NPORT-P
false
0000896435
XXXXXXXX
S000000179
C000000405
C000000404
AIM Variable Insurance Funds (Invesco Variable Insurance Funds)
811-07452
0000896435
FC4UULIMJMGKBDUARB13
11 Greenway Plaza
Suite 1000
Houston
77046-1173
800-959-4246
Invesco V.I. Government Securities Fund
S000000179
549300CE6SMJL1GYPH45
2022-12-31
2022-03-31
N
457774328.57
52851424.35
404922904.22
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
34082678.13000000
0.00000000
0.00000000
2323208.13000000
USD
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31387UK67
3836.63000000
PA
USD
3882.76000000
0.000958888706
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31283H2G9
39572.92000000
PA
USD
41724.06000000
0.010304198543
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31388KLR1
717.56000000
PA
USD
770.93000000
0.000190389328
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
6.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBN0
5557000.00000000
PA
USD
5482576.04000000
1.353980222620
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.12500000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36203W3Q9
261.37000000
PA
USD
263.70000000
0.000065123508
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31409A3H0
40539.83000000
PA
USD
41563.36000000
0.010264511976
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36208LME4
25709.47000000
PA
USD
27151.62000000
0.006705380139
Long
ABS-MBS
USGA
US
N
2
2027-12-20
Fixed
6.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31390UFB7
971.56000000
PA
USD
999.45000000
0.000246824763
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31409YBF3
58266.80000000
PA
USD
61036.14000000
0.015073521246
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31389TQW5
16496.48000000
PA
USD
16604.37000000
0.004100625039
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, ARM
31407UMP9
968607.12000000
PA
USD
1014838.52000000
0.250625121331
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Floating
2.47700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, ARM
31418MKN1
18419.97000000
PA
USD
19044.20000000
0.004703166899
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Floating
2.25800000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128PHBW0
4578.63000000
PA
USD
4590.93000000
0.001133778789
Long
ABS-MBS
USGSE
US
N
2
2022-09-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
3136A4BW8
644145.72000000
PA
USD
648006.47000000
0.160032061226
Long
ABS-APCP
USGSE
US
N
2
2041-11-25
Floating
0.97657000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213DG44
157.20000000
PA
USD
173.10000000
0.000042748878
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
7.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31297PQZ7
18880.47000000
PA
USD
20291.05000000
0.005011089713
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36200AN70
236.80000000
PA
USD
253.02000000
0.000062485968
Long
ABS-MBS
USGA
US
N
2
2032-09-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36205WBS4
13305.61000000
PA
USD
13356.43000000
0.003298511855
Long
ABS-MBS
USGA
US
N
2
2024-09-15
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31413HLG1
758.74000000
PA
USD
760.52000000
0.000187818469
Long
ABS-MBS
USGSE
US
N
2
2022-08-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213FLD3
49050.08000000
PA
USD
52916.97000000
0.013068406219
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202EFS3
60080.84000000
PA
USD
63326.20000000
0.015639075819
Long
ABS-MBS
USGA
US
N
2
2035-10-20
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
3617LEKR4
3938399.04000000
PA
USD
3900099.57000000
0.963170897312
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31292GWC6
3063.34000000
PA
USD
3294.72000000
0.000813666000
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36224FEE6
26.50000000
PA
USD
26.59000000
0.000006566682
Long
ABS-MBS
USGA
US
N
2
2023-02-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201SNT2
39848.33000000
PA
USD
40397.93000000
0.009976696694
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36203PAL7
651.24000000
PA
USD
696.02000000
0.000171889511
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Series 2021-4, Class A1
19688GAA1
4735947.64000000
PA
USD
4478827.36000000
1.106093854736
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.39700000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31335PJ89
22430.68000000
PA
USD
23388.07000000
0.005775931604
Long
ABS-MBS
USGSE
US
N
2
2027-05-20
Fixed
7.05000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31346YXT5
2169563.80000000
PA
USD
2133310.06000000
0.526843514596
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36225BSS8
35655.08000000
PA
USD
39683.52000000
0.009800265578
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
8.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31411EUN5
14.28000000
PA
USD
15.34000000
0.000003788375
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31379TDE1
2712.41000000
PA
USD
3023.36000000
0.000746650774
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31403DH93
14132.41000000
PA
USD
14322.26000000
0.003537033803
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
7.50000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2018-4A, Class A1S
64828FCQ3
1537321.46000000
PA
USD
1529252.67000000
0.377665144170
Long
ABS-MBS
CORP
US
N
2
2048-01-25
Floating
1.20657000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140L0D95
4654948.50000000
PA
USD
4333057.41000000
1.070094421639
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36204JG91
124.59000000
PA
USD
125.01000000
0.000030872543
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31404LTJ9
6355.65000000
PA
USD
7001.06000000
0.001728985919
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36200AGC7
4659.89000000
PA
USD
5193.27000000
0.001282533031
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213DG51
174.76000000
PA
USD
189.40000000
0.000046774336
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213UV31
1371.93000000
PA
USD
1467.51000000
0.000362417137
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36224CWA1
293.17000000
PA
USD
294.19000000
0.000072653336
Long
ABS-MBS
USGA
US
N
2
2023-07-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36225BWB0
11401.99000000
PA
USD
12179.05000000
0.003007745393
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31406PC72
118735.64000000
PA
USD
127895.16000000
0.031585064383
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201YUX2
82240.45000000
PA
USD
86074.55000000
0.021257021794
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
7.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31298GCK4
20511.61000000
PA
USD
22274.29000000
0.005500871837
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
7.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31293WQG8
1049.16000000
PA
USD
1121.61000000
0.000276993469
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31389R7K6
13383.39000000
PA
USD
14817.00000000
0.003659215086
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213UBD1
1448.09000000
PA
USD
1548.88000000
0.000382512321
Long
ABS-MBS
USGA
US
N
2
2031-10-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31406NT20
2232.28000000
PA
USD
2282.73000000
0.000563744351
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31405QL55
124016.96000000
PA
USD
129435.77000000
0.031965534340
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
7.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp., ARM
31326MNX7
1626438.29000000
PA
USD
1639836.55000000
0.404975004602
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Floating
2.87900000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31391WT43
370994.50000000
PA
USD
423273.57000000
0.104531891278
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
8.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31404KXF4
3675.85000000
PA
USD
4091.70000000
0.001010488652
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202SZQ4
113463.63000000
PA
USD
121345.50000000
0.029967556474
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371JBE3
197.95000000
PA
USD
219.46000000
0.000054197971
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass-Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series KG01, Class A7
3137FMD25
5000000.00000000
PA
USD
5011657.00000000
1.237681777881
Long
ABS-APCP
USGSE
US
N
2
2026-04-25
Fixed
2.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202THG4
159386.83000000
PA
USD
170429.41000000
0.042089347928
Long
ABS-MBS
USGA
US
N
2
2027-11-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ALLV7
1144598.58000000
PA
USD
1209570.68000000
0.298716290778
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128MJDG2
220749.74000000
PA
USD
247872.74000000
0.061214798525
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202SF78
28716.11000000
PA
USD
30714.63000000
0.007585303197
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
6.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XT2
2500000.00000000
PA
USD
2479394.53000000
0.612312740069
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36206FXT4
1813.00000000
PA
USD
1836.42000000
0.000453523369
Long
ABS-MBS
USGA
US
N
2
2025-10-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
3136A5QP4
422073.78000000
PA
USD
423420.11000000
0.104568080883
Long
ABS-APCP
USGSE
US
N
2
2041-05-25
Floating
0.95657000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31283HSV8
86.81000000
PA
USD
87.39000000
0.000021581886
Long
ABS-MBS
USGSE
US
N
2
2023-10-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36200SR77
506.86000000
PA
USD
508.89000000
0.000125675775
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31385UA45
10247.71000000
PA
USD
10319.56000000
0.002548524643
Long
ABS-MBS
USGSE
US
N
2
2025-02-01
Fixed
8.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31287TPP4
179.09000000
PA
USD
185.43000000
0.000045793902
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31389GSH4
39933.10000000
PA
USD
42815.68000000
0.010573785664
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
7.00000000
N
N
N
N
N
N
Starwood Mortgage Residential Trust
N/A
Starwood Mortgage Residential Trust
85573TAA2
1943445.93000000
PA
USD
1858598.97000000
0.459000701276
Long
ABS-MBS
CORP
US
N
2
2066-12-25
Variable
2.44700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202SDX3
418.59000000
PA
USD
448.13000000
0.000110670449
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31391BB71
2805.07000000
PA
USD
3012.79000000
0.000744040400
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31335PLS2
362399.09000000
PA
USD
387634.21000000
0.095730373846
Long
