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 2025-10-31 2025-10-31 N 380913910.97 1909787.02 379004123.95 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 517331.37000000 USD N Bloomberg US Aggregate Government (1-3 Y) Index BM2542 FNMA B1V7KEBTPIMZEU4LTD58 31405BD32 4936.74000000 PA USD 5090.94000000 0.001343241320 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.32000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379MDU0 4324.63000000 PA USD 4449.86000000 0.001174092765 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.30799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BWE5 56536.06000000 PA USD 57648.67000000 0.015210565362 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.18000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTE9 44108.70000000 PA USD 45610.27000000 0.012034241085 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.58800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FL24 39645.83000000 PA USD 40523.17000000 0.010692012946 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.24600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QX32 1782.71000000 PA USD 1807.45000000 0.000476894546 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.38399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414F7E5 4678.02000000 PA USD 4769.28000000 0.001258371531 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 6.08100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408G4X2 59237.43000000 PA USD 59971.64000000 0.015823479537 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.99799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AFG9 42189.79000000 PA USD 42911.14000000 0.011322077330 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.52100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZY2 28261.40000000 PA USD 27502.54000000 0.007256527900 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 4.31300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ARH4 11346.74000000 PA USD 11647.27000000 0.003073124872 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.25100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DM79 973.20000000 PA USD 990.21000000 0.000261266286 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.46099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFG0 5016.23000000 PA USD 5063.53000000 0.001336009209 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.85399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RNC6 5207.38000000 PA USD 5355.25000000 0.001412979348 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.24099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WPZ3 87107.99000000 PA USD 88520.29000000 0.023356022904 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.50000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZ30 4948.62000000 PA USD 4910.10000000 0.001295526800 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 4.70700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XLL9 13580.39000000 PA USD 13787.71000000 0.003637878621 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.87600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AC80 5901.13000000 PA USD 6121.64000000 0.001615190868 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 7.17999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5M6 6891.00000000 PA USD 7064.69000000 0.001864014018 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.34399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5B0 507950.71000000 PA USD 521821.64000000 0.137682311886 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.32700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PC56 33156.43000000 PA USD 34131.17000000 0.009005487762 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.50800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391RTR3 19269.59000000 PA USD 19578.89000000 0.005165877826 Long ABS-MBS USGSE US N 2 2032-08-01 Variable 6.99599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DJV9 22034.10000000 PA USD 22210.94000000 0.005860342565 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.17199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405BMC2 4434.20000000 PA USD 4440.65000000 0.001171662712 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.05000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414HDB0 5421.93000000 PA USD 5554.72000000 0.001465609382 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 6.40500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RD55 19406.05000000 PA USD 19852.74000000 0.005238132976 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.50999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FMK0 1736141.72000000 PA USD 1776342.65000000 0.468686892239 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BUF3 15159.33000000 PA USD 15420.78000000 0.004068763115 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 7.13499840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MMM2 169230.19000000 PA USD 172053.99000000 0.045396337170 Long ABS-MBS USGSE US N 2 2041-11-01 Variable 6.54699960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GYF9 3664.81800000 PA USD 3776.65000000 0.000996466729 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.68999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y2D6 34969.69000000 PA USD 35268.03000000 0.009305447558 Long ABS-MBS USGSE US N 2 2040-06-01 Variable 5.50800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQTE2 268294.60000000 PA USD 276974.29000000 0.073079492411 Long ABS-MBS USGSE US N 2 2040-03-01 Variable 6.44799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CAU0 113261.51000000 PA USD 117089.03000000 0.030893867005 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.55599960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QGM6 1395994.56000000 PA USD 1450097.86000000 0.382607409356 Long ABS-MBS USGSE US N 2 2043-10-01 Variable 6.53000040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362RD87 266.06000000 PA USD 264.06000000 0.000069672065 Long ABS-MBS USGSE US N 2 2027-11-01 Variable 4.52999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TH24 6105.09000000 PA USD 6216.31000000 0.001640169488 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.30200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HFW7 11195.77000000 PA USD 11182.45000000 0.002950482407 Long ABS-MBS USGSE US N 2 2030-02-01 Variable 6.03600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VD86 110797.43000000 PA USD 112628.97000000 0.029717082976 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.63599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GD55 51472.36000000 PA USD 51909.13000000 0.013696191339 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.30200160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HMN89 1845128.46000000 PA USD 1851267.02000000 0.488455640193 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 5.28279120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NG92 14711.54000000 PA USD 14870.53000000 0.003923579998 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.90000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EG7K4 501681.01000000 PA USD 514408.36000000 0.135726322615 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.55200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BCV9 21442.76700000 PA USD 21968.45000000 0.005796361731 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.15800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MA23 12801.88000000 PA USD 12952.65000000 0.003417548565 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.25799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362S5F8 4.91000000 PA USD 4.85000000 0.000001279669 Long ABS-MBS USGSE US N 2 2029-01-01 Variable 4.56199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404YDK5 612.11000000 PA USD 623.66000000 0.000164552299 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.17000040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QPKE1 162302.13000000 PA USD 166120.77000000 0.043830860801 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.56499960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XHB6 102.61000000 PA USD 103.35000000 0.000027268832 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.45000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KGP8 7442.41200000 PA USD 7564.67000000 0.001995933427 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.09000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403TPB4 34978.21000000 PA USD 35233.65000000 0.009296376417 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.95800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406P3R8 3081.99000000 PA USD 3183.97000000 0.000840088484 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.31299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UKA8 4812.52000000 PA USD 4977.71000000 0.001313365656 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.67699920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHWJ8 355900.80000000 PA USD 363605.77000000 0.095937153984 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.69600000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CZH4 15938.19000000 PA USD 16338.16000000 0.004310813251 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 6.60499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NGF9 23169.99000000 PA USD 23571.33000000 0.006219280612 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.17500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378FMK8 1364.20000000 PA USD 1350.68000000 0.000356376069 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 3.56400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QBT6 1526930.46000000 PA USD 1584663.49000000 0.418112466293 Long ABS-MBS USGSE US N 2 2043-07-01 Variable 6.60200040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HBN0 64380.42000000 PA USD 66096.80000000 0.017439599155 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.46499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400BWF9 3437.48000000 PA USD 3501.90000000 0.000923974114 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 6.69099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VJY3 33170.47000000 PA USD 33702.41000000 0.008892359705 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.73499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MYA4 176881.43000000 PA USD 179359.49000000 0.047323888756 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 6.11300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JU75 575525.14000000 PA USD 582848.25000000 0.153784144595 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.39000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401Y6N0 12119.41000000 PA USD 12422.27000000 0.003277608135 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.39299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412BPZ9 14936.28000000 PA USD 15066.30000000 0.003975233789 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.87499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKA6 6992.15000000 PA USD 7175.35000000 0.001893211589 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.32400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UUZ9 515727.88000000 PA USD 530089.25000000 0.139863715591 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.12399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JGW0 26062.65000000 PA USD 26226.94000000 0.006919961642 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.19999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386TRN7 1837.98000000 PA USD 1831.39000000 0.000483211100 Long ABS-MBS USGSE US N 2 2041-02-01 Variable 5.30799840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QS3L8 30866.51000000 PA USD 31484.54000000 0.008307176099 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.35799960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31349UH50 377298.38000000 PA USD 393079.07000000 0.103713665672 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 7.68800160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386MLW8 2548.99000000 PA USD 2556.63000000 0.000674565219 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 5.50800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406X7G1 4480.37000000 PA USD 4575.73000000 0.001207303485 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.68999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FXX8 3265.65000000 PA USD 3346.59000000 0.000882995669 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.38300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CSA1 464.32000000 PA USD 471.85000000 0.000124497326 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.29499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384PDG7 121.18000000 PA USD 120.75000000 0.000031859811 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 6.32999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407VFN0 8247.15000000 PA USD 8484.29000000 0.002238574586 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.51999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WSY2 2532.61000000 PA USD 2556.20000000 0.000674451764 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.10499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407B3T4 290955.42000000 PA USD 294683.73000000 0.077752117029 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.04500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3E5 1299662.00000000 PA USD 1333798.90000000 0.351922001823 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.03900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EME4 1610.27000000 PA USD 1644.16000000 0.000433810583 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.50000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SHK6 26983.60000000 PA USD 27420.27000000 0.007234821013 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.18800040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225C4D5 4017.27000000 PA USD 4043.15000000 0.001066782587 Long ABS-MBS USGA US N 2 2034-01-20 Variable 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C6L1 132890.82000000 PA USD 137348.66000000 0.036239357653 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGBF0 69587.49000000 PA USD 71992.39000000 0.018995146873 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.58800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5RG6 2900392.78000000 PA USD 2954083.37000000 0.779433041311 Long ABS-MBS USGA US N 2 2055-07-20 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PZ86 10552.12000000 PA USD 10813.58000000 0.002853156289 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.22299960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5QX5 208251.52000000 PA USD 214898.50000000 0.056700834217 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 6.59599920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DSD2 46074.44400000 PA USD 46805.08000000 0.012349490953 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.23400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410WFR4 77991.02000000 PA USD 79945.37000000 0.021093535649 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 6.28899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PWM6 23774.24000000 PA USD 24070.89000000 0.006351089204 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 5.99900040 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHA4 1716116.11400000 PA USD 1762669.99000000 0.465079369487 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WVC0 748.48000000 PA USD 751.35000000 0.000198243225 Long ABS-MBS USGSE US N 2 2027-09-01 Variable 5.99000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L3E6 3486.37000000 PA USD 3563.25000000 0.000940161273 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.05000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WWT2 581.55000000 PA USD 581.33000000 0.000153383555 Long ABS-MBS USGSE US N 2 2030-08-01 Variable 6.45999840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DNG5 32790.76000000 PA USD 33115.13000000 0.008737406246 Long ABS-MBS USGA US N 2 2035-03-20 Variable 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407X4W8 32438.04000000 PA USD 32943.77000000 0.008692193018 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.68000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402EM39 14102.44000000 PA USD 14228.01000000 0.003754051499 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.17500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GD34 50863.96000000 PA USD 51508.87000000 0.013590582989 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.55300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CVF6 31542.82000000 PA USD 32520.08000000 0.008580402677 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.56300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PP28 2383.52000000 PA USD 2437.21000000 0.000643056327 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 5.95400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BUQG8 2368537.65000000 PA USD 2373383.20000000 0.626215666274 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 5.13279000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409BAN7 834.25000000 PA USD 857.49000000 0.000226248197 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.40400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409EL90 48.89000000 PA USD 50.02000000 0.000013197745 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.80500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DUE3 342424.94000000 PA USD 349978.56000000 0.092341623186 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.11499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406N6M1 2105.83000000 PA USD 2125.94000000 0.000560927933 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.93899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VYA4 70.38000000 PA USD 70.86000000 0.000018696366 Long ABS-MBS USGSE US N 2 2028-10-01 Variable 6.23499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NY36 86200.40000000 PA USD 87290.67000000 0.023031588440 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.10099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CPN2 46166.56000000 PA USD 47425.30000000 0.012513135610 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.52500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407T2T6 5419.99000000 PA USD 5566.54000000 0.001468728081 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GML4 2741.45000000 PA USD 2766.54000000 0.000729949840 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 5.86299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WTA1 30425.14000000 PA USD 31018.27000000 0.008184151052 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.26000040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JQBR8 271582.76000000 PA USD 278744.58000000 0.073546582315 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 6.75000000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403Y2E2 5239.65000000 PA USD 5280.72000000 0.001393314654 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.11300160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QF70 2723497.20000000 PA USD 2815303.65000000 0.742816099376 Long ABS-MBS USGSE US N 2 2046-10-01 Variable 6.46599960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403K4Q3 7572.47000000 PA USD 7788.64000000 0.002055027770 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.21000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JNDN2 260894.93000000 PA USD 267694.92000000 0.070631136466 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.51600000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJY1 45453.93000000 PA USD 46370.81000000 0.012234909086 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.25200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FFE3 16797.84000000 PA USD 16748.86000000 0.004419176188 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 5.26500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UQH4 223892.59200000 PA USD 229748.10000000 0.060618891848 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.27999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DW96 4840.63000000 PA USD 4991.54000000 0.001317014693 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.46999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413GK90 11924.94100000 PA USD 12092.08000000 0.003190487711 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.06999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PJH2 44962.17000000 PA USD 46160.25000000 0.012179352962 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.17299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVS5 23215.49000000 PA USD 23782.08000000 0.006274886867 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.43700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DQT0 2508.31000000 PA USD 2574.27000000 0.000679219522 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.07299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411HGV6 5478.04000000 PA USD 5582.46000000 0.001472928563 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.77499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CBE9 127779.99000000 PA USD 129051.08000000 0.034050046383 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.62500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MHH6 9324.69000000 PA USD 9428.32000000 0.002487656308 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.06700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TLM1 5294.81000000 PA USD 5415.91000000 0.001428984451 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.72000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HAQ4 1034.84000000 PA USD 1055.36000000 0.000278456072 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.33999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414HVC8 296.88000000 PA USD 303.75000000 0.000080144246 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 6.60999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410B3M4 4073.36000000 PA USD 4185.98000000 0.001104468193 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.46899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JMH4 16602.62000000 PA USD 16897.24000000 0.004458326158 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.20499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DBW9 976.62000000 PA USD 981.85000000 0.000259060505 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.72400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVG1 34135.78000000 PA USD 34624.30000000 0.009135599802 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.30200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJG0 5754.63000000 PA USD 5869.33000000 0.001548619033 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.87400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LDC9 23120.09000000 PA USD 23371.58000000 0.006166576700 Long ABS-MBS USGSE US N 2 2044-11-01 Variable 5.30799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QPW5 132928.49000000 PA USD 138091.28000000 0.036435297474 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 7.44999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136056A0 9.28000000 PA USD 9.25000000 0.000002440606 Long ABS-MBS USGSE US N 2 2025-12-01 Variable 4.25000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DJR8 2276.34000000 PA USD 2290.90000000 0.000604452525 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.01999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CCW3 463743.16000000 PA USD 473090.68000000 0.124824678705 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.43500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EPK6 20342.94000000 PA USD 20664.67000000 0.005452360197 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.23099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410WFS2 35086.16000000 PA USD 35869.77000000 0.009464216279 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 6.31400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C5W8 2188.23000000 PA USD 2222.36000000 0.000586368289 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.53299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401D6G1 3216.76000000 PA USD 3289.56000000 0.000867948339 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.40199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411E4K0 581.97000000 PA USD 599.42000000 0.000158156590 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.72900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHR4 1539.04000000 PA USD 1569.13000000 0.000414013964 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.34299840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QEM8 1365574.96000000 PA USD 1423377.10000000 0.375557153617 Long ABS-MBS USGSE US N 2 2043-07-01 Variable 6.59099880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELR88 690863.84000000 PA USD 715022.40000000 0.188658211036 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.24700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RTY5 1824.72000000 PA USD 1864.99000000 0.000492076439 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.32300040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225CZW9 2360.00000000 PA USD 2380.45000000 0.000628080237 Long ABS-MBS USGA US N 2 2033-09-20 Variable 5.37500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XMD6 5915.87000000 PA USD 6044.49000000 0.001594834889 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.35900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHU6 10217.58000000 PA USD 10277.30000000 0.002711659148 Long ABS-MBS USGSE US N 2 2042-08-01 Variable 