NPORT-P false 0000106444 XXXXXXXX S000002582 C000007088 C000007087 VANGUARD FIXED INCOME SECURITIES FUNDS 811-02368 0000106444 549300F3N7VQKU6I4K64 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD GNMA FUND S000002582 BWTV7VKYRFHM5AJWMI60 2027-01-31 2026-07-31 N 13491753179.71 2787318918.61 10704434261.10 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2749819488.89000000 0.00000000 0.00000000 426039550.08000000 USD N Bloomberg U.S. GNMA Bond Index I00096 Ginnie Mae I Pool N/A 36202UFV0 31887.50410000 PA USD 31945.59000000 0.000298433240 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36294N3U0 9041.20870000 PA USD 9199.83000000 0.000085944102 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SJB8 499.31000000 PA USD 500.22000000 0.000004673016 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GYC4 12559.93530000 PA USD 12582.22000000 0.000117542129 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FQ41 16.03000000 PA USD 16.31000000 0.000000152366 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292DKJ0 88992.69980000 PA USD 87513.00000000 0.000817539702 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QVW3 1090.18000000 PA USD 1109.31000000 0.000010363088 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213SB38 1586.27000000 PA USD 1588.98000000 0.000014844128 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NNC9 64.72000000 PA USD 65.86000000 0.000000615259 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212UZR5 3547.85810000 PA USD 3667.70000000 0.000034263370 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AXSV1 15805.02550000 PA USD 15476.27000000 0.000144578121 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290N2M3 116556.41400000 PA USD 116768.85000000 0.001090845598 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FHD1 173.08000000 PA USD 176.12000000 0.000001645299 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295MCT4 74692.48100000 PA USD 73108.49000000 0.000682973879 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213RUK1 167570.75170000 PA USD 172102.42000000 0.001607767545 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201DYA4 91685.74790000 PA USD 91851.13000000 0.000858066178 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DJB8 5137.57000000 PA USD 4747.39000000 0.000044349751 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200FYH5 13301.24210000 PA USD 13424.71000000 0.000125412606 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VMJ7 134.73000000 PA USD 139.28000000 0.000001301143 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARCW9 38927.01730000 PA USD 37111.66000000 0.000346694267 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JSX0 949.17280000 PA USD 981.24000000 0.000009166668 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290VV27 2197.56000000 PA USD 2253.84000000 0.000021055199 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BBFN6 166530.40070000 PA USD 148120.95000000 0.001383734500 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230RVV5 27405.19160000 PA USD 25520.40000000 0.000238409610 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NA99 4387685.45510000 PA USD 3850915.32000000 0.035974954173 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A7GV1 3168.45000000 PA USD 3169.56000000 0.000029609785 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VN48 14163293.45910000 PA USD 12727614.22000000 0.118900391272 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 3622ACFU9 22112433.78650000 PA USD 22167818.80000000 0.207090055011 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210HLR1 703.57000000 PA USD 727.34000000 0.000006794754 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QS72 4864.32590000 PA USD 5028.64000000 0.000046977167 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292AUR7 2175.41000000 PA USD 2178.95000000 0.000020355582 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WQ61 4872.32930000 PA USD 4880.57000000 0.000045593908 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212URN3 1720.95240000 PA USD 1726.36000000 0.000016127522 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9J36 6915.71000000 PA USD 6570.66000000 0.000061382599 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALY24 440067.13590000 PA USD 391623.62000000 0.003658517680 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213WGL4 2617.64000000 PA USD 2706.06000000 0.000025279803 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200JVL1 4235.91340000 PA USD 4328.42000000 0.000040435766 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202D3W9 1681.35000000 PA USD 1680.76000000 0.000015701530 Long ABS-MBS USGA US N 2 2034-02-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295BX73 25111.60600000 PA USD 25467.07000000 0.000237911405 Long ABS-MBS USGA US N 2 2037-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36295CLG4 47642.50300000 PA USD 44221.59000000 0.000413114686 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180GBK5 279506.32040000 PA USD 252000.83000000 0.002354172335 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201VAL6 99345.09930000 PA USD 99521.33000000 0.000929720595 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213GLE9 4451.18590000 PA USD 4601.55000000 0.000042987325 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292HHY2 19408.36850000 PA USD 19437.14000000 0.000181580264 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295RZG6 58726.96510000 PA USD 58775.45000000 0.000549075724 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292DK84 38631.09770000 PA USD 38064.30000000 0.000355593757 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209BH50 10307.80770000 PA USD 10488.65000000 0.000097984160 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WKG6 18869.71660000 PA USD 18903.19000000 0.000176592144 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180VPU5 60118.96390000 PA USD 54157.74000000 0.000505937433 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36295W4D6 171701.50570000 PA USD 171851.47000000 0.001605423190 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JM32 1570.24000000 PA USD 1623.28000000 0.000015164556 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179XLG9 97982965.59410000 PA USD 92881227.73000000 0.867689272169 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212GJ45 1354.34000000 PA USD 1400.09000000 0.000013079532 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210A5H6 3080.66600000 PA USD 3184.73000000 0.000029751502 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XM72 23549.89830000 PA USD 23591.88000000 0.000220393525 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WRT1 1391.76000000 PA USD 1438.77000000 0.000013440878 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180UDG1 36310.31260000 PA USD 32817.80000000 0.000306581358 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GYG9 93562.40360000 PA USD 84320.03000000 0.000787711222 Long ABS-MBS USGA US N 2 2043-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212U5F4 1323.84000000 PA USD 1368.56000000 0.000012784982 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36230RZM1 33076.79400000 PA USD 32881.33000000 0.000307174851 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290TJ75 4038.21570000 PA USD 4045.57000000 0.000037793403 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179CFA5 19161.42770000 PA USD 17240.09000000 0.000161055592 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A6CS4 34936.45400000 PA USD 33386.17000000 0.000311891027 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TAK1 1175979.91800000 PA USD 1058980.26000000 0.009892911985 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213HGM5 3563.51040000 PA USD 3633.44000000 0.000033943316 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176XFS3 38126.77020000 PA USD 36100.15000000 0.000337244819 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36196LUR0 132236.00090000 PA USD 117906.96000000 0.001101477734 Long ABS-MBS USGA US N 2 2046-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296T2X0 28945.02180000 PA USD 29922.77000000 0.000279536211 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295QLQ1 568772.35870000 PA USD 556261.53000000 0.005196552348 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176WX48 13334.52000000 PA USD 12671.67000000 0.000118377764 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TAF2 45946.99470000 PA USD 36366.74000000 0.000339735282 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36213JUR4 7572.02680000 PA USD 7827.81000000 0.000073126797 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209L3X2 601.24000000 PA USD 603.13000000 0.000005634393 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QXZ3 22858.27600000 PA USD 22899.73000000 0.000213927513 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KA83 3370.17340000 PA USD 3484.02000000 0.000032547446 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200XVG1 5821.33010000 PA USD 5831.86000000 0.000054480786 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FHX7 3907777.89700000 PA USD 3819176.85000000 0.035678455832 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36182V3V5 86849.91800000 PA USD 77376.31000000 0.000722843525 Long ABS-MBS USGA US N 2 2044-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209APK0 1884.63000000 PA USD 1948.29000000 0.000018200775 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FB47 3550.53000000 PA USD 3543.71000000 0.000033105065 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A5B65 154351.31780000 PA USD 151031.78000000 0.001410927250 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AFDV6 3057.39000000 PA USD 3058.88000000 0.000028575821 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 3617GGXW0 1401028.37510000 PA USD 1292136.25000000 0.012071037277 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QVX1 2472.14000000 PA USD 2515.51000000 0.000023499700 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210SF29 975.18000000 PA USD 1008.12000000 0.000009417779 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181NPB4 26516.31150000 PA USD 25785.67000000 0.000240887742 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36198TT69 132583.94960000 PA USD 117901.11000000 0.001101423084 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36181D7E0 194430.30030000 PA USD 183633.41000000 0.001715489165 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BM77 4644.29290000 PA USD 4725.77000000 0.000044147779 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179XHY5 178418229.04900000 PA USD 169295687.16000000 1.581547263784 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213WJZ0 10451.92510000 PA USD 10514.56000000 0.000098226209 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9V24 6567.97820000 PA USD 6571.18000000 0.000061387457 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201GUW3 3181.81000000 PA USD 3134.32000000 0.000029280575 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36294YBQ6 64646.20250000 PA USD 65550.66000000 0.000612369214 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36180KEE7 95823.61660000 PA USD 88633.10000000 0.000828003590 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132JN4C8 20492.04430000 PA USD 20015.35000000 0.000186981857 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FK39 3509.51210000 PA USD 3571.08000000 0.000033360754 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ENY1 5036.24370000 PA USD 5207.10000000 0.000048644326 Long ABS-MBS USGA US N 2 2037-07-20 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180M7G6 39833.46480000 PA USD 35694.95000000 0.000333459472 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9FH0 166721.67250000 PA USD 166560.99000000 0.001555999933 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36204DXR5 430256.61080000 PA USD 409028.52000000 0.003821112914 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208UXD4 1617.81000000 PA USD 1672.46000000 0.000015623992 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FPH3 4512.48000000 PA USD 4503.18000000 0.000042068360 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQZA4 1734.38000000 PA USD 1734.95000000 0.000016207769 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38382EAJ6 8217979.16000000 PA USD 6514696.97000000 0.060859797081 Long ABS-MBS USGA US N 2 2050-04-16 Fixed 1.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RZR3 131643.93220000 PA USD 113475.52000000 0.001060079563 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PP50 5972.08400000 PA USD 6173.82000000 0.000057675350 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AXY8 681.16000000 PA USD 693.11000000 0.000006474980 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36209MBG8 127253.14400000 PA USD 120038.68000000 0.001121392098 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140NR6Z4 56169.47000000 PA USD 55925.87000000 0.000522455167 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36295CLF6 4179.35000000 PA USD 3802.43000000 0.000035522008 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210XZU4 2811.58770000 PA USD 2906.56000000 0.000027152859 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180NNZ4 1390693.58800000 PA USD 1259171.66000000 0.011763084617 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MG62 4041.83460000 PA USD 4112.75000000 0.000038420993 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022691 -186890000.00000000 PA USD -152286157.78000000 -1.42264555104 Short ABS-MBS USGSE US N 2 2026-09-14 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AWX62 7959.34120000 PA USD 7778.96000000 0.000072670444 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297JCJ1 2839.69000000 PA USD 2842.50000000 0.000026554415 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201EMU1 8522.23190000 PA USD 8717.65000000 0.000081439614 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178A6Z5 87052.79470000 PA USD 80771.90000000 0.000754564865 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ASEG0 256823.94450000 PA USD 244643.66000000 0.002285442219 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201GA62 31886.70010000 PA USD 32212.93000000 0.000300930709 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140J8X57 50178.73490000 PA USD 49688.50000000 0.000464186138 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176NVX6 330190.40230000 PA USD 308033.40000000 0.002877624286 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FJL8 855.24000000 PA USD 875.52000000 0.000008179040 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASP94 2723.71000000 PA USD 2724.54000000 0.000025452442 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BX86 186970.60000000 PA USD 187311.20000000 0.001749846796 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212PCX8 153347.04630000 PA USD 141781.84000000 0.001324515023 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213YA44 14158.76410000 PA USD 14637.04000000 0.000136738099 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177HAM5 8843.38070000 PA USD 8374.04000000 0.000078229636 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KDJ4 5028.31470000 PA USD 5036.75000000 0.000047052930 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296A4Q4 17253.26560000 PA USD 16849.60000000 0.000157407664 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383Y7M8 10227153.32000000 PA USD 7657006.28000000 0.071531162630 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 1.00000000 N N N N N N Ginnie Mae I Pool N/A 36294R3Q0 754.68000000 PA USD 768.80000000 0.000007182070 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209ML85 13.04000000 PA USD 13.48000000 0.000000125929 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178VJY8 180415.18590000 PA USD 157956.91000000 0.001475621281 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GUW4 1194.85000000 PA USD 1197.02000000 0.000011182468 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290TKD0 54703.68030000 PA USD 54793.59000000 0.000511877495 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 31329LAK8 1458.95930000 PA USD 1452.15000000 0.000013565873 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3617B7GR5 446236.55640000 PA USD 396906.40000000 0.003707869003 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209KFQ6 3592.42630000 PA USD 3713.78000000 0.000034693846 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212XMB8 31113.10910000 PA USD 31121.85000000 0.000290737924 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MCZ4 39360.97590000 PA USD 38626.72000000 0.000360847841 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208YAA7 2347.80380000 PA USD 2427.11000000 0.000022673874 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202E6F1 34779.99330000 PA USD 35220.96000000 0.000329031494 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AQ69 19494.18840000 PA USD 19527.94000000 0.000182428510 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GXU5 38302.06160000 PA USD 39276.07000000 0.000366914019 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PZP6 2434.58000000 PA USD 2516.82000000 0.000023511938 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292HNU3 4401.30540000 PA USD 4473.69000000 0.000041792867 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QGP4 4203.33110000 PA USD 4210.70000000 0.000039336034 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297EH24 97955.22390000 PA USD 93367.56000000 0.000872232550 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RYQ0 3385.33620000 PA USD 3343.11000000 0.000031231076 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AWX70 11969.92580000 PA USD 11970.45000000 0.000111827021 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211AYJ9 1178.64000000 PA USD 1218.45000000 0.000011382666 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 21H030682 -365125000.00000000 PA USD -316848647.16000000 -2.95997564590 Short ABS-MBS USGA US N 2 2026-08-20 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202F3N4 24287.22230000 PA USD 23095.44000000 0.000215755820 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211BCD4 1155.14000000 PA USD 1194.16000000 0.000011155750 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206YCZ2 12737.84110000 PA USD 13049.59000000 0.000121908264 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176W2T7 53857.12810000 PA USD 52725.87000000 0.000492561014 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177YD37 77485.00430000 PA USD 71792.86000000 0.000670683365 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213PHX2 6669.21160000 PA USD 6811.10000000 0.000063628771 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JF62 23090.29690000 PA USD 23131.26000000 0.000216090448 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WLQ9 97734356.65530000 PA USD 84954035.55000000 0.793634053681 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207N6R0 2530.05400000 PA USD 2574.44000000 0.000024050220 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NG39 5695.63830000 PA USD 5705.85000000 0.000053303611 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208VNP6 335.58090000 PA USD 335.64000000 0.000003135523 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LTC0 419610.40630000 PA USD 399546.06000000 0.003732528504 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296UVA5 107758.59000000 PA USD 105539.30000000 0.000985940007 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213TFP3 42282.69060000 PA USD 43229.45000000 0.000403846190 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209MWQ3 4986.71640000 PA USD 5155.17000000 0.000048159200 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181AMM1 66518.55890000 PA USD 60124.54000000 0.000561678819 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178D2J9 48425.61130000 PA USD 42278.44000000 0.000394961928 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36202F3P9 27182.85330000 PA USD 26534.08000000 0.000247879330 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291J2C3 2963.48910000 PA USD 2968.40000000 0.000027730564 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292EVM9 113677.17430000 PA USD 113851.95000000 0.001063596143 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211RSM2 15723.55420000 PA USD 15469.60000000 0.000144515811 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225A2B5 7902.95880000 PA USD 8041.61000000 0.000075124100 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295LAC5 254166.18860000 PA USD 226102.78000000 0.002112234747 Long ABS-MBS USGA US N 2 2045-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212MCK3 4724.49400000 PA USD 4884.09000000 0.000045626792 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297KHM6 28060.14780000 PA USD 28097.63000000 0.000262485894 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36181GFL8 1638595.04730000 PA USD 1474897.11000000 0.013778375148 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292K2U0 17762.72550000 PA USD 17724.32000000 0.000165579231 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211C2Y7 757.11000000 PA USD 782.68000000 0.000007311736 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211UFA5 7792.77860000 PA USD 7805.65000000 0.000072919780 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FNV4 3025.11000000 PA USD 3078.18000000 0.000028756120 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201FSU2 27979.04410000 PA USD 28495.48000000 0.000266202578 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JMU9 2187.31000000 PA USD 2225.69000000 0.000020792224 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212KEW9 10413.05850000 PA USD 10764.81000000 0.000100564025 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290WJJ2 625.80000000 PA USD 626.92000000 0.000005856638 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KBJ6 4305.03840000 PA USD 4450.46000000 0.000041575854 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FZ63 1470.02000000 PA USD 1398.32000000 0.000013062997 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AJV63 35500.75790000 PA USD 34679.82000000 0.000323976206 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8VM3 72071.12840000 PA USD 70744.25000000 0.000660887332 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213AN26 4723.04890000 PA USD 4842.10000000 0.000045234525 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176KNC7 59324.17360000 PA USD 56408.31000000 0.000526962085 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CLJ0 22.44000000 PA USD 22.83000000 0.000000213276 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VTW0 16392427.46600000 PA USD 13737454.18000000 0.128334238362 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KWB0 4847.02650000 PA USD 4852.14000000 0.000045328317 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178AHK6 30181.26560000 PA USD 27597.21000000 0.000257811009 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SJF9 3588.06610000 PA USD 3684.31000000 0.000034418540 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292JQK8 66219.48180000 PA USD 67978.77000000 0.000635052431 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207N6S8 927.44000000 PA USD 958.77000000 0.000008956755 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291FVA3 11068.09850000 PA USD 11266.71000000 0.000105252736 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132M5JN3 79694.15580000 PA USD 77760.15000000 0.000726429329 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NF52 214812.58740000 PA USD 188132.78000000 0.001757521933 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MQQ6 132766.49720000 PA USD 126072.14000000 0.001177756216 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213X7E8 4585.06660000 PA USD 4704.95000000 0.000043953280 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SPC9 19062.03260000 PA USD 19396.47000000 0.000181200328 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225AY79 1631.96070000 PA USD 1687.09000000 0.000015760664 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210P7F5 2518.63000000 PA USD 2603.71000000 0.000024323658 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KNK2 2779.97570000 PA USD 2828.75000000 0.000026425964 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36183RWS8 85438.70370000 PA USD 80377.21000000 0.000750877702 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210EJZ3 782.37000000 PA USD 808.80000000 0.000007555747 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230MRD1 349748.85140000 PA USD 324710.89000000 0.003033424112 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BCG8 8346.20770000 PA USD 8628.14000000 0.000080603419 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NLJ9 15186.88990000 PA USD 15699.90000000 0.000146667255 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207NRM8 205.20000000 PA USD 209.09000000 0.000001953302 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YCG9 3682.52000000 PA USD 3689.23000000 0.000034464502 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297HAK4 169745.12020000 PA USD 169831.61000000 0.001586553813 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AFZT7 16768.62840000 PA USD 16391.76000000 0.000153130558 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180CC98 1662370.34470000 PA USD 1452159.96000000 0.013565966445 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36212RRY6 15598.16100000 PA USD 16125.06000000 0.000150639067 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179DEE6 278474.56680000 PA USD 244366.56000000 0.002282853573 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36291ENA5 1126.22000000 PA USD 1128.21000000 0.000010539650 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178EDG1 498096.88080000 PA USD 448336.31000000 0.004188323259 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QT48 2833.76350000 PA USD 2929.49000000 0.000027367069 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292JFV6 32181.81310000 PA USD 32231.70000000 0.000301106057 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TCS3 1078.92000000 PA USD 1115.37000000 0.000010419700 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C6RS6 28083.51980000 PA USD 27409.07000000 0.000256053419 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210XXM4 231.92000000 PA USD 239.75000000 0.000002239726 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3617BLER6 82913.79830000 PA USD 73825.65000000 0.000689673533 Long ABS-MBS USGA US N 2 2047-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230PUV0 9349.69250000 PA USD 8465.46000000 0.000079083674 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212RUL0 4449.80980000 PA USD 4457.74000000 0.000041643863 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LFV3 1492.80000000 PA USD 1518.99000000 0.000014190287 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213WKH8 5744.81590000 PA USD 5755.06000000 0.000053763327 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201Y3Z7 40963.47100000 PA USD 41030.79000000 0.000383306478 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138EMN56 1474.99690000 PA USD 1469.33000000 0.000013726367 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7GL3 122595.14420000 PA USD 122654.87000000 0.001145832343 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207QE29 1355.41000000 PA USD 1325.47000000 0.000012382438 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230KL41 8981.73350000 