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 Low Duration U.S. Government Securities Fund S000006850 549300OAF2KY89TO9M53 2023-10-31 2023-07-31 N 462371403.86 2073818.62 460297585.24 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 Bloomberg US Aggregate Government (1-3 Y) Index BM2542 FNMA B1V7KEBTPIMZEU4LTD58 31405BD32 5764.34000000 PA USD 5639.99000000 0.001225292111 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 4.47599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379MDU0 8656.11000000 PA USD 8573.64000000 0.001862629801 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 5.37599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BWE5 145789.50000000 PA USD 143243.07000000 0.031119665753 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.90500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTE9 75085.60000000 PA USD 75795.50000000 0.016466629943 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.54500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FL24 77415.99000000 PA USD 76394.41000000 0.016596743595 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 4.19100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QX32 2581.51000000 PA USD 2522.00000000 0.000547906415 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.43700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414F7E5 5142.91000000 PA USD 5043.76000000 0.001095760690 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 3.70599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418U7F5 41194.60000000 PA USD 40279.81000000 0.008750819315 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 3.54999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408G4X2 75677.30000000 PA USD 74597.62000000 0.016206389603 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 4.74800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AFG9 48308.65000000 PA USD 47132.73000000 0.010239621390 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 3.89599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZY2 97087.76000000 PA USD 94174.56000000 0.020459494687 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 3.90700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ARH4 22089.63000000 PA USD 21775.41000000 0.004730724361 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.20700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DM79 8203.59000000 PA USD 8002.16000000 0.001738475337 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.45000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFG0 9408.33000000 PA USD 9577.77000000 0.002080777807 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.94800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VWW8 1357.80000000 PA USD 1344.17000000 0.000292021953 Long ABS-MBS USGSE US N 2 2026-05-01 Variable 4.67300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RNC6 9308.96000000 PA USD 9452.97000000 0.002053664912 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.56200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WPZ3 102366.83000000 PA USD 99791.20000000 0.021679713993 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 5.50000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZ30 15680.87000000 PA USD 15356.98000000 0.003336315568 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 4.38199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XLL9 16701.78000000 PA USD 16443.19000000 0.003572295516 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.12899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AC80 8109.57000000 PA USD 7980.48000000 0.001733765341 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.11100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5M6 9317.40000000 PA USD 9164.76000000 0.001991051070 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.26799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5B0 1390030.32000000 PA USD 1397005.71000000 0.303500551555 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 4.40700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PC56 38325.77000000 PA USD 37700.85000000 0.008190538297 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.25800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391RTR3 27246.97000000 PA USD 26408.55000000 0.005737277545 Long ABS-MBS USGSE US N 2 2032-08-01 Variable 4.97099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DJV9 32516.38000000 PA USD 32485.96000000 0.007057599483 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.76699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405BMC2 9898.45000000 PA USD 9810.94000000 0.002131434166 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414HDB0 6433.48000000 PA USD 6345.12000000 0.001378482139 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 3.90499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RD55 117097.70000000 PA USD 114257.77000000 0.024822587313 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.30700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404VCH9 5560.82000000 PA USD 5492.42000000 0.001193232416 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 5.71200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BUF3 21978.92000000 PA USD 21732.00000000 0.004721293505 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.13500040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MMM2 343959.27000000 PA USD 338616.03000000 0.073564589704 Long ABS-MBS USGSE US N 2 2041-11-01 Variable 4.34300040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GYF9 11420.58800000 PA USD 11206.28000000 0.002434572841 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 7.44000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y2D6 67963.73000000 PA USD 68352.70000000 0.014849675990 Long ABS-MBS USGSE US N 2 2040-06-01 Variable 5.61399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387EDR5 1702.82000000 PA USD 1683.32000000 0.000365702548 Long ABS-MBS USGSE US N 2 2031-06-01 Variable 5.25200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQTE2 391499.45000000 PA USD 397986.02000000 0.086462765124 Long ABS-MBS USGSE US N 2 2040-03-01 Variable 4.55199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CAU0 168583.42000000 PA USD 170352.63000000 0.037009238254 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 4.29300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QGM6 2336768.15000000 PA USD 2303213.14000000 0.500374804008 Long ABS-MBS USGSE US N 2 2043-10-01 Variable 4.11699960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362RD87 854.71000000 PA USD 837.85000000 0.000182023548 Long ABS-MBS USGSE US N 2 2027-11-01 Variable 4.43199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DNF8 243362.83000000 PA USD 238631.54000000 0.051842883311 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 4.45399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TH24 12552.29000000 PA USD 12273.55000000 0.002666438059 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.81600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HFW7 24127.12000000 PA USD 24052.94000000 0.005225519483 Long ABS-MBS USGSE US N 2 2030-02-01 Variable 5.43399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VD86 127753.08000000 PA USD 124716.63000000 0.027094782592 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.26399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410YR30 47197.92000000 PA USD 46145.31000000 0.010025103645 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 5.40399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GD55 78701.09000000 PA USD 76431.91000000 0.016604890499 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 3.73100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368JA41 180.75000000 PA USD 179.65000000 0.000039029098 Long ABS-MBS USGSE US N 2 2024-02-01 Variable 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NG92 48125.71000000 PA USD 46915.67000000 0.010192464941 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 4.20400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EG7K4 750959.60000000 PA USD 745564.58000000 0.161974471278 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 4.30700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BCV9 24603.66700000 PA USD 24395.46000000 0.005299932213 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.15800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MA23 17831.77000000 PA USD 18030.14000000 0.003917061609 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 7.13000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362S5F8 159.88000000 PA USD 156.39000000 0.000033975846 Long ABS-MBS USGSE US N 2 2029-01-01 Variable 3.94599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404YDK5 732.25000000 PA USD 716.96000000 0.000155760104 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 4.16999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31369LMA8 750.05000000 PA USD 746.77000000 0.000162236349 Long ABS-MBS USGSE US N 2 2023-09-01 Variable 4.33500120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QPKE1 264522.02000000 PA USD 262710.19000000 0.057073988311 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 4.06500120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XHB6 951.73000000 PA USD 931.93000000 0.000202462500 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.01000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KGP8 8662.30200000 PA USD 8466.24000000 0.001839297070 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 3.58999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403TPB4 43880.50000000 PA USD 42963.65000000 0.009333885594 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 4.28900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374R2K8 4822.79000000 PA USD 4780.52000000 0.001038571600 Long ABS-MBS USGSE US N 2 2025-04-01 Variable 5.30499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406P3R8 3571.50000000 PA USD 3482.17000000 0.000756504077 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 4.51599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373UKF3 731.95000000 PA USD 726.34000000 0.000157797916 Long ABS-MBS USGSE US N 2 2024-04-01 Variable 4.31899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UKA8 6887.89000000 PA USD 6965.30000000 0.001513216715 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 4.43599920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHWJ8 412021.59000000 PA USD 406044.25000000 0.088213421712 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 4.02999840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CZH4 17535.77000000 PA USD 17056.46000000 0.003705528889 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 4.97999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NGF9 45336.46000000 PA USD 44356.47000000 0.009636476797 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 3.78600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378FMK8 3373.85000000 PA USD 3282.94000000 0.000713221208 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 3.56400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QBT6 2553705.66000000 PA USD 2581036.72000000 0.560732187776 Long ABS-MBS USGSE US N 2 2043-07-01 Variable 4.43999880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HBN0 91996.14000000 PA USD 90959.97000000 0.019761122568 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 4.36100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400BWF9 5218.52000000 PA USD 5110.85000000 0.001110336044 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 4.21599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VJY3 38337.68000000 PA USD 37280.05000000 0.008099119177 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.10999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MYA4 311027.44000000 PA USD 304892.98000000 0.066238231478 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 4.37799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JU75 700835.92000000 PA USD 700515.65000000 0.152187557020 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.35299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401Y6N0 14495.83000000 PA USD 14242.86000000 0.003094272152 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.39300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412BPZ9 18265.69000000 PA USD 17881.61000000 0.003884793353 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.24999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKA6 11269.67000000 PA USD 11374.00000000 0.002471010138 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.27100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UUZ9 861782.58000000 PA USD 873359.98000000 0.189738118992 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.30299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JGW0 29258.48000000 PA USD 29090.06000000 0.006319837629 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.45000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386TRN7 2386.30000000 PA USD 2330.00000000 0.000506194269 Long ABS-MBS USGSE US N 2 2041-02-01 Variable 5.41400040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QS3L8 88274.41000000 PA USD 87740.80000000 0.019061755441 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 5.59100160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31349UH50 613895.84000000 PA USD 632086.37000000 0.137321243966 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.93899920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386MLW8 3575.02000000 PA USD 3487.07000000 0.000757568606 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 5.61399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406X7G1 5222.20000000 PA USD 5116.11000000 0.001111478783 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 4.19000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FXX8 5331.95000000 PA USD 5246.62000000 0.001139832179 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 4.71800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CSA1 10909.49000000 PA USD 10697.06000000 0.002323944409 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 4.49200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384PDG7 42261.55000000 PA USD 41651.82000000 0.009048889530 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 4.29800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407VFN0 14615.45000000 PA USD 14873.09000000 0.003231190098 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.21200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WSY2 2967.46000000 PA USD 2912.40000000 0.000632721112 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.73000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407B3T4 569859.36000000 PA USD 563408.06000000 0.122400828956 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.52999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3E5 1930906.00000000 PA USD 1952980.93000000 0.424286590376 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.80000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EME4 1820.46000000 PA USD 1787.21000000 0.000388272729 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 4.12499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SHK6 37504.51000000 PA USD 37012.65000000 0.008041026324 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 4.04200080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225C4D5 5380.24000000 PA USD 5095.36000000 0.001106970830 Long ABS-MBS USGA US N 2 2034-01-20 Variable 3.62499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C6L1 156608.85000000 PA USD 152330.63000000 0.033093945066 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.00000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGBF0 113408.19000000 PA USD 114701.05000000 0.024918890230 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.26600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PZ86 15433.22000000 PA USD 15311.97000000 0.003326537112 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 4.84999920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5QX5 312513.82000000 PA USD 316723.33000000 0.068808384001 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 4.71499920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DSD2 55382.61400000 PA USD 54175.17000000 0.011769596829 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 4.41900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XUT2 816.31000000 PA USD 815.37000000 0.000177139751 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.40699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410WFR4 88563.55000000 PA USD 86785.38000000 0.018854189720 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 4.25000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PWM6 36054.75000000 PA USD 35453.99000000 0.007702406255 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 5.98600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WVC0 3044.59000000 PA USD 3032.77000000 0.000658871585 Long ABS-MBS USGSE US N 2 2027-09-01 Variable 6.64599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L3E6 3994.36000000 PA USD 3887.65000000 0.000844594915 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 4.29999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WWT2 2697.66000000 PA USD 2664.39000000 0.000578840751 Long ABS-MBS USGSE US N 2 2030-08-01 Variable 4.33500120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DNG5 40366.70000000 PA USD 37986.36000000 0.008252565561 Long ABS-MBS USGA US N 2 2035-03-20 Variable 3.62499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407X4W8 56964.12000000 PA USD 55257.54000000 0.012004742534 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.88499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402EM39 35466.66000000 PA USD 35480.12000000 0.007708083017 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.92499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GD34 91988.57000000 PA USD 89551.27000000 0.019455081423 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.00299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CVF6 52262.19000000 PA USD 52479.96000000 0.011401311169 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 4.44700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PP28 2789.31000000 PA USD 2749.44000000 0.000597317928 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.06800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409BAN7 20240.49000000 PA USD 19989.57000000 0.004342749265 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409EL90 77.19000000 PA USD 75.14000000 0.000016324222 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.10800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DUE3 654487.58000000 PA USD 662222.79000000 0.143868404100 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.51999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406N6M1 2443.69000000 PA USD 2384.78000000 0.000518095266 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 3.68899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31360FC45 29.48000000 PA USD 29.25000000 0.000006354584 Long ABS-MBS USGSE US N 2 2024-04-01 Variable 5.00000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VYA4 399.07000000 PA USD 393.05000000 0.000085390411 Long ABS-MBS USGSE US N 2 2028-10-01 Variable 4.77100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NY36 157049.31000000 PA USD 158053.75000000 0.034337297232 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.93000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CPN2 54924.34000000 PA USD 53413.92000000 0.011604214689 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 4.52499840 N N N N N N United States of America 254900HROIFWPRGM1V77 912828K74 5000000.00000000 PA USD 4724707.05000000 1.026446195136 Long DBT UST US N 2 2025-08-15 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407T2T6 9706.13000000 PA USD 9874.76000000 0.002145299110 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 3.98000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GML4 8071.60000000 PA USD 7964.71000000 0.001730339296 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 5.16600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WTA1 43618.08000000 PA USD 43119.58000000 0.009367761505 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.22900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JQBR8 317250.35000000 PA USD 309080.04000000 0.067147873443 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 4.50000000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403Y2E2 21197.43000000 PA USD 20782.01000000 0.004514907456 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 4.36299840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QF70 4573695.90000000 PA USD 4581213.18000000 0.995272042891 Long ABS-MBS USGSE US N 2 2046-10-01 Variable 4.24100160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403K4Q3 8927.00000000 PA USD 8772.69000000 0.001905873565 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.33499840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JNDN2 310725.95000000 PA USD 309154.08000000 0.067163958689 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.51599920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJY1 99982.40000000 PA USD 99518.45000000 0.021620458849 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 3.78900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FFE3 101460.12000000 PA USD 101288.69000000 0.022005044833 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 6.34799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UQH4 250611.85200000 PA USD 246176.47000000 0.053482025084 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.02999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DW96 7913.88000000 PA USD 8093.13000000 0.001758238639 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 5.62100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413GK90 18600.59100000 PA USD 18387.42000000 0.003994680960 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 4.82000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PJH2 75624.16000000 PA USD 74974.54000000 0.016288275759 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.25500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVS5 31671.04000000 PA USD 31513.40000000 0.006846310085 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 5.62899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UW80 5026.91000000 PA USD 4923.92000000 0.001069725359 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 4.60500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MDF1 86625.98000000 PA USD 84648.82000000 0.018390020437 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.24199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DQT0 4285.14000000 PA USD 4354.57000000 0.000946033639 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 4.46500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411HGV6 6912.28000000 PA USD 6766.00000000 0.001469918638 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 4.52499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CBE9 150841.74000000 PA USD 148328.84000000 0.032224553149 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.12499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MHH6 28274.23000000 PA USD 28590.24000000 0.006211251354 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.52500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TLM1 7214.54000000 PA USD 7082.96000000 0.001538778439 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.47000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HAQ4 1359.15000000 PA USD 1341.04000000 0.000291341958 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.21499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414HVC8 726.06000000 PA USD 715.91000000 0.000155531991 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 4.04200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410B3M4 5427.51000000 PA USD 5316.27000000 0.001154963695 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.05199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JMH4 20397.96000000 PA USD 20039.42000000 0.004353579215 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 3.82899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DBW9 1814.79000000 PA USD 1782.46000000 0.000387240788 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.50100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVG1 52134.89000000 PA USD 51521.99000000 0.011193191459 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.34599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJG0 13503.79000000 PA USD 13229.17000000 0.002874047230 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 4.12400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LDC9 30587.31000000 PA USD 29197.53000000 0.006343185568 Long ABS-MBS USGSE US N 2 2044-11-01 Variable 5.41400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QPW5 227759.98000000 PA USD 234151.54000000 0.050869599908 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 7.38600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136056A0 165.86000000 PA USD 163.98000000 0.000035624779 Long ABS-MBS USGSE US N 2 2025-12-01 Variable 4.25000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DJR8 8837.39000000 PA USD 8801.62000000 0.001912158630 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.72800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CCW3 531906.56000000 PA USD 521620.71000000 0.113322495430 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 3.91399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EPK6 23152.74000000 PA USD 23043.34000000 0.005006183116 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 4.77900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410WFS2 39164.32000000 PA USD 38016.86000000 0.008259191709 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 5.31399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C5W8 5212.30000000 PA USD 5104.48000000 0.001108952156 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.11599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371WZW8 722.19000000 PA USD 717.10000000 0.000155790519 Long ABS-MBS USGSE US N 2 2024-01-01 Variable 4.20500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401D6G1 3995.70000000 PA USD 3947.40000000 0.000857575648 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.15199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411E4K0 681.45000000 PA USD 672.45000000 0.000146090273 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 4.11199920 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286S4 5059000.00000000 PA USD 4776506.25000000 1.037699610678 Long DBT UST US N 2 2026-04-30 Fixed 2.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VQ70 266.66000000 PA USD 264.75000000 0.000057517138 Long ABS-MBS USGSE US N 2 2024-12-01 Variable 5.25600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHR4 3142.25000000 PA USD 3093.96000000 0.000672165159 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 4.42900080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QEM8 2275541.92000000 PA USD 2261701.98000000 0.491356472969 Long ABS-MBS USGSE US N 2 2043-07-01 Variable 4.76100000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELR88 1108293.12000000 PA USD 1120288.46000000 0.243383518819 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 4.19400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RTY5 2331.73000000 PA USD 2285.42000000 0.000496509230 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 4.38400080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225CZW9 2918.96000000 PA USD 2823.04000000 0.000613307584 Long ABS-MBS USGA US N 2 2033-09-20 Variable 2.62500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XMD6 7788.54000000 PA USD 7780.24000000 0.001690263049 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.56999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHU6 16781.21000000 PA USD 16241.90000000 0.003528565111 Long ABS-MBS USGSE US N 2 2042-08-01 Variable 5.41400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSU0 3639.69000000 PA USD 3678.42000000 0.000799139538 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.98799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WQV7 83504.05000000 PA USD 81673.76000000 0.017743686393 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 3.80900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VQQ5 26002.86000000 PA USD 25461.09000000 0.005531441140 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 4.05900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391MDC4 94312.92000000 PA USD 92258.90000000 0.020043316097 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 4.13499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410YNX8 86082.60000000 PA USD 84636.61000000 0.018387367805 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 4.