5.30799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSU0 2771.94000000 PA USD 2801.54000000 0.000739184568 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.13299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WQV7 31695.80000000 PA USD 31882.64000000 0.008412214534 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.03799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391MDC4 57412.20000000 PA USD 57852.72000000 0.015264403826 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 5.93399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410YNX8 46164.74000000 PA USD 47443.10000000 0.012517832129 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.54999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EKC1 12851.50000000 PA USD 13320.00000000 0.003514473631 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.33499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404U2U3 45143.67000000 PA USD 45917.52000000 0.012115308804 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.27500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MVS8 440328.21000000 PA USD 450974.03000000 0.118989214497 Long ABS-MBS USGSE US N 2 2038-08-01 Variable 6.30699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N7D1 14052.17000000 PA USD 14357.34000000 0.003788175139 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.21299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411BAT0 16.93000000 PA USD 17.36000000 0.000004580425 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.57100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413YWH0 48940.73000000 PA USD 49767.26000000 0.013131060285 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.14499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKTS4 47312.03000000 PA USD 48696.36000000 0.012848503993 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 6.42999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4W8 25083.45000000 PA USD 25194.34000000 0.006647510780 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.94900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388X3J1 5108.14000000 PA USD 5091.87000000 0.001343486700 Long ABS-MBS USGSE US N 2 2029-04-01 Variable 5.30799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y6D2 27970.84000000 PA USD 28251.30000000 0.007454087756 Long ABS-MBS USGSE US N 2 2030-11-01 Variable 6.05999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RNA0 623.53000000 PA USD 631.88000000 0.000166721141 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.23000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391A7F0 1240.27000000 PA USD 1259.61000000 0.000332347307 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 6.43700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JFR4 9430.81000000 PA USD 9550.68000000 0.002519940917 Long ABS-MBS USGSE US N 2 2032-02-01 Variable 6.46300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CWE8 30128.09000000 PA USD 30877.72000000 0.008147067023 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.42899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5EY7 1186053.72000000 PA USD 1163067.88000000 0.306874729456 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 4.74726960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412DZV3 7549.61000000 PA USD 7827.80000000 0.002065360112 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.35500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CXQ0 532.91000000 PA USD 541.03000000 0.000142750425 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.35400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DNH4 330.64000000 PA USD 337.53000000 0.000089057078 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.08199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411SVN3 96256.75000000 PA USD 99499.35000000 0.026252840988 Long ABS-MBS USGSE US N 2 2047-03-01 Variable 6.81999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HKE1 353863.58000000 PA USD 351104.77000000 0.092638772987 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.76300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404V2S6 576.00000000 PA USD 592.98000000 0.000156457400 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.41999880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QQJ2 3422886.30000000 PA USD 3559423.80000000 0.939151733470 Long ABS-MBS USGSE US N 2 2047-08-01 Variable 6.44799960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RSX8 8732.81000000 PA USD 9018.36000000 0.002379488620 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.44900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SJL4 42099.12000000 PA USD 43171.45000000 0.011390759960 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.52299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NBG8 72467.87000000 PA USD 73855.63000000 0.019486761576 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.57299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UNY0 15438.85000000 PA USD 15775.89000000 0.004162458665 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.79700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HUG5 3309.58000000 PA USD 3331.87000000 0.000879111806 Long ABS-MBS USGSE US N 2 2029-02-01 Variable 6.45099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JNU2 20939.58000000 PA USD 20863.02000000 0.005504694720 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 5.67500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DKW9 36331.99000000 PA USD 37191.46000000 0.009812943355 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.67800000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKE0 11000000.00000000 PA USD 11086796.82000000 2.925244375827 Long DBT UST US N 2 2027-03-15 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QLK3 2673.11000000 PA USD 2713.05000000 0.000715836538 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.50800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NY44 6852.48000000 PA USD 6896.12000000 0.001819536929 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.05499840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MHK2 1063598.51000000 PA USD 1104386.82000000 0.291391768640 Long ABS-MBS USGSE US N 2 2040-11-01 Variable 6.75399960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GW47 40914.80000000 PA USD 41783.85000000 0.011024642572 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.62500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CCN5 15460.13000000 PA USD 15729.05000000 0.004150099960 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.24800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410RM30 114856.84000000 PA USD 117855.31000000 0.031096049502 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.51999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJJ66 3010.28000000 PA USD 3060.63000000 0.000807545302 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.27500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FPY3 27073.26000000 PA USD 27815.41000000 0.007339078453 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.34500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408C2W5 40125.70000000 PA USD 41360.87000000 0.010913039565 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.25799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AHD0 6592.08000000 PA USD 6691.87000000 0.001765645695 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.32099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391TU30 21937.52000000 PA USD 22221.74000000 0.005863192138 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.26299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MA80 3494.84000000 PA USD 3535.12000000 0.000932739191 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.10499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EWY9 114.71000000 PA USD 116.95000000 0.000030857184 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.74799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402M4P2 123912.65000000 PA USD 126394.83000000 0.033349196489 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.28499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GYA0 4767.93000000 PA USD 4902.65000000 0.001293561122 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.12799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DUF0 619.05000000 PA USD 628.94000000 0.000165945423 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.17500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CG75 344712.60000000 PA USD 351149.09000000 0.092650466791 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.21200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402A4W3 1805.37000000 PA USD 1843.99000000 0.000486535603 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.12299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406KAA8 18376.33000000 PA USD 18949.47000000 0.004999805754 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.99999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RPT0 29789.15000000 PA USD 29802.79000000 0.007863447418 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.62399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DSC5 8562.96000000 PA USD 8798.56000000 0.002321494528 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.62199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410G3Q4 2298.02000000 PA USD 2327.59000000 0.000614133159 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.55700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CWU1 31610.92000000 PA USD 32370.76000000 0.008541004689 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.29300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XK63 9351.35000000 PA USD 9545.79000000 0.002518650694 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.11600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XXU5 37560.32000000 PA USD 37831.58000000 0.009981838615 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.49900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JWZ3 7307.16000000 PA USD 7455.67000000 0.001967173845 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.39600120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4EN3 99268.27000000 PA USD 101045.87000000 0.026660889318 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.51800160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388JK53 6299.75000000 PA USD 6363.68000000 0.001679052970 Long ABS-MBS USGSE US N 2 2031-09-01 Variable 6.25299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQJ4 15001.55000000 PA USD 15239.65000000 0.004020972078 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.36599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386CLJ9 4436.46000000 PA USD 4446.09000000 0.001173098053 Long ABS-MBS USGSE US N 2 2030-03-01 Variable 6.23000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VLK0 24530.87000000 PA USD 24751.96000000 0.006530789095 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.00300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378QJU6 1166.14000000 PA USD 1202.34000000 0.000317236653 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 6.57500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CWP2 1101.22000000 PA USD 1129.73000000 0.000298078550 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DET2 3415.95000000 PA USD 3502.79000000 0.000924208940 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.48299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391RTQ5 107954.87000000 PA USD 111286.52000000 0.029362878387 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 7.42799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403JRR9 24933.95000000 PA USD 25744.94000000 0.006792786245 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XUU9 1052.16000000 PA USD 1048.53000000 0.000276653981 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.22000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313612HK2 516.28000000 PA USD 511.80000000 0.000135038108 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 4.38999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BUCU2 857565.79400000 PA USD 860474.57000000 0.227035674713 Long ABS-MBS USGSE US N 2 2053-12-25 Floating 5.33279160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AZX2 25973.91000000 PA USD 26622.02000000 0.007024203252 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.20700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AZQ7 8841.99000000 PA USD 8906.32000000 0.002349926936 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.18000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QKA8 19280.33000000 PA USD 19554.31000000 0.005159392408 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 5.86000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JQS7 8815.73000000 PA USD 8998.90000000 0.002374354111 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.49000080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376TAF9 453706.45400000 PA USD 453564.17000000 0.119672621308 Long ABS-MBS USGA US N 2 2040-01-16 Floating 4.74631920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31342AZT9 101032.10000000 PA USD 103173.21000000 0.027222186641 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.24999960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JPQ5 30135.28000000 PA USD 30229.33000000 0.007975989729 Long ABS-MBS USGSE US N 2 2028-08-01 Variable 6.21100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401G5B6 80457.64000000 PA USD 81208.41000000 0.021426787960 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.10499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RD89 196047.70000000 PA USD 197787.45000000 0.052186094425 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 5.97099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RTR0 20219.70000000 PA USD 20738.93000000 0.005471953651 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.36099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DNZ4 13118.16000000 PA USD 13481.67000000 0.003557130159 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.56499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408FN88 22280.13000000 PA USD 22610.61000000 0.005965795243 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.08500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407DUK9 2723.54000000 PA USD 2755.22000000 0.000726963066 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.16500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGR63 424582.78000000 PA USD 437013.40000000 0.115305711042 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.61600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V7C6 13445.11000000 PA USD 13551.89000000 0.003575657662 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.73400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GPK1 69705.60000000 PA USD 70397.15000000 0.018574243801 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.11499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406YCH1 54135.60000000 PA USD 54303.15000000 0.014327852012 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.45999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SHX1 881.61000000 PA USD 903.40000000 0.000238361522 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.54000120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HDPJ3 2887391.89000000 PA USD 2890633.28000000 0.762691774926 Long ABS-MBS USGSE US N 2 2034-04-25 Floating 4.88756880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CV83 3092.51000000 PA USD 3136.40000000 0.000827537169 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.40400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBHL3 5233123.28500000 PA USD 5413064.33000000 1.428233622786 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 6.42600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCN9 5464.36000000 PA USD 5570.27000000 0.001469712240 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.19300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404HVC0 31928.61000000 PA USD 32582.10000000 0.008596766615 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.31100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389TGC0 73601.87000000 PA USD 75513.55000000 0.019924202727 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 6.69499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSB0 786.31000000 PA USD 807.72000000 0.000213116414 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.28499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402MM72 9322.23000000 PA USD 9559.88000000 0.002522368332 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.33999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQ36 174763.50000000 PA USD 179305.70000000 0.047309696298 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.26600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DK81 1244.71000000 PA USD 1266.73000000 0.000334225914 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.69399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404TAR4 10161.57000000 PA USD 10398.10000000 0.002743532152 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RNB1 6532.24000000 PA USD 6673.17000000 0.001760711712 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.44500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412BTN2 10579.30000000 PA USD 10934.44000000 0.002885045124 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.92499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAD8 46305.72000000 PA USD 46488.50000000 0.012265961519 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.30799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFFR9 7596999.82700000 PA USD 7571441.24000000 1.997720014518 Long ABS-MBS USGSE US N 2 2061-03-25 Floating 4.55541120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225C2Y1 66960.93000000 PA USD 68512.04000000 0.018076858712 Long ABS-MBS USGA US N 2 2033-12-20 Variable 4.74999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401D3F6 3728.97000000 PA USD 3823.05000000 0.001008709340 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.28999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SGL8 10910.43000000 PA USD 11184.10000000 0.002950917758 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.46499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSQ9 39679.61000000 PA USD 40835.40000000 0.010774394635 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.19400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKW8 87241.46000000 PA USD 89520.83000000 0.023620014755 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.68000160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LUK88 469352.76000000 PA USD 485532.45000000 0.128107431903 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.77800080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MGN7 237722.62000000 PA USD 245586.92000000 0.064797954555 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.42700080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBGN6 2538960.44200000 PA USD 2442410.63000000 0.644428510314 Long ABS-MBS USGSE US N 2 2050-08-25 Floating 4.52476080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BHPA1 3763707.80000000 PA USD 3775976.73000000 0.996289088004 Long ABS-MBS USGSE US N 2 2061-06-25 Floating 4.55541120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406CT32 21132.66000000 PA USD 21910.51000000 0.005781074298 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 7.40599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362JUN3 172.58000000 PA USD 170.56000000 0.000045002148 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 4.35999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400PAT2 97293.76000000 PA USD 98875.11000000 0.026088135656 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 6.51999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CR21 550.39000000 PA USD 561.42000000 0.000148130314 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.10200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405D4L8 5185.86000000 PA USD 5228.83000000 0.001379623510 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.97800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CDW3 15392.34000000 PA USD 15651.40000000 0.004129612057 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 6.28300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405ARB1 156771.11000000 PA USD 160962.46000000 0.042469843948 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.38499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PKY4 11837.54000000 PA USD 12145.04000000 0.003204461174 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.41900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CRK0 900.05000000 PA USD 905.99000000 0.000239044892 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.95699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XWX5 5334.28000000 PA USD 5426.32000000 0.001431731122 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.88499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404AUY8 21011.99000000 PA USD 21576.37000000 0.005692911669 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.64999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411YBW2 105882.87000000 PA USD 108401.90000000 0.028601773212 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 6.59400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHF0 3563.64000000 PA USD 3629.68000000 0.000957688787 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.36300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHT5 33509.66000000 PA USD 34117.26000000 0.009001817617 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.35500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DNA4 715.62000000 PA USD 734.18000000 0.000193712931 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.32900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KXH2 16251.64000000 PA USD 16636.01000000 0.004389400787 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 6.37999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UUT0 373993.73000000 PA USD 384091.37000000 0.101342266674 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.51800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413DTG2 1948.30000000 PA USD 1986.42000000 0.000524115669 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.26900040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5QL1 273617.78000000 PA USD 283357.61000000 0.074763727382 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.36500160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PLR9 124443.53000000 PA USD 127697.62000000 0.033692936812 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.06800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31380ADC3 161.50000000 PA USD 160.97000000 0.000042471833 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 6.42499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MCX3 12273.43000000 PA USD 12626.50000000 0.003331494092 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.43299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L3Q9 29139.12000000 PA USD 29796.43000000 0.007861769336 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406X2J0 19385.40000000 PA USD 19700.01000000 0.005197835262 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.15300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418M6F4 40232.00000000 PA USD 41301.07000000 0.010897261372 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.41499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PDD9 32272.03000000 PA USD 33071.78000000 0.008725968376 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.99600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4F5 870.06000000 PA USD 886.44000000 0.000233886637 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.21100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C3F7 24445.36000000 PA USD 24799.71000000 0.006543387903 Long ABS-MBS USGSE US N 2 2030-09-01 Variable 5.92099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KMH1 29990.17000000 PA USD 30704.61000000 0.008101392058 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.27300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQBQ4 75546.53000000 PA USD 78295.52000000 0.020658223763 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.40699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PKE9 14521.00000000 PA USD 14722.50000000 0.003884522375 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.98700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DLW8 9906.76000000 PA USD 10079.11000000 0.002659366841 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.10300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KD27 217526.55000000 PA USD 221583.32000000 0.058464619775 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.46499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UDS4 29070.76000000 PA USD 29988.70000000 0.007912499655 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.62600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHA0 2057.37000000 PA USD 2097.57000000 0.000553442526 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.42499920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QGFA5 101335.71000000 PA USD 103302.72000000 0.027256357773 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.24999960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EM88 2330.83400000 PA USD 2362.55000000 0.000623357333 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.17799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DHM4 1651403.57000000 PA USD 1707606.40000000 0.450550875859 