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N WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2006-C29 N/A 92978PAG4 4307575.09 PA USD 129.23 0.000003223132 Long ABS-MBS CORP US N 2 2048-11-15 Variable .415 N N N N N N MEZZ CAP COMMERCIAL MORTGAGE TRUST N/A 59317AAB7 47185.15 PA USD 0.47 0.000000011722 Long ABS-MBS CORP US N 2 2045-07-15 Variable 6.11 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-1 N/A 059497BW6 194004.38 PA USD 8.63 0.000000215241 Long ABS-MBS CORP US N 2 2049-01-15 Variable .425 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-LDP10 N/A 46630JAH2 212687.78 PA USD 2.13 0.000000053124 Long ABS-MBS CORP US N 2 2049-01-15 Variable .102 N N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 N/A 50180JAP0 128283.93 PA USD 21.63 0.000000539475 Long ABS-MBS CORP US N 2 2040-02-15 Variable .171 N N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2007-C2 N/A 50180JAQ8 2841541.32 PA USD 479.08 0.00001194876 Long ABS-MBS CORP US N 2 2040-02-15 Variable .171 N N N N N N CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SERIES 2007-C2 N/A 22545YBS9 6223071.08 PA USD 24.27 0.000000605319 Long ABS-MBS CORP US N 2 2049-01-15 Variable .026 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2006-LDP8 N/A 46629MAJ4 390261.94 PA USD 6.09 0.000000151891 Long ABS-MBS CORP US N 2 2045-05-15 Variable .286 N N N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 N/A 90270RAC8 41253290.61 PA USD 866096.34 0.021601355518 Long ABS-MBS CORP US N 2 2045-12-10 Variable 1.601 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C7 N/A 61690KAF9 49153221.94 PA USD 957160.69 0.023872596382 Long ABS-MBS CORP US N 2 2046-02-15 Variable 1.328 N N N N N N CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP N/A 22541QEP3 351428.77 PA USD 2677.18 0.000066771691 Long ABS-MBS CORP US N 2 2038-05-15 Variable 1.858 N N N N N N WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2005-C21 N/A 92976BAA0 3241937.23 PA USD 2982582.25 0.074388744726 Long ABS-MBS CORP US N 2 2044-10-15 Variable 5.16 N N N N N N BBCMS MORTGAGE TRUST 2020-C7 N/A 05492VAK1 4000000 PA USD 4309352 0.107479780603 Long ABS-MBS CORP US N 2 2053-04-15 Variable 3.152 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 N/A 95002XBG9 4733000 PA USD 5305316.25 0.132320178667 Long ABS-MBS CORP US N 2 2053-08-15 Variable 4.024 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAB5 17142000 PA USD 17372105.64 0.433278623515 Long ABS-MBS CORP US N 2 2049-10-15 Floating 3.38 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-H4 N/A 61691RAF3 56979485.48 PA USD 3087513.19 0.077005832958 Long ABS-MBS CORP US N 2 2051-12-15 Variable .859 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-H3 N/A 61767YBA7 60302331.45 PA USD 2848477.11 0.071044021198 Long ABS-MBS CORP US N 2 2051-07-15 Variable .828 N N N N N N BANK 2018-BNK13 549300664283JRAXM588 06539LBC3 200590620.71 PA USD 5405917.23 0.134829273134 Long ABS-MBS CORP US N 2 2061-08-15 Variable .506 N N N N N N COMM 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0.02538071956 Long ABS-MBS CORP US N 2 2045-05-15 Variable 5.319 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C11 N/A 61762TAS5 6212000 PA USD 2049960 0.051128162899 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.352 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 N/A 46643PAQ3 4818000 PA USD 2340618.13 0.058377482992 Long ABS-MBS CORP US N 2 2047-11-15 Variable 3.332 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC22 N/A 36253BBB8 4081000 PA USD 4240885.42 0.105772151939 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.692 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 N/A 61763UAG7 2709000 PA USD 1621780.78 0.040448921884 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.5 N N N N N N COMM 2014-CCRE19 MORTGAGE TRUST N/A 12592GAG8 2364000 PA USD 2197122.17 0.054798542516 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.708 N N N N N N COMM 2014-LC17 MORTGAGE TRUST N/A 12592MBN9 2308000 PA USD 2538548.89 0.06331408475 Long ABS-MBS 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2041-05-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EKBW4 802943.01 PA USD 929495.9 0.023182607363 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BM60 349896.57 PA USD 384639.06 0.009593303537 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BP42 214210.34 PA USD 235145.35 0.005864772854 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BPA8 130374.03 PA USD 143319.34 0.003574535387 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WES42 86166.27 PA USD 94587.39 0.002359109194 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YEPC5 39362.81 PA USD 43209.78 0.001077697452 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YGXW7 110773.28 PA USD 121599.28 0.003032814199 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BMF0 20911.02 PA USD 22987.35 0.000573328736 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EMY39 200111.26 PA USD 227631.05 0.005677358292 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31391UDX0 76360.02 PA USD 87110.99 0.002172639899 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418NZ45 39493.2 PA USD 45479.01 0.001134294441 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CJ9 543333.71 PA USD 