ABS-MBS
USGSE
US
N
2
2030-10-20
Fixed
6.03000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201MNR9
13209.98000000
PA
USD
14649.81000000
0.003617925745
Long
ABS-MBS
USGA
US
N
2
2032-09-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140HFN54
2535159.08000000
PA
USD
2511762.00000000
0.620306229611
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31406QLU9
19034.17000000
PA
USD
19275.52000000
0.004760293823
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36208QRR9
5521.76000000
PA
USD
5641.25000000
0.001393166437
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137AKPS4
484281.61000000
PA
USD
484907.88000000
0.119753136941
Long
ABS-APCP
USGSE
US
N
2
2040-03-15
Floating
0.89657000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31297PQY0
8881.29000000
PA
USD
9628.45000000
0.002377847708
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371M7G6
31355.75000000
PA
USD
33291.64000000
0.008221723111
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
8.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZB9
9159000.00000000
PA
USD
8595506.81000000
2.122751447354
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.12500000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31389D3X3
455.48000000
PA
USD
456.88000000
0.000112831355
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31412LQS2
69689.11000000
PA
USD
74398.18000000
0.018373418550
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
6.00000000
N
N
N
N
N
N
Mello Mortgage Capital Acceptance Trust
N/A
Mello Mortgage Capital Acceptance Trust, Series 2021-INV1, Class A4
58549KAF8
564286.19000000
PA
USD
541775.18000000
0.133797118995
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31405S4M3
32172.65000000
PA
USD
32974.93000000
0.008143508222
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
7.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31335HTG8
462.01000000
PA
USD
496.34000000
0.000122576420
Long
ABS-MBS
USGSE
US
N
2
2022-05-01
Fixed
6.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285U0
1900000.00000000
PA
USD
1912505.86000000
0.472313578725
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.62500000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass-Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series KS11, Class AFX1
3137FNAX8
5000000.00000000
PA
USD
4790910.50000000
1.183166091636
Long
ABS-APCP
USGSE
US
N
2
2028-12-25
Fixed
2.15400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, ARM
31410KWF7
77283.91000000
PA
USD
81134.26000000
0.020036964852
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Floating
2.33000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31293AHV3
55575.54000000
PA
USD
59068.74000000
0.014587650978
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202DJ85
3961.68000000
PA
USD
4419.83000000
0.001091523831
Long
ABS-MBS
USGA
US
N
2
2030-10-20
Fixed
7.50000000
N
N
N
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio, Institutional Class
825252885
5457027.59000000
NS
USD
5457027.59000000
1.347670762292
Long
STIV
RF
US
N
1
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284S6
6300000.00000000
PA
USD
6362507.84000000
1.571288700562
Long
DBT
UST
US
N
2
2023-05-31
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31406MEH5
11027.63000000
PA
USD
11142.23000000
0.002751691713
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
7.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31283GEH6
7.21000000
PA
USD
7.22000000
0.000001783055
Long
ABS-MBS
USGSE
US
N
2
2023-04-01
Fixed
8.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XB1
5480000.00000000
PA
USD
5414603.93000000
1.337193790119
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31365DJE6
383.92000000
PA
USD
386.10000000
0.000095351484
Long
ABS-MBS
USGSE
US
N
2
2022-11-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140X7FG9
5332165.09000000
PA
USD
5283934.38000000
1.304923560740
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201MZ21
476.62000000
PA
USD
509.86000000
0.000125915327
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31402RYF0
9490.80000000
PA
USD
9559.11000000
0.002360723461
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380GJC9
2055549.77000000
PA
USD
2051881.44000000
0.506733854424
Long
ABS-APCP
USGA
US
N
2
2047-08-20
Floating
0.53057000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31397NL45
1439552.22000000
PA
USD
1593699.90000000
0.393581070221
Long
ABS-APCP
USGSE
US
N
2
2039-06-25
Variable
6.59769100
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31283HHG3
1642.24000000
PA
USD
1795.35000000
0.000443380698
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
7.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp., ARM
3128QSYV2
61627.96000000
PA
USD
64562.78000000
0.015944462347
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Floating
2.15500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31391WT35
312838.45000000
PA
USD
351414.82000000
0.086785611862
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31391ANZ8
1675.66000000
PA
USD
1754.30000000
0.000433242965
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371EYH2
163.46000000
PA
USD
170.13000000
0.000042015405
Long
ABS-MBS
USGSE
US
N
2
2024-09-01
Fixed
8.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418SK32
333943.61000000
PA
USD
370527.38000000
0.091505660988
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133G8PE5
4658051.30000000
PA
USD
4618012.88000000
1.140467193105
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
2.50000000
N
N
N
N
N
N
Federal Home Loan Bank
2549001DPIFGXC1TOL40
Federal Home Loan Bank
3130AJHU6
14500000.00000000
PA
USD
13672469.05000000
3.376561045944
Long
DBT
CORP
US
N
2
2025-04-14
Fixed
0.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133L7GP6
2891779.38000000
PA
USD
2865463.78000000
0.707656630468
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31404MUM8
10455.71000000
PA
USD
10491.98000000
0.002591105588
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36291ACF4
137768.00000000
PA
USD
147314.90000000
0.036380974863
Long
ABS-MBS
USGA
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128PJPB7
9518.84000000
PA
USD
9598.05000000
0.002370340106
Long
ABS-MBS
USGSE
US
N
2
2023-01-01
Fixed
7.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBR1
7000000.00000000
PA
USD
6725742.17000000
1.660993265608
Long
DBT
UST
US
N
2
2024-03-15
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 2 Year Note Future
N/A
225.00000000
NC
USD
-588864.15000000
-0.14542623888
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
U.S. Treasury Notes
2022-06-30
48271286.25000000
USD
-588864.15000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31384VL75
12444.32000000
PA
USD
13577.17000000
0.003353025936
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31400DWF5
77.88000000
PA
USD
84.53000000
0.000020875578
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31383XL80
341084.26000000
PA
USD
374897.99000000
0.092585029419
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31383HX66
345.67000000
PA
USD
371.45000000
0.000091733511
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371M2Y2
33875.09000000
PA
USD
38859.51000000
0.009596767580
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
31398KNS5
307912.19000000
PA
USD
315605.38000000
0.077942091373
Long
ABS-APCP
USGSE
US
N
2
2039-11-15
Floating
1.25657000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36291SB33
38717.87000000
PA
USD
41773.44000000
0.010316393457
Long
ABS-MBS
USGA
US
N
2
2025-02-15
Fixed
5.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128M7XB7
416614.64000000
PA
USD
451718.36000000
0.111556633446
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31407JAN2
180566.25000000
PA
USD
199458.88000000
0.049258483015
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
7.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31335PHC2
16039.32000000
PA
USD
16291.97000000
0.004023474550
Long
ABS-MBS
USGSE
US
N
2
2030-11-17
Fixed
8.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QCM94
5485118.85000000
PA
USD
5456137.95000000
1.347451056272
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 5 Year Note Future
N/A
226.00000000
NC
USD
-597906.26000000
-0.14765928372
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
U.S. Treasury Notes
2022-06-30
26517281.26000000
USD
-597906.26000000
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust, Series 2020-6, Class A2
03465AAB5
906514.60000000
PA
USD
890086.92000000
0.219816392385
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.51800000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp., ARM
31347AKK9
330045.82000000
PA
USD
346396.08000000
0.085546180863
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Floating
2.12400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31402BAX2
29931.28000000
PA
USD
30196.63000000
0.007457377610
Long
ABS-MBS
USGSE
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36207FZF1
1756.96000000
PA
USD
1763.73000000
0.000435571804
Long
ABS-MBS
USGA
US
N
2
2026-07-15
Fixed
8.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138LRKL5
599732.53000000
PA
USD
614699.05000000
0.151806441076
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201A3E6
84.40000000
PA
USD
90.18000000
0.000022270906
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
6.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
400000.00000000
PA
USD
379429.69000000
0.093704180733
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31409AGY9
82699.85000000
PA
USD
89154.67000000
0.022017690051
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36203LT51
161.94000000
PA
USD
162.45000000
0.000040118748
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201FBE6
1970.12000000
PA
USD
2105.44000000
0.000519960708
Long
ABS-MBS
USGA
US
N
2
2033-06-15
Fixed
6.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31296UE23
25784.63000000
PA
USD
27583.02000000
0.006811918938
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac STRIPS
S6XOOCT0IEG5ABCC6L87
Freddie Mac STRIPS
31351DDT5
998818.06000000
PA
USD
1005269.17000000
0.248261868993
Long
ABS-APCP
USGSE
US
N
2
2037-10-15
Floating
0.45629000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128LDAC8
100834.22000000
PA
USD
108533.07000000
0.026803391181
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201YZG4
7271.27000000
PA
USD
7322.86000000
0.001808457838
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36200ABK4
113.95000000
PA
USD
127.00000000
0.000031363995
Long
ABS-MBS
USGA
US
N
2
2032-10-15
Fixed
6.00000000
N
N
N
N
N
N
Chase Mortgage Finance Corp.