PA USD 8554.00000000 0.000079910808 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BEF8 119866.43270000 PA USD 120066.81000000 0.001121654886 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VHU7 2660649.14290000 PA USD 2455518.42000000 0.022939263861 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208GJL3 4587.06150000 PA USD 4742.01000000 0.000044299492 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210RG20 6634.85870000 PA USD 6858.98000000 0.000064076062 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296YL26 3090.60000000 PA USD 2946.47000000 0.000027525695 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CH23 6265.36130000 PA USD 6275.87000000 0.000058628693 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A57J2 918179.60170000 PA USD 898893.42000000 0.008397393062 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36202U3K7 10612.83570000 PA USD 10825.59000000 0.000101131827 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7LS2 161815.36040000 PA USD 158088.25000000 0.001476848249 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36181BKN9 358827.69570000 PA USD 332738.23000000 0.003108414904 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201QR88 11186.85210000 PA USD 11205.33000000 0.000104679329 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202D6D8 2120.00140000 PA USD 2119.09000000 0.000019796375 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290YUX4 350.11000000 PA USD 346.04000000 0.000003232679 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213NZG4 8283.77600000 PA USD 8480.23000000 0.000079221655 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3132XJRT9 8346000.00000000 PA USD 8091532.13000000 0.075590469637 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292A6F0 14755.92990000 PA USD 14875.20000000 0.000138962972 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208MPB5 794.93000000 PA USD 821.78000000 0.000007677005 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FML4 6148.75660000 PA USD 6159.96000000 0.000057545871 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AAEU8 104131.20230000 PA USD 104177.24000000 0.000973215748 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36198PN63 72510.04630000 PA USD 71300.56000000 0.000666084337 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMEE8 176915.62440000 PA USD 176961.18000000 0.001653157707 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QH51 5436.21080000 PA USD 5439.22000000 0.000050812774 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201TVV6 155951.99440000 PA USD 156157.52000000 0.001458811518 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CCY8 26524.67480000 PA USD 26568.27000000 0.000248198731 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213GK75 13716.87020000 PA USD 14180.22000000 0.000132470522 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209WP30 4634.57720000 PA USD 4715.89000000 0.000044055480 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200GLP9 7602.04670000 PA USD 7786.20000000 0.000072738080 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209PQJ9 631.68000000 PA USD 642.76000000 0.000006004614 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MRE5 25620.39130000 PA USD 26187.04000000 0.000244637309 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJTR1 153083.63970000 PA USD 149573.48000000 0.001397303924 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296U6T2 38143.71680000 PA USD 37312.12000000 0.000348566949 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177S6V6 99305.46890000 PA USD 94045.66000000 0.000878567308 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209RUT8 164471.08550000 PA USD 156174.21000000 0.001458967435 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213XG57 7106.32550000 PA USD 7346.37000000 0.000068629222 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BET1 71468.05030000 PA USD 72721.92000000 0.000679362572 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARX97 164268.12240000 PA USD 153107.99000000 0.001430323044 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312942BL8 8216.75450000 PA USD 7860.73000000 0.000073434333 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292SBY5 3335.48000000 PA USD 3169.76000000 0.000029611653 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291RAE2 24705.63620000 PA USD 25351.42000000 0.000236831012 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QKD6 108021.94450000 PA USD 108218.83000000 0.001010971970 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BY85 194329.37480000 PA USD 198937.97000000 0.001858463185 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASPD5 121645.69430000 PA USD 118832.69000000 0.001110125832 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177MLH3 586038.45810000 PA USD 556799.12000000 0.005201574472 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290YTT5 2529.45000000 PA USD 2573.83000000 0.000024044521 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213H5W5 3310.33980000 PA USD 3422.16000000 0.000031969555 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LHL3 158215.11490000 PA USD 154828.20000000 0.001446393113 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295YB44 77527.80220000 PA USD 77604.49000000 0.000724975165 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208RYM0 742.86000000 PA USD 767.95000000 0.000007174129 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230RSL1 20415.68730000 PA USD 20390.23000000 0.000190483957 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207V3M6 2418.38000000 PA USD 2460.81000000 0.000022988697 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36196LUT6 2634.73000000 PA USD 2349.23000000 0.000021946325 Long ABS-MBS USGA US N 2 2046-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290N4N9 19825.50270000 PA USD 19861.37000000 0.000185543388 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292HJJ3 18089.47070000 PA USD 18117.05000000 0.000169248085 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208URT6 2249.99000000 PA USD 2325.99000000 0.000021729219 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230TMW9 5389.58800000 PA USD 5118.71000000 0.000047818594 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208XJM4 4889.98900000 PA USD 5055.17000000 0.000047225008 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297BGP0 101170.24610000 PA USD 98588.84000000 0.000921009346 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XAB6 3763.43660000 PA USD 3829.46000000 0.000035774520 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207QFG7 122583.37980000 PA USD 122433.91000000 0.001143768152 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230MKA4 25266.40290000 PA USD 24129.33000000 0.000225414341 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UJE1 1820.20000000 PA USD 1881.69000000 0.000017578602 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C53C9 19667.99690000 PA USD 18716.18000000 0.000174845111 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AUT38 73864.65590000 PA USD 72261.52000000 0.000675061551 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179FQF5 3859.53000000 PA USD 3457.17000000 0.000032296615 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225B3K2 151.32000000 PA USD 154.79000000 0.000001446036 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C1U95 94790.63050000 PA USD 89990.14000000 0.000840680953 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VDV3 810.73000000 PA USD 829.75000000 0.000007751460 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181BRK8 67221.22610000 PA USD 60189.62000000 0.000562286791 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212U4Q1 2248.85000000 PA USD 2296.05000000 0.000021449522 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297AGX5 15843.51000000 PA USD 15047.24000000 0.000140570156 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176LVQ5 36009.41350000 PA USD 34212.79000000 0.000319613247 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180FMM1 32959.95430000 PA USD 30486.67000000 0.000284804121 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140FCJA7 85310.75630000 PA USD 71459.65000000 0.000667570543 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36213GMH1 5846.44320000 PA USD 6043.93000000 0.000056461928 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AABG2 322906.12090000 PA USD 307403.33000000 0.002871738220 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NTL4 9251.68150000 PA USD 9268.53000000 0.000086585893 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230MVE4 180047.93160000 PA USD 171403.79000000 0.001601240998 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BLGL7 391728.23210000 PA USD 348423.81000000 0.003254948384 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209QCH6 3011.77430000 PA USD 3113.51000000 0.000029086170 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209HKS3 1258.51000000 PA USD 1280.59000000 0.000011963173 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CXM7 1053.20000000 PA USD 1037.48000000 0.000009692058 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209GDG9 532.41000000 PA USD 550.39000000 0.000005141700 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QZC2 76804.56760000 PA USD 76941.48000000 0.000718781377 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36183NE24 506625.35720000 PA USD 449529.49000000 0.004199469855 Long ABS-MBS USGA US N 2 2045-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36211SFD4 1568.67000000 PA USD 1544.48000000 0.000014428413 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GQ86 229542.80380000 PA USD 223495.66000000 0.002087879233 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290YE53 3685.70990000 PA USD 3829.03000000 0.000035770503 Long ABS-MBS USGA US N 2 2037-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180NAQ8 78168.90120000 PA USD 70505.97000000 0.000658661338 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FPV4 4362.25960000 PA USD 4151.15000000 0.000038779723 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TEZ4 103347768.59870000 PA USD 93065575.08000000 0.869411430907 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WMU2 9685.66760000 PA USD 9701.80000000 0.000090633467 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202UDQ3 23734.43390000 PA USD 24342.26000000 0.000227403517 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295VGJ2 65968.78010000 PA USD 65989.47000000 0.000616468543 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A3NL4 305713.91620000 PA USD 292277.79000000 0.002730436591 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213GK42 10899.32080000 PA USD 11267.50000000 0.000105260116 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EVM8 58304.78330000 PA USD 58215.24000000 0.000543842286 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202WJA8 6580.91260000 PA USD 6724.64000000 0.000062821068 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210PYN8 1304.87000000 PA USD 1348.95000000 0.000012601786 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022683 -186890000.00000000 PA USD -152344542.22000000 -1.42319097398 Short ABS-MBS USGSE US N 2 2026-08-13 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 312944FX4 9318.36060000 PA USD 8929.10000000 0.000083414964 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36212RRS9 12482.62260000 PA USD 12751.74000000 0.000119125772 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LW93 1997.78000000 PA USD 2065.26000000 0.000019293499 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202SA81 34483.14520000 PA USD 35318.47000000 0.000329942425 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LWW2 690852.94620000 PA USD 657156.80000000 0.006139108186 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178GE91 113365.81260000 PA USD 102556.23000000 0.000958072397 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208VWQ4 1180.09000000 PA USD 1219.95000000 0.000011396678 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KKS3 11676.84660000 PA USD 12071.29000000 0.000112769060 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178ML58 472844.35250000 PA USD 437945.27000000 0.004091250964 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213T5D1 387.80000000 PA USD 400.90000000 0.000003745176 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292AXA1 23310.16270000 PA USD 23344.02000000 0.000218078035 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418EPD6 980850.86860000 PA USD 978742.73000000 0.009143339163 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209G4P9 5487.58430000 PA USD 5583.86000000 0.000052163989 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291E6Q9 15424.02220000 PA USD 15807.72000000 0.000147674502 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EJG5 230171.53070000 PA USD 229965.27000000 0.002148317831 Long ABS-MBS USGA US N 2 2036-06-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176EXL0 252255.93010000 PA USD 246286.39000000 0.002300788476 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AST5 5135.30820000 PA USD 5308.78000000 0.000049594213 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212YVJ9 8539.62710000 PA USD 8828.09000000 0.000082471336 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312943DQ3 983.60000000 PA USD 965.93000000 0.000009023643 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 312934M58 71604.80200000 PA USD 71507.44000000 0.000668016994 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213D3B2 528.98000000 PA USD 541.11000000 0.000005055007 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARQQ7 21720.61710000 PA USD 20699.04000000 0.000193368836 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202D3H2 1426919.47120000 PA USD 1440744.04000000 0.013459319800 Long ABS-MBS USGA US N 2 2034-01-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36179DXQ8 1604660.90690000 PA USD 1428016.46000000 0.013340419728 Long ABS-MBS USGA US N 2 2045-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9VZ1 38293.38180000 PA USD 38323.14000000 0.000358011820 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178SNS3 322981.98290000 PA USD 298537.77000000 0.002788916842 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180F5F5 4118.47000000 PA USD 3772.84000000 0.000035245580 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QWH4 93946.62830000 PA USD 94116.09000000 0.000879225260 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208WG56 128.83000000 PA USD 133.18000000 0.000001244157 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209EN32 829.75000000 PA USD 857.78000000 0.000008013314 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208PW46 15359.14590000 PA USD 15628.61000000 0.000146001270 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36206NUC7 738.57000000 PA USD 751.53000000 0.000007020735 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MWE9 101942.01660000 PA USD 96855.80000000 0.000904819420 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARRX1 221505.81410000 PA USD 211445.64000000 0.001975308875 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200DTH6 16667.15590000 PA USD 17099.10000000 0.000159738474 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KLF0 6689.97160000 PA USD 6807.34000000 0.000063593645 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AR2Y6 122420.49350000 PA USD 116760.63000000 0.001090768808 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JLF3 10283.97890000 PA USD 10464.41000000 0.000097757711 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296BTY8 7815.71450000 PA USD 7929.97000000 0.000074081168 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C4MX5 35973.44980000 PA USD 33439.17000000 0.000312386149 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36186PNC4 423537.59360000 PA USD 376913.69000000 0.003521098647 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VQ72 393.73000000 PA USD 394.44000000 0.000003684828 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212KFT5 4776.29600000 PA USD 4937.64000000 0.000046127052 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36183QUK9 13563.33000000 PA USD 12102.20000000 0.000113057819 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XLE8 2185.91000000 PA USD 2189.69000000 0.000020455915 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SF97 161735.71900000 PA USD 162028.33000000 0.001513656173 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NF94 8244.75060000 PA USD 8055.32000000 0.000075252178 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138LQLD4 3443.72970000 PA USD 3424.24000000 0.000031988986 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AWSE1 29644.30430000 PA USD 28998.01000000 0.000270897174 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208TLC2 1337.95900000 PA USD 1342.76000000 0.000012543960 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292CEM2 16515.49780000 PA USD 16949.20000000 0.000158338120 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200ETY7 2191.00000000 PA USD 2250.25000000 0.000021021662 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FVZ2 132754.02170000 PA USD 126752.12000000 0.001184108537 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291X6Q7 636.70000000 PA USD 637.75000000 0.000005957811 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201QSB0 1298.08000000 PA USD 1332.71000000 0.000012450074 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213VSL3 14661.88230000 PA USD 14958.77000000 0.000139743676 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290N6H0 28302.42360000 PA USD 28353.97000000 0.000264880602 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ABCR5 2528.61000000 PA USD 2475.50000000 0.000023125930 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211FFJ9 39.12000000 PA USD 40.44000000 0.000000377787 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210PUG7 835.54000000 PA USD 863.76000000 0.000008069179 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EHE2 52203.46100000 PA USD 52160.14000000 0.000487276008 Long ABS-MBS USGA US N 2 2036-03-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NU32 8971.74370000 PA USD 8988.00000000 0.000083965203 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208TZT0 12.89000000 PA USD 12.89000000 0.000000120417 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ACRV8 12074.08090000 PA USD 11809.67000000 0.000110325027 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GJFH7 705.99000000 PA USD 692.86000000 0.000006472644 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 31427S4N5 117421568.77000000 PA USD 116875640.67000000 1.091843228882 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36297FJ45 22347.31000000 PA USD 21350.96000000 0.000199459023 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211GN90 4854.27340000 PA USD 5018.25000000 0.000046880104 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SWX5 50648.60200000 PA USD 50736.89000000 0.000473980116 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178GSY1 483376.29670000 PA USD 435265.85000000 0.004066220029 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BU37 9595.23620000 PA USD 9919.36000000 0.000092665896 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209MTW4 50.67000000 PA USD 52.38000000 0.000000489329 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177KYM2 32714.67540000 PA USD 30994.34000000 0.000289546735 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AS2X6 12847.08450000 PA USD 12255.73000000 0.000114492085 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QY78 1216.25000000 PA USD 1163.32000000 0.000010867645 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FDP0 10030.97040000 PA USD 10047.61000000 0.000093863998 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RWU3 12929.88520000 PA USD 12953.38000000 0.000121009477 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201VLK6 344.24000000 PA USD 350.84000000 0.000003277520 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178U5T6 308004.27730000 PA USD 285695.65000000 0.002668946747 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36183AF21 149050.32530000 PA USD 136805.72000000 0.001278028494 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291SFM7 2006.89000000 PA USD 2010.22000000 0.000018779320 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CE82 1055.71000000 PA USD 1091.37000000 0.000010195494 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201GZ73 15235.21350000 PA USD 15502.51000000 0.000144823253 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180WXB6 162957.53660000 PA USD 145969.16000000 0.001363632644 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YE85 56915.63840000 PA USD 57015.48000000 0.000532634220 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KCH6 3084.29950000 PA USD 3138.41000000 0.000029318784 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201AYB8 31449.85770000 PA USD 32162.58000000 0.000300460343 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212D2S7 214.34000000 PA USD 215.72000000 0.000002015239 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AKE8 2941.52470000 PA USD 2946.28000000 0.000027523920 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209YRD2 242.52000000 PA USD 250.71000000 0.000002342113 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9Z62 69324.31810000 PA USD 69176.66000000 0.000646243027 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A5JR1 6855.72560000 PA USD 6516.20000000 0.000060873838 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180C4R7 2553299.90700000 PA USD 2238005.92000000 0.020907278847 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36290W2V3 8085.02550000 PA USD 8300.09000000 0.000077538801 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179XFH4 30937272.38690000 PA USD 29374782.35000000 0.274416953138 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208R3X0 6437.57280000 PA USD 6550.52000000 0.000061194453 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201Q7J6 118527.24020000 PA USD 121307.49000000 0.001133245223 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201JBM0 1389.90000000 PA USD 1418.04000000 0.000013247220 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295EZQ3 5499.70580000 PA USD 5507.61000000 0.000051451668 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213M5E4 165.90000000 PA USD 165.64000000 0.000001547396 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201GL37 2016.41000000 PA USD 2066.75000000 0.000019307419 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BWX2 85053.98100000 PA USD 87927.07000000 0.000821407912 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209TX79 3855.42350000 PA USD 3923.06000000 0.000036648924 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201KMJ2 721.28000000 PA USD 739.11000000 0.000006904708 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DR37 208460.00670000 PA USD 192683.15000000 0.001800031139 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209QGZ2 368.31000000 PA USD 380.75000000 0.000003556937 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FCL5 1239.81000000 PA USD 1268.89000000 0.000011853872 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178TTY2 192202.23710000 PA USD 177860.47000000 0.001661558805 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200VUT8 8249.31660000 PA USD 8422.46000000 0.000078681972 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292NB58 3380.11180000 PA USD 3453.93000000 0.000032266347 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UYV5 167115.07000000 PA USD 156127.17000000 0.001458527991 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180M3J4 214353.76370000 PA USD 193259.77000000 0.001805417879 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UL81 16103.32860000 PA USD 16415.81000000 0.000153355232 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AEU24 333875.58700000 PA USD 317278.93000000 0.002963995315 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176UX83 190580.13900000 PA USD 180449.91000000 0.001685749154 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CL35 329.15000000 PA USD 340.27000000 0.000003178776 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291RRE4 19025.29980000 PA USD 19058.24000000 0.000178040609 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202UJC8 42509.96500000 PA USD 42587.22000000 0.000397846527 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BTC9 3041.06990000 PA USD 3143.80000000 0.000029369137 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202WXJ3 14935.75780000 PA USD 14962.11000000 0.000139774878 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178LSV6 24747.17040000 PA USD 22946.38000000 0.000214363313 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36297FTC6 1056603.68250000 PA USD 1008833.89000000 0.009424448461 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210HKD3 6595.16670000 PA USD 6710.88000000 0.000062692523 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CCM4 9576.44220000 PA USD 9817.84000000 0.000091717504 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VY73 1752.02000000 PA USD 1811.20000000 0.000016920090 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296WSY3 1987.09000000 PA USD 1989.19000000 0.000018582859 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212WNV5 254.95000000 PA USD 260.59000000 0.000002434411 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SZY8 855.20000000 PA USD 844.17000000 0.000007886171 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178B5N1 94141.82170000 PA USD 89245.56000000 0.000833725144 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VE31 373.96000000 PA USD 386.59000000 0.000003611493 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291ARC5 8256.90220000 PA USD 8271.91000000 0.000077275545 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202X6L6 472.21750000 PA USD 472.42000000 0.000004413311 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209AFP0 3232.76140000 PA USD 3341.96000000 0.000031220332 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36178YF34 1204559.96360000 PA USD 1110173.05000000 0.010371151084 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210Q4X7 2657.66490000 PA USD 2704.29000000 0.000025263268 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36198KLA7 732767.15630000 PA USD 653330.87000000 0.006103366642 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QYT2 12529480.70700000 PA USD 11834485.45000000 0.110556851126 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132M4PX7 33928.94230000 PA USD 32172.85000000 0.000300556285 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209HDN2 1587.92000000 PA USD 1641.56000000 0.000015335327 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GNZ5 2557.73000000 PA USD 2625.05000000 0.000024523014 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181AJL7 76963.83130000 PA USD 69246.57000000 0.000646896120 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291JJU5 45644.46860000 PA USD 45726.20000000 0.000427170636 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Freddie Mac REMICS N/A 3133THA56 27353.26000000 PA USD 27668.08000000 0.000258473071 Long ABS-MBS USGSE US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129412S5 2519.63000000 PA USD 2514.33000000 0.000023488677 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A8GV9 