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.46599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400U3Z5 21390.70000000 PA USD 21999.05000000 0.005804435521 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.37599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJPA0 268456.07000000 PA USD 275601.59000000 0.072717306378 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 6.26600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MA71 1114.64000000 PA USD 1123.69000000 0.000296484900 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.00500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403LLM1 8857.51000000 PA USD 9047.73000000 0.002387237876 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.24999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406X2K7 4528.08000000 PA USD 4560.79000000 0.001203361576 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.01700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MHD5 454994.09000000 PA USD 466424.43000000 0.123065792830 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.35500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JFR8 30803.78000000 PA USD 30433.07000000 0.008029746400 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.22199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WC38 19817.82000000 PA USD 20386.60000000 0.005378991602 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.27300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSP9 22752.77000000 PA USD 22994.35000000 0.006067044801 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.15099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414KPM6 2562.03000000 PA USD 2637.61000000 0.000695931741 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 6.50800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418E3E8 1847796.59000000 PA USD 1870380.19000000 0.493498638090 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4R9 7065.41000000 PA USD 7222.64000000 0.001905689026 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.20700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401L5Z2 46828.30000000 PA USD 47853.89000000 0.012626218812 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.14999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SJK7 179.60000000 PA USD 183.11000000 0.000048313458 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 6.54000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JU99 12732.40000000 PA USD 13159.76000000 0.003472194408 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.76500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405UMM8 5844.85000000 PA USD 5952.02000000 0.001570436737 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.20600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402BTK0 12183.43000000 PA USD 12448.16000000 0.003284439195 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.13500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404VKH0 26212.89000000 PA USD 26710.48000000 0.007047543367 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.27500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSA2 6490.15000000 PA USD 6564.03000000 0.001731915191 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.24399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401EWC9 25688.27000000 PA USD 25794.19000000 0.006805780826 Long ABS-MBS USGSE US N 2 2031-01-01 Variable 6.18699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5H7 194390.14000000 PA USD 199200.65000000 0.052558966357 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.23700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BVH9 12418.00000000 PA USD 12598.58000000 0.003324127418 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.30299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413RBC9 5657.05000000 PA USD 5818.97000000 0.001535331578 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.41099880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S6AS1 290317.16000000 PA USD 299617.73000000 0.079053949829 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.59800080 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JMV38 806592.95000000 PA USD 834098.07000000 0.220076251758 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.64800120 N Y N N N N United States of America 254900HROIFWPRGM1V77 91282CKJ9 15000000.00000000 PA USD 15178710.90000000 4.004893335145 Long DBT UST US N 2 2027-04-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELXF5 167364.92000000 PA USD 169900.35000000 0.044828100609 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.27999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BT65 131636.69000000 PA USD 136269.49000000 0.035954619327 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 7.12900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CGR1 54947.46000000 PA USD 56569.57000000 0.014925845505 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.41199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387TZK3 1658.25000000 PA USD 1657.80000000 0.000437409488 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 6.76500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JU79 442389.09000000 PA USD 455637.59000000 0.120219691873 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.77800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31361HL57 531.36000000 PA USD 528.19000000 0.000139362599 Long ABS-MBS USGSE US N 2 2026-08-01 Variable 4.21899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JLH1 3682.65000000 PA USD 3782.16000000 0.000997920539 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.70500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QWK3 15.00000000 PA USD 15.11000000 0.000003986764 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400JMH9 3903.73000000 PA USD 4008.24000000 0.001057571605 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.37400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHG8 14767.28000000 PA USD 14826.27000000 0.003911902025 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.88700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QMV9 29432.81000000 PA USD 29906.65000000 0.007890850814 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.18699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GV40 1206.62000000 PA USD 1241.64000000 0.000327605933 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.27199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417SC24 36450.17000000 PA USD 37209.14000000 0.009817608212 Long ABS-MBS USGSE US N 2 2039-12-01 Variable 6.42800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F6X8 1647.30000000 PA USD 1690.36000000 0.000446000424 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.39500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGJB1 112934.65000000 PA USD 115616.74000000 0.030505404214 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.51899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RRV3 848.11000000 PA USD 864.17000000 0.000228010711 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.27999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VQK8 13660.05000000 PA USD 13870.86000000 0.003659817696 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.54000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N7J8 2994.29000000 PA USD 3055.57000000 0.000806210224 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.02799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHG55 20269.86000000 PA USD 20823.50000000 0.005494267392 Long ABS-MBS USGSE US N 2 2041-11-01 Variable 6.37499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C4Q1 1428.25000000 PA USD 1481.47000000 0.000390884928 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.89299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XPZ4 3.52000000 PA USD 3.52000000 0.000000928749 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 6.22000080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B34M7 954862.70400000 PA USD 931002.31000000 0.245644374603 Long ABS-MBS USGSE US N 2 2040-02-15 Floating 4.76988840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EH7E6 35476.75000000 PA USD 35627.64000000 0.009400330431 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.04599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BNZ7 3686.28000000 PA USD 3783.70000000 0.000998326867 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.21100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31362GM40 629.70000000 PA USD 624.25000000 0.000164707970 Long ABS-MBS USGSE US N 2 2028-01-01 Variable 4.38500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405BD57 6822.50000000 PA USD 6996.82000000 0.001846106561 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.45500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386C3H3 32645.43000000 PA USD 32657.33000000 0.008616616003 Long ABS-MBS USGSE US N 2 2040-09-01 Variable 5.50800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B4U9 1875.88000000 PA USD 1895.90000000 0.000500232023 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 5.91400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RCM9 463.48000000 PA USD 477.07000000 0.000125874619 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.25500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QQR5 7142.42000000 PA USD 7276.01000000 0.001919770667 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.29499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408BQB7 91378.03000000 PA USD 93002.80000000 0.024538730352 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.36199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CR61 1431.40000000 PA USD 1472.59000000 0.000388541946 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.40500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PDR7 83183.13000000 PA USD 85478.59000000 0.022553472270 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.45800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DCA0 2465.91000000 PA USD 2513.55000000 0.000663198588 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.48900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405HB80 13778.76000000 PA USD 14144.80000000 0.003732096593 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.14999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UQ27 73355.21000000 PA USD 73997.75000000 0.019524259849 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 5.90500080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5W75 567419.20000000 PA USD 581437.68000000 0.153411966587 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.56200080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391NM40 1160.04000000 PA USD 1180.92000000 0.000311585000 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.15200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZK8 13831.62000000 PA USD 14158.43000000 0.003735692860 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.40500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DFN5 256693.72000000 PA USD 261141.24000000 0.068901952115 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.42399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHVL3 43818.93000000 PA USD 44385.19000000 0.011711004497 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 6.05099880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LN50 881034.40000000 PA USD 910255.98000000 0.240170468467 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.32599920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VSV5 26596.99000000 PA USD 26065.43000000 0.006877347330 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.36299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XYA5 109539.04000000 PA USD 109987.99000000 0.029020262063 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.99600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TTN1 882.25000000 PA USD 902.16000000 0.000238034349 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.61500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CU76 4445.26000000 PA USD 4516.27000000 0.001191615002 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.12799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AZR5 25122.14000000 PA USD 25465.18000000 0.006718971744 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.58000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MGQ2 49295.03000000 PA USD 50449.22000000 0.013310995002 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.35900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ASN0 4122.05000000 PA USD 4214.50000000 0.001111993177 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.41999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CXK4 3440.11000000 PA USD 3494.76000000 0.000922090230 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.37700040 N N N N N N N/A N/A N/A -11.00000000 NC USD -27516.39000000 -0.00726018221 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bonds 2025-12-19 -1290437.50000000 USD -27516.39000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GJK0 167.12000000 PA USD 168.52000000 0.000044463896 Long ABS-MBS USGSE US N 2 2032-01-01 Variable 6.53100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405QYJ1 7891.42000000 PA USD 8104.75000000 0.002138433195 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.41499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DTS7 28197.35000000 PA USD 28779.90000000 0.007593558534 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.64899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XEK9 14418.05000000 PA USD 14736.12000000 0.003888116004 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.44299920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4A49 196698.82000000 PA USD 204326.11000000 0.053911315758 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.59999880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KL29 19956.56000000 PA USD 20486.57000000 0.005405368624 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.26100120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4GM3 17482.71000000 PA USD 17761.14000000 0.004686265630 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.35500080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406V3E4 913.60000000 PA USD 932.85000000 0.000246131886 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.19700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RBC2 2899.12000000 PA USD 2964.41000000 0.000782157716 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.35799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AKA9 9918.78000000 PA USD 10100.23000000 0.002664939340 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.14599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375DHB2 3084.29000000 PA USD 3078.73000000 0.000812320976 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.45000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NBV8 2392.77000000 PA USD 2447.05000000 0.000645652605 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.12900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402EM70 6018.09000000 PA USD 6042.80000000 0.001594388983 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.13599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KMW8 6131.09000000 PA USD 6281.50000000 0.001657369828 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.17000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EZA8 692.10000000 PA USD 709.09000000 0.000187092951 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.50099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373CSC2 3303261.34000000 PA USD 3271382.72000000 0.863152275470 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.35800160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5EK6 103264.92000000 PA USD 105572.50000000 0.027855237800 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 6.68900160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405VG76 11287.59000000 PA USD 11319.23000000 0.002986571724 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.93200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412DPT9 13128.26000000 PA USD 13360.35000000 0.003525119954 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.45999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400WR77 16057.10000000 PA USD 16280.30000000 0.004295546927 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.36999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ARQ3 55.01000000 PA USD 56.26000000 0.000014844165 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.37400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DRK2 36619.66000000 PA USD 37425.69000000 0.009874744794 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.83899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375PW51 775.59000000 PA USD 774.95000000 0.000204470070 Long ABS-MBS USGSE US N 2 2026-03-01 Variable 6.16500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ULA6 10546.08000000 PA USD 10826.60000000 0.002856591608 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.27500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404MPD4 14305.74000000 PA USD 14641.18000000 0.003863066144 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407YRJ0 50385.59000000 PA USD 51390.23000000 0.013559279900 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.98200120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F5MJ5 2720633.40000000 PA USD 2680719.80000000 0.707306235104 Long ABS-MBS USGSE US N 2 2043-03-15 Floating 4.81988880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QEE7 4659.49000000 PA USD 4781.06000000 0.001261479677 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.00699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FUV0 1543.90000000 PA USD 1590.87000000 0.000419750050 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.31299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BA21 131360.30000000 PA USD 136299.01000000 0.035962408160 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 6.52500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YPX3 69252.30000000 PA USD 70094.16000000 0.018494300080 Long ABS-MBS USGSE US N 2 2044-09-01 Variable 5.30799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UWF8 3191.95000000 PA USD 3230.56000000 0.000852381226 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.22299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MAP1 5112.91000000 PA USD 5223.71000000 0.001378272601 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.19400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZH1 84322.23000000 PA USD 85505.82000000 0.022560656889 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.41999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407T2S8 17742.22000000 PA USD 18169.85000000 0.004794103507 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QZV6 30940.40000000 PA USD 31822.69000000 0.008396396764 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.27199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412SKY0 2057.09000000 PA USD 2102.12000000 0.000554643041 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.50000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386M2G4 2457.72000000 PA USD 2477.46000000 0.000653676264 Long ABS-MBS USGSE US N 2 2030-09-01 Variable 5.92099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400BWB8 5977.15000000 PA USD 6080.13000000 0.001604238480 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 6.58100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414R5F8 17256.26000000 PA USD 17648.11000000 0.004656442736 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.55700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414DPA8 7658.94000000 PA USD 7892.04000000 0.002082309795 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.90699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTT6 4379.32000000 PA USD 4490.53000000 0.001184823519 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.38899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407EM67 92214.19000000 PA USD 94292.33000000 0.024878972032 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.35500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378VKP4 1265.84000000 PA USD 1267.20000000 0.000334349923 Long ABS-MBS USGSE US N 2 2027-06-01 Variable 6.36500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411DUK3 63338.08000000 PA USD 65216.69000000 0.017207382684 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.50300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374T2E8 37606.23000000 PA USD 36861.89000000 0.009725986518 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.40600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DM98 1342.55000000 PA USD 1371.69000000 0.000361919544 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.28899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERS68 145475.84000000 PA USD 149073.27000000 0.039332888636 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 6.39299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411GTW2 72088.82000000 PA USD 74629.29000000 0.019690891281 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.74300160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUN26 3086803.79700000 PA USD 3044840.24000000 0.803379184444 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 4.81988880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRJB3 95604.00000000 PA USD 97736.61000000 0.025787743146 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.60899880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5VZ4 162335.82000000 PA USD 165988.57000000 0.043795979914 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.69700080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404P6G1 22663.60000000 PA USD 23097.04000000 0.006094139493 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.20200080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31347AVZ4 1278913.69000000 PA USD 1324220.96000000 0.349394868372 Long ABS-MBS USGSE US N 2 2045-05-01 Variable 6.49400040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413YLY5 3030.08000000 PA USD 3052.73000000 0.000805460892 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 5.85799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XXN7 11902.54000000 PA USD 12262.12000000 0.003235352658 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.31299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKL2 317922.19000000 PA USD 325651.72000000 0.085923001735 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.23700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CWB4 284986.15000000 PA USD 291010.25000000 0.076782871639 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.51899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414EKD5 4949.62000000 PA USD 5093.75000000 0.001343982737 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 6.54199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375VEU3 1349.97000000 PA USD 1348.17000000 0.000355713807 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.19999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DMZ9 184919.22000000 PA USD 190139.24000000 0.050168119021 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.10400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQN2 41065.25000000 PA USD 42221.19000000 0.011140034456 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.50099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401HJF0 19587.75000000 PA USD 20059.83000000 0.005292773543 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.34799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DPE3 9858.90000000 PA USD 9934.24000000 0.002621142982 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.17199840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QGMT6 90741.65000000 PA USD 91499.95000000 0.024142204323 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.13900080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407YMC0 2648.41000000 PA USD 2702.99000000 0.000713182213 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.18000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJZS0 767446.00000000 PA USD 792826.76000000 0.209186842543 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.29799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DG67 8934.25000000 PA USD 9223.62000000 0.002433646342 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.23800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386CXW7 715.55000000 PA USD 717.50000000 0.000189311924 Long ABS-MBS USGSE US N 2 2028-06-01 Variable 6.42300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G7D9 11695.88000000 PA USD 11982.62000000 0.003161606759 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.26600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CXP2 70.47000000 PA USD 70.50000000 0.000018601380 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 6.17500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XZY8 143773.78000000 PA USD 147062.20000000 0.038802269080 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.58500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387MAU3 78221.00000000 PA USD 78645.31000000 0.020750515635 Long ABS-MBS USGSE US N 2 2031-04-01 Variable 6.48399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407SKU5 198247.31000000 PA USD 202906.53000000 0.053536760467 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.59599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XQU0 1789.32000000 PA USD 1830.60000000 0.000483002659 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.34899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413RTG1 20884.29800000 PA USD 21436.97000000 0.005656131067 