NPORT-P false 0000837274 XXXXXXXX S000007317 C000020102 C000020103 Franklin Templeton Variable Insurance Products Trust 811-05583 0000837274 549300PIBKZH7YTTWU55 One Franklin Parkway San Mateo 94403-1906 650-312-2000 Franklin U.S. Government Securities VIP Fund S000007317 549300L2E6KSPGTN7F91 2020-12-31 2020-06-30 N 820837148.89 598161.61 820238987.28 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 2141120.24000000 USD N FANNIE MAE 3.14% 10/01/2025 FNMA DUS B1V7KEBTPIMZEU4LTD58 3138LA6U8 3959404.28000000 PA USD 4315129.51000000 0.526081980607 Long ABS-MBS USGA US N 2 2025-10-01 Fixed 3.14000000 N N N N N N FANNIE MAE 4.50% 06/01/2041 FNMA 30 B1V7KEBTPIMZEU4LTD58 31416YRT7 186671.79000000 PA USD 206478.45000000 0.025172962173 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 03/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36203SL21 9871.23000000 PA USD 10864.43000000 0.001324544452 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36183MUW2 35434.09000000 PA USD 38219.12000000 0.004659510288 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 4.00000000 N N N N N N FANNIE MAE 3.656% 02/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31368HWB5 1057.44000000 PA USD 1063.25000000 0.000129626854 Long ABS-MBS USGA US N 2 2024-02-01 Floating 3.65600000 N N N N N N FANNIE MAE 3.429% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403GMW9 1867.96000000 PA USD 1946.86000000 0.000237352775 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.42900000 N N N N N N FANNIE MAE 4.00% 01/01/2041 FNMA 30 B1V7KEBTPIMZEU4LTD58 31419JH84 143397.51000000 PA USD 157436.39000000 0.019193965715 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2035 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31297U6R6 51961.64000000 PA USD 57850.61000000 0.007052896887 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 6.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 7.00% 02/01/2031 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31283HJU0 22905.20000000 PA USD 26424.62000000 0.003221575712 Long ABS-MBS USGA US N 2 2031-02-01 Fixed 7.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.00% 11/01/2032 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31288CT76 16322.78000000 PA USD 18165.93000000 0.002214711843 Long ABS-MBS USGA US N 2 2032-11-01 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 03/20/2031 GNMA II 549300M8ZYFG0OCMTT87 36202DL90 2037.34000000 PA USD 2293.32000000 0.000279591684 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620AVQ39 17976.96000000 PA USD 19903.28000000 0.002426522063 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.883% 03/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400QSS3 13271.19000000 PA USD 13404.11000000 0.001634171285 Long ABS-MBS USGA US N 2 2033-03-01 Floating 3.88300000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 5.50% 07/01/2033 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31296KQD8 10748.45000000 PA USD 12188.72000000 0.001485996177 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FANNIE MAE 3.394% 12/01/2029 FNMA ARM B1V7KEBTPIMZEU4LTD58 31384G2Y0 2035.86000000 PA USD 2053.45000000 0.000250347768 Long ABS-MBS USGA US N 2 2029-12-01 Floating 3.39400000 N N N N N N FANNIE MAE 4.198% 05/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401CTE3 4626.08000000 PA USD 4667.82000000 0.000569080484 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.19800000 N N N N N N FANNIE MAE 4.033% 09/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31419AL88 19844.09000000 PA USD 20848.00000000 0.002541698251 Long ABS-MBS USGA US N 2 2040-09-01 Floating 4.03300000 N N N N N N GOVT NATL MORTG ASSN 4.50% 05/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620AXZW1 67025.16000000 PA USD 73603.66000000 0.008973440807 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N FANNIE MAE 5.50% 05/01/2033 FNMA 30 B1V7KEBTPIMZEU4LTD58 31401EWH8 14335.56000000 PA USD 15979.95000000 0.001948206589 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 5.50000000 N N N N N N FANNIE MAE 3.365% 03/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406G2T5 12388.35000000 PA USD 12929.71000000 0.001576334483 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.36500000 N N N N N N GOVT NATL MORTG ASSN 5.50% 08/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36202XEG8 66665.64000000 PA USD 77844.74000000 0.009490494990 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 01/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 36297H6L7 38421.49000000 PA USD 43799.83000000 0.005339886384 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.047% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406RA70 86051.65000000 PA USD 86749.08000000 0.010576073723 Long ABS-MBS USGA US N 2 2035-07-01 Floating 3.04700000 N N N N N N FANNIE MAE 3.77% 02/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31389MSA6 35703.91000000 PA USD 35710.83000000 0.004353710388 Long ABS-MBS USGA US N 2 2032-02-01 Floating 3.77000000 N N N N N N FANNIE MAE 3.865% 03/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411RTJ7 11761.64000000 PA USD 12206.64000000 0.001488180906 Long ABS-MBS USGA US N 2 2037-03-01 Floating 3.86500000 N N N N N N FANNIE MAE 3.406% 08/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 31384VVF6 103.48000000 PA USD 103.81000000 0.000012656067 Long ABS-MBS USGA US N 2 2039-08-01 Floating 3.40600000 N N N N N N FANNIE MAE 3.518% 09/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31390WRQ7 5767.01000000 PA USD 5788.25000000 0.000705678477 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.51800000 N N N N N N GOVT NATL MORTG ASSN 5.00% 10/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620A5M97 204655.67000000 PA USD 234034.79000000 0.028532512307 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620C0XV5 93233.64000000 PA USD 106529.73000000 0.012987645265 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 12/15/2036 GNMA SF 549300M8ZYFG0OCMTT87 36241KLL0 152184.37000000 PA USD 177640.97000000 0.021657220975 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 07/15/2029 GNMA SF 549300M8ZYFG0OCMTT87 36209FYF0 1076.63000000 PA USD 1195.59000000 0.000145761176 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.00000000 N N N N N N FANNIE MAE 3.574% 12/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31376JN88 6357.55000000 PA USD 6383.73000000 0.000778276831 Long ABS-MBS USGA US N 2 2036-12-01 Floating 3.57400000 N N N N N N GOVT NATL MORTG ASSN 7.00% 10/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224JJY9 262.35000000 PA USD 263.33000000 0.000032104057 Long ABS-MBS USGA US N 2 2022-10-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 3.50% 09/20/2047 SF2 G2SF 549300M8ZYFG0OCMTT87 36179TG41 60140455.78000000 PA USD 64041627.62000000 7.807679056121 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N FANNIE MAE 6.00% 10/01/2034 FNMA 30 B1V7KEBTPIMZEU4LTD58 31405UW54 119069.88000000 PA USD 132456.49000000 0.016148524034 Long ABS-MBS USGA US N 2 2034-10-01 Fixed 6.00000000 N N N N N N FANNIE MAE 3.481% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RTR0 77146.53000000 PA USD 78650.58000000 0.009588739528 Long ABS-MBS USGA US N 2 2035-09-01 Floating 4.20800000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.00% 10/01/2033 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31296NT72 70897.42000000 PA USD 82778.45000000 0.010091991637 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 6.00000000 N N N N N N FANNIE MAE 3.298% 02/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412EJ23 12285.78000000 PA USD 12689.99000000 0.001547108854 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.29800000 N N N N N N FANNIE MAE 3.458% 01/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391UVX0 24342.20000000 PA USD 24491.21000000 0.002985862703 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.45800000 N N N N N N FANNIE MAE 3.572% 09/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403NKS5 8271.55000000 PA USD 8323.46000000 0.001014760347 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.57200000 N N N N N N FANNIE MAE 3.844% 01/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374FVA4 1046.48000000 PA USD 1052.41000000 0.000128305288 Long ABS-MBS USGA US N 2 2026-01-01 Floating 3.84400000 N N N N N N GOVT NATL MORTG ASSN 6.50% 05/15/2037 GNMA SF 549300M8ZYFG0OCMTT87 36295DLW7 31228.85000000 PA USD 34397.97000000 0.004193652159 Long ABS-MBS USGA US N 2 2037-05-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 01/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36224YNU9 8553.80000000 PA USD 9002.24000000 0.001097514278 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204QB82 15639.94000000 PA USD 17368.00000000 0.002117431659 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36183J3M1 38357.83000000 PA USD 41612.18000000 0.005073177530 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 9.50% 12/15/2020 GNMA SF 549300M8ZYFG0OCMTT87 362204CU1 26.08000000 PA USD 26.11000000 0.000003183218 Long ABS-MBS USGA US N 2 2020-12-15 Fixed 9.50000000 N N N N N N FANNIE MAE 4.085% 06/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31388BJR4 16813.47000000 PA USD 16770.88000000 0.002044633364 Long ABS-MBS USGA US N 2 2030-06-01 Floating 4.08500000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36201FX69 23935.90000000 PA USD 27299.21000000 0.003328201953 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.343% 03/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406UUX4 3358.70000000 PA USD 3447.76000000 0.000420336030 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.34300000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.00% 01/01/2024 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31335GC37 1540.78000000 PA USD 1713.18000000 0.000208863517 Long ABS-MBS USGA US N 2 2024-01-01 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 08/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36198QTS7 69977.39000000 PA USD 75142.29000000 0.009161023941 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 01/15/2037 GNMA SF 549300M8ZYFG0OCMTT87 36241KLV8 151615.98000000 PA USD 180713.37000000 0.022031794733 Long ABS-MBS USGA US N 2 2037-01-15 Fixed 6.00000000 N N N N N N FREDDIE MAC 8.00% 05/01/2022 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31292GDZ6 810.18000000 PA USD 846.37000000 0.000103185780 Long ABS-MBS USGA US N 2 2022-05-01 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 12/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204TFW9 1449.38000000 PA USD 1596.15000000 0.000194595724 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36200NLZ2 6376.51000000 PA USD 7048.16000000 0.000859281271 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 11/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224NW41 2013.63000000 PA USD 2033.64000000 0.000247932618 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 7.50000000 N N N N N N FANNIE MAE 3.715% 07/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413FKS0 25795.88000000 PA USD 25943.35000000 0.003162901349 Long ABS-MBS USGA US N 2 2037-07-01 Floating 3.71500000 N N N N N N GOVT NATL MORTG ASSN 5.00% 01/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 36296QPJ2 407332.55000000 PA USD 466410.94000000 0.056862810380 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.38% 03/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400VP89 8874.56000000 PA USD 8958.47000000 0.001092178028 Long ABS-MBS USGA US N 2 2028-03-01 Floating 3.38000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 03/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36223GXU8 6115.87000000 PA USD 6140.23000000 0.000748590361 Long ABS-MBS USGA US N 2 2022-03-15 Fixed 8.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.50% 03/01/2025 FHLMC G15 S6XOOCT0IEG5ABCC6L87 3128PRDW6 51111.22000000 PA USD 53869.62000000 0.006567551754 Long ABS-MBS USGA US N 2 2025-03-01 Fixed 4.50000000 N N N N N N FANNIE MAE 3.771% 02/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409XZZ5 10048.00000000 PA USD 10287.91000000 0.001254257619 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.77100000 N N N N N N FANNIE MAE 4.00% 06/01/2041 FNMA 30 B1V7KEBTPIMZEU4LTD58 3138AJKX9 2345633.61000000 PA USD 2574853.50000000 0.313915034511 Long ABS-MBS USGA US N 2 2041-06-01 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 10/20/2041 SF2 G2SF 549300M8ZYFG0OCMTT87 36202FX92 830654.91000000 PA USD 912521.61000000 0.111250699387 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 10/15/2035 GNMA SF 549300M8ZYFG0OCMTT87 36292GHS7 125874.82000000 PA USD 147145.31000000 0.017939321622 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 05/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36210PN34 6183.68000000 PA USD 6880.06000000 0.000838787244 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.00000000 N N N N N N FANNIE MAE 3% FNL B1V7KEBTPIMZEU4LTD58 31418DQA3 14955360.00000000 PA USD 15872626.07000000 1.935122118815 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 11/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620A64Z7 34633.51000000 PA USD 39204.74000000 0.004779672828 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2035 FHLMC G30 S6XOOCT0IEG5ABCC6L87 3128K5XU1 1597.33000000 PA USD 1777.38000000 0.000216690504 Long ABS-MBS USGA US N 2 2035-05-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 04/15/2028 GNMA SF 549300M8ZYFG0OCMTT87 36208WGW7 2650.15000000 PA USD 2660.61000000 0.000324370097 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.00000000 N N N N N N FANNIE MAE 2.957% 06/01/2040 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385Y2E4 44000.68000000 PA USD 44502.59000000 0.005425563852 Long ABS-MBS USGA US N 2 2040-06-01 Floating 2.95700000 N N N N N N FANNIE MAE 6.50% 04/01/2024 FNMA B1V7KEBTPIMZEU4LTD58 31372RJR7 83.36000000 PA USD 92.75000000 0.000011307680 Long ABS-MBS USGA US N 2 2024-04-01 Fixed 6.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.00% 12/01/2041 FHLMC G30 S6XOOCT0IEG5ABCC6L87 3132GLJE5 1933778.71000000 PA USD 2122948.50000000 0.258820725778 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 4.00000000 N N N N N N FANNIE MAE 3.365% 01/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409GSP2 2624.31000000 PA USD 2647.14000000 0.000322727892 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.36500000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36203CYU0 3776.87000000 PA USD 4159.14000000 0.000507064412 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 08/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36200NZV6 142087.51000000 PA USD 159775.21000000 0.019479104563 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 06/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620A56A2 197622.91000000 PA USD 222902.38000000 0.027175296889 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N FANNIE MAE 3.509% 12/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408GJF5 2419.51000000 PA USD 2545.38000000 0.000310321752 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.50900000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36291KAS6 736.92000000 PA USD 807.01000000 0.000098387178 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N FANNIE MAE 2.99% 11/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31389AZN6 20420.87000000 PA USD 20675.18000000 0.002520628782 Long ABS-MBS USGA US N 2 2036-11-01 Floating 2.99000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 11/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36198RKT2 281931.79000000 PA USD 305334.14000000 0.037225021577 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 05/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36201GSJ5 10402.94000000 PA USD 12000.57000000 0.001463057741 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 12/15/2026 GNMA SF 549300M8ZYFG0OCMTT87 36207UGC6 584.64000000 PA USD 586.88000000 0.000071549878 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 3.00% 07/15/2042 SF1 GNSF 549300M8ZYFG0OCMTT87 36177PER2 324741.27000000 PA USD 349163.14000000 0.042568464242 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 03/15/2026 GNMA SF 549300M8ZYFG0OCMTT87 36206XT60 8263.30000000 PA USD 9094.72000000 0.001108789040 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 06/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36213UHV5 68.66000000 PA USD 75.59000000 0.000009215606 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 07/20/2041 GNMA II 549300M8ZYFG0OCMTT87 36202FVG8 2445447.65000000 PA USD 2733851.05000000 0.333299330121 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 10/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204HAP5 2117.67000000 PA USD 2330.93000000 0.000284176933 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 6.50000000 N N N N N N U S TREASURY NOTE/BOND I/L 0.125% 07/15/2024 INDEX LINKED TO CPURNSA 254900HROIFWPRGM1V77 912828WU0 16740321.00500000 PA USD 17507413.07000000 2.134428299739 Long DBT NUSS US N 2 2024-07-15 Fixed 0.12500000 N N N N N N FANNIE MAE 3.343% 09/01/2031 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385HVV1 2296.14000000 PA USD 2308.17000000 0.000281402132 Long ABS-MBS USGA US N 2 2031-09-01 Floating 3.34300000 N N N N N N GOVT NATL MORTG ASSN 3.00% 02/20/2045 SF2 G2SF 549300M8ZYFG0OCMTT87 36179Q3H2 1556972.96000000 PA USD 1665682.98000000 0.203072885565 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 10/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204H4V9 90.00000000 PA USD 95.16000000 0.000011601496 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 06/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203EBM9 238.05000000 PA USD 239.04000000 0.000029142725 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 12/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36201EJQ4 10206.28000000 PA USD 12281.96000000 0.001497363596 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 01/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 362194AW2 6547.69000000 PA USD 6572.40000000 0.000801278664 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36200CSL0 42355.73000000 PA USD 46561.56000000 0.005676584595 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N FANNIE MAE 8.00% 07/01/2024 FNMA B1V7KEBTPIMZEU4LTD58 31372YUJ7 8428.68000000 PA USD 8464.01000000 0.001031895597 Long ABS-MBS USGA US N 2 2024-07-01 Fixed 8.00000000 N N N N N N FANNIE MAE 3.418% 12/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406AGW6 408825.83000000 PA USD 420506.59000000 0.051266349993 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.41800000 N N N N N N PRIVATE EXPORT FUNDING CORP 4.30% 12/15/2021 CYQE6SAYPFKNQJ6FMH60 742651DJ8 1865000.00000000 PA USD 1968236.37000000 0.239958890094 Long DBT CORP US N 2 2021-12-15 Fixed 4.30000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 11/15/2038 GNMA SF 549300M8ZYFG0OCMTT87 36241KXC7 139624.15000000 PA USD 166405.24000000 0.020287409228 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 6.00000000 N N N N N N FANNIE MAE 3.968% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407GCW6 3178.00000000 PA USD 3354.36000000 0.000408949105 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.96800000 N N N N N N GOVT NATL MORTG ASSN 5.50% 12/15/2036 GNMA SF 549300M8ZYFG0OCMTT87 36241KYX0 236113.67000000 PA USD 275805.96000000 0.033625073213 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 06/20/2035 GNMA II 549300M8ZYFG0OCMTT87 36202ED55 84516.92000000 PA USD 97453.84000000 0.011881151897 Long ABS-MBS USGA US N 2 2035-06-20 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 8.50% 12/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204VR27 3154.86000000 PA USD 3169.16000000 0.000386370320 Long ABS-MBS USGA US N 2 2024-12-15 Fixed 8.50000000 N N N N N N FANNIE MAE 5.109% 12/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31368RTC5 2054.68000000 PA USD 2053.04000000 0.000250297782 Long ABS-MBS USGA US N 2 2022-12-01 Floating 5.10900000 N N N N N N FANNIE MAE 5.793% 01/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403QLH1 26053.58000000 PA USD 25915.49000000 0.003159504778 Long ABS-MBS USGA US N 2 2034-01-01 Floating 5.79300000 N N N N N N FANNIE MAE 3.963% 04/01/2041 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EGG57 707.76000000 PA USD 716.89000000 0.000087400137 Long ABS-MBS USGA US N 2 2041-04-01 Floating 3.96300000 N N N N N N GOVT NATL MORTG ASSN 5.50% 02/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36291GTF3 35091.17000000 PA USD 38598.11000000 0.004705715114 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 12/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204EEK9 1028.20000000 PA USD 1141.81000000 0.000139204551 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.00000000 N N N N N N FANNIE MAE 4.193% 10/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31373TVT4 10398.72000000 PA USD 10529.14000000 0.001283667341 Long ABS-MBS USGA US N 2 2028-10-01 Floating 4.19300000 N N N N N N GOVT NATL MORTG ASSN 7.00% 11/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224L2E6 193.99000000 PA USD 194.72000000 0.000023739422 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 7.00000000 N N N N N N FANNIE MAE 4.053% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401B6R1 38744.21000000 PA USD 39109.39000000 0.004768048167 Long ABS-MBS USGA US N 2 2033-04-01 Floating 4.05300000 N N N N N N GOVT NATL MORTG ASSN 5.00% 03/15/2036 GNMA SF 549300M8ZYFG0OCMTT87 36241KJM1 70668.66000000 PA USD 80235.74000000 0.009781995399 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 5.00000000 N N N N N N FANNIE MAE 2.757% 08/01/2042 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RHU6 41257.37000000 PA USD 41462.99000000 0.005054988929 Long ABS-MBS USGA US N 2 2042-08-01 Floating 2.75700000 N N N N N N FANNIE MAE 4% 09/01/2048 FNL B1V7KEBTPIMZEU4LTD58 3140Q9T29 12103763.81000000 PA USD 13043010.92000000 1.590147642609 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36201GU37 49470.41000000 PA USD 55740.09000000 0.006795591390 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/15/2034 GNMA 549300M8ZYFG0OCMTT87 36202VXT3 1476.30000000 PA USD 1616.74000000 0.000197105968 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 05/20/2031 GNMA II 549300M8ZYFG0OCMTT87 36202DM57 51527.00000000 PA USD 60920.19000000 0.007427126842 Long ABS-MBS USGA US N 2 2031-05-20 Fixed 6.50000000 N N N N N N FANNIE MAE 6.50% 01/01/2024 FNMA B1V7KEBTPIMZEU4LTD58 313615TW6 688.94000000 PA USD 766.74000000 0.000093477634 Long ABS-MBS USGA US N 2 2024-01-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 09/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620A5Q44 24908.32000000 PA USD 28071.15000000 0.003422313549 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 04/20/2032 GNMA II 549300M8ZYFG0OCMTT87 36202DSR3 34406.18000000 PA USD 41606.12000000 0.005072438721 Long ABS-MBS USGA US N 2 2032-04-20 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 09/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36182YTK5 137197.19000000 PA USD 150695.64000000 0.018372162544 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N FANNIE MAE 3.503% 02/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402C7G1 670.76000000 PA USD 696.18000000 0.000084875263 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.50300000 N N N N N N GOVT NATL MORTG ASSN 6.00% 12/20/2038 GNMA II 549300M8ZYFG0OCMTT87 36202EYM5 242870.81000000 PA USD 279141.11000000 0.034031680318 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 08/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36200MTE3 73262.54000000 PA USD 83761.45000000 0.010211834757 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 06/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203V5Y2 2275.55000000 PA USD 2284.26000000 0.000278487128 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.00000000 N N N N N N FANNIE MAE 3.451% 08/01/2029 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391FPC6 5532.71000000 PA USD 5573.18000000 0.000679458070 Long ABS-MBS USGA US N 2 2029-08-01 Floating 3.45100000 N N N N N N GOVT NATL MORTG ASSN 5.00% 08/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36200NZR5 19534.18000000 PA USD 21484.62000000 0.002619312216 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.805% 04/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411HGX2 1744.85000000 PA USD 1833.85000000 0.000223575083 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.80500000 N N N N N N GOVT NATL MORTG ASSN 4.50% 11/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620AAMB1 209079.07000000 PA USD 233284.81000000 0.028441077980 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 07/20/2038 GNMA II 549300M8ZYFG0OCMTT87 36202EUU1 170380.68000000 PA USD 195929.95000000 0.023886934544 Long ABS-MBS USGA US N 2 2038-07-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 11/15/2026 GNMA SF 549300M8ZYFG0OCMTT87 36207UDY1 1093.57000000 PA USD 1114.39000000 0.000135861622 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 7.50000000 N N N N N N FANNIE MAE 3.671% 08/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EJTV0 3071344.01000000 PA USD 3214510.53000000 0.391899261050 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.67100000 N N N N N N GOVT NATL MORTG