N/A
Chase Mortgage Finance Corp., Series 2016-SH2, Class M3
16164AAD7
1474694.31000000
PA
USD
1447081.10000000
0.357372004625
Long
ABS-MBS
CORP
US
N
2
2045-12-25
Variable
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36241KG93
284549.37000000
PA
USD
318127.25000000
0.078564893880
Long
ABS-MBS
USGA
US
N
2
2030-12-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213HF46
7121.35000000
PA
USD
7611.08000000
0.001879636819
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
6.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282A7
8550000.00000000
PA
USD
8195642.60000000
2.024000745472
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36204C3L3
8668.99000000
PA
USD
8700.46000000
0.002148670749
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
7.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31298TWA6
1422.52000000
PA
USD
1528.76000000
0.000377543474
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
6.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCH2
4500000.00000000
PA
USD
4186933.61000000
1.034007601537
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31287RN62
15886.18000000
PA
USD
17088.92000000
0.004220289793
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137A06D2
1259555.71000000
PA
USD
1263121.39000000
0.311941205803
Long
ABS-APCP
USGSE
US
N
2
2036-11-15
Floating
0.45629000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371KAE1
5466.58000000
PA
USD
5846.03000000
0.001443739027
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36204U5S6
206.07000000
PA
USD
208.10000000
0.000051392499
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31406KEV8
2473.41000000
PA
USD
2481.09000000
0.000612731454
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36225BMX3
3409.79000000
PA
USD
3693.11000000
0.000912052630
Long
ABS-MBS
USGA
US
N
2
2031-04-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31411HUP3
45.75000000
PA
USD
49.16000000
0.000012140582
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213KAA0
56141.77000000
PA
USD
57738.53000000
0.014259141529
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
8.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31297D6Y9
55751.54000000
PA
USD
59975.57000000
0.014811602251
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
6.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31298QAN8
6738.47000000
PA
USD
6765.62000000
0.001670841518
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
8.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31297KYA4
10261.11000000
PA
USD
11442.89000000
0.002825942884
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132GGFR1
524262.98000000
PA
USD
555821.59000000
0.137266028719
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213AMH4
57639.33000000
PA
USD
61631.28000000
0.015220497373
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, ARM
3140F4PY6
345256.00000000
PA
USD
353170.27000000
0.087219138833
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Floating
1.95100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371KK75
13948.13000000
PA
USD
15496.58000000
0.003827044565
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371M5N3
24169.15000000
PA
USD
26984.80000000
0.006664182173
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36200QSM7
374.56000000
PA
USD
383.23000000
0.000094642707
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213LLB4
801.73000000
PA
USD
890.78000000
0.000219987555
Long
ABS-MBS
USGA
US
N
2
2031-07-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31375GCF1
6893.33000000
PA
USD
6968.32000000
0.001720900430
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
6.95000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass-Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K092, Class AM
3137FLYW8
5000000.00000000
PA
USD
5015516.00000000
1.238634798804
Long
ABS-APCP
USGSE
US
N
2
2029-04-25
Fixed
3.01500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36212DTT6
112831.42000000
PA
USD
120709.59000000
0.029810511764
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36224TNY2
38.69000000
PA
USD
38.83000000
0.000009589479
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31388HCW7
97972.98000000
PA
USD
104889.36000000
0.025903538403
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202U6T5
7910.26000000
PA
USD
8453.23000000
0.002087614682
Long
ABS-MBS
USGA
US
N
2
2033-05-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36225BMN5
13805.73000000
PA
USD
15004.12000000
0.003705426352
Long
ABS-MBS
USGA
US
N
2
2029-12-15
Fixed
6.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133A0D27
2892542.05000000
PA
USD
2843135.23000000
0.702142358550
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31335GQG3
448.39000000
PA
USD
449.94000000
0.000111117448
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202DLG4
3441.16000000
PA
USD
3845.49000000
0.000949684485
Long
ABS-MBS
USGA
US
N
2
2031-01-20
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36204GXN7
2897.74000000
PA
USD
2908.33000000
0.000718242897
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140KEMQ8
4014070.75000000
PA
USD
3905449.88000000
0.964492213035
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
3617MKMA4
2736865.31000000
PA
USD
2813570.37000000
0.694841003232
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31407NHJ5
88461.16000000
PA
USD
96730.76000000
0.023888685720
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
7.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31292GHZ2
148.92000000
PA
USD
160.03000000
0.000039521103
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36204JRY4
125.75000000
PA
USD
125.96000000
0.000031107156
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36205WCL8
8993.06000000
PA
USD
9027.48000000
0.002229431801
Long
ABS-MBS
USGA
US
N
2
2024-10-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31396PZE4
571414.48000000
PA
USD
574457.03000000
0.141868248007
Long
ABS-APCP
USGSE
US
N
2
2037-03-25
Floating
0.90657000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36203D6X3
197.20000000
PA
USD
197.87000000
0.000048866092
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
7.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31292HJ54
1.00000000
PA
USD
1.09000000
0.000000269187
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36290UZ66
59504.57000000
PA
USD
62149.51000000
0.015348479760
Long
ABS-MBS
USGA
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132GGF34
942706.72000000
PA
USD
1004532.57000000
0.248079957821
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36209BR75
455.10000000
PA
USD
475.99000000
0.000117550772
Long
ABS-MBS
USGA
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31384VNL2
248233.01000000
PA
USD
274993.19000000
0.067912480902
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
8.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31403DUJ6
121457.58000000
PA
USD
135755.59000000
0.033526280826
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31297DX86
108655.35000000
PA
USD
118265.67000000
0.029206959835
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36223V7J9
320.65000000
PA
USD
323.58000000
0.000079911508
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31359QLE2
65990.53000000
PA
USD
69643.67000000
0.017199241948
Long
ABS-APCP
USGSE
US
N
2
2027-09-18
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass-Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series KLU1, Class A2
3137FMCK6
5000000.00000000
PA
USD
4939352.00000000
1.219825292302
Long
ABS-APCP
USGSE
US
N
2
2025-12-25
Fixed
2.51000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377FZZ7
1069627.60000000
PA
USD
1081372.32000000
0.267056347944
Long
ABS-APCP
USGA
US
N
2
2040-05-20
Floating
1.14857000
N
N
N
N
N
N
NextGear Floorplan Master Owner Trust
N/A
NextGear Floorplan Master Owner Trust, Series 2021-1A, Class A
65341KBQ8
2000000.00000000
PA
USD
1907887.80000000
0.471173099895
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
0.85000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31405MST5
2942.83000000
PA
USD
3163.01000000
0.000781138821
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, ARM
3138X3HM7
347066.65000000
PA
USD
352933.74000000
0.087160725244
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Floating
1.76500000
N
N
N
N
N
N
Invesco Private Government Fund
N/A
Invesco Private Government Fund
N/A
5027254.84000000
NS
USD
5027254.84000000
1.241533829676
Long
STIV
PF
US
N
2
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCJ8
7000000.00000000
PA
USD
6539121.12000000
1.614905220685
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31409ASR1
73132.12000000
PA
USD
76850.73000000
0.018979101749
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury Long Bond Future
N/A
-96.00000000
NC
USD
487328.09000000
0.120350833435
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
United States Treasury Note/Bond
U.S. Treasury Bonds
2022-06-21
14893328.09000000
USD
487328.09000000
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31292HJ88
273.65000000
PA
USD
294.88000000
0.000072823739
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213CPZ7
844.58000000
PA
USD
883.65000000
0.000218226726
Long
ABS-MBS
