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0.009155643284 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31419AA64 39891.89 PA USD 41131.71 0.002093047875 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138LWCH2 203107.83 PA USD 184447.99 0.009385908670 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W1SQ1 38248.01 PA USD 33669.44 0.001713319233 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138X0YX0 473546.08 PA USD 429462.54 0.021853836291 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W36N8 183273.88 PA USD 166327.02 0.008463796321 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WDT76 78769.64 PA USD 73289.18 0.003729428279 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XJZ75 577933.41 PA USD 519797.7 0.026450674464 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EPT20 62043.84 PA USD 63958 0.003254597389 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EKBW4 416491.2 PA USD 416926.52 0.021215922379 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BM60 201512.99 PA USD 187177.7 0.009524813999 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BP42 125063.27 PA USD 116166.48 0.005911303082 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BPA8 81521.2 PA USD 75721.92 0.003853221851 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WES42 35122.33 PA USD 32579.88 0.001657875362 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YEPC5 30979.59 PA USD 28775.76 0.001464297091 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YGXW7 106184.79 PA USD 98630.99 0.005018983748 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BMF0 12682.68 PA USD 11780.46 0.000599466124 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EMY39 140419.7 PA USD 140349.44 0.007141888755 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31391UDX0 43856.84 PA USD 44268.81 0.002252683847 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418NZ45 24258.89 PA USD 24194.27 0.001231161199 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CJ9 447131.96 PA USD 401594.97 0.020435753790 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ELTQ6 267711.83 PA USD 276153 0.014052453686 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KJD7 371093.65 PA USD 383251.87 0.019502338027 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CV2 888359.1 PA USD 801773.05 0.040799407038 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7CX8 626915.34 PA USD 602881.66 0.030678524606 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KM84 82858.56 PA USD 85558.91 0.004353791631 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31419BBR5 37313.99 PA USD 38498.67 0.001959061742 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7C34 430016.95 PA USD 385819.85 0.019633013486 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XZBL4 270325.75 PA USD 254051.92 0.012927807555 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WHFD9 392465.84 PA USD 342663.93 0.017436960693 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XW2X5 240605.13 PA USD 231576.69 0.011784122247 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YND46 334881.84 PA USD 321185.54 0.016344001063 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVH91 325176.32 PA USD 283811.49 0.014442167273 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138APEH7 601250.46 PA USD 545649.82 0.027766197812 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E9ZA7 33449.27 PA USD 30189.06 0.001536214951 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140F8B55 135632.69 PA USD 122624.85 0.006239946788 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140F7F79 143979.07 PA USD 129585.86 0.006594168074 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y9DA3 326991.68 PA USD 313781.58 0.015967239612 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ET7G5 2046059.55 PA USD 1912910.59 0.097341283533 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138MAJN9 28254.26 PA USD 24819.98 0.001263001378 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138M7KQ7 20703.18 PA USD 18219.12 0.000927106857 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W1L39 148108.28 PA USD 130239.77 0.006627443251 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ETDK9 33629.82 PA USD 29572.55 0.001504842929 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417GHQ2 56040.62 PA USD 49279.61 0.002507665813 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WNBL2 102336.13 PA USD 89989.8 0.004579264019 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138M7G33 46893.51 PA USD 41313.37 0.002102291913 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVB63 154083.91 PA USD 142930.04 0.007273206402 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7E99 1064897.26 PA USD 921447.72 0.046889229556 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVUP0 1618888.4 PA USD 1410930.21 0.071797269739 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVTB3 1561316.68 PA USD 1362705.64 0.069343291197 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJZG6 