ASSN 5.00% 02/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 36241KZ43 16584.34000000 PA USD 18986.41000000 0.002314741227 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 08/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36200NZU8 7869.92000000 PA USD 9423.04000000 0.001148816399 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204HKS8 34077.05000000 PA USD 37525.40000000 0.004574934937 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.745% 03/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374ACY4 5803.39000000 PA USD 5845.70000000 0.000712682534 Long ABS-MBS USGA US N 2 2025-03-01 Floating 3.74500000 N N N N N N FANNIE MAE 3.00% 12/01/2042 FNL FNCL B1V7KEBTPIMZEU4LTD58 3138MRDW8 153674.61000000 PA USD 164490.23000000 0.020053939467 Long ABS-MBS USGA US N 2 2042-12-01 Fixed 3.00000000 N N N N N N FANNIE MAE 3.449% 09/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31378EPF9 24035.60000000 PA USD 24151.53000000 0.002944450382 Long ABS-MBS USGA US N 2 2037-09-01 Floating 3.44900000 N N N N N N GOVT NATL MORTG ASSN 7.50% 03/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36225BUB2 46995.07000000 PA USD 57712.62000000 0.007036073741 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 3.50% 05/20/2043 SF2 G2SF 549300M8ZYFG0OCMTT87 36179NDR6 9350947.16000000 PA USD 10184478.43000000 1.241647689019 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 07/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36219QZY2 8815.87000000 PA USD 9410.14000000 0.001147243687 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 3% SF2 549300M8ZYFG0OCMTT87 36179VMD9 21954034.52000000 PA USD 23301090.83000000 2.840768506660 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 09/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204AFC4 2386.65000000 PA USD 2426.58000000 0.000295838168 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 02/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36184HMS0 523600.14000000 PA USD 574068.40000000 0.069987943624 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 5.50% 11/01/2034 FHLMC G30 S6XOOCT0IEG5ABCC6L87 3128MJAX8 467873.53000000 PA USD 537982.00000000 0.065588445360 Long ABS-MBS USGA US N 2 2034-11-01 Fixed 5.50000000 N N N N N N FANNIE MAE 3.552% 11/01/2024 FNMA ARM B1V7KEBTPIMZEU4LTD58 31374KHJ0 5312.54000000 PA USD 5361.73000000 0.000653678998 Long ABS-MBS USGA US N 2 2024-11-01 Floating 3.55200000 N N N N N N GOVT NATL MORTG ASSN 6.50% 03/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36205GEP2 2777.07000000 PA USD 3058.29000000 0.000372853527 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 6.50000000 N N N N N N FANNIE MAE 2.957% 06/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385YCE3 6628.45000000 PA USD 6683.70000000 0.000814847880 Long ABS-MBS USGA US N 2 2040-06-01 Floating 2.95700000 N N N N N N FANNIE MAE 3.375% 09/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391DND1 6410.60000000 PA USD 6444.67000000 0.000785706373 Long ABS-MBS USGA US N 2 2032-09-01 Floating 3.37500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 5.50% 05/01/2038 FHLMC G30 S6XOOCT0IEG5ABCC6L87 3128MJJP6 228281.96000000 PA USD 261736.26000000 0.031909756066 Long ABS-MBS USGA US N 2 2038-05-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 11/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36291AUM9 40205.81000000 PA USD 44823.18000000 0.005464648802 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/15/2030 GNMA SF 549300M8ZYFG0OCMTT87 36291SBE9 310890.71000000 PA USD 344407.12000000 0.041988630794 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 5.00000000 N N N N N N FANNIE MAE 5.437% 06/01/2029 FAR FNARM B1V7KEBTPIMZEU4LTD58 31363EHV0 622.22000000 PA USD 629.14000000 0.000076702035 Long ABS-MBS USGA US N 2 2029-06-01 Floating 5.43700000 N N N N N N FANNIE MAE 3.545% 12/01/2025 FNMA ARM B1V7KEBTPIMZEU4LTD58 31375DTX1 3707.88000000 PA USD 3726.90000000 0.000454367575 Long ABS-MBS USGA US N 2 2025-12-01 Floating 3.54500000 N N N N N N GOVT NATL MORTG ASSN 6.00% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204TEB6 1607.85000000 PA USD 1785.50000000 0.000217680459 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204WWF0 330.84000000 PA USD 364.13000000 0.000044393159 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 11/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224CZA8 974.50000000 PA USD 978.52000000 0.000119296938 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 03/20/2023 GNMA II 549300M8ZYFG0OCMTT87 36202BBG9 2385.93000000 PA USD 2506.68000000 0.000305603615 Long ABS-MBS USGA US N 2 2023-03-20 Fixed 7.50000000 N N N N N N FANNIE MAE 2.757% 10/01/2044 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RH69 20188.64000000 PA USD 20288.34000000 0.002473466918 Long ABS-MBS USGA US N 2 2044-10-01 Floating 2.75700000 N N N N N N FANNIE MAE 5.50% 10/01/2033 FNMA 30 B1V7KEBTPIMZEU4LTD58 31376KBG0 34861.71000000 PA USD 39928.05000000 0.004867855663 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.50000000 N N N N N N United States Treasury Inflation Indexed Bonds .125% 01/15/2030 INDEX LINKED CPURNSA Index 254900HROIFWPRGM1V77 912828Z37 7973969.68000000 PA USD 8625457.28000000 1.051578553782 Long DBT NUSS US N 2 2030-01-15 Fixed 0.12500000 N N N N N N GOVT NATL MORTG ASSN 7.50% 02/15/2027 GNMA SF 549300M8ZYFG0OCMTT87 36207CM96 6804.88000000 PA USD 6934.85000000 0.000845467005 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 7.50000000 N N N N N N FANNIE MAE 3.44% 08/01/2037 FNMA B1V7KEBTPIMZEU4LTD58 31413GN71 117897.25000000 PA USD 118386.22000000 0.014433137394 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.44000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 04/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203LGX4 978.45000000 PA USD 1004.67000000 0.000122485033 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 04/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36223L4S4 2190.34000000 PA USD 2199.17000000 0.000268113322 Long ABS-MBS USGA US N 2 2022-04-15 Fixed 7.50000000 N N N N N N FANNIE MAE 3.954% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31405BEJ6 11369.74000000 PA USD 11449.43000000 0.001395865129 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.95400000 N N N N N N GOVT NATL MORTG ASSN 7.50% 04/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203QF30 142.52000000 PA USD 143.12000000 0.000017448573 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 7.50000000 N N N N N N UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024 254900HROIFWPRGM1V77 912828D56 22000000.00000000 PA USD 23940468.64000000 2.918718691900 Long DBT UST US N 2 2024-08-15 Fixed 2.37500000 N N N N N N FANNIE MAE 6.50% 06/01/2024 FNMA B1V7KEBTPIMZEU4LTD58 31371EWT8 2098.76000000 PA USD 2335.52000000 0.000284736526 Long ABS-MBS USGA US N 2 2024-06-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 07/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203TSG1 1983.89000000 PA USD 2020.64000000 0.000246347714 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 09/15/2038 GNMA SF 549300M8ZYFG0OCMTT87 36296RZY6 20480.67000000 PA USD 22829.79000000 0.002783309541 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 08/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36213JQJ7 89395.49000000 PA USD 101909.33000000 0.012424346023 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.00% 05/01/2043 G30 FGLMC S6XOOCT0IEG5ABCC6L87 3132J9GM4 354549.65000000 PA USD 380005.97000000 0.046328689064 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.00000000 N N N N N N FANNIE MAE 3.656% 08/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31378EN53 28329.89000000 PA USD 28555.00000000 0.003481302454 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.65600000 N N N N N N GOVT NATL MORTG ASSN 6.00% 12/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203PAK9 4485.92000000 PA USD 4981.57000000 0.000607331531 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.00000000 N N N N N N FANNIE MAE 3.388% 01/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400AMD7 5780.40000000 PA USD 5816.11000000 0.000709075048 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.38800000 N N N N N N FANNIE MAE 4.135% 09/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31376PEM3 2198.63000000 PA USD 2216.01000000 0.000270166382 Long ABS-MBS USGA US N 2 2026-09-01 Floating 4.13500000 N N N N N N FANNIE MAE 6.00% 12/01/2034 FNMA 30 B1V7KEBTPIMZEU4LTD58 31406DEC6 198814.50000000 PA USD 222473.33000000 0.027122988964 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 07/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36290QZJ7 250462.87000000 PA USD 283295.81000000 0.034538203425 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N FANNIE MAE 4.036% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406V5L6 598116.04000000 PA USD 620397.41000000 0.075636176726 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.03600000 N N N N N N GOVT NATL MORTG ASSN 4.50% 02/20/2044 SF2 G2SF 549300M8ZYFG0OCMTT87 36179N2L1 1687827.92000000 PA USD 1850408.96000000 0.225593880405 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2035 GNMA SF 549300M8ZYFG0OCMTT87 36200AYX1 28173.57000000 PA USD 31752.32000000 0.003871105920 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N FANNIE MAE 6.00% 02/01/2036 FNMA 30 B1V7KEBTPIMZEU4LTD58 31409T6U7 113070.50000000 PA USD 126302.37000000 0.015398240263 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 6.00000000 N N N N N N FANNIE MAE 3.543% 12/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391TX94 14162.37000000 PA USD 14275.71000000 0.001740432998 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.54300000 N N N N N N GOVT NATL MORTG ASSN 8.00% 03/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36224XSF9 5198.14000000 PA USD 5274.31000000 0.000643021129 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 8.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.50% 04/01/2034 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31297ATW4 36909.37000000 PA USD 42911.65000000 0.005231603308 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 08/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36201XN53 37241.90000000 PA USD 40866.53000000 0.004982271098 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 01/15/2037 GNMA SF 549300M8ZYFG0OCMTT87 36294V7K0 103229.16000000 PA USD 118857.73000000 0.014490621860 Long ABS-MBS USGA US N 2 2037-01-15 Fixed 6.00000000 N N N N N N FANNIE MAE 5.00% 01/01/2039 FNMA 30 B1V7KEBTPIMZEU4LTD58 31416BTA6 480470.17000000 PA USD 549915.33000000 0.067043305491 Long ABS-MBS USGA US N 2 2039-01-01 Fixed 5.00000000 N N N N N N FANNIE MAE 6.00% 11/01/2031 FNMA 30 B1V7KEBTPIMZEU4LTD58 31371KEW7 227.30000000 PA USD 263.93000000 0.000032177207 Long ABS-MBS USGA US N 2 2031-11-01 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/15/2034 GNMA 549300M8ZYFG0OCMTT87 36212XGC3 69047.61000000 PA USD 75661.84000000 0.009224365236 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.463% 04/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31384V6Q0 924.97000000 PA USD 928.54000000 0.000113203592 Long ABS-MBS USGA US N 2 2040-04-01 Floating 3.46300000 N N N N N N GOVT NATL MORTG ASSN 7.50% 11/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224VQP3 713.68000000 PA USD 725.71000000 0.000088475433 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 03/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36183X2F6 63079.40000000 PA USD 67736.73000000 0.008258170002 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.00% 09/01/2033 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31296NK89 4389.86000000 PA USD 4888.36000000 0.000595967769 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 05/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36182GVL9 4018.14000000 PA USD 4255.95000000 0.000518867069 Long ABS-MBS USGA US N 2 2044-05-15 Fixed 4.00000000 N N N N N N FANNIE MAE 5.00% 09/01/2040 FNMA 30 B1V7KEBTPIMZEU4LTD58 31416WVK5 723813.48000000 PA USD 832116.95000000 0.101448109990 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 01/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36183W5G3 192034.18000000 PA USD 210917.03000000 0.025714094705 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 4.00000000 N N N N N N FANNIE MAE 3.513% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403CZ95 2639.05000000 PA USD 2771.25000000 0.000337858848 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.51300000 N N N N N N GOVT NATL MORTG ASSN 10.00% 08/15/2021 GNMA SF 549300M8ZYFG0OCMTT87 36225AJU5 138.14000000 PA USD 138.41000000 0.000016874350 Long ABS-MBS USGA US N 2 2021-08-15 Fixed 10.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36212J3A2 30047.50000000 PA USD 33018.96000000 0.004025529206 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 02/20/2036 GNMA II 549300M8ZYFG0OCMTT87 36202EG45 1023826.65000000 PA USD 1179666.30000000 0.143819827915 Long ABS-MBS USGA US N 2 2036-02-20 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 02/15/2040 SF1 GNSF 549300M8ZYFG0OCMTT87 3620A3ZQ0 1143340.73000000 PA USD 1275254.42000000 0.155473519276 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N FANNIE MAE 4.433% 07/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413B3Q2 5147.78000000 PA USD 5166.18000000 0.000629838386 Long ABS-MBS USGA US N 2 2037-07-01 Floating 4.43300000 N N N N N N GOVT NATL MORTG ASSN 6.00% 11/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36201MSC7 142354.52000000 PA USD 164048.84000000 0.020000127102 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 09/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204BCS0 2241.53000000 PA USD 2467.05000000 0.000300772096 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 03/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36184CSE6 414751.64000000 PA USD 455485.64000000 0.055530844920 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.50% 05/01/2043 G30 FGLMC S6XOOCT0IEG5ABCC6L87 31292SBG4 59917.41000000 PA USD 64884.76000000 0.007910470119 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.50000000 N N N N N N FANNIE MAE 4.00% 08/01/2041 FNMA 30 B1V7KEBTPIMZEU4LTD58 3138APCG1 2036071.41000000 PA USD 2235308.80000000 0.272519208994 Long ABS-MBS USGA US N 2 2041-08-01 Fixed 4.00000000 N N N N N N FANNIE MAE 3.957% 08/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403DRK7 831.78000000 PA USD 837.85000000 0.000102147058 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.95700000 N N N N N N GOVT NATL MORTG ASSN 7.00% 01/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36223WPT5 4560.02000000 PA USD 4617.21000000 0.000562910331 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204HKQ2 35185.60000000 PA USD 38748.15000000 0.004724007344 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 01/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203BKH6 1059.63000000 PA USD 1099.11000000 0.000133998751 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.00000000 N N N N N N FANNIE MAE 8.00% 09/01/2024 FNMA B1V7KEBTPIMZEU4LTD58 31371EYY5 439.09000000 PA USD 475.28000000 0.000057944087 Long ABS-MBS USGA US N 2 2024-09-01 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 10/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204NEL7 5398.87000000 PA USD 5945.28000000 0.000724822898 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 6.50000000 N N N N N N FANNIE MAE 4.348% 03/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31375HEQ3 1811.84000000 PA USD 1827.55000000 0.000222807014 Long ABS-MBS USGA US N 2 2026-03-01 Floating 4.34800000 N N N N N N GOVT NATL MORTG ASSN 6.00% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36201TJV0 231762.37000000 PA USD 273833.75000000 0.033384629875 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 06/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36223QA98 1663.89000000 PA USD 1682.92000000 0.000205174348 Long ABS-MBS USGA US N 2 2022-06-15 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 02/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36184FN87 13411.46000000 PA USD 14214.51000000 0.001732971758 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 09/20/2041 GNMA II 549300M8ZYFG0OCMTT87 36202FXB7 608013.96000000 PA USD 670590.22000000 0.081755467662 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 09/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36223NXJ8 11.08000000 PA USD 11.13000000 0.000001356921 Long ABS-MBS USGA US N 2 2022-09-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 05/20/2023 GNMA II 549300M8ZYFG0OCMTT87 36202BHY4 3131.05000000 PA USD 3296.07000000 0.000401842639 Long ABS-MBS USGA US N 2 2023-05-20 Fixed 7.50000000 N N N N N N FANNIE MAE 2.757% 02/01/2041 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386XY91 8967.37000000 PA USD 9038.32000000 0.001101912996 Long ABS-MBS USGA US N 2 2041-02-01 Floating 2.75700000 N N N N N N GOVT NATL MORTG ASSN 4.50% 10/20/2044 SF2 G2SF 549300M8ZYFG0OCMTT87 36179QR29 2001833.01000000 PA USD 2194927.24000000 0.267596063347 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36183QPK5 28806.68000000 PA USD 31078.29000000 0.003788931089 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204PT85 659.24000000 PA USD 725.57000000 0.000088458365 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N RELIANCE INDUSTRIES LTD 2.06% 01/15/2026 5493003UOETFYRONLG31 759470AU1 3750000.00000000 PA USD 3849629.40000000 0.469330214693 Long ABS-O CORP IN N 2 2026-01-15 Fixed 2.06000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 04/15/2041 GNMA SF 549300M8ZYFG0OCMTT87 3620ASEH8 297012.04000000 PA USD 336937.58000000 0.041077976690 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 11/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620A9WJ6 284373.67000000 PA USD 325057.25000000 0.039629578091 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.00% 07/01/2028 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31292GV45 18437.69000000 PA USD 20849.87000000 0.002541926234 Long ABS-MBS USGA US N 2 2028-07-01 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 03/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 36297GEB2 162826.28000000 PA USD 186142.80000000 0.022693727424 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4% 12/20/2049 SF2 549300M8ZYFG0OCMTT87 36179VBH2 15844033.60000000 PA USD 16809112.70000000 2.049294530090 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 07/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 36296Q3C1 330708.53000000 PA USD 368989.76000000 0.044985640249 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 04/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36200NJ69 19993.42000000 PA USD 22863.76000000 0.002787451017 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 12/20/2025 GNMA II 549300M8ZYFG0OCMTT87 36202CLU5 11238.05000000 PA USD 12705.86000000 0.001549043656 Long ABS-MBS USGA US N 2 2025-12-20 Fixed 7.50000000 N N N N N N FANNIE MAE 2.064% 08/01/2033 FN COFI+125;LC12.47 B1V7KEBTPIMZEU4LTD58 31388XVV3 21683.96000000 PA USD 21390.17000000 0.002607797280 Long ABS-MBS USGA US N 2 2033-08-01 Floating 2.06400000 N N N N N N GOVT NATL MORTG ASSN 6.00% 11/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36201MBY7 29640.12100000 PA USD 33213.88000000 0.004049293012 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 12/20/2039 GNMA II 549300M8ZYFG0OCMTT87 36202FDC7 185666.68000000 PA USD 209745.70000000 0.025571291203 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36203DHC7 24120.22000000 PA USD 26785.27000000 0.003265544605 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 01/20/2041 GNMA II 549300M8ZYFG0OCMTT87 36202FPG5 618401.60000000 PA USD 691385.16000000 0.084290697067 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 08/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36291LU52 47745.94000000 PA USD 54287.16000000 0.006618456430 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 03/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 36294WXU7 271599.07000000 PA USD 301291.60000000 0.036732172534 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36201Y4L7 7397.89000000 PA USD 8113.17000000 0.000989122697 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.42% 01/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31371DCS4 18406.24000000 PA USD 18505.91000000 0.002256160739 Long ABS-MBS USGA US N 2 2024-01-01 Floating 3.42000000 N N N N N N FANNIE MAE 6.00% 08/01/2038 FNMA 30 B1V7KEBTPIMZEU4LTD58 31415QMT0 237837.97000000 PA USD 269791.53000000 0.032891819845 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 09/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36183CAT3 7228.11000000 PA USD 7658.98000000 0.000933749811 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N FANNIE MAE 3.50% 12/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31371LLA5 3804.54000000 PA USD 3825.52000000 0.000466390900 Long ABS-MBS USGA US N 2 2033-12-01 Floating 3.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 10/20/2042 SF2 G2SF 549300M8ZYFG0OCMTT87 36179MQS2 451245.53000000 PA USD 509925.97000000 0.062167975176 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 5.00000000 N N N N N N FANNIE MAE 5.50% 03/01/2035 FNMA 30 B1V7KEBTPIMZEU4LTD58 31406P3F4 680598.67000000 PA USD 780942.12000000 0.095209095411 Long ABS-MBS USGA US N 2 2035-03-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 11/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36198RNE2 60678.02000000 PA USD 66647.92000000 0.008125426983 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 09/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36183CAK2 24134.45000000 PA USD 25670.41000000 0.003129625682 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N FANNIE MAE 3.53% 12/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402XT63 401.08000000 PA USD 402.60000000 0.000049083255 Long ABS-MBS USGA US N 2 2033-12-01 Floating 3.53000000 N N N N N N FANNIE MAE 4.148% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400SM71 954.78000000 PA USD 961.02000000 0.000117163413 Long ABS-MBS USGA US N 2 2033-04-01 Floating 4.14800000 N N N N N N FANNIE MAE 4.143% 05/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401DK75 4377.77000000 PA USD 4386.85000000 0.000534825833 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.14300000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620AKPW0 32106.56000000 PA USD 36455.23000000 0.004444464426 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.50% 05/01/2040 FHLMC G30 S6XOOCT0IEG5ABCC6L87 312940M30 355881.54000000 PA USD 395894.24000000 0.048265718423 Long ABS-MBS USGA US N 2 2040-05-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.50% 07/01/2032 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31287UWF5 20552.86000000 PA USD 22880.17000000 0.002789451654 Long ABS-MBS USGA US N 2 2032-07-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 09/20/2041 GNMA II 549300M8ZYFG0OCMTT87 36202FXD3 79653.58000000 PA USD 89864.92000000 0.010955943498 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 09/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36201F5K9 21519.19000000 PA USD 23694.64000000 0.002888748324 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 09/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203TDR3 4881.74000000 PA USD 5375.70000000 0.000655382160 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 01/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203AE51 856.75000000 PA USD 867.88000000 0.000105808186 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.50000000 N N N N N N FANNIE MAE 2.64% 07/01/2025 FNMA DUS B1V7KEBTPIMZEU4LTD58 3138L9Y97 2416708.67000000 PA USD 2600914.39000000 0.317092265831 Long ABS-MBS USGA US N 2 2025-07-01 Fixed 2.64000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36201GUZ6 2851.54000000 PA USD 3152.90000000 0.000384387970 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.50% 03/01/2032 G30 FGLMC S6XOOCT0IEG5ABCC6L87 3128P7SY0 2509675.46000000 PA USD 2687572.65000000 0.327657267171 Long ABS-MBS USGA US N 2 2032-03-01 Fixed 3.50000000 N N N N N N FANNIE MAE 3.335% 08/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413DTG2 18140.76000000 PA USD 18240.95000000 0.002223857958 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.33500000 N N N N N N RELIANCE INDUSTRIES LTD 2.512% 01/15/2026 5493003UOETFYRONLG31 759470AT4 7875000.00000000 PA USD 8177494.97000000 0.996964920811 Long ABS-O CORP IN N 2 2026-01-15 Fixed 2.51200000 N N N N N N GOVT NATL MORTG ASSN 6.00% 08/15/2036 GNMA SF 549300M8ZYFG0OCMTT87 36241KKY3 26290.41000000 PA USD 31335.17000000 0.003820248791 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2034 GNMA 549300M8ZYFG0OCMTT87 36291JYR5 2253.68000000 PA USD 2468.11000000 0.000300901327 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 04/15/2041 GNMA SF 549300M8ZYFG0OCMTT87 3620AM2U5 499728.08000000 PA USD 567085.80000000 0.069136655144 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 10/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36213AC85 59135.46000000 PA USD 65776.86000000 0.008019231104 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 09/20/2041 GNMA II 549300M8ZYFG0OCMTT87 36202FXC5 3857711.44000000 PA USD 4237730.16000000 0.516645785645 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N FANNIE MAE 3.76% 04/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400Q5R0 1754.98000000 PA USD 1772.69000000 0.000216118719 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.76000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 01/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36183QFD2 32349.63000000 PA USD 34518.02000000 0.004208288137 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 4.00000000 N N N N N N NEW VALLEY GENERATION IV 4.687% 01/15/2022 N/A 649081AA4 619286.63000000 PA USD 634041.01000000 0.077299545599 Long ABS-O USGA US N 2 2022-01-15 Fixed 4.68700000 N N N N N N GOVT NATL MORTG ASSN 5.00% 09/20/2033 GNMA II 549300M8ZYFG0OCMTT87 36202DZF1 758230.63000000 PA USD 858860.36000000 0.104708551205 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 06/20/2041 GNMA II 549300M8ZYFG0OCMTT87 36202FUF1 2283091.64000000 PA USD 2507548.29000000 0.305709473566 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 05/15/2037 GNMA SF 549300M8ZYFG0OCMTT87 36290YER5 84798.05000000 PA USD 97941.80000000 0.011940641876 Long ABS-MBS USGA US N 2 2037-05-15 Fixed 5.50000000 N N N N N N FANNIE MAE 4.324% 12/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416CAK2 4532.38000000 PA USD 4568.31000000 0.000556948654 Long ABS-MBS USGA US N 2 2038-12-01 Floating 4.32400000 N N N N N N FANNIE MAE 4.001% 06/01/2023 FAR FNARM B1V7KEBTPIMZEU4LTD58 31370KKW1 9584.47000000 PA USD 9678.85000000 0.001180003651 Long ABS-MBS USGA US N 2 2023-06-01 Floating 4.00100000 N N N N N N GOVT NATL MORTG ASSN 4.50% 06/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620AVRB0 191477.36000000 PA USD 213110.69000000 0.025981536272 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 04/15/2026 GNMA SF 549300M8ZYFG0OCMTT87 36207FMF5 460.76000000 PA USD 462.52000000 0.000056388443 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 04/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 36295WJC2 564151.36000000 PA USD 629764.69000000 0.076778195107 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 10/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36189EKA3 59050.04000000 PA USD 64714.25000000 0.007889682275 Long ABS-MBS USGA US N 2 2045-10-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 04/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620ALN67 18083.44000000 PA USD 19883.73000000 0.002424138611 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.50% 10/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31378MUY4 1622.22000000 PA USD 1629.91000000 0.000198711598 Long ABS-MBS USGA US N 2 2027-10-01 Floating 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 8.50% 07/01/2031 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31283HR80 160726.31000000 PA USD 187858.97000000 0.022902955469 Long ABS-MBS USGA US N 2 2031-07-01 Fixed 8.50000000 N N N N N N GOVT NATL MORTG ASSN 8.50% 10/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36205NCF1 385.50000000 PA USD 387.13000000 0.000047197220 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 8.