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 6.28200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MER3 42791.43000000 PA USD 43978.09000000 0.011603591417 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.19400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371L4X4 3607.64000000 PA USD 3679.94000000 0.000970949857 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.62500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BT40 565457.99000000 PA USD 582922.23000000 0.153803664172 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.41900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404A3G7 14207.17000000 PA USD 14513.97000000 0.003829501866 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.98399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407UMR5 47901.36000000 PA USD 49865.09000000 0.013156872669 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.46899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385H4F6 2944.00000000 PA USD 2989.54000000 0.000788788250 Long ABS-MBS USGSE US N 2 2040-07-01 Variable 6.26799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JNN8 150523.70000000 PA USD 155023.29000000 0.040902797675 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.44100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GGV9 14620.83000000 PA USD 15063.94000000 0.003974611105 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.44699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410ABX3 9276.40000000 PA USD 9454.13000000 0.002494466261 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.18999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RUB3 34821.36000000 PA USD 35718.44000000 0.009424287954 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.39299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EJ23 1264.95000000 PA USD 1287.21000000 0.000339629549 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.08500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401DMN8 6687.18000000 PA USD 6859.13000000 0.001809777141 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.52299840 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286F2 2162000.00000000 PA USD 2152561.77000000 0.567952070696 Long DBT UST US N 2 2026-02-28 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ACA3 555425.72000000 PA USD 576801.55000000 0.152188726599 Long ABS-MBS USGSE US N 2 2040-05-01 Variable 6.71799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFL9 2975.32000000 PA USD 3018.04000000 0.000796307957 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.95000080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5AJ3 189992.44000000 PA USD 193851.58000000 0.051147617598 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.49599840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391KQN0 548.51000000 PA USD 556.90000000 0.000146937715 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XR71 90538.42000000 PA USD 92180.05000000 0.024321648281 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.15300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XT92 412555.46000000 PA USD 418448.34000000 0.110407331624 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.08000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FPT4 27755.75000000 PA USD 28464.00000000 0.007510208517 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.22000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VZW3 5219.00000000 PA USD 5297.64000000 0.001397778985 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.25700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4J7 522.53000000 PA USD 536.47000000 0.000141547272 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.12600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403UYK1 10226.87000000 PA USD 10373.50000000 0.002737041457 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.12200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NBL7 16599.07000000 PA USD 16941.35000000 0.004469964554 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.37099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CBD7 12514.12000000 PA USD 12883.51000000 0.003399306019 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.30699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402LGC0 108543.10000000 PA USD 109427.85000000 0.028872469475 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.16399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ENJ6 13410.02000000 PA USD 13832.98000000 0.003649823082 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.77300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KF41 177690.65000000 PA USD 181603.75000000 0.047916035347 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.54400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410UXH0 36220.71000000 PA USD 37612.18000000 0.009923950063 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.26400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QMT4 22310.60000000 PA USD 22674.05000000 0.005982533847 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.11300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VAS2 375053.44000000 PA USD 386589.74000000 0.102001460029 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.79500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410Q3N9 56359.86000000 PA USD 57706.73000000 0.015225884457 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.62699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31363XDF7 18568.79000000 PA USD 18347.18000000 0.004840891916 Long ABS-MBS USGSE US N 2 2028-11-01 Variable 4.39999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGEG5 39130.90000000 PA USD 40418.12000000 0.010664295569 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.38399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404EZ90 33557.21000000 PA USD 34066.91000000 0.008988532801 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.40199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412SVV4 64.35600000 PA USD 65.60000000 0.000017308518 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 6.37499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410PYG2 25673.24000000 PA USD 26471.47000000 0.006984480729 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.67500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C2J0 667.48000000 PA USD 682.97000000 0.000180201205 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.34100040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JSQ9 18790.60000000 PA USD 19171.45000000 0.005058375038 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.26500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CWW7 2576.17000000 PA USD 2618.04000000 0.000690768209 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.52899960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31351DEC1 2850008.52000000 PA USD 2814282.52000000 0.742546674867 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 4.81988880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384V7K2 5310.16000000 PA USD 5305.37000000 0.001399818541 Long ABS-MBS USGSE US N 2 2040-10-01 Variable 5.50800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404CVT4 84979.51000000 PA USD 87296.87000000 0.023033224306 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.49000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FPR8 53659.41000000 PA USD 55028.49000000 0.014519232515 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.22000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402KU28 1562.01000000 PA USD 1599.60000000 0.000422053455 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.27999840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FM2A9 4472831.16200000 PA USD 4529538.61000000 1.195115916627 Long ABS-MBS USGSE US N 2 2042-07-15 Floating 4.86988920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FU40 4636.82000000 PA USD 4774.56000000 0.001259764656 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.29799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404X3H5 36157.39000000 PA USD 37221.25000000 0.009820803428 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.55899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401H6Q0 1000.03000000 PA USD 1015.69000000 0.000267989168 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.13599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410XDA1 24896.43000000 PA USD 25960.73000000 0.006849722301 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.79299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SXU8 19756.56000000 PA USD 20232.65000000 0.005338371991 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.46499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384V7B2 22.11000000 PA USD 22.08000000 0.000005825794 Long ABS-MBS USGSE US N 2 2030-03-01 Variable 5.64400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391EUJ8 7692.70000000 PA USD 7837.02000000 0.002067792803 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 6.24600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G6M0 9948.05000000 PA USD 10189.58000000 0.002688514281 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MWS0 5389.81000000 PA USD 5498.25000000 0.001450709808 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 7.08000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V6Z6 9163.48000000 PA USD 9378.64000000 0.002474548271 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 5.64000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388NR99 4995.11000000 PA USD 4988.21000000 0.001316136074 Long ABS-MBS USGSE US N 2 2030-03-01 Variable 6.34500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390CLB0 660.84000000 PA USD 672.32000000 0.000177391209 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 6.39500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CE30 9499.82000000 PA USD 9707.40000000 0.002561291391 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.00800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L2Y3 50315.35000000 PA USD 51630.83000000 0.013622762059 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.30900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHP8 5690.66000000 PA USD 5703.82000000 0.001504949323 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 6.23000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VQ74 5866.56000000 PA USD 5892.98000000 0.001554859070 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.03900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402J4L8 62299.81000000 PA USD 63684.49000000 0.016803112677 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.46300080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31349SRM7 94604.55000000 PA USD 96967.11000000 0.025584711055 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.48000000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTQ2 1678.82000000 PA USD 1721.98000000 0.000454343341 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.27000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EPE2 149657.89000000 PA USD 153294.00000000 0.040446525595 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.35500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XWP7 45172.07000000 PA USD 45535.04000000 0.012014391697 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.73000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402D4C1 9941.32000000 PA USD 10043.31000000 0.002649921033 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.06099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373KHT9 185191.43000000 PA USD 181834.28000000 0.047976860543 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 4.21899840 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286A3 10000000.00000000 PA USD 9969546.50000000 2.630458580792 Long DBT UST US N 2 2026-01-31 Fixed 2.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406RA70 2703.83000000 PA USD 2708.40000000 0.000714609638 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.12299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RBH1 7051.93000000 PA USD 7255.03000000 0.001914235107 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.39799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GLR8 111452.78000000 PA USD 112364.47000000 0.029647294818 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391MQR7 134612.69000000 PA USD 135049.57000000 0.035632744201 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.16299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JNQ1 3906.99000000 PA USD 4023.95000000 0.001061716679 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.17299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHJB9 48017.51000000 PA USD 49852.35000000 0.013153511228 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.36000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419APP6 288426.35000000 PA USD 294771.96000000 0.077775396459 Long ABS-MBS USGSE US N 2 2038-11-01 Variable 6.61500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GG31 2666.38000000 PA USD 2730.30000000 0.000720387939 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.41800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409AK81 878.90000000 PA USD 898.24000000 0.000237000059 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.51999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN62 4915.20000000 PA USD 5015.74000000 0.001323399847 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.20899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GX28 4068.32000000 PA USD 4205.61000000 0.001109647556 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.33800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CZ95 7988.19000000 PA USD 8202.68000000 0.002164271964 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.40100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WEE0 199318.40000000 PA USD 202699.83000000 0.053482222802 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.16600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RPM5 3753.53000000 PA USD 3855.56000000 0.001017287083 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.26299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GJN4 231522.38000000 PA USD 235542.34000000 0.062147698432 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.18999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409X3V9 34290.30300000 PA USD 34576.75000000 0.009123053765 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.03799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410RM48 27836.93000000 PA USD 28655.80000000 0.007560814827 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.54999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HUF7 623.09000000 PA USD 626.70000000 0.000165354401 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.22900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FW50 14227.38000000 PA USD 14489.58000000 0.003823066580 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.62799960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4GC5 32864.13000000 PA USD 33551.60000000 0.008852568581 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.36500160 N Y N N N N United States of America 254900HROIFWPRGM1V77 91282CKK6 18238000.00000000 PA USD 18329219.91000000 4.836153158169 Long DBT UST US N 2 2026-04-30 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F3M5 641.83000000 PA USD 648.38000000 0.000171074655 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.04100160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRG26 100965.26000000 PA USD 103023.92000000 0.027182796568 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.84900000 N Y N N N N FHLMC, Multi-family Structured Pass-Through Certificate S6XOOCT0IEG5ABCC6L87 3137HHUV1 3849125.68000000 PA USD 3853367.03000000 1.016708470039 Long ABS-MBS USGSE US N 2 2034-10-25 Floating 4.87757160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5DY7 398304.67000000 PA USD 407702.37000000 0.107572014191 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.39200160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVD8 2989.95000000 PA USD 3074.62000000 0.000811236555 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.40599840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31347ASU9 315225.31000000 PA USD 324266.13000000 0.085557414684 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.45699960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AMQ8 1495.98000000 PA USD 1525.55000000 0.000402515409 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.24999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RXF8 7867.70000000 PA USD 8042.72000000 0.002122066619 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.21900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391QW34 1185.85000000 PA USD 1214.36000000 0.000320408123 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.42499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ECQ7 15883.15000000 PA USD 16223.99000000 0.004280689568 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.60099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CXL2 8027.25000000 PA USD 8188.88000000 0.002160630843 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.46499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SSW1 1942.83000000 PA USD 1980.61000000 0.000522582704 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.20600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409HGL2 42694.25000000 PA USD 43854.95000000 0.011571101006 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.54800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401PEH3 189619.00000000 PA USD 191389.76000000 0.050498067937 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.14800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETM29 3360038.82000000 PA USD 3479911.06000000 0.918172346974 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.29300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410AH33 2483.34000000 PA USD 2556.09000000 0.000674422740 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.63500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400FEQ6 48339.01000000 PA USD 49495.94000000 0.013059472673 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400VP89 265.99000000 PA USD 265.98000000 0.000070178655 Long ABS-MBS USGSE US N 2 2028-03-01 Variable 5.77900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413KMQ1 103054.06000000 PA USD 104222.22000000 0.027498967270 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 5.98500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406QGG6 61312.59000000 PA USD 62042.09000000 0.016369766469 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.23000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ERA0 0.00700000 PA USD 0.01000000 0.000000002638 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DVE4 14802.72000000 PA USD 15022.99000000 0.003963806473 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.29899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NEA8 158450.98000000 PA USD 161739.00000000 0.042674733539 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.62799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WNX8 21782.63000000 PA USD 22073.04000000 0.005823957736 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400Q2Z5 2030.69000000 PA USD 2082.29000000 0.000549410908 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.54000120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JMVS3 175245.05000000 PA USD 179197.44000000 0.047281131965 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.74300160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390W7E6 15676.68000000 PA USD 16081.60000000 0.004243120056 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.11600040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4HF7 204371.64000000 PA USD 211194.56000000 0.055723551975 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.62199840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GMA8 327284.74000000 PA USD 336005.11000000 0.088654737182 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.56300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDQ3 5938.54000000 PA USD 6073.74000000 0.001602552483 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 6.24099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NPV3 37135.68000000 PA USD 37852.02000000 0.009987231696 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 6.20399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MM90 40019.07000000 PA USD 41179.04000000 0.010865063833 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.58500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QX48 1162.19000000 PA USD 1181.98000000 0.000311864680 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.18300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EXW5 0.00500000 PA USD 0.01000000 0.000000002638 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HAL5 16640.75000000 PA USD 17109.30000000 0.004514278056 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.46499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TLH6 16028.65000000 PA USD 16222.48000000 0.004280291156 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 5.73999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GTS0 84953.16000000 PA USD 85523.05000000 0.022565203013 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.98200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EPC6 194032.04000000 PA USD 198428.19000000 0.052355153271 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.22500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HJT0 2016.42000000 PA USD 2017.29000000 0.000532260699 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 5.13600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F4H5 1582.55000000 PA USD 1622.76000000 0.000428164206 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.71799960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LF34 731129.53000000 PA USD 755663.86000000 0.199381434725 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.70799880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409EJW2 125565.70000000 PA USD 129229.25000000 0.034097056425 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.00300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VJ20 50730.63000000 PA USD 52052.14000000 0.013733924437 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.23499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PLQ1 10663.49000000 PA USD 10790.81000000 0.002847148439 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.88999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400XZG6 3224.79000000 PA USD 3265.54000000 0.000861610677 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.63400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CAQ9 5005.36000000 PA USD 5079.67000000 0.001340267738 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 6.18999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q5R8 103484.30000000 PA USD 104990.40000000 0.027701651081 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.08100120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5ZW7 3370292.64000000 PA USD 3503353.24000000 0.924357551439 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.66100080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374GEW3 1334.64000000 PA USD 1337.12000000 0.000352798271 Long ABS-MBS USGSE US N 2 2027-04-01 Variable 6.47899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQ69 101836.45000000 PA USD 104825.72000000 0.027658200366 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.38499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EMA43 422815.71000000 PA USD 438516.91000000 0.115702411211 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 6.30399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XWM9 24609.55000000 PA USD 24979.95000000 0.006590944114 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.91999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CL61 608.27000000 PA USD 627.24000000 0.000165496879 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.51800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410AKW5 42567.16000000 PA USD 43594.56000000 0.011502397268 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.23099880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QLJ7 5695707.78000000 PA USD 5925886.54000000 1.563541440721 Long ABS-MBS USGSE US N 2 2046-07-01 Variable 6.51700080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391TZ50 11956.78000000 PA USD 12146.62000000 0.003204878056 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.50800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AL78 6469.04000000 PA USD 6591.98000000 0.001739289781 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.38899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374GRC3 4448.11000000 PA USD 4405.03000000 0.001162264398 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.41299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405FTR3 1215.70000000 PA USD 1250.73000000 0.000330004324 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.29499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400RT76 5517.79000000 PA USD 5652.83000000 0.001491495644 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.40199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XSJ7 2838.24000000 PA USD 2817.25000000 0.000743329642 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 4.66400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403FGK4 6919.61000000 PA USD 7086.60000000 0.001869794957 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.15499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XE26 