798600.19 PA USD 716270.58 0.036448487441 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CG32 379243.89 PA USD 340146.73 0.017308869249 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7E57 133713.37 PA USD 119761.4 0.006094235901 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7FA5 116005.13 PA USD 103755.87 0.005279770844 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJPQ5 274420.27 PA USD 245443.58 0.012489759447 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FHAX5 62100.79 PA USD 55504.61 0.002824434141 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7FF4 61041.28 PA USD 54595.78 0.002778186983 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E5E67 92964.16 PA USD 89313.1 0.004544829140 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YA4M4 165427.13 PA USD 159447.12 0.008113702437 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y4A90 215214.27 PA USD 207569.02 0.010562456465 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EUNG0 77754.35 PA USD 74652.03 0.003798778916 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FHG50 102353.14 PA USD 98109.43 0.004992443396 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J5JS9 3454867.01 PA USD 3014302.71 0.153387249923 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJTE8 1034894.32 PA USD 902924.7 0.045946658298 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FC3F3 1367206.79 PA USD 1227539.92 0.062465183698 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J8SF1 2712124.03 PA USD 2281879.18 0.116116795741 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H25H7 89476.83 PA USD 83111.6 0.004229256643 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H25U8 106781.26 PA USD 99185.02 0.005047176384 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H24V7 92237.03 PA USD 85877.21 0.004369988797 Long ABS-MBS USGSE US 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549300M8ZYFG0OCMTT87 3617MUEF0 203997.73 PA USD 199539.26 0.010153850256 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LNR89 598279.23 PA USD 537706.33 0.027361981579 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LNR97 644211.49 PA USD 578988.17 0.029462669041 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LE6X7 154915.02 PA USD 139811.55 0.007114517427 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LE6Z2 197751.04 PA USD 177729.7 0.009044038551 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617ATK28 51162.89 PA USD 46270.68 0.002354551961 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617ATK85 53487.71 PA USD 48373.2 0.002461541800 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 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549300M8ZYFG0OCMTT87 3617KA2C6 50065.34 PA USD 49018.07 0.002494356963 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4VB0 57540.93 PA USD 58276.4 0.002965480773 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4VC8 42208.18 PA USD 42747.67 0.002175278389 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4U88 90787.9 PA USD 88945.54 0.004526125305 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4U96 83931.49 PA USD 82175.81 0.004181637585 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4VA2 119081.68 PA USD 116590.73 0.005932891671 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617JSCH7 48386.49 PA USD 47404.58 0.002412252139 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5 N N N N N N 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549300M8ZYFG0OCMTT87 38376RBQ8 17290305.14 PA USD 701986.39 0.035721615314 Long ABS-MBS USGA US N 2 2065-04-20 Variable 1.708 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJD9 14614856.61 PA USD 536365.23 0.027293737723 Long ABS-MBS USGA US N 2 2065-09-20 Variable 1.616 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJH0 13632865.78 PA USD 422618.84 0.021505584498 Long ABS-MBS USGA US N 2 2065-10-20 Variable .027 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJW7 13013542.04 PA USD 449604.86 0.022878808024 Long ABS-MBS USGA US N 2 2065-10-20 Variable .244 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RKS4 13539890 PA USD 507542.78 0.025827064742 Long ABS-MBS USGA US N 2 2065-08-20 Variable 1.585 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RPW0 26620228.24 PA USD 593631.09 0.030207795674 Long ABS-MBS USGA US N 2 2066-01-20 Variable .017 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379DJU9 3853941.27 PA USD 226368.95 0.011519118698 Long ABS-MBS USGA US N 2 2029-07-16 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379B6E3 2033951.51 PA USD 412196.14 0.020975209999 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RQP4 16927193.26 PA USD 323150.62 0.016443997064 Long ABS-MBS USGA US N 2 2066-02-20 Variable .01 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378DRC1 14594479.07 PA USD 2481061.44 0.126252479524 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UWZ9 21311830.46 PA USD 810955 0.041266644139 Long ABS-MBS USGA US N 2 2066-01-20 