21104.95200000 PA USD 20646.90000000 0.000192881748 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C4ER7 3346.73000000 PA USD 3174.63000000 0.000029657148 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213HQU6 12775.09150000 PA USD 13097.12000000 0.000122352285 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ABJC1 126745.39880000 PA USD 116922.59000000 0.001092281825 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209VYJ7 4481.63420000 PA USD 4633.02000000 0.000043281315 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210EYD5 3145.39620000 PA USD 3200.58000000 0.000029899571 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211CC75 8794.43940000 PA USD 8948.73000000 0.000083598346 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AL47 6192.89670000 PA USD 6402.09000000 0.000059807831 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36182UYF8 46150.07630000 PA USD 43408.72000000 0.000405520917 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176SKJ8 42972.37620000 PA USD 40812.64000000 0.000381268537 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132A5FV2 11422.15000000 PA USD 9567.64000000 0.000089380155 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XXTJ8 124379.86920000 PA USD 112385.32000000 0.001049894999 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176SKS8 47296.96370000 PA USD 46220.68000000 0.000431790030 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209W7D8 1613.43000000 PA USD 1667.93000000 0.000015581673 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178KVP7 60786.87690000 PA USD 55014.38000000 0.000513940098 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7FB7 10214.07880000 PA USD 10056.32000000 0.000093945366 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BB53 12525.88260000 PA USD 12745.64000000 0.000119068786 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210SR42 949.93000000 PA USD 982.02000000 0.000009173955 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296FFN8 3684.74990000 PA USD 3809.22000000 0.000035585439 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208PG85 2565.43870000 PA USD 2652.10000000 0.000024775713 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209QG90 827.01000000 PA USD 854.95000000 0.000007986877 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290W4B5 4137.03360000 PA USD 4143.64000000 0.000038709565 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BV70 7692.82590000 PA USD 7952.69000000 0.000074293417 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RZD8 3356.50000000 PA USD 3445.03000000 0.000032183204 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WQP0 4749.25090000 PA USD 4832.57000000 0.000045145496 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177LAP9 207854.26510000 PA USD 192014.09000000 0.001793780832 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292MFT4 14276.83700000 PA USD 14300.99000000 0.000133598746 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KTC2 4702.88460000 PA USD 4861.75000000 0.000045418093 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290U4L7 88020.44930000 PA USD 90337.16000000 0.000843922787 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210HVD1 3274.62470000 PA USD 3385.24000000 0.000031624651 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138LY2K2 97380.03740000 PA USD 96725.41000000 0.000903601326 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201XR83 146770.54700000 PA USD 150647.46000000 0.001407336962 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BMN5 200.36000000 PA USD 207.13000000 0.000001934992 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FEM4 1747.91180000 PA USD 1806.94000000 0.000016880294 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176NAH4 1233.82000000 PA USD 1232.32000000 0.000011512238 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QVR3 156341.80710000 PA USD 156617.67000000 0.001463110204 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PM47 115.87000000 PA USD 119.78000000 0.000001118975 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213RZ83 4412.81060000 PA USD 4420.69000000 0.000041297745 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176AEK1 38156.05680000 PA USD 37294.93000000 0.000348406362 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212DBP3 170.88000000 PA USD 176.65000000 0.000001650250 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210HU83 192.79000000 PA USD 196.17000000 0.000001832605 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295NJ24 24472.90500000 PA USD 24823.09000000 0.000231895393 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XHA1 9857.80850000 PA USD 9965.77000000 0.000093099455 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36202WCT4 81536.79080000 PA USD 80496.91000000 0.000751995930 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201AV21 63669.81730000 PA USD 64971.54000000 0.000606959120 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BGH8 108254.47470000 PA USD 105504.65000000 0.000985616310 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209WR20 4216.07790000 PA USD 4358.50000000 0.000040716771 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178MUQ2 15946.55000000 PA USD 14324.19000000 0.000133815479 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36297AGU1 1685364.31620000 PA USD 1601898.17000000 0.014964809264 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178LGN7 270969.90270000 PA USD 250178.79000000 0.002337150977 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201VCC4 3269.28420000 PA USD 3275.24000000 0.000030597039 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209E2T8 2255.78870000 PA USD 2331.99000000 0.000021785270 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201XLH9 10464.39340000 PA USD 10481.67000000 0.000097918953 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AZP5 4370.61970000 PA USD 4518.26000000 0.000042209236 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210ETV1 8821.59690000 PA USD 8976.37000000 0.000083856556 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C34N9 1497537.98470000 PA USD 1424496.02000000 0.013307532049 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176PRK4 366905.61670000 PA USD 340183.22000000 0.003177965427 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PP84 2048.00000000 PA USD 2117.18000000 0.000019778532 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210DN98 5078.74010000 PA USD 5167.84000000 0.000048277563 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TB21 12111.73300000 PA USD 12324.23000000 0.000115132006 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212WUT2 15688.59800000 PA USD 15425.89000000 0.000144107475 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36181BK33 1600597.68310000 PA USD 1440695.73000000 0.013458868491 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MZL0 6416.42610000 PA USD 6427.46000000 0.000060044836 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MUC5 785.46000000 PA USD 786.85000000 0.000007350692 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178VLH2 986963.21490000 PA USD 860241.97000000 0.008036314194 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36176GWE2 4241.16000000 PA USD 4152.51000000 0.000038792428 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291F2V9 48869.56380000 PA USD 48956.68000000 0.000457349532 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36195JH26 739393.51600000 PA USD 659273.13000000 0.006158878777 Long ABS-MBS USGA US N 2 2046-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295R3G1 16700.81360000 PA USD 16706.93000000 0.000156074852 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202UB28 48855.70260000 PA USD 48941.41000000 0.000457206880 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JNZ7 2873.27900000 PA USD 2923.69000000 0.000027312886 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LMK8 20056.12890000 PA USD 20087.93000000 0.000187659894 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129296L1 265935.96250000 PA USD 265638.59000000 0.002481575238 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202UBV4 6616.70960000 PA USD 6425.95000000 0.000060030729 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31410LWK4 16798.24580000 PA USD 16658.75000000 0.000155624758 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KED6 109.47000000 PA USD 111.39000000 0.000001040596 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290YXW3 266.74000000 PA USD 273.65000000 0.000002556417 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213S6G5 26609.59070000 PA USD 26657.24000000 0.000249029881 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202X2D8 141973.02350000 PA USD 142230.51000000 0.001328706464 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5Q75 157912.13960000 PA USD 153900.62000000 0.001437727732 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290Y6L7 46871.21180000 PA USD 46949.83000000 0.000438601693 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176GUE4 60222.23630000 PA USD 58797.10000000 0.000549277977 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QW76 11939.29790000 PA USD 11960.95000000 0.000111738273 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210ASU2 2903.34650000 PA USD 3001.42000000 0.000028039034 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KLS7 805.78000000 PA USD 819.92000000 0.000007659629 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418FZJ9 5555146.00000000 PA USD 5366821.55000000 0.050136433361 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VLM4 252.08000000 PA USD 253.53000000 0.000002368457 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5EJ2 18858.56220000 PA USD 18620.68000000 0.000173952957 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213JTJ4 1669.13000000 PA USD 1725.51000000 0.000016119581 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210DPP0 89.32000000 PA USD 92.34000000 0.000000862633 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210CK93 18001.02150000 PA USD 18316.84000000 0.000171114507 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C52M8 31530.09660000 PA USD 30824.46000000 0.000287959730 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209SJN2 418.71000000 PA USD 418.79000000 0.000003912303 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BYF6 56326.98780000 PA USD 55190.46000000 0.000515585024 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297EQ65 1813.58000000 PA USD 1816.10000000 0.000016965866 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AGN43 473621.44790000 PA USD 463435.56000000 0.004329379289 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209B3W6 1151.29110000 PA USD 1152.52000000 0.000010766753 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181W6K5 123407.72480000 PA USD 114035.39000000 0.001065309825 Long ABS-MBS USGA US N 2 2043-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MP49 76930.40840000 PA USD 78793.99000000 0.000736087382 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291JKE9 1078.72000000 PA USD 1080.56000000 0.000010094508 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138ELQA4 4119.34370000 PA USD 4087.22000000 0.000038182494 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KEP9 18502.20650000 PA USD 18826.82000000 0.000175878701 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208X4R9 9170.63200000 PA USD 9480.41000000 0.000088565259 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200TK98 6877.27850000 PA USD 7109.59000000 0.000066417241 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209KBA5 1927.04000000 PA USD 1992.13000000 0.000018610324 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UZX1 5858.21750000 PA USD 5868.89000000 0.000054826718 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210K6G5 1064.76000000 PA USD 1100.73000000 0.000010282934 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AWU7 15322.28480000 PA USD 15591.11000000 0.000145650948 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FDC0 671.92000000 PA USD 694.62000000 0.000006489086 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Freddie Mac REMICS N/A 3133TDZM1 12292.62000000 PA USD 12423.66000000 0.000116060874 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296WFY7 6474.58250000 PA USD 6330.92000000 0.000059142966 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379FPC7 2036654.03000000 PA USD 1806762.63000000 0.016878637263 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DWE7 1636.55000000 PA USD 1636.30000000 0.000015286188 Long ABS-MBS USGA US N 2 2033-02-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A6XP7 21807.67660000 PA USD 21349.61000000 0.000199446411 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211JJY4 170.01000000 PA USD 169.89000000 0.000001587099 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209BWJ3 550.16000000 PA USD 550.75000000 0.000005145064 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290NA28 8212.37210000 PA USD 8113.40000000 0.000075794757 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AY6G6 348326.26620000 PA USD 331336.76000000 0.003095322479 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36179CEB4 139343.87810000 PA USD 128580.37000000 0.001201187908 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MG53 4528550.63840000 PA USD 4207362.73000000 0.039304858410 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KXW3 20232.01200000 PA USD 20260.76000000 0.000189274458 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179M5Q9 6083.91270000 PA USD 6073.40000000 0.000056737234 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213PPL9 1794.78000000 PA USD 1855.41000000 0.000017333097 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AFA2 37786.03270000 PA USD 37851.46000000 0.000353605422 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LS23 9059458.87950000 PA USD 8622768.50000000 0.080553238869 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290Y4V7 6216.23740000 PA USD 6227.41000000 0.000058175984 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 3622A2AD4 299013.97810000 PA USD 277880.96000000 0.002595942515 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176UVY8 58532.40700000 PA USD 55399.19000000 0.000517534964 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LXM3 3459.24000000 PA USD 3509.92000000 0.000032789402 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ANFK1 12845.97350000 PA USD 12563.41000000 0.000117366408 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200TS90 263742.18120000 PA USD 264160.37000000 0.002467765820 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WKC5 709.64000000 PA USD 710.92000000 0.000006641359 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291XXJ3 1369.43000000 PA USD 1371.48000000 0.000012812260 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MWW9 74251.71480000 PA USD 74386.38000000 0.000694911829 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230M7H4 285300.95160000 PA USD 272402.30000000 0.002544761295 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VD32 8873.25840000 PA USD 8892.66000000 0.000083074544 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38385XJK9 20899444.00000000 PA USD 18859174.58000000 0.176180955667 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36291FBU1 29441.19280000 PA USD 29492.84000000 0.000275519838 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201XP51 10850.97580000 PA USD 11024.67000000 0.000102991617 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3622AD4S4 21591139.82000000 PA USD 21920409.02000000 0.204778771911 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36296YLE0 104026.25330000 PA USD 101789.02000000 0.000950905181 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200JT75 877.01000000 PA USD 881.17000000 0.000008231822 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201EHM5 9099.83420000 PA USD 9116.06000000 0.000085161530 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295GWX6 9140.87290000 PA USD 9151.12000000 0.000085489057 Long ABS-MBS USGA US N 2 2037-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UY79 1533.23000000 PA USD 1536.02000000 0.000014349380 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3142J6ET6 37000036.00000000 PA USD 35745701.48000000 0.333933588717 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230NFD2 307769.26370000 PA USD 293052.78000000 0.002737676488 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296JJY2 7539.00240000 PA USD 7543.18000000 0.000070467806 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296XT61 17167.14660000 PA USD 16465.72000000 0.000153821487 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177Y3C8 203899.68300000 PA USD 187688.09000000 0.001753367673 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36206XDN0 706.74000000 PA USD 730.61000000 0.000006825302 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180MXL6 788722.22010000 PA USD 712001.55000000 0.006651463614 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210ER92 4766.22930000 PA USD 4849.85000000 0.000045306924 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209G6K8 172.77000000 PA USD 172.65000000 0.000001612882 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A5A41 319650.44210000 PA USD 312681.52000000 0.002921046665 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VF97 1186.09000000 PA USD 1226.16000000 0.000011454692 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210LWC3 797.13000000 PA USD 824.06000000 0.000007698305 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291HUU6 100223.37900000 PA USD 100396.91000000 0.000937900196 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XCT5 20464.74090000 PA USD 21003.37000000 0.000196211864 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EEU9 532320.01830000 PA USD 531922.91000000 0.004969182836 Long ABS-MBS USGA US N 2 2035-08-20 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NVR6 3232.76000000 PA USD 3224.57000000 0.000030123684 Long ABS-MBS USGA US N 2 2043-12-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AFS4 2436.64000000 PA USD 2479.39000000 0.000023162270 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CQ31 11454.05590000 PA USD 11474.15000000 0.000107190625 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297EG25 15333.90410000 PA USD 14980.72000000 0.000139948731 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212C6F3 5167.69270000 PA USD 5342.26000000 0.000049906981 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208PX29 522.93000000 PA USD 540.59000000 0.000005050150 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7PU1 5885.91150000 PA USD 5808.92000000 0.000054266483 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290X2D1 4787.23540000 PA USD 4722.20000000 0.000044114428 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295FCN2 128073.34170000 PA USD 128123.62000000 0.001196920985 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213WK62 23034.73460000 PA USD 23075.60000000 0.000215570477 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WFT4 436.70000000 PA USD 451.45000000 0.000004217411 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FV86 336805.23590000 PA USD 320546.81000000 0.002994523598 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 3622ACKB5 21251559.62100000 PA USD 21291506.18000000 0.198903610042 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291LG58 9099.71720000 PA USD 9114.43000000 0.000085146302 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A64N4 98756.24770000 PA USD 96546.11000000 0.000901926319 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212RVP0 14082.77050000 PA USD 14106.23000000 0.000131779313 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178D2V2 107179.29090000 PA USD 99067.65000000 0.000925482352 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312945ZD3 9816.12010000 PA USD 9404.82000000 0.000087859103 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KFC7 2399.69000000 PA USD 2480.75000000 0.000023174975 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5GK7 46814.79360000 PA USD 45831.46000000 0.000428153967 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A8V26 94256.90010000 PA USD 92305.95000000 0.000862315071 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RNW9 19122.65110000 PA USD 19156.20000000 0.000178955744 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JHW1 1244.19000000 PA USD 1269.63000000 0.000011860785 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9EF5 125748.70750000 PA USD 125627.66000000 0.001173603919 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RNY1 314552.76740000 PA USD 305797.57000000 0.002856737334 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178LQF3 193151.02830000 PA USD 178686.70000000 0.001669277382 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176DAN3 8481.44000000 PA USD 8265.98000000 0.000077220148 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210MQ38 2864.34070000 PA USD 2886.85000000 0.000026968730 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36211MLC2 2707.93000000 PA USD 2755.44000000 0.000025741108 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208KV71 7712.96630000 PA USD 7848.29000000 0.000073318120 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WJT9 7735.69480000 PA USD 7944.89000000 0.000074220550 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202UJR5 90964.18570000 PA USD 91127.06000000 0.000851301972 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208VWD3 2470.60250000 PA USD 2554.06000000 0.000023859831 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290N5R9 32274.09790000 PA USD 32330.36000000 0.000302027731 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210LKS1 2276.48000000 PA USD 2353.38000000 0.000021985094 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292HJD6 14437.21720000 PA USD 14817.99000000 0.000138428520 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WJ52 13640.38360000 PA USD 13464.52000000 0.000125784508 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176M4W0 23398.42460000 PA USD 22208.86000000 0.000207473458 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295CFY2 175091.43000000 PA USD 158669.85000000 0.001482281511 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210ART6 3250.18700000 PA USD 3359.98000000 0.000031388674 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296UZF0 85273.65690000 PA USD 85346.11000000 0.000797296782 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312939Z95 33169.80220000 PA USD 33095.36000000 0.000309174302 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SGC9 4443.37180000 PA USD 4451.41000000 0.000041584729 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QHR3 33775.25710000 PA USD 33097.33000000 0.000309192706 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200ED73 207808.84750000 PA USD 208184.82000000 0.001944846546 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XMP2 6193.25450000 PA USD 6352.31000000 0.000059342790 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XKB2 4053.84000000 PA USD 4060.70000000 0.000037934746 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210GJQ8 51.89000000 PA USD 52.80000000 0.000000493253 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EMX4 2099.39000000 PA USD 2097.42000000 0.000019593936 Long ABS-MBS USGA US N 2 2037-04-20 Fixed 5.00000000 N N N N N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N/A 18600000.00000000 PA USD 18600000.00000000 0.173759766712 Long RA CORP US N 2 Repurchase Y 3.64000000 2026-08-03 19318400.00000000 USD 18972001.14000000 USD UST N N N Ginnie Mae I Pool N/A 36181W6Y5 42724.90610000 PA USD 39472.15000000 0.000368745783 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292JRU5 37470.83090000 PA USD 37530.24000000 0.000350604610 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FY67 596111.64460000 PA USD 567073.20000000 0.005297554136 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177PYA7 62672.56930000 PA USD 58327.73000000 0.000544893159 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176PPR1 78164.50500000 PA USD 74221.43000000 0.000693370879 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RXZ1 11190.14810000 PA USD 11063.21000000 0.000103351655 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176PZ82 43790.77610000 PA USD 41589.91000000 0.000388529734 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FVG8 1468181.92890000 PA USD 1433434.91000000 0.013391038470 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179S2Q9 37975759.26960000 PA USD 35249650.40000000 0.329299517753 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36184KQ59 154737.39390000 PA USD 138605.97000000 0.001294846290 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179UXV9 10114200.17610000 PA USD 9675287.38000000 0.090385789141 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211RRF8 2394.32000000 PA USD 2398.27000000 0.000022404453 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292FTQ0 10043.77090000 PA USD 10059.91000000 0.000093978904 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296Q6Q7 9539.03320000 PA USD 9119.79000000 0.000085196375 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BRM9 8970.52740000 PA USD 9127.91000000 0.000085272231 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291D5V1 8853.99650000 PA USD 8869.43000000 0.000082857531 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200DR21 12782.86140000 PA USD 13065.58000000 0.000122057641 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UUB4 5829.03090000 PA USD 5957.95000000 0.000055658709 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292GHY4 139996.15430000 PA USD 140214.90000000 0.001309876791 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210L2Y8 1137.01000000 PA USD 1156.96000000 0.000010808231 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200HDW1 19256.41370000 PA USD 18997.48000000 0.000177472994 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201U6T6 4740.68280000 PA USD 4749.17000000 0.000044366380 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208TYY0 3498.84860000 PA USD 3560.23000000 0.000033259394 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201TWP8 34531.77770000 PA USD 35109.06000000 0.000327986133 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMD58 2197.90000000 PA USD 2150.20000000 0.000020087002 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178NFL8 119540.78770000 PA USD 108050.06000000 0.001009395334 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36180BDM0 186400.54460000 PA USD 172454.60000000 0.001611057584 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3617A35Q9 398728.09540000 PA USD 354835.27000000 0.003314843749 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARL82 31013.61640000 PA USD 29643.97000000 0.000276931683 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FQ58 4270.77000000 PA USD 3985.43000000 0.000037231579 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213QAG4 1639.14000000 PA USD 1694.51000000 0.000015829981 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213LQX1 15831.32920000 PA USD 16366.11000000 0.000152890938 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ERS0 3418.81390000 PA USD 3413.92000000 0.000031892577 Long ABS-MBS USGA US N 2 2038-03-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230TAT9 