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 11/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36182XU74 141327.26000000 PA USD 155249.66000000 0.018927369023 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2032 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31288JZB5 60457.77000000 PA USD 67267.66000000 0.008200983011 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 10/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224JT85 1625.02000000 PA USD 1630.96000000 0.000198839609 Long ABS-MBS USGA US N 2 2022-10-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 11/15/2039 SF1 GNSF 549300M8ZYFG0OCMTT87 3620A3VP6 684456.02000000 PA USD 763587.04000000 0.093093238902 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 05/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36201SU49 43699.60000000 PA USD 51001.13000000 0.006217837824 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 03/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620ARFK2 1342088.29000000 PA USD 1533048.28000000 0.186902634936 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203XUT1 270.50000000 PA USD 271.49000000 0.000033098889 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N FANNIE MAE 4.039% 05/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31377EG94 8832.41000000 PA USD 8941.03000000 0.001090051818 Long ABS-MBS USGA US N 2 2027-05-01 Floating 4.03900000 N N N N N N FANNIE MAE 3.339% 01/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402QX48 16499.45000000 PA USD 17277.24000000 0.002106366591 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.33900000 N N N N N N FANNIE MAE 8.50% 06/01/2021 FNMA B1V7KEBTPIMZEU4LTD58 31364YLK4 22.96000000 PA USD 23.05000000 0.000002810156 Long ABS-MBS USGA US N 2 2021-06-01 Fixed 8.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 10/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36223WAE4 1400.03000000 PA USD 1415.71000000 0.000172597257 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.00000000 N N N N N N FANNIE MAE 3.59% 08/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413FKZ4 533.11000000 PA USD 536.84000000 0.000065449217 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.59000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 05/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36213HL80 5915.60700000 PA USD 6513.66000000 0.000794117336 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.547% 08/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374FXL8 1008.42000000 PA USD 1020.18000000 0.000124375946 Long ABS-MBS USGA US N 2 2026-08-01 Floating 3.54700000 N N N N N N FANNIE MAE 4.04% 07/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407JNQ1 1988.04000000 PA USD 2072.22000000 0.000252636125 Long ABS-MBS USGA US N 2 2035-07-01 Floating 4.04000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 07/20/2034 GNMA II 549300M8ZYFG0OCMTT87 36202D6V8 233117.45000000 PA USD 270167.39000000 0.032937643075 Long ABS-MBS USGA US N 2 2034-07-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 06/15/2026 GNMA SF 549300M8ZYFG0OCMTT87 36206YRK9 724.58000000 PA USD 737.79000000 0.000089948175 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 06/15/2041 SF1 GNSF 549300M8ZYFG0OCMTT87 3620AL3R3 418767.66000000 PA USD 462045.15000000 0.056330552090 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N FANNIE MAE 4.038% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31408B4W5 17611.70000000 PA USD 17771.40000000 0.002166612447 Long ABS-MBS USGA US N 2 2036-01-01 Floating 4.03800000 N N N N N N GOVT NATL MORTG ASSN 6.00% 11/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36213JU60 17122.81000000 PA USD 19079.74000000 0.002326119618 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N FANNIE MAE 4.039% 09/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138ELMS9 9064701.90000000 PA USD 9591434.50000000 1.169346330611 Long ABS-MBS USGA US N 2 2037-09-01 Floating 4.03900000 N N N N N N FANNIE MAE 3.252% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404GHQ7 15970.26000000 PA USD 16096.42000000 0.001962406109 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.25200000 N N N N N N FANNIE MAE 3.491% 01/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402CRN4 15818.37000000 PA USD 15969.28000000 0.001946905749 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.49100000 N N N N N N GOVT NATL MORTG ASSN 8.00% 06/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203TRF4 1742.70000000 PA USD 1749.87000000 0.000213336603 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 01/15/2029 GNMA SF 549300M8ZYFG0OCMTT87 36210MQ38 4224.52000000 PA USD 4641.43000000 0.000565863129 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 5.50000000 N N N N N N FANNIE MAE 3.50% 07/01/2045 FNL FNCL B1V7KEBTPIMZEU4LTD58 31418BSY3 24672134.00000000 PA USD 26435449.94000000 3.222896052242 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.50% 07/01/2029 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31293TF77 1559.09000000 PA USD 1736.67000000 0.000211727316 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 6.50000000 N N N N N N FANNIE MAE 3.342% 10/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410QE23 2121.49000000 PA USD 2221.60000000 0.000270847891 Long ABS-MBS USGA US N 2 2036-10-01 Floating 3.34200000 N N N N N N GOVT NATL MORTG ASSN 4.00% 04/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36184KQ34 54917.13000000 PA USD 60306.43000000 0.007352299870 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224UNX1 4093.77000000 PA USD 4108.18000000 0.000500851588 Long ABS-MBS USGA US N 2 2022-12-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 8.50% 09/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36205BUS9 469.25000000 PA USD 516.23000000 0.000062936535 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 8.50000000 N N N N N N GOVT NATL MORTG ASSN 8.50% 05/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203DQU7 1015.29000000 PA USD 1030.32000000 0.000125612171 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 8.50000000 N N N N N N FANNIE MAE 3.859% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402Q4J7 11288.85000000 PA USD 11375.11000000 0.001386804355 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.85900000 N N N N N N GOVT NATL MORTG ASSN 7.50% 10/20/2025 GNMA II 549300M8ZYFG0OCMTT87 36202CKL6 15124.70000000 PA USD 16952.22000000 0.002066741554 Long ABS-MBS USGA US N 2 2025-10-20 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36202SFH6 35982.04000000 PA USD 41419.67000000 0.005049707541 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N FANNIE MAE 3.913% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406VYX8 61533.70000000 PA USD 62292.87000000 0.007594478068 Long ABS-MBS USGA US N 2 2035-06-01 Floating 3.91300000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2029 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31293QUC5 6476.14000000 PA USD 7206.92000000 0.000878636606 Long ABS-MBS USGA US N 2 2029-05-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 12/20/2039 GNMA II 549300M8ZYFG0OCMTT87 36202FDB9 504180.48000000 PA USD 553853.90000000 0.067523478960 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36201APW2 5701.71600000 PA USD 6277.00000000 0.000765264770 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.724% 12/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386XRR9 29468.28000000 PA USD 29562.23000000 0.003604099592 Long ABS-MBS USGA US N 2 2028-12-01 Floating 3.72400000 N N N N N N GOVT NATL MORTG ASSN 4.00% 07/15/2046 SF1 GNSF 549300M8ZYFG0OCMTT87 36194GMJ0 62967.73000000 PA USD 69037.10000000 0.008416705505 Long ABS-MBS USGA US N 2 2046-07-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 08/15/2046 SF1 GNSF 549300M8ZYFG0OCMTT87 36194GRA4 190251.77000000 PA USD 204492.40000000 0.024930831522 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 4.00000000 N N N N N N FANNIE MAE 3.904% 04/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406X7G1 6336.79000000 PA USD 6410.37000000 0.000781524665 Long ABS-MBS USGA US N 2 2035-04-01 Floating 3.90400000 N N N N N N GOVT NATL MORTG ASSN 4.50% 11/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620AFYB7 141629.29000000 PA USD 157775.68000000 0.019235330488 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N FANNIE MAE 4.00% 04/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31389L3H0 15865.55000000 PA USD 15967.91000000 0.001946738724 Long ABS-MBS USGA US N 2 2032-04-01 Floating 4.00000000 N N N N N N FANNIE MAE 3.52% 07/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410N6D5 4042.62000000 PA USD 4124.66000000 0.000502860759 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.52000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 08/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36185CBJ2 102399.00000000 PA USD 112466.71000000 0.013711456263 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 09/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36290RYS6 530860.61000000 PA USD 608074.81000000 0.074133858476 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 10/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204EVS3 1426.17000000 PA USD 1569.66000000 0.000191366177 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 3.50% 12/20/2042 SF2 G2SF 549300M8ZYFG0OCMTT87 36179MVS6 6778350.29000000 PA USD 7374169.92000000 0.899026995102 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N FANNIE MAE 2.757% 02/01/2041 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386TRN7 4407.22000000 PA USD 4384.69000000 0.000534562495 Long ABS-MBS USGA US N 2 2041-02-01 Floating 2.75700000 N N N N N N FANNIE MAE 3.332% 12/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391SSV3 4590.06000000 PA USD 4623.43000000 0.000563668646 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.33200000 N N N N N N GOVT NATL MORTG ASSN 3.50% 03/20/2043 SF2 G2SF 549300M8ZYFG0OCMTT87 36179M5M8 4035464.25000000 PA USD 4390192.61000000 0.535233350045 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 04/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36223LVW5 306.34000000 PA USD 307.68000000 0.000037511018 Long ABS-MBS USGA US N 2 2022-04-15 Fixed 8.00000000 N N N N N N FANNIE MAE 6.50% 03/01/2024 FNMA B1V7KEBTPIMZEU4LTD58 313615UR5 1385.03000000 PA USD 1541.46000000 0.000187928155 Long ABS-MBS USGA US N 2 2024-03-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 03/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620ARE56 244719.34000000 PA USD 277869.21000000 0.033876615755 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 01/20/2023 GNMA II 549300M8ZYFG0OCMTT87 36202AYU5 679.98000000 PA USD 690.71000000 0.000084208384 Long ABS-MBS USGA US N 2 2023-01-20 Fixed 7.50000000 N N N N N N FANNIE MAE 4.174% 08/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374NB43 35274.30000000 PA USD 35604.21000000 0.004340711737 Long ABS-MBS USGA US N 2 2025-08-01 Floating 4.17400000 N N N N N N United States Treasury Inflation Indexed Bonds .25% 07/15/2029 INDEX LINKED TO CPURNSA 254900HROIFWPRGM1V77 9128287D6 8020418.08000000 PA USD 8783369.41000000 1.070830519666 Long DBT NUSS US N 2 2029-07-15 Fixed 0.25000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203XVX1 570.27000000 PA USD 572.33000000 0.000069776005 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N FANNIE MAE 3.835% 10/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31415VYD1 2407240.08000000 PA USD 2526507.15000000 0.308020856016 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.83500000 N N N N N N FANNIE MAE 5.50% 10/01/2033 FNMA 30 B1V7KEBTPIMZEU4LTD58 31403JD78 24172.43000000 PA USD 26637.19000000 0.003247491330 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 07/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36201AVJ4 7609.91200000 PA USD 8708.00000000 0.001061641806 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N FANNIE MAE 2.757% 10/01/2044 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RH77 46061.69000000 PA USD 46291.38000000 0.005643645415 Long ABS-MBS USGA US N 2 2044-10-01 Floating 2.75700000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 36241K6R4 138101.07000000 PA USD 157990.29000000 0.019261494814 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N FREDDIE MAC 3.00% 06/01/2046 G30 FGLMC S6XOOCT0IEG5ABCC6L87 3128MJYG9 27169464.52000000 PA USD 28806476.65000000 3.511961403532 Long ABS-MBS USGA US N 2 2046-06-01 Fixed 3.00000000 N N N N N N FANNIE MAE 6.50% 04/01/2024 FNMA B1V7KEBTPIMZEU4LTD58 31371VAP2 4147.72000000 PA USD 4613.32000000 0.000562436079 Long ABS-MBS USGA US N 2 2024-04-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 12/15/2028 GNMA SF 549300M8ZYFG0OCMTT87 36210LVS9 8981.39000000 PA USD 9870.63000000 0.001203384641 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 5.50000000 N N N N N N FANNIE MAE 3.362% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XUU9 4070.24000000 PA USD 4082.24000000 0.000497689095 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.36200000 N N N N N N FANNIE MAE 3.895% 11/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386GGH0 28387.83000000 PA USD 28456.05000000 0.003469238897 Long ABS-MBS USGA US N 2 2030-11-01 Floating 3.89500000 N N N N N N GOVT NATL MORTG ASSN 5.50% 10/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36291AVD8 116662.28000000 PA USD 128320.65000000 0.015644300257 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 02/15/2026 GNMA SF 549300M8ZYFG0OCMTT87 36205TFQ1 2272.86000000 PA USD 2306.71000000 0.000281224135 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 7.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2040 FHLMC G30 S6XOOCT0IEG5ABCC6L87 3129397F2 2812799.92000000 PA USD 3232282.28000000 0.394065916168 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 11/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36290V7K4 125511.32000000 PA USD 138836.26000000 0.016926318079 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N FANNIE MAE 3.857% 07/01/2029 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374TZQ5 2909.66000000 PA USD 2924.67000000 0.000356563153 Long ABS-MBS USGA US N 2 2029-07-01 Floating 3.85700000 N N N N N N GOVT NATL MORTG ASSN 4.50% 04/20/2041 GNMA II 549300M8ZYFG0OCMTT87 36202FSE7 335669.72000000 PA USD 368668.05000000 0.044946418753 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.50000000 N N N N N N FANNIE MAE 4.15% 06/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402FRU1 4481.83000000 PA USD 4527.81000000 0.000552011068 Long ABS-MBS USGA US N 2 2028-06-01 Floating 4.15000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620AWFH8 99473.07000000 PA USD 113728.44000000 0.013865280944 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N FANNIE MAE 4.047% 05/01/2031 FAR FNARM B1V7KEBTPIMZEU4LTD58 31384WMQ0 710.72000000 PA USD 716.47000000 0.000087348932 Long ABS-MBS USGA US N 2 2031-05-01 Floating 4.04700000 N N N N N N FANNIE MAE 3.484% 12/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391N2B6 7451.51000000 PA USD 7502.49000000 0.000914671225 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.48400000 N N N N N N GOVT NATL MORTG ASSN 4.00% 04/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36184YG35 158192.74000000 PA USD 173701.15000000 0.021176895111 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 07/15/2029 GNMA SF 549300M8ZYFG0OCMTT87 36209HMJ1 26054.90000000 PA USD 28932.82000000 0.003527364639 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 04/20/2034 GNMA II 30YR BUY DOWN LOAN POOL 549300M8ZYFG0OCMTT87 36200NGX3 35726.25000000 PA USD 35981.89000000 0.004386756854 Long ABS-MBS USGA US N 2 2034-04-20 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 03/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36213VLW6 13184.95800000 PA USD 14513.00000000 0.001769362371 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 08/20/2026 GNMA II 549300M8ZYFG0OCMTT87 36202CQX4 3276.25000000 PA USD 3783.41000000 0.000461257031 Long ABS-MBS USGA US N 2 2026-08-20 Fixed 8.00000000 N N N N N N FANNIE MAE 5.875% 09/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416BLR7 1582.15000000 PA USD 1577.26000000 0.000192292737 Long ABS-MBS USGA US N 2 2038-09-01 Floating 5.87500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.00% 09/01/2040 FHLMC G30 S6XOOCT0IEG5ABCC6L87 312942FQ3 501795.82000000 PA USD 546499.95000000 0.066626917090 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 4.00000000 N N N N N N FANNIE MAE 3.487% 12/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31408BQ50 2346.25000000 PA USD 2364.82000000 0.000288308655 Long ABS-MBS USGA US N 2 2035-12-01 Floating 3.48700000 N N N N N N GOVT NATL MORTG ASSN 5.00% 03/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620ABDX1 14060.09000000 PA USD 15540.24000000 0.001894599042 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36202S3K2 43949.34000000 PA USD 48358.85000000 0.005895702441 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 10/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204DDZ9 4827.05000000 PA USD 4886.23000000 0.000595708089 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 10/15/2040 SF1 GNSF 549300M8ZYFG0OCMTT87 3620ARLM1 25323.69000000 PA USD 27843.23000000 0.003394526526 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 04/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203AUX2 581.25000000 PA USD 588.69000000 0.000071770546 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 03/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36203TVC6 810.24000000 PA USD 891.76000000 0.000108719533 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 10/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36224NNA7 255.31000000 PA USD 256.29000000 0.000031245771 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 12/20/2027 GNMA II 549300M8ZYFG0OCMTT87 36202CYS6 6508.34000000 PA USD 7327.92000000 0.000893388404 Long ABS-MBS USGA US N 2 2027-12-20 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2034 GNMA 549300M8ZYFG0OCMTT87 36202VXC0 8593.49000000 PA USD 9485.73000000 0.001156459293 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 3.50% 11/20/2047 SF2 G2SF 549300M8ZYFG0OCMTT87 36179TLS2 15654533.51000000 PA USD 16664047.88000000 2.031608852836 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 07/20/2040 GNMA II 549300M8ZYFG0OCMTT87 36202FHX7 700097.52000000 PA USD 768939.61000000 0.093745801153 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 4.50000000 N N N N N N UNITED STATES TREASURY NOTE/BOND 2.50% 02/15/2046 254900HROIFWPRGM1V77 912810RQ3 6000000.00000000 PA USD 7430039.04000000 0.905838317273 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N FANNIE MAE 4.109% 06/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402DG61 8397.75000000 PA USD 8499.46000000 0.001036217508 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.10900000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36225BXY9 37122.33000000 PA USD 43948.60000000 0.005358023781 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.53% 09/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 31417K2C0 1117.58000000 PA USD 1148.44000000 0.000140012852 Long ABS-MBS USGA US N 2 2039-09-01 Floating 3.53000000 N N N N N N FANNIE MAE 3.915% 02/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409VAU7 326.09700000 PA USD 328.36000000 0.000040032235 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.91500000 N N N N N N GOVT NATL MORTG ASSN 5.00% 07/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620A6E60 41228.21000000 PA USD 47140.42000000 0.005747156710 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.639% 06/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31361ELT2 2461.12000000 PA USD 2488.72000000 0.000303414009 Long ABS-MBS USGA US N 2 2026-06-01 Floating 3.63900000 N N N N N N FANNIE MAE 3.508% 11/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31387UEG2 22853.82000000 PA USD 23082.50000000 0.002814118855 Long ABS-MBS USGA US N 2 2028-11-01 Floating 3.50800000 N N N N N N FANNIE MAE 2.957% 06/01/2040 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385Y2D6 2742.85000000 PA USD 2773.85000000 0.000338175829 Long ABS-MBS USGA US N 2 2040-06-01 Floating 3.36600000 N N N N N N GOVT NATL MORTG ASSN 4.50% 09/15/2039 SF1 GNSF 549300M8ZYFG0OCMTT87 3620ADMM1 563022.86000000 PA USD 628451.97000000 0.076618153946 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 04/20/2028 GNMA II 549300M8ZYFG0OCMTT87 36202C2H5 4788.31000000 PA USD 5388.23000000 0.000656909764 Long ABS-MBS USGA US N 2 2028-04-20 Fixed 6.00000000 N N N N N N FANNIE MAE 6.50% 12/01/2029 FNMA 30 B1V7KEBTPIMZEU4LTD58 31389X2H5 97162.29000000 PA USD 108184.96000000 0.013189443769 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 11/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224TM98 43.50000000 PA USD 43.66000000 0.000005322838 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 7.00000000 N N N N N N FANNIE MAE 3.361% 09/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391BEP8 4927.35000000 PA USD 4958.35000000 0.000604500648 Long ABS-MBS USGA US N 2 2032-09-01 Floating 3.36100000 N N N N N N GOVT NATL MORTG ASSN 7.00% 08/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203YQB3 7721.05000000 PA USD 7750.66000000 0.000944927042 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 10/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36224WYA5 5810.10000000 PA USD 5883.36000000 0.000717273878 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 05/20/2032 GNMA II 549300M8ZYFG0OCMTT87 36202DS51 6188.94000000 PA USD 7382.97000000 0.000900099862 Long ABS-MBS USGA US N 2 2032-05-20 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 8.50% 12/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36205SXM2 14016.52000000 PA USD 14263.17000000 0.001738904175 Long ABS-MBS USGA US N 2 2024-12-15 Fixed 8.