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EKC1 17701.92000000 PA USD 17568.28000000 0.003816722173 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.45599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404U2U3 108081.13000000 PA USD 105444.74000000 0.022907949852 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 5.97399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MVS8 931044.82000000 PA USD 943052.55000000 0.204878882757 Long ABS-MBS USGSE US N 2 2038-08-01 Variable 5.00400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376RFH9 12135.89000000 PA USD 11976.19000000 0.002601836373 Long ABS-MBS USGSE US N 2 2026-01-01 Variable 5.60099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N7D1 19941.11000000 PA USD 19567.81000000 0.004251121584 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.70199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402GT52 13985.61000000 PA USD 13707.13000000 0.002977884403 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.92499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411BAT0 29.68000000 PA USD 29.09000000 0.000006319824 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 4.19600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413YWH0 54515.32000000 PA USD 53401.46000000 0.011601507744 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 3.89499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKTS4 70459.57000000 PA USD 71652.47000000 0.015566553529 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 5.82500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GS61 341.82200000 PA USD 336.11000000 0.000073020152 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 4.03499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4W8 54817.11000000 PA USD 53708.71000000 0.011668258040 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 4.45100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388X3J1 9755.09000000 PA USD 9539.74000000 0.002072515760 Long ABS-MBS USGSE US N 2 2029-04-01 Variable 5.41400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y6D2 58124.86000000 PA USD 56791.86000000 0.012338074719 Long ABS-MBS USGSE US N 2 2030-11-01 Variable 6.16100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RNA0 2008.43000000 PA USD 2027.30000000 0.000440432464 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.65799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391A7F0 2043.50000000 PA USD 2000.76000000 0.000434666629 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 3.93699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JFR4 14299.94000000 PA USD 13981.44000000 0.003037478459 Long ABS-MBS USGSE US N 2 2032-02-01 Variable 4.48300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CWE8 42742.59000000 PA USD 41744.06000000 0.009068928740 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 4.97599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5EY7 1460487.25000000 PA USD 1408328.28000000 0.305960388487 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 5.63348880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412DZV3 13662.63000000 PA USD 13918.65000000 0.003023837284 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 4.34000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CXQ0 843.03000000 PA USD 832.09000000 0.000180772184 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 4.42699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DNH4 571.34000000 PA USD 571.19000000 0.000124091461 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 4.84999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QS42 1764.38000000 PA USD 1722.42000000 0.000374197053 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.39100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411SVN3 144922.36000000 PA USD 142212.08000000 0.030895682393 Long ABS-MBS USGSE US N 2 2047-03-01 Variable 4.56999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HKE1 476209.21000000 PA USD 465691.73000000 0.101171882046 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.33400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404V2S6 2001.29000000 PA USD 1999.25000000 0.000434338580 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.60700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QQJ2 6111076.95000000 PA USD 6179845.88000000 1.342576211165 Long ABS-MBS USGSE US N 2 2047-08-01 Variable 4.21899840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RSX8 11501.86000000 PA USD 11648.65000000 0.002530678059 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 4.72899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SJL4 51414.80000000 PA USD 50378.13000000 0.010944687005 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.10500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NBG8 93890.15000000 PA USD 91942.57000000 0.019974593164 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 4.33000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UNY0 18241.48000000 PA USD 17764.23000000 0.003859292459 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.17200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HUG5 7341.92000000 PA USD 7222.03000000 0.001568991502 Long ABS-MBS USGSE US N 2 2029-02-01 Variable 4.45100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JNU2 25179.42000000 PA USD 25078.45000000 0.005448312310 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.79999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DKW9 50061.88000000 PA USD 49102.31000000 0.010667514141 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.48499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QLK3 13195.51000000 PA USD 12843.32000000 0.002790221024 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 4.88300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NY44 8218.57000000 PA USD 8182.20000000 0.001777589164 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.93000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MHK2 1847307.62000000 PA USD 1876529.24000000 0.407677402657 Long ABS-MBS USGSE US N 2 2040-11-01 Variable 5.11300080 N Y N N N N United States of America 254900HROIFWPRGM1V77 912828J27 10000000.00000000 PA USD 9539062.50000000 2.072368573262 Long DBT UST US N 2 2025-02-15 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GW47 156085.84000000 PA USD 152716.19000000 0.033177708268 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.29800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CCN5 35639.69000000 PA USD 35164.38000000 0.007639488263 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.67699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410RM30 142538.90000000 PA USD 141692.04000000 0.030782703308 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 5.50299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJJ66 6747.88000000 PA USD 6671.93000000 0.001449481859 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.74400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FPY3 33016.58000000 PA USD 32665.73000000 0.007096654652 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 4.21999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408C2W5 51661.10000000 PA USD 52057.80000000 0.011309596589 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 3.81499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AHD0 13608.02000000 PA USD 13318.89000000 0.002893538968 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 4.23799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391TU30 37692.64000000 PA USD 36839.56000000 0.008003422390 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 3.89800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MA80 4108.76000000 PA USD 4113.96000000 0.000893760934 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.98000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EWY9 330.10000000 PA USD 325.29000000 0.000070669499 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 4.13499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402M4P2 213514.01000000 PA USD 208970.33000000 0.045398962910 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 3.96200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GYA0 5842.19000000 PA USD 5932.00000000 0.001288731505 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.86700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DUF0 1160.34000000 PA USD 1169.20000000 0.000254009588 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.92499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CG75 610072.68000000 PA USD 603905.52000000 0.131198932900 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 3.80400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402A4W3 2968.99000000 PA USD 2942.74000000 0.000639312500 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.68699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406KAA8 21163.79000000 PA USD 20636.25000000 0.004483240986 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.37500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RPT0 37160.42000000 PA USD 36344.18000000 0.007895800709 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.71900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DSC5 11940.77000000 PA USD 11675.07000000 0.002536417824 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.37199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410G3Q4 86630.57000000 PA USD 84431.42000000 0.018342790122 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.46699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CWU1 56626.81000000 PA USD 57048.05000000 0.012393732191 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.43800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XK63 16317.07000000 PA USD 16259.78000000 0.003532449554 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.43599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XXU5 87845.80000000 PA USD 86224.17000000 0.018732266421 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 3.74900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JWZ3 8613.17000000 PA USD 8467.87000000 0.001839651189 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 3.89599920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4EN3 112827.19000000 PA USD 110391.71000000 0.023982682842 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 4.05000000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388JK53 10930.16000000 PA USD 10737.43000000 0.002332714822 Long ABS-MBS USGSE US N 2 2031-09-01 Variable 4.54799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQJ4 17755.95000000 PA USD 17301.09000000 0.003758674943 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 3.74100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KMQ1 2967.99000000 PA USD 2922.22000000 0.000634854514 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 4.32299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386CLJ9 6806.82000000 PA USD 6640.81000000 0.001442721016 Long ABS-MBS USGSE US N 2 2030-03-01 Variable 4.23000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379PNZ1 1553.42000000 PA USD 1541.42000000 0.000334874665 Long ABS-MBS USGSE US N 2 2027-05-01 Variable 3.72399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VLK0 37135.12000000 PA USD 36237.23000000 0.007872565740 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 4.72100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378QJU6 1596.53000000 PA USD 1558.76000000 0.000338641793 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 4.70000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CWP2 3231.85000000 PA USD 3307.32000000 0.000718517781 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.22100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401JCY2 29974.21000000 PA USD 29830.81000000 0.006480766129 Long ABS-MBS USGSE US N 2 2025-01-01 Variable 4.90200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DET2 5452.03000000 PA USD 5474.55000000 0.001189350145 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.93300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404AY65 9828.43000000 PA USD 9580.43000000 0.002081355694 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 4.17300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391RTQ5 155698.42000000 PA USD 153153.19000000 0.033272646850 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 5.39300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403JRR9 30452.08000000 PA USD 29798.71000000 0.006473792380 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.00000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XUU9 1722.19000000 PA USD 1685.59000000 0.000366195707 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 3.84500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313612HK2 1218.26000000 PA USD 1203.20000000 0.000261396113 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 4.27600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AZX2 34675.44000000 PA USD 34161.75000000 0.007421666134 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.21200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AZQ7 35586.53000000 PA USD 34638.37000000 0.007525212191 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 4.96400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373TSF8 8433.75000000 PA USD 8379.26000000 0.001820400599 Long ABS-MBS USGSE US N 2 2024-10-01 Variable 5.51000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QKA8 21776.95000000 PA USD 21282.16000000 0.004623565424 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 3.61000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JQS7 17146.40000000 PA USD 16839.92000000 0.003658485410 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 4.67700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31380TF30 1568.08000000 PA USD 1556.33000000 0.000338113874 Long ABS-MBS USGSE US N 2 2027-11-01 Variable 5.49000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376TAF9 591364.93400000 PA USD 583120.01000000 0.126683265065 Long ABS-MBS USGA US N 2 2040-01-16 Floating 5.93611920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411E3J4 54946.10400000 PA USD 53863.69000000 0.011701927563 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 3.93800040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31342AZT9 247483.99000000 PA USD 246156.77000000 0.053477745244 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.43499920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JPQ5 72988.74000000 PA USD 71823.54000000 0.015603718616 Long ABS-MBS USGSE US N 2 2028-08-01 Variable 5.14000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401G5B6 97271.48000000 PA USD 97073.74000000 0.021089343744 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.59499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RD89 481884.91000000 PA USD 473717.47000000 0.102915480156 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 3.54899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405QDY1 51505.38300000 PA USD 51401.71000000 0.011167060538 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.97500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RTR0 38336.83000000 PA USD 37875.45000000 0.008228470279 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.93599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DNZ4 15606.68000000 PA USD 15107.58000000 0.003282133229 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 4.56500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408FN88 25536.24000000 PA USD 25020.88000000 0.005435805183 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 3.58499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DUK9 8016.86000000 PA USD 8141.46000000 0.001768738368 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.57500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGR63 1045204.80000000 PA USD 1060665.32000000 0.230430346369 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 4.97300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V7C6 21733.87000000 PA USD 21697.48000000 0.004713794009 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.83200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GPK1 82135.00000000 PA USD 80471.55000000 0.017482505357 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 4.36500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406YCH1 72017.76000000 PA USD 70290.63000000 0.015270692754 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 4.96000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SHX1 2861.96000000 PA USD 2778.65000000 0.000603663822 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 4.41500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CV83 5909.70000000 PA USD 5801.81000000 0.001260447629 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.42599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408FPJ2 140366.47400000 PA USD 138523.59000000 0.030094355139 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.33500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBHL3 8296982.46500000 PA USD 8415192.23000000 1.828206903499 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 4.40499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCN9 7374.77000000 PA USD 7194.83000000 0.001563082282 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 3.67999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404HVC0 160701.92000000 PA USD 155945.85000000 0.033879354356 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 4.18600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389TGC0 96029.15000000 PA USD 93330.44000000 0.020276108976 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 4.69900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSB0 1983.81000000 PA USD 1929.40000000 0.000419163615 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.37199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402MM72 44487.56000000 PA USD 44209.84000000 0.009604621318 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.39899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375VE25 2759.80000000 PA USD 2728.49000000 0.000592766524 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.19999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQ36 330762.30000000 PA USD 336027.51000000 0.073002231768 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 4.87100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DK81 7659.12000000 PA USD 7525.24000000 0.001634864105 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.53099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404TAR4 12052.16000000 PA USD 11826.31000000 0.002569274829 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RNB1 8496.36000000 PA USD 8370.19000000 0.001818430134 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.16700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412BTN2 12202.99000000 PA USD 12035.31000000 0.002614680238 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 4.53999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAD8 52883.77000000 PA USD 50413.78000000 0.010952431995 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.41400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390XAF7 771.82000000 PA USD 750.57000000 0.000163061902 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 4.34000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFFR9 12016554.30700000 PA USD 11669719.30000000 2.535255381345 Long ABS-MBS USGSE US N 2 2061-03-25 Floating 4.67647560 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225C2Y1 100435.65000000 PA USD 96934.35000000 0.021059061161 Long ABS-MBS USGA US N 2 2033-12-20 Variable 2.75000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401D3F6 5802.49000000 PA USD 5707.51000000 0.001239960882 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.38800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SGL8 17291.44000000 PA USD 16809.20000000 0.003651811466 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 4.34000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSQ9 69433.62000000 PA USD 70062.05000000 0.015221033576 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 7.05200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKW8 115618.04000000 PA USD 113781.61000000 0.024719141192 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 4.58899920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LUK88 937622.01000000 PA USD 941704.72000000 0.204586065666 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 4.30499880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391XNY1 1555.66000000 PA USD 1516.76000000 0.000329517262 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 4.33500120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MGN7 436368.85000000 PA USD 440981.76000000 0.095803622295 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 4.98600000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBGN6 4448854.59200000 PA USD 4205172.59000000 0.913576939102 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 3.16638360 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BHPA1 6003597.80000000 PA USD 5771747.26000000 1.253916476009 Long ABS-MBS USGSE US N 2 2061-06-25 Floating 4.54473720 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373XC90 415.69000000 PA USD 410.30000000 0.000089137986 Long ABS-MBS USGSE US N 2 2024-12-01 Variable 3.12500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406CT32 24731.38000000 PA USD 24302.86000000 0.005279814793 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 4.78199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362JUN3 320.14000000 PA USD 316.20000000 0.000068694690 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 4.31100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400PAT2 130045.42000000 PA USD 127339.19000000 0.027664535744 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 3.89499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CR21 2967.62000000 PA USD 2935.65000000 0.000637772192 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.28599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405D4L8 14984.70000000 PA USD 14616.52000000 0.003175450071 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.45199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CDW3 41922.56000000 PA USD 41582.25000000 0.009033775395 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 5.00400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405ARB1 190235.20000000 PA USD 186945.17000000 0.040613980171 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 4.25800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PKY4 13934.92000000 PA USD 13551.18000000 0.002944004147 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 4.29400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CRK0 2177.16000000 PA USD 2129.73000000 0.000462685460 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 4.22899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XWX5 13462.39000000 PA USD 13172.44000000 0.002861722594 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 4.27200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404AUY8 25990.79000000 PA USD 25369.86000000 0.005511621353 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.58300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411YBW2 118506.85000000 PA USD 115239.31000000 0.025035827624 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 4.96900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHF0 21628.17000000 PA USD 21264.95000000 0.004619826538 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.01400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHT5 57084.83000000 PA USD 56056.74000000 0.012178369341 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 3.85499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DNA4 925.44000000 PA USD 897.84000000 0.000195056421 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 4.28400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KXH2 27116.95000000 PA USD 26613.09000000 0.005781714015 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 5.74499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UUT0 464762.66000000 PA USD 459924.79000000 0.099919009950 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.04200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413DTG2 2171.25000000 PA USD 2124.73000000 0.000461599206 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 3.76899840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5QL1 458251.06000000 PA USD 464416.52000000 0.100894841705 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 4.60000080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PLR9 220750.90000000 PA USD 221601.67000000 0.048143131119 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.63099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31380ADC3 20442.93000000 PA USD 20066.37000000 0.004359434123 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 4.22499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MCX3 20408.03000000 PA USD 20207.50000000 0.004390094723 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 4.30800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L3Q9 33313.33000000 PA USD 32744.11000000 0.007113682767 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 4.29999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406X2J0 27403.65000000 PA USD 27384.39000000 0.005949279526 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 4.69500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418M6F4 72733.04000000 PA USD 70846.20000000 0.015391390759 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 4.42299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PDD9 55861.71000000 PA USD 56131.75000000 0.012194665320 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.67599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4F5 1680.65000000 PA USD 1645.84000000 0.000357559990 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 4.53399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C3F7 47631.49000000 PA USD 46150.58000000 0.010026248557 Long ABS-MBS USGSE US N 2 2030-09-01 Variable 3.83799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KMH1 35004.71000000 PA USD 34365.00000000 0.007465822351 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 4.27299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQBQ4 123877.21000000 PA USD 126071.97000000 0.027389231237 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 4.87699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PKE9 24380.43000000 PA USD 23862.78000000 0.005184207079 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.64700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DLW8 16228.95000000 PA USD 15884.25000000 0.003450865376 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 4.65300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KD27 303499.91000000 PA USD 297561.28000000 0.064645414084 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 4.05299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UDS4 