8661.65000000 PA USD 7819.11000000 0.000073045523 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Fannie Mae REMICS N/A 3136BDUV8 4954680.04160000 PA USD 2796624.56000000 0.026125851135 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36209MMB7 3471.57800000 PA USD 3532.49000000 0.000033000249 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290TLS6 1110.48000000 PA USD 1140.15000000 0.000010651193 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290N6K3 8000.79970000 PA USD 8015.34000000 0.000074878688 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209S6G1 394.35000000 PA USD 407.67000000 0.000003808421 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210QSE3 359.11000000 PA USD 365.41000000 0.000003413632 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FHF8 6498.69280000 PA USD 6659.35000000 0.000062211134 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140W27D7 29606324.50000000 PA USD 29995304.23000000 0.280213820724 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FWA0 19656.13870000 PA USD 19609.98000000 0.000183194922 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KHE0 7707.42330000 PA USD 7905.37000000 0.000073851357 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AV6Z0 99511.23890000 PA USD 97112.78000000 0.000907220107 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A7HK4 61499.05590000 PA USD 61522.03000000 0.000574734063 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3622A2LL4 367239.62700000 PA USD 367586.12000000 0.003433961207 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VXE6 78534.45880000 PA USD 78669.45000000 0.000734923939 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VMH1 2320.33640000 PA USD 2328.91000000 0.000021756497 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213RWH6 2595.07000000 PA USD 2599.46000000 0.000024283955 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31417G5H5 1348.85000000 PA USD 1327.54000000 0.000012401776 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209GP35 2544.19000000 PA USD 2630.13000000 0.000024570471 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200DBR3 19159.31760000 PA USD 19613.69000000 0.000183229580 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296CUB4 10860.53980000 PA USD 10869.51000000 0.000101542124 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178FQ90 18447.87130000 PA USD 17022.88000000 0.000159026433 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209DJL9 1419.68000000 PA USD 1444.59000000 0.000013495248 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296YR87 144692.13480000 PA USD 141449.22000000 0.001321407713 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292FSX6 77105.41730000 PA USD 77224.95000000 0.000721429532 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PYA0 11003.70080000 PA USD 11196.76000000 0.000104599269 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291XYM5 3549.79000000 PA USD 3493.74000000 0.000032638249 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201Q5U3 44297.64810000 PA USD 45166.99000000 0.000421946540 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177WA42 73722.10000000 PA USD 68223.61000000 0.000637339707 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36294SLK1 344.49000000 PA USD 349.26000000 0.000003262760 Long ABS-MBS USGA US N 2 2037-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YJZ0 19152.27180000 PA USD 19665.99000000 0.000183718163 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QPH3 1381.70000000 PA USD 1428.37000000 0.000013343722 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KSJ8 3416.74000000 PA USD 3420.20000000 0.000031951244 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FAJ5 1904.42000000 PA USD 1968.75000000 0.000018391910 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291XLR8 4520.74000000 PA USD 4527.69000000 0.000042297331 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AESC5 39320.86470000 PA USD 38408.00000000 0.000358804576 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180NKZ7 86682.28760000 PA USD 77926.75000000 0.000727985693 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C6YU3 37302.64850000 PA USD 35563.04000000 0.000332227179 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208WHJ5 1578.48000000 PA USD 1631.80000000 0.000015244149 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201MAD4 39469.48650000 PA USD 40331.49000000 0.000376773671 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FGL4 1277.84000000 PA USD 1300.26000000 0.000012146928 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AJD71 15893.89620000 PA USD 15548.94000000 0.000145256999 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MSY7 88296.10350000 PA USD 83828.36000000 0.000783118079 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MUJ0 55625.33740000 PA USD 54947.10000000 0.000513311574 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36217HDK8 694.32000000 PA USD 717.77000000 0.000006705352 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290YFP8 1919.90000000 PA USD 1923.40000000 0.000017968254 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KYV3 4760.72990000 PA USD 4879.59000000 0.000045584753 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176H5A8 1180600.40100000 PA USD 1060489.19000000 0.009907008293 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201GXP5 16632.80320000 PA USD 16813.21000000 0.000157067712 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36202U7G2 317257.42220000 PA USD 317822.97000000 0.002969077694 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210ED63 3738.03330000 PA USD 3864.30000000 0.000036099992 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213TEN9 6116.93420000 PA USD 6224.25000000 0.000058146463 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FRD7 40915.11240000 PA USD 40989.25000000 0.000382918414 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296VWC8 1789.12000000 PA USD 1815.10000000 0.000016956524 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208KWR6 7587.80190000 PA USD 7720.93000000 0.000072128333 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296JS48 2208.56000000 PA USD 2240.78000000 0.000020933194 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36295RYF9 3727.72000000 PA USD 3732.28000000 0.000034866672 Long ABS-MBS USGA US N 2 2037-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36181FD81 500928.68700000 PA USD 463685.24000000 0.004331711781 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36179KVU5 381944.14920000 PA USD 352539.41000000 0.003293396002 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FN44 124.87000000 PA USD 125.46000000 0.000001172037 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211SD95 43547.65360000 PA USD 44716.96000000 0.000417742394 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MWF6 68175.71250000 PA USD 66580.63000000 0.000621991114 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MAA58 731661.24490000 PA USD 714033.77000000 0.006670448456 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201TS32 38559.78930000 PA USD 39180.13000000 0.000366017755 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36212UQR5 210980.21950000 PA USD 211317.05000000 0.001974107597 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WG36 23469376.65770000 PA USD 19631525.72000000 0.183396200501 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36296BGJ5 7310.98370000 PA USD 7317.54000000 0.000068359894 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210UPP2 1750.71000000 PA USD 1809.85000000 0.000016907479 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 3622ADDA3 49975197.91890000 PA USD 50115988.05000000 0.468179698502 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KDQ5 3364.32280000 PA USD 3477.97000000 0.000032490927 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BZY7 11201.22580000 PA USD 11496.65000000 0.000107400818 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AN86 2516.56510000 PA USD 2560.72000000 0.000023922048 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295QDH0 9114.86600000 PA USD 9124.09000000 0.000085236545 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DJD4 253650.59810000 PA USD 234588.02000000 0.002191503205 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NDJ8 703.72000000 PA USD 706.78000000 0.000006602684 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291EU90 10753.58660000 PA USD 10767.95000000 0.000100593359 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KBF4 1739.51000000 PA USD 1798.27000000 0.000016799299 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209ND66 1072.80000000 PA USD 1109.04000000 0.000010360566 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9RG9 6536.52300000 PA USD 6255.61000000 0.000058439426 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AT83 335.92000000 PA USD 347.27000000 0.000003244169 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291URR8 3127.87000000 PA USD 3171.22000000 0.000029625292 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CWH9 3674.80130000 PA USD 3680.92000000 0.000034386870 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213USA9 40.02000000 PA USD 40.77000000 0.000000380870 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296CNE6 67906.96450000 PA USD 67991.34000000 0.000635169858 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AWSY7 48622.49100000 PA USD 46326.04000000 0.000432774295 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296XVC5 19467.41620000 PA USD 19076.67000000 0.000178212781 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180UDY2 150881.45170000 PA USD 136033.60000000 0.001270815408 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AL7M0 21367.05290000 PA USD 21369.13000000 0.000199628765 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200XF53 5324.93910000 PA USD 5504.81000000 0.000051425510 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MAY6 826140.52740000 PA USD 785298.62000000 0.007336199194 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AFSJ7 270070.89860000 PA USD 263752.16000000 0.002463952354 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KHV3 45416.05430000 PA USD 46950.19000000 0.000438605057 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36194MZ53 774338.43750000 PA USD 707258.58000000 0.006607155154 Long ABS-MBS USGA US N 2 2046-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209VBN3 209.70000000 PA USD 210.29000000 0.000001964512 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201P5M3 5596.06460000 PA USD 5734.41000000 0.000053570416 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295NAZ0 12842.37590000 PA USD 13025.65000000 0.000121684618 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36202VS85 4062.66180000 PA USD 4171.63000000 0.000038971046 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292NHY9 95944.86710000 PA USD 98418.95000000 0.000919422246 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208KAE9 2578.99000000 PA USD 2666.11000000 0.000024906594 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YEW2 4280.29650000 PA USD 4223.92000000 0.000039459535 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FV94 27733750.24720000 PA USD 27075023.76000000 0.252932785606 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FB39 250562.98450000 PA USD 245098.76000000 0.002289693728 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295GXH0 394446.59650000 PA USD 394854.41000000 0.003688699471 Long ABS-MBS USGA US N 2 2037-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178D2G5 319727.04370000 PA USD 295869.62000000 0.002763991190 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36297JCK8 45122.27650000 PA USD 45144.26000000 0.000421734198 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296AX25 50565.97450000 PA USD 50613.68000000 0.000472829098 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XMF4 54655.98500000 PA USD 54753.85000000 0.000511506247 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209YNN4 308.07000000 PA USD 313.47000000 0.000002928412 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BK91 682837.15660000 PA USD 648518.65000000 0.006058411254 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WMR9 21145.42160000 PA USD 21180.77000000 0.000197869121 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212DMN6 26.69000000 PA USD 27.59000000 0.000000257743 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209TG78 1236.78950000 PA USD 1239.19000000 0.000011576417 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FLM6 105692.09090000 PA USD 98661.54000000 0.000921688503 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200E3H2 43924.01780000 PA USD 44003.39000000 0.000411076278 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291CT47 41194.40160000 PA USD 42160.68000000 0.000393861823 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140FNGB4 374139.47250000 PA USD 358976.87000000 0.003353534257 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209VKP8 3105.60390000 PA USD 3210.51000000 0.000029992337 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292HSH7 95277.10500000 PA USD 95422.35000000 0.000891428240 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMUD2 74019.38330000 PA USD 70423.15000000 0.000657887640 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JUH2 207.35250000 PA USD 208.23000000 0.000001945268 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176XE96 474967.55450000 PA USD 442680.26000000 0.004135484876 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36181H5W3 29470.88000000 PA USD 26377.73000000 0.000246418721 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292FWT0 141534.15510000 PA USD 145250.88000000 0.001356922528 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARYA3 119370.96390000 PA USD 113733.05000000 0.001062485389 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210LWB5 5298.50280000 PA USD 5391.46000000 0.000050366603 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290YQZ4 533.98000000 PA USD 534.95000000 0.000004997461 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36294SMH7 4914.37930000 PA USD 4921.74000000 0.000045978515 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARDZ1 161686.63950000 PA USD 153986.78000000 0.001438532632 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FED6 3611.57000000 PA USD 3617.08000000 0.000033790482 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RQZ5 19390781.05130000 PA USD 17328544.34000000 0.161881925913 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176JFC9 49222.12910000 PA USD 46739.08000000 0.000436632883 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177WXT2 78780.18780000 PA USD 72776.50000000 0.000679872454 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36198NW27 8343.65150000 PA USD 8213.20000000 0.000076727081 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FPM4 5995.55440000 PA USD 6047.81000000 0.000056498174 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36212D6Q7 3411.57000000 PA USD 3364.76000000 0.000031433328 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297F5U2 53693.79000000 PA USD 53707.77000000 0.000501733848 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176YAD9 1356.67000000 PA USD 1289.99000000 0.000012050987 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296XJ88 1599.33000000 PA USD 1600.98000000 0.000014956231 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALSN5 360523.76050000 PA USD 352286.26000000 0.003291031094 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297F6C1 6775.10400000 PA USD 6775.95000000 0.000063300402 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176DL35 71944.52160000 PA USD 72000.43000000 0.000672622468 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KAK1 2707.86090000 PA USD 2799.33000000 0.000026151125 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213GK91 3567.65050000 PA USD 3688.16000000 0.000034454506 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230S6D1 198226.65370000 PA USD 183542.34000000 0.001714638396 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36179KVZ4 505462.46680000 PA USD 455911.78000000 0.004259092716 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VMF4 43868826.41880000 PA USD 40486627.64000000 0.378222955575 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 31426GW43 149662.87000000 PA USD 148487.66000000 0.001387160277 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AUHG2 8586.81470000 PA USD 8382.85000000 0.000078311938 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176HXC3 35671.70430000 PA USD 33945.39000000 0.000317115217 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NWU1 89703.46890000 PA USD 92168.22000000 0.000861028408 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36195JH34 756612.70040000 PA USD 674626.45000000 0.006302308310 Long ABS-MBS USGA US N 2 2046-09-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140UFBB9 222427.69000000 PA USD 214887.19000000 0.002007459570 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201XKF4 40279.11230000 PA USD 40349.77000000 0.000376944442 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AKRN8 119186.55120000 PA USD 119200.31000000 0.001113560110 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209UAV8 1394.53000000 PA USD 1441.64000000 0.000013467689 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138EL6A6 2065.25000000 PA USD 2038.16000000 0.000019040333 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EXS3 2672.10000000 PA USD 2667.71000000 0.000024921541 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VAY7 18668.66200000 PA USD 18700.75000000 0.000174700965 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A6DM6 18841.94310000 PA USD 18448.09000000 0.000172340635 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213XEW0 19800.05720000 PA USD 20468.90000000 0.000191218886 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ASNY1 94287.73480000 PA USD 89928.53000000 0.000840105397 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KK64 7910.20610000 PA USD 8048.99000000 0.000075193044 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181FYG0 165101.74480000 PA USD 152606.37000000 0.001425636948 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209SZ61 1956.21000000 PA USD 2022.29000000 0.000018892077 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UME7 2679.63000000 PA USD 2770.15000000 0.000025878527 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BBJ3 767.38000000 PA USD 793.30000000 0.000007410947 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210E4B2 15928.95090000 PA USD 16467.02000000 0.000153833631 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210Y2X2 3822.54390000 PA USD 3889.61000000 0.000036336436 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297KLG4 23777.34940000 PA USD 23277.91000000 0.000217460441 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210PXA7 2179.66000000 PA USD 2253.29000000 0.000021050061 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181CGW2 39984.24800000 PA USD 38868.21000000 0.000363103822 Long ABS-MBS USGA US N 2 2044-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295KRF2 143418.70050000 PA USD 128775.58000000 0.001203011545 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LDS2 9365.66790000 PA USD 9371.06000000 0.000087543720 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WFR8 46881.44170000 PA USD 46966.77000000 0.000438759946 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36203T6P5 889.76000000 PA USD 919.82000000 0.000008592887 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381B5K6 1753508.08000000 PA USD 1352919.51000000 0.012638869808 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36178LXR9 311891.59110000 PA USD 290072.59000000 0.002709835783 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209VNU4 4826.76110000 PA USD 4911.44000000 0.000045882294 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVHH8 206447.49460000 PA USD 202132.10000000 0.001888302502 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292D6R8 878.40000000 PA USD 879.73000000 0.000008218369 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FYY8 1831000.32580000 PA USD 1788826.71000000 0.016711081280 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FHC3 115.78000000 PA USD 119.69000000 0.000001118134 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209MME1 1940.22000000 PA USD 2005.76000000 0.000018737655 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36182QFM3 1718083.11330000 PA USD 1578566.17000000 0.014746843518 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36205YAJ1 1017.35000000 PA USD 1051.72000000 0.000009825087 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213JTW5 4067.39030000 PA USD 4204.79000000 0.000039280824 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MFU2 1875.93000000 PA USD 1879.33000000 0.000017556556 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJX39 3918.84000000 PA USD 3467.18000000 0.000032390128 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212MCJ6 3225.34670000 PA USD 3334.30000000 0.000031148773 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213VMU9 301.47000000 PA USD 306.76000000 0.000002865728 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291YE78 27325.27730000 PA USD 28034.26000000 0.000261893896 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XPW4 5312.91240000 PA USD 5322.55000000 0.000049722851 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMFR8 4000.97000000 PA USD 3804.32000000 0.000035539664 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KVG9 21223.16120000 PA USD 21792.43000000 0.000203583201 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AUGK4 9654.75970000 PA USD 9171.28000000 0.000085677391 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36184M3T8 362033.08740000 PA USD 341118.80000000 0.003186705543 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209EXS6 71.48000000 PA USD 72.73000000 0.000000679438 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ELJ6 156315.73790000 PA USD 156139.21000000 0.001458640467 Long ABS-MBS USGA US N 2 2036-12-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210UWH2 11422.31190000 PA USD 11622.71000000 0.000108578461 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177JPT0 192123.10650000 PA USD 183201.99000000 0.001711458873 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176EXB2 136026.72290000 PA USD 132807.70000000 0.001240679299 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176JAA8 268574.38330000 PA USD 247023.49000000 0.002307674408 Long ABS-MBS USGA US N 2 2044-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AKXS0 5382.11900000 PA USD 5460.27000000 0.000051009421 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200JPP9 18349.72780000 PA USD 18833.69000000 0.000175942880 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291TZN1 3704.40290000 PA USD 3710.80000000 0.000034666007 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QW92 1351.55000000 PA USD 1353.91000000 0.000012648122 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PLV8 1661.52150000 PA USD 1666.18000000 0.000015565325 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 3131X75T1 2910.15820000 PA USD 2885.99000000 0.000026960696 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36294SU88 6149.15040000 PA USD 6234.92000000 0.000058246142 Long ABS-MBS USGA US N 2 2037-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213JPH2 380.88000000 PA USD 393.75000000 0.000003678382 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290VVD3 7307.89340000 PA USD 7483.07000000 0.000069906263 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MK74 13709398.92580000 PA USD 12733517.30000000 0.118955537391 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201LSE5 17719.52010000 PA USD 18111.42000000 0.000169195490 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213WK88 11214.95480000 PA USD 11235.22000000 0.000104958559 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RWC6 124900.02540000 PA USD 122189.23000000 0.001141482370 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LAF21 786.26000000 PA USD 785.42000000 0.000007337333 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179BWA8 43791.92040000 PA USD 39515.56000000 0.000369151316 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KRZ2 16606.25810000 PA USD 16636.11000000 0.000155413257 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VFR7 7076.12320000 PA USD 7230.66000000 0.000067548268 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200XYP8 2446.39400000 PA USD 2489.31000000 0.000023254942 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FCY3 8016.12110000 PA USD 8156.76000000 0.000076199823 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180KQ53 333592.19160000 PA USD 307653.63000000 0.002874076504 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291FFH6 2739.86000000 PA USD 2744.82000000 0.000025641896 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UTX8 10386.81110000 PA USD 10737.67000000 0.000100310485 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AS40 2574.20000000 PA USD 2661.16000000 0.000024860351 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212TGQ1 696.37000000 PA USD 710.47000000 0.000006637155 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FNL6 13543.20700000 PA USD 13780.82000000 0.000128739358 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230TMA7 111871.28900000 PA USD 109174.92000000 0.001019903689 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Fannie Mae REMICS N/A 3136BVAN8 8068645.73000000 PA USD 7782180.57000000 0.072700531202 Long ABS-MBS USGSE US N 2 2055-03-25 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36212UT35 64.13000000 PA USD 65.70000000 0.000000613764 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291YDY0 11557.36680000 PA USD 11576.69000000 0.000108148545 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176BN52 18028.63990000 PA USD 17195.12000000 0.000160635486 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230N2U8 18855.41520000 PA USD 18750.59000000 0.000175166566 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KRN7 1470.62000000 PA USD 1520.30000000 0.000014202525 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290TZG7 25320.06360000 PA USD 22828.38000000 0.000213260966 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36186S6R4 64425.76180000 PA USD 57185.87000000 0.000534225990 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292JHZ5 7332.61340000 PA USD 7512.07000000 0.000070177179 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RQ44 4527970.15070000 PA USD 4402301.32000000 0.041125959696 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SMS7 219248.89580000 PA USD 225031.48000000 0.002102226745 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200T7J1 275.11000000 PA USD 284.40000000 0.000002656842 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208R2J2 5753.88190000 PA USD 5854.83000000 0.000054695370 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QYT7 633.06280000 PA USD 644.17000000 0.000006017786 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180CXP9 186121.68360000 PA USD 168302.69000000 0.001572270760 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FDK5 1083.77000000 PA USD 1061.90000000 