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2035 FHLMC G30 S6XOOCT0IEG5ABCC6L87 3128K7ND6 60889.78000000 PA USD 67816.98000000 0.008267953736 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 6.00000000 N N N N N N FANNIE MAE 3.735% 03/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409XQG7 67456.22000000 PA USD 70030.82000000 0.008537855562 Long ABS-MBS USGA US N 2 2036-03-01 Floating 3.73500000 N N N N N N FANNIE MAE 3.875% 03/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404MN79 39156.69000000 PA USD 39428.91000000 0.004807002667 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.87500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 5.00% 06/01/2039 FHLMC G30 S6XOOCT0IEG5ABCC6L87 312933T95 376225.86000000 PA USD 432126.69000000 0.052683022472 Long ABS-MBS USGA US N 2 2039-06-01 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 04/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224AAZ4 704.98000000 PA USD 708.00000000 0.000086316306 Long ABS-MBS USGA US N 2 2022-04-15 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 02/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620AQYV9 2703473.45000000 PA USD 3092608.88000000 0.377037537590 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.585% 09/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31391AM97 16284.37000000 PA USD 16310.71000000 0.001988531422 Long ABS-MBS USGA US N 2 2032-09-01 Floating 3.58500000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36200HF74 30496.77000000 PA USD 33536.48000000 0.004088623013 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N FANNIE MAE 3.782% 10/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31376HYP2 6587.11000000 PA USD 6619.29000000 0.000806995290 Long ABS-MBS USGA US N 2 2026-10-01 Floating 3.78200000 N N N N N N GOVT NATL MORTG ASSN 6.00% 10/20/2031 GNMA II 549300M8ZYFG0OCMTT87 36202DQA2 21939.33000000 PA USD 24696.53000000 0.003010894432 Long ABS-MBS USGA US N 2 2031-10-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 01/20/2024 GNMA II 30YR SINGLE FAMIL 549300M8ZYFG0OCMTT87 36202BV77 30.84000000 PA USD 33.88000000 0.000004130503 Long ABS-MBS USGA US N 2 2024-01-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 09/15/2038 GNMA SF 549300M8ZYFG0OCMTT87 36296MRK6 8488.22000000 PA USD 9343.88000000 0.001139165553 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.50000000 N N N N N N FANNIE MAE 2.064% 11/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 313625FB6 388.20000000 PA USD 385.72000000 0.000047025318 Long ABS-MBS USGA US N 2 2026-11-01 Floating 2.06400000 N N N N N N FANNIE MAE 4.085% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401MJU6 12561.93000000 PA USD 12605.21000000 0.001536772842 Long ABS-MBS USGA US N 2 2033-05-01 Floating 4.08500000 N N N N N N GOVT NATL MORTG ASSN 5.50% 04/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36200MFY4 16714.17000000 PA USD 19524.80000000 0.002380379414 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 04/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36201TNM5 24463.75000000 PA USD 27397.01000000 0.003340125307 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N FANNIE MAE 4.103% 02/01/2029 FAR FNARM B1V7KEBTPIMZEU4LTD58 31384LJ39 4189.31000000 PA USD 4182.52000000 0.000509914801 Long ABS-MBS USGA US N 2 2029-02-01 Floating 4.10300000 N N N N N N FANNIE MAE 4.13% 03/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414BEL0 32877.17000000 PA USD 32955.97000000 0.004017849737 Long ABS-MBS USGA US N 2 2038-03-01 Floating 4.13000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620AQPK3 158604.82000000 PA USD 181210.44000000 0.022092395364 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36225BSB5 27051.19000000 PA USD 31062.70000000 0.003787030424 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 05/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36205BYZ9 3840.02000000 PA USD 4226.76000000 0.000515308351 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 06/15/2037 GNMA SF 549300M8ZYFG0OCMTT87 36295GVQ2 245630.96000000 PA USD 275371.25000000 0.033572075245 Long ABS-MBS USGA US N 2 2037-06-15 Fixed 5.50000000 N N N N N N FANNIE MAE 3.677% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RPM5 177469.14000000 PA USD 185600.09000000 0.022627562561 Long ABS-MBS USGA US N 2 2035-06-01 Floating 3.67700000 N N N N N N FANNIE MAE 3.625% 01/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411E2N6 4383.09000000 PA USD 4464.63000000 0.000544308435 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.62500000 N N N N N N FANNIE MAE 3.743% 10/01/2023 FAR FNARM B1V7KEBTPIMZEU4LTD58 31368HC68 551.30000000 PA USD 554.02000000 0.000067543729 Long ABS-MBS USGA US N 2 2023-10-01 Floating 3.74300000 N N N N N N GOVT NATL MORTG ASSN 8.00% 07/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 362198SP9 1738.28000000 PA USD 1763.55000000 0.000215004410 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 04/15/2036 GNMA SF 549300M8ZYFG0OCMTT87 36292LGX6 47122.31000000 PA USD 54111.76000000 0.006597072419 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 09/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 36241LTH9 605757.44000000 PA USD 692551.46000000 0.084432887334 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 11/20/2041 GNMA II 549300M8ZYFG0OCMTT87 36202FY67 4851260.32000000 PA USD 5351950.70000000 0.652486748739 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 09/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203KCF9 539.69000000 PA USD 569.37000000 0.000069415134 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 9.50% 04/20/2025 GNMA II 549300M8ZYFG0OCMTT87 36202CGB3 1533.95000000 PA USD 1537.82000000 0.000187484382 Long ABS-MBS USGA US N 2 2025-04-20 Fixed 9.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 06/20/2031 GNMA II 549300M8ZYFG0OCMTT87 36202DNL1 15454.44000000 PA USD 18416.25000000 0.002245229778 Long ABS-MBS USGA US N 2 2031-06-20 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36291J7H7 2346.31000000 PA USD 2580.16000000 0.000314561980 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.50% 01/01/2024 FHLMC G30 S6XOOCT0IEG5ABCC6L87 313988BB2 12316.54000000 PA USD 13711.49000000 0.001671645729 Long ABS-MBS USGA US N 2 2024-01-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 10/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36198RH58 285008.24000000 PA USD 313075.79000000 0.038168850158 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 10/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203EGP7 551.24000000 PA USD 557.74000000 0.000067997255 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.00000000 N N N N N N FREDDIE MAC 6.50% 12/01/2023 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31335GDJ1 4235.61000000 PA USD 4715.45000000 0.000574887328 Long ABS-MBS USGA US N 2 2023-12-01 Fixed 6.50000000 N N N N N N FANNIE MAE 3.964% 12/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385WZW2 1083.87000000 PA USD 1095.49000000 0.000133557416 Long ABS-MBS USGA US N 2 2032-12-01 Floating 3.96400000 N N N N N N GOVT NATL MORTG ASSN 7.50% 01/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36224U5A1 2339.30000000 PA USD 2409.52000000 0.000293758287 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 7.00% 04/01/2024 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31292GK54 33750.36000000 PA USD 36270.83000000 0.004421983173 Long ABS-MBS USGA US N 2 2024-04-01 Fixed 7.00000000 N N N N N N FANNIE MAE 3.733% 03/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404NCR5 3411.47000000 PA USD 3432.78000000 0.000418509733 Long ABS-MBS USGA US N 2 2035-03-01 Floating 3.73300000 N N N N N N GOVT NATL MORTG ASSN 3% 02/20/2050 SF2 549300M8ZYFG0OCMTT87 36179VFP0 13132252.62000000 PA USD 13938021.77000000 1.699263505654 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620AGPS8 3544.00000000 PA USD 3881.07000000 0.000473163317 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36200NTS0 51680.71000000 PA USD 59119.80000000 0.007207631058 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 3.50% 08/20/2042 SF2 G2SF 549300M8ZYFG0OCMTT87 36179MK74 5042687.80000000 PA USD 5485915.35000000 0.668819141137 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 3.50000000 N N N N N N FANNIE MAE 4.244% 11/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374GXY8 13544.81000000 PA USD 13748.35000000 0.001676139541 Long ABS-MBS USGA US N 2 2025-11-01 Floating 4.24400000 N N N N N N GOVT NATL MORTG ASSN 3.50% 07/20/2042 SF2 G2SF 549300M8ZYFG0OCMTT87 36179MG53 1405427.38000000 PA USD 1528955.87000000 0.186403705957 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 3.50000000 N N N N N N FANNIE MAE 5.00% 07/01/2041 FNMA 30 B1V7KEBTPIMZEU4LTD58 3138EGTC8 651428.56000000 PA USD 748985.41000000 0.091313071143 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 03/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36212NA49 3576.56200000 PA USD 4290.99000000 0.000523138995 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 04/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620ALN59 60256.01000000 PA USD 68887.19000000 0.008398429124 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204NU88 1586.65000000 PA USD 1746.29000000 0.000212900145 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 09/15/2038 GNMA SF 549300M8ZYFG0OCMTT87 36296NTU0 109612.45000000 PA USD 128274.39000000 0.015638660437 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 3.50% 11/20/2042 SF2 G2SF 549300M8ZYFG0OCMTT87 36179MSX9 8908721.41000000 PA USD 9691789.02000000 1.181581120904 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.50000000 N N N N N N FANNIE MAE 4.305% 05/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404UM80 8640.72000000 PA USD 8687.22000000 0.001059108398 Long ABS-MBS USGA US N 2 2034-05-01 Floating 4.30500000 N N N N N N GOVT NATL MORTG ASSN 4.50% 03/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620ARFJ5 302127.50000000 PA USD 340584.20000000 0.041522556874 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36200MEH2 10400.06000000 PA USD 11437.67000000 0.001394431400 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N FANNIE MAE 3.536% 06/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402CXP2 1177.86000000 PA USD 1184.66000000 0.000144428638 Long ABS-MBS USGA US N 2 2032-06-01 Floating 3.53600000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204FES9 141.54000000 PA USD 155.87000000 0.000019002998 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.502% 07/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31390UER3 25611.15000000 PA USD 25787.41000000 0.003143889817 Long ABS-MBS USGA US N 2 2032-07-01 Floating 3.50200000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620AXZL5 66058.58000000 PA USD 75553.79000000 0.009211192246 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N United States International Development Finance Corp 4.01% 05/15/2030 N/A 690353TK3 1642500.00000000 PA USD 1888950.54000000 0.230292703625 Long ABS-O USGA US N 2 2030-05-15 Fixed 4.01000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 01/15/2026 GNMA SF 549300M8ZYFG0OCMTT87 36204L2M2 2909.71000000 PA USD 2952.12000000 0.000359909739 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 10/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224FU99 3270.40000000 PA USD 3310.81000000 0.000403639677 Long ABS-MBS USGA US N 2 2022-10-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 01/20/2036 GNMA II 549300M8ZYFG0OCMTT87 36202EGR4 453933.41000000 PA USD 521811.76000000 0.063617039435 Long ABS-MBS USGA US N 2 2036-01-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 06/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203LFC1 5430.63000000 PA USD 5701.13000000 0.000695057183 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.00000000 N N N N N N FANNIE MAE 5.50% 1/01/2035 FNMA 30 B1V7KEBTPIMZEU4LTD58 31406PZU6 82313.91000000 PA USD 91220.39000000 0.011121196555 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 10/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36183CA97 28242.38000000 PA USD 30590.20000000 0.003729425261 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 11/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 36297F3A8 1216410.02000000 PA USD 1391532.00000000 0.169649580375 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 04/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36213CPZ7 6886.82000000 PA USD 7439.12000000 0.000906945428 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 03/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203AFQ4 838.47000000 PA USD 841.64000000 0.000102609119 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 7.00000000 N N N N N N FANNIE MAE 3.069% 06/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31387UEC1 8930.10000000 PA USD 8907.30000000 0.001085939602 Long ABS-MBS USGA US N 2 2025-06-01 Floating 3.06900000 N N N N N N GOVT NATL MORTG ASSN 5.00% 11/20/2033 GNMA II 549300M8ZYFG0OCMTT87 36202D2D2 282650.84000000 PA USD 320218.53000000 0.039039662216 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 09/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36198RLN4 45493.65000000 PA USD 49112.65000000 0.005987602486 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 09/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224J6U1 2499.40000000 PA USD 2529.30000000 0.000308361348 Long ABS-MBS USGA US N 2 2022-09-15 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36205EHT6 264.32000000 PA USD 290.91000000 0.000035466492 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.804% 06/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31389TR46 26.20000000 PA USD 26.29000000 0.000003205163 Long ABS-MBS USGA US N 2 2032-06-01 Floating 3.80400000 N N N N N N GOVT NATL MORTG ASSN 4.00% 04/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36184QAK0 72653.75000000 PA USD 79804.82000000 0.009729459491 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 07/20/2028 GNMA II 549300M8ZYFG0OCMTT87 36202C3X9 144.54000000 PA USD 162.64000000 0.000019828367 Long ABS-MBS USGA US N 2 2028-07-20 Fixed 6.00000000 N N N N N N FANNIE MAE 5.50% 01/01/2025 FNMA 15 B1V7KEBTPIMZEU4LTD58 31418MWY4 394721.01000000 PA USD 415574.22000000 0.050665016713 Long ABS-MBS USGA US N 2 2025-01-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 09/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36201BL38 31534.42400000 PA USD 34732.54000000 0.004234441490 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 01/20/2035 GNMA II SF 549300M8ZYFG0OCMTT87 36202ECA5 231477.15000000 PA USD 266904.23000000 0.032539812681 Long ABS-MBS USGA US N 2 2035-01-20 Fixed 5.50000000 N N N N N N FANNIE MAE 3.661% 07/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410F7G4 1144.06000000 PA USD 1168.66000000 0.000142477987 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.66100000 N N N N N N FANNIE MAE 3.805% 07/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31384VJ60 8023.25000000 PA USD 8066.83000000 0.000983473124 Long ABS-MBS USGA US N 2 2028-07-01 Floating 3.80500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.50% 04/01/2025 FHLMC G15 S6XOOCT0IEG5ABCC6L87 3128PRDB2 455630.40000000 PA USD 482102.43000000 0.058775849170 Long ABS-MBS USGA US N 2 2025-04-01 Fixed 4.50000000 N N N N N N FANNIE MAE 3.397% 11/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31407XWX5 19478.90000000 PA USD 19582.47000000 0.002387410291 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.39700000 N N N N N N FANNIE MAE 3.322% 11/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RBH1 12501.98000000 PA USD 12560.92000000 0.001531373196 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.32200000 N N N N N N FANNIE MAE 5.00% 07/01/2035 FNMA 30 B1V7KEBTPIMZEU4LTD58 31407DUD5 26357.39000000 PA USD 30225.19000000 0.003684924816 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 3.50% 04/20/2043 SF2 G2SF 549300M8ZYFG0OCMTT87 36179NBB3 5045535.48000000 PA USD 5489062.82000000 0.669202867106 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N FANNIE MAE 8.50% 05/01/2021 FNMA B1V7KEBTPIMZEU4LTD58 313615A97 15.02000000 PA USD 15.08000000 0.000001838488 Long ABS-MBS USGA US N 2 2021-05-01 Fixed 8.50000000 N N N N N N FANNIE MAE 4.753% 08/01/2023 FAR FNARM B1V7KEBTPIMZEU4LTD58 31370LLM0 13939.50000000 PA USD 13916.91000000 0.001696689649 Long ABS-MBS USGA US N 2 2023-08-01 Floating 4.75300000 N N N N N N GOVT NATL MORTG ASSN 4.00% 05/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36184YLX3 37520.99000000 PA USD 40707.04000000 0.004962826765 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 11/20/2040 GNMA II 549300M8ZYFG0OCMTT87 36202FMA1 1775808.64000000 PA USD 1958567.12000000 0.238780056833 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.00000000 N N N N N N FANNIE MAE 5.50% 09/01/2033 FNMA 30 B1V7KEBTPIMZEU4LTD58 31402SR33 1750.91000000 PA USD 1926.43000000 0.000234862037 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203R3H0 746.57000000 PA USD 749.43000000 0.000091367273 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 04/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36209GTV9 2936.60000000 PA USD 3273.33000000 0.000399070277 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 03/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36183X2E9 48500.54000000 PA USD 52857.43000000 0.006444149914 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 3.00% 09/20/2045 SF2 G2SF 549300M8ZYFG0OCMTT87 36179RNV7 7030889.70000000 PA USD 7502370.83000000 0.914656697175 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 09/20/2034 GNMA II 549300M8ZYFG0OCMTT87 36202EAL3 491414.17000000 PA USD 576890.68000000 0.070332023830 Long ABS-MBS USGA US N 2 2034-09-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 05/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36213LJB7 6462.10000000 PA USD 7189.59000000 0.000876523807 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.00000000 N N N N N N FANNIE MAE 3.27% 09/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402VRV4 34778.25000000 PA USD 34919.49000000 0.004257233628 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.27000000 N N N N N N GOVT NATL MORTG ASSN 3.50% 01/20/2043 SF2 G2SF 549300M8ZYFG0OCMTT87 36179MX47 11469035.77000000 PA USD 12477170.32000000 1.521162796878 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 12/15/2035 GNMA SF 549300M8ZYFG0OCMTT87 36200JJZ4 18159.05000000 PA USD 20623.44000000 0.002514320864 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 5.50% 10/01/2033 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31296NUK1 10427.01000000 PA USD 11933.68000000 0.001454902800 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.50000000 N N N N N N FANNIE MAE 3.605% 12/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411EC62 2071.30000000 PA USD 2183.70000000 0.000266227286 Long ABS-MBS USGA US N 2 2036-12-01 Floating 3.60500000 N N N N N N FANNIE MAE 9.00% 10/01/2026 FNMA 30 B1V7KEBTPIMZEU4LTD58 31400RVG3 41147.76000000 PA USD 41996.56000000 0.005120039482 Long ABS-MBS USGA US N 2 2026-10-01 Fixed 9.00000000 N N N N N N FANNIE MAE 4.20% 04/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31379MDM8 6892.68000000 PA USD 6948.55000000 0.000847137249 Long ABS-MBS USGA US N 2 2038-04-01 Floating 4.20000000 N N N N N N FANNIE MAE 5.00% 07/01/2035 FNMA 30 B1V7KEBTPIMZEU4LTD58 31407JRT1 21963.20000000 PA USD 25177.72000000 0.003069559041 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 06/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 362165MG4 3095.09000000 PA USD 3408.27000000 0.000415521580 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.441% 09/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31416BWK0 9143.73000000 PA USD 9209.07000000 0.001122730099 Long ABS-MBS USGA US N 2 2038-09-01 Floating 3.44100000 N N N N N N FANNIE MAE 4.00% 03/01/2041 FNMA 30 B1V7KEBTPIMZEU4LTD58 3138A8RD0 1076714.46000000 PA USD 1181888.89000000 0.144090796503 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 08/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 36296JCV5 5195.53000000 PA USD 5901.32000000 0.000719463484 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 04/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620APKJ3 220218.80000000 PA USD 249763.03000000 0.030450031499 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203KA79 611.46000000 PA USD 618.76000000 0.000075436550 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 03/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224EDB6 133.70000000 PA USD 134.21000000 0.000016362304 Long ABS-MBS USGA US N 2 2022-03-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620ALQM9 19604.88000000 PA USD 21872.13000000 0.002666555764 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.887% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XEK9 14538.04000000 PA USD 14672.50000000 0.001788807923 Long ABS-MBS USGA US N 2 2033-05-01 Floating 3.88700000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36291JHG8 8010.75000000 PA USD 8948.49000000 0.001090961309 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 05/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36185BQT6 24098.79000000 PA USD 25854.53000000 0.003152072798 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 06/15/2035 GNMA SF 549300M8ZYFG0OCMTT87 36291ALH0 186961.03000000 PA USD 205598.29000000 0.025065656862 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 06/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36224XY47 1478.32000000 PA USD 1495.26000000 0.000182295650 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 06/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36213FUR2 492869.14000000 PA USD 575943.01000000 0.070216487990 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N FANNIE MAE 3.455% 03/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31389WW35 16415.13000000 PA USD 16487.56000000 0.002010092211 Long ABS-MBS USGA US N 2 2032-03-01 Floating 3.45500000 N N N N N N FANNIE MAE 4.50% 12/01/2040 FNMA 30 B1V7KEBTPIMZEU4LTD58 31419AX44 2786915.57000000 PA USD 3102650.81000000 0.378261806389 Long ABS-MBS USGA US N 2 2040-12-01 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 08/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203V3E8 986.87000000 PA USD 990.60000000 0.000120769679 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 01/15/2029 GNMA SF 549300M8ZYFG0OCMTT87 36210LZY2 6367.75000000 PA USD 6991.86000000 0.000852417418 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36203BJ54 1292.96000000 PA USD 1350.05000000 0.000164592273 Long ABS-MBS USGA US N 2 2022-12-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 04/15/2035 GNMA SF 549300M8ZYFG0OCMTT87 36212UN80 163864.49000000 PA USD 186231.76000000 0.022704573043 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 12/15/2028 GNMA SF 549300M8ZYFG0OCMTT87 36210EKS7 25999.69000000 PA USD 28580.48000000 0.003484408866 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 10/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204HZV5 870.45000000 PA USD 958.03000000 0.000116798886 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 04/15/2039 SF1 GNSF 549300M8ZYFG0OCMTT87 3620A2K21 1140805.00000000 PA USD 1295757.78000000 0.157973200505 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 04/15/2037 GNMA SF 549300M8ZYFG0OCMTT87 36212KXF5 189082.50000000 PA USD 213606.56000000 0.026041990604 Long ABS-MBS USGA US N 2 2037-04-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 01/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620A9L33 55725.58000000 PA USD 62410.47000000 0.007608815353 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 5.00000000 N N N N N N UNITED STATES TREASURY NOTE/BOND 2.25% 08/15/2027 254900HROIFWPRGM1V77 9128282R0 6000000.00000000 PA USD 6740507.82000000 0.821773644575 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.50% 09/01/2029 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31298EZN8 57990.37000000 PA USD 64592.62000000 0.007874853670 Long ABS-MBS USGA US N 2 2029-09-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 01/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36183W5H1 569372.33000000 PA USD 625383.30000000 0.076244034933 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 4.00000000 N N N N N N FANNIE MAE 3.686% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401GYR9 5534.91000000 PA USD 5572.31000000 0.000679352004 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.68600000 N N N N N N GOVT NATL MORTG ASSN 7.00% 06/15/2029 GNMA SF 549300M8ZYFG0OCMTT87 36210XYN1 2581.86000000 PA USD 2591.96000000 0.000316000585 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 7.00000000 N N N N N N FANNIE MAE 3.848% 10/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374VCS1 21488.15000000 PA USD 21600.55000000 0.002633445902 Long ABS-MBS USGA US N 2 2025-10-01 Floating 3.84800000 N N N N N N GOVT NATL MORTG ASSN 3% 04/20/2046 SF2 549300M8ZYFG0OCMTT87 36179R7H6 19507842.82000000 PA USD 20770247.22000000 2.532218968141 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 05/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36213BU42 5003.65000000 PA USD 5070.43000000 0.000618164959 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 08/20/2035 GNMA II SF 549300M8ZYFG0OCMTT87 36202EEU9 514511.67000000 PA USD 582581.06000000 0.071025770419 Long ABS-MBS USGA US N 2 2035-08-20 Fixed 5.00000000 N N N N N N FANNIE MAE 3.468% 01/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EH6Z0 1660033.90000000 PA USD 1732585.83000000 0.211229392514 Long ABS-MBS USGA US N 2 2040-01-01 Floating 3.46800000 N N N N N N GOVT NATL MORTG ASSN 4.00% 02/20/2044 SF2 G2SF 549300M8ZYFG0OCMTT87 36181CBJ6 1259998.75000000 PA USD 1386155.52000000 0.168994103120 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 09/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36200SR28 12957.85000000 PA USD 15117.57000000 0.001843068938 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N TENNESSEE VALLEY AUTHORITY 1.875% 08/15/2022 549300HE1ISW43LNKM54 880591EN8 6000000.00000000 PA USD 6184801.74000000 0.754024355817 Long DBT USGA US N 2 2022-08-15 Fixed 1.87500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.50% 07/01/2041 FHLMC G30 S6XOOCT0IEG5ABCC6L87 3132GFLR6 242385.78000000 PA USD 266009.05000000 0.032430676196 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 4.50000000 N N N N N N FANNIE MAE 3.626% 07/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403DK24 21202.71000000 PA USD 21499.32000000 0.002621104377 Long ABS-MBS USGA US N 2 2034-07-01 Floating 3.62600000 N N N N N N FANNIE MAE 2.957% 12/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386MLU2 2515.70000000 PA USD 2496.30000000 0.000304338130 Long ABS-MBS USGA US N 2 2040-12-01 Floating 2.95700000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204FSC9 534.96000000 PA USD 589.13000000 0.000071824188 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N FANNIE MAE 4.755% 06/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XG35 39843.26000000 PA USD 39872.69000000 0.004861106411 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.75500000 N N N N N N GOVT NATL MORTG ASSN 4.50% 04/15/2041 GNMA SF 549300M8ZYFG0OCMTT87 3620ASEX3 107852.59000000 PA USD 122391.60000000 0.014921456050 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N FANNIE MAE 5.50% 11/01/2033 FNMA 30 B1V7KEBTPIMZEU4LTD58 31403HPH7 86386.34000000 PA USD 99001.44000000 0.012069828615 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 03/15/2029 GNMA SF 549300M8ZYFG0OCMTT87 36210VUU3 7907.87000000 PA USD 8792.27000000 0.001071915641 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 10/20/2022 GNMA II 549300M8ZYFG0OCMTT87 36202ANK9 2742.68000000 PA USD 2779.10000000 0.000338815886 Long ABS-MBS USGA US N 2 2022-10-20 Fixed 7.50000000 N N N N N N FANNIE MAE 3.825% 09/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GJV6 10551.10000000 PA USD 10648.22000000 0.001298185061 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.82500000 N N N N N N GOVT NATL MORTG ASSN 8.00% 06/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224DFE0 359.34000000 PA USD 369.83000000 0.000045088078 Long ABS-MBS USGA US N 2 2022-06-15 Fixed 8.00000000 N N N N N N FANNIE MAE 3.245% 10/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403AMC6 23540.79000000 PA USD 23606.79000000 0.002878038031 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.24500000 N N N N N N GOVT NATL MORTG ASSN 6.50% 04/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204YGB3 1853.45000000 PA USD 2040.17000000 0.000248728728 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36201GBJ3 73573.80000000 PA USD 84204.25000000 0.010265819024 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.305% 11/01/2031 FAR FNARM B1V7KEBTPIMZEU4LTD58 31388KXA5 6642.24000000 PA USD 6697.57000000 0.000816538850 Long ABS-MBS USGA US N 2 2031-11-01 Floating 3.30500000 N N N N N N FANNIE MAE 7.50% 07/01/2025 FNMA B1V7KEBTPIMZEU4LTD58 31374KM88 4662.86000000 PA USD 4680.89000000 0.000570673922 Long ABS-MBS USGA US N 2 2025-07-01 Fixed 7.