261043.07000000 PA USD 267194.50000000 0.070499100963 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.17799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DNC0 108.36000000 PA USD 110.30000000 0.000029102585 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.40199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AMD7 22116.49000000 PA USD 22634.18000000 0.005972014173 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.35000040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHK36 1342601.94000000 PA USD 1375379.70000000 0.362893069781 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.09000120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHT9 13230.18000000 PA USD 13244.56000000 0.003494568835 Long ABS-MBS USGSE US N 2 2042-08-01 Variable 5.30799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QZY0 546.53000000 PA USD 557.26000000 0.000147032700 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.34899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DUU1 5514.84000000 PA USD 5638.73000000 0.001487775368 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.50700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405NLX1 563.79000000 PA USD 570.49000000 0.000150523428 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.29300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409GFF8 29121.32000000 PA USD 29982.26000000 0.007910800465 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.52299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DMF4 3762.75000000 PA USD 3846.90000000 0.001015002148 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.16899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EJ72 3633.50000000 PA USD 3700.25000000 0.000976308637 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.45999840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNJT8 6307898.75000000 PA USD 6231286.17000000 1.644120941233 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 4.86988920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410DXD7 17650.75000000 PA USD 18122.77000000 0.004781681479 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.45800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJX3 8042.17000000 PA USD 8223.48000000 0.002169760031 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.20300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UWM3 50207.67000000 PA USD 51697.28000000 0.013640294849 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.18900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XH31 5553.50000000 PA USD 5685.76000000 0.001500184203 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.92099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419GJS4 157336.32000000 PA USD 162415.30000000 0.042853174869 Long ABS-MBS USGSE US N 2 2040-09-01 Variable 6.50000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JE75 2674.15000000 PA USD 2727.82000000 0.000719733593 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.40100160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DBX1 4150.36000000 PA USD 4159.23000000 0.001097410222 Long ABS-MBS USGA US N 2 2034-06-20 Variable 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CD44 66780.28000000 PA USD 68628.64000000 0.018107623548 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.51800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MB89 51575.06000000 PA USD 52800.80000000 0.013931457908 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.74799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGEH3 1211305.62000000 PA USD 1247785.66000000 0.329227462486 Long ABS-MBS USGSE US N 2 2039-01-01 Variable 6.61899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CU88 104170.37000000 PA USD 106654.65000000 0.028140762398 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.40699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XQG7 17951.41000000 PA USD 18189.95000000 0.004799406879 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.24800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q5D9 14667.25000000 PA USD 14876.89000000 0.003925258080 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.46300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VLC1 4740.10000000 PA USD 4798.38000000 0.001266049548 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.38499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ET75 3944723.07000000 PA USD 4046089.47000000 1.067558164758 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401Y3J2 68131.24000000 PA USD 69953.46000000 0.018457176473 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.39299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409X5Q8 40012.88000000 PA USD 40051.95000000 0.010567681845 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.15499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413ECE3 14396.28000000 PA USD 14830.02000000 0.003912891460 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.74399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RH69 5540.99000000 PA USD 5549.44000000 0.001464216257 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 5.30799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390AHA1 6951.09000000 PA USD 7108.04000000 0.001875451888 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 6.39500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DVM2 235855.37000000 PA USD 242406.92000000 0.063958913553 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.85199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HU59 2786.39000000 PA USD 2752.88000000 0.000726345658 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.44600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LEF8 377494.48000000 PA USD 385845.17000000 0.101805005702 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.74700120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AQP3 103308.00000000 PA USD 105407.38000000 0.027811670992 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.29899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NSL2 21936.30000000 PA USD 22346.20000000 0.005896030831 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.39299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VJ60 187.72000000 PA USD 188.30000000 0.000049682836 Long ABS-MBS USGSE US N 2 2028-07-01 Variable 6.52700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402A5N2 26952.26000000 PA USD 27463.02000000 0.007246100573 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.50000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AET6 1987.86000000 PA USD 1981.96000000 0.000522938900 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 5.30799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JKZ8 2208.82000000 PA USD 2259.37000000 0.000596133355 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.63099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413ADY6 11992.14000000 PA USD 12142.27000000 0.003203730311 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 6.26500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SCZ8 386405.34000000 PA USD 390956.92000000 0.103153737728 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.14599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C6N7 4720.69000000 PA USD 4768.63000000 0.001258200029 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 5.97099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412XPK4 208.32000000 PA USD 212.52000000 0.000056073268 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 6.41999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403YHN6 19727.50000000 PA USD 20236.05000000 0.005339269079 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 6.53000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DMC1 941.08000000 PA USD 952.62000000 0.000251348188 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.40500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SCY1 202231.68000000 PA USD 206120.72000000 0.054384822479 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.35199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XJS7 5910.74000000 PA USD 6058.79000000 0.001598607935 Long ABS-MBS USGSE US N 2 2040-01-01 Variable 6.39900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402KR48 2819.20000000 PA USD 2895.69000000 0.000764025987 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.40500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NSE5 33907.35000000 PA USD 34198.63000000 0.009023287040 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.23300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389VAQ0 17990.40000000 PA USD 18323.78000000 0.004834717841 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 6.53500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5V6 11127.32000000 PA USD 11518.91000000 0.003039257166 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 6.28400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XFS8 3433.56000000 PA USD 3501.23000000 0.000923797335 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VZ33 118806.39000000 PA USD 121033.77000000 0.031934684176 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.12299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LMT2 23023.64000000 PA USD 23422.63000000 0.006180046210 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.54000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391LSJ5 152386.96000000 PA USD 153955.37000000 0.040621027654 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 5.91800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401BX83 4725.57000000 PA USD 4792.02000000 0.001264371466 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.32800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSF3 1942.16000000 PA USD 1998.68000000 0.000527350462 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.22699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CAP2 600119.53000000 PA USD 613540.77000000 0.161882346715 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.02600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CBL3 14447.34000000 PA USD 14994.12000000 0.003956189142 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 7.08199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CAG1 4138.05000000 PA USD 4285.66000000 0.001130768698 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.57500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411E2N6 58801.12000000 PA USD 60378.22000000 0.015930755415 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.63599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401G4N1 15647.54000000 PA USD 15743.51000000 0.004153915222 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.14499840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRV37 85659.82000000 PA USD 88003.96000000 0.023219789558 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 6.59700000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CQG0 700.44000000 PA USD 705.29000000 0.000186090323 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 6.44100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCG4 26563.45000000 PA USD 27468.93000000 0.007247659923 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.43899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XEC4 5022.00000000 PA USD 5120.83000000 0.001351127778 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.12699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPR63 332803.65000000 PA USD 339579.48000000 0.089597832461 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 6.46200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHVA7 30162.59000000 PA USD 31107.07000000 0.008207580876 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 6.32999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BWK0 19762.77000000 PA USD 19961.73000000 0.005266889919 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 5.93499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409ACY3 49638.07000000 PA USD 51458.60000000 0.013577319281 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 7.05499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410B6S8 6870.27000000 PA USD 7019.21000000 0.001852014148 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.36699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406BV64 97223.90000000 PA USD 98572.94000000 0.026008408291 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.37499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZW2 1624.43000000 PA USD 1639.09000000 0.000432472866 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.68000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407AAJ0 141099.89000000 PA USD 143690.71000000 0.037912703561 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.32000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RM94 8755.17000000 PA USD 8887.63000000 0.002344995591 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.35500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XSY4 6401.33000000 PA USD 6429.85000000 0.001696511883 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.99799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LZ68 334.05000000 PA USD 343.02000000 0.000090505611 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.09999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WS87 57822.04000000 PA USD 58690.22000000 0.015485377675 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.16700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400SJK6 7379.15000000 PA USD 7563.49000000 0.001995622084 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.51800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KVD3 56.55000000 PA USD 56.42000000 0.000014886381 Long ABS-MBS USGSE US N 2 2028-02-01 Variable 5.41500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412G2Z3 10504.72000000 PA USD 10575.89000000 0.002790441932 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 5.05000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JMS2 6682.12000000 PA USD 6890.56000000 0.001818069927 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.75399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L5A2 30740.17000000 PA USD 31511.33000000 0.008314244623 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.30699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XWG7 56266.96000000 PA USD 56884.52000000 0.015008944865 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.78099880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RMG1 8197.89000000 PA USD 8408.21000000 0.002218500926 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.22400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BK49 1267529.45000000 PA USD 1305927.15000000 0.344568058096 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.20899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDS9 2170.17000000 PA USD 2232.40000000 0.000589017337 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.53799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389CYT0 13469.28000000 PA USD 13531.70000000 0.003570330543 Long ABS-MBS USGSE US N 2 2032-01-01 Variable 6.16500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401MUQ2 12973.64000000 PA USD 13227.36000000 0.003490030626 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.20499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390NJT0 1986.70000000 PA USD 1988.82000000 0.000524748907 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 5.23199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374TYQ6 6236.66000000 PA USD 6271.80000000 0.001654810489 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQ21 451143.85000000 PA USD 457121.98000000 0.120611347242 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.18999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404RUM7 3455.71000000 PA USD 3547.52000000 0.000936010923 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.19800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FPC6 25.29000000 PA USD 25.47000000 0.000006720243 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 6.33999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZZ5 56001.08000000 PA USD 56265.24000000 0.014845548226 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 5.89899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400YA22 24912.36000000 PA USD 25214.12000000 0.006652729721 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.53600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAE6 25544.28000000 PA USD 25564.45000000 0.006745164071 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 5.30799840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBCF1 2630513.40600000 PA USD 2596963.57000000 0.685207206437 Long ABS-MBS USGSE US N 2 2038-08-15 Floating 4.81988880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DKQ1 94071.77000000 PA USD 97105.86000000 0.025621320155 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.33800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DLX3 21676.08000000 PA USD 22031.71000000 0.005813052842 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.11899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405TZV7 37736.30000000 PA USD 38089.11000000 0.010049787744 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.17500080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QSU95 140673.30000000 PA USD 142696.36000000 0.037650344938 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.23499840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XPG0 4528.51000000 PA USD 4608.32000000 0.001215902336 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.99299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MFY8 54604.28000000 PA USD 56237.93000000 0.014838342499 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.47700120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225D3S1 70789.33000000 PA USD 71586.61000000 0.018888082075 Long ABS-MBS USGA US N 2 2036-05-20 Variable 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NAD8 2915.13000000 PA USD 2977.64000000 0.000785648443 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.04599840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5LE2 380094.86000000 PA USD 391162.41000000 0.103207956136 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.37599960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410MHB9 125724.22000000 PA USD 129763.31000000 0.034237967821 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.17100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388K2K7 28211.01000000 PA USD 28756.52000000 0.007587389736 Long ABS-MBS USGSE US N 2 2031-09-01 Variable 6.14499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VHW2 671.11000000 PA USD 685.46000000 0.000180858190 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.63400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VVR7 24138.24000000 PA USD 24743.90000000 0.006528662469 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.32400120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MAA1 87477.86000000 PA USD 90606.54000000 0.023906478656 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.39699840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JVP7 62586.18000000 PA USD 63685.23000000 0.016803307926 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.50900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NJ63 11235.77000000 PA USD 11167.68000000 0.002946585352 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.53399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UUX4 78203.22000000 PA USD 79390.03000000 0.020947009539 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.07899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385H5Y4 24662.10000000 PA USD 25204.72000000 0.006650249537 Long ABS-MBS USGSE US N 2 2032-01-01 Variable 6.28800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GCT3 155868.99000000 PA USD 160364.64000000 0.042312109517 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.49900080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133Q3LF6 1380682.42400000 PA USD 1382975.19000000 0.364897135046 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 5.23279080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404PHL8 818.38000000 PA USD 837.63000000 0.000221008149 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.38499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402REK1 1368.11000000 PA USD 1408.90000000 0.000371737379 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 7.03900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376JNW5 3360.83000000 PA USD 3450.33000000 0.000910367402 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.29399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385YEG6 5487.15000000 PA USD 5492.08000000 0.001449081857 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 6.29300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C3Z2 46980.63000000 PA USD 48071.22000000 0.012683561196 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.35799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AP64 2075.73000000 PA USD 2139.32000000 0.000564458238 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404Q5M7 158828.31000000 PA USD 160761.26000000 0.042416757454 Long ABS-MBS USGSE US N 2 2044-03-01 Variable 5.30899920 N N N N N N N/A N/A N/A 500.00000000 NC USD -152470.00000000 -0.04022911371 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Notes 2025-12-31 104121094.00000000 USD -152470.00000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31405NLW3 663.67000000 PA USD 676.18000000 0.000178409668 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.18199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSS3 6155.49000000 PA USD 6335.39000000 0.001671588671 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.15999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S54S0 268144.78000000 PA USD 273581.61000000 0.072184335924 Long ABS-MBS USGSE US N 2 2038-10-01 Variable 6.55099920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414NBM5 17997.44900000 PA USD 18554.64000000 0.004895630107 Long ABS-MBS USGSE US N 2 2038-11-01 Variable 6.32999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405H3L0 134.48010000 PA USD 136.27000000 0.000035954753 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.02499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DZ68 16273.77000000 PA USD 16625.06000000 0.004386511636 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.25799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410EFD5 4767.88000000 PA USD 4887.39000000 0.001289534781 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.64499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WQX3 45969.35000000 PA USD 47206.48000000 0.012455400091 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.39799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JKQ2 23061.08000000 PA USD 23549.72000000 0.006213578827 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.39600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FX34 4105.80000000 PA USD 4209.93000000 0.001110787385 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.98600160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHPT4 42309.96000000 PA USD 43213.02000000 0.011401728179 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.19499880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RC61 93570.10000000 PA USD 95916.46000000 0.025307497712 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.41499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402REL9 5826.16000000 PA USD 6003.82000000 0.001584104135 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.42200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSW6 27858.80000000 PA USD 28385.45000000 0.007489483149 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.26500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFA3 7471.91000000 PA USD 7559.82000000 0.001994653757 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 5.89399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XUW9 33068.35000000 PA USD 33744.81000000 0.008903546918 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 5.90799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MSE6 2936.50000000 PA USD 2956.28000000 0.000780012620 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.20600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416B5R5 40019.59000000 PA USD 41161.91000000 0.010860544094 Long ABS-MBS USGSE US N 2 2039-02-01 Variable 6.59199960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DNX3 14464.13000000 PA USD 14750.52000000 0.003891915435 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.30799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WGK4 866.63000000 PA USD 871.43000000 0.000229926258 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.23900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411HM56 4829.71000000 PA USD 4979.65000000 0.001313877524 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.50599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RQK8 16359.35000000 PA USD 16730.29000000 0.004414276505 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.40599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390UMX1 1574.56000000 PA USD 1618.65000000 0.000427079785 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.28999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DC49 97101.14000000 PA USD 98845.09000000 0.026080214898 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.61299840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JR6K7 121769.82000000 PA USD 126107.97000000 0.033273508658 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 6.75000000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403Q5H9 856.25000000 PA USD 866.50000000 0.000228625480 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.03000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BWG9 2516.64000000 PA USD 2587.22000000 0.000682636371 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.36900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414URK6 161049.09000000 PA USD 162193.41000000 0.042794629332 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.08799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410VQJ2 56361.54000000 PA USD 56779.51000000 0.014981238042 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.03799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AU60 82100.82000000 PA USD 83693.23000000 0.022082406156 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.37899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405X5P4 5643.87000000 PA USD 5787.12000000 0.001526927976 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.32300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401GYR9 5555.05000000 PA USD 5647.92000000 0.001490200143 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.01599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389TR46 1035.60000000 PA USD 1052.48000000 0.000277696186 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 6.00000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406L3G1 1403.42000000 PA USD 1440.66000000 0.000380117235 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.42499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WTK8 3834.87000000 PA USD 3859.67000000 0.001018371504 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 5.91300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378FEF8 653.95000000 PA USD 652.84000000 0.000172251423 Long ABS-MBS USGSE US N 2 2027-06-01 Variable 6.