA USD 1266506.40000000 0.190673207587 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 1.65300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENA82 736922.22000000 PA USD 742496.09000000 0.111783178593 Long ABS-MBS USGSE US N 2 2042-01-01 Variable 1.99100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YU25 42499.49000000 PA USD 42654.77000000 0.006421698157 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.67500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QTZ6 23479.09000000 PA USD 23541.38000000 0.003544167195 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 1.89500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391XEH8 152232.19000000 PA USD 153635.14000000 0.023129851489 Long ABS-MBS USGSE US N 2 2032-08-01 Variable 2.98000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VYY9 233322.80000000 PA USD 244719.63000000 0.036842669576 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 1.96099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZ55 9026.25000000 PA USD 9074.74000000 0.001366206900 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MEP6 7740.03000000 PA USD 7750.20000000 0.001166796704 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 2.09000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404B2P6 5829.06000000 PA USD 5869.31000000 0.000883627721 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 1.59000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418NAF7 38819.99000000 PA USD 40998.08000000 0.006172282602 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 2.09000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZX4 31300.76000000 PA USD 31914.50000000 0.004804744834 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404UDP2 128874.53000000 PA USD 137551.91000000 0.020708512716 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 2.16000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400H5W9 82576.23000000 PA USD 83393.70000000 0.012554965590 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 2.18300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GK44 11398.77000000 PA USD 11474.27000000 0.001727457410 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 1.82499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EK6B6 1269417.10000000 PA USD 1340437.71000000 0.201803605364 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 1.96899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404RUN5 43934.66000000 PA USD 45667.66000000 0.006875290338 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 1.67500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LCK5 5400.22000000 PA USD 5401.50000000 0.000813198678 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 3.24100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JA4Y1 4798970.10000000 PA USD 5087182.38000000 0.765877994756 Long ABS-MBS USGSE US N 2 2042-07-01 Variable 2.03500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410PMX8 3845.23000000 PA USD 3848.01000000 0.000579319938 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 2.15700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DLJ7 42137.25000000 PA USD 42484.19000000 0.006396017247 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 2.37499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RND4 6889.21000000 PA USD 7146.98000000 0.001075981614 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.69899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UWR2 78073.31000000 PA USD 81503.14000000 0.012270340783 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.80500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402BSQ8 9117.00000000 PA USD 9119.38000000 0.001372927476 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.28700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374TU64 9252.75000000 PA USD 9220.26000000 0.001388115013 Long ABS-MBS USGSE US N 2 2029-05-01 Variable 2.22699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFB0 239106.37000000 PA USD 239484.79000000 0.036054561649 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 2.06100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405UY60 188117.96000000 PA USD 188903.11000000 0.028439463003 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 1.76100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MEP7 5780.03000000 PA USD 5996.28000000 0.000902743121 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 1.64700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KSS5 93747.81000000 PA USD 93769.30000000 0.014117017651 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 2.41200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406QGB7 15444.39000000 PA USD 16075.67000000 0.002420200610 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 1.67600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PP38 5480.41000000 PA USD 5502.66000000 0.000828428369 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 1.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ARR1 23230.79000000 PA USD 24781.50000000 0.003730867916 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 2.24899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409A5L9 4066.47000000 PA USD 4072.77000000 0.000613157675 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 1.79499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WEF7 19819.66000000 PA USD 20902.76000000 0.003146921560 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 1.87499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CCP0 27593.82000000 PA USD 27633.89000000 0.004160296737 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.74399840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5XQ2 1312506.20000000 PA USD 1407609.64000000 0.211916374911 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 2.35299960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418UHN7 153868.06000000 PA USD 160004.07000000 0.024088697265 Long ABS-MBS USGSE US N 2 2040-05-01 Variable 2.05999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375QLS1 2374.53000000 PA USD 2383.14000000 0.000358782985 Long ABS-MBS USGSE US N 2 2024-06-01 Variable 1.93200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GQL0 86762.64000000 PA USD 91899.96000000 0.013835587526 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 2.03500080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DLD4 20547.25000000 PA USD 21469.75000000 0.003232282204 Long ABS-MBS USGA US N 2 2035-01-20 Variable 2.00000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DSD3 82157.52000000 PA USD 82456.26000000 0.012413833502 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.06100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31361ML80 1418.01000000 PA USD 1447.51000000 0.000217923395 Long ABS-MBS USGSE US N 2 2026-09-01 Variable 3.46399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XK48 170332.43000000 PA USD 177298.97000000 0.026692453596 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.27700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386G6N8 29080.30000000 PA USD 29654.46000000 0.004464494618 Long ABS-MBS USGSE US N 2 2040-11-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGV68 110530.43000000 PA USD 118239.63000000 0.017801038759 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 2.28499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MVF6 954062.70000000 PA USD 997834.99000000 0.150224584878 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 2.08900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QZ48 5354.31000000 PA USD 5381.12000000 0.000810130458 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 1.82199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GR84 675674.83000000 PA USD 687120.77000000 