46163.32000000 PA USD 46915.08000000 0.010192336763 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 4.47800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHA0 2807.02000000 PA USD 2730.34000000 0.000593168438 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 4.61400120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QGFA5 174225.09000000 PA USD 169969.84000000 0.036926076836 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 4.07900160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EM88 5855.73400000 PA USD 5742.37000000 0.001247534243 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.80299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DHM4 2604932.00000000 PA USD 2626125.08000000 0.570527668232 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.42000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376PMT9 534.60000000 PA USD 526.50000000 0.000114382524 Long ABS-MBS USGSE US N 2 2026-07-01 Variable 4.96699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400U3Z5 31663.10000000 PA USD 30990.76000000 0.006732766148 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 4.16300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJPA0 423349.20000000 PA USD 426989.62000000 0.092763819253 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 4.61000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MA71 9123.98000000 PA USD 8954.39000000 0.001945348028 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 4.72399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403LLM1 10718.99000000 PA USD 10511.01000000 0.002283524905 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 3.99999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406X2K7 26132.55000000 PA USD 26490.69000000 0.005755122522 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.88200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MHD5 597855.84000000 PA USD 606033.84000000 0.131661312036 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.32599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JFR8 46802.28000000 PA USD 47148.98000000 0.010243151715 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.46400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AVC6 19252.91000000 PA USD 18915.55000000 0.004109417604 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 3.85400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WC38 24058.02000000 PA USD 23792.27000000 0.005168888728 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.15099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSP9 30529.31000000 PA USD 30829.65000000 0.006697764878 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.96000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414KPM6 2850.57000000 PA USD 2790.66000000 0.000606273004 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 4.38300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4R9 11070.02000000 PA USD 10999.23000000 0.002389591071 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 4.85899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401L5Z2 108264.70000000 PA USD 109410.34000000 0.023769479464 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.24300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SJK7 1816.30000000 PA USD 1769.55000000 0.000384436081 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 4.53999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JU99 14461.55000000 PA USD 14257.86000000 0.003097530914 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.51499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405UMM8 7406.27000000 PA USD 7283.35000000 0.001582313319 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.82500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402BTK0 18846.24000000 PA USD 18739.83000000 0.004071242300 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.13500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404VKH0 30715.05000000 PA USD 30146.77000000 0.006549408679 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.02499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSA2 7629.39000000 PA USD 7397.62000000 0.001607138563 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 4.46100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401EWC9 38226.38000000 PA USD 37499.50000000 0.008146794856 Long ABS-MBS USGSE US N 2 2031-01-01 Variable 4.92800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5H7 262220.86000000 PA USD 265124.26000000 0.057598446852 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.30899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BVH9 40936.36000000 PA USD 40538.89000000 0.008807104642 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.87700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413RBC9 8519.24000000 PA USD 8611.14000000 0.001870776705 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 4.80399840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S6AS1 429456.87000000 PA USD 432986.14000000 0.094066567777 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 4.38599880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JMV38 1218396.71000000 PA USD 1226211.34000000 0.266395344950 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 4.07199960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELXF5 496244.71000000 PA USD 485221.46000000 0.105414730721 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 4.03999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BT65 158904.59000000 PA USD 157405.77000000 0.034196523085 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 4.72500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CGR1 91537.64000000 PA USD 91976.24000000 0.019981907998 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 4.45200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387TZK3 52232.40000000 PA USD 51513.44000000 0.011191333965 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 5.29099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JU79 721861.04000000 PA USD 711870.84000000 0.154654480672 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 4.38000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LCM1 29939.08000000 PA USD 29441.80000000 0.006396253411 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 4.42800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31361HL57 1936.44000000 PA USD 1913.60000000 0.000415731053 Long ABS-MBS USGSE US N 2 2026-08-01 Variable 3.82700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JLH1 4170.04000000 PA USD 4078.26000000 0.000886005082 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.70499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QWK3 142.21000000 PA USD 140.59000000 0.000030543284 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 4.42500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400JMH9 6874.31000000 PA USD 6932.63000000 0.001506119132 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.63100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHG8 23587.42000000 PA USD 23258.12000000 0.005052844235 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 4.29000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QMV9 60132.43000000 PA USD 61225.57000000 0.013301301584 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.15399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GV40 1617.75000000 PA USD 1634.44000000 0.000355083331 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 4.15000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417SC24 111198.67000000 PA USD 109278.71000000 0.023740882747 Long ABS-MBS USGSE US N 2 2039-12-01 Variable 3.89999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F6X8 2977.73000000 PA USD 2920.04000000 0.000634380907 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 4.58200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGJB1 190185.94000000 PA USD 189300.72000000 0.041125725198 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.51599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RRV3 1045.71000000 PA USD 1023.16000000 0.000222282287 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 3.90499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VQK8 16617.80000000 PA USD 16292.97000000 0.003539660107 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 3.93099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N7J8 4179.18000000 PA USD 4187.85000000 0.000909813593 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.53999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHG55 23662.28000000 PA USD 23182.75000000 0.005036470045 Long ABS-MBS USGSE US N 2 2041-11-01 Variable 3.99999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C4Q1 2293.84000000 PA USD 2264.23000000 0.000491905687 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 5.59599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XPZ4 106.04000000 PA USD 105.23000000 0.000022861297 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 4.75099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31383Q3G7 154.36000000 PA USD 152.40000000 0.000033109015 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 4.36500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B34M7 1956092.79400000 PA USD 1895140.16000000 0.411720639162 Long ABS-MBS USGSE US N 2 2040-02-15 Floating 4.86559080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EH7E6 191131.94000000 PA USD 187302.11000000 0.040691525657 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 4.63299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BNZ7 9980.75000000 PA USD 10104.63000000 0.002195238542 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 4.88199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362GM40 1716.28000000 PA USD 1689.39000000 0.000367021260 Long ABS-MBS USGSE US N 2 2028-01-01 Variable 4.47800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405BD57 7960.12000000 PA USD 7762.60000000 0.001686430745 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 4.33000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386C3H3 52710.16000000 PA USD 50986.23000000 0.011076797192 Long ABS-MBS USGSE US N 2 2040-09-01 Variable 5.61399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B4U9 4794.37000000 PA USD 4700.54000000 0.001021195885 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 4.26999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RCM9 726.71000000 PA USD 731.18000000 0.000158849410 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 4.88400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QQR5 8067.28000000 PA USD 7909.15000000 0.001718268844 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 4.04499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BQB7 114016.30000000 PA USD 111647.49000000 0.024255502001 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 3.98700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402GTK9 18796.34000000 PA USD 18373.88000000 0.003991739385 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.86000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CR61 1786.59000000 PA USD 1800.13000000 0.000391079609 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 4.58700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PDR7 124724.61000000 PA USD 123252.03000000 0.026776597130 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.20800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DCA0 6521.93000000 PA USD 6397.97000000 0.001389963841 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.54600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405HB80 22822.76000000 PA USD 23161.30000000 0.005031810016 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.93000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UQ27 115803.29000000 PA USD 115529.72000000 0.025098919417 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 5.97099960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5W75 902916.76000000 PA USD 915087.17000000 0.198803382712 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 4.63799880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391NM40 1591.78000000 PA USD 1556.23000000 0.000338092149 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 3.90800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZK8 16998.46000000 PA USD 16571.89000000 0.003600255689 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 4.28000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DFN5 425009.15000000 PA USD 418479.63000000 0.090915017462 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.27600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHVL3 73972.18000000 PA USD 74824.79000000 0.016255742458 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 6.65200080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LN50 1339211.62000000 PA USD 1354218.95000000 0.294205095447 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.98099960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VSV5 49624.17000000 PA USD 48578.90000000 0.010553802921 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.07099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XYA5 177658.54000000 PA USD 176900.14000000 0.038431689774 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.41400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TTN1 1027.74000000 PA USD 1005.39000000 0.000218421741 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.24000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CU76 5421.44000000 PA USD 5334.03000000 0.001158822068 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 4.87800000 N N N N N N N/A N/A N/A -65.00000000 NC USD 122293.73000000 0.026568405727 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Notes 2023-09-29 -6943320.35000000 USD 122293.73000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AZR5 29035.54000000 PA USD 28288.07000000 0.006145604692 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 4.95500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MGQ2 198957.50000000 PA USD 195877.77000000 0.042554594306 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.67000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ASN0 5950.38000000 PA USD 5808.73000000 0.001261951004 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 4.42000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CXK4 6238.77000000 PA USD 6119.65000000 0.001329498610 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.72699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GJK0 1144.22000000 PA USD 1136.65000000 0.000246938075 Long ABS-MBS USGSE US N 2 2032-01-01 Variable 4.83199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405QYJ1 9211.09000000 PA USD 9041.51000000 0.001964274914 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 4.41500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DTS7 33685.03000000 PA USD 32976.95000000 0.007164267434 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 4.02400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XEK9 22341.31000000 PA USD 21711.46000000 0.004716831175 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 4.68299880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4A49 269429.89000000 PA USD 271712.04000000 0.059029647061 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 4.09200120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KL29 35113.28000000 PA USD 35759.28000000 0.007768730739 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.83499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368HA29 27.05000000 PA USD 26.94000000 0.000005852735 Long ABS-MBS USGSE US N 2 2023-09-01 Variable 3.66999840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4GM3 259946.22000000 PA USD 253731.85000000 0.055123437127 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 4.57700040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406V3E4 1255.11000000 PA USD 1232.35000000 0.000267728973 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.52800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RBC2 4509.86000000 PA USD 4418.08000000 0.000959831235 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 4.76200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AKA9 43669.93000000 PA USD 44116.27000000 0.009584293164 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.18800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375DHB2 15727.69000000 PA USD 15463.10000000 0.003359370219 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.19999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NBV8 2902.26000000 PA USD 2851.97000000 0.000619592648 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 4.20500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402EM70 31063.98000000 PA USD 30798.52000000 0.006691001862 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.97099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KMW8 11596.41000000 PA USD 11485.43000000 0.002495218390 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.17000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EZA8 877.01000000 PA USD 863.74000000 0.000187648171 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 4.02800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373CSC2 5687236.88000000 PA USD 5504692.50000000 1.195898626565 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.11999840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5EK6 126616.16000000 PA USD 123929.34000000 0.026923743242 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 4.44099960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405VG76 13349.78000000 PA USD 12983.73000000 0.002820725203 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 4.35499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412DPT9 14723.36000000 PA USD 14332.55000000 0.003113757373 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 4.83500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400WR77 29448.60000000 PA USD 28638.96000000 0.006221835811 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.78100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ARQ3 172.88000000 PA USD 168.26000000 0.000036554612 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.46199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DRK2 39959.95000000 PA USD 38978.34000000 0.008468073969 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.96400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375PW51 7485.47000000 PA USD 7384.18000000 0.001604218713 Long ABS-MBS USGSE US N 2 2026-03-01 Variable 4.16499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ULA6 25076.04000000 PA USD 24928.76000000 0.005415792043 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404MPD4 16968.58000000 PA USD 16624.79000000 0.003611748254 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407YRJ0 94824.91000000 PA USD 93685.25000000 0.020353191718 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.14999880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F5MJ5 4368212.60000000 PA USD 4224165.55000000 0.917703174088 Long ABS-MBS USGSE US N 2 2043-03-15 Floating 4.28798880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QEE7 6675.65000000 PA USD 6638.81000000 0.001442286514 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.24899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FUV0 3048.62000000 PA USD 3105.44000000 0.000674659198 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.31299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BA21 161277.33000000 PA USD 162691.64000000 0.035344882358 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 4.20199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YPX3 93339.43000000 PA USD 90223.25000000 0.019601069589 Long ABS-MBS USGSE US N 2 2044-09-01 Variable 5.41400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UWF8 6051.75000000 PA USD 6075.26000000 0.001319854849 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 7.03000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402AFW1 974.87000000 PA USD 962.86000000 0.000209182066 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.90199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MAP1 5970.46000000 PA USD 5903.29000000 0.001282494236 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 4.06900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401D3Z2 598.83000000 PA USD 596.39000000 0.000129566180 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.27999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZH1 96977.39000000 PA USD 97365.71000000 0.021152774448 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 7.41999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407T2S8 27018.64000000 PA USD 26675.35000000 0.005795240048 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 3.98000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375JDP2 3375.00000000 PA USD 3323.53000000 0.000722039416 Long ABS-MBS USGSE US N 2 2025-11-01 Variable 4.16000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QZV6 42548.79000000 PA USD 43264.76000000 0.009399301970 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 4.84300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412SKY0 2288.27000000 PA USD 2240.53000000 0.000486756844 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 4.12499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386M2G4 4788.85000000 PA USD 4551.12000000 0.000988734276 Long ABS-MBS USGSE US N 2 2030-09-01 Variable 3.83799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400BWB8 7521.57000000 PA USD 7360.45000000 0.001599063352 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 4.33100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414R5F8 19177.84000000 PA USD 18797.95000000 0.004083868914 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 4.23799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JUL7 13903.20000000 PA USD 13624.62000000 0.002959959043 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 3.80199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414DPA8 11257.68000000 PA USD 10977.13000000 0.002384789829 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 5.19999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTT6 7095.36000000 PA USD 7029.33000000 0.001527127281 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.23199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407EM67 158103.58000000 PA USD 157782.43000000 0.034278352756 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.97999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378VKP4 3512.14000000 PA USD 3430.26000000 0.000745226590 Long ABS-MBS USGSE US N 2 2027-06-01 Variable 4.48999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411DUK3 133922.98000000 PA USD 133012.75000000 0.028897120963 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 4.18500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374T2E8 73934.13000000 PA USD 72465.30000000 0.015743141464 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.12800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DM98 2796.52000000 PA USD 2756.23000000 0.000598793060 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 4.37500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERS68 198839.11000000 PA USD 195123.83000000 0.042390800268 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 4.80300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411GTW2 85631.85000000 PA USD 87374.42000000 0.018982159107 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 4.45399920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUN26 4782685.89700000 PA USD 4696379.94000000 1.020292108973 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 5.52043080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRJB3 209379.00000000 PA USD 207849.22000000 0.045155400911 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 4.32900000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5VZ4 358994.60000000 PA USD 352259.15000000 0.076528567886 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 4.84599960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404P6G1 47474.40000000 PA USD 46712.94000000 0.010148421694 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.06099880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31347AVZ4 1944891.05000000 PA USD 1946448.87000000 0.422867495380 Long ABS-MBS USGSE US N 2 2045-05-01 Variable 4.11999840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413YLY5 3380.21000000 PA USD 3270.85000000 0.000710594646 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 3.48300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XXN7 31357.96000000 PA USD 31046.45000000 0.006744864842 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.75799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKL2 440096.27000000 PA USD 434883.66000000 0.094478805439 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 4.96000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CWB4 376995.36000000 PA USD 369633.94000000 0.080303254210 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 4.10400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373YXD6 1830.17000000 PA USD 1811.30000000 0.000393506300 Long ABS-MBS USGSE US N 2 2025-01-01 Variable 4.42000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414EKD5 9297.06000000 PA USD 9151.65000000 0.001988202913 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 6.01200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375VEU3 7978.99000000 PA USD 7888.65000000 0.001713815204 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 5.65999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DMZ9 300029.79000000 PA USD 305496.33000000 0.066369309723 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.34399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQN2 51104.53000000 PA USD 50399.50000000 0.010949329654 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.11899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401HJF0 31151.55000000 PA USD 31109.42000000 0.006758545123 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.22600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DPE3 19421.46000000 PA USD 19439.28000000 0.004223198344 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.71299920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QGMT6 124745.84000000 PA USD 125859.30000000 0.027343028518 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.95400040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407YMC0 4745.01000000 PA USD 4684.98000000 0.001017815463 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.34299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJZS0 1248233.03000000 PA USD 1264860.52000000 0.274791908660 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 4.93400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DG67 15132.06000000 PA USD 15308.87000000 0.003325863634 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 3.92000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386CXW7 2042.70000000 PA USD 2008.05000000 0.000436250387 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 5.69999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G7D9 17509.60000000 PA USD 17362.88000000 0.003772098867 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.15999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CXP2 767.75000000 PA USD 758.08000000 0.000164693455 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 5.01000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XZY8 164625.37000000 PA USD 161208.57000000 0.035022684274 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 3.96000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387MAU3 112130.12000000 PA USD 109093.33000000 0.023700608801 Long ABS-MBS USGSE US N 2 2031-04-01 Variable 4.39499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407SKU5 227496.44000000 PA USD 223332.75000000 0.048519209563 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 