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2034 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31297DT40 93872.35000000 PA USD 104809.09000000 0.012777872257 Long ABS-MBS USGA US N 2 2034-08-01 Fixed 6.00000000 N N N N N N PRIVATE EXPORT FUNDING CORP 2.30% 09/15/2020 CYQE6SAYPFKNQJ6FMH60 742651DV1 3500000.00000000 PA USD 3515764.14000000 0.428626802007 Long DBT CORP US N 2 2020-09-15 Fixed 2.30000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 11/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224QDM5 854.15000000 PA USD 857.36000000 0.000104525633 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 02/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36184B2D8 158312.55000000 PA USD 173874.81000000 0.021198066989 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 4.00000000 N N N N N N U S TREASURY NOTE/BOND I/L 2.00% 01/15/2026 INDEX LINKED 254900HROIFWPRGM1V77 912810FS2 1938103.57500000 PA USD 2255233.41000000 0.274948331519 Long DBT NUSS US N 2 2026-01-15 Fixed 2.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203QND9 180.31000000 PA USD 183.41000000 0.000022360556 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 11/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36213EMC7 3689.73000000 PA USD 4220.17000000 0.000514504926 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 12/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36290YWS3 34352.60000000 PA USD 37650.22000000 0.004590152453 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.574% 12/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31378QHM6 4498.08000000 PA USD 4516.14000000 0.000550588312 Long ABS-MBS USGA US N 2 2037-12-01 Floating 3.57400000 N N N N N N GOVT NATL MORTG ASSN 7.00% 08/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36213QZ36 4622.63000000 PA USD 5413.06000000 0.000659936931 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 12/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36200VLB7 4858.90800000 PA USD 5347.79000000 0.000651979494 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 09/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 3617AAVK7 119940.38000000 PA USD 131535.33000000 0.016036220179 Long ABS-MBS USGA US N 2 2045-09-15 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2029 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31293P2G9 3051.11000000 PA USD 3395.03000000 0.000413907416 Long ABS-MBS USGA US N 2 2029-05-01 Fixed 6.50000000 N N N N N N FANNIE MAE 3.802% 08/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413MUF2 2620.86000000 PA USD 2671.36000000 0.000325680690 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.80200000 N N N N N N GOVT NATL MORTG ASSN 4.00% 03/20/2041 GNMA II 549300M8ZYFG0OCMTT87 36202FQ66 877287.69000000 PA USD 967477.35000000 0.117950666208 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.00% 03/01/2033 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31292HVC5 42259.05000000 PA USD 49202.38000000 0.005998541981 Long ABS-MBS USGA US N 2 2033-03-01 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 11/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 3617AACV4 77452.91000000 PA USD 85072.00000000 0.010371611361 Long ABS-MBS USGA US N 2 2045-11-15 Fixed 4.00000000 N N N N N N FANNIE MAE 3.181% 09/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385WVC0 10240.55000000 PA USD 10326.32000000 0.001258940401 Long ABS-MBS USGA US N 2 2027-09-01 Floating 3.18100000 N N N N N N GOVT NATL MORTG ASSN 5.50% 04/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36200DQA4 15729.72000000 PA USD 17282.49000000 0.002107006649 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36183QD44 86328.23000000 PA USD 94828.65000000 0.011561100053 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 04/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36200EBE0 145658.18000000 PA USD 170048.32000000 0.020731557830 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204DK73 1094.70000000 PA USD 1204.84000000 0.000146888896 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 05/20/2036 GNMA II 549300M8ZYFG0OCMTT87 36202EH44 25941.72000000 PA USD 29888.25000000 0.003643846545 Long ABS-MBS USGA US N 2 2036-05-20 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203KBE3 571.53000000 PA USD 578.10000000 0.000070479458 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N FANNIE MAE 4.058% 03/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409DSH7 43206.50000000 PA USD 43427.24000000 0.005294461818 Long ABS-MBS USGA US N 2 2036-03-01 Floating 4.05800000 N N N N N N GOVT NATL MORTG ASSN 5.50% 02/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36213ADK7 22040.73000000 PA USD 24308.67000000 0.002963608213 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36203KKR4 23186.80000000 PA USD 25748.72000000 0.003139172899 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36201MWZ1 67455.13000000 PA USD 78667.51000000 0.009590803560 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 3.50% 10/20/2042 SF2 G2SF 549300M8ZYFG0OCMTT87 36179MQP8 4513452.92000000 PA USD 4910180.87000000 0.598628076224 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N FREDDIE MAC 6.50% 01/01/2024 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31335GC45 16129.28000000 PA USD 17957.90000000 0.002189349723 Long ABS-MBS USGA US N 2 2024-01-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 12/15/2026 GNMA SF 549300M8ZYFG0OCMTT87 36207CMX3 284.28000000 PA USD 285.50000000 0.000034806928 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 04/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36291JGP9 17792.82000000 PA USD 19926.95000000 0.002429407807 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N FANNIE MAE 3.471% 02/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400ANW4 17381.41000000 PA USD 17478.39000000 0.002130889932 Long ABS-MBS USGA US N 2 2033-02-01 Floating 3.47100000 N N N N N N GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36198RQC3 116479.22000000 PA USD 127951.63000000 0.015599310930 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 4.00000000 N N N N N N FREDDIE MAC 8.00% 09/01/2021 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31292GCX2 17.61000000 PA USD 17.67000000 0.000002154250 Long ABS-MBS USGA US N 2 2021-09-01 Fixed 8.00000000 N N N N N N FANNIE MAE 3.604% 08/01/2031 FAR FNARM B1V7KEBTPIMZEU4LTD58 31387A3P8 20873.39000000 PA USD 20935.18000000 0.002552326861 Long ABS-MBS USGA US N 2 2031-08-01 Floating 3.60400000 N N N N N N GOVT NATL MORTG ASSN 6.50% 12/15/2030 GNMA SF 549300M8ZYFG0OCMTT87 36225BLF3 44923.25000000 PA USD 52487.47000000 0.006399045987 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 6.50000000 N N N N N N FANNIE MAE 2.757% 08/01/2042 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402RHT9 25781.10000000 PA USD 25902.37000000 0.003157905244 Long ABS-MBS USGA US N 2 2042-08-01 Floating 2.75700000 N N N N N N GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36203BJ70 771.62000000 PA USD 781.59000000 0.000095288082 Long ABS-MBS USGA US N 2 2022-12-15 Fixed 7.00000000 N N N N N N FANNIE MAE 3.929% 05/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XHB6 4638.04000000 PA USD 4664.60000000 0.000568687915 Long ABS-MBS USGA US N 2 2033-05-01 Floating 3.94300000 N N N N N N GOVT NATL MORTG ASSN 4.00% 01/20/2041 GNMA II 549300M8ZYFG0OCMTT87 36202FPF7 1818908.76000000 PA USD 2006349.85000000 0.244605521209 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 10/15/2035 GNMA SF 549300M8ZYFG0OCMTT87 36292AWX2 14006.35000000 PA USD 15939.28000000 0.001943248278 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N FANNIE MAE 6.00% 02/01/2036 FNMA 30 B1V7KEBTPIMZEU4LTD58 31409T6V5 187072.50000000 PA USD 210214.61000000 0.025628458688 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224TYL8 147.72000000 PA USD 148.27000000 0.000018076438 Long ABS-MBS USGA US N 2 2022-12-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 04/15/2037 GNMA SF 549300M8ZYFG0OCMTT87 36295ERD1 39261.07000000 PA USD 43739.55000000 0.005332537306 Long ABS-MBS USGA US N 2 2037-04-15 Fixed 6.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2029 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31293QBT9 5694.98000000 PA USD 6338.57000000 0.000772771118 Long ABS-MBS USGA US N 2 2029-05-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 3.50% 08/20/2043 SF2 G2SF 549300M8ZYFG0OCMTT87 36179NLD8 199406.21000000 PA USD 216401.61000000 0.026382751046 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 3.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204RYL6 3482.56000000 PA USD 3867.35000000 0.000471490633 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 10/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36201P3P8 20644.34100000 PA USD 23787.23000000 0.002900036497 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N FANNIE MAE 3.28% 01/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409XZU6 27465.16000000 PA USD 28413.61000000 0.003464064795 Long ABS-MBS USGA US N 2 2036-01-01 Floating 3.28000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 02/20/2035 GNMA II SF 549300M8ZYFG0OCMTT87 36202ECP2 471912.20000000 PA USD 544273.54000000 0.066355482784 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 5.50000000 N N N N N N FANNIE MAE 4.177% 05/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385SBX5 24954.44000000 PA USD 25197.89000000 0.003072018081 Long ABS-MBS USGA US N 2 2030-05-01 Floating 4.17700000 N N N N N N FANNIE MAE 3.52% 03/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31379XVA0 14032.87000000 PA USD 14096.41000000 0.001718573515 Long ABS-MBS USGA US N 2 2027-03-01 Floating 3.52000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 08/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 36291D4M2 26348.44000000 PA USD 28901.26000000 0.003523516980 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 04/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36212S5J1 15399.83000000 PA USD 15642.15000000 0.001907023470 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 7.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.759% 04/01/2040 FHA FHARM S6XOOCT0IEG5ABCC6L87 31300MEQ2 4227239.58000000 PA USD 4469307.04000000 0.544878640165 Long ABS-MBS USGA US N 2 2040-04-01 Floating 3.75900000 N N N N N N GOVT NATL MORTG ASSN 4.50% 05/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 36290UP42 254995.02000000 PA USD 283774.32000000 0.034596541300 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N FANNIE MAE 3.551% 01/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411EP76 4903.33000000 PA USD 4935.30000000 0.000601690492 Long ABS-MBS USGA US N 2 2037-01-01 Floating 3.55100000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/20/2036 GNMA II 549300M8ZYFG0OCMTT87 36202EHF9 33009.44000000 PA USD 38065.41000000 0.004640770627 Long ABS-MBS USGA US N 2 2036-03-20 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 02/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36200K5S2 37520.25000000 PA USD 43828.85000000 0.005343424377 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N FANNIE MAE 3.837% 03/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400QTZ6 4690.23000000 PA USD 4722.41000000 0.000575735861 Long ABS-MBS USGA US N 2 2033-03-01 Floating 3.83700000 N N N N N N GOVT NATL MORTG ASSN 4.50% 08/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620C3S86 58423.98000000 PA USD 65144.86000000 0.007942180390 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N RELIANCE INDUSTRIES LTD 1.87% 01/15/2026 5493003UOETFYRONLG31 759470AV9 4421052.58100000 PA USD 4508469.04000000 0.549653102317 Long ABS-O CORP IN N 2 2026-01-15 Fixed 1.87000000 N N N N N N FANNIE MAE 4.13% 03/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31389R4T0 17962.66000000 PA USD 17984.90000000 0.002192641447 Long ABS-MBS USGA US N 2 2032-03-01 Floating 4.13000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.50% 09/01/2040 FHLMC G30 S6XOOCT0IEG5ABCC6L87 312942KX2 932769.89000000 PA USD 1032691.61000000 0.125901307547 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 03/15/2029 GNMA SF 549300M8ZYFG0OCMTT87 36210ETV1 3749.85000000 PA USD 4167.07000000 0.000508031203 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 12/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620AHFA6 231822.38000000 PA USD 264986.86000000 0.032306055199 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.00000000 N N N N N N FANNIE MAE 5.50% 09/01/2033 FNMA 30 B1V7KEBTPIMZEU4LTD58 31402YJL9 8912.98000000 PA USD 9806.46000000 0.001195561312 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.50000000 N N N N N N FANNIE MAE 3.195% 07/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413GLC2 29000.94800000 PA USD 29200.93000000 0.003560051454 Long ABS-MBS USGA US N 2 2037-07-01 Floating 3.19500000 N N N N N N GOVT NATL MORTG ASSN 4.00% 10/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36198RH41 150194.81000000 PA USD 161804.72000000 0.019726533669 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 10/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620AAJ82 12962.10000000 PA USD 14336.79000000 0.001747879608 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 01/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36200WC41 15011.07000000 PA USD 15218.65000000 0.001855392176 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 7.00000000 N N N N N N FANNIE MAE 3.50% 03/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404RUK1 22588.95000000 PA USD 23290.43000000 0.002839468784 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.50% 03/01/2025 FHLMC G15 S6XOOCT0IEG5ABCC6L87 3128PRDU0 54282.05000000 PA USD 57215.79000000 0.006975502370 Long ABS-MBS USGA US N 2 2025-03-01 Fixed 4.50000000 N N N N N N FANNIE MAE 3.54% 11/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31409UWM3 39467.11000000 PA USD 40812.07000000 0.004975631569 Long ABS-MBS USGA US N 2 2035-11-01 Floating 3.54000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.50% 12/01/2023 FHLMC G30 S6XOOCT0IEG5ABCC6L87 313986RH6 90.43000000 PA USD 100.64000000 0.000012269594 Long ABS-MBS USGA US N 2 2023-12-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204JTN6 3289.78000000 PA USD 3653.27000000 0.000445390923 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 04/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204LKA8 1585.39000000 PA USD 1744.90000000 0.000212730683 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 08/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36241KWF1 145816.83000000 PA USD 170788.30000000 0.020821773001 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 10/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620A9PN5 72009.71000000 PA USD 83197.40000000 0.010143068214 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 05/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36176WVP3 62299.13000000 PA USD 68422.54000000 0.008341781000 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 03/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620AKPS9 63392.22000000 PA USD 72476.65000000 0.008836040608 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N FANNIE MAE 4.25% 06/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31377EHA0 839.65000000 PA USD 839.91000000 0.000102398205 Long ABS-MBS USGA US N 2 2027-06-01 Floating 4.25000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 12/20/2034 GNMA II 549300M8ZYFG0OCMTT87 36202EBV0 264646.08800000 PA USD 305180.18000000 0.037206251438 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36291GX84 2703.69000000 PA USD 3019.75000000 0.000368154897 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 05/20/2033 GNMA II 549300M8ZYFG0OCMTT87 36202DXU0 2058.09000000 PA USD 2366.16000000 0.000288472022 Long ABS-MBS USGA US N 2 2033-05-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 08/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36182WC35 154556.75000000 PA USD 169777.55000000 0.020698546720 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 05/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 36295WJB4 150823.98000000 PA USD 168035.66000000 0.020486183003 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N FANNIE MAE 3.535% 01/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31389GPV6 8800.07000000 PA USD 8876.41000000 0.001082173627 Long ABS-MBS USGA US N 2 2032-01-01 Floating 3.53500000 N N N N N N GOVT NATL MORTG ASSN 4.50% 07/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 36297FRG9 212951.13000000 PA USD 240167.71000000 0.029280211465 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 07/15/2029 GNMA SF 549300M8ZYFG0OCMTT87 36210GEC4 94656.20000000 PA USD 106628.35000000 0.012999668590 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N FANNIE MAE 5.006% 09/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385HJD5 2541.76000000 PA USD 2696.50000000 0.000328745651 Long ABS-MBS USGA US N 2 2034-09-01 Floating 5.00600000 N N N N N N FANNIE MAE 4.50% 10/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403JRR9 9960.32000000 PA USD 10083.23000000 0.001229303917 Long ABS-MBS USGA US N 2 2033-10-01 Floating 4.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 03/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620ACRH9 8342.20000000 PA USD 9135.62000000 0.001113775392 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N FANNIE MAE 4.44% 08/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31367QUN2 2332.41000000 PA USD 2341.46000000 0.000285460705 Long ABS-MBS USGA US N 2 2022-08-01 Floating 4.44000000 N N N N N N FANNIE MAE 3.516% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406RGS8 6802.51000000 PA USD 6933.43000000 0.000845293884 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.51600000 N N N N N N GOVT NATL MORTG ASSN 4.00% 05/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36185BPE0 171754.52000000 PA USD 185542.78000000 0.022620575573 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 01/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36223VCF1 1072.73000000 PA USD 1083.52000000 0.000132098085 Long ABS-MBS USGA US N 2 2022-01-15 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 10/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224ERT2 1290.25000000 PA USD 1305.71000000 0.000159186532 Long ABS-MBS USGA US N 2 2022-10-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 11/20/2026 GNMA II 549300M8ZYFG0OCMTT87 36202CSK0 5182.80000000 PA USD 5832.57000000 0.000711081781 Long ABS-MBS USGA US N 2 2026-11-20 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 12/15/2021 GNMA SF 549300M8ZYFG0OCMTT87 36223HE45 245.83000000 PA USD 246.80000000 0.000030088791 Long ABS-MBS USGA US N 2 2021-12-15 Fixed 8.00000000 N N N N N N FANNIE MAE 4.085% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401DVU2 6062.08000000 PA USD 6139.45000000 0.000748495267 Long ABS-MBS USGA US N 2 2033-04-01 Floating 4.08500000 N N N N N N GOVT NATL MORTG ASSN 5.00% 12/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36291TBV9 97274.80000000 PA USD 108044.98000000 0.013172378011 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 02/15/2046 SF1 GNSF 549300M8ZYFG0OCMTT87 36192SU65 86316.08000000 PA USD 94782.04000000 0.011555417563 Long ABS-MBS USGA US N 2 2046-02-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 04/20/2032 GNMA II 549300M8ZYFG0OCMTT87 36202DSQ5 27570.81000000 PA USD 30967.53000000 0.003775427708 Long ABS-MBS USGA US N 2 2032-04-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 04/15/2026 GNMA SF 549300M8ZYFG0OCMTT87 36206VM53 3028.02000000 PA USD 3335.38000000 0.000406635145 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.79% 08/01/2027 FNMA ARM B1V7KEBTPIMZEU4LTD58 31385XPZ4 506.24000000 PA USD 508.78000000 0.000062028263 Long ABS-MBS USGA US N 2 2027-08-01 Floating 3.79000000 N N N N N N FANNIE MAE 3.403% 12/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403N6X0 20993.66000000 PA USD 21156.73000000 0.002579337281 Long ABS-MBS USGA US N 2 2033-12-01 Floating 3.40300000 N N N N N N GOVT NATL MORTG ASSN 5.50% 06/20/2036 GNMA II 549300M8ZYFG0OCMTT87 36202EJH3 81708.83000000 PA USD 94178.15000000 0.011481793899 Long ABS-MBS USGA US N 2 2036-06-20 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 09/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203WCG1 946.78000000 PA USD 1042.04000000 0.000127041022 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 03/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36223SPK3 3271.77000000 PA USD 3284.91000000 0.000400482060 Long ABS-MBS USGA US N 2 2022-03-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620ARDH1 314501.09000000 PA USD 359380.84000000 0.043814162161 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 05/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36225BND6 20461.23000000 PA USD 24433.26000000 0.002978797689 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.886% 04/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404RPH4 13454.05000000 PA USD 13491.12000000 0.001644779169 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.88600000 N N N N N N FANNIE MAE 3.447% 09/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403GWC2 2522.86000000 PA USD 2596.92000000 0.000316605287 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.44700000 N N N N N N GOVT NATL MORTG ASSN 4.50% 03/20/2041 GNMA II 549300M8ZYFG0OCMTT87 36202FQ74 775867.77000000 PA USD 852123.79000000 0.103887257642 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 01/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203DW97 7957.58000000 PA USD 8170.43000000 0.000996103590 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.50000000 N N N N N N FANNIE MAE 3.636% 12/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31384VQ70 3394.34000000 PA