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405LNA3 33223.35000000 PA USD 34175.00000000 0.009017052280 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.27500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417VFL2 86297.26000000 PA USD 87710.77000000 0.023142431561 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.32000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404UQ60 2097.51000000 PA USD 2136.72000000 0.000563772229 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.30200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHV0 2919.95000000 PA USD 3005.18000000 0.000792914855 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.31500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XP43 84.95000000 PA USD 85.27000000 0.000022498435 Long ABS-MBS USGSE US N 2 2030-08-01 Variable 6.37700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413QJ33 1932.27000000 PA USD 1974.30000000 0.000520917814 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.19999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VBF8 10031.53000000 PA USD 10015.63000000 0.002642617683 Long ABS-MBS USGSE US N 2 2027-05-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406V5L6 82970.29000000 PA USD 84048.19000000 0.022176062129 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.10999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XXB0 28231.17000000 PA USD 28805.99000000 0.007600442364 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.60999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZN6 5132.48000000 PA USD 5088.44000000 0.001342581697 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 4.20999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KRF8 49219.73000000 PA USD 49944.15000000 0.013177732600 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.13900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YXX4 18296.89000000 PA USD 18623.25000000 0.004913732812 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.08500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DBS4 2199.73000000 PA USD 2269.73000000 0.000598866834 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.56300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGSW5 646417.73000000 PA USD 664252.21000000 0.175262528301 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.79200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410L6G2 4987.98000000 PA USD 5128.17000000 0.001353064432 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.48399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403ATU9 4929.49000000 PA USD 5045.54000000 0.001331262559 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.06499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402M4D9 40894.90000000 PA USD 41647.55000000 0.010988679902 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31370Q6L8 81385.06000000 PA USD 80645.38000000 0.021278232848 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 4.22200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388G7J4 19505.03000000 PA USD 19735.72000000 0.005207257323 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 6.12500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AM96 47114.10000000 PA USD 47665.94000000 0.012576628323 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 5.92099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G6P3 9203.38000000 PA USD 9425.32000000 0.002486864760 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.21500040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QPQ21 528753.63000000 PA USD 551988.22000000 0.145641745067 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 7.52400000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HLBG6 1864193.05400000 PA USD 1872314.60000000 0.494009030953 Long ABS-MBS USGSE US N 2 2055-05-25 Floating 5.33279160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F7K5 393171.47000000 PA USD 406218.61000000 0.107180525047 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.49100160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBBP8 2708851.03000000 PA USD 2718816.89000000 0.717358128366 Long ABS-MBS USGSE US N 2 2030-10-25 Floating 5.00757120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402JXS1 1723.84000000 PA USD 1756.64000000 0.000463488360 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.40299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JN24 7509.00000000 PA USD 7462.84000000 0.001969065645 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.37800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378C4V1 1657.73000000 PA USD 1644.60000000 0.000433926676 Long ABS-MBS USGSE US N 2 2027-07-01 Variable 4.30599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MM82 384993.06000000 PA USD 396193.92000000 0.104535516888 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.38200080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406KA26 496.52000000 PA USD 510.78000000 0.000134768982 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 7.03000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RKC2 4401.85000000 PA USD 4482.05000000 0.001182586076 Long ABS-MBS USGSE US N 2 2032-04-01 Variable 6.44799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CFP1 54470.50000000 PA USD 55846.12000000 0.014734963677 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.39799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DXE9 9429.97000000 PA USD 9507.90000000 0.002508653441 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.96499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388RPD3 76985.77000000 PA USD 77993.23000000 0.020578464737 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.45000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386QD99 167968.91000000 PA USD 168398.03000000 0.044431714421 Long ABS-MBS USGSE US N 2 2041-01-01 Variable 5.50800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XUP2 43244.68000000 PA USD 44363.59000000 0.011705305350 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.65200080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5L51 1524582.83000000 PA USD 1579030.84000000 0.416626295129 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 6.84600120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SC47 25381.84000000 PA USD 26012.57000000 0.006863400252 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.26100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFN4 303047.48000000 PA USD 312387.70000000 0.082423298391 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.51300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407LJN8 177685.75000000 PA USD 181800.69000000 0.047967997842 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.60499920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5F66 203064.16000000 PA USD 207116.16000000 0.054647468698 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 6.55700040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391S6L9 4545.60000000 PA USD 4577.31000000 0.001207720367 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.24499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KBX1 43334.89000000 PA USD 43793.95000000 0.011555006194 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 5.88899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C2S0 22100.36000000 PA USD 22470.25000000 0.005928761345 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.48299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MNV0 824812.40000000 PA USD 852437.17000000 0.224915011772 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.43200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVP1 12649.80000000 PA USD 13041.98000000 0.003441118229 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.63999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ACM7 409360.13000000 PA USD 418210.61000000 0.110344606713 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.82099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DAF3 104748.71000000 PA USD 106034.95000000 0.027977254942 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 5.30899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411EYM3 230.47000000 PA USD 235.96000000 0.000062257897 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.46099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XFF9 5513.12000000 PA USD 5606.51000000 0.001479274141 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BWF2 24242.19000000 PA USD 24607.13000000 0.006492575791 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.36300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407P4K1 225458.22000000 PA USD 226747.58000000 0.059827206531 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.03500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CW32 135891.96000000 PA USD 137590.20000000 0.036303087830 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 5.83999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391QWB6 5664.25000000 PA USD 5779.45000000 0.001524904251 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.00999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AB48 5958.64000000 PA USD 6138.60000000 0.001619665753 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.37899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VL95 9.54000000 PA USD 9.72000000 0.000002564615 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.36000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GAQ0 140264.89000000 PA USD 143640.50000000 0.037899455684 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.73700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403K4F7 128515.71000000 PA USD 132033.03000000 0.034836832017 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.45999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412ECK0 245918.24000000 PA USD 254350.73000000 0.067110280318 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.76599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UBQ7 36604.56000000 PA USD 37483.71000000 0.009890053334 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.73700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418WMU1 183588.20000000 PA USD 190070.71000000 0.050150037424 Long ABS-MBS USGSE US N 2 2040-08-01 Variable 6.53500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AEW9 13755.37000000 PA USD 13800.45000000 0.003641240062 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 5.30799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381JRV6 122072.69000000 PA USD 123287.35000000 0.032529289843 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.59599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406G4D8 30187.65000000 PA USD 30765.94000000 0.008117573940 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.57100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XXV0 15101.66000000 PA USD 15285.75000000 0.004033135534 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.24499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412CFN5 11713.00000000 PA USD 11803.92000000 0.003114456876 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.15600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5QV9 337621.82000000 PA USD 347374.82000000 0.091654628023 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.90099840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFV6 290.99000000 PA USD 297.33000000 0.000078450333 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.91499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AY80 5887.23000000 PA USD 5764.95000000 0.001521078435 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 4.27500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410D4P2 6202.25000000 PA USD 6334.15000000 0.001671261498 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.31500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406J3L5 825.18000000 PA USD 841.94000000 0.000222145340 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.67500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PC40 18645.89000000 PA USD 18792.45000000 0.004958376126 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.99900040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QQM5 4119205.41000000 PA USD 4282455.04000000 1.129923071909 Long ABS-MBS USGSE US N 2 2046-11-01 Variable 6.57600120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GZJ3 12561.60000000 PA USD 12734.99000000 0.003360119110 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.27300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TL45 65058.68000000 PA USD 66155.21000000 0.017455010597 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.15200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405UTZ2 2535.35000000 PA USD 2564.68000000 0.000676689206 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CEJ2 13231.13000000 PA USD 13446.32000000 0.003547803084 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.43799880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QGQ7 1396663.17000000 PA USD 1450916.55000000 0.382823420198 Long ABS-MBS USGSE US N 2 2044-01-01 Variable 6.60800160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402G7A5 514.04000000 PA USD 527.07000000 0.000139067088 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.33999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408FPH6 10448.38000000 PA USD 10671.73000000 0.002815729256 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.58500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFJ1 177271.98000000 PA USD 182040.58000000 0.048031292668 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.80900040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VWN5 26415.56000000 PA USD 27039.55000000 0.007134368280 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.39799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406C6Q6 42160.31000000 PA USD 41659.69000000 0.010991883034 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 4.21899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402YQW7 173879.21000000 PA USD 178488.37000000 0.047094044291 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.52700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411RTJ7 2807.00000000 PA USD 2902.30000000 0.000765770031 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.32499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401GY24 45553.43000000 PA USD 46461.20000000 0.012258758431 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.07500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5FP4 217565.71000000 PA USD 222493.69000000 0.058704820327 Long ABS-MBS USGSE US N 2 2037-11-01 Variable 6.66100080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410WFG8 3040.59000000 PA USD 3115.25000000 0.000821956755 Long ABS-MBS USGSE US N 2 2037-07-01 Variable 6.36599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AVG4 11065.17000000 PA USD 11189.06000000 0.002952226451 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 5.97499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401BYD1 11540.80000000 PA USD 11737.71000000 0.003096987409 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.07799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AP77 3581.61000000 PA USD 3655.22000000 0.000964427500 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.37400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VC95 437.81000000 PA USD 445.61000000 0.000117573918 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.73700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409GSP2 229.09000000 PA USD 234.08000000 0.000061761860 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.52799880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LUP8 477994.27000000 PA USD 494383.87000000 0.130442873509 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.39900000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJDL9 673308.30000000 PA USD 694598.77000000 0.183269449092 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 6.48399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GJV6 444.82000000 PA USD 447.61000000 0.000118101617 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.34399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFT1 127896.40000000 PA USD 130130.72000000 0.034334908719 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.46300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404CAE0 21373.94000000 PA USD 21962.80000000 0.005794870982 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.52299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DEL0 2150.54000000 PA USD 2195.52000000 0.000579286572 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.37099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MBE1 458640.79000000 PA USD 454947.35000000 0.120037572482 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 4.35899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DVM3 237954.79000000 PA USD 242356.96000000 0.063945731638 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.47899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KSL9 26035.48000000 PA USD 26814.93000000 0.007075102434 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.32700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XXS6 50295.68000000 PA USD 51726.06000000 0.013647888434 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.20799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411S6V3 85458.42000000 PA USD 87207.12000000 0.023009543825 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.89500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405QCV8 6179.50000000 PA USD 6338.40000000 0.001672382857 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.34500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HKGL2 1780715.33300000 PA USD 1791107.23000000 0.472582517396 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 5.33279160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KFR0 10988.90000000 PA USD 11225.73000000 0.002961901808 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.73499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JLV8 4291.28000000 PA USD 4370.48000000 0.001153148402 Long ABS-MBS USGSE US N 2 2032-06-01 Variable 6.23300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403NRB5 9902.44000000 PA USD 10110.61000000 0.002667678096 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.24399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LCA7 303.77000000 PA USD 303.07000000 0.000079964829 Long ABS-MBS USGSE US N 2 2026-01-01 Variable 5.87099880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MZH9 282459.76000000 PA USD 289828.84000000 0.076471157352 Long ABS-MBS USGSE US N 2 2040-05-01 Variable 6.76699920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402LLN0 25229.89000000 PA USD 25807.17000000 0.006809205591 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.20100000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AUFV6 1300721.81600000 PA USD 1286721.89000000 0.339500762310 Long ABS-MBS USGSE US N 2 2038-06-15 Floating 4.85988840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQC9 82529.55000000 PA USD 84558.21000000 0.022310630585 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.09900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KWJ9 289037.39000000 PA USD 295614.33000000 0.077997655254 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.59000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413H5A2 3453.00000000 PA USD 3561.22000000 0.000939625659 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.74499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHF9 42608.23000000 PA USD 42983.62000000 0.011341201133 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.38899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408B4W5 3675.82000000 PA USD 3705.94000000 0.000977809940 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.09000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DVU0 10093.81000000 PA USD 10470.82000000 0.002762719278 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.24300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401HVK5 13851.77000000 PA USD 14044.05000000 0.003705513769 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.19599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373KHS1 8090.44000000 PA USD 8019.54000000 0.002115950590 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 4.65300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ESAN8 1987397.24000000 PA USD 2051076.17000000 0.541175158893 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 6.48699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DUD7 352.44000000 PA USD 356.14000000 0.000093967315 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.27500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XRB2 62335.02000000 PA USD 63794.03000000 0.016832014737 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.93399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KMH5 18520.18000000 PA USD 18964.63000000 0.005003805711 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.21500040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUKP8 3941505.71400000 PA USD 3878172.42000000 1.023253356607 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 4.81988880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AX83 17179.99000000 PA USD 17433.84000000 0.004599907731 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.51499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QTK7 945.95000000 PA USD 952.88000000 0.000251416789 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.03799920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300M4K6 385076.52000000 PA USD 395169.31000000 0.104265174183 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.63699960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JN87 26143.30000000 PA USD 26431.11000000 0.006973831768 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 6.