4.04700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XQU0 2188.14000000 PA USD 2150.37000000 0.000467169515 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 3.99499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413RTG1 23345.59800000 PA USD 23099.25000000 0.005018329606 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 4.03200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MER3 60744.99000000 PA USD 61534.38000000 0.013368390791 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 7.01799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371L4X4 5492.30000000 PA USD 5396.35000000 0.001172361136 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 3.99999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BT40 1372825.69000000 PA USD 1393559.45000000 0.302751848952 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 4.15500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404A3G7 22666.30000000 PA USD 22535.80000000 0.004895919666 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 3.90800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407UMR5 81577.29000000 PA USD 83334.85000000 0.018104559457 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 4.90600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385H4F6 12608.00000000 PA USD 12356.54000000 0.002684467700 Long ABS-MBS USGSE US N 2 2040-07-01 Variable 4.33100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JNN8 181972.60000000 PA USD 185406.20000000 0.040279637770 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.04000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GGV9 16616.74000000 PA USD 16523.36000000 0.003589712509 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.70200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410ABX3 13048.38000000 PA USD 12844.36000000 0.002790446965 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 5.86400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RUB3 47928.87000000 PA USD 47713.12000000 0.010365711559 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.99100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373XBT7 3127.29000000 PA USD 3112.41000000 0.000676173436 Long ABS-MBS USGSE US N 2 2024-07-01 Variable 4.32299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EJ23 2320.78000000 PA USD 2352.44000000 0.000511069376 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.32099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401DMN8 8333.06000000 PA USD 8165.22000000 0.001773900246 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.11099920 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286F2 10162000.00000000 PA USD 9642189.92000000 2.094773083585 Long DBT UST US N 2 2026-02-28 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ACA3 980190.09000000 PA USD 997863.89000000 0.216786688003 Long ABS-MBS USGSE US N 2 2040-05-01 Variable 4.86799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFL9 3330.41000000 PA USD 3372.80000000 0.000732743361 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.82499880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5AJ3 309210.69000000 PA USD 305639.42000000 0.066400396135 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 4.29400080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391KQN0 697.47000000 PA USD 689.55000000 0.000149805261 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 4.25000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XR71 105961.37000000 PA USD 104169.06000000 0.022630807403 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 3.87500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XT92 560730.37000000 PA USD 550302.87000000 0.119553716475 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 3.69500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FPT4 90252.00000000 PA USD 89827.89000000 0.019515177328 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 5.34499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VZW3 9888.21000000 PA USD 10062.59000000 0.002186105320 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.91899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4J7 1353.15000000 PA USD 1319.93000000 0.000286755795 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 4.52499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403UYK1 16874.56000000 PA USD 17108.68000000 0.003716873724 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.65300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NBL7 23028.65000000 PA USD 22568.93000000 0.004903117184 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 4.03800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CBD7 19971.79000000 PA USD 20042.50000000 0.004354248347 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 4.52199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402LGC0 130080.55000000 PA USD 127180.61000000 0.027630084119 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 3.91399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ENJ6 28659.28000000 PA USD 29067.59000000 0.006314956005 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.86900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KF41 215710.35000000 PA USD 213538.03000000 0.046391299204 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 4.71700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410UXH0 41091.39000000 PA USD 41936.62000000 0.009110762546 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 5.36400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QMT4 45397.50000000 PA USD 46214.59000000 0.010040154778 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.11499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VAS2 636348.70000000 PA USD 626890.64000000 0.136192467677 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 4.39800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410Q3N9 252383.70000000 PA USD 247771.85000000 0.053828622600 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 4.51800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31363XDF7 30278.92000000 PA USD 29861.24000000 0.006487377070 Long ABS-MBS USGSE US N 2 2028-11-01 Variable 4.39999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGEG5 59484.78000000 PA USD 60115.77000000 0.013060196691 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 4.54799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404EZ90 54147.78000000 PA USD 53101.74000000 0.011536393346 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 4.54899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412SVV4 70.75600000 PA USD 69.43000000 0.000015083720 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 5.87499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410PYG2 56934.84000000 PA USD 56612.61000000 0.012299132521 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 4.62099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C2J0 1419.20000000 PA USD 1388.57000000 0.000301667887 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 5.00799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JSQ9 55274.35000000 PA USD 53749.09000000 0.011677030626 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 4.44999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CWW7 3920.05000000 PA USD 3842.34000000 0.000834751283 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.21300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CMP3 359.02000000 PA USD 352.41000000 0.000076561340 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 4.16199960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31351DEC1 4456537.08000000 PA USD 4378748.98000000 0.951286541665 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 5.52043080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384V7K2 14973.18000000 PA USD 14592.42000000 0.003170214328 Long ABS-MBS USGSE US N 2 2040-10-01 Variable 5.61399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404CVT4 134893.74000000 PA USD 131250.38000000 0.028514244742 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 4.36500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FPR8 63239.85000000 PA USD 62658.93000000 0.013612700133 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.34499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402KU28 1870.94000000 PA USD 1845.95000000 0.000401034039 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.15500120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FM2A9 7606262.43200000 PA USD 7421237.82000000 1.612269552995 Long ABS-MBS USGSE US N 2 2042-07-15 Floating 4.34471760 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FU40 5317.03000000 PA USD 5270.85000000 0.001145096165 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.29799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413K2Z3 10837.87000000 PA USD 10781.07000000 0.002342195645 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 6.29499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408AMN7 114285.42000000 PA USD 112089.20000000 0.024351463834 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 4.03499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402T6W0 26490.24000000 PA USD 25957.57000000 0.005639301797 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.86900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404X3H5 45686.43000000 PA USD 45225.25000000 0.009825219912 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.39899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401H6Q0 2238.28000000 PA USD 2192.62000000 0.000476348360 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.80100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410XDA1 28649.15000000 PA USD 28604.09000000 0.006214260277 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 4.32500040 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130AVA36 5000000.00000000 PA USD 4984762.05000000 1.082943341404 Long DBT UST US N 2 2024-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SXU8 24953.37000000 PA USD 24604.33000000 0.005345309380 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.21499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384V7B2 112.09000000 PA USD 108.03000000 0.000023469599 Long ABS-MBS USGSE US N 2 2030-03-01 Variable 3.92699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391EUJ8 10916.68000000 PA USD 10561.85000000 0.002294569934 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 4.24699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G6M0 11936.43000000 PA USD 11822.47000000 0.002568440586 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MWS0 6269.08000000 PA USD 6146.02000000 0.001335227513 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 4.45500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V6Z6 10210.78000000 PA USD 10422.44000000 0.002264283006 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.88999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388NR99 36768.20000000 PA USD 36069.32000000 0.007836087165 Long ABS-MBS USGSE US N 2 2030-03-01 Variable 3.66699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390CLB0 861.46000000 PA USD 818.95000000 0.000177917509 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 4.39499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CE30 12983.50000000 PA USD 13144.48000000 0.002855648263 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.91700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L2Y3 72946.70000000 PA USD 71939.42000000 0.015628893634 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.65200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHP8 8731.14000000 PA USD 8492.27000000 0.001844952107 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 4.23000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VQ74 6957.09000000 PA USD 6737.04000000 0.001463627056 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.03700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ERU2 5672.64000000 PA USD 5581.76000000 0.001212641599 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 4.74500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402J4L8 115303.62000000 PA USD 113284.86000000 0.024611221877 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.24700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31349SRM7 138861.81000000 PA USD 136946.33000000 0.029751694206 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.55699880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTQ2 3333.60000000 PA USD 3278.59000000 0.000712276167 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 4.61400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EPE2 170264.64000000 PA USD 167704.99000000 0.036434036453 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.97999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XWP7 54533.07000000 PA USD 53748.65000000 0.011676935035 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 3.72999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MGS3 142344.48000000 PA USD 140254.90000000 0.030470483551 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 4.13100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402D4C1 12055.82000000 PA USD 11866.43000000 0.002577990930 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.59000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373KHT9 352690.58000000 PA USD 339403.50000000 0.073735668159 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 3.82700160 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286A3 10000000.00000000 PA USD 9526367.20000000 2.069610509695 Long DBT UST US N 2 2026-01-31 Fixed 2.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406RA70 3814.99000000 PA USD 3704.21000000 0.000804742435 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 4.62300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RBH1 9273.62000000 PA USD 9132.25000000 0.001983988248 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 4.27299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GLR8 130001.52000000 PA USD 125863.94000000 0.027344036561 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 3.58999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136056B8 45.76000000 PA USD 45.27000000 0.000009834941 Long ABS-MBS USGSE US N 2 2026-01-01 Variable 4.25000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391MQR7 186586.10000000 PA USD 181747.36000000 0.039484752001 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 4.66300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JNQ1 4757.74000000 PA USD 4818.73000000 0.001046872752 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.71799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHJB9 61411.40000000 PA USD 62316.33000000 0.013538270023 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.03200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419APP6 484390.05000000 PA USD 475977.10000000 0.103406386490 Long ABS-MBS USGSE US N 2 2038-11-01 Variable 4.86799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GG31 4981.99000000 PA USD 4889.47000000 0.001062241071 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 4.50299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AK81 2422.17000000 PA USD 2364.40000000 0.000513667695 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 4.01299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN62 8366.26000000 PA USD 8221.07000000 0.001786033701 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 3.95200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GX28 9504.70000000 PA USD 9457.42000000 0.002054631678 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.59900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CZ95 12757.78000000 PA USD 12967.37000000 0.002817170981 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.18799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374TG29 16569.12000000 PA USD 16511.13000000 0.003587055533 Long ABS-MBS USGSE US N 2 2026-03-01 Variable 4.58200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WEE0 228862.00000000 PA USD 224769.39000000 0.048831320695 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.79099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RPM5 4393.39000000 PA USD 4365.97000000 0.000948510298 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 4.43700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SM71 6066.72000000 PA USD 5921.00000000 0.001286341747 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.64799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411AP58 18884.40000000 PA USD 18509.46000000 0.004021194243 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 3.81499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GJN4 261738.87000000 PA USD 256965.56000000 0.055825963081 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 3.81499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409X3V9 42309.40300000 PA USD 41388.82000000 0.008991752580 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 4.28799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410RM48 118271.51000000 PA USD 117745.88000000 0.025580381860 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 4.64100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HUF7 6185.09000000 PA USD 6124.89000000 0.001330637004 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 5.36500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FW50 20811.94000000 PA USD 20355.84000000 0.004422321700 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 4.58399880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4GC5 37348.65000000 PA USD 36699.55000000 0.007973005111 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 3.98999880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F3M5 723.73000000 PA USD 707.68000000 0.000153744017 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 3.80999880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRG26 249006.78000000 PA USD 243477.05000000 0.052895574038 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.21399880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5DY7 559703.05000000 PA USD 553161.17000000 0.120174684321 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 4.83000120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVD8 4432.98000000 PA USD 4489.60000000 0.000975369009 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 4.78699920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31347ASU9 523705.38000000 PA USD 528632.91000000 0.114845901206 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 4.76899920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AMQ8 2145.85000000 PA USD 2091.99000000 0.000454486416 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 4.12499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RXF8 9697.77000000 PA USD 9542.38000000 0.002073089302 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 4.21800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391QW34 1463.04000000 PA USD 1425.89000000 0.000309775685 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 4.29999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ECQ7 21691.80000000 PA USD 21223.68000000 0.004610860599 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 4.31499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CXL2 9706.45000000 PA USD 9522.67000000 0.002068807290 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.44500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SSW1 2514.46000000 PA USD 2459.07000000 0.000534234825 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 4.12099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409HGL2 48863.47000000 PA USD 48001.68000000 0.010428401438 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.29800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401PEH3 453658.00000000 PA USD 455212.82000000 0.098895330889 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.26600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETM29 5536258.01000000 PA USD 5623149.47000000 1.221633493268 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.00900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410AH33 2833.72000000 PA USD 2764.07000000 0.000600496306 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 4.75999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400FEQ6 59776.91000000 PA USD 59162.88000000 0.012853180615 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.14400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400VP89 938.42000000 PA USD 935.25000000 0.000203183772 Long ABS-MBS USGSE US N 2 2028-03-01 Variable 6.38499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413KMQ1 276262.55000000 PA USD 271051.18000000 0.058886074724 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 3.56799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406QGG6 71130.16000000 PA USD 71200.13000000 0.015468282320 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.97999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ERA0 0.00700000 PA USD 0.01000000 0.000000002172 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DVE4 28984.05000000 PA USD 28542.25000000 0.006200825490 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.81299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31360FC86 2.58000000 PA USD 2.56000000 0.000000556161 Long ABS-MBS USGSE US N 2 2024-06-01 Variable 5.00000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NEA8 187916.98000000 PA USD 184220.67000000 0.040022080477 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 4.52400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WNX8 25139.15000000 PA USD 25234.63000000 0.005482242533 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 7.08500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400Q2Z5 7080.93000000 PA USD 6899.88000000 0.001499004170 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 4.66499880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JMVS3 217509.72000000 PA USD 214011.45000000 0.046494150059 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 4.09100040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390W7E6 20667.12000000 PA USD 20836.95000000 0.004526843213 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 4.34000160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4HF7 270531.27000000 PA USD 268213.51000000 0.058269588761 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 4.15000080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GMA8 538040.62000000 PA USD 526965.30000000 0.114483611667 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 4.31499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375BVV6 374.72000000 PA USD 372.09000000 0.000080836835 Long ABS-MBS USGSE US N 2 2025-09-01 Variable 4.25599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDQ3 7904.56000000 PA USD 7813.55000000 0.001697499672 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 3.93000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NPV3 57438.62000000 PA USD 56038.94000000 0.012174502277 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 3.93300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MM90 79043.73000000 PA USD 78481.32000000 0.017050126378 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 4.35099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QX48 1774.56000000 PA USD 1740.29000000 0.000378079324 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 3.87000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HAL5 27322.66000000 PA USD 27013.24000000 0.005868646907 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.34000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TLH6 19295.41000000 PA USD 19074.71000000 0.004143995235 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.49000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GTS0 131670.08000000 PA USD 131447.73000000 0.028557119180 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.99100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374FXM6 65.72000000 PA USD 64.89000000 0.000014097401 Long ABS-MBS USGSE US N 2 2026-08-01 Variable 6.22299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EPC6 220305.79000000 PA USD 218752.86000000 0.047524224982 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HJT0 4490.76000000 PA USD 4417.20000000 0.000959640054 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 4.92599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F4H5 1819.37000000 PA USD 1784.23000000 0.000387625322 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 4.34099880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LF34 1030490.53000000 PA USD 1034550.81000000 0.224756949237 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 4.39800120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409EJW2 194701.61000000 PA USD 193564.56000000 0.042052047676 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.35799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VJ20 58494.87000000 PA USD 57403.96000000 0.012471053909 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 5.08200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DA63 5852.31000000 PA USD 5672.40000000 0.001232333208 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 4.43300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PLQ1 14123.07000000 PA USD 13824.29000000 0.003003337502 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.62000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400XZG6 3972.54000000 PA USD 3867.05000000 0.000840119549 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.00699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CAQ9 8883.81000000 PA USD 8712.58000000 0.001892814622 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 5.85399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q5R8 157687.51000000 PA USD 157261.18000000 0.034165110798 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 4.67200080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5ZW7 5129315.68000000 PA USD 5178669.55000000 1.125069893056 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 4.29699960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374GEW3 3239.16000000 PA USD 3169.25000000 0.000688521969 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 4.93099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQ69 144417.14000000 PA USD 145837.36000000 0.031683277226 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 4.89899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EMA43 687734.72000000 PA USD 699452.99000000 0.151956693328 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 4.70499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XWM9 43571.15000000 PA USD 42341.03000000 0.009198620926 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.05099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CL61 882.46000000 PA USD 883.62000000 0.000191967116 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.56700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410AKW5 59211.60000000 PA USD 59204.90000000 0.012862309492 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.42700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414KQP8 0.00200000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2038-02-01 Variable 2.38300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373TR77 390.07000000 PA USD 387.04000000 0.000084084733 Long ABS-MBS USGSE US N 2 2024-09-01 Variable 5.87000160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QLJ7 9558823.86000000 PA USD 9499785.98000000 2.063835719461 Long ABS-MBS USGSE US N 2 2046-07-01 Variable 4.49799840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391TZ50 17152.80000000 PA USD 16793.95000000 0.003648498392 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 3.99600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AL78 8202.74000000 PA USD 8055.89000000 0.001750148221 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 3.89099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374GRC3 8152.16000000 