USD 3436.96000000 0.000419019341 Long ABS-MBS USGA US N 2 2024-12-01 Floating 3.63600000 N N N N N N FANNIE MAE 3.42% 09/01/2023 FAR FNARM B1V7KEBTPIMZEU4LTD58 31370NUN4 23645.39000000 PA USD 23744.87000000 0.002894872149 Long ABS-MBS USGA US N 2 2023-09-01 Floating 3.42000000 N N N N N N FANNIE MAE 3.14% 10/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400QYE7 53484.88000000 PA USD 53793.16000000 0.006558230081 Long ABS-MBS USGA US N 2 2032-10-01 Floating 3.14000000 N N N N N N FANNIE MAE 4.311% 07/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DSD3 4771.28000000 PA USD 4797.99000000 0.000584950249 Long ABS-MBS USGA US N 2 2033-07-01 Floating 4.31100000 N N N N N N GOVT NATL MORTG ASSN 7.00% 11/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36224SDN9 643.64000000 PA USD 651.78000000 0.000079462206 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 09/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36213WS98 13506.65500000 PA USD 15030.97000000 0.001832511040 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 9.50% 10/15/2020 GNMA SF 549300M8ZYFG0OCMTT87 362203EJ6 612.83000000 PA USD 614.35000000 0.000074898902 Long ABS-MBS USGA US N 2 2020-10-15 Fixed 9.50000000 N N N N N N FANNIE MAE 3.834% 05/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31407DUE3 3062.73000000 PA USD 3158.13000000 0.000385025589 Long ABS-MBS USGA US N 2 2035-05-01 Floating 3.83400000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36200KNA1 44154.12000000 PA USD 51587.70000000 0.006289349908 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 2.5% FNL S6XOOCT0IEG5ABCC6L87 3132DV6C4 14961528.45000000 PA USD 15601955.63000000 1.902123146052 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.762% 06/01/2037 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128S5VW1 1740672.07000000 PA USD 1837254.30000000 0.223990120988 Long ABS-MBS USGA US N 2 2037-06-01 Floating 3.76200000 N N N N N N GOVT NATL MORTG ASSN 4.50% 03/20/2042 SF2 G2SF 549300M8ZYFG0OCMTT87 36202F4S2 2453893.97000000 PA USD 2694880.05000000 0.328548153866 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 4.50000000 N N N N N N FANNIE MAE 2.901% 09/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XPP6 3609.01000000 PA USD 3634.78000000 0.000443136702 Long ABS-MBS USGA US N 2 2033-09-01 Floating 2.90100000 N N N N N N GOVT NATL MORTG ASSN 3.50% 12/20/2040 GNMA II 549300M8ZYFG0OCMTT87 36202FM60 195877.06000000 PA USD 211036.87000000 0.025728705081 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 3.50000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 04/15/2041 GNMA SF 549300M8ZYFG0OCMTT87 3620ASDT3 221196.69000000 PA USD 250950.16000000 0.030594761269 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 11/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203MJE1 1875.32000000 PA USD 2082.52000000 0.000253891857 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 6.00000000 N N N N N N FANNIE MAE 5.00% 03/01/2035 FNMA 30 B1V7KEBTPIMZEU4LTD58 31376KLJ3 149823.67000000 PA USD 171863.14000000 0.020952812858 Long ABS-MBS USGA US N 2 2035-03-01 Fixed 5.00000000 N N N N N N FANNIE MAE 3.711% 03/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31384V7B2 1776.34000000 PA USD 1785.91000000 0.000217730445 Long ABS-MBS USGA US N 2 2030-03-01 Floating 3.71100000 N N N N N N FANNIE MAE 5.00% 07/01/2035 FNMA 30 B1V7KEBTPIMZEU4LTD58 31407F5W6 26377.99000000 PA USD 30262.59000000 0.003689484463 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N FANNIE MAE 3.375% 07/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31412SVV4 340.31600000 PA USD 341.18000000 0.000041595194 Long ABS-MBS USGA US N 2 2038-07-01 Floating 3.37500000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204JMW3 9779.63500000 PA USD 10769.96000000 0.001313027077 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.50% 12/01/2047 FHLMC S6XOOCT0IEG5ABCC6L87 3128MJ3A6 5271895.64000000 PA USD 5571627.53000000 0.679268800484 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 04/20/2036 GNMA II 549300M8ZYFG0OCMTT87 36202EHS1 156427.97000000 PA USD 180289.72000000 0.021980145152 Long ABS-MBS USGA US N 2 2036-04-20 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 06/20/2038 GNMA II 549300M8ZYFG0OCMTT87 36202ET25 109228.55000000 PA USD 125925.80000000 0.015352330473 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 12/15/2028 GNMA SF 549300M8ZYFG0OCMTT87 36209MCG7 4314.73000000 PA USD 4750.01000000 0.000579100734 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N FANNIE MAE 4.40% 10/01/2027 FAR FNARM B1V7KEBTPIMZEU4LTD58 31386MVZ0 35395.78000000 PA USD 35715.68000000 0.004354301679 Long ABS-MBS USGA US N 2 2027-10-01 Floating 4.40000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 01/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36224LYT8 1806.48000000 PA USD 1813.33000000 0.000221073373 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 06/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203S3U9 709.79000000 PA USD 746.60000000 0.000091022252 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 10/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203DEV8 694.52000000 PA USD 697.17000000 0.000084995959 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 07/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224LQ75 295.80000000 PA USD 299.51000000 0.000036514967 Long ABS-MBS USGA US N 2 2022-07-15 Fixed 7.50000000 N N N N N N FANNIE MAE 6.50% 06/01/2032 FNMA 30 B1V7KEBTPIMZEU4LTD58 31390MVH4 2166.55000000 PA USD 2410.53000000 0.000293881422 Long ABS-MBS USGA US N 2 2032-06-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 08/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36182R5E0 16493.20000000 PA USD 17484.00000000 0.002131573879 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 04/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36200WJD4 11250.58000000 PA USD 12863.76000000 0.001568294143 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.101% 02/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403YZ89 4728.99000000 PA USD 4767.01000000 0.000581173301 Long ABS-MBS USGA US N 2 2034-02-01 Floating 3.10100000 N N N N N N GOVT NATL MORTG ASSN 4.00% 02/20/2044 SF2 G2SF 549300M8ZYFG0OCMTT87 36181CBF4 703281.08000000 PA USD 774947.33000000 0.094478236467 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 02/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204GKW1 1797.52000000 PA USD 1996.13000000 0.000243359561 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.00000000 N N N N N N FANNIE MAE 4.145% 04/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31390AHA1 7114.48000000 PA USD 7141.82000000 0.000870699894 Long ABS-MBS USGA US N 2 2032-04-01 Floating 4.14500000 N N N N N N GOVT NATL MORTG ASSN 8.00% 02/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224ARD5 2343.83000000 PA USD 2372.97000000 0.000289302268 Long ABS-MBS USGA US N 2 2022-02-15 Fixed 8.00000000 N N N N N N FANNIE MAE 3.274% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402JVC8 6605.60000000 PA USD 6610.74000000 0.000805952911 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.27400000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 5.50% 10/01/2033 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31296NXA0 11120.70000000 PA USD 12326.39000000 0.001502780310 Long ABS-MBS USGA US N 2 2033-10-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 10/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620AAJ58 39582.34000000 PA USD 45639.32000000 0.005564149072 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.50000000 N N N N N N FANNIE MAE 3.892% 04/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404UDP2 79090.67000000 PA USD 82791.01000000 0.010093522898 Long ABS-MBS USGA US N 2 2034-04-01 Floating 3.89200000 N N N N N N FANNIE MAE 3.749% 02/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31406NYV0 31443.49000000 PA USD 31629.40000000 0.003856120044 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.74900000 N N N N N N GOVT NATL MORTG ASSN 6.00% 10/15/2036 GNMA SF 549300M8ZYFG0OCMTT87 36294SD20 86619.79000000 PA USD 103219.74000000 0.012584105559 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 10/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224STC6 1903.43000000 PA USD 1911.17000000 0.000233001604 Long ABS-MBS USGA US N 2 2022-10-15 Fixed 7.50000000 N N N N N N FANNIE MAE 3.028% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405PAH3 3814.51000000 PA USD 3860.48000000 0.000470653073 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.02800000 N N N N N N FANNIE MAE 3.315% 11/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31411AP58 2711.34800000 PA USD 2745.86000000 0.000334763409 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.31500000 N N N N N N GOVT NATL MORTG ASSN 5.00% 07/15/2035 GNMA SF 549300M8ZYFG0OCMTT87 36292ERA0 63717.27000000 PA USD 69782.03000000 0.008507524158 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 5.00% 06/01/2037 FHLMC G30 S6XOOCT0IEG5ABCC6L87 3128KSCM2 159197.80000000 PA USD 182318.53000000 0.022227488918 Long ABS-MBS USGA US N 2 2037-06-01 Fixed 5.00000000 N N N N N N FANNIE MAE 3.621% 12/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403YHN6 38163.18000000 PA USD 38411.41000000 0.004682953455 Long ABS-MBS USGA US N 2 2033-12-01 Floating 3.62100000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36213D3C0 1170.87000000 PA USD 1306.65000000 0.000159301132 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.625% 11/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411BAT0 1131.82000000 PA USD 1138.93000000 0.000138853433 Long ABS-MBS USGA US N 2 2036-11-01 Floating 3.62500000 N N N N N N GOVT NATL MORTG ASSN 5.00% 08/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 36241LBF2 940495.59000000 PA USD 1075864.30000000 0.131164735727 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.818% 10/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410GMD2 8557.27000000 PA USD 8613.93000000 0.001050173197 Long ABS-MBS USGA US N 2 2037-10-01 Floating 3.81800000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204VBR9 6635.50000000 PA USD 7307.02000000 0.000890840366 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 12/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36201J7L7 18920.28000000 PA USD 21196.38000000 0.002584171238 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36201DRB0 11347.27000000 PA USD 12473.71000000 0.001520740929 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204C3V1 1134.04000000 PA USD 1172.02000000 0.000142887623 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N FANNIE MAE 3.647% 01/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404GZM6 9527.05000000 PA USD 9598.38000000 0.001170193096 Long ABS-MBS USGA US N 2 2034-01-01 Floating 3.64700000 N N N N N N GOVT NATL MORTG ASSN 7.50% 12/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36225BQ92 8848.82000000 PA USD 10737.73000000 0.001309097734 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 7.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.41% 05/01/2038 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128QTEQ3 966818.00000000 PA USD 985998.85000000 0.120208727613 Long ABS-MBS USGA US N 2 2038-05-01 Floating 4.41000000 N N N N N N FANNIE MAE 3.79% 12/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31411DUV9 5237.16000000 PA USD 5501.56000000 0.000670726469 Long ABS-MBS USGA US N 2 2036-12-01 Floating 3.79000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 08/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36223YQM5 2005.11000000 PA USD 2120.28000000 0.000258495393 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.00000000 N N N N N N FANNIE MAE 5.50% 08/01/2035 FNMA 30 B1V7KEBTPIMZEU4LTD58 31371MDT1 25099.40000000 PA USD 28881.41000000 0.003521096954 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 03/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36200X4E6 22919.35000000 PA USD 25533.44000000 0.003112926890 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36200NSP7 3694.03000000 PA USD 4224.39000000 0.000515019410 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 03/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36203VYM6 654.17000000 PA USD 719.99000000 0.000087778075 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 07/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 36295HF54 1321881.08000000 PA USD 1474261.13000000 0.179735559131 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N FANNIE MAE 3.25% 10/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405RXD3 145472.34000000 PA USD 146239.02000000 0.017828830653 Long ABS-MBS USGA US N 2 2034-10-01 Floating 3.25000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 03/20/2028 GNMA II 549300M8ZYFG0OCMTT87 36202CZ48 72611.14000000 PA USD 83484.70000000 0.010178094591 Long ABS-MBS USGA US N 2 2028-03-20 Fixed 6.50000000 N N N N N N FANNIE MAE 3.335% 08/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402TH24 38368.61000000 PA USD 38587.19000000 0.004704383795 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.33500000 N N N N N N GOVT NATL MORTG ASSN 8.00% 04/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224E5X7 818.95000000 PA USD 822.52000000 0.000100278091 Long ABS-MBS USGA US N 2 2022-04-15 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 02/20/2041 GNMA II 549300M8ZYFG0OCMTT87 36202FP67 856140.18000000 PA USD 944167.61000000 0.115108843232 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N FANNIE MAE 3.295% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31405KMW8 1804.95000000 PA USD 1813.72000000 0.000221120920 Long ABS-MBS USGA US N 2 2034-08-01 Floating 3.29500000 N N N N N N FANNIE MAE 3.465% 08/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402MNE6 1987.15000000 PA USD 2005.91000000 0.000244551896 Long ABS-MBS USGA US N 2 2033-08-01 Floating 3.46500000 N N N N N N GOVT NATL MORTG ASSN 4.00% 03/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36183QWR2 50330.62000000 PA USD 54804.04000000 0.006681472211 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N U S TREASURY NOTE/BOND I/L 3.625% 04/15/2028 INDEX LINKED 254900HROIFWPRGM1V77 912810FD5 7927739.95000000 PA USD 10678148.27000000 1.301833786932 Long DBT NUSS US N 2 2028-04-15 Fixed 3.62500000 N N N N N N GOVT NATL MORTG ASSN 5.00% 12/15/2035 GNMA 549300M8ZYFG0OCMTT87 36241KHF8 52843.41000000 PA USD 60465.28000000 0.007371666177 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2026 GNMA SF 549300M8ZYFG0OCMTT87 36206G6P0 3603.27000000 PA USD 3967.96000000 0.000483756571 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 03/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36224QZK5 1566.89000000 PA USD 1573.35000000 0.000191816046 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 11/20/2023 GNMA II 549300M8ZYFG0OCMTT87 36202BTX3 312.66000000 PA USD 343.62000000 0.000041892668 Long ABS-MBS USGA US N 2 2023-11-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 08/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36185B7E0 215020.40000000 PA USD 236186.97000000 0.028794896812 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 4.00000000 N N N N N N United States International Development Finance Corp 2.12% 03/20/2024 N/A 6903536M4 5500000.00000000 PA USD 5673453.67000000 0.691683004341 Long ABS-O USGA US N 2 2024-03-20 Fixed 2.12000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204NND5 1036.96000000 PA USD 1141.86000000 0.000139210646 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N FANNIE MAE 5.50% 09/01/2033 FNMA 30 B1V7KEBTPIMZEU4LTD58 31402K6H2 16060.39000000 PA USD 17818.29000000 0.002172329074 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 09/15/2036 GNMA SF 549300M8ZYFG0OCMTT87 36241KK31 234146.25000000 PA USD 267895.70000000 0.032660688427 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 03/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620ARE80 115182.88000000 PA USD 131685.03000000 0.016054470958 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.00% 02/01/2041 FHLMC G30 S6XOOCT0IEG5ABCC6L87 312945RU4 2739145.28000000 PA USD 2989530.93000000 0.364470718456 Long ABS-MBS USGA US N 2 2041-02-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 3.943% 03/01/2036 FHA FHARM S6XOOCT0IEG5ABCC6L87 3128S5LY8 1030056.75000000 PA USD 1089279.50000000 0.132800259057 Long ABS-MBS USGA US N 2 2036-03-01 Floating 3.94300000 N N N N N N GOVT NATL MORTG ASSN 7.00% 09/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203XGH3 3375.61000000 PA USD 3419.44000000 0.000416883378 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.00000000 N N N N N N FANNIE MAE 6.00% 03/01/2036 FNMA 30 B1V7KEBTPIMZEU4LTD58 31409EW72 637241.94000000 PA USD 742155.70000000 0.090480422353 Long ABS-MBS USGA US N 2 2036-03-01 Fixed 6.00000000 N N N N N N FANNIE MAE 5.50% 03/01/2035 FNMA 30 B1V7KEBTPIMZEU4LTD58 31406P2C2 37115.12000000 PA USD 40835.71000000 0.004978513656 Long ABS-MBS USGA US N 2 2035-03-01 Fixed 5.50000000 N N N N N N FANNIE MAE 5.00% 07/01/2035 FNMA 30 B1V7KEBTPIMZEU4LTD58 31407FUH1 15565.61000000 PA USD 17842.62000000 0.002175295283 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 12/20/2040 GNMA II 549300M8ZYFG0OCMTT87 36202FM78 871848.61000000 PA USD 961635.07000000 0.117238400626 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 05/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224A2M2 20.94000000 PA USD 21.02000000 0.000002562667 Long ABS-MBS USGA US N 2 2022-05-15 Fixed 8.00000000 N N N N N N FANNIE MAE 3.50% 09/01/2024 FAR FNARM B1V7KEBTPIMZEU4LTD58 31373G6W3 802.18000000 PA USD 805.44000000 0.000098195771 Long ABS-MBS USGA US N 2 2024-09-01 Floating 3.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 11/20/2028 GNMA II 549300M8ZYFG0OCMTT87 36202C6G3 24979.20000000 PA USD 28111.16000000 0.003427191396 Long ABS-MBS USGA US N 2 2028-11-20 Fixed 6.00000000 N N N N N N FANNIE MAE 8.00% 12/01/2024 FNMA B1V7KEBTPIMZEU4LTD58 31373QMZ6 467.18000000 PA USD 469.12000000 0.000057193087 Long ABS-MBS USGA US N 2 2024-12-01 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 12/20/2041 GNMA II 549300M8ZYFG0OCMTT87 36202FZY5 434532.54000000 PA USD 479346.09000000 0.058439808084 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 4.00000000 N N N N N N FANNIE MAE 5.50% 06/01/2033 FNMA 30 B1V7KEBTPIMZEU4LTD58 31401LQM8 20141.28000000 PA USD 22182.02000000 0.002704336217 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 04/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36202T7B6 68403.68000000 PA USD 79437.06000000 0.009684623778 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36203XJ80 2938.76000000 PA USD 3236.35000000 0.000394561835 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.514% 04/01/2037 FNMA B1V7KEBTPIMZEU4LTD58 31410F3M5 249.60000000 PA USD 251.30000000 0.000030637412 Long ABS-MBS USGA US N 2 2037-04-01 Floating 3.51400000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204HKR0 17414.12000000 PA USD 19176.81000000 0.002337953974 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 11/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204CP70 193.53000000 PA USD 213.13000000 0.000025983890 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36203Q3H2 3082.00000000 PA USD 3394.18000000 0.000413803787 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204ELL9 10900.01000000 PA USD 11998.00000000 0.001462744417 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2034 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31296WUR6 7207.47000000 PA USD 8258.68000000 0.001006862649 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 5.00000000 N N N N N N FANNIE MAE 6.00% 01/01/2024 FNMA B1V7KEBTPIMZEU4LTD58 31371XF24 2688.48000000 PA USD 2988.13000000 0.000364299923 Long ABS-MBS USGA US N 2 2024-01-01 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 04/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204J4X1 1012.46000000 PA USD 1114.33000000 0.000135854307 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 04/20/2031 GNMA II 549300M8ZYFG0OCMTT87 36202DMR9 15129.52000000 PA USD 17884.53000000 0.002180404769 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 6.50000000 N N N N N N FANNIE MAE 5.00% 07/01/2040 FNMA 30 B1V7KEBTPIMZEU4LTD58 31418U4W1 884466.99000000 PA USD 1015962.18000000 0.123861727588 Long ABS-MBS USGA US N 2 2040-07-01 Fixed 5.00000000 N N N N N N FANNIE MAE 7.50% 08/01/2025 FNMA B1V7KEBTPIMZEU4LTD58 31371FAX0 2370.91000000 PA USD 2600.33000000 0.000317021019 Long ABS-MBS USGA US N 2 2025-08-01 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 02/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36223VVX1 2679.75000000 PA USD 2690.45000000 0.000328008061 Long ABS-MBS USGA US N 2 2022-02-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36202THQ2 14700.65000000 PA USD 16160.06000000 0.001970164823 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 3.00% 10/20/2047 SF2 G2SF 549300M8ZYFG0OCMTT87 36179TJW6 8520875.64000000 PA USD 9043745.28000000 1.102574422850 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.00000000 N N N N N N FANNIE MAE 3.744% 02/01/2037 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DLW8 23789.76000000 PA USD 23945.10000000 0.002919283327 Long ABS-MBS USGA US N 2 2037-02-01 Floating 3.74400000 N N N N N N GOVT NATL MORTG ASSN 6.00% 07/15/2029 GNMA SF 549300M8ZYFG0OCMTT87 36225BHZ4 61715.97000000 PA USD 72152.08000000 0.008796470433 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 04/15/2037 GNMA SF 549300M8ZYFG0OCMTT87 36295FGB4 23391.42000000 PA USD 26053.44000000 0.003176323047 Long ABS-MBS USGA US N 2 2037-04-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 3.50% 10/20/2047 SF2 G2SF 549300M8ZYFG0OCMTT87 36179TJX4 4951319.52000000 PA USD 5270042.00000000 0.642500793271 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N GOVT NATL MORTG ASSN 3.00% 12/20/2042 SF2 G2SF 549300M8ZYFG0OCMTT87 36179MVR8 137349.88000000 PA USD 147006.92000000 0.017922449710 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 07/20/2031 GNMA II 549300M8ZYFG0OCMTT87 36202DNX5 26313.11000000 PA USD 29620.44000000 0.003611196304 Long ABS-MBS USGA US N 2 2031-07-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 01/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36224VUA1 756.67000000 PA USD 759.79000000 0.000092630320 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 04/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36213ACN2 18621.42000000 PA USD 20500.05000000 0.002499277688 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2030 GNMA SF 549300M8ZYFG0OCMTT87 36225BHJ0 3863.72000000 PA USD 4456.77000000 0.000543350178 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 6.50000000 N N N N N N FANNIE MAE 4.50% 08/01/2040 FNMA B1V7KEBTPIMZEU4LTD58 31418WPP9 374970.92000000 PA USD 417256.67000000 0.050870133762 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 08/15/2038 GNMA SF 549300M8ZYFG0OCMTT87 36206GQZ6 36171.57000000 PA USD 42312.52000000 0.005158559963 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 04/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36200ME74 19737.16000000 PA USD 21959.17000000 0.002677167306 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 10/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620ADBU5 20606.68000000 PA USD 23007.98000000 0.002805033698 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/20/2032 GNMA II 549300M8ZYFG0OCMTT87 36202DRH6 20862.65000000 PA USD 24712.73000000 0.003012869466 Long ABS-MBS USGA US N 2 2032-01-20 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 05/20/2041 GNMA II 549300M8ZYFG0OCMTT87 36202FTL0 1604121.99000000 PA USD 1762005.80000000 0.214816148381 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 05/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36213UY53 173155.25000000 PA USD 202217.05000000 0.024653430663 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N FANNIE MAE 3.733% 02/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400APR3 6723.66000000 PA USD 6758.14000000 0.000823923283 Long ABS-MBS USGA US N 2 2033-02-01 Floating 3.73300000 N N N N N N FANNIE MAE 3.795% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401PEL4 5241.41000000 PA USD 5314.59000000 0.000647931893 Long ABS-MBS USGA US N 2 2033-04-01 Floating 3.79500000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204FKD5 373.92000000 PA USD 411.54000000 0.000050173182 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 04/15/2041 GNMA SF 549300M8ZYFG0OCMTT87 36176AFA2 9757.88000000 PA USD 10699.67000000 0.001304457623 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 07/20/2041 GNMA II 549300M8ZYFG0OCMTT87 36202FVF0 975520.71000000 PA USD 1075872.36000000 0.131165718367 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 08/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224DFX8 1531.50000000 PA USD 1599.37000000 0.000194988293 Long ABS-MBS USGA US N 2 2022-08-15 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 08/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36296YDQ2 14482.22000000 PA USD 15908.02000000 0.001939437194 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 4.00000000 N N N N N N FANNIE MAE 3.51% 10/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403C7L9 7489.54000000 PA USD 7709.37000000 