0.000009920187 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180DSY4 24181.80080000 PA USD 22377.40000000 0.000209047946 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RUF8 5063.10280000 PA USD 5160.20000000 0.000048206190 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7EH4 199034.75900000 PA USD 194524.15000000 0.001817229619 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200STB6 10147.20070000 PA USD 10363.09000000 0.000096811188 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212BG56 5714.76760000 PA USD 5907.81000000 0.000055190305 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208VQS7 2629.02000000 PA USD 2675.14000000 0.000024990951 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208T5R7 1347.68000000 PA USD 1393.20000000 0.000013015167 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7E44 17406.45130000 PA USD 17390.21000000 0.000162458001 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QD29 3175.23290000 PA USD 3195.65000000 0.000029853516 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WFH6 35522332.10600000 PA USD 30874444.53000000 0.288426681662 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3142J6DY6 29913700.44000000 PA USD 28899599.07000000 0.269977827553 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211B5C4 11752.86480000 PA USD 11772.91000000 0.000109981618 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290NA51 14916.21010000 PA USD 14943.40000000 0.000139600091 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RU43 48817.17620000 PA USD 48242.62000000 0.000450678838 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178AZP5 116607.92850000 PA USD 105625.62000000 0.000986746402 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209B5H7 2809.91000000 PA USD 2904.83000000 0.000027136698 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ABG75 168638.72560000 PA USD 160193.91000000 0.001496519162 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230TDQ2 313712.87950000 PA USD 297887.38000000 0.002782840949 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NFA4 88542.76040000 PA USD 88702.47000000 0.000828651639 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RNX3 28323688.45650000 PA USD 26691923.94000000 0.249353896608 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213JGS8 1134.99000000 PA USD 1173.33000000 0.000010961158 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179F7G4 149779.64530000 PA USD 138326.16000000 0.001292232327 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138L7LK0 4590698.13810000 PA USD 4441471.53000000 0.041491884780 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.46000000 N N N N N N Ginnie Mae I Pool N/A 3620A1QU5 15452.18550000 PA USD 15097.70000000 0.000141041549 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201HZV8 5308.22190000 PA USD 5411.23000000 0.000050551293 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176HTX2 5259.45000000 PA USD 4766.17000000 0.000044525192 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210S3R7 1817.01000000 PA USD 1878.39000000 0.000017547774 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291TA24 5136.84000000 PA USD 5145.36000000 0.000048067556 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201GWU5 13941.94310000 PA USD 14299.21000000 0.000133582117 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230K5Z0 9273.27990000 PA USD 9054.66000000 0.000084587935 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202DZX2 6533.09480000 PA USD 6531.31000000 0.000061014994 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MA29 4886.33000000 PA USD 4648.93000000 0.000043429945 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295R2P2 4199.64000000 PA USD 4203.50000000 0.000039268773 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180HHU5 136601.19360000 PA USD 129064.29000000 0.001205708651 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36184QSX3 10889.85000000 PA USD 9970.30000000 0.000093141774 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208PYJ1 14251.82990000 PA USD 14501.87000000 0.000135475352 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291WWU1 9385.86980000 PA USD 9401.13000000 0.000087824632 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208VAA3 1226.89000000 PA USD 1233.96000000 0.000011527559 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KR41 37576.93580000 PA USD 37645.42000000 0.000351680612 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FAV8 3429.90140000 PA USD 3423.41000000 0.000031981232 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AYGR1 78722.44090000 PA USD 78762.55000000 0.000735793672 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MTX9 2196.09000000 PA USD 2270.27000000 0.000021208687 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202D5B3 580.58000000 PA USD 572.39000000 0.000005347223 Long ABS-MBS USGA US N 2 2034-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291HUE2 23076.86990000 PA USD 23118.91000000 0.000215975075 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALZT4 506744.80870000 PA USD 484258.31000000 0.004523903815 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292J3F4 2227.01000000 PA USD 2286.81000000 0.000021363202 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VBT7 64343.45210000 PA USD 64460.72000000 0.000602187078 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SJ51 4017.25840000 PA USD 4087.74000000 0.000038187352 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180SS88 103774.27410000 PA USD 93162.45000000 0.000870316428 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230U6A2 20917.56710000 PA USD 19870.09000000 0.000185624849 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BPV4 117.95000000 PA USD 120.34000000 0.000001124207 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138AW4W0 8088.14850000 PA USD 8057.10000000 0.000075268807 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36204SCQ7 1563.81000000 PA USD 1603.86000000 0.000014983136 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FGE2 25259.48920000 PA USD 24037.07000000 0.000224552455 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179W7M4 4029494.57530000 PA USD 3703718.00000000 0.034599848153 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JMQ8 2907.03000000 PA USD 2958.03000000 0.000027633688 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CUG6 14375.42570000 PA USD 14627.64000000 0.000136650285 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140LB3Q4 16601713.29000000 PA USD 14833180.92000000 0.138570433132 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 2.12000000 N N N N N N Ginnie Mae I Pool N/A 36200ST67 3626.23260000 PA USD 3689.85000000 0.000034470294 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291JL24 1439.83000000 PA USD 1465.09000000 0.000013686757 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AV2M3 155131.93390000 PA USD 147306.18000000 0.001376122982 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201UUG7 10197.41380000 PA USD 10214.94000000 0.000095427182 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208Q3A2 1276.67410000 PA USD 1299.07000000 0.000012135811 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FTR0 416828.18330000 PA USD 396185.14000000 0.003701131048 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176AFG9 117286.91780000 PA USD 111701.47000000 0.001043506525 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180C4B2 166401.69350000 PA USD 150215.45000000 0.001403301158 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Natixis SA KX1WK48MPD4Y2NCUIZ63 N/A 36100000.00000000 PA USD 36100000.00000000 0.337243418189 Long RA CORP US N 2 Repurchase Y 3.64000000 2026-08-03 39546100.00000000 USD 36789518.83000000 USD UST 47000.00000000 USD 32543.08000000 USD AMBS N N N Ginnie Mae I Pool N/A 36290YJG4 26928.35150000 PA USD 26976.35000000 0.000252010982 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NMY2 4879.21710000 PA USD 4964.82000000 0.000046380965 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MXF5 847.04000000 PA USD 830.49000000 0.000007758373 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213AM76 1992.96000000 PA USD 2040.73000000 0.000019064342 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AXNQ7 510578.59900000 PA USD 484917.58000000 0.004530062665 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291BRZ2 1003.02000000 PA USD 1004.79000000 0.000009386670 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ANYV6 48759.83800000 PA USD 46336.03000000 0.000432867621 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Fannie Mae REMICS N/A 3136B5MP7 2000000.00000000 PA USD 1742535.20000000 0.016278629561 Long ABS-MBS USGSE US N 2 2049-07-25 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36297EE68 733.01000000 PA USD 743.39000000 0.000006944692 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209KE79 3544.98980000 PA USD 3607.18000000 0.000033697997 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291BSF5 41204.56680000 PA USD 42309.79000000 0.000395254797 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176N5Z0 10290.65870000 PA USD 9808.70000000 0.000091632119 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TRG3 52.85000000 PA USD 53.78000000 0.000000502408 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVXN7 262608.97660000 PA USD 250520.93000000 0.002340347223 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UDA4 551928.36540000 PA USD 497200.69000000 0.004644810532 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208XWX5 3443.03660000 PA USD 3559.34000000 0.000033251080 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVQ47 355.72000000 PA USD 355.89000000 0.000003324696 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210LQY2 1133.36660000 PA USD 1153.25000000 0.000010773572 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211HS93 2937.31550000 PA USD 3036.54000000 0.000028367122 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181VRN8 25377.10870000 PA USD 25045.62000000 0.000233974252 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AEA4 186.15000000 PA USD 192.44000000 0.000001797759 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379TU49 2997711.62000000 PA USD 2729794.14000000 0.025501526502 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176XMR7 68137.09880000 PA USD 61693.18000000 0.000576332933 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LHH2 1931.04600000 PA USD 1996.28000000 0.000018649093 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209EEC2 14642.51310000 PA USD 15137.13000000 0.000141409902 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Fannie Mae REMICS N/A 3136B3SL5 5111972.84050000 PA USD 4508499.33000000 0.042118053322 Long ABS-MBS USGSE US N 2 2058-12-25 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201US47 26353.83030000 PA USD 26767.39000000 0.000250058894 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AF4W4 200321.52420000 PA USD 200405.54000000 0.001872173111 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KU89 1556.14000000 PA USD 1578.04000000 0.000014741928 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36292FRD1 35049.00840000 PA USD 35086.02000000 0.000327770895 Long ABS-MBS USGA US N 2 2037-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36186PR22 86371.13760000 PA USD 76834.59000000 0.000717782819 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GPX2 49772.93060000 PA USD 48514.31000000 0.000453216945 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WHX2 62584.86180000 PA USD 64243.30000000 0.000600155958 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JLG1 10850.09690000 PA USD 11040.46000000 0.000103139126 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181AKL5 514189.77250000 PA USD 476893.43000000 0.004455101674 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36202X4C8 40555.69550000 PA USD 40629.07000000 0.000379553641 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VDP2 24569935.68080000 PA USD 22087052.77000000 0.206335544983 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210TDC7 1939.23000000 PA USD 1973.25000000 0.000018433949 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QTH8 218.36000000 PA USD 222.74000000 0.000002080819 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JNR8 519.62000000 PA USD 537.17000000 0.000005018200 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AYKF2 176111.51360000 PA USD 171698.67000000 0.001603995744 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296FTQ6 15655.32170000 PA USD 15314.01000000 0.000143062301 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211SFE2 31514.65240000 PA USD 31566.18000000 0.000294888821 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36183YKH0 266596.69160000 PA USD 236810.72000000 0.002212267497 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMJM5 52220.63510000 PA USD 52162.70000000 0.000487299923 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36183X2Y5 13840.79640000 PA USD 12294.41000000 0.000114853430 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Fannie Mae REMICS N/A 3139213A4 15062.54000000 PA USD 15312.64000000 0.000143049502 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 6.00000000 N N N N N N Freddie Mac REMICS N/A 3137HLN65 18589449.96000000 PA USD 18483722.46000000 0.172673510894 Long ABS-MBS USGSE US N 2 2052-08-25 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200QEU4 29622.83320000 PA USD 29950.21000000 0.000279792553 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KMP7 3243.78370000 PA USD 3353.36000000 0.000031326830 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210RK90 5803.45000000 PA USD 5999.49000000 0.000056046773 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A2A28 262134.45160000 PA USD 237038.12000000 0.002214391851 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AUFH2 6612.61000000 PA USD 6291.34000000 0.000058773213 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176XJ59 566072.27800000 PA USD 512758.74000000 0.004790152636 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290N5K4 11895.05190000 PA USD 12013.30000000 0.000112227322 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BDM4 1426.45000000 PA USD 1451.48000000 0.000013559614 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291ADJ5 71919.42740000 PA USD 72047.63000000 0.000673063407 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295QBN9 56099.01620000 PA USD 53427.46000000 0.000499115214 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.00000000 N N N N N N Freddie Mac REMICS N/A 3133TJ5V1 6741.20000000 PA USD 6787.06000000 0.000063404191 Long ABS-MBS USGSE US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208CF44 2144.15000000 PA USD 2216.58000000 0.000020707119 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292DQU9 38049.83810000 PA USD 39037.72000000 0.000364687372 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178QBR2 237434.78090000 PA USD 220437.23000000 0.002059307616 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3142KASY9 14368031.00000000 PA USD 13880941.82000000 0.129674688838 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200N5U1 137609.41450000 PA USD 141108.77000000 0.001318227255 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180NC78 77558.73260000 PA USD 69897.25000000 0.000652974723 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YDW6 3092.94300000 PA USD 3147.21000000 0.000029400993 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BME5 1181.38000000 PA USD 1202.11000000 0.000011230018 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292EUN8 369.30000000 PA USD 364.08000000 0.000003401207 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KA80 113261.68740000 PA USD 116299.69000000 0.001086462742 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212PMZ2 33303.06670000 PA USD 34002.05000000 0.000317644530 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MGG0 1739.48000000 PA USD 1770.00000000 0.000016535203 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A93P4 1095175.74350000 PA USD 1071731.32000000 0.010012031405 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291XLZ0 2726.92000000 PA USD 2752.71000000 0.000025715604 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36202UBX0 9287.01600000 PA USD 9303.40000000 0.000086911645 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Fannie Mae REMICS N/A 3139213T3 3036.09000000 PA USD 3086.38000000 0.000028832724 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210PW26 656.76000000 PA USD 678.95000000 0.000006342698 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ACXY5 42533.10880000 PA USD 40320.99000000 0.000376675581 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200RZY1 7818.76110000 PA USD 8006.19000000 0.000074793210 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201VBH4 3510.35000000 PA USD 3516.66000000 0.000032852366 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178TZL3 30665.60420000 PA USD 27850.43000000 0.000260176570 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209NAE2 1090.35000000 PA USD 1127.18000000 0.000010530028 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178WC56 109061.28790000 PA USD 98045.31000000 0.000915931730 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A3S39 50242.10950000 PA USD 50256.22000000 0.000469489734 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Bank of America Securities, LLC 8NAV47T0Y26Q87Y0QP81 N/A 16700000.00000000 PA USD 16700000.00000000 0.156010113123 Long RA CORP US N 2 Repurchase Y 3.65000000 2026-08-03 15595440.00000000 USD 17034001.38000000 USD AMBS N N N Ginnie Mae I Pool N/A 36210NN21 24554.32590000 PA USD 24985.12000000 0.000233409065 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QS98 804.36000000 PA USD 831.53000000 0.000007768089 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36216QYH3 1505.34000000 PA USD 1556.19000000 0.000014537807 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176XKN8 1450379.48930000 PA USD 1351152.50000000 0.012622362537 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KJ66 627519.71820000 PA USD 635803.17000000 0.005939624220 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARUP4 522776.54210000 PA USD 497880.83000000 0.004651164347 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SB63 101652.73040000 PA USD 87389.86000000 0.000816389337 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KR75 16889.16700000 PA USD 16908.45000000 0.000157957436 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XMK3 3413.30000000 PA USD 3366.93000000 0.000031453600 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207V2S4 2409.41250000 PA USD 2490.80000000 0.000023268861 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241K2A5 3362.07640000 PA USD 3410.18000000 0.000031857638 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GKT6 35222.85160000 PA USD 31919.35000000 0.000298188108 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VUJ1 13821.91950000 PA USD 13847.08000000 0.000129358354 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209XJM3 8082.13050000 PA USD 8355.14000000 0.000078053074 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211RFL8 2838.46000000 PA USD 2934.34000000 0.000027412378 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208WAG8 2512.87120000 PA USD 2597.75000000 0.000024267980 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210D2P5 851.23000000 PA USD 879.98000000 0.000008220705 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36294WN38 9.60000000 PA USD 9.58000000 0.000000089495 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BHZ4 52135.23790000 PA USD 53049.92000000 0.000495588264 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291AW70 1593.20000000 PA USD 1596.10000000 0.000014910643 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BX71 114078.09210000 PA USD 111874.23000000 0.001045120435 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176URG2 370630.91460000 PA USD 342776.93000000 0.003202195666 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201MWL2 3215.97000000 PA USD 3277.64000000 0.000030619460 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180HBB3 612452.73360000 PA USD 568462.27000000 0.005310530721 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209M6J8 1979.89000000 PA USD 2046.77000000 0.000019120767 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GEA42 82324.46570000 PA USD 82112.07000000 0.000767084630 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RNX7 37083.03420000 PA USD 37148.82000000 0.000347041413 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VHJ3 3678.81940000 PA USD 3743.36000000 0.000034970180 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291RUU4 59949.38240000 PA USD 60049.94000000 0.000560981912 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208GSL3 1620.57000000 PA USD 1675.31000000 0.000015650616 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UCH1 3279.60000000 PA USD 3390.38000000 0.000031672668 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179M5N6 792427.75020000 PA USD 753190.85000000 0.007036250880 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7LN3 179144.60320000 PA USD 174969.39000000 0.001634550558 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132QPMH4 178426.33070000 PA USD 172200.52000000 0.001608683988 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178EK73 183049.06530000 PA USD 169790.89000000 0.001586173410 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36183QXB6 97532.88440000 PA USD 92555.28000000 0.000864644293 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36183SBQ3 249403.72450000 PA USD 222965.71000000 0.002082928481 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AJL23 5086.38000000 PA USD 4988.12000000 0.000046598632 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208X6R7 2795.29000000 PA USD 2889.71000000 0.000026995448 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209SJS1 730.74000000 PA USD 734.44000000 0.000006861081 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BAP3 19676.20630000 PA USD 20021.42000000 0.000187038562 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XJW1 445.82000000 PA USD 439.89000000 0.000004109418 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200N6H9 4167.02250000 PA USD 4120.35000000 0.000038491992 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213HSF7 15946.44820000 PA USD 16367.03000000 0.000152899533 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211ACK0 886.66000000 PA USD 916.61000000 0.000008562899 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202VBM2 35787.78980000 PA USD 35851.67000000 0.000334923538 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201UQE7 12134.88510000 PA USD 12317.14000000 0.000115065772 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208XMY4 3057.23980000 PA USD 3110.88000000 0.000029061601 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208CF85 1113.30000000 PA USD 1150.91000000 0.000010751712 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KNR5 208324.42680000 PA USD 208598.98000000 0.001948715596 Long ABS-MBS USGA US N 2 2037-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290N5P3 8163.16670000 PA USD 8177.40000000 0.000076392640 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RNS8 8542.44130000 PA USD 8557.67000000 0.000079945093 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300MMJ9 1187860.59150000 PA USD 1230193.09000000 0.011492369049 Long ABS-MBS USGSE US N 2 2043-08-01 Floating 6.14400000 N N N N N N Ginnie Mae I Pool N/A 3617A5BR5 60940.05670000 PA USD 54333.80000000 0.000507582172 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YPH3 2886.59000000 PA USD 2891.84000000 0.000027015346 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180DET0 21362.10400000 PA USD 19243.90000000 0.000179775030 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KZN8 4099.45520000 PA USD 4237.93000000 0.000039590415 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208RD27 2206.57920000 PA USD 2281.12000000 0.000021310047 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295QX70 17905.04580000 PA USD 17925.49000000 0.000167458546 Long ABS-MBS USGA US N 2 2037-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213DMW5 3644.20700000 PA USD 3767.31000000 0.000035193919 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200AP37 3748.33000000 PA USD 3831.23000000 0.000035791055 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209HZT5 183.47000000 PA USD 186.69000000 0.000001744043 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181KHB9 143391.52050000 PA USD 129553.08000000 0.001210274890 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291JXX3 20570.71020000 PA USD 21107.69000000 0.000197186413 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212W4P9 18263.97370000 PA USD 18297.24000000 0.000170931406 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FDY9 448645.41690000 PA USD 454002.60000000 0.004241257304 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SF22 28829.75700000 PA USD 28482.30000000 0.000266079451 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CVE7 287573.32400000 PA USD 288035.43000000 0.002690804791 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3622A2J37 2637287.76260000 PA USD 2431555.32000000 0.022715402427 Long ABS-MBS USGA US N 2 2044-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180U4J5 468388.55420000 PA USD 433312.76000000 0.004047974413 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KA31 89834.93220000 PA USD 89995.07000000 0.000840727009 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290US23 58053.83340000 PA USD 55465.50000000 0.000518154426 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178SJL3 444884.93620000 PA USD 410292.77000000 0.003832923440 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WWL1 46191.53330000 PA USD 47135.91000000 0.000440340038 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290R5S8 26173.96680000 PA USD 26221.53000000 0.000244959512 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FDK1 3968.37000000 PA USD 3963.42000000 0.000037025964 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295RZX9 28286.25520000 PA USD 28308.92000000 0.000264459749 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176XCL1 387594.51520000 PA USD 360067.17000000 0.003363719755 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209EXT4 4397.28090000 PA USD 4474.43000000 0.000041799780 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178LRM7 6661.80120000 PA USD 6624.76000000 0.000061887997 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SX63 8076.75620000 PA USD 8218.46000000 0.000076776220 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 312942CG8 8122.32350000 PA USD 8101.42000000 0.000075682841 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XMY3 43732.24300000 PA USD 43811.36000000 0.000409282349 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TEY7 14857250.09080000 PA USD 13079250.29000000 0.122185348342 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FQD3 17623.26810000 PA USD 16747.23000000 0.000156451332 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176QPR9 75923.80500000 PA USD 70137.80000000 0.000655221922 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QWB8 6112.00110000 PA USD 6219.23000000 0.000058099567 