USGA
US
N
2
2031-04-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31388NEG7
341.62000000
PA
USD
367.17000000
0.000090676520
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201KDP8
2854.44000000
PA
USD
3054.01000000
0.000754220116
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
6.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128M7S49
16391.12000000
PA
USD
18028.99000000
0.004452450037
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
8.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371KWK3
6806.48000000
PA
USD
7551.36000000
0.001864888333
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138ERQT0
1432957.69000000
PA
USD
1448817.87000000
0.357800918372
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31287XG26
37.90000000
PA
USD
40.75000000
0.000010063644
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae ACES
B1V7KEBTPIMZEU4LTD58
Fannie Mae ACES
3136ATTD6
378919.19000000
PA
USD
379810.79000000
0.093798297414
Long
ABS-APCP
USGSE
US
N
2
2023-09-25
Floating
2.76213000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201KAR7
1976.68000000
PA
USD
2111.88000000
0.000521551134
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Fixed
6.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M56
8300000.00000000
PA
USD
8217324.20000000
2.029355246236
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36212SUR5
594.87000000
PA
USD
619.33000000
0.000152950103
Long
ABS-MBS
USGA
US
N
2
2031-02-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371NEB7
373.67000000
PA
USD
373.05000000
0.000092128648
Long
ABS-MBS
USGSE
US
N
2
2022-04-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36208ETC7
37945.79000000
PA
USD
39304.88000000
0.009706756419
Long
ABS-MBS
USGA
US
N
2
2027-10-20
Fixed
6.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31408XNX4
22544.64000000
PA
USD
23096.41000000
0.005703903078
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202DMC2
7951.05000000
PA
USD
8910.97000000
0.002200658423
Long
ABS-MBS
USGA
US
N
2
2031-03-20
Fixed
7.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31292HRM8
48665.90000000
PA
USD
54190.97000000
0.013383034013
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36225AWR7
176.11000000
PA
USD
188.30000000
0.000046502679
Long
ABS-MBS
USGA
US
N
2
2027-10-15
Fixed
6.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128M8FR0
538132.02000000
PA
USD
580193.03000000
0.143284813961
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31374F5L9
24117.84000000
PA
USD
25713.02000000
0.006350102632
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201NGE4
5689.65000000
PA
USD
6144.78000000
0.001517518504
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
31396JKN4
596493.17000000
PA
USD
595962.41000000
0.147179229376
Long
ABS-APCP
USGSE
US
N
2
2036-03-15
Floating
0.69657000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36210BMG7
48929.73000000
PA
USD
50367.00000000
0.012438664119
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
7.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128M7S56
22255.67000000
PA
USD
24822.87000000
0.006130270661
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
8.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YF1
1000000.00000000
PA
USD
1002405.47000000
0.247554647947
Long
DBT
UST
US
N
2
2022-09-15
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36200RHK1
19050.24000000
PA
USD
19125.26000000
0.004723185525
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31403GKH4
41808.05000000
PA
USD
44891.39000000
0.011086404234
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31287SW60
32287.91000000
PA
USD
32633.11000000
0.008059092153
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
8.00000000
N
N
N
N
N
N
GCAT Trust
N/A
GCAT Trust, Series 2020-NQM1, Class A3
36167FAC3
3891145.39000000
PA
USD
3843000.25000000
0.949069615462
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.55400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378HSF4
13800.11000000
PA
USD
13756.24000000
0.003397249169
Long
ABS-APCP
USGA
US
N
2
2042-01-20
Floating
0.69857000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36292ASP4
71505.18000000
PA
USD
73998.28000000
0.018274659010
Long
ABS-MBS
USGA
US
N
2
2037-01-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36292ASN9
32785.63000000
PA
USD
33631.11000000
0.008305558823
Long
ABS-MBS
USGA
US
N
2
2037-01-15
Fixed
8.50000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
549300H8L46OOZOFHU82
Canadian Imperial Bank of Commerce
13606KCC8
10000000.00000000
PA
USD
9986510.00000000
2.466274418148
Long
DBT
CORP
CA
N
2
2023-02-21
Floating
0.52642900
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371FMY5
1975.73000000
PA
USD
2102.94000000
0.000519343306
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
8.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371H6S2
218.74000000
PA
USD
242.76000000
0.000059952153
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, Series 2019-30, Class MA
38381R6D6
433056.90000000
PA
USD
429266.31000000
0.106011861894
Long
ABS-APCP
USGA
US
N
2
2049-03-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36291SGB0
72528.22000000
PA
USD
77478.28000000
0.019134081869
Long
ABS-MBS
USGA
US
N
2
2029-09-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31392BZJ8
310538.50000000
PA
USD
340540.28000000
0.084100029030
Long
ABS-APCP
USGSE
US
N
2
2032-03-25
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31394FN92
86893.77000000
PA
USD
92060.61000000
0.022735342713
Long
ABS-APCP
USGSE
US
N
2
2035-10-25
Fixed
5.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31402CKC5
37183.57000000
PA
USD
37520.42000000
0.009266065122
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31374SCZ2
1027.20000000
PA
USD
1066.49000000
0.000263381001
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31390GZL4
76265.19000000
PA
USD
85365.82000000
0.021081993414
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31403UVR9
149986.39000000
PA
USD
161147.69000000
0.039797128865
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp., ARM
3128S5EJ9
221914.74000000
PA
USD
232873.91000000
0.057510678594
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Floating
2.23000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31406TQU8
196329.80000000
PA
USD
213548.81000000
0.052738140464
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128K6MD9
30069.23000000
PA
USD
30223.04000000
0.007463899839
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
8.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31413YTV3
225.89000000
PA
USD
243.59000000
0.000060157130
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31403DVZ9
17.02000000
PA
USD
18.49000000
0.000004566301
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418MSV5
7.41000000
PA
USD
7.45000000
0.000001839856
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
5.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285N6
2500000.00000000
PA
USD
2529736.33000000
0.624745180782
Long
DBT
UST
US
N
2
2025-11-30
Fixed
2.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202DJA0
3605.38000000
PA
USD
4035.02000000
0.000996490926
Long
ABS-MBS
USGA
US
N
2
2030-08-20
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36206MBW6
23.47000000
PA
USD
25.08000000
0.000006193771
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138M47C0
816372.12000000
PA
USD
838400.22000000
0.207051814373
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36211D3F5
12159.07000000
PA
USD
12314.70000000
0.003041245598
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
8.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31356JEC3
2845.73000000
PA
USD
2857.08000000
0.000705586167
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
8.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31413FJF0
116724.74000000
PA
USD
129162.25000000
0.031897985679
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
8.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31378RU98
32819.58000000
PA
USD
35242.77000000
0.008703575330
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
6.75000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A3
64830VAC7
1460381.49000000
PA
USD
1450403.29000000
0.358192454633
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.76905000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36294SGU5
22039.80000000
PA
USD
22056.40000000
0.005447061593
Long
ABS-MBS
USGA
US
N
2
2036-12-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213FF57
286.26000000
PA
USD
309.90000000
0.000076533087
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36207FDD0
18691.43000000
PA
USD
18754.86000000
0.004631711321
Long
ABS-MBS
USGA
US
N
2
2026-09-20
Fixed
6.95000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128MJAZ3
45447.38000000
PA
USD
50427.79000000
0.012453676854
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31373V5Y7
8281.69000000
PA
USD
8310.54000000
0.002052375875
Long
ABS-MBS
USGSE
US
N
2
2025-02-01
Fixed
8.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31298BP21
95503.66000000
PA
USD
100873.93000000
0.024911885435
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
7.00000000
N
N
N
N
N
N
Chase Mortgage Finance Corp.