Variable 2.089 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UHX1 24866376.9 PA USD 982136.35 0.049977460219 Long ABS-MBS USGA US N 2 2064-05-20 Variable 1.485 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379Q6W0 5417601.3 PA USD 908315.03 0.046220953209 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UKB5 29392003.72 PA USD 1070015.9 0.054449341047 Long ABS-MBS USGA US N 2 2064-06-20 Variable 1.507 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RA63 24936364.69 PA USD 792976.39 0.040351775989 Long ABS-MBS USGA US N 2 2066-10-20 Variable 1.506 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RG26 9601592.04 PA USD 430502.35 0.021906748560 Long ABS-MBS USGA US N 2 2066-11-20 Variable 1.085 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2Q8 8597593.82 PA USD 287159.63 0.014612542326 Long ABS-MBS USGA US N 2 2067-03-20 Variable 2.038 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378U8K6 17666308.3 PA USD 440409.94 0.022410910925 Long ABS-MBS USGA US N 2 2064-12-20 Variable .012 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UB25 11317647.89 PA USD 327080.02 0.016643950393 Long ABS-MBS USGA US N 2 2067-04-20 Variable 1.719 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R5G7 14221355.92 PA USD 442097.44 0.022496781858 Long ABS-MBS USGA US N 2 2067-06-20 Variable .862 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2S4 12321139.99 PA USD 476088.85 0.024226485011 Long ABS-MBS USGA US N 2 2067-05-20 Variable 1.38 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R7A8 8437958.15 PA USD 597288.71 0.030393919075 Long ABS-MBS USGA US N 2 2067-09-20 Variable .226 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RK62 6498383.56 PA USD 184313.65 0.009379072581 Long ABS-MBS USGA US N 2 2066-12-20 Variable 2.63 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377WKG8 3865733.61 PA USD 11728.25 0.000596809341 Long ABS-MBS USGA US N 2 2040-12-20 Floating .15 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377XUL4 6661.88 PA USD 559.29 0.000028460299 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WP82 892648.02 PA USD 170366.61 0.008669356830 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GHD3 2218338.62 PA USD 412300.42 0.020980516441 Long ABS-MBS USGA US N 2 2042-11-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WM85 627816.67 PA USD 128913.74 0.006559966254 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FMA5 950574.67 PA USD 203613.09 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 50000000 NC USD -7000 -0.000356205349 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2057-10-28 0 USD 0 USD 50000000 USD 1 2.1175 USD 2027-10-26 XXXX -7000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 6678900 NC USD 293537.66 0.014937097813 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 6678900 USD 1 2.8175 USD 2027-03-23 XXXX 293537.66 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 6678900 NC USD -398396.38 -0.020272988809 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2047-03-25 0 USD 0 USD 6678900 USD 1 2.8175 USD 2027-03-23 XXXX -398396.38 N N N CITIBANK N.A. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-11-15 0 USD 0 USD 5702000 USD 1 2.505 USD 2024-11-13 XXXX 340010.26 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1179600 NC USD -71814.05 -0.003654364108 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2053-10-19 0 USD 0 USD 1179600 USD 1 3.27 USD 2023-10-17 XXXX -71814.05 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1179600 NC USD -1639.64 -0.000083435506 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2053-10-19 0 USD 0 USD 1179600 USD 1 3.27 USD 2023-10-17 XXXX -1639.64 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 19218800 NC USD -1554608.73 -0.079108563652 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 -1554608.73 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 19218800 NC USD 3171294.19 0.161375993489 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 3171294.19 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 12950900 NC USD -418055.05 -0.021273349297 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 12950900 USD 1 1.102 USD 2022-11-23 XXXX -418055.05 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 12950900 NC USD 2761261.39 0.140510868244 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2032-11-25 0 USD 0 USD 12950900 USD 1 1.102 USD 2022-11-23 XXXX 2761261.39 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 15357200 NC USD -480066.07 -0.024428871730 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 15357200 USD 1 1.625 USD 2041-01-22 XXXX -480066.07 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 15357200 NC USD 750813.51 0.038206255504 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 15357200 USD 1 1.625 USD 2041-01-22 XXXX 750813.51 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 40009500 NC USD -1283504.76 -0.065313037323 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-01-31 0 USD 0 USD 40009500 USD 1 1.985 USD 2031-01-29 