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401YYL3 28576.66000000 PA USD 29306.35000000 0.007732462036 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.32900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404V6Z6 10626.28000000 PA USD 10932.78000000 0.002884607134 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.27199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGL93 170251.69000000 PA USD 174970.11000000 0.046165753600 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.44799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XCP0 67.74000000 PA USD 66.85000000 0.000017638330 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.51299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MKA9 10732.52000000 PA USD 11009.48000000 0.002904844381 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.41700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406F6R7 21459.68000000 PA USD 21652.02000000 0.005712871874 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.21600120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NKA2 23200.16000000 PA USD 23216.50000000 0.006125658939 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.66499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AJH1 179174.49000000 PA USD 182815.32000000 0.048235707330 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.50300040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4KY2 148942.30000000 PA USD 153533.06000000 0.040509601425 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.76800000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400YDJ2 35457.17000000 PA USD 36700.27000000 0.009683343183 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.89299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384KZR0 1304.37000000 PA USD 1314.41000000 0.000346806252 Long ABS-MBS USGSE US N 2 2029-08-01 Variable 6.25500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YPF2 316712.14000000 PA USD 318238.89000000 0.083967131197 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.40799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XUH8 2120.10000000 PA USD 2171.71000000 0.000573004319 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.28300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CNW4 6066.14000000 PA USD 6139.64000000 0.001619940156 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 5.73599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WAN6 22362.54000000 PA USD 23005.60000000 0.006070013107 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.27300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400WEN6 2154.44000000 PA USD 2216.58000000 0.000584843240 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.70899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413JFD1 512.37000000 PA USD 524.32000000 0.000138341502 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.56499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DX60 15445.68000000 PA USD 15749.62000000 0.004155527342 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.65899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313617NN8 230.06000000 PA USD 228.04000000 0.000060168210 Long ABS-MBS USGSE US N 2 2027-07-01 Variable 4.33400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411AJ97 124294.29000000 PA USD 127803.83000000 0.033720960254 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.40199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWR2 1257541.67000000 PA USD 1300183.98000000 0.343052726300 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.40199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CLA2 421441.35000000 PA USD 433935.08000000 0.114493498244 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.38499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415MU78 92703.47000000 PA USD 95525.25000000 0.025204277200 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 6.24099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411SM94 23843.82000000 PA USD 24194.29000000 0.006383648216 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.09199920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LUFH4 274046.30000000 PA USD 281044.85000000 0.074153507109 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.91999920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VTK5 3396.06000000 PA USD 3451.63000000 0.000910710407 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.16899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386M2Y5 3034.30000000 PA USD 3062.08000000 0.000807927884 Long ABS-MBS USGSE US N 2 2030-08-01 Variable 6.36999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389HEY0 5087.68000000 PA USD 5185.27000000 0.001368130231 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 6.45000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402MNH9 609.02000000 PA USD 620.83000000 0.000163805605 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.21500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385Y2E4 23342.56000000 PA USD 23333.17000000 0.006156442245 Long ABS-MBS USGSE US N 2 2040-06-01 Variable 5.50800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YX22 13276.41000000 PA USD 13411.35000000 0.003538576272 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XJP0 15031.89000000 PA USD 15320.85000000 0.004042396647 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.94799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408C2U9 30998.27000000 PA USD 31543.86000000 0.008322827643 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.09500160 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWNJ8 1826647.62000000 PA USD 1846823.49000000 0.487283217594 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EM2J9 914096.24000000 PA USD 941601.99000000 0.248441093512 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 6.31100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XXJ3 54836.86000000 PA USD 55750.79000000 0.014709810916 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411YPE7 379.51000000 PA USD 391.33000000 0.000103252174 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 6.50000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SJH4 731.05000000 PA USD 749.26000000 0.000197691780 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 6.54000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401MHB0 3200.46000000 PA USD 3289.83000000 0.000868019578 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.28700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410UXJ6 185489.07000000 PA USD 192589.20000000 0.050814539428 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.28200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WXE4 19027.59000000 PA USD 19481.48000000 0.005140176259 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.35400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WNY6 305914.19000000 PA USD 312487.11000000 0.082449527657 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.58500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GPG0 268080.81000000 PA USD 271222.84000000 0.071561975941 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 5.79600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379LCG4 6406.85000000 PA USD 6433.15000000 0.001697382585 Long ABS-MBS USGSE US N 2 2027-12-01 Variable 6.14900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405U6G9 61360.99000000 PA USD 62011.62000000 0.016361726979 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.00699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDM2 1776.09000000 PA USD 1807.88000000 0.000477008002 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.55099920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JR3X2 477163.45000000 PA USD 486564.46000000 0.128379727093 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.62600160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MZK2 766435.60000000 PA USD 797243.42000000 0.210352175509 Long ABS-MBS USGSE US N 2 2041-10-01 Variable 6.74200080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ULF5 127279.79000000 PA USD 129045.46000000 0.034048563549 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.12000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHN3 26306.58000000 PA USD 26639.76000000 0.007028883939 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 5.96400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCB5 1934.29000000 PA USD 1957.63000000 0.000516519445 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 5.98899960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DLY1 556.96000000 PA USD 562.98000000 0.000148541919 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.14499840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMQG0 4541083.20000000 PA USD 4480901.13000000 1.182282948085 Long ABS-MBS USGSE US N 2 2043-11-15 Floating 4.86988920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN39 2498.87000000 PA USD 2531.47000000 0.000667926769 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.54000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RH77 30963.38000000 PA USD 31170.80000000 0.008224395997 Long ABS-MBS USGSE US N 2 2044-10-01 Variable 5.30799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDF7 12617.08000000 PA USD 12757.43000000 0.003366039890 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.04599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413EE43 170995.04000000 PA USD 175157.97000000 0.046215320343 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.40500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RHZ5 832.67000000 PA USD 850.48000000 0.000224398613 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.23999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DQR4 781.93000000 PA USD 803.31000000 0.000211952838 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.26000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C5X6 32312.38000000 PA USD 32669.81000000 0.008619908844 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 5.39499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416CGZ3 851038.13000000 PA USD 881176.38000000 0.232497834275 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.57200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCD1 49467.95000000 PA USD 50825.64000000 0.013410313183 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.20399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GXK8 64391.52000000 PA USD 66123.89000000 0.017446746835 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.15999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BUBH2 2611640.43000000 PA USD 2620375.32000000 0.691384381966 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 5.18279040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FVN2 3139.13000000 PA USD 3208.33000000 0.000846515854 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.31500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402JXU6 19871.24200000 PA USD 20272.73000000 0.005348947074 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.36099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385W6E4 171.37000000 PA USD 173.36000000 0.000045740927 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.40599840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414SKF9 105844.36000000 PA USD 108124.34000000 0.028528539181 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 6.00099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405X5R0 20878.85000000 PA USD 21346.11000000 0.005632157713 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 6.24300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413NJ30 89721.98000000 PA USD 91420.54000000 0.024121252045 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 5.75399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PCX5 622.82000000 PA USD 639.89000000 0.000168834574 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.45800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RXD3 5100.86000000 PA USD 5202.91000000 0.001372784534 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 5.87499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138YBWH2 62711.12000000 PA USD 64464.81000000 0.017008999619 Long ABS-MBS USGSE US N 2 2045-04-01 Variable 6.59999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401G4Z4 15892.80000000 PA USD 16177.14000000 0.004268328225 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.26500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B6LC5 4622627.75000000 PA USD 4575283.26000000 1.207185613791 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 4.86988920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UQL5 49337.74000000 PA USD 49749.77000000 0.013126445559 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.03500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DHL7 83667.88000000 PA USD 85428.17000000 0.022540168985 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.57200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DYY3 51076.17000000 PA USD 52922.44000000 0.013963552546 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 7.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NLA2 12685.40000000 PA USD 12966.14000000 0.003421107893 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.12399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DX46 39382.97000000 PA USD 39756.53000000 0.010489735463 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 5.98500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391XH93 21455.52000000 PA USD 21642.53000000 0.005710367943 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 5.99100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CAQ6 16938.85000000 PA USD 17112.79000000 0.004515198890 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.19599960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XWJ8 554988.59000000 PA USD 573349.36000000 0.151277868437 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.37300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403UYH8 4672.33000000 PA USD 4748.26000000 0.001252825417 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 6.09900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3D7 31121.15000000 PA USD 31956.87000000 0.008431800073 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.08600160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405FTT9 29517.95000000 PA USD 30374.45000000 0.008014279550 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.29499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407HD37 110997.20000000 PA USD 113546.52000000 0.029959177967 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.42700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZT5 8770.99000000 PA USD 8911.42000000 0.002351272568 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.46499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403JP42 39219.40000000 PA USD 40257.59000000 0.010621939830 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.17500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GJF5 2762.01000000 PA USD 2829.80000000 0.000746640952 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.33099960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHZ70 35992.11000000 PA USD 36337.27000000 0.009587565861 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.19499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409DT60 91864.38000000 PA USD 94478.58000000 0.024928113978 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.82700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQJX1 218511.56000000 PA USD 226646.09000000 0.059800428459 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 6.50300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412HRW1 24852.93300000 PA USD 24809.14000000 0.006545876002 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 5.36500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EGX4 29934.90000000 PA USD 30508.36000000 0.008049611619 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.47399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C7L9 3906.04000000 PA USD 3948.14000000 0.001041714258 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.10800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBML7 7833365.43000000 PA USD 8113186.95000000 2.140659279757 Long ABS-MBS USGSE US N 2 2047-04-01 Variable 6.46499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386G7J6 5244.46000000 PA USD 5239.32000000 0.001382391290 Long ABS-MBS USGSE US N 2 2040-11-01 Variable 5.28199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407VNZ4 250693.26000000 PA USD 257722.68000000 0.067999967207 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.46300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400RDY4 2456.34000000 PA USD 2484.15000000 0.000655441416 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 6.00999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DHP7 527.26000000 PA USD 545.50000000 0.000143929832 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.73200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VNU0 5856.33000000 PA USD 5982.32000000 0.001578431373 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.25600080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388XVV3 223243.77000000 PA USD 221339.63000000 0.058400322321 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.21899840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LLX1 176307.47000000 PA USD 181030.39000000 0.047764754671 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.60399840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NBN5 2439.49000000 PA USD 2493.94000000 0.000658024502 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.24200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403YV59 3168.76000000 PA USD 3239.28000000 0.000854681992 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.71500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TTE1 10455.76000000 PA USD 10634.51000000 0.002805908782 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.51499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390PQW0 6207.78000000 PA USD 6358.35000000 0.001677646652 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.32999880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DN75 13932.66000000 PA USD 13928.08000000 0.003674915157 Long ABS-MBS USGA US N 2 2035-04-20 Variable 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391UJV8 7704.90000000 PA USD 7827.76000000 0.002065349558 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.55999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JKP4 109135.43000000 PA USD 112555.33000000 0.029697653109 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 6.68599920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AZ62 11768.33000000 PA USD 11947.80000000 0.003152419523 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.18500160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QSAC0 886872.48000000 PA USD 911979.86000000 0.240625313122 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.45699960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JLF1 5210.59000000 PA USD 5315.68000000 0.001402538828 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.54900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391RYS5 14184.40000000 PA USD 14232.72000000 0.003755294230 Long ABS-MBS USGSE US N 2 2031-02-01 Variable 6.27000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GB80 187035.57000000 PA USD 189857.38000000 0.050093750437 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.17600160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DAS3 9572.97000000 PA USD 9751.21000000 0.002572850632 Long ABS-MBS USGA US N 2 2034-05-20 Variable 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XP84 1228.93000000 PA USD 1239.76000000 0.000327109897 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.89200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QAR2 31020.16000000 PA USD 31762.62000000 0.008380547332 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.32499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415CML8 89361.10000000 PA USD 92148.05000000 0.024313205101 Long ABS-MBS USGSE US N 2 2048-05-01 Variable 6.58500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFS1 87827.23000000 PA USD 89531.26000000 0.023622766704 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.47100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407E6Z1 449.15000000 PA USD 461.79000000 0.000121843001 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.12100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DKQ2 4064.61000000 PA USD 4149.02000000 0.001094716320 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.27699960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KCR3 1986.68000000 PA USD 2029.78000000 0.000535556177 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 6.57600120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S44P9 416219.88000000 PA USD 424391.62000000 0.111975462318 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.51700080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JZ58 36711.07000000 PA USD 37846.77000000 0.009985846487 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.68300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402NYZ5 13034.11000000 PA USD 13222.50000000 0.003488748318 Long ABS-MBS USGSE US N 2 2033-06-01 Variable 6.05499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AV82 104436.41000000 PA USD 105401.24000000 0.027810050957 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.15600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DR76 5538.48000000 PA USD 5637.21000000 0.001487374316 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.21799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413JB45 6390.49000000 PA USD 6496.30000000 0.001714044673 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 6.16700160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404DTQ1 951.52000000 PA USD 971.44000000 0.000256313833 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.68300040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QWH0 10288.12000000 PA USD 10479.08000000 0.002764898674 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.39699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDT7 967.52000000 PA USD 983.98000000 0.000259622504 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.53000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJN20 110628.72000000 PA USD 113172.66000000 0.029860535241 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.96800080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TTD3 148250.31000000 PA USD 151238.60000000 0.039904209596 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.60200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DJE8 96196.81000000 PA USD 98479.91000000 0.025983862384 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.37700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5DN2 3132807.30000000 PA USD 3106502.68000000 0.819648780499 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 4.86988920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QZ46 94523.76000000 PA USD 97452.14000000 0.025712685916 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.30399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391UD69 133029.62000000 PA USD 134634.03000000 0.035523104233 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.46999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XZM6 30999.33000000 PA USD 31409.57000000 0.008287395311 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.03500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N7F6 1726.63000000 PA USD 1744.19000000 0.000460203435 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.07200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN54 198317.38000000 PA USD 202054.04000000 0.053311831516 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.31500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GCV2 2406.23000000 PA USD 2453.66000000 0.000647396649 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.32999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JWL2 10673.01000000 PA USD 10815.00000000 0.002853530955 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.08299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GY52 34617.44000000 PA USD 35303.09000000 0.009314698117 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.56499960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LFK6 130080.32000000 PA USD 132493.36000000 0.034958289798 Long ABS-MBS USGSE US N 2 2038-03-01 Variable 6.61399920 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WCJ8 325778.05000000 PA USD 336960.18000000 0.088906731802 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.36599880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHDZ2 327010.39000000 PA USD 334645.97000000 0.088296128947 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.25500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386C3W0 45641.68000000 PA USD 45749.71000000 0.012071032241 Long ABS-MBS USGSE US N 2 2040-09-01 Variable 5.50699920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PRS1 21372.07000000 PA USD 21498.32000000 0.005672318225 Long ABS-MBS USGSE US N 2 2044-07-01 Variable 5.30799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403AU86 4495.10000000 PA USD 4559.80000000 0.001203100365 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.31900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402ENR5 18366.54000000 PA USD 18918.45000000 0.004991621147 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.26299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XSL2 3675.59000000 PA USD 3753.99000000 0.000990487903 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.27800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RN88 5839.19000000 PA USD 5890.78000000 0.001554278602 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.15899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403N6X0 100380.53000000 PA USD 102429.64000000 0.027025996163 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 6.18000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406C6X1 25438.75000000 PA USD 25184.56000000 0.006644930334 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.21899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HBG5 76656.45000000 PA USD 79077.24000000 0.020864480094 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 6.68900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401CP31 3690.24000000 PA USD 3741.01000000 0.000987063138 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.36000120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5FR0 286568.83000000 PA USD 293054.31000000 0.077322195586 Long ABS-MBS USGSE US N 2 2037-12-01 Variable 6.81099840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NME1 33290.11000000 PA USD 34015.15000000 0.008974875957 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.59400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411UN64 4784.86000000 PA USD 4844.91000000 0.001278326459 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.34299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GWE8 9940.52000000 PA USD 10118.28000000 0.002669701821 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 6.17500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391JKL3 6362.17000000 PA USD 6518.98000000 0.001720028777 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.29499960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406M3E4 14987.68000000 PA USD 15189.07000000 0.004007626577 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.42999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401PEJ9 13084.99000000 PA USD 13214.01000000 0.003486508236 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.04500120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403GCU4 6278.92000000 PA USD 6437.85000000 0.001698622678 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.32999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406HG50 4208.70000000 PA USD 4363.38000000 0.001151275071 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.48200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405WHS7 20701.20000000 PA USD 21268.11000000 0.005611577462 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.14900160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DB25 4820.83000000 PA USD 4964.20000000 0.001309801051 Long ABS-MBS USGSE US N 2 2034-06-01 Variable 6.43799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5FX2 204146.54000000 PA USD 210613.45000000 0.055570226467 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.43299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391BC39 4868.15000000 PA USD 4970.92000000 0.001311574119 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 6.23700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D2R2 0.02000000 PA USD 0.02000000 0.000000005276 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413MFB8 201869.22000000 PA USD 205384.40000000 0.054190544910 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 5.89299840 N N N N N N Franklin Institutional U.S. Government Money Market Fund 549300M4TP89K77LG374 457756500 17650444.89100000 NS USD 17650444.89000000 4.657058795573 Long STIV RF US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31404NEM4 9637.02000000 PA USD 9847.27000000 0.002598196003 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.35199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401PFA7 51891.18000000 PA USD 52000.21000000 0.013720222740 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 5.