PA USD 7894.00000000 0.001714977495 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.18100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405FTR3 1576.98000000 PA USD 1561.16000000 0.000339163195 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.29499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400RT76 10852.65000000 PA USD 10626.72000000 0.002308662991 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.81700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XSJ7 6106.36000000 PA USD 6008.79000000 0.001305414191 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.27200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403FGK4 8111.13000000 PA USD 8050.65000000 0.001749009827 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.99699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XE26 322061.11000000 PA USD 320348.93000000 0.069596048354 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 4.73199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DNC0 333.05000000 PA USD 326.43000000 0.000070917165 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 4.64100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AMD7 41847.96000000 PA USD 40927.44000000 0.008891517425 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 4.23200160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHK36 1996161.30000000 PA USD 1994537.92000000 0.433314878017 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 3.67899840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHT9 19941.16000000 PA USD 19338.38000000 0.004201277742 Long ABS-MBS USGSE US N 2 2042-08-01 Variable 5.41400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QZY0 3047.86000000 PA USD 2998.19000000 0.000651359054 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 4.91400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DUU1 13302.08000000 PA USD 13221.81000000 0.002872448264 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 4.66599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405NLX1 1419.57000000 PA USD 1389.99000000 0.000301976383 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 4.26499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409GFF8 33286.27000000 PA USD 32333.40000000 0.007024455707 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 4.64799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DMF4 6207.00000000 PA USD 6124.36000000 0.001330521861 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.42700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EJ72 4103.93000000 PA USD 3993.44000000 0.000867577873 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 3.83500080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNJT8 8523168.75000000 PA USD 8278244.42000000 1.798454887762 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 4.47803280 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410DXD7 25015.70000000 PA USD 25114.35000000 0.005456111612 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.52500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJX3 9991.94000000 PA USD 9919.13000000 0.002154938526 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 4.12400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UWM3 64590.66000000 PA USD 64726.95000000 0.014061979049 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 3.99999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XH31 6521.44000000 PA USD 6524.05000000 0.001417354817 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 4.12300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419GJS4 169925.40000000 PA USD 167172.83000000 0.036318424289 Long ABS-MBS USGSE US N 2 2040-09-01 Variable 3.99999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JE75 3126.70000000 PA USD 3074.00000000 0.000667828834 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 3.90099960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DBX1 6386.39000000 PA USD 6345.25000000 0.001378510381 Long ABS-MBS USGA US N 2 2034-06-20 Variable 3.87500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CD44 76835.57000000 PA USD 74949.28000000 0.016282788005 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 4.39300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MB89 72067.01000000 PA USD 70243.35000000 0.015260421138 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 4.80300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGEH3 1922295.90000000 PA USD 1930434.09000000 0.419388272261 Long ABS-MBS USGSE US N 2 2039-01-01 Variable 4.56000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CU88 119437.24000000 PA USD 117052.23000000 0.025429685871 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 4.91699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XQG7 30817.65000000 PA USD 31350.08000000 0.006810828691 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.39100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q5D9 18111.04000000 PA USD 17696.16000000 0.003844504200 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 4.27799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VLC1 8450.83000000 PA USD 8270.54000000 0.001796781096 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 3.91799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ET75 14243481.24000000 PA USD 14335230.20000000 3.114339648887 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401Y3J2 93586.67000000 PA USD 92458.67000000 0.020086716281 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.26800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409X5Q8 104727.04000000 PA USD 102408.96000000 0.022248424341 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 4.63399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413ECE3 18767.50000000 PA USD 18461.05000000 0.004010677134 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 4.24699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RH69 8759.86000000 PA USD 8360.59000000 0.001816344527 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 5.41400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390AHA1 8865.17000000 PA USD 8475.94000000 0.001841404402 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 4.39499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DVM2 291820.79000000 PA USD 287449.14000000 0.062448543989 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 4.58100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HU59 7298.95000000 PA USD 7157.41000000 0.001554952758 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.27899960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LEF8 485492.00000000 PA USD 479096.78000000 0.104084139340 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.02099920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AQP3 126757.90000000 PA USD 124330.05000000 0.027010797794 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 3.90899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NSL2 45348.75000000 PA USD 45018.35000000 0.009780270729 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 3.98599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407RKJ2 17240.79000000 PA USD 16964.30000000 0.003685507059 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 4.23000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VJ60 1051.17000000 PA USD 1033.10000000 0.000224441759 Long ABS-MBS USGSE US N 2 2028-07-01 Variable 4.59799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402A5N2 58163.49000000 PA USD 57229.48000000 0.012433147997 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.72000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AET6 3194.31000000 PA USD 3044.24000000 0.000661363452 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 5.41400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JKZ8 2490.59000000 PA USD 2438.34000000 0.000529731216 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 4.00600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413ADY6 13421.93000000 PA USD 13041.82000000 0.002833345300 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 4.64000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SCZ8 739046.09000000 PA USD 748216.78000000 0.162550663742 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.53600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C6N7 6815.55000000 PA USD 6659.71000000 0.001446827055 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 3.98099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412XPK4 807.06000000 PA USD 794.01000000 0.000172499275 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 5.82400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403YHN6 25770.00000000 PA USD 25124.49000000 0.005458314535 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 4.40499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DMC1 2784.86000000 PA USD 2727.74000000 0.000592603586 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 5.69300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SCY1 229003.45000000 PA USD 235916.59000000 0.051253058361 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.99300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XJS7 14624.66000000 PA USD 14428.16000000 0.003134528718 Long ABS-MBS USGSE US N 2 2040-01-01 Variable 5.12300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402KR48 3376.80000000 PA USD 3332.60000000 0.000724009881 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.28000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NSE5 101832.00000000 PA USD 99116.04000000 0.021533034970 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 4.48899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389VAQ0 22697.60000000 PA USD 22254.79000000 0.004834870030 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 4.65999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5V6 19809.00000000 PA USD 20095.43000000 0.004365747430 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 4.57899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XFS8 16859.35000000 PA USD 16607.52000000 0.003607996333 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 4.08200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VZ33 137948.08000000 PA USD 136338.24000000 0.029619586192 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.53200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LMT2 33026.76000000 PA USD 32422.05000000 0.007043714987 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 4.02300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391LSJ5 300635.53000000 PA USD 292142.97000000 0.063468282121 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 3.93800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401BX83 10136.88000000 PA USD 9928.50000000 0.002156974165 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 4.07800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSF3 2630.23000000 PA USD 2667.60000000 0.000579538126 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 7.08199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CAP2 1114749.91000000 PA USD 1125282.26000000 0.244468425662 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.64199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CBL3 21542.63000000 PA USD 22005.25000000 0.004780657275 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 5.37800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CAG1 7136.05000000 PA USD 7218.64000000 0.001568255022 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 4.83500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411E2N6 71781.31000000 PA USD 70613.86000000 0.015340914717 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 4.07400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401G4N1 18825.54000000 PA USD 18427.07000000 0.004003294953 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 4.89499920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRV37 209250.63000000 PA USD 206650.90000000 0.044895064981 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 4.11800040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CQG0 49021.95000000 PA USD 48295.65000000 0.010492266644 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 5.08600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCG4 39227.37000000 PA USD 39715.06000000 0.008628126949 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 4.02300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XEC4 12484.80000000 PA USD 12272.57000000 0.002666225153 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 4.12700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPR63 575382.36000000 PA USD 568650.16000000 0.123539679162 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 4.88599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHVA7 41761.03000000 PA USD 42126.43000000 0.009151998913 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 3.89300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BWK0 35349.16000000 PA USD 34606.07000000 0.007518194991 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 3.68399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ACY3 191157.31000000 PA USD 188195.29000000 0.040885569691 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.36199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410B6S8 10229.98000000 PA USD 10057.13000000 0.002184919131 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 3.86700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406BV64 129731.01000000 PA USD 126869.44000000 0.027562482200 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 3.81700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZW2 3005.30000000 PA USD 2943.52000000 0.000639481955 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 4.78699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AAJ0 197719.45000000 PA USD 196220.88000000 0.042629135214 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.49399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RM94 51494.92000000 PA USD 50517.81000000 0.010975032591 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 3.87200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XSY4 7786.96000000 PA USD 7585.54000000 0.001647964326 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.27799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LZ68 541.11000000 PA USD 547.50000000 0.000118944790 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 4.35600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391USA4 12605.51000000 PA USD 12357.52000000 0.002684680605 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 4.01199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WS87 68393.65000000 PA USD 67037.32000000 0.014563908686 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 5.49799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SJK6 9001.65000000 PA USD 8786.39000000 0.001908849900 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.64299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KVD3 1826.49000000 PA USD 1807.95000000 0.000392778510 Long ABS-MBS USGSE US N 2 2028-02-01 Variable 3.91600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412G2Z3 14136.77000000 PA USD 13649.51000000 0.002965366414 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 3.12900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JMS2 10702.67000000 PA USD 10557.08000000 0.002293533648 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 4.15599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L5A2 44053.30000000 PA USD 43338.12000000 0.009415239486 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.07999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XWG7 79089.58000000 PA USD 78314.28000000 0.017013836811 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 3.65600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RMG1 9821.06000000 PA USD 9720.29000000 0.002111740385 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 5.76799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402W5X2 14709.98000000 PA USD 14689.58000000 0.003191322412 Long ABS-MBS USGSE US N 2 2028-08-01 Variable 6.63099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BK49 1756587.84000000 PA USD 1761894.83000000 0.382772990017 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 3.95399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDS9 3948.16000000 PA USD 3928.46000000 0.000853460918 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 4.42500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31367JC24 28484.84000000 PA USD 28430.03000000 0.006176445610 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389CYT0 152421.06000000 PA USD 149200.84000000 0.032413995811 Long ABS-MBS USGSE US N 2 2032-01-01 Variable 4.66499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401MUQ2 15912.67000000 PA USD 15431.31000000 0.003352463817 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.07999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390NJT0 2391.00000000 PA USD 2310.12000000 0.000501875324 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 5.33900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374TYQ6 9243.13000000 PA USD 9151.21000000 0.001988107323 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQ21 625018.70000000 PA USD 608418.18000000 0.132179311712 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 3.58899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404RUM7 7773.61000000 PA USD 7918.38000000 0.001720274069 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.26799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FPC6 208.62000000 PA USD 205.96000000 0.000044744966 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 4.34000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZZ5 95644.94000000 PA USD 93273.39000000 0.020263714820 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 4.02099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400YA22 33842.92000000 PA USD 32894.73000000 0.007146405076 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.91500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388L4U1 246.47000000 PA USD 243.22000000 0.000052839729 Long ABS-MBS USGSE US N 2 2030-06-01 Variable 4.37699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAE6 52447.06000000 PA USD 49785.92000000 0.010816028933 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 5.41400040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBCF1 4154646.73600000 PA USD 4006139.30000000 0.870336805680 Long ABS-MBS USGSE US N 2 2038-08-15 Floating 4.53501720 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409U6T7 6072.93000000 PA USD 5954.47000000 0.001293613130 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 4.21999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DKQ1 127427.08000000 PA USD 128451.74000000 0.027906238077 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 4.88000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DLX3 53459.46000000 PA USD 53382.15000000 0.011597312632 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.77900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405TZV7 45958.18000000 PA USD 45881.84000000 0.009967864588 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.79999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QSU95 257148.66000000 PA USD 252449.14000000 0.054844767405 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.23500120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XPG0 8239.80000000 PA USD 8137.84000000 0.001767951920 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.14400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MFY8 81592.60000000 PA USD 83042.36000000 0.018041015782 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.00000120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225D3S1 81569.56000000 PA USD 79975.52000000 0.017374742463 Long ABS-MBS USGA US N 2 2036-05-20 Variable 3.87500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NAD8 4900.23000000 PA USD 4879.45000000 0.001060064218 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 4.11599880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5LE2 603082.25000000 PA USD 600683.64000000 0.130498977023 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 4.82100120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MHB9 211629.42000000 PA USD 215192.66000000 0.046750768828 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.35199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385NVP1 7260.60000000 PA USD 7213.48000000 0.001567134008 Long ABS-MBS USGSE US N 2 2025-05-01 Variable 5.78999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388K2K7 37694.91000000 PA USD 35845.25000000 0.007787407787 Long ABS-MBS USGSE US N 2 2031-09-01 Variable 3.39500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VHW2 1318.71000000 PA USD 1313.34000000 0.000285324112 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 4.92900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VVR7 27278.74000000 PA USD 26754.53000000 0.005812441963 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 3.87500040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MAA1 131136.14000000 PA USD 132795.18000000 0.028849853715 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 4.72899960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JVP7 117467.11000000 PA USD 115360.92000000 0.025062247489 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.77100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NJ63 17328.69000000 PA USD 17077.43000000 0.003710084638 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.94299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UUX4 105021.16000000 PA USD 106892.01000000 0.023222370359 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.01099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385H5Y4 62401.50000000 PA USD 61046.26000000 0.013262346351 Long ABS-MBS USGSE US N 2 2032-01-01 Variable 4.34999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GCT3 185213.17000000 PA USD 179240.38000000 0.038940108692 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 4.43999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404PHL8 2957.40000000 PA USD 2881.96000000 0.000626107998 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 4.45399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402REK1 2325.68000000 PA USD 2286.38000000 0.000496717791 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 4.96599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376JNW5 4537.14000000 PA USD 4455.54000000 0.000967969449 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 4.35700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385YEG6 16439.01000000 PA USD 16193.46000000 0.003518041484 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 4.64799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C3Z2 76892.40000000 PA USD 75668.01000000 0.016438932644 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 4.08999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AP64 3249.50000000 PA USD 3309.11000000 0.000718906660 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 5.78999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404Q5M7 224907.44000000 PA USD 217449.53000000 0.047241075550 Long ABS-MBS USGSE US N 2 2044-03-01 Variable 5.41400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405NLW3 776.99000000 PA USD 762.98000000 0.000165757984 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 3.74799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSS3 8893.76000000 PA USD 8993.37000000 0.001953816463 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.01700040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S54S0 401770.83000000 PA USD 394621.11000000 0.085731735871 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 4.24400040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414NBM5 19838.83900000 PA USD 19583.80000000 0.004254595424 Long ABS-MBS USGSE US N 2 2038-11-01 Variable 4.07999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405H3L0 391.62000000 PA USD 383.46000000 0.000083306976 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 3.62000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DZ68 25723.20000000 PA USD 25509.86000000 0.005542036460 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 4.20699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EFD5 5375.75000000 PA USD 5289.51000000 0.001149150065 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 4.14500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WQX3 58414.70000000 PA USD 57708.66000000 0.012537250216 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.27299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JKQ2 38473.24000000 PA USD 37579.78000000 0.008164235747 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.10500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FX34 5559.69000000 PA USD 5602.90000000 0.001217234280 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 5.33700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHPT4 77640.13000000 PA USD 77190.61000000 0.016769718650 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 3.75900120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RC61 115710.00000000 PA USD 114022.99000000 0.024771581180 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 3.91500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402REL9 12179.30000000 PA USD 12325.16000000 0.002677650371 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 4.61999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GSX2 2463.71000000 PA USD 2427.57000000 0.000527391426 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 4.78000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSW6 41124.18000000 PA USD 41951.70000000 0.009114038688 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 7.14999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFA3 10677.78000000 PA USD 10725.90000000 0.002330209921 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.79700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XUW9 40639.47000000 PA USD 39570.45000000 0.008596710317 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.01800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSE6 4180.92000000 PA USD 4165.36000000 0.000904927623 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 7.10300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5R5 45087.64000000 PA USD 44471.83000000 0.009661538844 Long ABS-MBS USGSE US N 2 2039-02-01 Variable 4.20000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DNX3 23200.18000000 PA USD 22939.21000000 0.004983560795 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 5.37300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WGK4 1824.01000000 PA USD 1785.46000000 0.000387892541 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.21700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411HM56 9461.80000000 PA USD 9536.56000000 0.002071824903 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 3.93000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RQK8 24003.99000000 PA USD 23543.94000000 0.005114938847 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 4.40499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390UMX1 2368.35000000 PA USD 2343.19000000 0.000509059807 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.04000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DC49 208083.40000000 PA USD 204673.68000000 0.044465512434 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 3.99499920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JR6K7 263889.48000000 PA USD 266826.72000000 0.057968307581 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 4.46199840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403Q5H9 1049.72000000 PA USD 1029.89000000 0.000223744384 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 4.05900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BWG9 3590.60000000 PA USD 3579.21000000 0.000777586090 