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295ED95 2600636.54310000 PA USD 2327683.87000000 0.021745043345 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMJS2 153104.17540000 PA USD 153154.30000000 0.001430755668 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176CSD8 67057.37030000 PA USD 65482.43000000 0.000611731815 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290NBQ4 6991.14510000 PA USD 7003.41000000 0.000065425316 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210L3A9 1613.20000000 PA USD 1667.69000000 0.000015579431 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179JAT4 97170.65940000 PA USD 87755.72000000 0.000819807173 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292HP23 24283.76340000 PA USD 24322.27000000 0.000227216772 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180FPC0 246844.19990000 PA USD 228625.44000000 0.002135801242 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213KHJ4 5215.53980000 PA USD 5322.17000000 0.000049719302 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208R3Q5 3683.15430000 PA USD 3747.77000000 0.000035011378 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181D5C6 66216.43710000 PA USD 60919.24000000 0.000569102845 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NSH3 28.95000000 PA USD 29.46000000 0.000000275213 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3132A8ZA0 4982.80140000 PA USD 4939.83000000 0.000046147511 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CXT2 34748.92900000 PA USD 34806.80000000 0.000325162443 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241K4C9 127211.14450000 PA USD 127322.25000000 0.001189434648 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DXQ9 228225.38150000 PA USD 211951.70000000 0.001980036448 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292K6S0 22044.55100000 PA USD 22626.85000000 0.000211378289 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A4DB5 32847.76270000 PA USD 29615.30000000 0.000276663850 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132JMXH7 1884.70000000 PA USD 1796.25000000 0.000016780429 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36205XD43 696.74000000 PA USD 698.00000000 0.000006520662 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132FCBX2 21253.71380000 PA USD 20371.44000000 0.000190308422 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209GR90 5930.38420000 PA USD 6071.03000000 0.000056715094 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178LHB2 352317.38250000 PA USD 325467.94000000 0.003040496415 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176XCR8 128205.55120000 PA USD 122409.29000000 0.001143538154 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383XK29 13800000.00000000 PA USD 13037305.74000000 0.121793505588 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178QVB5 268418.99510000 PA USD 248754.73000000 0.002323847519 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296GQQ7 793.06000000 PA USD 804.35000000 0.000007514175 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36176SJ84 9978.67000000 PA USD 9513.32000000 0.000088872702 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AUP0 970.73000000 PA USD 1003.52000000 0.000009374806 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209XD80 764.36000000 PA USD 790.18000000 0.000007381800 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36183WV41 23193.67980000 PA USD 21230.01000000 0.000198329117 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176WYD7 6455.43950000 PA USD 6000.66000000 0.000056057703 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179VMD9 68118115.99420000 PA USD 59327663.86000000 0.554234464081 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210ASS7 990.55000000 PA USD 1007.93000000 0.000009416004 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297J4R2 30901.87500000 PA USD 29511.19000000 0.000275691262 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NKE9 45502.36770000 PA USD 46593.12000000 0.000435269336 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36179HPV7 45573.97960000 PA USD 41038.00000000 0.000383373833 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210LZH9 2691.80000000 PA USD 2782.73000000 0.000025996049 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C0WN4 98696.46140000 PA USD 98707.85000000 0.000922121128 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210A5T0 991.08000000 PA USD 1024.56000000 0.000009571360 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AYJF4 40476.64660000 PA USD 39618.26000000 0.000370110731 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209MJF2 1671.24900000 PA USD 1727.70000000 0.000016140040 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KVS1 6687.22470000 PA USD 6913.12000000 0.000064581834 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200TS41 20367.52470000 PA USD 20716.93000000 0.000193535963 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36297HX45 637767.75190000 PA USD 624567.11000000 0.005834657813 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209G5W3 5832.00370000 PA USD 6029.01000000 0.000056322546 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36185C5T7 155168.56640000 PA USD 145902.15000000 0.001363006642 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230SNV2 72916.78290000 PA USD 71437.85000000 0.000667366889 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290YJT6 6837.94560000 PA USD 6849.70000000 0.000063989369 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VL51 3073.90230000 PA USD 3153.17000000 0.000029456671 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177P7F6 107287.41880000 PA USD 100275.90000000 0.000936769730 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36178GHM9 878523.60010000 PA USD 793738.96000000 0.007415048200 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVEC2 16193.78940000 PA USD 15428.95000000 0.000144136061 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PX52 2799.98000000 PA USD 2894.56000000 0.000027040756 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NSL6 14725.94320000 PA USD 14752.41000000 0.000137815877 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418CUL6 23523.79110000 PA USD 23285.39000000 0.000217530319 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209ATD2 4127.09340000 PA USD 4266.50000000 0.000039857314 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KFD7 283.40000000 PA USD 288.37000000 0.000002693930 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207FBY6 46844.98700000 PA USD 46848.15000000 0.000437651807 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225B2Z0 10504.55490000 PA USD 10376.47000000 0.000096936183 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SM99 603.45000000 PA USD 604.53000000 0.000005647472 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BA35 20639.86740000 PA USD 20219.08000000 0.000188885087 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BNY7 3658.55970000 PA USD 3722.75000000 0.000034777643 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WFF0 1434595.39650000 PA USD 1151119.35000000 0.010753668264 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36181BBQ2 105926.43290000 PA USD 97504.47000000 0.000910879245 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209TX53 671.35000000 PA USD 683.13000000 0.000006381747 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NRN3 45465.50380000 PA USD 45546.16000000 0.000425488717 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KXG8 1217.50000000 PA USD 1258.63000000 0.000011758024 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200VTF0 10618.37220000 PA USD 10856.13000000 0.000101417129 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BMWT0 410073.53040000 PA USD 364741.09000000 0.003407383156 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SYL9 11184.49740000 PA USD 11204.43000000 0.000104670921 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KMW2 2824.89000000 PA USD 2920.31000000 0.000027281310 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RN66 42380.52390000 PA USD 42457.66000000 0.000396636187 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NCK4 431.26000000 PA USD 431.98000000 0.000004035523 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NTK6 3502.07280000 PA USD 3458.88000000 0.000032312590 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36205XE59 13474.45710000 PA USD 13498.87000000 0.000126105403 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210D2Q3 11185.85400000 PA USD 11382.10000000 0.000106330701 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181C4H8 159083.33210000 PA USD 143488.33000000 0.001340456921 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LST3 15020.22100000 PA USD 15047.31000000 0.000140570810 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AADC9 7792.51000000 PA USD 7614.46000000 0.000071133698 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178SKV9 295623.75040000 PA USD 273804.74000000 0.002557862782 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MQ55 27056.44110000 PA USD 27711.86000000 0.000258882060 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210T3K0 3165.69000000 PA USD 3221.23000000 0.000030092482 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KH75 18181.31960000 PA USD 18593.35000000 0.000173697642 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201PZ81 1031.88000000 PA USD 1033.60000000 0.000009655811 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJL57 104299.71440000 PA USD 102602.03000000 0.000958500257 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225B6B9 88738.43760000 PA USD 88893.13000000 0.000830432770 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9VL2 650153.76090000 PA USD 650528.18000000 0.006077184128 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296AWF7 1137.70000000 PA USD 1138.67000000 0.000010637367 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UMY2 89110.97840000 PA USD 80142.86000000 0.000748688422 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AKGZ3 33073.99410000 PA USD 32291.59000000 0.000301665545 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210LVW0 4959.53600000 PA USD 5127.07000000 0.000047896692 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176SGP9 117446.39420000 PA USD 114874.41000000 0.001073147886 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296UE30 3315.81480000 PA USD 3317.28000000 0.000030989774 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210A4U8 2235.70900000 PA USD 2311.23000000 0.000021591332 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290UES1 171720.43600000 PA USD 171776.66000000 0.001604724320 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201PQH1 1158.99120000 PA USD 1179.33000000 0.000011017209 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201EBW9 63392.96730000 PA USD 63504.17000000 0.000593251062 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BVU9 1294757.77600000 PA USD 1325463.47000000 0.012382377598 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176SKQ2 33244.25730000 PA USD 31579.50000000 0.000295013255 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176HKA1 172961.82840000 PA USD 164657.90000000 0.001538221413 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201VHY1 15982.93100000 PA USD 16011.42000000 0.000149577451 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36198VLY1 372970.88090000 PA USD 342243.82000000 0.003197215393 Long ABS-MBS USGA US N 2 2044-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LH90 11919.96940000 PA USD 11665.99000000 0.000108982779 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QDZ1 32757.38160000 PA USD 30992.73000000 0.000289531695 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176AB32 11011.38630000 PA USD 10457.97000000 0.000097697549 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FML7 2747.16360000 PA USD 2795.36000000 0.000026114037 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207UPC6 163300.74670000 PA USD 155783.92000000 0.001455321376 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EP86 461.77000000 PA USD 461.04000000 0.000004307000 Long ABS-MBS USGA US N 2 2037-11-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36183XRX0 474299.88980000 PA USD 422404.13000000 0.003946066832 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36181FUK5 2363.57000000 PA USD 2179.95000000 0.000020364924 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36178LUF8 321412.13990000 PA USD 297777.52000000 0.002781814645 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176CBQ7 105654.48770000 PA USD 100541.40000000 0.000939250011 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AV7M8 254265.41730000 PA USD 241720.42000000 0.002258133537 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176L7G4 50795.06230000 PA USD 48085.52000000 0.000449211222 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C6RT4 221943.43480000 PA USD 216913.66000000 0.002026390696 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JUX4 5197.95730000 PA USD 5373.54000000 0.000050199196 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209TVN6 3642.08160000 PA USD 3765.11000000 0.000035173367 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BQV0 3071.38230000 PA USD 3125.27000000 0.000029196031 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KML6 2777.54060000 PA USD 2826.27000000 0.000026402796 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295GBB7 1953.65000000 PA USD 1959.00000000 0.000018300827 Long ABS-MBS USGA US N 2 2037-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TG41 120467423.42300000 PA USD 108481974.91000000 1.013430250155 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300MPB3 1090337.06860000 PA USD 1127879.55000000 0.010536563843 Long ABS-MBS USGSE US N 2 2044-04-01 Floating 5.85500000 N N N N N N Ginnie Mae I Pool N/A 36204DX87 29089.28710000 PA USD 29051.42000000 0.000271396126 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230MUK1 59703.46020000 PA USD 56713.73000000 0.000529815295 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210QSA1 287.58000000 PA USD 297.29000000 0.000002777260 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200FU48 21961.84050000 PA USD 22520.68000000 0.000210386457 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A2HN9 143914.52270000 PA USD 140877.05000000 0.001316062545 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292EQ86 26104.07240000 PA USD 26146.52000000 0.000244258775 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207FK42 9202.83670000 PA USD 9364.30000000 0.000087480569 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ES75 23026.78590000 PA USD 22561.35000000 0.000210766393 Long ABS-MBS USGA US N 2 2038-05-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BXX1 17481.30970000 PA USD 18071.82000000 0.000168825549 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NXA2 4001.43550000 PA USD 4071.64000000 0.000038036947 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209N2G6 113.37000000 PA USD 113.66000000 0.000001061802 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291T3W6 829.93000000 PA USD 831.28000000 0.000007765753 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXA42 1536.45000000 PA USD 1519.12000000 0.000014191501 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LBF0 3194.54890000 PA USD 3250.60000000 0.000030366854 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176EB26 46077.31700000 PA USD 44995.13000000 0.000420341037 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209TRY7 55.66000000 PA USD 57.54000000 0.000000537534 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291F4T2 11219.01840000 PA USD 11239.11000000 0.000104994899 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201VYV8 7833.48260000 PA USD 8008.88000000 0.000074818339 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209MS62 3005.10880000 PA USD 3106.62000000 0.000029021804 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209JLF6 1315.25000000 PA USD 1359.68000000 0.000012702025 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36205XDH4 4656.19160000 PA USD 4664.67000000 0.000043576987 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295RZL5 24537.19480000 PA USD 24580.72000000 0.000229631192 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36184VFV0 148161.27670000 PA USD 139752.71000000 0.001305559047 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210LZF3 571.14000000 PA USD 581.16000000 0.000005429151 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VL90 6197.50610000 PA USD 6406.86000000 0.000059852392 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36198RXY7 511358.02570000 PA USD 456446.00000000 0.004264083358 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292H3H4 5107.47000000 PA USD 5112.17000000 0.000047757498 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213GPF2 1047.82000000 PA USD 1071.85000000 0.000010013140 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVTD4 88793.55950000 PA USD 86748.37000000 0.000810396587 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291XA82 551.31000000 PA USD 552.21000000 0.000005158703 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201DYE6 9650.88820000 PA USD 9667.82000000 0.000090316029 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KYC3 7251.16370000 PA USD 7496.11000000 0.000070028081 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209W4E9 5772.63070000 PA USD 5967.63000000 0.000055749139 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ANYU8 35549.61280000 PA USD 33769.42000000 0.000315471319 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138E0SE0 937.60110000 PA USD 934.00000000 0.000008725356 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178MXN6 6905.21950000 PA USD 6197.70000000 0.000057898435 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36211CV66 5879.30660000 PA USD 6077.91000000 0.000056779366 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176MC27 70995.99130000 PA USD 69407.12000000 0.000648395966 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178D2F7 469180.21090000 PA USD 433795.34000000 0.004052482638 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230UF38 162995.58490000 PA USD 159138.36000000 0.001486658296 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212RJ25 3345.39520000 PA USD 3458.40000000 0.000032308106 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ALG40 17928.32000000 PA USD 17016.85000000 0.000158970101 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200AA33 123527.38200000 PA USD 126424.91000000 0.001181051767 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210HKX9 3341.87430000 PA USD 3400.51000000 0.000031767302 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C6SS5 7102.50890000 PA USD 6777.02000000 0.000063310398 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140B77L1 519919.48000000 PA USD 515552.52000000 0.004816251914 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210UXS7 1299.72360000 PA USD 1301.35000000 0.000012157111 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VBF6 198923.48410000 PA USD 173315.13000000 0.001619096589 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FT41 864.36000000 PA USD 893.56000000 0.000008347568 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3617AWSG2 61646.53220000 PA USD 54889.48000000 0.000512773292 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARLQ2 945639.69880000 PA USD 902691.39000000 0.008432873405 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AXN20 346673.91600000 PA USD 329117.27000000 0.003074588175 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177QW90 9428.77860000 PA USD 8956.62000000 0.000083672053 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AT5V5 61369.20440000 PA USD 58284.87000000 0.000544492764 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178EMP1 20186.74000000 PA USD 18596.76000000 0.000173729498 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200AFV6 6624.32720000 PA USD 6779.71000000 0.000063335528 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178MVN8 163533.69120000 PA USD 146718.75000000 0.001370635256 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WFG8 21315779.11790000 PA USD 17833426.68000000 0.166598497828 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36207T6H9 29139.64000000 PA USD 30123.97000000 0.000281415806 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210EX46 47.34000000 PA USD 47.33000000 0.000000442153 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295QD49 42289.95870000 PA USD 42326.89000000 0.000395414544 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176RB35 158398.49570000 PA USD 155303.96000000 0.001450837626 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210MQS3 2628.73510000 PA USD 2717.53000000 0.000025386955 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VF89 209.91000000 PA USD 217.00000000 0.000002027197 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312936NA1 2372.76000000 PA USD 2333.86000000 0.000021802740 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36196LUS8 40359.77340000 PA USD 35986.40000000 0.000336182175 Long ABS-MBS USGA US N 2 2046-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210LNW9 141.13000000 PA USD 143.61000000 0.000001341593 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BGM4 1622.26520000 PA USD 1677.06000000 0.000015666965 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208RPD0 93.84000000 PA USD 97.01000000 0.000000906259 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296QWZ8 10029.74960000 PA USD 10034.64000000 0.000093742833 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200AWM7 15170.16120000 PA USD 15196.93000000 0.000141968549 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291QGT5 54142.10340000 PA USD 54220.74000000 0.000506525974 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212AWJ0 4295.30000000 PA USD 4358.26000000 0.000040714529 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36212KGQ0 25424.56880000 PA USD 25900.12000000 0.000241956925 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 312939RF0 19681.13700000 PA USD 19343.33000000 0.000180703898 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230NUS2 10737.84330000 PA USD 10548.10000000 0.000098539537 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MAFK0 23996.03110000 PA USD 23964.93000000 0.000223878529 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36205F7J6 31091.99640000 PA USD 31852.95000000 0.000297567804 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178LGB3 257509.40310000 PA USD 239294.35000000 0.002235469378 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KHU7 11817.87420000 PA USD 12025.21000000 0.000112338585 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208VP58 8728.47340000 PA USD 8881.61000000 0.000082971316 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALFL3 779868.47040000 PA USD 742426.83000000 0.006935694235 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213EUS3 232.84000000 PA USD 240.71000000 0.000002248694 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MLE1 8603.23960000 PA USD 8820.10000000 0.000082396694 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C0XP8 49000.66150000 PA USD 47941.99000000 0.000447870376 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297EH32 47880.73970000 PA USD 46773.52000000 0.000436954619 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178EDN6 92023.26620000 PA USD 82728.25000000 0.000772840936 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NLL3 106491.08260000 PA USD 106679.99000000 0.000996596245 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291JHG8 13429.82780000 PA USD 13453.08000000 0.000125677636 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178CJQ7 493791.73930000 PA USD 456681.86000000 0.004266286744 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291T4Z8 11433.75840000 PA USD 11452.35000000 0.000106986971 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201KHY5 2071.34000000 PA USD 2124.05000000 0.000019842711 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207PU56 4693.84370000 PA USD 4852.40000000 0.000045330746 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210MDW8 4227.10330000 PA USD 4369.89000000 0.000040823175 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179VME7 6204010.13110000 PA USD 5575133.20000000 0.052082464743 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180C3Z0 449176.80710000 PA USD 404974.49000000 0.003783240478 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SXM6 262859.15040000 PA USD 263337.92000000 0.002460082556 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KK74 1103.13000000 PA USD 1122.48000000 0.000010486121 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RRR6 68836.17060000 PA USD 68961.40000000 0.000644232084 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213NA89 765.57000000 PA USD 779.31000000 0.000007280253 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178ND89 27214.51000000 PA USD 24556.96000000 0.000229409227 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38376UJC4 3555651.06000000 PA USD 3171307.94000000 0.029626114399 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6QV3 43926.04420000 PA USD 43884.81000000 0.000409968513 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179V4V9 129338899.19300000 PA USD 108390731.33000000 1.012577859662 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C1Z74 20692.09820000 PA USD 20196.97000000 0.000188678537 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C6QP3 7866.78000000 PA USD 7477.18000000 0.000069851239 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FDM8 859.54000000 PA USD 888.57000000 0.000008300952 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201MHD7 5152.30370000 PA USD 5273.16000000 0.000049261454 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WJD4 57196.84350000 PA USD 57299.25000000 0.000535285178 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TLR4 465965.89120000 PA USD 410202.73000000 0.003832082294 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201A2R8 253.53000000 PA USD 262.09000000 0.000002448424 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291B5W3 3159.37000000 PA USD 3240.84000000 0.000030275677 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LS31 1548548.13420000 PA USD 1475715.73000000 0.013786022633 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NXM8 55427.93250000 PA USD 55515.82000000 0.000518624512 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200C2L8 33151.75710000 PA USD 32616.33000000 0.000304699241 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296GHM6 44566.91680000 PA USD 43740.57000000 0.000408621034 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A7N43 39935.24630000 PA USD 39150.74000000 0.000365743196 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FT74 665.39000000 PA USD 687.87000000 0.000006426028 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181GFX2 81475.06770000 PA USD 75351.98000000 0.000703932390 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209VSD7 8840.72870000 PA USD 9139.36000000 0.000085379196 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A7HD0 13503.08920000 PA USD 13510.27000000 0.000126211901 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200X2M0 