0.000939893143 Long ABS-MBS USGA US N 2 2035-10-01 Floating 3.51000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 09/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36290XML1 58605.43000000 PA USD 67001.97000000 0.008168591232 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 03/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620A33F9 9345.62000000 PA USD 10243.18000000 0.001248804331 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 11/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620ADC91 157373.80000000 PA USD 179996.44000000 0.021944389719 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 04/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36184QSJ4 55739.95000000 PA USD 61393.62000000 0.007484845386 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 10/20/2039 GNMA II 549300M8ZYFG0OCMTT87 36202FB39 352318.00000000 PA USD 387003.94000000 0.047181851387 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 4.50000000 N N N N N N FANNIE MAE 4.03% 04/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31401BG66 14842.50000000 PA USD 14958.57000000 0.001823684344 Long ABS-MBS USGA US N 2 2033-04-01 Floating 4.03000000 N N N N N N FANNIE MAE 3.266% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385XUT2 11872.28000000 PA USD 11960.47000000 0.001458168922 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.26600000 N N N N N N GOVT NATL MORTG ASSN 5.50% 06/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36201QRF2 16806.34000000 PA USD 18480.25000000 0.002253032382 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N FANNIE MAE 8.00% 03/01/2022 FNMA B1V7KEBTPIMZEU4LTD58 31365UTX5 15781.66000000 PA USD 15844.51000000 0.001931694328 Long ABS-MBS USGA US N 2 2022-03-01 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 12/15/2038 GNMA SF 549300M8ZYFG0OCMTT87 36296QDE6 208370.83000000 PA USD 243693.43000000 0.029710052043 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 10/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620AC7J7 903017.59000000 PA USD 1033341.12000000 0.125980493005 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 11/20/2034 GNMA II 549300M8ZYFG0OCMTT87 36202EBE8 283026.52000000 PA USD 326275.47000000 0.039778098220 Long ABS-MBS USGA US N 2 2034-11-20 Fixed 5.50000000 N N N N N N FANNIE MAE 5.50% 09/01/2033 FNMA 30 B1V7KEBTPIMZEU4LTD58 31402LHH8 24204.42000000 PA USD 27402.26000000 0.003340765365 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204QB90 22349.38000000 PA USD 24818.77000000 0.003025797405 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.00000000 N N N N N N FANNIE MAE 2.77% 04/01/2025 FNMA DUS B1V7KEBTPIMZEU4LTD58 3138L9PU0 3500000.00000000 PA USD 3785066.60000000 0.461458996548 Long ABS-MBS USGA US N 2 2025-04-01 Fixed 2.77000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2031 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31298MUU9 37687.48000000 PA USD 42640.84000000 0.005198587321 Long ABS-MBS USGA US N 2 2031-05-01 Fixed 6.50000000 N N N N N N FANNIE MAE 5.00% 07/01/2035 FNMA 30 B1V7KEBTPIMZEU4LTD58 31405SDH4 70295.18000000 PA USD 80696.62000000 0.009838183901 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 2.5% 06/02/2050 SF2 549300M8ZYFG0OCMTT87 36179VN22 40000000.00000000 PA USD 42155757.60000000 5.139448167392 Long ABS-MBS USGA US N 2 2050-06-02 Fixed 2.50000000 N N N N N N FANNIE MAE 3.51% 11/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410FWR2 69179.31000000 PA USD 72684.00000000 0.008861319825 Long ABS-MBS USGA US N 2 2034-11-01 Floating 3.51000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 11/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620A65B9 10328.70000000 PA USD 11504.39000000 0.001402565615 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 03/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36212VSJ9 64957.74000000 PA USD 72262.41000000 0.008809921391 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N FANNIE MAE 3.04% 08/01/2032 FAR FNARM B1V7KEBTPIMZEU4LTD58 31391MFK4 75468.35000000 PA USD 76073.33000000 0.009274532322 Long ABS-MBS USGA US N 2 2032-08-01 Floating 3.04000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 01/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 36295R4C9 1329620.69000000 PA USD 1551569.80000000 0.189160698779 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 4.50000000 N N N N N N FANNIE MAE 3.463% 07/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EJ4Z8 2252143.61000000 PA USD 2354249.36000000 0.287019929131 Long ABS-MBS USGA US N 2 2038-07-01 Floating 3.46300000 N N N N N N GOVT NATL MORTG ASSN 5.00% 07/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36291KCD7 6516.32000000 PA USD 7197.03000000 0.000877430859 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 5.00% 09/01/2033 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31296MQV4 171993.70000000 PA USD 195815.41000000 0.023872970321 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36213WK62 11872.73000000 PA USD 13439.25000000 0.001638455402 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 05/20/2036 GNMA II 549300M8ZYFG0OCMTT87 36202EH51 69510.21000000 PA USD 79932.93000000 0.009745078110 Long ABS-MBS USGA US N 2 2036-05-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 03/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 36297GEA4 10403.48000000 PA USD 11397.86000000 0.001389577937 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.725% 07/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138ELZT3 2016141.07000000 PA USD 2120891.72000000 0.258569972031 Long ABS-MBS USGA US N 2 2038-07-01 Floating 3.72500000 N N N N N N GOVT NATL MORTG ASSN 9.50% 09/15/2020 GNMA SF 549300M8ZYFG0OCMTT87 36220WQ26 2.82000000 PA USD 2.82000000 0.000000343802 Long ABS-MBS USGA US N 2 2020-09-15 Fixed 9.50000000 N N N N N N FANNIE MAE 4.375% 06/01/2021 FAR FNARM B1V7KEBTPIMZEU4LTD58 31365ANZ0 900.56000000 PA USD 907.31000000 0.000110615322 Long ABS-MBS USGA US N 2 2021-06-01 Floating 4.37500000 N N N N N N GOVT NATL MORTG ASSN 7.50% 03/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203DZ45 890.12000000 PA USD 893.81000000 0.000108969460 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 08/20/2031 GNMA II 549300M8ZYFG0OCMTT87 36202DPD7 67884.00000000 PA USD 79462.61000000 0.009687738723 Long ABS-MBS USGA US N 2 2031-08-20 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 06/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203CET5 1610.06000000 PA USD 1695.28000000 0.000206681226 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.00000000 N N N N N N FANNIE MAE 5.50% 04/01/2033 FNMA 30 B1V7KEBTPIMZEU4LTD58 31400RDJ7 27388.37000000 PA USD 31215.85000000 0.003805701811 Long ABS-MBS USGA US N 2 2033-04-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 8.50% 06/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224BA58 159.16000000 PA USD 159.84000000 0.000019487003 Long ABS-MBS USGA US N 2 2022-06-15 Fixed 8.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 12/20/2023 GNMA II 30YR SINGLE FAMIL 549300M8ZYFG0OCMTT87 36202BU29 192.38000000 PA USD 213.33000000 0.000026008273 Long ABS-MBS USGA US N 2 2023-12-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 9.50% 12/15/2020 GNMA SF 549300M8ZYFG0OCMTT87 362207ER9 187.61000000 PA USD 188.08000000 0.000022929902 Long ABS-MBS USGA US N 2 2020-12-15 Fixed 9.50000000 N N N N N N FANNIE MAE 7.50% 04/01/2023 FNMA B1V7KEBTPIMZEU4LTD58 31369HHF2 97.52000000 PA USD 97.88000000 0.000011933107 Long ABS-MBS USGA US N 2 2023-04-01 Fixed 7.50000000 N N N N N N FANNIE MAE 5.50% 04/01/2034 PL TYPE B1V7KEBTPIMZEU4LTD58 31404CH37 818099.39000000 PA USD 896269.86000000 0.109269356114 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 10/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620A9TV3 74053.65000000 PA USD 85093.10000000 0.010374183782 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 01/15/2035 GNMA SF1 549300M8ZYFG0OCMTT87 36291AHG7 45986.33000000 PA USD 51540.62000000 0.006283610118 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 05/20/2034 GNMA II SF 549300M8ZYFG0OCMTT87 36202D5R8 56877.54000000 PA USD 65549.41000000 0.007991501381 Long ABS-MBS USGA US N 2 2034-05-20 Fixed 5.50000000 N N N N N N FANNIE MAE 5.00% 03/01/2034 FNMA 30 B1V7KEBTPIMZEU4LTD58 31404JBY0 66624.45000000 PA USD 76473.00000000 0.009323258365 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 5.00000000 N N N N N N FANNIE MAE 3.519% 05/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31390S3K5 16060.92000000 PA USD 16234.65000000 0.001979258515 Long ABS-MBS USGA US N 2 2032-05-01 Floating 3.51900000 N N N N N N GOVT NATL MORTG ASSN 5.00% 04/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620AMAJ1 70107.61000000 PA USD 80123.49000000 0.009768310363 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 10/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36290SK42 133673.47000000 PA USD 150316.04000000 0.018325883349 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2032 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31288JZA7 96149.14000000 PA USD 107014.89000000 0.013046793880 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 6.00000000 N N N N N N FANNIE MAE 3.824% 02/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400FDQ7 4187.34000000 PA USD 4205.82000000 0.000512755436 Long ABS-MBS USGA US N 2 2033-02-01 Floating 3.82400000 N N N N N N GOVT NATL MORTG ASSN 5.50% 02/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36200KMZ7 14831.41000000 PA USD 17287.16000000 0.002107575995 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N FANNIE MAE 4.344% 06/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404VDY1 27699.04000000 PA USD 28052.67000000 0.003420060547 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.34400000 N N N N N N FANNIE MAE 2.957% 10/01/2040 FNMA ARM B1V7KEBTPIMZEU4LTD58 31384V7K2 6418.87000000 PA USD 6404.39000000 0.000780795609 Long ABS-MBS USGA US N 2 2040-10-01 Floating 2.95700000 N N N N N N FANNIE MAE 6.00% 06/01/2029 FNMA 30 B1V7KEBTPIMZEU4LTD58 31368HKP7 263.90000000 PA USD 298.58000000 0.000036401585 Long ABS-MBS USGA US N 2 2029-06-01 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 07/20/2039 GNMA II 549300M8ZYFG0OCMTT87 36202E7K9 92185.90000000 PA USD 105947.54000000 0.012916667171 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 06/15/2028 GNMA SF 549300M8ZYFG0OCMTT87 36208PTR9 38943.72000000 PA USD 42903.84000000 0.005230651147 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203KAV6 1212.47000000 PA USD 1248.84000000 0.000152253187 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620AKS31 22354.10000000 PA USD 24949.76000000 0.003041767141 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.853% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402CUL4 2638.47000000 PA USD 2655.90000000 0.000323795874 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.85300000 N N N N N N FANNIE MAE 3.736% 03/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31404EQE9 46700.28000000 PA USD 46885.35000000 0.005716059676 Long ABS-MBS USGA US N 2 2034-03-01 Floating 3.73600000 N N N N N N FANNIE MAE 3.495% 03/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RTY5 34554.86000000 PA USD 34912.66000000 0.004256400944 Long ABS-MBS USGA US N 2 2038-03-01 Floating 3.49500000 N N N N N N FANNIE MAE 3.73% 07/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374WF98 18.80000000 PA USD 18.91000000 0.000002305425 Long ABS-MBS USGA US N 2 2025-07-01 Floating 3.73000000 N N N N N N FANNIE MAE 3.763% 08/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385W6E4 4853.56000000 PA USD 4883.44000000 0.000595367944 Long ABS-MBS USGA US N 2 2036-08-01 Floating 4.81000000 N N N N N N FANNIE MAE 4.215% 08/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402CYR7 5906.61000000 PA USD 5968.82000000 0.000727692793 Long ABS-MBS USGA US N 2 2039-08-01 Floating 4.21500000 N N N N N N FANNIE MAE 6.00% 02/01/2037 FNMA 30 B1V7KEBTPIMZEU4LTD58 31411JZY5 118310.77000000 PA USD 137846.14000000 0.016805606919 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 6.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 5.50% 01/01/2035 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31283H6F7 10649.58000000 PA USD 12226.74000000 0.001490631412 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.00% 03/01/2032 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31287QFN6 470.54700000 PA USD 523.42000000 0.000063813109 Long ABS-MBS USGA US N 2 2032-03-01 Fixed 6.00000000 N N N N N N FANNIE MAE 3.658% 07/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402RQK8 28829.58000000 PA USD 28976.04000000 0.003532633835 Long ABS-MBS USGA US N 2 2036-07-01 Floating 3.65800000 N N N N N N FANNIE MAE 3.353% 12/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406BJJ0 3221.02000000 PA USD 3268.68000000 0.000398503369 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.35300000 N N N N N N GOVT NATL MORTG ASSN 7.50% 02/15/2027 GNMA SF 549300M8ZYFG0OCMTT87 36207VNV4 3167.80000000 PA USD 3276.65000000 0.000399475037 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 06/15/2036 GNMA SF 549300M8ZYFG0OCMTT87 36292LEW0 118983.28000000 PA USD 138600.12000000 0.016897528909 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 7.00% 09/01/2031 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31283HN43 15245.49000000 PA USD 17650.20000000 0.002151836266 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36183PL88 66901.69000000 PA USD 72800.26000000 0.008875493743 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 03/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36184CSA4 141914.52000000 PA USD 155839.39000000 0.018999266362 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 07/15/2035 GNMA SF 549300M8ZYFG0OCMTT87 36292AUR7 49213.20000000 PA USD 55907.87000000 0.006816046404 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N FANNIE MAE 8.00% 07/01/2024 FNMA B1V7KEBTPIMZEU4LTD58 31371EXP5 3019.16000000 PA USD 3301.70000000 0.000402529025 Long ABS-MBS USGA US N 2 2024-07-01 Fixed 8.00000000 N N N N N N FANNIE MAE 3.875% 02/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31389HWK0 3362.32000000 PA USD 3382.10000000 0.000412331046 Long ABS-MBS USGA US N 2 2033-02-01 Floating 3.87500000 N N N N N N FANNIE MAE 4.125% 12/01/2030 FNMA ARM B1V7KEBTPIMZEU4LTD58 31387UEK3 1526.12000000 PA USD 1536.27000000 0.000187295413 Long ABS-MBS USGA US N 2 2030-12-01 Floating 4.12500000 N N N N N N GOVT NATL MORTG ASSN 6.50% 11/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36225BVS4 37316.81000000 PA USD 44626.99000000 0.005440730164 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 10/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620A9TU5 161783.37000000 PA USD 184865.37000000 0.022537988667 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 01/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620AFJN8 126931.48000000 PA USD 145115.71000000 0.017691881543 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 12/15/2025 GNMA SF 549300M8ZYFG0OCMTT87 36206KSM4 9844.31000000 PA USD 10585.08000000 0.001290487304 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 7.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 7.50% 12/01/2022 FHLMC G30 S6XOOCT0IEG5ABCC6L87 313965GA7 208.48000000 PA USD 209.28000000 0.000025514515 Long ABS-MBS USGA US N 2 2022-12-01 Fixed 7.50000000 N N N N N N FANNIE MAE 3.864% 12/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385HSE3 1139.98000000 PA USD 1149.23000000 0.000140109165 Long ABS-MBS USGA US N 2 2040-12-01 Floating 3.86400000 N N N N N N FANNIE MAE 4.50% 04/01/2041 FNMA 30 B1V7KEBTPIMZEU4LTD58 3138ABEP0 1836116.41000000 PA USD 2062854.48000000 0.251494322019 Long ABS-MBS USGA US N 2 2041-04-01 Fixed 4.50000000 N N N N N N FANNIE MAE 3.88% 02/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31400DAX0 23582.01000000 PA USD 23840.04000000 0.002906474865 Long ABS-MBS USGA US N 2 2033-02-01 Floating 3.88000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36200KD53 18071.48000000 PA USD 19906.73000000 0.002426942672 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 02/20/2040 GNMA II 549300M8ZYFG0OCMTT87 36202FEH5 170355.37000000 PA USD 187092.38000000 0.022809496122 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/20/2040 GNMA II 549300M8ZYFG0OCMTT87 36202FGE0 372170.64000000 PA USD 420249.31000000 0.051234983525 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 05/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 36290URF5 67441.87000000 PA USD 75001.54000000 0.009143864308 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 09/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620A5Q36 112418.85000000 PA USD 128602.28000000 0.015678635372 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 03/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36223H6B8 101.13000000 PA USD 102.32000000 0.000012474413 Long ABS-MBS USGA US N 2 2022-03-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 04/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36223QXS1 758.52000000 PA USD 761.58000000 0.000092848549 Long ABS-MBS USGA US N 2 2022-04-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204S5F9 233.91000000 PA USD 257.46000000 0.000031388412 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 03/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36201FTT4 8102.01000000 PA USD 8924.27000000 0.001088008511 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.604% 10/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403LQJ3 5192.13000000 PA USD 5275.64000000 0.000643183277 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.60400000 N N N N N N FANNIE MAE 3.303% 09/01/2038 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414FXN6 813.22200000 PA USD 824.32000000 0.000100497539 Long ABS-MBS USGA US N 2 2038-09-01 Floating 3.30300000 N N N N N N GOVT NATL MORTG ASSN 3.50% 09/20/2042 SF2 G2SF 549300M8ZYFG0OCMTT87 36179MNH9 14771328.65000000 PA USD 16069692.40000000 1.959147595908 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.50000000 N N N N N N FANNIE MAE 4.628% 07/01/2023 FAR FNARM B1V7KEBTPIMZEU4LTD58 31370BF72 17645.59000000 PA USD 17737.36000000 0.002162462437 Long ABS-MBS USGA US N 2 2023-07-01 Floating 4.62800000 N N N N N N GOVT NATL MORTG ASSN 6.00% 12/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204GY22 3383.44000000 PA USD 3757.28000000 0.000458071374 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 02/15/2038 GNMA SF 549300M8ZYFG0OCMTT87 36241KQZ4 59813.72000000 PA USD 69912.82000000 0.008523469511 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 09/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224LU54 376.10000000 PA USD 380.49000000 0.000046387699 Long ABS-MBS USGA US N 2 2022-09-15 Fixed 8.00000000 N N N N N N FANNIE MAE 3.636% 09/01/2031 FNMA ARM B1V7KEBTPIMZEU4LTD58 31388JK53 13649.54000000 PA USD 13745.65000000 0.001675810369 Long ABS-MBS USGA US N 2 2031-09-01 Floating 3.63600000 N N N N N N GOVT NATL MORTG ASSN 8.50% 07/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36205A6L3 1293.30000000 PA USD 1299.12000000 0.000158383107 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 8.50000000 N N N N N N FANNIE MAE 3.413% 07/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402GVQ3 11324.46000000 PA USD 11445.45000000 0.001395379904 Long ABS-MBS USGA US N 2 2033-07-01 Floating 3.41300000 N N N N N N FANNIE MAE 4.331% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409JKQ2 11822.54000000 PA USD 11925.68000000 0.001453927475 Long ABS-MBS USGA US N 2 2036-05-01 Floating 4.33100000 N N N N N N GOVT NATL MORTG ASSN 7.00% 09/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36223REZ4 23.68000000 PA USD 23.74000000 0.000002894278 Long ABS-MBS USGA US N 2 2022-09-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 07/15/2046 SF1 GNSF 549300M8ZYFG0OCMTT87 36194GLS1 20960.69000000 PA USD 22295.96000000 0.002718227290 Long ABS-MBS USGA US N 2 2046-07-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 09/15/2038 GNMA SF 549300M8ZYFG0OCMTT87 36295QMW7 86957.58000000 PA USD 102654.22000000 0.012515159800 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203GCV3 955.12000000 PA USD 958.76000000 0.000116887884 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N FANNIE MAE 3.84% 06/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402QUK5 7477.07000000 PA USD 7523.88000000 0.000917279002 Long ABS-MBS USGA US N 2 2034-06-01 Floating 3.84000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 11/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36183HMP7 46338.94000000 PA USD 50246.17000000 0.006125796356 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 4.00000000 N N N N N N FANNIE MAE 3.432% 08/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31400L6P4 428.73600000 PA USD 430.27000000 0.000052456662 Long ABS-MBS USGA US N 2 2037-08-01 Floating 3.43200000 N N N N N N FANNIE MAE 3.28% 07/01/2027 FNMA DUS B1V7KEBTPIMZEU4LTD58 3138LADF3 4000000.00000000 PA USD 4470367.12000000 0.545007880547 Long ABS-MBS USGA US N 2 2027-07-01 Fixed 3.28000000 N N N N N N FANNIE MAE 4.168% 06/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402A4W3 4992.25000000 PA USD 5029.14000000 0.000613131060 Long ABS-MBS USGA US N 2 2033-06-01 Floating 4.16800000 N N N N N N GOVT NATL MORTG ASSN 7.50% 05/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36224EAJ2 5344.33000000 PA USD 5366.57000000 0.000654269070 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 7.50000000 N N N N N N FANNIE MAE 5.50% 03/01/2035 FNMA 30 B1V7KEBTPIMZEU4LTD58 31406TT35 15124.95000000 PA USD 16641.15000000 0.002028817242 Long ABS-MBS USGA US N 2 2035-03-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 07/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203AVW3 1600.90000000 PA USD 1762.12000000 0.000214830071 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 06/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36224WSJ3 1296.45000000 PA USD 1313.26000000 0.000160106995 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 11/15/2027 GNMA SF 549300M8ZYFG0OCMTT87 36208UCG0 6121.07000000 PA USD 6479.09000000 0.000789902711 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 3.00% 07/15/2042 SF1 GNSF 549300M8ZYFG0OCMTT87 36295CLM1 40910.88000000 PA USD 43693.95000000 0.005326977951 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.00000000 N N N N N N FANNIE MAE 3.309% 12/01/2034 FAR FNARM B1V7KEBTPIMZEU4LTD58 31406LZ68 14042.48000000 PA USD 14607.68000000 0.001780905349 Long ABS-MBS USGA US N 2 2034-12-01 Floating 3.30900000 N N N N N N FANNIE MAE 3.709% 09/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31414CNT1 1368753.69000000 PA USD 1433937.15000000 0.174819433389 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.70900000 N N N N N N GOVT NATL MORTG ASSN 5.00% 10/20/2033 GNMA II 549300M8ZYFG0OCMTT87 36202DZX2 125462.56000000 PA USD 142012.76000000 0.017313583260 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36203AD94 44.30000000 PA USD 44.81000000 0.000005463041 Long ABS-MBS USGA US N 2 2022-12-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/20/2040 GNMA II 549300M8ZYFG0OCMTT87 36202FGY6 347472.18000000 PA USD 392465.03000000 0.047847643928 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 11/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36183KED6 78169.77000000 PA USD 84959.02000000 0.010357837327 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.00% 04/01/2029 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31293PFV2 102.42000000 PA USD 113.88000000 0.000013883758 Long ABS-MBS USGA US N 2 2029-04-01 Fixed 6.00000000 N N N N N N FANNIE MAE 4.402% 06/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31404WPZ3 4145.51000000 PA USD 4166.38000000 0.000507947081 Long ABS-MBS USGA US N 2 2034-06-01 Floating 4.40200000 N N N N N N FANNIE MAE 6.50% 09/01/2036 FNMA B1V7KEBTPIMZEU4LTD58 31407JDD1 86592.39000000 PA USD 99336.54000000 0.012110682562 Long ABS-MBS USGA US N 2 2036-09-01 Fixed 6.50000000 N N N N N N FANNIE MAE 3.757% 12/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385H5Z1 9456.21000000 PA USD 9531.18000000 0.001162000361 Long ABS-MBS USGA US N 2 2030-12-01 Floating 3.75700000 N N N N N N GOVT NATL MORTG ASSN 5.00% 10/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620A9PM7 357119.99000000 PA USD 408503.51000000 0.049802986243 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 11/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224BLV9 718.63000000 PA USD 721.59000000 0.000087973140 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 7.50000000 N N N N N N FEDERAL HOME LOAN BANKS 2.625% 09/12/2025 2549001DPIFGXC1TOL40 3130A6C70 10000000.00000000 PA USD 11057191.90000000 1.348045151653 Long DBT USGA US N 2 2025-09-12 Fixed 2.62500000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36201XBL1 27701.92000000 PA USD 31032.74000000 0.003783377830 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 4.011% 05/01/2037 FHA FHARM S6XOOCT0IEG5ABCC6L87 31349URQ3 193515.78000000 PA USD 195814.45000000 0.023872853282 Long ABS-MBS USGA US N 2 2037-05-01 Floating 4.01100000 N N N N N N GOVT NATL MORTG ASSN 8.00% 05/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36223L5X2 353.78000000 PA USD 355.20000000 0.000043304452 Long ABS-MBS USGA US N 2 2022-05-15 Fixed 8.