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.48900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414URK6 217241.38000000 PA USD 212136.49000000 0.046086813575 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 4.71499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410VQJ2 81650.40000000 PA USD 79777.46000000 0.017331713777 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 4.07599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AU60 101303.70000000 PA USD 99557.39000000 0.021628918593 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 3.95799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405X5P4 8160.35000000 PA USD 7999.91000000 0.001737986523 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 4.32299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401GYR9 8911.92000000 PA USD 8745.97000000 0.001900068625 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.33400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389TR46 1295.22000000 PA USD 1283.06000000 0.000278745759 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 5.12499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L3G1 2793.85000000 PA USD 2775.60000000 0.000603001208 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 4.29999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WTK8 5578.31000000 PA USD 5445.74000000 0.001183091151 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 4.16300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401YQM0 69546.57000000 PA USD 68791.23000000 0.014944946966 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.01800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378FEF8 3652.55000000 PA USD 3610.01000000 0.000784277414 Long ABS-MBS USGSE US N 2 2027-06-01 Variable 6.08500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405LNA3 39937.80000000 PA USD 39474.08000000 0.008575773861 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.81000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417VFL2 102908.27000000 PA USD 100921.52000000 0.021925276872 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 4.50200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404UQ60 3418.37000000 PA USD 3345.01000000 0.000726705963 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 5.70300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHV0 3416.74000000 PA USD 3397.32000000 0.000738070350 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.31500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XP43 811.60000000 PA USD 802.74000000 0.000174395874 Long ABS-MBS USGSE US N 2 2030-08-01 Variable 4.75400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413QJ33 4505.16000000 PA USD 4453.61000000 0.000967550155 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 3.94999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VBF8 45398.53000000 PA USD 44744.25000000 0.009720722296 Long ABS-MBS USGSE US N 2 2027-05-01 Variable 4.25800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406V5L6 103713.61000000 PA USD 102612.35000000 0.022292610973 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.37099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XXB0 43544.46000000 PA USD 42630.57000000 0.009261523711 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 4.56199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZN6 23245.61000000 PA USD 22895.98000000 0.004974169045 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 3.99399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KRF8 56425.11000000 PA USD 55133.95000000 0.011977892513 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 3.63899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YXX4 21684.97000000 PA USD 21306.68000000 0.004628892412 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.83500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DBS4 3448.45000000 PA USD 3405.96000000 0.000739947396 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 4.43800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGSW5 1135938.23000000 PA USD 1152064.95000000 0.250286985407 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.01300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410L6G2 8505.34000000 PA USD 8392.73000000 0.001823326966 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.03799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403ATU9 10368.25000000 PA USD 10177.03000000 0.002210967497 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 4.32799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413BDZ1 109448.75400000 PA USD 107649.33000000 0.023386898704 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 5.11999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402M4D9 56946.27000000 PA USD 55817.79000000 0.012126457272 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.17399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31370Q6L8 133704.80000000 PA USD 129758.27000000 0.028190082711 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 3.78100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388G7J4 24047.78000000 PA USD 23665.33000000 0.005141310916 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 4.12499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AM96 59158.10000000 PA USD 57437.96000000 0.012478440435 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 4.35099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G6P3 17293.23000000 PA USD 17135.42000000 0.003722683009 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.14800080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QPQ21 737400.91000000 PA USD 726821.80000000 0.157902588087 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.26600080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F7K5 613235.74000000 PA USD 622869.40000000 0.135318850233 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 4.29099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402JXS1 2112.79000000 PA USD 2065.78000000 0.000448792274 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.90600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JN24 9302.35000000 PA USD 9204.87000000 0.001999764998 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.51099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378C4V1 4509.96000000 PA USD 4421.86000000 0.000960652443 Long ABS-MBS USGSE US N 2 2027-07-01 Variable 4.08099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374KHJ0 6058.48000000 PA USD 6010.12000000 0.001305703134 Long ABS-MBS USGSE US N 2 2024-11-01 Variable 4.56900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MM82 609435.03000000 PA USD 614724.79000000 0.133549427525 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 4.20800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406KA26 633.59000000 PA USD 617.87000000 0.000134232726 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.40500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKC2 11956.23000000 PA USD 11729.03000000 0.002548140675 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 4.81100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379R5R5 133.11000000 PA USD 131.97000000 0.000028670582 Long ABS-MBS USGSE US N 2 2025-04-01 Variable 3.76999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CFP1 108877.05000000 PA USD 106943.95000000 0.023233654363 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.39800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DXE9 10797.61000000 PA USD 10489.61000000 0.002278875739 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 3.84000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388RPD3 92395.50000000 PA USD 90136.42000000 0.019582205705 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.95000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386QD99 231405.12000000 PA USD 225643.74000000 0.049021273896 Long ABS-MBS USGSE US N 2 2041-01-01 Variable 5.61399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XUP2 49336.06000000 PA USD 48177.47000000 0.010466591949 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 4.76600040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5L51 2272380.95000000 PA USD 2305385.28000000 0.500846703073 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 4.92000120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SC47 42362.15000000 PA USD 42955.40000000 0.009332093275 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.75900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFN4 542017.76000000 PA USD 546286.04000000 0.118681057106 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 4.30800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407LJN8 577105.83000000 PA USD 573545.95000000 0.124603293258 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.10499880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5F66 277228.98000000 PA USD 272547.47000000 0.059211144863 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 4.02900120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391S6L9 5583.72000000 PA USD 5552.13000000 0.001206204459 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.12000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KBX1 75749.18000000 PA USD 74315.76000000 0.016145155304 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 3.71900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C2S0 26981.30000000 PA USD 26324.55000000 0.005719028481 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.10699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MNV0 1253925.49000000 PA USD 1262063.19000000 0.274184186593 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 4.05100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVP1 19301.79000000 PA USD 19576.13000000 0.004252929111 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 4.60900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ACM7 543629.95000000 PA USD 548897.71000000 0.119248444397 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 4.14200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAF3 159531.64000000 PA USD 154184.86000000 0.033496777941 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 5.41400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EYM3 756.94000000 PA USD 741.22000000 0.000161030607 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 3.85099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XFF9 6761.58000000 PA USD 6610.77000000 0.001436194803 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.23000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BWF2 28260.28000000 PA USD 27775.88000000 0.006034331026 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.89600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389KAQ4 89721.15000000 PA USD 87488.71000000 0.019006988697 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 3.91500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407P4K1 297272.53000000 PA USD 290727.65000000 0.063160802776 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 4.07900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CW32 207041.77000000 PA USD 203400.89000000 0.044188997840 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 3.77700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391QWB6 25285.70000000 PA USD 24733.43000000 0.005373356453 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 4.25999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AB48 10160.70000000 PA USD 10252.72000000 0.002227411207 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 5.10999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VL95 53.17000000 PA USD 52.05000000 0.000011307902 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.36000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GAQ0 160825.49000000 PA USD 157714.61000000 0.034263618810 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 4.11199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403K4F7 258277.50000000 PA USD 253138.64000000 0.054994561804 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.76200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VVT6 5.16000000 PA USD 5.13000000 0.000001114496 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 4.67799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412ECK0 395491.95000000 PA USD 401737.46000000 0.087277768313 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 4.61800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UBQ7 41724.00000000 PA USD 40922.98000000 0.008890548486 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 4.48700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418WMU1 340636.78000000 PA USD 347761.79000000 0.075551513010 Long ABS-MBS USGSE US N 2 2040-08-01 Variable 4.65699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AEW9 25512.15000000 PA USD 24303.24000000 0.005279897348 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 5.41400040 N N N N N N N/A N/A N/A 317.00000000 NC USD -872944.38000000 -0.18964782957 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Notes 2023-09-29 64360906.25000000 USD -872944.38000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JRV6 185248.86000000 PA USD 182308.73000000 0.039606710060 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 5.05599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406G4D8 35111.73000000 PA USD 34418.57000000 0.007477460474 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.26600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XXV0 17519.32000000 PA USD 17111.40000000 0.003717464646 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 4.99500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFN5 13114.16000000 PA USD 13071.97000000 0.002839895410 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 7.03000080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5QV9 671435.60000000 PA USD 657504.87000000 0.142843432397 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 4.61599920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFV6 655.02000000 PA USD 642.68000000 0.000139622718 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 4.53700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AY80 9393.43000000 PA USD 9047.09000000 0.001965487173 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 3.82500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410D4P2 7023.11000000 PA USD 6857.53000000 0.001489803600 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 5.31500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406J3L5 978.71000000 PA USD 956.95000000 0.000207898114 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 4.29999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PC40 37611.74000000 PA USD 36651.99000000 0.007962672665 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.54600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406RKF1 99002.66000000 PA USD 96969.71000000 0.021066743148 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 4.24800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QQM5 6521719.05000000 PA USD 6488990.91000000 1.409738203735 Long ABS-MBS USGSE US N 2 2046-11-01 Variable 4.43099880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GZJ3 20864.56000000 PA USD 20318.28000000 0.004414161762 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 4.14799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TL45 78486.28000000 PA USD 76865.36000000 0.016699057841 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 3.77799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405UTZ2 2967.90000000 PA USD 2900.69000000 0.000630177105 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 3.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CEJ2 15724.56000000 PA USD 15444.37000000 0.003355301112 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.92200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QGQ7 2528623.46000000 PA USD 2554000.19000000 0.554858481099 Long ABS-MBS USGSE US N 2 2044-01-01 Variable 4.42500120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G7A5 1224.95000000 PA USD 1208.70000000 0.000262590993 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.21499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XPN1 18451.30000000 PA USD 18415.58000000 0.004000798742 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.11499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408FPH6 14431.63000000 PA USD 14111.27000000 0.003065684125 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.42400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFJ1 204407.37000000 PA USD 201266.03000000 0.043725197883 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 4.49300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VWN5 34876.28000000 PA USD 34110.98000000 0.007410636313 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 4.33500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406C6Q6 73547.48000000 PA USD 71068.66000000 0.015439720363 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 3.82700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402YQW7 208215.39000000 PA USD 205338.77000000 0.044610003742 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 4.02699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411RTJ7 4729.51000000 PA USD 4763.13000000 0.001034793610 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 4.67100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401GY24 92770.88000000 PA USD 92823.43000000 0.020165960669 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.09100040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5FP4 354787.57000000 PA USD 348458.54000000 0.075702882477 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 4.68900000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410WFG8 3382.56000000 PA USD 3318.78000000 0.000721007475 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 5.86599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AVG4 12898.32000000 PA USD 12522.04000000 0.002720422700 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 3.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401BYD1 15049.38000000 PA USD 14743.66000000 0.003203071333 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 3.84000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AP77 5638.23000000 PA USD 5442.60000000 0.001182408983 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 4.31899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VC95 991.28000000 PA USD 965.03000000 0.000209653500 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.11200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409GSP2 258.68000000 PA USD 253.51000000 0.000055075240 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 3.90300120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LUP8 800220.94000000 PA USD 809871.41000000 0.175945178938 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 4.98499920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJDL9 981322.53000000 PA USD 994772.98000000 0.216115185457 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 4.73600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407Y2A6 12850.00000000 PA USD 12559.39000000 0.002728537016 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 3.87399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GJV6 973.74000000 PA USD 956.02000000 0.000207696071 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.41399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFT1 151514.60000000 PA USD 148262.81000000 0.032210208081 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 4.31899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404CAE0 43057.90000000 PA USD 42333.66000000 0.009197019788 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.18600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DEL0 3109.90000000 PA USD 3056.93000000 0.000664120364 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.58100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MBE1 940917.65000000 PA USD 916106.94000000 0.199024928519 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 4.14000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DVM3 281642.95000000 PA USD 275985.17000000 0.059957987799 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 3.96699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KSL9 33455.49000000 PA USD 32754.70000000 0.007115983452 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.19800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XXS6 58047.20000000 PA USD 57394.33000000 0.012468961784 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.33300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401DL25 15328.19000000 PA USD 14992.71000000 0.003257177634 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 4.06299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411S6V3 206930.59000000 PA USD 203302.08000000 0.044167531292 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 4.66099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405QCV8 7268.21000000 PA USD 7136.70000000 0.001550453495 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 4.34499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KFR0 12148.56000000 PA USD 11823.81000000 0.002568731702 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 5.10999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JLV8 5336.52000000 PA USD 5278.81000000 0.001146825481 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 5.98299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NRB5 11893.74000000 PA USD 11656.44000000 0.002532370443 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 3.99399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405TJL7 18338.83000000 PA USD 17929.68000000 0.003895236598 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.97100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LCA7 16247.95000000 PA USD 16094.25000000 0.003496488036 Long ABS-MBS USGSE US N 2 2026-01-01 Variable 5.29099920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MZH9 390209.13000000 PA USD 383229.28000000 0.083256852151 Long ABS-MBS USGSE US N 2 2040-05-01 Variable 4.68699840 N Y N N N N United States of America 254900HROIFWPRGM1V77 9128286L9 15000000.00000000 PA USD 14131933.65000000 3.070173318991 Long DBT UST US N 2 2026-03-31 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402LLN0 45137.29000000 PA USD 44779.56000000 0.009728393421 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.90399920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AUFV6 2283531.79600000 PA USD 2218660.54000000 0.482005687438 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 4.60360440 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQC9 109792.00000000 PA USD 108338.59000000 0.023536640963 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.08299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KWJ9 418834.65000000 PA USD 412272.29000000 0.089566468132 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.33800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413H5A2 8964.01000000 PA USD 8769.15000000 0.001905104497 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 4.17700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHF9 68403.88000000 PA USD 67527.28000000 0.014670352868 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.01599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408B4W5 4481.21000000 PA USD 4395.74000000 0.000954977853 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 4.73799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368HUE1 24.01000000 PA USD 23.86000000 0.000005183603 Long ABS-MBS USGSE US N 2 2024-01-01 Variable 4.25000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374VCG7 2568.69000000 PA USD 2538.57000000 0.000551506260 Long ABS-MBS USGSE US N 2 2025-09-01 Variable 4.59799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVU0 12433.26000000 PA USD 12632.46000000 0.002744411529 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 5.24400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401HVK5 27919.95000000 PA USD 27512.87000000 0.005977191904 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.66799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373KHS1 17099.20000000 PA USD 16651.64000000 0.003617581437 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 4.39400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ESAN8 3206905.33000000 PA USD 3253543.39000000 0.706834772618 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 4.58600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DUD7 663.31000000 PA USD 648.39000000 0.000140863219 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.85200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410S6D4 2437.47000000 PA USD 2382.15000000 0.000517523896 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.09700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XRB2 87594.92000000 PA USD 87239.34000000 0.018952812875 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 4.13100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KMH5 42599.14000000 PA USD 42402.99000000 0.009212081783 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.13199880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUKP8 5828241.83400000 PA USD 5639683.64000000 1.225225554259 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 4.36251240 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AX83 24632.76000000 PA USD 24119.71000000 0.005240025316 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 3.90099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QTK7 1951.79000000 PA USD 1910.19000000 0.000414990228 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 3.85899840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300M4K6 727859.00000000 PA USD 735078.82000000 0.159696431954 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.39300080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JN87 32507.55000000 PA USD 31871.49000000 0.006924105409 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 4.88099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401YYL3 34809.68000000 PA USD 34540.89000000 0.007504034587 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.89999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404V6Z6 12468.82000000 PA USD 12320.36000000 0.002676607567 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.02200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGL93 228562.52000000 PA USD 231167.18000000 0.050221245431 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 4.04799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XCP0 187.68000000 PA USD 185.27000000 0.000040250048 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.33699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MKA9 15776.15000000 PA USD 15439.78000000 0.003354303931 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 4.70099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406F6R7 25363.68000000 PA USD 24588.29000000 0.005341824677 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 3.58899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NKA2 28241.11000000 PA USD 27289.16000000 0.005928590736 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 4.07999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AJH1 274972.29000000 PA USD 269139.26000000 0.058470708652 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.06499840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4KY2 197689.30000000 PA USD 196990.01000000 0.042796229290 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 4.25199960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400YDJ2 79423.92000000 PA USD 78767.23000000 0.017112240543 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.19300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384KZR0 1933.11000000 PA USD 1910.52000000 0.000415061921 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 6.25500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YPF2 