N/A
Chase Mortgage Finance Corp., Series 2016-SH1, Class M3
16163YAD6
1141682.93000000
PA
USD
1117350.01000000
0.275941419553
Long
ABS-MBS
CORP
US
N
2
2045-04-25
Variable
3.75000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128FBZJ7
1984.52000000
PA
USD
1990.49000000
0.000491572588
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Note Future
N/A
159.00000000
NC
USD
-513270.12000000
-0.12675749251
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
U.S. Treasury Notes
2022-06-21
20050395.12000000
USD
-513270.12000000
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31403G3D2
81438.97000000
PA
USD
84204.36000000
0.020795158565
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae ACES
B1V7KEBTPIMZEU4LTD58
Fannie Mae ACES, ACES
3136B4KB3
5000000.00000000
PA
USD
5127699.00000000
1.266339578858
Long
ABS-APCP
USGSE
US
N
2
2029-02-25
Fixed
3.27300000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31287SAH0
1835.97000000
PA
USD
1884.01000000
0.000465276224
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCC3
3000000.00000000
PA
USD
2868046.86000000
0.708294549433
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416SNY3
129702.21000000
PA
USD
144806.48000000
0.035761493975
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.50000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust, Series 2021-D, Class A1A
78449MAA4
2515316.84000000
PA
USD
2388912.61000000
0.589967271572
Long
ABS-O
CORP
US
N
2
2053-03-17
Fixed
1.34000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31378QWG2
13249.81000000
PA
USD
13353.94000000
0.003297896923
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36206MYZ4
12456.90000000
PA
USD
12463.79000000
0.003078064952
Long
ABS-MBS
USGA
US
N
2
2025-12-20
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36203DFQ8
207.88000000
PA
USD
209.82000000
0.000051817271
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416BWZ7
28186.49000000
PA
USD
30915.76000000
0.007634974381
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36204DMQ9
1749.47000000
PA
USD
1766.91000000
0.000436357138
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36291SDF4
66970.94000000
PA
USD
71579.65000000
0.017677352714
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
Fannie Mae Connecticut Avenue Securities, Series 2022-R03, Class 1M1
20753XAA2
2570000.00000000
PA
USD
2578801.74000000
0.636862403466
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
2.19900000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31390RXU2
1430.10000000
PA
USD
1570.50000000
0.000387851609
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36224WRG0
27.29000000
PA
USD
27.38000000
0.000006761780
Long
ABS-MBS
USGA
US
N
2
2023-05-15
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137BKJ84
866389.84000000
PA
USD
864078.40000000
0.213393312898
Long
ABS-APCP
USGSE
US
N
2
2044-09-15
Floating
0.69657000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31297F4L4
31416.83000000
PA
USD
31841.75000000
0.007863657419
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371J7A6
580.48000000
PA
USD
634.13000000
0.000156605119
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
3617LELS1
2317623.64000000
PA
USD
2298114.88000000
0.567543810451
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31413FJE3
3130.39000000
PA
USD
3216.20000000
0.000794274654
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
3617MKLS6
3353550.90000000
PA
USD
3413003.72000000
0.842877418004
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.50000000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EN8
2000000.00000000
PA
USD
2004994.06000000
0.495154519318
Long
DBT
USGA
US
N
2
2022-08-15
Fixed
1.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36210BR80
23381.94000000
PA
USD
23474.21000000
0.005797204790
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36210EJH3
1447.93000000
PA
USD
1471.40000000
0.000363377814
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378CE94
299255.09000000
PA
USD
312303.15000000
0.077126570699
Long
ABS-APCP
USGA
US
N
2
2041-07-20
Variable
4.51212000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, Series 2019-29, Class PE
38381TJF3
2012641.60000000
PA
USD
2014731.73000000
0.497559340062
Long
ABS-APCP
USGA
US
N
2
2048-10-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36205WA22
12341.65000000
PA
USD
12388.79000000
0.003059542908
Long
ABS-MBS
USGA
US
N
2
2024-09-15
Fixed
7.50000000
N
N
N
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-10, Class 12A1
07384M3Y6
237997.76000000
PA
USD
241066.50000000
0.059533925467
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Variable
2.77407000
N
N
N
N
N
N
Invesco Private Prime Fund
N/A
Invesco Private Prime Fund
N/A
11731434.44000000
NS
USD
11730261.05000000
2.896912209151
Long
STIV
PF
US
N
2
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31403DJA8
41023.98000000
PA
USD
43271.16000000
0.010686271275
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31386L4T6
43094.67000000
PA
USD
45773.52000000
0.011304255581
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
7.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828G38
5200000.00000000
PA
USD
5168718.78000000
1.276469847996
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36212CSW2
28322.46000000
PA
USD
28431.40000000
0.007021435365
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
8.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31283HTS4
4299.80000000
PA
USD
4766.84000000
0.001177221626
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31384VMN9
2282.71000000
PA
USD
2392.80000000
0.000590927303
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213Y4A7
4780.26000000
PA
USD
4797.76000000
0.001184857648
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31409X4U0
47629.52000000
PA
USD
50122.76000000
0.012378346464
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
7.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31298WZ32
26137.56000000
PA
USD
26245.39000000
0.006481577042
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
8.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M80
2700000.00000000
PA
USD
2711901.98000000
0.669732917485
Long
DBT
UST
US
N
2
2022-11-30
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36205WCF1
5495.97000000
PA
USD
5517.00000000
0.001362481584
Long
ABS-MBS
USGA
US
N
2
2024-10-15
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31384WNM8
1535.67000000
PA
USD
1689.09000000
0.000417138665
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31400DMD1
18010.68000000
PA
USD
18664.18000000
0.004609316935
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
8.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31388SLU7
436.68000000
PA
USD
469.32000000
0.000115903544
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs, Series 2021-11, Class MI, IO
3136BFCF8
2759020.97000000
PA
USD
379870.01000000
0.093812922420
Long
ABS-APCP
USGSE
US
N
2
2051-03-25
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36290VQB3
23206.25000000
PA
USD
24793.33000000
0.006122975445
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31405G2U3
33034.77000000
PA
USD
35271.07000000
0.008710564315
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
8.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132GGGS8
501512.63000000
PA
USD
527873.73000000
0.130364008678
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, Series 2020-137, Class A
38380P4N1
3232602.61000000
PA
USD
2990255.69000000
0.738475314395
Long
ABS-APCP
USGA
US
N
2
2062-04-16
Fixed
1.50000000
N
N
N
N
N
N
Banc of America Commercial Mortgage Trust
N/A
Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class XA, IO
06054AAY5
14993047.92000000
PA
USD
349811.80000000
0.086389729095
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
0.78948300
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213NEZ5
573.33000000
PA
USD
612.77000000
0.000151330041
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371GGS3
2462.86000000
PA
USD
2645.14000000
0.000653245339
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31390KTA6
26796.43000000
PA
USD
28774.37000000
0.007106135439
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36210RHN3
66.42000000
PA
USD
71.53000000
0.000017665091
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36209FBP3
625.17000000
PA
USD
668.31000000
0.000165046233
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36203QUZ2
43.96000000
PA
USD
44.06000000
0.000010881083
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
3136AUPW5
2083359.36000000
PA
USD
2084308.96000000
0.514742173949
Long
ABS-APCP
USGSE
US
N
2
2056-12-25
Floating
0.52629000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140K9ND7