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QST9 17746.86000000 PA USD 18180.58000000 0.004796934611 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.34399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VWF2 29526.94000000 PA USD 30086.82000000 0.007938388555 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.65399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413GLM0 3386.70000000 PA USD 3498.81000000 0.000923158820 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 7.08199920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ5S7 479953.88000000 PA USD 495360.21000000 0.130700480205 Long ABS-MBS USGSE US N 2 2042-07-01 Variable 6.47700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GD83 142.54000000 PA USD 147.15000000 0.000038825435 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.41700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SSV3 169.30000000 PA USD 172.42000000 0.000045492908 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.24999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410UK68 2184.81000000 PA USD 2210.63000000 0.000583273336 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.35500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFH5 324590.88000000 PA USD 325292.76000000 0.085828290365 Long ABS-MBS USGSE US N 2 2037-10-01 Variable 5.78400120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WTF6 25292.47000000 PA USD 25435.80000000 0.006711219850 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.31900080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402VZX1 11392.58000000 PA USD 11542.76000000 0.003045549974 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 6.19300080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ANT1 1372.76000000 PA USD 1396.07000000 0.000368352192 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 6.20600040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390WRA2 9332.65000000 PA USD 9364.77000000 0.002470888681 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 5.99400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407XR78 561761.84000000 PA USD 576651.90000000 0.152149241541 Long ABS-MBS USGSE US N 2 2035-11-01 Variable 6.00500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENA82 210358.39000000 PA USD 213313.61000000 0.056282661987 Long ABS-MBS USGSE US N 2 2042-01-01 Variable 6.48299880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YU25 25042.33000000 PA USD 25269.01000000 0.006667212413 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.07799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QTZ6 5237.06000000 PA USD 5312.49000000 0.001401697149 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.33800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391XEH8 83992.11000000 PA USD 85791.82000000 0.022636117809 Long ABS-MBS USGSE US N 2 2032-08-01 Variable 7.22700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403VYY9 105793.80000000 PA USD 108117.73000000 0.028526795137 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.54099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZ55 1452.63000000 PA USD 1450.45000000 0.000382700321 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 5.25700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407MEP6 6072.43000000 PA USD 6212.86000000 0.001639259207 Long ABS-MBS USGSE US N 2 2035-08-01 Variable 6.71500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404B2P6 3895.87000000 PA USD 3926.12000000 0.001035904295 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.10700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418NAF7 8561.52000000 PA USD 8792.04000000 0.002319774230 Long ABS-MBS USGSE US N 2 2040-04-01 Variable 6.69399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZX4 5064.36000000 PA USD 5037.01000000 0.001329011924 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 5.06700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404UDP2 77376.98000000 PA USD 79767.12000000 0.021046504499 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.26199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400H5W9 58459.88000000 PA USD 59750.09000000 0.015765023709 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 6.30799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GK44 5188.38000000 PA USD 5313.96000000 0.001402085007 Long ABS-MBS USGSE US N 2 2035-10-01 Variable 6.39100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EK6B6 529805.07000000 PA USD 544968.35000000 0.143789556778 Long ABS-MBS USGSE US N 2 2038-09-01 Variable 6.41499840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404RUN5 9442.20000000 PA USD 9593.48000000 0.002531233671 Long ABS-MBS USGSE US N 2 2034-03-01 Variable 6.21399960 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMH1 20000000.00000000 PA USD 20103515.60000000 5.304299961298 Long DBT UST US N 2 2027-01-31 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JA4Y1 1947336.31000000 PA USD 2017196.63000000 0.532236063549 Long ABS-MBS USGSE US N 2 2042-07-01 Variable 6.53100120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410PMX8 2489.67000000 PA USD 2571.36000000 0.000678451720 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.65700120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RND4 2119.44000000 PA USD 2155.53000000 0.000568735236 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 6.18400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409UWR2 38639.62000000 PA USD 39795.57000000 0.010500036143 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.15999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402BSQ8 1335.75000000 PA USD 1372.81000000 0.000362215056 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.28700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DFB0 135136.33000000 PA USD 138097.73000000 0.036436999302 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.58299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405UY60 86995.59000000 PA USD 88054.39000000 0.023233095482 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.04400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406MEP7 3436.47000000 PA USD 3523.19000000 0.000929591468 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 6.09400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KSS5 53647.72000000 PA USD 54993.42000000 0.014509979318 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.28700040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406QGB7 6358.39000000 PA USD 6505.38000000 0.001716440426 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.24899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PP38 1248.99000000 PA USD 1255.56000000 0.000331278717 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 6.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ARR1 10003.19000000 PA USD 10238.72000000 0.002701479839 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.37400160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WEF7 13112.37000000 PA USD 13401.75000000 0.003536043318 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.25200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CCP0 3065.84000000 PA USD 3139.66000000 0.000828397318 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.22500120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S5XQ2 489204.11000000 PA USD 508146.81000000 0.134074216582 Long ABS-MBS USGSE US N 2 2037-06-01 Variable 6.46400160 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418UHN7 45358.90000000 PA USD 46739.41000000 0.012332163965 Long ABS-MBS USGSE US N 2 2040-05-01 Variable 6.55999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GQL0 38062.76000000 PA USD 39298.80000000 0.010368963691 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.57799920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225DLD4 11880.11000000 PA USD 11926.43000000 0.003146781062 Long ABS-MBS USGA US N 2 2035-01-20 Variable 5.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DSD3 59210.75000000 PA USD 59558.66000000 0.015714515024 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.31100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31361ML80 166.29000000 PA USD 165.23000000 0.000043595831 Long ABS-MBS USGSE US N 2 2026-09-01 Variable 4.21899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBVK9 3063343.86000000 PA USD 3171743.13000000 0.836862432245 Long ABS-MBS USGSE US N 2 2047-05-01 Variable 6.45099840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XK48 33381.54000000 PA USD 33980.21000000 0.008965657060 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.20899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31386G6N8 3470.99000000 PA USD 3491.71000000 0.000921285489 Long ABS-MBS USGSE US N 2 2040-11-01 Variable 5.50800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGV68 54465.25000000 PA USD 55876.86000000 0.014743074407 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.33700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MVF6 388620.26000000 PA USD 395530.24000000 0.104360405337 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.42300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400QZ48 657.98000000 PA USD 668.88000000 0.000176483567 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 6.55800120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GR84 422883.93000000 PA USD 427259.24000000 0.112732082054 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.28899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GDL4 47518.37000000 PA USD 49207.96000000 0.012983489331 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.38399880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AR70 15083.43000000 PA USD 15555.86000000 0.004104403888 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 6.45999840 N N N N N N N/A N/A N/A -47.00000000 NC USD -44863.62000000 -0.01183723795 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Notes 2025-12-19 -5427765.63000000 USD -44863.62000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XTD4 188458.31000000 PA USD 196221.62000000 0.051772951163 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 7.05800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HN32 626.13000000 PA USD 618.61000000 0.000163219859 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.61999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402MPQ7 2295.00000000 PA USD 2355.35000000 0.000621457617 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.46499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JSM3 29987.57000000 PA USD 30248.13000000 0.007980950097 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.09000120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LKW4 375175.44000000 PA USD 386676.67000000 0.102024396455 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.47700120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401L4L4 1448.53000000 PA USD 1479.80000000 0.000390444300 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 6.24899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387UEK3 21.81000000 PA USD 22.01000000 0.000005807324 Long ABS-MBS USGSE US N 2 2030-12-01 Variable 7.25799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414UP36 88670.11000000 PA USD 91012.03000000 0.024013466938 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 6.27999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBKS4 12897055.37000000 PA USD 13465398.68000000 3.552836982263 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 6.51399840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRGX8 1305189.48000000 PA USD 1347978.98000000 0.355663407023 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.68499840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JBHN9 1825033.90000000 PA USD 1898427.11000000 0.500898800312 Long ABS-MBS USGSE US N 2 2045-09-01 Variable 6.45800040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHML4 60850.52000000 PA USD 61617.01000000 0.016257609378 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.27900120 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AFT9 688943.54000000 PA USD 708936.59000000 0.187052473891 Long ABS-MBS USGSE US N 2 2037-08-01 Variable 6.48699840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FZG3 2890.99000000 PA USD 2935.71000000 0.000774585239 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.40000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404H4G1 3876.75000000 PA USD 3956.54000000 0.001043930593 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.62500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410G6F5 172161.92000000 PA USD 175694.80000000 0.046356962602 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 6.27900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407GCY2 803.95000000 PA USD 833.00000000 0.000219786526 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.97399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MAV9 5807.80000000 PA USD 5907.15000000 0.001558597816 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.62500080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWY59 1902116.63000000 PA USD 1908774.23000000 0.503628881423 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 5.28279120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407QG59 15071.48000000 PA USD 15449.04000000 0.004076219498 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.42300120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWV3 4414.59000000 PA USD 4513.82000000 0.001190968571 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.57799920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QLK4 3238350.24000000 PA USD 3379491.63000000 0.891676743455 Long ABS-MBS USGSE US N 2 2046-11-01 Variable 6.65799840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EQ94 11060244.88000000 PA USD 11226336.91000000 2.962061940909 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390S3K5 2301.05000000 PA USD 2309.69000000 0.000609410255 Long ABS-MBS USGSE US N 2 2032-05-01 Variable 6.10499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RMJ5 69513.54000000 PA USD 70266.39000000 0.018539742857 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.15399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BK56 69012.18000000 PA USD 71575.82000000 0.018885235140 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.51899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390K5E4 68440.75000000 PA USD 69118.56000000 0.018236888633 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 5.64400080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PCY3 1517.26000000 PA USD 1559.41000000 0.000411449348 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 6.45800040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DXK0 3882.85000000 PA USD 3958.13000000 0.001044350113 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.49100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWSC1 1948937.52000000 PA USD 1955194.19000000 0.515876758707 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 5.28279120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B1TL6 1201013.30100000 PA USD 1157990.36000000 0.305535028994 Long ABS-MBS USGSE US N 2 2037-09-15 Floating 4.76988840 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288QF62 3856802.07000000 PA USD 3994318.35000000 1.053898387271 Long ABS-MBS USGSE US N 2 2047-06-01 Variable 6.41800080 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406GNF2 36018.61000000 PA USD 36738.43000000 0.009693411675 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.70500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DBZ8 5164.44000000 PA USD 5317.97000000 0.001403143043 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.44299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XQY8 7811.91000000 PA USD 7905.50000000 0.002085861208 Long ABS-MBS USGSE US N 2 2036-03-01 Variable 6.48500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31375HEE0 376.08000000 PA USD 375.49000000 0.000099072800 Long ABS-MBS USGSE US N 2 2026-02-01 Variable 6.84799920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WHP2 3465.75000000 PA USD 3510.15000000 0.000926150872 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.60000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402JBV8 5226.54000000 PA USD 5207.83000000 0.001374082673 Long ABS-MBS USGSE US N 2 2033-08-01 Variable 4.96100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389PVL1 88212.37000000 PA USD 88794.66000000 0.023428415256 Long ABS-MBS USGSE US N 2 2032-03-01 Variable 6.04000080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CQF2 421.02000000 PA USD 424.12000000 0.000111903795 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 6.43500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EKN1 118904.90000000 PA USD 121662.52000000 0.032100579469 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.00900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JQP2 359.84000000 PA USD 364.95000000 0.000096291828 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.16500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400KQZ2 5297.75000000 PA USD 5354.80000000 0.001412860615 Long ABS-MBS USGSE US N 2 2033-05-01 Variable 5.91900120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WUW7 3509.50000000 PA USD 3550.05000000 0.000936678462 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 6.01499880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410SC96 5554.39000000 PA USD 5652.30000000 0.001491355804 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 6.17699880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391FFF0 4656.67000000 PA USD 4660.80000000 0.001229749151 Long ABS-MBS USGSE US N 2 2027-08-01 Variable 5.88999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QF61 3387.91000000 PA USD 3460.42000000 0.000913029643 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 6.28200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LB87 91311.61000000 PA USD 93563.80000000 0.024686749849 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 6.53699880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300MAW3 144475.44000000 PA USD 148060.83000000 0.039065756978 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 6.37899840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389AZ22 1799.34000000 PA USD 1779.59000000 0.000469543703 Long ABS-MBS USGSE US N 2 2027-11-01 Variable 5.25700080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QQG8 1233.53000000 PA USD 1266.90000000 0.000334270769 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 6.54500160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WQP2 1940.81000000 PA USD 1975.54000000 0.000521244987 Long ABS-MBS USGSE US N 2 2035-03-01 Variable 6.12000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FCAM0 780325.92000000 PA USD 809672.36000000 0.213631543520 Long ABS-MBS USGSE US N 2 2046-03-01 Variable 6.40400040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404KRM6 17482.53000000 PA USD 17755.68000000 0.004684825013 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 6.51499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406WRX4 1134.96000000 PA USD 1172.57000000 0.000309381857 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 6.80299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402A5X0 32623.12000000 PA USD 33328.56000000 0.008793719617 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 6.28899840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CEQ6 15661.84000000 PA USD 15925.94000000 0.004202049263 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 6.04199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391MCM3 16456.77000000 PA USD 16668.55000000 0.004397986445 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 5.16399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404EAC0 13332.23000000 PA USD 13579.01000000 0.003582813257 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 6.67199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400AMS4 20074.64000000 PA USD 20418.32000000 0.005387360904 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.24999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BHC80 3800378.50000000 PA USD 3712759.63000000 0.979609295884 Long ABS-MBS USGSE US N 2 2045-06-25 Floating 4.55541120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DMV8 219476.90000000 PA USD 221751.19000000 0.058508912169 Long ABS-MBS USGSE US N 2 2036-04-01 Variable 6.09300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405JFC3 154818.87000000 PA USD 156825.72000000 0.041378367698 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 6.04800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409XZU6 2713.95000000 PA USD 2750.77000000 0.000725788936 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.33499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VYX8 24565.86000000 PA USD 24769.16000000 0.006535327305 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 5.94100080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400ANG9 7860.34000000 PA USD 7993.58000000 0.002109101061 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 6.24899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MMV1 137733.45000000 PA USD 140335.58000000 0.037027454619 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.48500040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410FWH4 359111.09000000 PA USD 370915.51000000 0.097865824290 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.47899920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390RZZ9 683.64000000 PA USD 699.73000000 0.000184623320 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.14999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403EDZ7 968.08000000 PA USD 1003.59000000 0.000264796591 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 6.38100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3G0 3478.11000000 PA USD 3537.27000000 0.000933306467 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.18999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391T4G0 2929.46000000 PA USD 2990.19000000 0.000788959752 Long ABS-MBS USGSE US N 2 2032-11-01 Variable 6.10200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRFC5 675381.11000000 PA USD 697638.31000000 0.184071429811 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 6.69899880 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WYA1 26494.40000000 PA USD 26622.42000000 0.007024308791 Long ABS-MBS USGSE US N 2 2039-09-01 Variable 6.34299840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AEY5 79493.48000000 PA USD 80145.66000000 0.021146382040 Long ABS-MBS USGSE US N 2 2044-04-01 Variable 5.30799840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410QZE4 42043.31000000 PA USD 43130.20000000 0.011379876174 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 7.00200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405X2Q5 218267.04000000 PA USD 222304.89000000 0.058655005566 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 6.17799960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KKY4 143044.64000000 PA USD 146394.34000000 0.038626054638 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.39399960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSR5 8637.54000000 PA USD 8891.68000000 0.002346064181 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 6.15999960 N N N N N N 2025-12-01 Franklin Investors Securities Trust Monica Krogh Monica Krogh Assistant Treasurer