0.103446394914 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 1.69099920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QJCX2 93222.98000000 PA USD 94199.34000000 0.014181760400 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 2.12000040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDL4 92957.58000000 PA USD 99396.44000000 0.014964186550 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 2.32099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AR70 19511.69000000 PA USD 19607.25000000 0.002951881845 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 2.33499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XTD4 334980.01000000 PA USD 335862.59000000 0.050564290353 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 2.68300080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128Q2FC2 190522.08000000 PA USD 192611.50000000 0.028997763077 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 2.54800080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HKB7 2260.05000000 PA USD 2265.19000000 0.000341025551 Long ABS-MBS USGSE US N 2 2024-08-01 Variable 2.07000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HN32 2668.58000000 PA USD 2876.10000000 0.000432998374 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 3.98900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402MPQ7 6862.62000000 PA USD 6849.05000000 0.001031128095 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 2.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JSM3 49717.29000000 PA USD 49956.45000000 0.007520969938 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 1.64000160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LKW4 921502.27000000 PA USD 986259.32000000 0.148481861645 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 2.35299960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401L4L4 2602.33000000 PA USD 2624.54000000 0.000395125883 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AZZ8 37079.82000000 PA USD 37133.27000000 0.005590433415 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 1.67500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387UEK3 1034.17000000 PA USD 1034.81000000 0.000155791192 Long ABS-MBS USGSE US N 2 2030-12-01 Variable 2.81900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UP36 197924.39000000 PA USD 198814.53000000 0.029931632520 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 2.15499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBKS4 64905080.78000000 PA USD 68814786.95000000 10.36010252867 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 2.03100120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRGX8 3341357.76000000 PA USD 3544021.53000000 0.533554313570 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 2.14400160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBHN9 6655936.40000000 PA USD 6973351.48000000 1.049841749183 Long ABS-MBS USGSE US N 2 2045-09-01 Variable 2.54999880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHML4 243091.46000000 PA USD 250618.64000000 0.037730768648 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.69999920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFT9 1242430.71000000 PA USD 1308856.96000000 0.197049106768 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 1.98900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZG3 30394.31000000 PA USD 30680.99000000 0.004619039252 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 1.96899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404H4G1 6425.50000000 PA USD 6431.30000000 0.000968235612 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410G6F5 374802.88000000 PA USD 376550.44000000 0.056689867665 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 1.89000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DSH7 39726.77000000 PA USD 39618.91000000 0.005964647830 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 2.61299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GCY2 1102.76000000 PA USD 1106.46000000 0.000166578137 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 2.81300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373YXC8 2382.20000000 PA USD 2399.06000000 0.000361179750 Long ABS-MBS USGSE US N 2 2024-05-01 Variable 1.59500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VKA9 1020.97000000 PA USD 1029.16000000 0.000154940581 Long ABS-MBS USGSE US N 2 2028-03-01 Variable 2.39799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MAV9 12425.05000000 PA USD 12307.03000000 0.001852829868 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407QG59 100628.45000000 PA USD 101154.31000000 0.015228834808 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 2.37099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWV3 40714.94000000 PA USD 42418.35000000 0.006386105001 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 1.93100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390S3K5 10468.60000000 PA USD 10502.31000000 0.001581128318 Long ABS-MBS USGSE US N 2 2032-05-01 Variable 1.47999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RMJ5 220589.40000000 PA USD 227960.11000000 0.034319514986 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.72100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BK56 155439.30000000 PA USD 164209.37000000 0.024721807401 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 2.05200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390K5E4 121128.37000000 PA USD 121399.12000000 0.018276701648 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 1.79499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PCY3 3672.59000000 PA USD 3674.11000000 0.000553139201 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 2.33300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DXK0 8545.68000000 PA USD 8600.36000000 0.001294788741 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 1.98000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B1TL6 3512523.66100000 PA USD 3532003.06000000 0.531744926563 Long ABS-MBS USGSE US N 2 2037-09-15 Floating 0.38599920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QF62 11773430.79000000 PA USD 12276735.66000000 1.848269039144 Long ABS-MBS USGSE US N 2 2047-06-01 Variable 1.93100040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GNF2 47057.37000000 PA USD 47191.58000000 0.007104717299 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 2.20500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DBZ8 10624.19000000 PA USD 11285.93000000 0.001699102723 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 2.31800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XQY8 75752.48000000 PA USD 79484.56000000 0.011966442497 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 1.90199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375HEE0 5753.21000000 PA USD 5767.22000000 0.000868258017 Long ABS-MBS USGSE US N 2 2026-02-01 Variable 2.72300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373T4T4 6260.23000000 PA USD 6258.83000000 0.000942270162 Long ABS-MBS USGSE US N 2 2025-04-01 Variable 2.34299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WHP2 5377.32000000 PA USD 5373.20000000 0.000808938098 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 1.71799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402JBV8 13907.38000000 PA USD 13953.14000000 0.002100652598 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 2.19700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389PVL1 131150.81000000 PA USD 131720.47000000 0.019830586343 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 1.54000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CQF2 3222.31000000 PA USD 3218.02000000 0.000484474611 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 