9690.78390000 PA USD 10018.13000000 0.000093588598 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3617AAVH4 1350047.11180000 PA USD 1200093.87000000 0.011211184456 Long ABS-MBS USGA US N 2 2045-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292GNF8 48848.80880000 PA USD 48921.93000000 0.000457024900 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297HL30 29743.30240000 PA USD 29757.79000000 0.000277994981 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208CGY7 4799.87710000 PA USD 4884.09000000 0.000045626792 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210S5Q7 4666.20220000 PA USD 4748.07000000 0.000044356104 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVQP0 7716.07030000 PA USD 7540.48000000 0.000070442583 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QSD9 1121.12000000 PA USD 1158.99000000 0.000010827195 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BCD5 2084.36550000 PA USD 2154.77000000 0.000020129695 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290N3T7 10972.24540000 PA USD 10991.49000000 0.000102681652 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178UP64 42350.08050000 PA USD 39745.11000000 0.000371295754 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209JRH6 2581.02650000 PA USD 2591.93000000 0.000024213610 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMTX0 116079.51390000 PA USD 110309.31000000 0.001030501073 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CYY0 475279.08000000 PA USD 476042.81000000 0.004447155247 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230LVR7 83945.95830000 PA USD 81929.94000000 0.000765383186 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3617A36Y1 225701.02350000 PA USD 200337.71000000 0.001871539449 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296X5K6 143894.41420000 PA USD 140842.86000000 0.001315743144 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179Q3L3 106472.02270000 PA USD 103627.18000000 0.000968077130 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KN61 5131.31510000 PA USD 5139.61000000 0.000048013840 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176APT0 408927.90360000 PA USD 388058.23000000 0.003625210081 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FQJ0 2581.89000000 PA USD 2648.20000000 0.000024739280 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LH90 4965.19780000 PA USD 5052.31000000 0.000047198290 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208HQU3 3016.73650000 PA USD 3118.64000000 0.000029134094 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208KWM7 2190.78000000 PA USD 2229.22000000 0.000020825201 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213VVW5 3694.43680000 PA USD 3779.15000000 0.000035304528 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208XYP0 362.31000000 PA USD 374.55000000 0.000003499017 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NWG0 1131.54000000 PA USD 1169.76000000 0.000010927807 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212QHR4 2140.41000000 PA USD 2212.71000000 0.000020670966 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176UWK7 6287.38000000 PA USD 5964.06000000 0.000055715788 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209CCQ7 499.68000000 PA USD 500.96000000 0.000004679929 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296X5R1 803640.09040000 PA USD 803884.56000000 0.007509827613 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176SF88 70913.41600000 PA USD 69241.58000000 0.000646849504 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179A4G8 355436.68480000 PA USD 322240.92000000 0.003010349843 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9TH4 1104.41000000 PA USD 1105.27000000 0.000010325347 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AYHC3 23631.68180000 PA USD 23121.11000000 0.000215995627 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297CJA8 167249.07360000 PA USD 163804.58000000 0.001530249763 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213J5B7 39537.26290000 PA USD 40872.82000000 0.000381830734 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225AWK2 77.01000000 PA USD 79.61000000 0.000000743710 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211BK86 2934.77000000 PA USD 3033.91000000 0.000028342553 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GUM0 6984751.90200000 PA USD 6307993.70000000 0.058928791061 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 312945CZ9 153842.54250000 PA USD 151000.04000000 0.001410630737 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201SXN4 39662.18710000 PA USD 39734.37000000 0.000371195422 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FUF1 25082161.94180000 PA USD 24490679.42000000 0.228790039927 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179XFB7 5186.69000000 PA USD 3983.60000000 0.000037214484 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36200XWT2 38330.52060000 PA USD 39188.78000000 0.000366098562 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FJD1 1234.31000000 PA USD 1263.26000000 0.000011801277 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297TPC1 91155.30560000 PA USD 90035.66000000 0.000841106197 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36184CJ22 258933.34160000 PA USD 230429.42000000 0.002152653885 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213AYQ1 4082.22100000 PA USD 4089.50000000 0.000038203793 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180CYJ2 28897.88390000 PA USD 25329.43000000 0.000236625583 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36296V2G2 417397.25730000 PA USD 398440.24000000 0.003722198018 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209MCK8 13686.70860000 PA USD 13926.84000000 0.000130103466 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208RW83 4757.53220000 PA USD 4918.24000000 0.000045945819 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QJR7 2719.91000000 PA USD 2724.82000000 0.000025455058 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C1P75 131831.00860000 PA USD 125302.20000000 0.001170563496 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARJB8 13968.84490000 PA USD 13980.38000000 0.000130603632 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207EKS2 17424.34290000 PA USD 16916.97000000 0.000158037030 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GVM5 7839.68430000 PA USD 7853.85000000 0.000073370061 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A25D4 106661.18920000 PA USD 98588.76000000 0.000921008598 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209MU36 122.64000000 PA USD 126.78000000 0.000001184368 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CXN5 62414.30310000 PA USD 62512.56000000 0.000583987518 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291RZP0 34140.15620000 PA USD 35041.96000000 0.000327359290 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQMT7 25155.01120000 PA USD 25162.66000000 0.000235067630 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36184QLY8 338609.83120000 PA USD 319048.68000000 0.002980528183 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Fannie Mae REMICS N/A 31392D4U3 1416.21000000 PA USD 1442.94000000 0.000013479834 Long ABS-MBS USGSE US N 2 2032-09-25 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297F3C4 27695.12790000 PA USD 27700.85000000 0.000258779206 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176EDZ1 136462.17100000 PA USD 133269.42000000 0.001244992652 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C4CU2 147725.67180000 PA USD 144203.74000000 0.001347140226 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36184YDA2 54305.89220000 PA USD 48081.96000000 0.000449177965 Long ABS-MBS USGA US N 2 2045-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209CEP7 10934.14970000 PA USD 11125.98000000 0.000103938047 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KKS6 1936.37000000 PA USD 2001.78000000 0.000018700474 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5GW1 10985.10000000 PA USD 10426.62000000 0.000097404680 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202SYN2 3084.23000000 PA USD 3089.82000000 0.000028864860 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UV56 9560.36320000 PA USD 9758.25000000 0.000091160819 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AAB49 294748.39470000 PA USD 281121.29000000 0.002626213428 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36184KNU7 1577561.07970000 PA USD 1484357.67000000 0.013866754970 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C1L20 189028.98060000 PA USD 179563.09000000 0.001677464549 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210G6W9 11610.61540000 PA USD 11814.32000000 0.000110368467 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176V5G4 103704.91820000 PA USD 98173.03000000 0.000917124881 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132DWJR5 3600127.44910000 PA USD 3583389.38000000 0.033475747457 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36211AAE6 1851.72000000 PA USD 1914.27000000 0.000017882962 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209DBX1 771.18000000 PA USD 797.23000000 0.000007447661 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208YLF4 5308.06730000 PA USD 5401.19000000 0.000050457500 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LU52 3875.12000000 PA USD 3882.13000000 0.000036266559 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209S5J6 2416.02760000 PA USD 2458.42000000 0.000022966370 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Fannie Mae REMICS N/A 3136AQ5V8 3331593.38590000 PA USD 2686230.76000000 0.025094560763 Long ABS-MBS USGSE US N 2 2046-03-25 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36211BEV2 3209.98930000 PA USD 3266.31000000 0.000030513616 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212QH52 17538.17160000 PA USD 18130.60000000 0.000169374668 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213AJZ8 12198.43530000 PA USD 12610.49000000 0.000117806225 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209KEC8 19180.10890000 PA USD 19516.61000000 0.000182322666 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210PWG5 554.99000000 PA USD 564.73000000 0.000005275664 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FL95 8337.98100000 PA USD 7782.69000000 0.000072705290 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 362154BE5 257.13000000 PA USD 257.63000000 0.000002406759 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ASF46 70352.69760000 PA USD 67186.60000000 0.000627652039 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ANXZ8 545115.65000000 PA USD 518944.54000000 0.004847939903 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312933AN4 82617.33920000 PA USD 82504.08000000 0.000770746757 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AFYT8 2403663.40560000 PA USD 2404780.39000000 0.022465273094 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36206C6H7 30603.61610000 PA USD 29826.18000000 0.000278633875 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290WK84 4856.29170000 PA USD 4865.13000000 0.000045449669 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230MSG3 78178.94330000 PA USD 72473.12000000 0.000677038302 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209QAB1 4216.47520000 PA USD 4358.91000000 0.000040720601 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RU98 1174270.38930000 PA USD 1009685.47000000 0.009432403855 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5L62 284683.25920000 PA USD 270906.18000000 0.002530784657 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177RBT7 44759.57790000 PA USD 41234.16000000 0.000385206345 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296UVG2 4507.87260000 PA USD 4416.92000000 0.000041262526 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208KAA7 2403.37080000 PA USD 2484.56000000 0.000023210568 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RYX5 250.95000000 PA USD 251.40000000 0.000002348559 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WJS2 67266.43330000 PA USD 67388.86000000 0.000629541537 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WXC0 4107.41930000 PA USD 4179.48000000 0.000039044380 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36179GHL0 32943.59690000 PA USD 30424.44000000 0.000284222774 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176AGL7 125784.25550000 PA USD 123054.27000000 0.001149563507 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291CUE3 2087.05000000 PA USD 2090.53000000 0.000019529570 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202SAY4 4340.79580000 PA USD 4445.95000000 0.000041533722 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210XY35 3185.83420000 PA USD 3293.45000000 0.000030767156 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178DXS5 274999.14410000 PA USD 246299.52000000 0.002300911136 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NSR3 12562.29490000 PA USD 12884.92000000 0.000120369929 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200J7A2 4518.72490000 PA USD 4526.90000000 0.000042289950 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LHF6 58033.95640000 PA USD 56780.12000000 0.000530435505 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201GYW9 5844.83330000 PA USD 5819.34000000 0.000054363825 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AMT1 254.30000000 PA USD 262.89000000 0.000002455898 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GS80 17132.91730000 PA USD 17592.47000000 0.000164347499 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212YUM3 8088.10770000 PA USD 8361.32000000 0.000078110807 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295YFB4 688142.77390000 PA USD 637166.26000000 0.005952358101 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 21H020683 -624149000.00000000 PA USD -499939666.52000000 -4.67039784005 Short ABS-MBS USGA US N 2 2026-08-20 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36230T5S7 36981.01930000 PA USD 35036.34000000 0.000327306788 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209TWH8 81.60000000 PA USD 84.36000000 0.000000788084 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A2WE2 85758.83440000 PA USD 84055.74000000 0.000785242245 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178SK23 488539.34560000 PA USD 453154.64000000 0.004233335727 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291XXD6 4149.90460000 PA USD 4156.53000000 0.000038829982 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177UJK1 78862.36090000 PA USD 72961.13000000 0.000681597254 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A2JY9 548017.28260000 PA USD 520474.65000000 0.004862234073 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36294NR26 77980.95020000 PA USD 80016.57000000 0.000747508630 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230KX89 13193.36670000 PA USD 12514.92000000 0.000116913418 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AEJJ0 112677.43660000 PA USD 107653.71000000 0.001005692663 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290NBM3 33291.35080000 PA USD 33351.92000000 0.000311571066 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 3622A2BK7 13796.97420000 PA USD 13779.06000000 0.000128722916 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36183X2N9 5099.07000000 PA USD 4666.23000000 0.000043591561 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36178CQD8 47153.56450000 PA USD 43700.45000000 0.000408246236 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295GJC7 79584.69070000 PA USD 71287.96000000 0.000665966628 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292LGT5 53250.30920000 PA USD 54623.49000000 0.000510288434 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213MY28 3296.03000000 PA USD 3407.37000000 0.000031831387 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201FB22 43.07000000 PA USD 43.06000000 0.000000402263 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GQ37 427525.98820000 PA USD 416520.61000000 0.003891103442 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209W2S0 3773.45180000 PA USD 3900.92000000 0.000036442094 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202U5T6 3031.15000000 PA USD 3036.50000000 0.000028366749 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291BSW8 3248.06000000 PA USD 3330.07000000 0.000031109257 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209NPF3 876.59000000 PA USD 906.20000000 0.000008465650 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RF79 4852673.27840000 PA USD 4199750.46000000 0.039233745171 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36292J3A5 10686.10330000 PA USD 10633.91000000 0.000099341167 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FU38 1292.80000000 PA USD 1336.47000000 0.000012485199 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 3132DWGZ0 55516314.52000000 PA USD 55379644.46000000 0.517352371075 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36176CUY9 136204.45720000 PA USD 132921.60000000 0.001241743344 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230LGF0 55522.32910000 PA USD 54203.51000000 0.000506365013 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296BM41 14924.90940000 PA USD 14937.23000000 0.000139542451 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210LYZ0 1002.32000000 PA USD 1019.91000000 0.000009527920 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WJ69 37636.87660000 PA USD 37699.30000000 0.000352183955 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Nomura Securities International, Inc. OXTKY6Q8X53C9ILVV871 N/A 20000000.00000000 PA USD 20000000.00000000 0.186838458830 Long RA CORP US N 2 Repurchase Y 3.64000000 2026-08-03 20710600.00000000 USD 20400085.97000000 USD UST N N N Ginnie Mae I Pool N/A 36210KYA7 11939.03870000 PA USD 12342.33000000 0.000115301095 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209UQ25 4716.48930000 PA USD 4875.81000000 0.000045549441 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291BDH7 1301.94000000 PA USD 1304.22000000 0.000012183922 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201LEY6 1077.25000000 PA USD 1079.06000000 0.000010080495 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291ACG2 544.82000000 PA USD 538.18000000 0.000005027636 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176AHY8 1126.04000000 PA USD 1124.30000000 0.000010503123 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292JBM1 910.36000000 PA USD 901.37000000 0.000008420529 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230NHA6 252031.90330000 PA USD 239691.54000000 0.002239179896 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LGV1 13835.22910000 PA USD 14187.05000000 0.000132534327 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179S2P1 19707203.44030000 PA USD 17777302.63000000 0.166074191277 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A2JZ6 12113.63000000 PA USD 11168.66000000 0.000104336761 Long ABS-MBS USGA US N 2 2044-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AXNB0 17811.82000000 PA USD 16946.43000000 0.000158312243 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GNV8 15514.84000000 PA USD 15129.68000000 0.000141340304 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ALE75 2440231.82370000 PA USD 2319835.18000000 0.021671721488 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VN55 31824809.69540000 PA USD 29371180.52000000 0.274383305119 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CBR0 2741.59000000 PA USD 2792.19000000 0.000026084423 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213R7F8 1091.79000000 PA USD 1093.74000000 0.000010217634 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RNN9 37652.23090000 PA USD 37718.67000000 0.000352364908 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FCN4 741766.57700000 PA USD 725528.12000000 0.006777827788 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PQC4 8361.30840000 PA USD 8508.00000000 0.000079481080 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210HBY7 2630.72000000 PA USD 2676.87000000 0.000025007113 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177NYV6 655577.62820000 PA USD 582976.54000000 0.005446121913 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BBG9 23121.97690000 PA USD 23163.76000000 0.000216394060 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213MEQ7 578.46000000 PA USD 579.46000000 0.000005413270 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213ECQ7 3185.60000000 PA USD 3293.21000000 0.000030764914 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RQL0 45446.26060000 PA USD 45529.09000000 0.000425329250 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212GKS0 2605.26000000 PA USD 2693.26000000 0.000025160227 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C4U40 18338.69780000 PA USD 18317.35000000 0.000171119272 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212UUU3 107089.02540000 PA USD 104507.92000000 0.000976304935 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5LY1 95703.64130000 PA USD 88906.67000000 0.000830559260 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36198TUH3 146325.46520000 PA USD 129929.43000000 0.001213790722 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201HBM4 24875.85840000 PA USD 25508.85000000 0.000238301711 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SYR2 2591873.15610000 PA USD 2284127.87000000 0.021338146550 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.00000000 N N N N N N Freddie Mac REMICS N/A 3137H64W2 4292030.00000000 PA USD 2931539.33000000 0.027386214520 Long ABS-MBS USGSE US N 2 2052-03-25 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36176BN45 299656.16770000 PA USD 286046.62000000 0.002672225481 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201EHN3 54007.41660000 PA USD 54099.53000000 0.000505393640 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QJB2 58054.30810000 PA USD 58159.21000000 0.000543318858 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209GTF4 5726.27240000 PA USD 5860.59000000 0.000054749180 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208T4L1 335.26000000 PA USD 346.58000000 0.000003237723 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291LJP1 5954.66360000 PA USD 5964.23000000 0.000055717377 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AXPP7 162973.57920000 PA USD 154752.25000000 0.001445683594 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176YFD4 356463.48250000 PA USD 338201.93000000 0.003159456368 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AATL2 119821.99030000 PA USD 119940.52000000 0.001120475095 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178Q5E8 237111.91160000 PA USD 213075.17000000 0.001990531818 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230K5V9 397972.74200000 PA USD 379333.97000000 0.003543708716 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XZQ6 19585.70990000 PA USD 19335.92000000 0.000180634674 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296GJD4 6940.23270000 PA USD 6782.30000000 0.000063359723 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176H5E0 1236274.89290000 PA USD 1113689.34000000 0.010403999995 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NP45 4155.61710000 PA USD 4228.53000000 0.000039502601 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181GFT1 37224.82430000 PA USD 33519.84000000 0.000313139762 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176VS79 46913.84050000 PA USD 41780.74000000 0.000390312453 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179UWA6 1903220.95930000 PA USD 1820629.35000000 0.017008179092 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AUFW9 44139.60020000 PA USD 41953.63000000 0.000391927578 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208LXN2 1760.91000000 PA USD 1820.39000000 0.000017005943 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291CCG8 22259.94410000 PA USD 22298.48000000 0.000208310681 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200YF51 27846.52570000 PA USD 27896.58000000 0.000260607700 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200UBW4 7056.10870000 PA USD 7294.46000000 0.000068144283 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NCB6 167.65000000 PA USD 173.31000000 0.000001619048 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8R30 5673.07000000 PA USD 5438.42000000 0.000050805300 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36178YDL6 1019308.58640000 PA USD 939732.29000000 0.008778906638 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208RY40 3207.73690000 PA USD 3316.09000000 0.000030978657 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LJ98 49645.83200000 PA USD 50354.35000000 0.000470406457 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209XES5 2116.11000000 PA USD 2187.59000000 0.000020436297 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200RLN0 15209.48450000 PA USD 15520.44000000 0.000144990754 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36182AKX8 49516.42830000 PA USD 44267.44000000 0.000413543013 Long ABS-MBS USGA US N 2 2043-10-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129343E0 1221.21000000 PA USD 1218.81000000 0.000011386029 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210LW74 5522.21250000 PA USD 5619.10000000 0.000052493199 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202UF57 13599.73070000 PA USD 13623.11000000 0.000127266043 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210GXY5 2392.33490000 PA USD 2434.31000000 0.000022741136 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177PCM5 24394.91540000 PA USD 23214.34000000 0.000216866575 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7S97 12239.12530000 PA USD 11959.48000000 0.000111724540 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178WDK2 971579.90570000 PA USD 878187.86000000 0.008203963316 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJJX9 5260.15190000 PA USD 5255.29000000 0.000049094514 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SJT5 45056.77640000 PA USD 41250.45000000 0.000385358525 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36177WM98 160492.36690000 PA USD 150821.80000000 0.001408965633 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36200AB99 14568.72600000 PA USD 14942.88000000 0.000139595233 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FLE4 8487.10430000 PA USD 8636.01000000 0.000080676939 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210EKV0 1920.11000000 PA USD 1953.80000000 0.000018252249 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209M3Q5 837.53000000 PA USD 842.92000000 0.000007874493 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31374CSR8 20341688.24310000 PA USD 18289356.33000000 0.170857757485 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176W7D7 699638.85280000 PA USD 652078.87000000 0.006091670555 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292CEC4 203187.11090000 PA USD 203519.34000000 0.001901261991 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212AWK7 13565.02020000 PA USD 13770.33000000 0.000128641361 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210LXL2 2480.85930000 PA USD 2524.38000000 0.000023582563 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176D4G5 