2882636.10000000
PA
USD
2834708.59000000
0.700061310550
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBG5
5557000.00000000
PA
USD
5491454.96000000
1.356172965957
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZV5
1900000.00000000
PA
USD
1717533.20000000
0.424163015255
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31413MKN6
8314.08000000
PA
USD
8349.59000000
0.002062019686
Long
ABS-MBS
USGSE
US
N
2
2022-09-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36205EUG9
571.77000000
PA
USD
573.63000000
0.000141664004
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418NA67
15610.05000000
PA
USD
15701.21000000
0.003877580111
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376CJ26
526871.31000000
PA
USD
535289.87000000
0.132195503001
Long
ABS-APCP
USGA
US
N
2
2039-09-16
Floating
1.23057000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283F5
2900000.00000000
PA
USD
2867261.73000000
0.708100653264
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137AMK30
1954523.47000000
PA
USD
1963081.94000000
0.484803877365
Long
ABS-APCP
USGSE
US
N
2
2042-02-15
Floating
0.84657000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, ARM
3138EMFR7
169463.12000000
PA
USD
169785.94000000
0.041930436196
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Floating
2.03000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36210TY75
662.20000000
PA
USD
707.55000000
0.000174736966
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371FXT4
249.70000000
PA
USD
261.67000000
0.000064622178
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3138X3XR8
2783559.02000000
PA
USD
2902750.91000000
0.716865082154
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31408XQE3
71272.30000000
PA
USD
76543.24000000
0.018903163837
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31409X6A2
72302.63000000
PA
USD
74692.54000000
0.018446113870
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31387VQ51
3374.71000000
PA
USD
3406.73000000
0.000841328056
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36290UXL5
74572.03000000
PA
USD
79725.50000000
0.019689056649
Long
ABS-MBS
USGA
US
N
2
2034-09-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36205WAT3
16066.12000000
PA
USD
16127.20000000
0.003982782853
Long
ABS-MBS
USGA
US
N
2
2024-08-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36208VUH6
618.20000000
PA
USD
650.06000000
0.000160539202
Long
ABS-MBS
USGA
US
N
2
2027-11-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201ASW9
375.10000000
PA
USD
400.80000000
0.000098981805
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202SA81
4641.23000000
PA
USD
4961.98000000
0.001225413516
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213Y3T7
15695.50000000
PA
USD
15879.97000000
0.003921726786
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31406EPY4
37264.65000000
PA
USD
40022.03000000
0.009883864207
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371MVB0
61011.37000000
PA
USD
65547.02000000
0.016187530840
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213EYN0
1443.76000000
PA
USD
1543.77000000
0.000381250352
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382DCA5
3561845.28000000
PA
USD
3460299.21000000
0.854557540197
Long
ABS-APCP
USGA
US
N
2
2049-07-20
Fixed
2.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31335GGF6
518.26000000
PA
USD
540.01000000
0.000133361189
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
8.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp., ARM
31300LV85
1276942.88000000
PA
USD
1333325.45000000
0.329278841997
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Floating
2.12900000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31387VJZ3
8209.80000000
PA
USD
8469.26000000
0.002091573460
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36224M3N3
983.12000000
PA
USD
985.68000000
0.000243424115
Long
ABS-MBS
USGA
US
N
2
2023-04-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36200K7J0
3572.42000000
PA
USD
3937.51000000
0.000972409799
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
SGR Residential Mortgage Trust
N/A
SGR Residential Mortgage Trust, Series 2021-2, Class A1
78432YAA7
3848840.42000000
PA
USD
3673907.16000000
0.907310285911
Long
ABS-MBS
CORP
US
N
2
2061-12-25
Variable
1.73700000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs, Series 331, Class AF
31397HZX9
900723.47000000
PA
USD
903584.44000000
0.223149747910
Long
ABS-APCP
USGSE
US
N
2
2037-06-15
Floating
0.79657000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128M66Y9
36189.02000000
PA
USD
39200.59000000
0.009681000899
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31413URS0
51519.90000000
PA
USD
52835.83000000
0.013048367837
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F030645
20300000.00000000
PA
USD
19859109.38000000
4.904417402185
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36203DXT2
923.95000000
PA
USD
931.93000000
0.000230149984
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31397QXY9
32.41000000
PA
USD
32.44000000
0.000008011401
Long
ABS-APCP
USGSE
US
N
2
2026-03-25
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31409XBQ1
182805.06000000
PA
USD
193659.78000000
0.047826333848
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
7.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128K84V5
361506.47000000
PA
USD
399486.68000000
0.098657466850
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
7.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133G6XH3
2394941.99000000
PA
USD
2371291.24000000
0.585615487611
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
21H030641
13530000.00000000
PA
USD
13373030.89000000
3.302611620787
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36200Q6R0
20362.26000000
PA
USD
22778.70000000
0.005625441229
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36225BBD9
1062.39000000
PA
USD
1150.98000000
0.000284246701
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36290UZB5
66037.86000000
PA
USD
70585.84000000
0.017431920808
Long
ABS-MBS
USGA
US
N
2
2030-04-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377DSY3
537823.12000000
PA
USD
578069.66000000
0.142760425250
Long
ABS-APCP
USGA
US
N
2
2034-08-20
Variable
5.68944000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, Series 2019-52, Class JL
38381VCJ7
2471170.50000000
PA
USD
2447729.22000000
0.604492656377
Long
ABS-APCP
USGA
US
N
2
2048-11-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201MM25
51393.99000000
PA
USD
54977.73000000
0.013577332728
Long
ABS-MBS
USGA
US
N
2
2032-09-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36200KKW6
1289.86000000
PA
USD
1435.08000000
0.000354408205
Long
ABS-MBS
USGA
US
N
2
2033-02-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36205WBB1
13694.62000000
PA
USD
13847.30000000
0.003419737400
Long
ABS-MBS
USGA
US
N
2
2024-09-15
Fixed
7.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31298W4P7
7538.78000000
PA
USD
7564.19000000
0.001868056837
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
8.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31403C7D7
487167.76000000
PA
USD
535779.87000000
0.132316513690
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
3136AKWD1
863799.93000000
PA
USD
863329.59000000
0.213208386337
Long
ABS-APCP
USGSE
US
N
2
2044-08-25
Floating
0.42629000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31287QAK7
89606.06000000
PA
USD
96649.29000000
0.023868565841
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31412SCH6
3456.61000000
PA
USD
3469.49000000
0.000856827303
Long
ABS-MBS
USGSE
US
N
2
2022-10-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202SEZ7
25103.52000000
PA
USD
26846.59000000
0.006630049750
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Future
N/A
66.00000000
NC
USD
-301167.79000000
-0.07437657560
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Long
United States Treasury Note/Bond
U.S. Treasury Notes
2022-06-21
9242105.29000000
USD
-301167.79000000
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137A8QF8
6.60000000
PA
USD
6.62000000
0.000001634879
Long
ABS-APCP
USGSE
US
N
2
2026-04-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36290U3K0
69628.68000000
PA
USD
72928.17000000
0.018010384011
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
6.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31293RP47
2486.93000000
PA
USD
2658.20000000
0.000656470644
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
6.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283W8
1900000.00000000
PA
USD
1929835.93000000
0.476593423065
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
Textainer Marine Containers VII Ltd.