602966.49 0.015038619741 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ELTQ6 438412.57 PA USD 524007.14 0.013069290335 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KJD7 533287.92 PA USD 636356.85 0.01587141051 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CV2 1250766.85 PA USD 1387652.02 0.034609503857 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CX8 704480.11 PA USD 788777.43 0.019672940414 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KM84 121199.87 PA USD 144677.51 0.003608409578 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31419BBR5 63679.11 PA USD 76183.7 0.00190010177 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7C34 511405.91 PA USD 567374.68 0.014150922488 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XZBL4 345457.37 PA USD 387234.98 0.009658048517 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WHFD9 575528.02 PA USD 625636.94 0.015604044656 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XW2X5 374094.09 PA USD 417928.38 0.010423574261 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YND46 662412.87 PA USD 738364.4 0.018415586315 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVH91 522534.89 PA USD 566396.99 0.014126537869 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138APEH7 652314.43 PA USD 716569.68 0.017872003028 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E9ZA7 35562.04 PA USD 38342.67 0.0009563066 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140F8B55 284749.1 PA USD 308526.65 0.007694979814 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140F7F79 405409.13 PA USD 436221.64 0.010879827445 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y9DA3 469087.07 PA USD 524132.75 0.01307242318 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ET7G5 3500244.25 PA USD 3892369.61 0.097079800329 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138MAJN9 37670.39 PA USD 40820.71 0.001018111529 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138M7KQ7 27488.11 PA USD 29812.67 0.00074355941 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W1L39 195287.1 PA USD 212045.86 0.005288647228 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ETDK9 49143.61 PA USD 53360.92 0.001330877583 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417GHQ2 83578.31 PA USD 90750.67 0.002263417354 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WNBL2 137964.57 PA USD 149804.14 0.003736273134 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138M7G33 66570.6 PA USD 72200.21 0.001800749331 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVB63 336808.52 PA USD 367725.39 0.009171458781 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7E99 1407419.06 PA USD 1544031.6 0.038509775394 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVUP0 2404115.84 PA USD 2604417.16 0.064956908824 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVTB3 2327633.88 PA USD 2521563.02 0.062890439251 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJZG6 963079.59 PA USD 1047713.58 0.026131080894 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CG32 649250.52 PA USD 706305.68 0.017616008051 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7E57 181255.77 PA USD 201092.58 0.005015460881 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7FA5 137303.89 PA USD 152330.57 0.00379928496 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJPQ5 302312.2 PA USD 335397.55 0.00836516838 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FHAX5 74254.63 PA USD 82334.72 0.002053514691 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7FF4 67675.73 PA USD 75039.93 0.00187157494 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E5E67 370419.92 PA USD 407798.59 0.010170926623 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YA2K0 339491.23 PA USD 375552.46 0.009366674155 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YA4M4 375339.07 PA USD 415208.11 0.01035572786 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y4A90 302868.38 PA USD 335039.48 0.008356237737 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EUNG0 80981.49 PA USD 89456.92 0.002231149866 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FHG50 451176.32 PA USD 494871.12 0.012342607288 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J5JS9 4646407.08 PA USD 5103223.24 0.127279766008 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJTE8 1309816.96 PA USD 1438592.92 0.03588002359 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FC3F3 1423450.39 PA USD 1529413.46 0.038145183576 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J8SF1 3947013.62 PA USD 4188594.93 0.104467972009 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H25H7 152850.55 PA USD 166594.66 0.004155046398 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H25U8 215285.44 PA USD 234643.61 0.00585225893 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H24V7 225164.08 PA USD 245621.61 0.00612606182 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H1HT0 56217.66 PA USD 61325.38 0.001529519609 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKAB2 1268003.68 PA USD 1400315.3 0.034925339406 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JMRA2 1418263.42 PA USD 1582697.59 0.039474145935 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JMSD5 