2.27199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EKN1 277922.79000000 PA USD 290870.79000000 0.043790751095 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.97899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JQP2 1144.73000000 PA USD 1196.75000000 0.000180171344 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 1.66500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400KQZ2 18271.72000000 PA USD 18377.07000000 0.002766677596 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 1.71699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WUW7 25090.40000000 PA USD 25190.74000000 0.003792479214 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 1.86300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SC96 12963.07000000 PA USD 13540.07000000 0.002038464691 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 1.88499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FFF0 29340.50000000 PA USD 29444.28000000 0.004432851908 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 1.42700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QF61 4883.88000000 PA USD 4877.15000000 0.000734257508 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 2.17400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379RPK8 45619.02000000 PA USD 45599.55000000 0.006865036341 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 2.19999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LB87 274780.54000000 PA USD 276773.99000000 0.041668470408 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 2.41300080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MAW3 339849.78000000 PA USD 342579.14000000 0.051575470504 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 2.29200120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZ22 15560.60000000 PA USD 15442.50000000 0.002324876532 Long ABS-MBS USGSE US N 2 2027-11-01 Variable 1.48799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QQG8 1694.10000000 PA USD 1704.80000000 0.000256658540 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 2.41999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WQP2 6028.45000000 PA USD 6269.73000000 0.000943911163 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 1.64800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TP74 6755.35000000 PA USD 6808.84000000 0.001025074458 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 1.60400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FCAM0 1864967.84000000 PA USD 1946012.31000000 0.292973181306 Long ABS-MBS USGSE US N 2 2046-03-01 Variable 1.95199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404KRM6 41282.63000000 PA USD 41362.02000000 0.006227073961 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 1.91999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WRX4 3643.66000000 PA USD 3864.55000000 0.000581810044 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 2.21299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402A5X0 50895.75000000 PA USD 51502.63000000 0.007753748154 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.25200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CEQ6 24056.66000000 PA USD 24224.77000000 0.003647051920 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 1.67400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391MCM3 36036.78000000 PA USD 36002.65000000 0.005420217976 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 2.05700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404EAC0 42812.66000000 PA USD 42797.84000000 0.006443237421 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 2.00900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AMS4 68452.13000000 PA USD 68694.81000000 0.010342039935 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 2.12500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DMV8 447169.13000000 PA USD 461244.61000000 0.069440619700 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 1.59500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JFC3 204794.25000000 PA USD 205388.04000000 0.030921277924 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 1.67199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XZU6 7755.54000000 PA USD 8003.70000000 0.001204961263 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 1.71000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VYX8 38980.46000000 PA USD 39345.06000000 0.005923419568 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 1.48500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ANG9 11918.71000000 PA USD 11957.67000000 0.001800233535 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 2.12400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MMV1 309122.61000000 PA USD 312432.48000000 0.047036874915 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 1.91300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWH4 668468.70000000 PA USD 705992.73000000 0.106287578462 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 1.93799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390RZZ9 4257.10000000 PA USD 4280.22000000 0.000644389382 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 2.40000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403EDZ7 2586.55000000 PA USD 2752.05000000 0.000414322581 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 2.40999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3G0 4578.94000000 PA USD 4601.87000000 0.000692813959 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 1.94000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391T4G0 6494.09000000 PA USD 6550.84000000 0.000986232422 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 2.24200080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRFC5 1283112.54000000 PA USD 1362036.25000000 0.205055276971 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 2.26599840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WYA1 85813.27000000 PA USD 85739.53000000 0.012908131535 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 2.37300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371EMK8 10293.54000000 PA USD 10271.72000000 0.001546412872 Long ABS-MBS USGSE US N 2 2023-11-01 Variable 1.51300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AEY5 200692.45000000 PA USD 205317.92000000 0.030910721320 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 1.28800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QZE4 176024.63000000 PA USD 176790.32000000 0.026615876070 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.87700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405X2Q5 366930.72000000 PA USD 373313.78000000 0.056202586792 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 1.86199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31365DNB7 35.63000000 PA USD 35.63000000 0.000005364115 Long ABS-MBS USGSE US N 2 2023-03-01 Variable 2.11600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KKY4 314668.40000000 PA USD 315286.72000000 0.047466582255 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.91800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VEC9 2400.97000000 PA USD 2417.85000000 0.000364008594 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 1.89500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSR5 30844.38000000 PA USD 32116.02000000 0.004835083777 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 1.65999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374M7C2 30069.09000000 PA USD 30064.92000000 0.004526289588 Long ABS-MBS USGSE US N 2 2025-02-01 Variable 2.32499880 N N N N N N 2021-11-30 Franklin Investors Securities Trust Jeffrey W. White Jeffrey W. White Interim Chief Financial Officer, Chief Accounting Officer and Treasurer