XXXX -1283504.76 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 40009500 NC USD 3373200.94 0.171650316974 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-01-31 0 USD 0 USD 40009500 USD 1 1.985 USD 2031-01-29 XXXX 3373200.94 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 30040600 NC USD -1036100.29 -0.052723495089 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2036-02-04 0 USD 0 USD 30040600 USD 1 1.937 USD 2026-02-02 XXXX -1036100.29 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 30040600 NC USD 3223356.38 0.164025254999 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2036-02-04 0 USD 0 USD 30040600 USD 1 1.937 USD 2026-02-02 XXXX 3223356.38 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 56013300 NC USD -1756016.96 -0.089357519210 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-02-05 0 USD 0 USD 56013300 USD 1 2.031 USD 2031-02-03 XXXX -1756016.96 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 56013300 NC USD 4607093.92 0.234438785522 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2041-02-05 0 USD 0 USD 56013300 USD 1 2.031 USD 2031-02-03 XXXX 4607093.92 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 3001800 NC USD 191094.59 0.009724130738 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2041-03-05 0 USD 0 USD 3001800 USD 1 2.405 USD 2031-03-03 XXXX 191094.59 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 3001800 NC USD -80808.46 -0.004112057959 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2041-03-05 0 USD 0 USD 3001800 USD 1 2.405 USD 2031-03-03 XXXX -80808.46 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 30792400 NC USD 388600.09 0.019774490109 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-03-20 0 USD 0 USD 30792400 USD 1 1.29 USD 2024-03-18 XXXX 388600.09 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 21554700 NC USD -832442.51 -0.042360067854 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-03-20 0 USD 0 USD 21554700 USD 1 2.29 USD 2024-03-18 XXXX -832442.51 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 27212800 NC USD 526023.42 0.026767479431 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-03-28 0 USD 0 USD 27212800 USD 1 2.285 USD 2041-03-26 XXXX 526023.42 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 27212800 NC USD -258249.47 -0.013141406092 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2051-03-28 0 USD 0 USD 27212800 USD 1 2.285 USD 2041-03-26 XXXX -258249.47 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 61584900 NC USD -2332836.01 -0.118709809373 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-05-01 0 USD 0 USD 61584900 USD 1 2.17 USD 2024-04-29 XXXX -2332836.01 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 123169700 NC USD 1359793.49 0.069195102139 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-05-01 0 USD 0 USD 123169700 USD 1 1.085 USD 2024-04-29 XXXX 1359793.49 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 7183900 NC USD 429740.9 0.021868001051 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2041-06-05 0 USD 0 USD 7183900 USD 1 2.427 USD 2031-06-03 XXXX 429740.9 N N N CITIBANK N.A. 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E57ODZWZ7FF32TWEFA76 N/A 147213700 NC USD 8865209.01 0.451119267329 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2031-12-16 0 USD 0 USD 147213700 USD 1 1.752 USD 2026-12-14 XXXX 8865209.01 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 147213700 NC USD -2838280.14 -0.144430081207 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2031-12-16 0 USD 0 USD 147213700 USD 1 1.752 USD 2026-12-14 XXXX -2838280.14 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 36109900 NC USD 1255541.22 0.063890071247 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2041-12-17 0 USD 0 USD 36109900 USD 1 1.6125 USD 2031-12-15 XXXX 1255541.22 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 36109900 NC USD -2969678.18 -0.151116464739 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2041-12-17 0 USD 0 USD 36109900 USD 1 1.6125 USD 2031-12-15 XXXX -2969678.18 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 62686100 NC USD -4305281.35 -0.219080606680 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 62686100 USD 1 1.7 USD 2024-01-11 XXXX -4305281.35 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 62686100 NC USD 1077574.06 0.054833949193 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2029-01-16 0 USD 0 USD 62686100 USD 1 1.7 USD 2024-01-11 XXXX 1077574.06 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9726100 NC USD 335355.93 0.017065082308 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 9726100 USD 1 1.81 USD 2027-01-12 XXXX 335355.93 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 9726100 NC USD -907542.39 -0.046181636280 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2037-01-14 0 USD 0 USD 9726100 USD 1 1.81 USD 2027-01-12 XXXX -907542.39 N N N CITIBANK N.A. 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Smith NPORT Principal Financial Officer