451352.99000000 PA USD 453309.77000000 0.098481891831 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.97099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XUH8 3012.34000000 PA USD 2980.02000000 0.000647411608 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 5.60300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CNW4 8584.24000000 PA USD 8564.19000000 0.001860576782 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.20400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WAN6 26453.66000000 PA USD 26237.66000000 0.005700151563 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.02300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400WEN6 3575.87000000 PA USD 3468.63000000 0.000753562502 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 4.65300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413JFD1 1239.68000000 PA USD 1221.03000000 0.000265269694 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 4.10500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DX60 23938.95000000 PA USD 23434.95000000 0.005091260686 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 4.23100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WSN0 24430.05000000 PA USD 23966.34000000 0.005206705567 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 4.53999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313617NN8 552.37000000 PA USD 543.64000000 0.000118106202 Long ABS-MBS USGSE US N 2 2027-07-01 Variable 4.02000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411AJ97 172128.07000000 PA USD 170479.36000000 0.037036770442 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 4.14799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWR2 2077573.07000000 PA USD 2102018.83000000 0.456665187349 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 4.27600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371YFB2 5639.19000000 PA USD 5592.42000000 0.001214957492 Long ABS-MBS USGSE US N 2 2024-03-01 Variable 4.58499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CLA2 555452.96000000 PA USD 557671.09000000 0.121154467866 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.78699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415MU78 145633.73000000 PA USD 148322.06000000 0.032223080189 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 4.69699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411SM94 41583.36000000 PA USD 42022.17000000 0.009129348349 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.72300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LUFH4 309531.63000000 PA USD 304527.70000000 0.066158874120 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 4.16999880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VTK5 4109.31000000 PA USD 4000.80000000 0.000869176838 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 4.04399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386M2Y5 8059.06000000 PA USD 8023.61000000 0.001743135366 Long ABS-MBS USGSE US N 2 2030-08-01 Variable 6.12000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389HEY0 7439.81000000 PA USD 7246.57000000 0.001574322836 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 4.39200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402MNH9 770.59000000 PA USD 761.71000000 0.000165482076 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y2E4 42735.62000000 PA USD 42974.28000000 0.009336194969 Long ABS-MBS USGSE US N 2 2040-06-01 Variable 5.61399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YX22 15538.38000000 PA USD 15401.18000000 0.003345918052 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.96000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJP0 22352.39000000 PA USD 21873.71000000 0.004752080111 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 4.11300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31380ADJ8 294.43000000 PA USD 289.07000000 0.000062800677 Long ABS-MBS USGSE US N 2 2026-12-01 Variable 4.32600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408C2U9 35632.78000000 PA USD 34940.40000000 0.007590828438 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 3.93199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EM2J9 1458471.01000000 PA USD 1483253.74000000 0.322238001580 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 4.75300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XXJ3 62094.59000000 PA USD 60638.29000000 0.013173714558 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 5.47999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411YPE7 621.98000000 PA USD 631.18000000 0.000137124334 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 5.46800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SJH4 894.28000000 PA USD 871.29000000 0.000189288414 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 4.53999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401MHB0 3859.26000000 PA USD 3818.34000000 0.000829537265 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.03699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410UXJ6 270738.97000000 PA USD 276992.62000000 0.060176857077 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 4.85499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WXE4 32897.54000000 PA USD 32211.78000000 0.006998033670 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 4.31600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WNY6 488324.44000000 PA USD 479301.48000000 0.104128610570 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 3.96000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GPG0 387901.73000000 PA USD 378756.27000000 0.082285087331 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 4.46400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LCG4 33259.84000000 PA USD 32773.51000000 0.007120069939 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 4.42500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405U6G9 108568.82000000 PA USD 105636.23000000 0.022949551200 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 3.62099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDM2 3544.00000000 PA USD 3485.14000000 0.000757149312 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 4.27899960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JR3X2 738772.57000000 PA USD 724333.34000000 0.157361968262 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 4.86000000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MZK2 1017627.35000000 PA USD 1028275.21000000 0.223393570371 Long ABS-MBS USGSE US N 2 2041-10-01 Variable 4.50799920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ULF5 151315.17000000 PA USD 148254.99000000 0.032208509180 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.49500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHN3 45318.90000000 PA USD 44792.69000000 0.009731245923 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 4.64600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCB5 5097.74000000 PA USD 5130.67000000 0.001114641954 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.66399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DLY1 771.53000000 PA USD 756.48000000 0.000164345854 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.82599880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMQG0 7055370.06000000 PA USD 6753067.21000000 1.467108980482 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 4.63146120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN39 4337.88000000 PA USD 4235.63000000 0.000920193834 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 5.05599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RH77 46010.10000000 PA USD 44436.52000000 0.009653867720 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 5.41400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDF7 18624.41000000 PA USD 18478.68000000 0.004014507264 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 4.32000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413EE43 190210.65000000 PA USD 187862.19000000 0.040813203463 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 3.90499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHZ5 997.97000000 PA USD 981.46000000 0.000213222930 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 3.98999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DQR4 1001.97000000 PA USD 1021.48000000 0.000221917305 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 4.55400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C5X6 39645.11000000 PA USD 37425.35000000 0.008130685712 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 3.39999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CGZ3 1302336.55000000 PA USD 1323001.36000000 0.287423050309 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.16200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362TX81 408.58000000 PA USD 406.50000000 0.000088312433 Long ABS-MBS USGSE US N 2 2024-07-01 Variable 6.31000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCD1 66166.88000000 PA USD 66637.53000000 0.014477054005 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 3.81899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GXK8 71119.32000000 PA USD 70147.17000000 0.015239525960 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.21399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FVN2 9762.42000000 PA USD 9602.70000000 0.002086193868 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 4.07999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31360QU74 503.68000000 PA USD 499.50000000 0.000108516754 Long ABS-MBS USGSE US N 2 2025-08-01 Variable 4.44099960 N N N N N N United States of America 254900HROIFWPRGM1V77 912828D56 5000000.00000000 PA USD 4848485.85000000 1.053337233449 Long DBT UST US N 2 2024-08-15 Fixed 2.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QSJ3 2069.17000000 PA USD 2017.78000000 0.000438364237 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 4.22499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400FE45 138193.54000000 PA USD 135879.23000000 0.029519865920 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.34000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402JXU6 29580.02200000 PA USD 29180.39000000 0.006339461890 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.90699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385W6E4 510.95000000 PA USD 496.88000000 0.000107947557 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 4.46900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LXG1 7738.57000000 PA USD 7601.43000000 0.001651416440 Long ABS-MBS USGSE US N 2 2027-01-01 Variable 4.37500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414SKF9 118560.41000000 PA USD 113032.03000000 0.024556294367 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 4.25099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405X5R0 26807.48000000 PA USD 26133.77000000 0.005677581381 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 4.24299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NJ30 117610.02000000 PA USD 118680.19000000 0.025783361417 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.77299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PCX5 867.00000000 PA USD 848.00000000 0.000184228644 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.58300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RXD3 11015.27000000 PA USD 10816.91000000 0.002349981913 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 4.12499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138YBWH2 71323.31000000 PA USD 70016.64000000 0.015211168219 Long ABS-MBS USGSE US N 2 2045-04-01 Variable 4.34999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401G4Z4 29396.04000000 PA USD 29671.99000000 0.006446262364 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.08699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B6LC5 6876949.25000000 PA USD 6696121.24000000 1.454737425248 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 4.56319800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UQL5 59617.20000000 PA USD 58305.97000000 0.012667016267 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 4.28900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHL7 201634.96000000 PA USD 196354.57000000 0.042658179468 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.22900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DYY3 64115.17000000 PA USD 65432.64000000 0.014215290737 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 7.32499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NLA2 32171.18000000 PA USD 32524.95000000 0.007066070090 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 4.07800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DX46 46680.58000000 PA USD 46968.69000000 0.010203983576 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.37899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391XH93 35160.41000000 PA USD 34401.64000000 0.007473782418 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 4.17899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CAQ6 20672.19000000 PA USD 20209.65000000 0.004390561812 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 4.32200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XWJ8 854682.13000000 PA USD 866291.30000000 0.188202442893 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.92000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VSA2 29180.35000000 PA USD 28762.09000000 0.006248585897 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 3.87000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374KR91 222.72000000 PA USD 220.45000000 0.000047892929 Long ABS-MBS USGSE US N 2 2025-01-01 Variable 4.14000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403UYH8 7016.02000000 PA USD 7131.89000000 0.001549408519 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.46200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412SUN3 14938.14000000 PA USD 14618.39000000 0.003175856330 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 3.89199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3D7 47242.16000000 PA USD 47827.27000000 0.010390510733 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.61899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31360QU58 3.32000000 PA USD 3.29000000 0.000000714754 Long ABS-MBS USGSE US N 2 2025-06-01 Variable 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405FTT9 34540.10000000 PA USD 34253.76000000 0.007441655376 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.29499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407HD37 167507.00000000 PA USD 166829.62000000 0.036243861655 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.96999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZT5 11623.05000000 PA USD 11416.19000000 0.002480175948 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 5.61899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403JP42 188806.94000000 PA USD 185370.87000000 0.040271962300 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 4.42500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GJF5 6448.60000000 PA USD 6358.94000000 0.001381484544 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 3.98000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHZ70 51903.16000000 PA USD 50846.63000000 0.011046468986 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 4.38400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DT60 104823.26000000 PA USD 102892.60000000 0.022353495499 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 4.57700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQJX1 305410.53000000 PA USD 311335.62000000 0.067637899911 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 4.41500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412HRW1 27695.45300000 PA USD 27030.96000000 0.005872496590 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 3.61500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EGX4 35711.92000000 PA USD 34848.80000000 0.007570928268 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 3.84400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C7L9 6928.46000000 PA USD 7011.79000000 0.001523316703 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.34100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBML7 12088850.57000000 PA USD 12285282.18000000 2.668986884559 Long ABS-MBS USGSE US N 2 2047-04-01 Variable 4.66899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386G7J6 7724.92000000 PA USD 7500.45000000 0.001629478459 Long ABS-MBS USGSE US N 2 2040-11-01 Variable 5.38899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407VNZ4 600377.18000000 PA USD 610964.77000000 0.132732560324 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.18399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400RDY4 6704.86000000 PA USD 6729.94000000 0.001462084576 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 7.02299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DHP7 957.23000000 PA USD 933.23000000 0.000202744926 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 4.65099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VNU0 7054.47000000 PA USD 6914.95000000 0.001502278139 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.25599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388XVV3 460577.38000000 PA USD 446196.65000000 0.096936561109 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 3.82700160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LLX1 271604.48000000 PA USD 267546.55000000 0.058124691195 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 4.13499960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NBN5 3628.83000000 PA USD 3583.52000000 0.000778522441 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 4.11699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388MXS2 2230.09000000 PA USD 2181.71000000 0.000473978154 Long ABS-MBS USGSE US N 2 2029-05-01 Variable 4.42000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403YV59 6165.52000000 PA USD 6036.36000000 0.001311403794 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.36799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TTE1 12451.92000000 PA USD 12158.15000000 0.002641367321 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.12200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390PQW0 7764.22000000 PA USD 7569.57000000 0.001644494831 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 4.33000080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DN75 32696.18000000 PA USD 32107.54000000 0.006975387451 Long ABS-MBS USGA US N 2 2035-04-20 Variable 3.87500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391UJV8 21260.70000000 PA USD 20827.08000000 0.004524698948 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 3.86499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JKP4 222965.78000000 PA USD 225752.26000000 0.049044849949 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.39799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AZ62 16061.73000000 PA USD 15737.49000000 0.003418981655 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 3.59899920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QSAC0 1243472.99000000 PA USD 1240800.83000000 0.269564922734 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 3.83299920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JLF1 5875.27000000 PA USD 5749.72000000 0.001249131037 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 3.92400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391RYS5 22113.05000000 PA USD 21524.79000000 0.004676276976 Long ABS-MBS USGSE US N 2 2031-02-01 Variable 4.26999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GB80 215212.02000000 PA USD 212576.01000000 0.046182299628 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.69800080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DAS3 14952.66000000 PA USD 14863.13000000 0.003229026281 Long ABS-MBS USGA US N 2 2034-05-20 Variable 3.87500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373YW62 109.15000000 PA USD 108.20000000 0.000023506532 Long ABS-MBS USGSE US N 2 2024-09-01 Variable 3.84500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XP84 2217.01000000 PA USD 2127.86000000 0.000462279201 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 3.84500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QAR2 46330.24000000 PA USD 46098.99000000 0.010015040590 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.32499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415CML8 113238.92000000 PA USD 110315.62000000 0.023966152232 Long ABS-MBS USGSE US N 2 2048-05-01 Variable 5.39499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFS1 171198.21000000 PA USD 170590.44000000 0.037060902657 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 4.44700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407E6Z1 515.02000000 PA USD 519.00000000 0.000112753144 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.12100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DKQ2 4752.80000000 PA USD 4703.58000000 0.001021856327 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 3.90200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KCR3 3457.35000000 PA USD 3409.52000000 0.000740720809 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 4.45100040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S44P9 628259.77000000 PA USD 618121.72000000 0.134287413147 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 4.77699840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JZ58 60377.85000000 PA USD 59495.56000000 0.012925455598 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 4.10400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NYZ5 17975.58000000 PA USD 18271.37000000 0.003969469010 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.81599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AV82 122056.37000000 PA USD 118153.13000000 0.025668857232 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 3.53099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DR76 7623.75000000 PA USD 7513.03000000 0.001632211473 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 4.30700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413JB45 7168.20000000 PA USD 7022.60000000 0.001525665183 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 4.30499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DTQ1 1816.66000000 PA USD 1779.86000000 0.000386675936 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 4.08300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QWH0 14572.14000000 PA USD 14425.01000000 0.003133844378 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.50500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDT7 1866.88000000 PA USD 1834.38000000 0.000398520448 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJN20 173103.80000000 PA USD 172667.19000000 0.037512078172 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 4.33500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TTD3 218596.81000000 PA USD 214213.04000000 0.046537945639 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.07999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DJE8 113341.49000000 PA USD 111335.88000000 0.024187804492 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.00199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5DN2 4921746.45000000 PA USD 4760506.59000000 1.034223672391 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 4.56499800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QZ46 132707.20000000 PA USD 133550.29000000 0.029013901937 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 3.89800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391UD69 163658.85000000 PA USD 160220.54000000 0.034808034006 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 3.97000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XZM6 58905.11000000 PA USD 58251.05000000 0.012655084855 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.17199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N7F6 2916.75000000 PA USD 2859.34000000 0.000621193786 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.81200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN54 275436.24000000 PA USD 270986.28000000 0.058871975150 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.45900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GCV2 30150.47000000 PA USD 29795.52000000 0.006473099350 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.55699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JWL2 30395.31000000 PA USD 29818.28000000 0.006478043977 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 4.56800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GY52 40214.60000000 PA USD 39368.35000000 0.008552803938 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.31499960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LFK6 202482.74000000 PA USD 198253.24000000 0.043070666967 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 4.54799880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCJ8 509230.20000000 PA USD 511623.24000000 0.111150537479 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 3.78000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHDZ2 438148.71000000 PA USD 435557.10000000 0.094625110790 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 4.04200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386C3W0 103172.98000000 PA USD 100070.12000000 0.021740309575 Long ABS-MBS USGSE US N 2 2040-09-01 Variable 5.61399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PRS1 30750.79000000 PA USD 29731.49000000 0.006459188784 Long ABS-MBS USGSE US N 2 2044-07-01 Variable 5.41400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AU86 5499.87000000 PA USD 5388.70000000 0.001170699167 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 3.92600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402ENR5 23855.86000000 PA USD 24217.27000000 0.005261220301 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.26100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XSL2 5834.88000000 PA USD 5718.16000000 0.001242274603 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 4.54600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN88 13392.76000000 PA USD 13427.58000000 0.002917151953 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.36999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403N6X0 214857.68000000 PA USD 210666.88000000 0.045767539686 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 3.89499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XXY4 6283.57000000 PA USD 6170.61000000 0.001340569709 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 4.86500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406C6X1 39233.77000000 PA USD 37841.57000000 0.008221109824 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.10000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HBG5 106425.25000000 PA USD 104142.47000000 0.022625030706 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 4.53200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CP31 5006.12000000 PA USD 4890.66000000 0.001062499599 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.74499880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5FR0 370013.03000000 PA USD 364330.68000000 0.079151116947 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 4.16000160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384ACD8 87608.57000000 PA USD 85810.17000000 0.018642324607 Long ABS-MBS USGSE US N 2 2029-06-01 Variable 3.18099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WNU4 18161.44000000 PA USD 18161.97000000 0.003945701776 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 5.96000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NME1 39236.29000000 PA USD 38196.99000000 0.008298325088 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 4.76200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UN64 5547.46000000 PA USD 