1870059.73 PA USD 2086875.39 0.052048871632 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUFY5 98986.75 PA USD 111267.59 0.002775130962 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JS4K2 109027.92 PA USD 121668.67 0.003034544859 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUGW8 80013.34 PA USD 88512.47 0.002207594287 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JXZG6 293906.91 PA USD 328166.31 0.008184813633 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKL87 164968.75 PA USD 183992.2 0.004588959381 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4CQ1 49119.73 PA USD 54490.8 0.001359057981 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4B58 831402.33 PA USD 909018.81 0.022671887157 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31402QYY1 290322.4 PA USD 337166.38 0.008409284864 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409VC76 13092.28 PA USD 15575.61 0.000388472129 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31371MWJ2 11281.95 PA USD 13412.21 0.000334514653 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410FDX0 18425.97 PA USD 22025.92 0.000549349658 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31371M5N3 25108.51 PA USD 29954.36 0.000747093308 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31411AFK6 12881.44 PA USD 15429.77 0.000384834726 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXDF6 3393856.58 PA USD 3811949.17 0.095074029799 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXFM9 5847155.1 PA USD 6581228 0.164142762424 Long ABS-MBS USGSE US N 2 2057-01-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXG55 9382876.44 PA USD 10421476.42 0.259922605343 Long ABS-MBS USGSE US N 2 2057-09-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXC59 637578.92 PA USD 713931.23 0.017806197304 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 3.5 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B6ZY2 9898531.89 PA USD 2562037.01 0.063899903218 Long ABS-MBS USGSE US N 2 2049-11-25 Floating 5.87 N N N N N N FANNIE MAE REMICS N/A 3136B13G7 42460589.64 PA USD 6475239.92 0.161499308006 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 6.07 N N N N N N FANNIE MAE REMICS N/A 3136B6QQ9 37700575.23 PA USD 6389582.46 0.159362920677 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 5.852 N N N N N N FANNIE MAE REMICS N/A 3136AXV85 25800031.57 PA USD 3459784.23 0.086290665041 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS N/A 3136B6NN9 23273051.29 PA USD 4154430.26 0.103615869132 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 5.92 N N N N N N FANNIE MAE REMICS N/A 3136B8H51 54620653.94 PA USD 10640103.39 0.265375392391 Long ABS-MBS USGSE US N 2 2050-03-25 Floating 5.902 N N N N N N FANNIE MAE REMICS N/A 3136B7WD9 52760035.02 PA USD 8309593.66 0.207250023548 Long ABS-MBS USGSE US 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E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 15357200 USD 1 1.625 USD 2041-01-22 XXXX 17967.92 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 269809400 NC USD -35075.22 -0.000874812953 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2025-01-31 0 USD 0 USD 269809400 USD 1 .485 USD 2024-01-29 XXXX -35075.22 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 269809400 NC USD -75546.63 -0.001884212572 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. 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E57ODZWZ7FF32TWEFA76 N/A 66000000 NC USD 347820 0.008674997375 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Written CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2026-02-28 0 USD 679800 USD 66000000 USD 1 1.247 USD 2024-02-26 XXXX 331980 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 66000000 NC USD 684420 0.017070156126 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written CITIBANK N.A. 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B4TYDEB6GKMZO031MB27 N/A 19218800 NC USD -1080480.94 -0.026948333387 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2050-03-07 0 USD 0 USD 19218800 USD 1 1.275 USD 2030-03-05 XXXX -1080480.94 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 19218800 NC USD 894250.76 0.022303556425 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2050-03-07 0 USD 0 USD 19218800 USD 1 1.275 USD 2030-03-05 XXXX 894250.76 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 50300800 NC USD -82493.31 -0.002057470093 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2031-02-18 0 USD 0 USD 50300800 USD 1 2.764 USD 2021-02-16 XXXX -82493.31 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 2457900 NC USD 142877.73 0.003563521168 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2055-03-17 0 USD 327720 USD 2457900 USD 1 1.17 USD 2025-03-13 XXXX 184842.27 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 4915900 NC USD 1038188.92 0.025893525835 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2055-03-17 0 USD 751040.28 USD 4915900 USD 1 1.17 USD 2025-03-13 XXXX -287148.64 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 50300800 NC USD -1910927.39 -0.047660543076 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2031-02-18 0 USD 0 USD 50300800 USD 1 2.764 USD 2021-02-16 XXXX -1910927.39 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 