549300X48KLHDDGPK024
Textainer Marine Containers VII Ltd., Series 2021-2A, Class B
88315LAR9
3706666.66000000
PA
USD
3418257.60000000
0.844174919318
Long
ABS-O
CORP
BM
N
2
2046-04-20
Fixed
2.82000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36206UEB1
12617.65000000
PA
USD
12659.82000000
0.003126476637
Long
ABS-MBS
USGA
US
N
2
2025-11-20
Fixed
6.95000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities, Series 2015-C02, Class 1M2
30711XAX2
1033232.49000000
PA
USD
1034594.91000000
0.255504171094
Long
ABS-MBS
USGSE
US
N
2
2025-05-25
Floating
4.45657000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31404JAZ8
130241.35000000
PA
USD
133815.13000000
0.033047063676
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36225AUK4
6709.79000000
PA
USD
6904.89000000
0.001705235719
Long
ABS-MBS
USGA
US
N
2
2024-09-15
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418ND31
40981.13000000
PA
USD
42146.17000000
0.010408443079
Long
ABS-MBS
USGSE
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31335PKW4
59331.99000000
PA
USD
63441.48000000
0.015667545436
Long
ABS-MBS
USGSE
US
N
2
2032-07-25
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36290UZA7
66883.44000000
PA
USD
69753.44000000
0.017226350812
Long
ABS-MBS
USGA
US
N
2
2025-04-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31416TL49
258533.69000000
PA
USD
274536.22000000
0.067799627321
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G06G3
4000000.00000000
PA
USD
3725244.16000000
0.919988501805
Long
DBT
USGSE
US
N
2
2025-11-07
Fixed
0.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31412PXH9
612202.88000000
PA
USD
651504.98000000
0.160896055325
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36212TBV5
2391.30000000
PA
USD
2557.91000000
0.000631702966
Long
ABS-MBS
USGA
US
N
2
2031-06-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36200XFC8
482.85000000
PA
USD
516.46000000
0.000127545267
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36290UZQ2
81423.86000000
PA
USD
84860.08000000
0.020957095564
Long
ABS-MBS
USGA
US
N
2
2025-06-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313637V80
4000000.00000000
PA
USD
4170904.20000000
1.030048968959
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.59000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202DLW9
8398.55000000
PA
USD
9348.27000000
0.002308654290
Long
ABS-MBS
USGA
US
N
2
2031-02-20
Fixed
7.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128M7SU1
26737.02000000
PA
USD
29438.28000000
0.007270095046
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
3136A35Q0
391852.31000000
PA
USD
392733.04000000
0.096989583920
Long
ABS-APCP
USGSE
US
N
2
2041-02-25
Floating
1.00657000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31402RJ42
63125.81000000
PA
USD
67843.55000000
0.016754683247
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass-Through Ctfs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K093, Class A1
3137FMCQ3
1854988.84000000
PA
USD
1862889.79000000
0.460060364722
Long
ABS-APCP
USGSE
US
N
2
2028-12-25
Fixed
2.75800000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31406EPS7
98921.96000000
PA
USD
106791.41000000
0.026373269797
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31386XQT6
101234.29000000
PA
USD
113809.94000000
0.028106570118
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36291JSP6
76004.25000000
PA
USD
81279.13000000
0.020072742033
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31385PXK5
47137.94000000
PA
USD
50362.42000000
0.012437533040
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
8.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31298JNR1
18927.81000000
PA
USD
18993.16000000
0.004690562030
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
8.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31307TDP3
2468536.56000000
PA
USD
2496877.58000000
0.616630364441
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201J2T5
2677.91000000
PA
USD
2861.13000000
0.000706586357
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31388KH70
16404.71000000
PA
USD
16636.01000000
0.004108438872
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31376KAR7
84.60000000
PA
USD
91.57000000
0.000022614181
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31292HQY3
840.64000000
PA
USD
938.26000000
0.000231713244
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284V9
8000000.00000000
PA
USD
8198750.00000000
2.024768150814
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36241LKW5
2179639.04000000
PA
USD
2411498.71000000
0.595545148191
Long
ABS-MBS
USGA
US
N
2
2033-12-20
Fixed
6.10000000
N
N
N
N
N
N
N/A
N/A
U.S. Treasury 10 Year Ultra Future
N/A
-6.00000000
NC
USD
28546.88000000
0.007049954374
N/A
DIR
N/A
N
1
BOFA SECURITIES, INC.
549300HN4UKV1E2R3U73
Short
United States Treasury Note/Bond
U.S. Treasury Bonds
2022-06-21
1091296.88000000
USD
28546.88000000
N
N
N
COLT Mortgage Loan Trust
N/A
COLT Mortgage Loan Trust, Series 2020-2, Class A1
19688JAA5
529239.56000000
PA
USD
529393.30000000
0.130739282585
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.85300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36210Q5T5
1941.35000000
PA
USD
2074.88000000
0.000512413592
Long
ABS-MBS
USGA
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128LXUG3
53483.24000000
PA
USD
57276.95000000
0.014145149460
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36224ES53
317.92000000
PA
USD
320.88000000
0.000079244714
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
7.50000000
N
N
N
N
N
N
U.S. Treasury Bonds
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FP8
3800000.00000000
PA
USD
4723875.00000000
1.166610964894
Long
DBT
UST
US
N
2
2031-02-15
Fixed
5.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31388Q5P0
3181.37000000
PA
USD
3205.05000000
0.000791521044
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
31397FLB6
607874.01000000
PA
USD
608931.83000000
0.150382165013
Long
ABS-APCP
USGSE
US
N
2
2037-03-15
Floating
0.76657000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05Y5
6000000.00000000
PA
USD
5464712.94000000
1.349568740875
Long
DBT
USGSE
US
N
2
2027-10-08
Fixed
0.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31389XDH3
127.58000000
PA
USD
136.97000000
0.000033826192
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201PKP9
15987.15000000
PA
USD
17087.45000000
0.004219926761
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31389SRN6
33419.57000000
PA
USD
35454.21000000
0.008755792678
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
7.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp., ARM
31300MP56
371644.35000000
PA
USD
385967.20000000
0.095318688070
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Floating
2.08800000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128MB6V4
44.20000000
PA
USD
44.25000000
0.000010928006
Long
ABS-MBS
USGSE
US
N
2
2022-12-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418MJP8
45520.70000000
PA
USD
51263.84000000
0.012660148256
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375A4Q4
42856.54000000
PA
USD
43925.61000000
0.010847894634
Long
ABS-APCP
USGA
US
N
2
2025-01-16
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36200ACF4
2125.52000000
PA
USD
2369.00000000
0.000585049641
Long
ABS-MBS
USGA
US
N
2
2032-10-15
Fixed
6.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31297FQY2
49725.77000000
PA
USD
53492.47000000
0.013210532040
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201Q3C5
399.94000000
PA
USD
427.64000000
0.000105610227
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418MJT0
37587.40000000
PA
USD
42959.04000000
0.010609189935
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
8.50000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959RVG2
8000000.00000000
PA
USD
7989750.80000000
1.973153584727
Long
DBT
CORP
SE
N
2
2022-11-30
Floating
0.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36224BLV9
65.80000000
PA
USD
65.99000000
0.000016296929
Long
ABS-MBS
USGA
US
N
2
2022-11-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
3136AA2X2
1197954.48000000
PA
USD
1161974.64000000
0.286961944580
Long
ABS-APCP
USGSE
US
N
2
2028-01-25
Fixed
1.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAZ4
9000000.00000000
PA
USD
8322363.27000000
2.055295757109
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.37500000
N
N
N
N
N
N
Israel Government AID Bond
213800T8ZHTFZIBYPE21
Israel Government AID Bond
46513EKL5
3800000.00000000
PA
USD
4015591.33000000
0.991692810693
Long
DBT
NUSS
IL
N
2
2024-11-01
Fixed
5.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371JFY5
446.02000000
PA
USD
491.97000000
0.000121497202
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
7.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828T91
625000.00000000
PA
USD
619885.26000000
0.153087230566
Long
DBT
UST
US
N
2
2023-10-31
Fixed
1.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36205WAJ5
19782.96000000
PA
USD
20023.01000000
0.004944894396
Long
ABS-MBS
USGA
US
N
2
2024-08-15
Fixed
7.50000000
N
N
N
N
N
N
U.S. Treasury Bills
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796Q36
703000.00000000
PA
USD
702594.77000000
0.173513220091
Long
DBT
UST
US
N
2
2022-05-26
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36200RG89
256.65000000
PA
USD
274.36000000
0.000067756107
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36207JYX5
16807.61000000
PA
USD
17174.79000000
0.004241496299
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201M3D2
98.66000000
PA
USD
105.45000000
0.000026041994
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
31396FWG4
729546.60000000
PA
USD
734676.48000000
0.181436138174
Long
ABS-APCP
USGSE
US
N
2
2035-12-15
Floating
0.89657000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Series CA2774
3140QACL2
1221666.71000000
PA
USD
1260822.40000000
0.311373445873
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202TCF1
23120.01000000
PA
USD
25505.38000000
0.006298823735
Long
ABS-MBS
USGA
US
N
2
2029-03-15
Fixed