5413.96000000 0.001176186922 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 4.10100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GWE8 19129.88000000 PA USD 19550.83000000 0.004247432666 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.97200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391JKL3 7884.83000000 PA USD 7712.71000000 0.001675592105 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 4.34000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406M3E4 22545.79000000 PA USD 21984.68000000 0.004776188427 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 4.15199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401PEJ9 17526.01000000 PA USD 17496.20000000 0.003801062738 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.29499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GCU4 7520.77000000 PA USD 7420.86000000 0.001612187471 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.20500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MQ96 105550.40500000 PA USD 104351.66000000 0.022670477392 Long ABS-MBS USGSE US N 2 2039-11-01 Variable 4.40399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406HG50 5721.89000000 PA USD 5835.82000000 0.001267836327 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.45299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHS7 28370.79000000 PA USD 28786.04000000 0.006253789053 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.10899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DB25 7430.86000000 PA USD 7394.55000000 0.001606471603 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 4.77200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5FX2 332816.35000000 PA USD 338407.79000000 0.073519349406 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.22299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391BC39 9898.06000000 PA USD 9708.88000000 0.002109261554 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 4.18600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D2R2 0.02000000 PA USD 0.02000000 0.000000004345 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413MFB8 228740.38000000 PA USD 217988.68000000 0.047358206297 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 4.14299880 N N N N N N Institutional Fiduciary Trust - Money Market Portfolio 549300M4TP89K77LG374 457756500 7405708.54100000 NS USD 7405708.54000000 1.608895805121 Long STIV RF US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NEM4 11085.30000000 PA USD 10859.77000000 0.002359293280 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.63500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401PFA7 63674.35000000 PA USD 63575.96000000 0.013811925597 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.72500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QST9 26867.51000000 PA USD 26520.82000000 0.005761668288 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.32200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VWF2 35230.90000000 PA USD 34478.70000000 0.007490523762 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 4.02900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413GLM0 3769.38000000 PA USD 3738.06000000 0.000812096374 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.91199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374TK99 66.18000000 PA USD 65.88000000 0.000014312480 Long ABS-MBS USGSE US N 2 2025-03-01 Variable 4.33500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ5S7 766024.94000000 PA USD 777039.38000000 0.168812395484 Long ABS-MBS USGSE US N 2 2042-07-01 Variable 4.73100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GD83 204.41000000 PA USD 206.70000000 0.000044905731 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.70999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SSV3 437.59000000 PA USD 428.72000000 0.000093139745 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 4.12499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410UK68 2456.50000000 PA USD 2458.72000000 0.000534158787 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 7.22999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFH5 404698.98000000 PA USD 396130.47000000 0.086059645477 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 5.20400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WTF6 60696.40000000 PA USD 59705.43000000 0.012971050015 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 4.38900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VZX1 26267.05000000 PA USD 26729.91000000 0.005807093249 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.92499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ANT1 1715.69000000 PA USD 1676.15000000 0.000364144860 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 4.12899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WRA2 11302.30000000 PA USD 11010.71000000 0.002392085110 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.09399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XR78 908412.21000000 PA USD 912471.29000000 0.198235080795 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 3.63399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENA82 378955.19000000 PA USD 370793.24000000 0.080555113015 Long ABS-MBS USGSE US N 2 2042-01-01 Variable 4.80200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YU25 37705.13000000 PA USD 37701.10000000 0.008190592609 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.01899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QTZ6 20226.38000000 PA USD 19833.81000000 0.004308910286 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 4.42900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391XEH8 123587.91000000 PA USD 120924.43000000 0.026270924262 Long ABS-MBS USGSE US N 2 2032-08-01 Variable 4.56699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VYY9 160723.10000000 PA USD 158576.45000000 0.034450854204 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 3.93400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZ55 2983.85000000 PA USD 2930.66000000 0.000636688110 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 5.36400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MEP6 6956.23000000 PA USD 6837.09000000 0.001485362995 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 4.08999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404B2P6 5124.68000000 PA USD 5018.75000000 0.001090327249 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 4.67399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418NAF7 13636.44000000 PA USD 13413.87000000 0.002914173445 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 4.26999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZX4 14084.52000000 PA USD 13768.37000000 0.002991188839 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 4.99500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404UDP2 107290.21000000 PA USD 108410.27000000 0.023552213497 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.86500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400H5W9 71714.58000000 PA USD 69664.54000000 0.015134674226 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 4.25599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GK44 6217.49000000 PA USD 6106.67000000 0.001326678695 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 4.10000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EK6B6 858990.77000000 PA USD 870741.94000000 0.189169347813 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 4.53300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404RUN5 18929.02000000 PA USD 19250.99000000 0.004182292199 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.23900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LCK5 2233.57000000 PA USD 2207.00000000 0.000479472426 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 4.34300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JA4Y1 3228094.14000000 PA USD 3287582.23000000 0.714229736461 Long ABS-MBS USGSE US N 2 2042-07-01 Variable 4.65800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410PMX8 2918.33000000 PA USD 2866.27000000 0.000622699334 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 4.15699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DLJ7 37392.74000000 PA USD 36591.84000000 0.007949605032 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 5.00000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RND4 3595.87000000 PA USD 3629.30000000 0.000788468181 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.20499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UWR2 49087.59000000 PA USD 49843.63000000 0.010828566474 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.94199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402BSQ8 3271.23000000 PA USD 3234.48000000 0.000702693236 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.03699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374TU64 7245.68000000 PA USD 7044.59000000 0.001530442528 Long ABS-MBS USGSE US N 2 2029-05-01 Variable 4.47699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFB0 188761.15000000 PA USD 184007.48000000 0.039975764787 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 4.81200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405UY60 129690.58000000 PA USD 126229.05000000 0.027423356986 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 3.65100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MEP7 4679.29000000 PA USD 4752.57000000 0.001032499442 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.94699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KSS5 81314.54000000 PA USD 80489.93000000 0.017486498426 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.41199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406QGB7 10102.09000000 PA USD 10242.92000000 0.002225282149 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.64200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PP38 4455.29000000 PA USD 4455.24000000 0.000967904273 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.92499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ARR1 15632.15000000 PA USD 15749.21000000 0.003421527834 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.47999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409A5L9 3660.29000000 PA USD 3580.33000000 0.000777829411 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 3.79500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WEF7 15350.57000000 PA USD 15233.10000000 0.003309402544 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.87700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CCP0 4701.89000000 PA USD 4634.03000000 0.001006746537 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.97499920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5XQ2 833759.84000000 PA USD 848216.05000000 0.184275581102 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 4.63399920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418UHN7 104347.77000000 PA USD 102138.54000000 0.022189675391 Long ABS-MBS USGSE US N 2 2040-05-01 Variable 5.55999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375QLS1 328.82000000 PA USD 326.12000000 0.000070849817 Long ABS-MBS USGSE US N 2 2024-06-01 Variable 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GQL0 58156.08000000 PA USD 59142.32000000 0.012848713939 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 4.86100080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DLD4 17970.98000000 PA USD 17588.87000000 0.003821195366 Long ABS-MBS USGA US N 2 2035-01-20 Variable 3.62499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DSD3 71236.41000000 PA USD 69708.20000000 0.015144159394 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.06099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31361ML80 625.60000000 PA USD 616.57000000 0.000133950300 Long ABS-MBS USGSE US N 2 2026-09-01 Variable 3.82700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBVK9 5515163.73000000 PA USD 5593847.58000000 1.215267635410 Long ABS-MBS USGSE US N 2 2047-05-01 Variable 5.22100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XK48 78284.59000000 PA USD 77815.39000000 0.016905452580 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.04900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386G6N8 15323.12000000 PA USD 14933.25000000 0.003244259904 Long ABS-MBS USGSE US N 2 2040-11-01 Variable 5.61399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGV68 84016.64000000 PA USD 83746.05000000 0.018193892969 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 4.50600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MVF6 517810.58000000 PA USD 511737.78000000 0.111175421381 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 4.74199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QZ48 4226.91000000 PA USD 4138.13000000 0.000899011885 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.62800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GR84 503751.99000000 PA USD 488940.50000000 0.106222694986 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 3.72300120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QJCX2 87249.77000000 PA USD 85032.58000000 0.018473392589 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 5.24499840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDL4 71511.76000000 PA USD 72688.78000000 0.015791692663 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 4.32799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AR70 17476.09000000 PA USD 17052.78000000 0.003704729406 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 4.89999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XTD4 217709.85000000 PA USD 215628.98000000 0.046845559680 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.68300040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128Q2FC2 171545.04000000 PA USD 169559.58000000 0.036836947539 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 4.54799880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HN32 1623.23000000 PA USD 1603.80000000 0.000348426768 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.48499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402MPQ7 3059.00000000 PA USD 3017.31000000 0.000655512889 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.21499960 N N N N N N N/A N/A N/A -83.00000000 NC USD 172370.66000000 0.037447656804 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Notes 2023-09-20 -9709703.13000000 USD 172370.66000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JSM3 34120.12000000 PA USD 33440.72000000 0.007265021818 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 3.84000120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LKW4 572194.17000000 PA USD 569554.16000000 0.123736073849 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 4.78800000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401L4L4 2052.89000000 PA USD 2029.10000000 0.000440823516 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.19000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387UEK3 437.97000000 PA USD 428.96000000 0.000093191885 Long ABS-MBS USGSE US N 2 2030-12-01 Variable 5.11999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UP36 99342.48000000 PA USD 97179.20000000 0.021112255009 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 5.02999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBKS4 21184562.54000000 PA USD 21435454.07000000 4.656868677428 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 4.60000080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRGX8 2231351.75000000 PA USD 2257939.89000000 0.490539156059 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 4.97499840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBHN9 3610024.90000000 PA USD 3661936.84000000 0.795558559815 Long ABS-MBS USGSE US N 2 2045-09-01 Variable 5.11899840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHML4 123760.90000000 PA USD 121079.94000000 0.026304708928 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 3.61900080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFT9 844476.90000000 PA USD 847554.38000000 0.184131832792 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 4.34999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZG3 4082.82000000 PA USD 3969.74000000 0.000862429030 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 4.57499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404H4G1 5629.93000000 PA USD 5509.20000000 0.001196877884 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 4.25000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410G6F5 275583.19000000 PA USD 270457.75000000 0.058757151606 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 4.65800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DSH7 4150.28000000 PA USD 4042.07000000 0.000878142777 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 4.57999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GCY2 984.43000000 PA USD 971.19000000 0.000210991765 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 5.75799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373YXC8 788.85000000 PA USD 781.02000000 0.000169677188 Long ABS-MBS USGSE US N 2 2024-05-01 Variable 4.09500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MAV9 10549.75000000 PA USD 10333.57000000 0.002244975931 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.17800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407QG59 17721.08000000 PA USD 17413.96000000 0.003783196036 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.42299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWV3 22905.47000000 PA USD 22496.26000000 0.004887329571 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 3.89199960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QLK4 4817316.32000000 PA USD 4836127.94000000 1.050652468115 Long ABS-MBS USGSE US N 2 2046-11-01 Variable 4.43999880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EQ94 13937608.36000000 PA USD 13847865.21000000 3.008459234644 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390S3K5 6374.67000000 PA USD 6209.56000000 0.001349031626 Long ABS-MBS USGSE US N 2 2032-05-01 Variable 4.33500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RMJ5 150289.72000000 PA USD 148345.85000000 0.032228248584 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 4.68600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BK56 104020.05000000 PA USD 105227.18000000 0.022860684777 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 4.44300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390K5E4 102807.50000000 PA USD 102254.52000000 0.022214872134 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 3.79500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PCY3 3170.04000000 PA USD 3097.11000000 0.000672849499 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 4.93400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DXK0 5317.60000000 PA USD 5209.02000000 0.001131663551 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 4.29900120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B1TL6 2306769.68100000 PA USD 2214966.25000000 0.481203100130 Long ABS-MBS USGSE US N 2 2037-09-15 Floating 4.50728280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QF62 6986865.27000000 PA USD 6973644.86000000 1.515029642478 Long ABS-MBS USGSE US N 2 2047-06-01 Variable 4.41299880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GNF2 41959.18000000 PA USD 41057.43000000 0.008919757851 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 4.33000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DBZ8 8434.39000000 PA USD 8267.90000000 0.001796207554 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 4.42299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XQY8 19602.53000000 PA USD 19684.18000000 0.004276403055 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.40900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375HEE0 3492.89000000 PA USD 3420.13000000 0.000743025840 Long ABS-MBS USGSE US N 2 2026-02-01 Variable 4.72299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373T4T4 2345.21000000 PA USD 2310.35000000 0.000501925292 Long ABS-MBS USGSE US N 2 2025-04-01 Variable 4.50600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WHP2 4836.00000000 PA USD 4784.86000000 0.001039514469 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.33599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402JBV8 12191.08000000 PA USD 11726.27000000 0.002547541063 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.48200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389PVL1 111816.15000000 PA USD 109131.45000000 0.023708890400 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 3.82600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CQF2 905.54000000 PA USD 882.57000000 0.000191739002 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 4.44200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EKN1 192820.00000000 PA USD 189940.84000000 0.041264791754 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.05300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JQP2 652.54000000 PA USD 641.04000000 0.000139266426 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 3.66500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400KQZ2 6414.17000000 PA USD 6311.18000000 0.001371108648 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 4.66899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WUW7 20729.40000000 PA USD 20236.81000000 0.004396462342 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 3.77100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SC96 8913.12000000 PA USD 9069.27000000 0.001970305795 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.52899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FFF0 14995.06000000 PA USD 14976.28000000 0.003253608204 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 6.57000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QF61 4000.85000000 PA USD 3945.43000000 0.000857147664 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.03200080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LB87 174584.64000000 PA USD 170279.23000000 0.036993292048 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 4.57499880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MAW3 252985.56000000 PA USD 249006.73000000 0.054096901218 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 4.55600160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZ22 6445.65000000 PA USD 6303.00000000 0.001369331537 Long ABS-MBS USGSE US N 2 2027-11-01 Variable 4.84200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QQG8 1473.92000000 PA USD 1437.14000000 0.000312219756 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 4.42000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WQP2 2590.80000000 PA USD 2634.15000000 0.000572271088 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.09900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FCAM0 1035095.20000000 PA USD 1027116.53000000 0.223141846261 Long ABS-MBS USGSE US N 2 2046-03-01 Variable 4.34499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404KRM6 36427.41000000 PA USD 35686.02000000 0.007752814949 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.50399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WRX4 2694.52000000 PA USD 2722.91000000 0.000591554265 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 4.36600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402A5X0 39869.30000000 PA USD 39554.41000000 0.008593225614 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 5.17100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CEQ6 18842.24000000 PA USD 18510.60000000 0.004021441909 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.70200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391MCM3 20086.89000000 PA USD 19109.06000000 0.004151457798 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 2.92500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404EAC0 30556.65000000 PA USD 29893.26000000 0.006494333439 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 4.01299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AMS4 31575.67000000 PA USD 31049.09000000 0.006745438384 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 4.91500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BHC80 6054367.40000000 PA USD 5934127.66000000 1.289193741241 Long ABS-MBS USGSE US N 2 2045-06-25 Floating 4.42283040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DMV8 254507.74000000 PA USD 251513.44000000 0.054641485870 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 3.84400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JFC3 181155.81000000 PA USD 177638.92000000 0.038592190290 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 3.67200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XZU6 5386.21000000 PA USD 5327.84000000 0.001157477286 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 4.83500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VYX8 28432.85000000 PA USD 27901.27000000 0.006061572099 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.29099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ANG9 9854.92000000 PA USD 9548.83000000 0.002074490570 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 4.12400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MMV1 237746.51000000 PA USD 231987.12000000 0.050399378019 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 4.87199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWH4 431621.45000000 PA USD 434015.24000000 0.094290140534 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 4.02599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390RZZ9 1649.97000000 PA USD 1620.48000000 0.000352050510 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 4.39999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403EDZ7 1641.79000000 PA USD 1679.82000000 0.000364942170 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 4.40399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3G0 4072.31000000 PA USD 3983.63000000 0.000865446643 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 3.81499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391T4G0 5271.78000000 PA USD 5116.91000000 0.001111652583 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 4.24100160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRFC5 920772.04000000 PA USD 927041.90000000 0.201400556884 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 4.12200000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WYA1 53993.01000000 PA USD 52834.42000000 0.011478317873 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 4.83999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371EMK8 1338.68000000 PA USD 1332.63000000 0.000289514879 Long ABS-MBS USGSE US N 2 2023-11-01 Variable 3.82299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AEY5 136665.26000000 PA USD 130889.74000000 0.028435895428 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 5.41400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QZE4 53857.01000000 PA USD 53331.71000000 0.011586354504 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 4.87699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405X2Q5 302839.20000000 PA USD 297694.78000000 0.064674417061 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.86200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KKY4 167544.60000000 PA USD 164626.12000000 0.035765149607 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 3.89400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSR5 11754.39000000 PA USD 11915.83000000 0.002588723117 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.98700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374M7C2 1307.93000000 PA USD 1287.86000000 0.000279788563 Long ABS-MBS USGSE US N 2 2025-02-01 Variable 4.32500040 N N N N N N 2023-08-30 Franklin Investors Securities Trust Ryan Wheeler Ryan Wheeler Assistant Treasurer XXXX