30174400 NC USD 410673.58 0.010242631903 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2032-03-24 0 USD 977650.56 USD 30174400 USD 1 1.07 USD 2027-03-22 XXXX 566976.98 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 30174400 NC USD 1563335.66 0.038991238995 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2032-03-24 0 USD 977650.56 USD 30174400 USD 1 1.07 USD 2027-03-22 XXXX -585685.1 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 2583000 NC USD 603724.59 0.015057527554 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2055-03-24 -393600 USD 0 USD 2583000 USD 1 1.04 USD 2025-03-20 XXXX 210124.59 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 34071000 NC USD 409192.71 0.010205697445 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Written TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2027-03-24 0 USD 393600 USD 34071000 USD 1 1.05 USD 2025-03-20 XXXX -15592.71 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 17130300 NC USD 1654273.07 0.041259313841 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-03-24 0 USD 1004692.06 USD 17130300 USD 1 .968 USD 2025-03-20 XXXX -649581.01 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 17130300 NC USD 318109.67 0.007933990433 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-03-24 0 USD 1004692.06 USD 17130300 USD 1 .968 USD 2025-03-20 XXXX 686582.39 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 14414200 NC USD -4234747.82 -0.105619073727 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2052-06-22 0 USD 0 USD 14414200 USD 1 2.3075 USD 2022-06-20 XXXX -4234747.82 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 14414200 NC USD 54485.68 0.001358930283 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2052-06-22 0 USD 0 USD 14414200 USD 1 2.3075 USD 2022-06-20 XXXX 54485.68 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 16661800 NC USD -635814.29 -0.015857878492 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2035-04-04 0 USD 0 USD 16661800 USD 1 .902 USD 2025-04-02 XXXX -635814.29 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 16661800 NC USD 767775.74 0.019149136132 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2035-04-04 0 USD 0 USD 16661800 USD 1 .902 USD 2025-04-02 XXXX 767775.74 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 55539700 NC USD 564283.35 0.01407382146 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2032-04-04 0 USD 0 USD 55539700 USD 1 .983 USD 2030-04-02 XXXX 564283.35 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 55539700 NC USD -482084.6 -0.012023698004 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2032-04-04 0 USD 0 USD 55539700 USD 1 .983 USD 2030-04-02 XXXX -482084.6 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 138849000 NC USD 572057.88 0.014267726432 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-08 0 USD 0 USD 138849000 USD 1 .87 USD 2027-04-06 XXXX 572057.88 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 138849000 NC USD -545676.57 -0.013609748757 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-08 0 USD 0 USD 138849000 USD 1 .87 USD 2027-04-06 XXXX -545676.57 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 41654700 NC USD 71646.08 0.001786928745 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-13 0 USD 0 USD 41654700 USD 1 .8925 USD 2023-04-11 XXXX 71646.08 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 41654700 NC USD -438623.99 -0.010939744586 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2028-04-13 0 USD 0 USD 41654700 USD 1 .8925 USD 2023-04-11 XXXX -438623.99 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 33323900 NC USD 491194.29 0.012250903273 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 2030-05-08 0 USD 0 USD 33323900 USD 1 .958 USD 2025-05-06 XXXX 491194.29 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 33323900 NC USD -592165.7 -0.014769236655 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Written UBS AG BFM8T61CT2L1QCEMIK50 2030-05-08 0 USD 0 USD 33323900 USD 1 .958 USD 2025-05-06 XXXX -592165.7 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25768900 NC USD 893665.45 0.022288958177 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 25768900 USD 1 1.168 USD 2027-06-24 XXXX 893665.45 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25768900 NC USD -926391.96 -0.023105191828 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-06-28 0 USD 0 USD 25768900 USD 1 1.168 USD 2027-06-24 XXXX -926391.96 N N N CITIBANK N.A. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-05-27 0 USD 1757038.6 USD 18691900 USD 1 2.75 USD 2025-05-22 XXXX -2193120.63 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 18691900 NC USD 4343436.8 0.108329891438 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-05-24 -2093492.8 USD 0 USD 18691900 USD 1 2.75 USD 2048-05-26 XXXX 2249944 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 27586300 NC USD 27.59 0.000000688124 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2026-05-26 0 USD 212184.62 USD 27586300 USD 1 2.664 USD 2021-05-24 XXXX 212157.03 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 6896600 NC USD 2137.95 0.000053322726 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. 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