6.50000000
N
N
N
N
N
N
FRESB Mortgage Trust
N/A
FRESB Mortgage Trust, Series 2019-SB63, Class A5
30298BAE3
3474880.66000000
PA
USD
3437633.76000000
0.848960067255
Long
ABS-APCP
USGSE
US
N
2
2039-02-25
Variable
2.55000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31283HRV9
12803.46000000
PA
USD
14178.10000000
0.003501431964
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283U2
2000000.00000000
PA
USD
2013833.10000000
0.497337413866
Long
DBT
UST
US
N
2
2023-01-31
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31398NHW7
842738.60000000
PA
USD
857896.60000000
0.211866651913
Long
ABS-APCP
USGSE
US
N
2
2040-07-25
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140Q7A72
2114071.80000000
PA
USD
2139774.41000000
0.528439954297
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128LXJ35
51652.55000000
PA
USD
54762.73000000
0.013524236201
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
8.00000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828X88
1000000.00000000
PA
USD
995937.50000000
0.245957314249
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.37500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828R28
4000000.00000000
PA
USD
3993025.28000000
0.986119885633
Long
DBT
UST
US
N
2
2023-04-30
Fixed
1.62500000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286T2
2600000.00000000
PA
USD
2593195.31000000
0.640417048029
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36225BMZ8
11899.40000000
PA
USD
12979.94000000
0.003205533662
Long
ABS-MBS
USGA
US
N
2
2031-04-15
Fixed
6.50000000
N
N
N
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBC4
7000000.00000000
PA
USD
6465019.54000000
1.596605050646
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31409HGB4
18089.91000000
PA
USD
18147.69000000
0.004481764259
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201SYW3
556.36000000
PA
USD
594.90000000
0.000146916855
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31386Q2B6
110066.48000000
PA
USD
123651.00000000
0.030536924118
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
8.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31389PGT1
21826.65000000
PA
USD
21893.16000000
0.005406747746
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp., ARM
3128NHRN5
616318.66000000
PA
USD
640653.95000000
0.158216278536
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Floating
1.80500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36225BWT1
7.50000000
PA
USD
8.10000000
0.000002000380
Long
ABS-MBS
USGA
US
N
2
2032-09-15
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31391ANB1
68407.97000000
PA
USD
72043.31000000
0.017791858462
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
7.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
31283GRY5
737.12000000
PA
USD
773.32000000
0.000190979564
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36204KHY2
56.38000000
PA
USD
56.57000000
0.000013970560
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36224NXM0
208.35000000
PA
USD
209.04000000
0.000051624642
Long
ABS-MBS
USGA
US
N
2
2023-02-15
Fixed
7.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31407SAF9
58245.04000000
PA
USD
59916.35000000
0.014796977245
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418MJQ6
35598.53000000
PA
USD
40374.28000000
0.009970856076
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36225BYP7
51208.06000000
PA
USD
56313.64000000
0.013907249852
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36201Q5D1
190.98000000
PA
USD
204.08000000
0.000050399717
Long
ABS-MBS
USGA
US
N
2
2032-09-15
Fixed
6.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DMJA4
3604457.60000000
PA
USD
3544421.43000000
0.875332413420
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31391ANA3
1102.70000000
PA
USD
1184.13000000
0.000292433445
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213J7F6
105032.31000000
PA
USD
113029.86000000
0.027913921100
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36212CRF0
39359.04000000
PA
USD
39975.04000000
0.009872259529
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
8.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association, Series BN0332
3140JGLN3
1568463.52000000
PA
USD
1618704.67000000
0.399756263014
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36213RHL4
904.67000000
PA
USD
967.68000000
0.000238978825
Long
ABS-MBS
USGA
US
N
2
2031-10-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379C2M7
1149590.33000000
PA
USD
1170248.01000000
0.289005140930
Long
ABS-APCP
USGA
US
N
2
2041-09-20
Floating
1.81504000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31385NHT9
2685.81000000
PA
USD
2827.07000000
0.000698174879
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
8.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31413DXK8
11049.81000000
PA
USD
11083.25000000
0.002737125977
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36202TEV4
2632.37000000
PA
USD
2670.39000000
0.000659481094
Long
ABS-MBS
USGA
US
N
2
2024-07-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36210QSB9
2027.92000000
PA
USD
2168.60000000
0.000535558739
Long
ABS-MBS
USGA
US
N
2
2029-02-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36241KKE7
509751.60000000
PA
USD
563344.45000000
0.139123878676
Long
ABS-MBS
USGA
US
N
2
2035-10-15
Fixed
7.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128MJA34
31231.20000000
PA
USD
32932.56000000
0.008133044502
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac REMICs
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICs
3137AAV34
718991.57000000
PA
USD
721688.79000000
0.178228690567
Long
ABS-APCP
USGSE
US
N
2
2040-03-15
Floating
0.84657000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
3136ARAZ1
1722621.43000000
PA
USD
1725319.40000000
0.426085899814
Long
ABS-APCP
USGSE
US
N
2
2056-02-25
Floating
0.58629000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31385HUT7
303.48000000
PA
USD
331.25000000
0.000081805695
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133ADEA0
4533239.85000000
PA
USD
4346680.57000000
1.073458805293
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31386GYD9
7806.54000000
PA
USD
8134.90000000
0.002008999717
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
6.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp., ARM
31300LWG6
1142437.32000000
PA
USD
1192732.29000000
0.294557872021
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Floating
2.14200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36207V3U8
12153.79000000
PA
USD
12816.40000000
0.003165145726
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36205WBJ4
25572.89000000
PA
USD
25897.03000000
0.006395545850
Long
ABS-MBS
USGA
US
N
2
2024-09-15
Fixed
7.50000000
N
N
N
N
N
N
Textainer Marine Containers VIII Ltd.
N/A
Textainer Marine Containers VIII Ltd., Series 2020-3A, Class A
88315LAJ7
2155296.00000000
PA
USD
2025738.14000000
0.500277489588
Long
ABS-O
CORP
BM
N
2
2045-09-20
Fixed
2.11000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133G6VJ1
2056785.62000000
PA
USD
2038045.01000000
0.503316801484
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
2.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128M7P42
708642.10000000
PA
USD
771893.57000000
0.190627292740
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31376UVC5
475.38000000
PA
USD
476.98000000
0.000117795263
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36205Q7F0
16904.88000000
PA
USD
16961.54000000
0.004188831953
Long
ABS-MBS
USGA
US
N
2
2025-08-20
Fixed
6.95000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3128F7N67
152.37000000
PA
USD
159.01000000
0.000039269203
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31409X5C9
24204.01000000
PA
USD
24723.27000000
0.006105673386
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
7.50000000
N
N
N
N
N
N
MFA 2021-INV2 Trust
N/A
MFA 2021-INV2 Trust, Series 2021-INV2, Class A1
552732AA7
4863188.92000000
PA
USD
4604996.87000000
1.137252751575
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
1.90600000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371NCK9
13.18000000
PA
USD
14.59000000
0.000003603155
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31417SCQ1
61502.43000000
PA
USD
63522.21000000
0.015687482564
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Fixed
4.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp., ARM
3128LU4Z6
18328.66000000
PA
USD
18877.82000000
0.004662077596
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Floating
2.45200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31371KLV1
672.57000000
PA
USD
750.65000000
0.000185380968
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae REMICs
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICs
31395DRG6
1105060.25000000
PA
USD
1103558.47000000
0.272535452674
Long
ABS-APCP
USGSE
US
N
2
2036-05-25
Floating
0.75657000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36292ASE9
81967.26000000
PA
USD
85554.94000000
0.021128698601
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
8.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377YX47
1948769.04000000
PA
USD
2107502.51000000
0.520470066779
Long
ABS-APCP
USGA
US
N
2
2039-01-20
Variable
5.89210000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp.
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
312938Z48
454990.14000000
PA
USD
484912.44000000
0.119754263082
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179MQH6
561377.17000000
PA
USD
561962.38000000
0.138782561851
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac, Series 2021-DNA3, Class M2, STACR
35564KEL9
1240000.00000000
PA
USD
1212899.06000000
0.299538269472
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
2.19900000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36200KK48
1829.97000000
PA
USD
1956.04000000
0.000483064795
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Fixed
6.50000000
N
N
N
N
N
N
2022-04-30
AIM Variable Insurance Funds (Invesco Variable Insurance Funds)
Sheri Morris
Sheri Morris
President
XXXX