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 5.50% 12/01/2034 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31283H4Z5 92878.22000000 PA USD 106677.69000000 0.013005683910 Long ABS-MBS USGA US N 2 2034-12-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 8.00% 11/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224LFU6 1143.08000000 PA USD 1147.94000000 0.000139951894 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 02/15/2037 GNMA SF 549300M8ZYFG0OCMTT87 36294VHH6 210089.07000000 PA USD 239535.80000000 0.029203171723 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 07/20/2039 SF2 G2SF 549300M8ZYFG0OCMTT87 36202E7H6 1225316.18000000 PA USD 1384330.35000000 0.168771586265 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2029 GNMA SF 549300M8ZYFG0OCMTT87 36206HDB1 220.79500000 PA USD 244.41000000 0.000029797413 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 11/20/2034 GNMA II 549300M8ZYFG0OCMTT87 36202EBF5 166724.44000000 PA USD 193588.79000000 0.023601510413 Long ABS-MBS USGA US N 2 2034-11-20 Fixed 6.00000000 N N N N N N PETROLEOS MEXICANOS 2.378% 04/15/2025 549300CAZKPF4HKMPX17 71654QBT8 1645000.00000000 PA USD 1704067.61000000 0.207752574118 Long ABS-O CORP MX N 2 2025-04-15 Fixed 2.37800000 N N N N N N GOVT NATL MORTG ASSN 4.00% 10/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36183CNK8 124470.30000000 PA USD 136706.27000000 0.016666638884 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 01/15/2029 GNMA SF 549300M8ZYFG0OCMTT87 36209SMV0 54574.85000000 PA USD 59974.71000000 0.007311857998 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 5.50000000 N N N N N N FANNIE MAE 3.287% 11/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31403BM83 40382.62000000 PA USD 41127.30000000 0.005014063052 Long ABS-MBS USGA US N 2 2033-11-01 Floating 3.28700000 N N N N N N FANNIE MAE 5.50% 05/01/2034 FNMA 30 B1V7KEBTPIMZEU4LTD58 31404B4D1 88395.28000000 PA USD 97574.27000000 0.011895834203 Long ABS-MBS USGA US N 2 2034-05-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36291F5P9 2648.66000000 PA USD 3029.85000000 0.000369386245 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.848% 10/01/2025 FAR FNARM B1V7KEBTPIMZEU4LTD58 31374VCR3 10130.53000000 PA USD 10184.51000000 0.001241651537 Long ABS-MBS USGA US N 2 2025-10-01 Floating 3.84800000 N N N N N N FANNIE MAE 4.029% 08/01/2034 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402DKW9 607780.82000000 PA USD 635798.45000000 0.077513805105 Long ABS-MBS USGA US N 2 2034-08-01 Floating 4.02900000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36212J2Y1 56029.03000000 PA USD 61686.68000000 0.007520573998 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.50% 06/01/2029 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31293QY49 2955.45000000 PA USD 3289.27000000 0.000401013613 Long ABS-MBS USGA US N 2 2029-06-01 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 11/20/2039 GNMA 549300M8ZYFG0OCMTT87 36202FCM6 744908.84000000 PA USD 822211.43000000 0.100240471710 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 4.00000000 N N N N N N FANNIE MAE 3.556% 10/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31403HNX4 67787.86000000 PA USD 71329.68000000 0.008696206972 Long ABS-MBS USGA US N 2 2033-10-01 Floating 3.55600000 N N N N N N GOVT NATL MORTG ASSN 4.00% 10/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36183CBA3 32630.92000000 PA USD 35043.20000000 0.004272315818 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 05/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204YGJ6 542.52000000 PA USD 597.11000000 0.000072797076 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 11/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204CQB0 946.16000000 PA USD 1041.86000000 0.000127019078 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36200KNB9 16278.14000000 PA USD 18685.36000000 0.002278038509 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 04/15/2036 GNMA SF 549300M8ZYFG0OCMTT87 36292JLY3 17671.42000000 PA USD 19521.77000000 0.002380010009 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 08/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36198QTT5 76776.56000000 PA USD 84326.47000000 0.010280719559 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36223Q2S5 2279.05000000 PA USD 2306.68000000 0.000281220477 Long ABS-MBS USGA US N 2 2022-12-15 Fixed 7.00000000 N N N N N N FANNIE MAE 4% 10/01/2047 FNL B1V7KEBTPIMZEU4LTD58 3140J6GM3 8229547.34000000 PA USD 8784827.41000000 1.071008272739 Long ABS-MBS USGA US N 2 2047-10-01 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 11/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204C5Z0 2029.42000000 PA USD 2234.53000000 0.000272424261 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.578% 01/01/2033 FNMA ARM B1V7KEBTPIMZEU4LTD58 31401BX83 2137.60000000 PA USD 2154.58000000 0.000262677101 Long ABS-MBS USGA US N 2 2033-01-01 Floating 3.57800000 N N N N N N GOVT NATL MORTG ASSN 6.00% 04/20/2036 GNMA II 549300M8ZYFG0OCMTT87 36202EHT9 17166.08000000 PA USD 19738.43000000 0.002406424262 Long ABS-MBS USGA US N 2 2036-04-20 Fixed 6.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36201BBQ8 9013.85000000 PA USD 10235.10000000 0.001247819252 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N FANNIE MAE 2.145% 06/01/2038 FNMA ARM B1V7KEBTPIMZEU4LTD58 31389AZX4 22002.76000000 PA USD 21740.02000000 0.002650449483 Long ABS-MBS USGA US N 2 2038-06-01 Floating 2.14500000 N N N N N N GOVT NATL MORTG ASSN 4.50% 04/15/2041 GNMA SF 549300M8ZYFG0OCMTT87 3620ASD71 74476.98000000 PA USD 84500.28000000 0.010301909725 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N FANNIE MAE 3.568% 12/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385HWQ1 7433.14000000 PA USD 7475.19000000 0.000911342927 Long ABS-MBS USGA US N 2 2040-12-01 Floating 3.56800000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 7.00% 06/01/2031 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31298PVR8 13867.11000000 PA USD 14833.78000000 0.001808470486 Long ABS-MBS USGA US N 2 2031-06-01 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 06/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36225BNQ7 32911.91000000 PA USD 39422.32000000 0.004806199243 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204HVQ0 4809.79000000 PA USD 5293.73000000 0.000645388732 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.40% 09/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31376XXV5 2352.44000000 PA USD 2353.04000000 0.000286872489 Long ABS-MBS USGA US N 2 2026-09-01 Floating 3.40000000 N N N N N N FANNIE MAE 3.567% 02/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31409WCG4 1905.38000000 PA USD 2012.78000000 0.000245389457 Long ABS-MBS USGA US N 2 2036-02-01 Floating 3.56700000 N N N N N N FANNIE MAE 3.426% 10/01/2037 FAR FNARM B1V7KEBTPIMZEU4LTD58 31413RZM1 5890.51000000 PA USD 6194.66000000 0.000755226232 Long ABS-MBS USGA US N 2 2037-10-01 Floating 3.42600000 N N N N N N GOVT NATL MORTG ASSN 4.00% 09/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36296YDR0 155227.70000000 PA USD 170503.03000000 0.020786994113 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 11/20/2033 GNMA II 549300M8ZYFG0OCMTT87 36202D2F7 41001.74000000 PA USD 47138.02000000 0.005746864112 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 6.00000000 N N N N N N FANNIE MAE 3.437% 09/01/2033 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402MNK2 33756.23000000 PA USD 33923.45000000 0.004135800727 Long ABS-MBS USGA US N 2 2033-09-01 Floating 3.43700000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36200DHY2 39675.12000000 PA USD 44128.43000000 0.005379947879 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 07/15/2034 GNMA 549300M8ZYFG0OCMTT87 36225B6B9 2959.56000000 PA USD 3385.29000000 0.000412719957 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 07/15/2028 GNMA SF 549300M8ZYFG0OCMTT87 36208RDZ4 1074.95000000 PA USD 1183.22000000 0.000144253079 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N FANNIE MAE 5.50% 09/01/2033 FNMA 30 B1V7KEBTPIMZEU4LTD58 31400TX85 59568.82000000 PA USD 67882.60000000 0.008275953844 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.50000000 N N N N N N FANNIE MAE 3.658% 04/01/2028 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385KCD5 2749.25000000 PA USD 2762.56000000 0.000336799401 Long ABS-MBS USGA US N 2 2028-04-01 Floating 3.65800000 N N N N N N FANNIE MAE 3.822% 09/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31408GX28 51330.98000000 PA USD 51695.65000000 0.006302510707 Long ABS-MBS USGA US N 2 2035-09-01 Floating 3.82200000 N N N N N N GOVT NATL MORTG ASSN 6.50% 11/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203J2B2 1564.08000000 PA USD 1721.45000000 0.000209871760 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 6.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2034 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31296WCS4 192822.61000000 PA USD 219619.33000000 0.026775041592 Long ABS-MBS USGA US N 2 2034-04-01 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.00% 09/20/2031 GNMA II 549300M8ZYFG0OCMTT87 36202DPR6 4877.28000000 PA USD 5490.35000000 0.000669359794 Long ABS-MBS USGA US N 2 2031-09-20 Fixed 6.00000000 N N N N N N FANNIE MAE 3.746% 04/01/2036 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410MHH6 1736.29000000 PA USD 1800.92000000 0.000219560399 Long ABS-MBS USGA US N 2 2036-04-01 Floating 3.74600000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2029 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31293PLU7 1646.32000000 PA USD 1831.89000000 0.000223336128 Long ABS-MBS USGA US N 2 2029-05-01 Fixed 6.50000000 N N N N N N FANNIE MAE 3.665% 08/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31410FGX7 3075.20000000 PA USD 3126.54000000 0.000381174273 Long ABS-MBS USGA US N 2 2036-08-01 Floating 3.66500000 N N N N N N FANNIE MAE 3.789% 01/01/2032 FNMA ARM B1V7KEBTPIMZEU4LTD58 31410GJK0 10401.35000000 PA USD 10700.50000000 0.001304558813 Long ABS-MBS USGA US N 2 2032-01-01 Floating 4.23000000 N N N N N N FANNIE MAE 5.50% 03/01/2035 FNMA 30 B1V7KEBTPIMZEU4LTD58 31406TTT8 46061.64000000 PA USD 50749.21000000 0.006187124824 Long ABS-MBS USGA US N 2 2035-03-01 Fixed 5.50000000 N N N N N N FANNIE MAE 5.50% 12/01/2032 FNMA 30 B1V7KEBTPIMZEU4LTD58 31376J4B2 94027.99000000 PA USD 106346.27000000 0.012965278613 Long ABS-MBS USGA US N 2 2032-12-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 09/20/2022 GNMA II 549300M8ZYFG0OCMTT87 36202AFJ1 358.10000000 PA USD 359.53000000 0.000043832347 Long ABS-MBS USGA US N 2 2022-09-20 Fixed 7.50000000 N N N N N N FANNIE MAE 3.981% 05/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 31385HN32 11937.04000000 PA USD 12364.24000000 0.001507394819 Long ABS-MBS USGA US N 2 2036-05-01 Floating 3.98100000 N N N N N N GOVT NATL MORTG ASSN 4.00% 04/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36184YG27 117986.56000000 PA USD 130161.49000000 0.015868727531 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 01/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203DWX4 1021.18000000 PA USD 1043.02000000 0.000127160500 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.00000000 N N N N N N DY9 Leasing LLC 2.372% 03/19/2027 5493000GFQWJZ2B1KN79 26818LAB6 2129890.73000000 PA USD 2233882.94000000 0.272345374292 Long ABS-O CORP US N 2 2027-03-19 Fixed 2.37200000 N N N N N N GOVT NATL MORTG ASSN 6.50% 12/15/2028 GNMA SF 549300M8ZYFG0OCMTT87 36225BGD4 9131.04000000 PA USD 10605.74000000 0.001293006082 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N FANNIE MAE 6.50% 04/01/2031 FNMA 30 B1V7KEBTPIMZEU4LTD58 31384WM23 6279.11000000 PA USD 7128.31000000 0.000869052813 Long ABS-MBS USGA US N 2 2031-04-01 Fixed 6.50000000 N N N N N N FANNIE MAE 4.05% 03/01/2022 FAR FNARM B1V7KEBTPIMZEU4LTD58 31365DAL9 2692.88000000 PA USD 2697.87000000 0.000328912675 Long ABS-MBS USGA US N 2 2022-03-01 Floating 4.05000000 N N N N N N GOVT NATL MORTG ASSN 8.50% 12/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36205BXN7 545.41000000 PA USD 592.64000000 0.000072252113 Long ABS-MBS USGA US N 2 2024-12-15 Fixed 8.50000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 08/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 36297FTW2 456557.26000000 PA USD 514905.89000000 0.062775105546 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/20/2044 SF2 G2SF 549300M8ZYFG0OCMTT87 36179QGF2 1952380.27000000 PA USD 2204884.62000000 0.268810024174 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 5.00000000 N N N N N N FANNIE MAE 2.976% 06/01/2021 FAR FNARM B1V7KEBTPIMZEU4LTD58 31365B3W7 83.82000000 PA USD 84.37000000 0.000010286026 Long ABS-MBS USGA US N 2 2021-06-01 Floating 2.97600000 N N N N N N GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF 549300M8ZYFG0OCMTT87 36224QX50 1749.46000000 PA USD 1756.04000000 0.000214088823 Long ABS-MBS USGA US N 2 2022-12-15 Fixed 7.00000000 N N N N N N FANNIE MAE 8.00% 07/01/2023 FNMA B1V7KEBTPIMZEU4LTD58 31369HMW9 1905.58000000 PA USD 1913.46000000 0.000233280791 Long ABS-MBS USGA US N 2 2023-07-01 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 11/15/2035 GNMA SF 549300M8ZYFG0OCMTT87 36213CYY0 44683.35000000 PA USD 51099.95000000 0.006229885532 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N FANNIE MAE 5.50% 07/01/2033 FNMA 30 B1V7KEBTPIMZEU4LTD58 31402GR88 18237.54000000 PA USD 20906.66000000 0.002548849825 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 05/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204PRC8 861.70000000 PA USD 948.40000000 0.000115624837 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 10/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36183JZU8 46295.23000000 PA USD 49531.94000000 0.006038720515 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/15/2026 GNMA SF 549300M8ZYFG0OCMTT87 36204RRN0 365.78000000 PA USD 402.58000000 0.000049080817 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 04/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36200KET0 3143.81000000 PA USD 3595.17000000 0.000438307622 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36203U2N1 351.58000000 PA USD 387.18000000 0.000047203315 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N FANNIE MAE 8.00% 03/01/2023 FNMA B1V7KEBTPIMZEU4LTD58 31368YU95 12935.62000000 PA USD 13132.65000000 0.001601076052 Long ABS-MBS USGA US N 2 2023-03-01 Fixed 8.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 06/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36182Q2Z8 25030.80000000 PA USD 26854.90000000 0.003274033594 Long ABS-MBS USGA US N 2 2044-06-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 06/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36202VYA3 2613.08000000 PA USD 2891.99000000 0.000352578948 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.00% 04/01/2032 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31287SFS1 9565.15000000 PA USD 10644.30000000 0.001297707151 Long ABS-MBS USGA US N 2 2032-04-01 Fixed 6.00000000 N N N N N N FANNIE MAE 3.51% 08/01/2023 FNMA DUS B1V7KEBTPIMZEU4LTD58 3138L4T45 3000000.00000000 PA USD 3220602.27000000 0.392641939720 Long ABS-MBS USGA US N 2 2023-08-01 Fixed 3.51000000 N N N N N N GOVT NATL MORTG ASSN 7.50% 12/20/2022 GNMA II 549300M8ZYFG0OCMTT87 36202ATA5 956.30000000 PA USD 967.79000000 0.000117988783 Long ABS-MBS USGA US N 2 2022-12-20 Fixed 7.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 05/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36203QJR3 1106.84000000 PA USD 1218.91000000 0.000148604250 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 03/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36213UYW4 36228.09000000 PA USD 41124.03000000 0.005013664387 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 02/20/2031 GNMA II 549300M8ZYFG0OCMTT87 36202DLU3 4483.42000000 PA USD 5183.82000000 0.000631988978 Long ABS-MBS USGA US N 2 2031-02-20 Fixed 6.50000000 N N N N N N FANNIE MAE 4.018% 07/01/2026 FAR FNARM B1V7KEBTPIMZEU4LTD58 31376PMT9 3120.36000000 PA USD 3131.73000000 0.000381807015 Long ABS-MBS USGA US N 2 2026-07-01 Floating 4.01800000 N N N N N N GOVT NATL MORTG ASSN 6.50% 10/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204BDU4 363.59000000 PA USD 400.21000000 0.000048791877 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 6.50000000 N N N N N N FANNIE MAE 2.957% 10/01/2040 FAR FNARM B1V7KEBTPIMZEU4LTD58 31384V7L0 4734.26000000 PA USD 4752.07000000 0.000579351880 Long ABS-MBS USGA US N 2 2040-10-01 Floating 2.95700000 N N N N N N GOVT NATL MORTG ASSN 5.00% 08/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36212D6R5 55359.68000000 PA USD 63285.20000000 0.007715458662 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 08/20/2041 SF2 G2SF 549300M8ZYFG0OCMTT87 36202FWA0 1936271.65000000 PA USD 2184634.58000000 0.266341226627 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 5.00000000 N N N N N N FANNIE MAE 3.50% 12/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31387URF0 1848.10000000 PA USD 1849.94000000 0.000225536706 Long ABS-MBS USGA US N 2 2030-12-01 Floating 3.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 12/15/2028 GNMA SF 549300M8ZYFG0OCMTT87 36225BBA5 10147.78000000 PA USD 11803.98000000 0.001439090336 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 7.00000000 N N N N N N FANNIE MAE 5.50% 09/01/2033 FNMA 30 B1V7KEBTPIMZEU4LTD58 31402VUR9 25499.85000000 PA USD 28587.84000000 0.003485306166 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 06/20/2034 GNMA II 549300M8ZYFG0OCMTT87 36202D6E6 338632.48000000 PA USD 390519.03000000 0.047610396001 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2034 GNMA SF 549300M8ZYFG0OCMTT87 36202WAM1 43968.91000000 PA USD 48151.52000000 0.005870425662 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N FANNIE MAE 3.652% 01/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31384VQU9 3159.64000000 PA USD 3179.24000000 0.000387599230 Long ABS-MBS USGA US N 2 2030-01-01 Floating 3.65200000 N N N N N N U S TREASURY NOTE/BOND I/L 1.75% 01/15/2028 INDEX LINKED 254900HROIFWPRGM1V77 912810PV4 9792873.60000000 PA USD 11693505.55000000 1.425621767721 Long DBT NUSS US N 2 2028-01-15 Fixed 1.75000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 12/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203KH23 3680.46000000 PA USD 4052.90000000 0.000494112089 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 12/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203PKZ5 1075.13000000 PA USD 1183.30000000 0.000144262832 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 10/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204GUZ3 4772.46000000 PA USD 5253.24000000 0.000640452365 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 06/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36185EHH6 1694.34000000 PA USD 1869.06000000 0.000227867734 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 4.00000000 N N N N N N FANNIE MAE 4.00% 01/01/2041 FNMA 30 B1V7KEBTPIMZEU4LTD58 3138A3S65 166494.83000000 PA USD 182908.19000000 0.022299377722 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 05/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620ALQL1 107844.18000000 PA USD 123224.84000000 0.015023041078 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 11/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 3620A65A1 14478.47000000 PA USD 15923.09000000 0.001941274463 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 01/15/2045 SF1 GNSF 549300M8ZYFG0OCMTT87 36183PM61 76321.01000000 PA USD 83823.71000000 0.010219425228 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 12/15/2041 SF1 GNSF 549300M8ZYFG0OCMTT87 36177LW34 13342.21000000 PA USD 14281.53000000 0.001741142547 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 06/15/2036 GNMA SF 549300M8ZYFG0OCMTT87 36202TP26 76388.92000000 PA USD 89168.99000000 0.010871098714 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 12/15/2031 GNMA SF 549300M8ZYFG0OCMTT87 36201A2R8 2317.57200000 PA USD 2552.33000000 0.000311169066 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 05/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36203RND7 1629.64000000 PA USD 1635.85000000 0.000199435777 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 02/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36200JUK4 18474.28000000 PA USD 21065.44000000 0.002568207598 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 11/15/2023 GNMA SF 549300M8ZYFG0OCMTT87 36204HCW8 1372.40000000 PA USD 1510.48000000 0.000184151207 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.333% 01/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31402QZ46 3094.30000000 PA USD 3240.94000000 0.000395121428 Long ABS-MBS USGA US N 2 2035-01-01 Floating 3.33300000 N N N N N N GOVT NATL MORTG ASSN 3.50% 06/20/2043 SF2 G2SF 549300M8ZYFG0OCMTT87 36179NF78 4278375.00000000 PA USD 4652826.42000000 0.567252531537 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 5.00% 09/01/2033 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31292HYT5 138921.20000000 PA USD 159609.78000000 0.019458936050 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.00000000 N N N N N N FANNIE MAE 3.733% 09/01/2036 FAR FNARM B1V7KEBTPIMZEU4LTD58 3138EGEG5 10468.11000000 PA USD 10977.46000000 0.001338324582 Long ABS-MBS USGA US N 2 2036-09-01 Floating 3.73300000 N N N N N N GOVT NATL MORTG ASSN 4.50% 05/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 36296SQU2 172036.68000000 PA USD 192262.56000000 0.023439822171 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF 549300M8ZYFG0OCMTT87 36204PUY6 305.41000000 PA USD 336.20000000 0.000040988054 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N FANNIE MAE 3.516% 09/01/2039 FAR FNARM B1V7KEBTPIMZEU4LTD58 31384VWA6 830.95000000 PA USD 837.51000000 0.000102105607 Long ABS-MBS USGA US N 2 2039-09-01 Floating 3.51600000 N N N N N N FANNIE MAE 3.28% 04/01/2030 FAR FNARM B1V7KEBTPIMZEU4LTD58 31390T6U8 7686.64000000 PA USD 7758.41000000 0.000945871888 Long ABS-MBS USGA US N 2 2030-04-01 Floating 3.28000000 N N N N N N FANNIE MAE 4.025% 06/01/2035 FNMA ARM B1V7KEBTPIMZEU4LTD58 31414CPN2 16868.29000000 PA USD 16968.18000000 0.002068687329 Long ABS-MBS USGA US N 2 2035-06-01 Floating 4.02500000 N N N N N N AID ISRAEL 5.50% 09/18/2023 213800T8ZHTFZIBYPE21 46513EFF4 12000000.00000000 PA USD 13932524.64000000 1.698593319271 Long DBT NUSS IL N 2 2023-09-18 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 7.00% 05/15/2028 GNMA SF 549300M8ZYFG0OCMTT87 36208WGZ0 5343.66000000 PA USD 5364.75000000 0.000654047184 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 7.00000000 N N N N N N GOVT NATL MORTG ASSN 4.50% 04/15/2040 GNMA SF 549300M8ZYFG0OCMTT87 3620APKB0 201569.16000000 PA USD 222177.29000000 0.027086897044 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N GOVT NATL MORTG ASSN 4.00% 08/15/2044 SF1 GNSF 549300M8ZYFG0OCMTT87 36182WCW1 1334453.07000000 PA USD 1463197.07000000 0.178386676650 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 4.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 06/15/2033 GNMA SF 549300M8ZYFG0OCMTT87 36290RQP1 10052.64000000 PA USD 11741.13000000 0.001431427935 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N GOVT NATL MORTG ASSN 5.00% 10/15/2039 GNMA SF 549300M8ZYFG0OCMTT87 36297FYG1 63320.67000000 PA USD 72440.74000000 0.008831662615 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP 6.00% 09/01/2033 FHLMC G30 S6XOOCT0IEG5ABCC6L87 31292HZK3 103843.42000000 PA USD 121131.26000000 0.014767800833 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 6.00000000 N N N N N N FANNIE MAE 3.743% 02/01/2035 FAR FNARM B1V7KEBTPIMZEU4LTD58 31402Q5Q0 3744.42000000 PA USD 3948.76000000 0.000481415789 Long ABS-MBS USGA US N 2 2035-02-01 Floating 3.74300000 N N N N N N GOVT NATL MORTG ASSN 6.50% 01/15/2032 GNMA SF 549300M8ZYFG0OCMTT87 36213JJ89 17346.71000000 PA USD 19785.79000000 0.002412198189 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N United States International Development Finance Corp 11/15/2020 STRIP COUPON N/A 690353UC9 2575000.00000000 PA USD 3350589.00000000 0.408489361266 Long DBT USGA US N 2 2020-11-15 None 0.00000000 N N N N N N GOVT NATL MORTG ASSN 5.50% 05/20/2035 GNMA II 549300M8ZYFG0OCMTT87 36202EDQ9 114004.74000000 PA USD 131465.54000000 0.016027711683 Long ABS-MBS USGA US N 2 2035-05-20 Fixed 5.50000000 N N N N N N UST N/A 9128286M7 24667641.39000000 PA USD 24667641.39000000 3.007372457605 Short RA CORP US N 2 Repurchase Y 0.00065033 2020-07-01 24667641.39366080 USD 25200912.84929450 USD UST N N N ADAS N/A 3617NN5K4 239162.16000000 PA USD 239162.16000000 0.029157619146 Short RA CORP US N 2 Repurchase Y 0.00065033 2020-07-01 239162.16175827 USD 243945.40499344 USD ADAS N N N UST N/A 912834EP9 3872111.40000000 PA USD 3872111.40000000 0.472071123178 Short RA CORP US N 2 Repurchase Y 0.00065033 2020-07-01 3872111.40385186 USD 3949553.63192889 USD UST N N N UST N/A 912828Y87 6776094.84000000 PA USD 6776094.84000000 0.826112260582 Short RA CORP US N 2 Repurchase Y 0.00065033 2020-07-01 6776094.84072910 USD 6911619.29505185 USD UST N N N 2020-07-30 Robert Kubilis Robert Kubilis Robert Kubilis Chief Financial Officer, Chief Accounting Officer and Treasurer