5033.25000000 PA USD 4798.52000000 0.000044827404 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295GXT4 48977.46830000 PA USD 49685.32000000 0.000464156430 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EK73 16314.55340000 PA USD 16302.41000000 0.000152295857 Long ABS-MBS USGA US N 2 2036-11-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QY91 492.22000000 PA USD 500.86000000 0.000004678995 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291XUZ0 4974.32210000 PA USD 4983.19000000 0.000046552576 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201A6S2 636.49000000 PA USD 647.66000000 0.000006050389 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L5HY0 139382.11860000 PA USD 139250.08000000 0.001300863516 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211D6X3 111693.80630000 PA USD 111890.89000000 0.001045276072 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FLA5 231.34000000 PA USD 239.15000000 0.000002234120 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36196KBF9 186927.61100000 PA USD 166672.21000000 0.001557038942 Long ABS-MBS USGA US N 2 2046-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ASAM1 63516.69940000 PA USD 62101.26000000 0.000580145185 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210A5V5 3249.22550000 PA USD 3306.23000000 0.000030886545 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MTU5 920.56000000 PA USD 936.71000000 0.000008750672 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A6ZN0 22630.22730000 PA USD 21593.15000000 0.000201721543 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVZW5 236073.40700000 PA USD 224164.50000000 0.002094127485 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GQF0 330992.99330000 PA USD 314357.72000000 0.002936705596 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LJ56 41846.35550000 PA USD 41881.91000000 0.000391257575 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176RDG4 309944.60590000 PA USD 294537.54000000 0.002751547002 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36183FRW1 121587.71830000 PA USD 108203.09000000 0.001010824928 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201LES9 20610.35230000 PA USD 21163.18000000 0.000197704796 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296HM97 11011.22000000 PA USD 10491.16000000 0.000098007608 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WD66 2015.36000000 PA USD 2083.44000000 0.000019463335 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201MVT6 26169.37750000 PA USD 26762.43000000 0.000250012558 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5CE5 24665.86710000 PA USD 23462.80000000 0.000219187669 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SQM4 28886.17800000 PA USD 29585.92000000 0.000276389384 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WU34 2004.06000000 PA USD 2071.76000000 0.000019354222 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMRP9 762815.47880000 PA USD 726787.55000000 0.006789593286 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296Y3A8 15168.78890000 PA USD 14833.67000000 0.000138575002 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418FYQ4 31557722.15000000 PA USD 30487886.97000000 0.284815490724 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212UDR9 5389.02330000 PA USD 5498.15000000 0.000051363293 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178LFH1 567012.33920000 PA USD 511642.51000000 0.004779724902 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CLX9 644.60000000 PA USD 666.37000000 0.000006225177 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201R2R1 132270.61330000 PA USD 135407.46000000 0.001264966057 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296XKR4 175647.30050000 PA USD 175748.46000000 0.001641828570 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140BALY0 372948.24000000 PA USD 369780.75000000 0.003454463271 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36176KD87 50808.06430000 PA USD 48368.76000000 0.000451857228 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295RYZ5 121284.51850000 PA USD 121396.14000000 0.001134073385 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3622A2MU3 4777677.00120000 PA USD 4543745.21000000 0.042447317617 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178QKK7 67647.19740000 PA USD 61437.03000000 0.000573940000 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210GRK2 1188.60000000 PA USD 1195.45000000 0.000011167801 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213VMD7 8007.05610000 PA USD 8277.53000000 0.000077328047 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210LZZ9 16434.24380000 PA USD 16722.57000000 0.000156220960 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JWB0 311.60620000 PA USD 317.07000000 0.000002962043 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36198RXJ0 226895.86930000 PA USD 213864.47000000 0.001997905398 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178D6Y2 20359.12000000 PA USD 18386.51000000 0.000171765359 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C6BF1 219947.79830000 PA USD 210761.96000000 0.001968921989 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202SF29 835.21000000 PA USD 855.86000000 0.000007995378 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WF23 3619.40760000 PA USD 3682.91000000 0.000034405461 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BKM6 2258.37000000 PA USD 2297.99000000 0.000021467645 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209C6U5 2194.93500000 PA USD 2269.08000000 0.000021197570 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NNN8 5894.32770000 PA USD 6093.44000000 0.000056924446 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210HXE7 2855.72000000 PA USD 2952.19000000 0.000027579131 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178XC21 209888.82550000 PA USD 198932.10000000 0.001858408348 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RPX5 175280.82110000 PA USD 175600.13000000 0.001640442882 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201XAL2 75596.99910000 PA USD 77626.87000000 0.000725184237 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7G25 3793.71000000 PA USD 3727.11000000 0.000034818374 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201AQX9 2186.55000000 PA USD 2239.52000000 0.000020921423 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KEB0 2391.06580000 PA USD 2433.02000000 0.000022729085 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MC24 2142849.41960000 PA USD 2036114.30000000 0.019021222890 Long ABS-MBS USGA US N 2 2042-05-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210U3L5 2199.33000000 PA USD 2273.62000000 0.000021239982 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210PXY5 6869.25040000 PA USD 6989.77000000 0.000065297892 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209ANG1 4231.58760000 PA USD 4374.53000000 0.000040866522 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178LY98 199380.85670000 PA USD 184238.66000000 0.001721143364 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295XA47 981.61000000 PA USD 982.42000000 0.000009177691 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NW62 255.27000000 PA USD 263.89000000 0.000002465240 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QYV1 154301.46260000 PA USD 154578.83000000 0.001444063518 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380U4T7 3204438.00000000 PA USD 2218083.78000000 0.020721167750 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36200J7D6 144861.19650000 PA USD 145122.50000000 0.001355723212 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210XT23 1916.40850000 PA USD 1950.03000000 0.000018217029 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176X7M5 168798.46990000 PA USD 160216.82000000 0.001496733186 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MH22 18007.26540000 PA USD 18039.99000000 0.000168528196 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MK82 35220.53160000 PA USD 33451.52000000 0.000312501522 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 4.00000000 N N N N N N N/A N/A N/A 939.00000000 NC USD -2180173.01000000 -0.02036700825 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Long N/A US LONG BOND(CBT) Sep26 2026-09-21 103885610.51000000 USD -2180173.01000000 N N N Ginnie Mae I Pool N/A 36178GFC3 263518.76440000 PA USD 243436.50000000 0.002274165024 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291J7K0 7082.11320000 PA USD 7094.29000000 0.000066274310 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AY5F9 704920.53900000 PA USD 689414.97000000 0.006440461524 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178AWW3 5381.12000000 PA USD 4868.02000000 0.000045476667 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178MRQ6 312311.30340000 PA USD 289406.89000000 0.002703616865 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176H2W3 219095.66410000 PA USD 196965.42000000 0.001840035775 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36297F2M3 10446.06720000 PA USD 10232.01000000 0.000095586648 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138E2MC6 2097.26530000 PA USD 2088.39000000 0.000019509578 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179S2N6 5012840.19800000 PA USD 4417642.12000000 0.041269272268 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213WKA3 24070.28240000 PA USD 24112.98000000 0.000225261601 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213VCV8 8603.28250000 PA USD 8893.90000000 0.000083086128 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201P6Y6 360.72000000 PA USD 367.05000000 0.000003428952 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YSU0 375.53000000 PA USD 388.22000000 0.000003626721 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292GR80 23205.27660000 PA USD 23238.62000000 0.000217093397 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SV71 100432.59330000 PA USD 100615.11000000 0.000939938604 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JMN8 342.73000000 PA USD 348.74000000 0.000003257902 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230LP86 80791.82780000 PA USD 78732.31000000 0.000735511173 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208YET2 994.95000000 PA USD 1012.41000000 0.000009457856 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AEUM0 167856.70000000 PA USD 159574.95000000 0.001490736886 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213VFC7 19511.45910000 PA USD 19920.98000000 0.000186100260 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MYL1 10576.67000000 PA USD 10048.97000000 0.000093876703 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36216K4K2 986.06000000 PA USD 1019.37000000 0.000009522875 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36198KL41 429055.35800000 PA USD 380978.93000000 0.003559075806 Long ABS-MBS USGA US N 2 2045-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200XYQ6 34944.81860000 PA USD 35727.27000000 0.000333761403 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ACSU9 67031.69460000 PA USD 65596.75000000 0.000612799783 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291JXE5 47231.93460000 PA USD 48475.08000000 0.000452850461 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180BJ85 80535.27690000 PA USD 74335.09000000 0.000694432682 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LTG1 18107.31060000 PA USD 18117.74000000 0.000169254530 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213R3K1 1613.72000000 PA USD 1616.47000000 0.000015100938 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UK41 1104.16000000 PA USD 1141.46000000 0.000010663431 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C6R80 101025.13060000 PA USD 98688.96000000 0.000921944659 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36202XXZ5 23080.48290000 PA USD 23120.97000000 0.000215994320 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AXNC8 223720.46160000 PA USD 212599.52000000 0.001986088333 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KUF5 1038.91000000 PA USD 1074.00000000 0.000010033225 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NCH3 395.95000000 PA USD 398.50000000 0.000003722756 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291FZR2 36071.34930000 PA USD 36135.94000000 0.000337579166 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FMB9 5946.98490000 PA USD 5810.12000000 0.000054277693 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179CHE5 66301.80500000 PA USD 61112.91000000 0.000570912095 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209AEM8 108.86000000 PA USD 110.77000000 0.000001034804 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177KC20 85439.54300000 PA USD 81455.08000000 0.000760947080 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AY7J9 598279.00370000 PA USD 568872.81000000 0.005314365954 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36183JC82 8051.48000000 PA USD 7577.09000000 0.000070784590 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YYS2 941.47000000 PA USD 973.27000000 0.000009092213 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36182AV40 21003.26870000 PA USD 20606.77000000 0.000192506857 Long ABS-MBS USGA US N 2 2043-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AEJR2 3274.42000000 PA USD 3186.71000000 0.000029769999 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NPA1 13344.22140000 PA USD 13578.34000000 0.000126847805 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212G4J8 8299.31370000 PA USD 8579.66000000 0.000080150522 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NRD5 178589.67390000 PA USD 178898.88000000 0.001671259551 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VLG7 680.09000000 PA USD 692.02000000 0.000006464797 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176BPB7 194847.91430000 PA USD 190377.89000000 0.001778495578 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVWD0 20449.07960000 PA USD 19479.25000000 0.000181973652 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210F3K0 787.17000000 PA USD 789.38000000 0.000007374327 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138XXGD2 100972.02630000 PA USD 100544.66000000 0.000939280465 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200TP69 146276.18080000 PA USD 148438.22000000 0.001386698412 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210CJ38 3899.11080000 PA USD 3967.52000000 0.000037064266 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RAX4 147928.60290000 PA USD 140466.23000000 0.001312224696 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176CQE8 80840.07820000 PA USD 79175.18000000 0.000739648430 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177NQ52 21550.35470000 PA USD 20429.53000000 0.000190851094 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36181GFU8 127774.79060000 PA USD 115057.37000000 0.001074857084 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208T2Q2 1120.73000000 PA USD 1158.59000000 0.000010823458 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36182WLQ4 120352.70260000 PA USD 113543.07000000 0.001060710610 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A24G8 33748.83500000 PA USD 31203.55000000 0.000291501159 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NRA1 3455.48000000 PA USD 3461.50000000 0.000032337066 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VP99 53301.76800000 PA USD 53397.75000000 0.000498837665 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FWP4 253218.08370000 PA USD 253679.37000000 0.002369853126 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178TTP1 249037.78210000 PA USD 230657.13000000 0.002154781134 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C36N7 151639.40940000 PA USD 144537.48000000 0.001350258000 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5LJ4 211183.36540000 PA USD 200685.63000000 0.001874789690 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180JA20 709380.18730000 PA USD 654584.68000000 0.006115079639 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ANXN5 246307.42030000 PA USD 234529.84000000 0.002190959692 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DS36 266991.31590000 PA USD 240219.75000000 0.002244114393 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KHA9 31970.43940000 PA USD 33050.39000000 0.000308754196 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177NVM9 80864.31610000 PA USD 76829.74000000 0.000717737510 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176XKP3 20252.55850000 PA USD 18802.71000000 0.000175653467 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201FJG3 597.52000000 PA USD 611.99000000 0.000005717163 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177PEW1 7881.83000000 PA USD 7112.15000000 0.000066441157 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201UGW8 38812.63080000 PA USD 38880.29000000 0.000363216673 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARMC2 1737530.58260000 PA USD 1699990.71000000 0.015881182214 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209EVB5 161.89000000 PA USD 161.75000000 0.000001511056 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SKC4 3074.49720000 PA USD 3128.44000000 0.000029225645 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210C4H3 4350.39990000 PA USD 4497.35000000 0.000042013897 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WXJ2 1029251.61100000 PA USD 860942.31000000 0.008042856717 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36294NY51 2025.52000000 PA USD 2067.44000000 0.000019313865 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176XER6 222658.25500000 PA USD 207283.44000000 0.001936425923 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380C5F6 8943129.57400000 PA USD 6414410.50000000 0.059922928606 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NS85 18948.43370000 PA USD 18980.11000000 0.000177310725 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BFZ9 390160.59510000 PA USD 380984.10000000 0.003559124104 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225A7E4 813.10000000 PA USD 827.37000000 0.000007729226 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295VVZ9 9695.89320000 PA USD 9704.36000000 0.000090657383 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BKD2 81114.27350000 PA USD 79035.40000000 0.000738342616 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213XFH2 6075.18490000 PA USD 6280.40000000 0.000058671012 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201NBK5 3615.67740000 PA USD 3622.15000000 0.000033837846 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C66B6 7295.24050000 PA USD 6935.31000000 0.000064789131 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36294W3D8 485.48000000 PA USD 492.19000000 0.000004598001 Long ABS-MBS USGA US N 2 2037-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36176EYV7 19970.91330000 PA USD 19136.85000000 0.000178774978 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176DH97 196.74000000 PA USD 195.67000000 0.000001827934 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209UNF9 2182.48000000 PA USD 2256.20000000 0.000021077246 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Fannie Mae REMICS N/A 3136AYQY2 2230063.00000000 PA USD 1766888.06000000 0.016506132102 Long ABS-MBS USGSE US N 2 2047-11-25 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36295GUM2 8853.75430000 PA USD 9172.31000000 0.000085687013 Long ABS-MBS USGA US N 2 2037-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296U3A6 113475.17850000 PA USD 111138.16000000 0.001038244126 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207PTZ2 202.83000000 PA USD 209.68000000 0.000001958814 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36178YF26 1810413.91020000 PA USD 1669923.26000000 0.015600294413 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RRZ8 22628.98740000 PA USD 22670.11000000 0.000211782420 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KAC2 1103.59000000 PA USD 1140.87000000 0.000010657919 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XJ92 60107.05800000 PA USD 60216.07000000 0.000562533885 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176HQK3 172386.48600000 PA USD 163354.35000000 0.001526043749 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295DNX3 279192.09010000 PA USD 267407.50000000 0.002498100258 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MSV3 10575.40000000 PA USD 9300.85000000 0.000086887823 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JLJ5 69.42000000 PA USD 71.76000000 0.000000670376 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMGF3 26275.13420000 PA USD 26280.04000000 0.000245506108 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WK50 19463.30900000 PA USD 19498.61000000 0.000182154512 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200RUY6 6557.19830000 PA USD 6778.70000000 0.000063326093 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132M9UW2 20170.78590000 PA USD 19961.22000000 0.000186476179 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290R7A5 34033.49760000 PA USD 34095.50000000 0.000318517533 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180DSW8 188423.61990000 PA USD 174323.97000000 0.001628521094 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179V7C8 37306031.78160000 PA USD 28603094.16000000 0.267207901532 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 1.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WQB7 172870674.53500000 PA USD 150265085.20000000 1.403764846742 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230TFA5 77891.97370000 PA USD 76083.66000000 0.000710767688 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213YMR0 24100.89860000 PA USD 24915.02000000 0.000232754196 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NVB5 1045.48000000 PA USD 1080.80000000 0.000010096750 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291XVG1 24675.08010000 PA USD 24710.92000000 0.000230847510 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FSB9 182914.95000000 PA USD 179128.94000000 0.001673408754 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NKT7 7409.48030000 PA USD 7421.77000000 0.000069333603 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Freddie Mac REMICS N/A 31392PPQ2 228914.57000000 PA USD 231162.42000000 0.002159501514 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7CZ7 93725.29350000 PA USD 93637.86000000 0.000874757672 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ELU1 31987.27040000 PA USD 31951.87000000 0.000298491907 Long ABS-MBS USGA US N 2 2037-01-20 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SUU9 127631434.38370000 PA USD 112477154.31000000 1.050752908247 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 312938MN0 12947.22220000 PA USD 12734.42000000 0.000118963970 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200XKW8 3897.94290000 PA USD 4029.61000000 0.000037644306 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BZT5 28524.62760000 PA USD 28947.62000000 0.000270426435 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36182AH20 22690.05620000 PA USD 20192.44000000 0.000188636218 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QMX4 36674.68900000 PA USD 36684.99000000 0.000342708349 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RP49 980.03000000 PA USD 1003.02000000 0.000009370135 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FS79 19165.73070000 PA USD 19644.22000000 0.000183514789 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASAP4 26440.91690000 PA USD 25181.74000000 0.000235245874 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36212UKU4 4475.80880000 PA USD 4627.00000000 0.000043225077 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 3131X7CG1 1526.13210000 PA USD 1520.88000000 0.000014207943 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176CLT0 16008.81580000 PA USD 15262.25000000 0.000142578763 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38384BYL9 8194584.51000000 PA USD 7393970.33000000 0.069073901054 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296UFC9 84115.25160000 PA USD 82365.58000000 0.000769452901 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290YUV8 1390.84000000 PA USD 1373.10000000 0.000012827394 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208LTN7 935.84000000 PA USD 967.45000000 0.000009037843 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36224EN41 128.79000000 PA USD 133.14000000 0.000001243783 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296L5R7 9119.48090000 PA USD 9129.31000000 0.000085285310 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213SZB4 175.85000000 PA USD 181.79000000 0.000001698268 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QY83 212.16000000 PA USD 215.88000000 0.000002016734 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210DAJ0 1526.39000000 PA USD 1553.17000000 0.000014509594 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177WJP6 34670.43620000 PA USD 32092.73000000 0.000299807810 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176QHL1 76013.96180000 PA USD 72379.23000000 0.000676161189 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMAD4 51199.99590000 PA USD 48853.65000000 0.000456387033 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296WVS2 137085.15410000 PA USD 137123.66000000 0.001280998665 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296DKZ0 1656.95000000 PA USD 1658.36000000 0.000015492271 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AUHP2 17605.62730000 PA USD 17415.98000000 0.000162698743 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295KJR5 702.86000000 PA USD 703.56000000 0.000006572603 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176LQM0 134470.53140000 PA USD 125148.23000000 0.001169125120 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209VHW7 13468.00410000 PA USD 13922.95000000 0.000130067126 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201NLX6 2321.53000000 PA USD 2369.58000000 0.000022136433 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200RWX6 3363.45000000 PA USD 3477.07000000 0.000032482520 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201XMA3 4105.40630000 PA USD 4112.81000000 0.000038421554 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XHW3 35142.42710000 PA USD 35205.60000000 0.000328888002 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JBK3 7715.91760000 PA USD 7851.29000000 0.000073346146 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208VXH3 17188.62530000 PA USD 17769.25000000 0.000165998964 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225AVG2 68.40000000 PA USD 68.59000000 0.000000640762 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208L5V5 2097.60570000 PA USD 2168.46000000 0.000020257586 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KBT1 12871.32030000 PA USD 13097.14000000 0.000122352472 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290YXJ2 49269.04070000 PA USD 49356.44000000 0.000461084059 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213GRP8 9268.61440000 PA USD 9488.42000000 0.000088640088 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208RCA0 5240.73860000 PA USD 5332.68000000 0.000049817485 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NVR9 6293.54740000 PA USD 6462.54000000 0.000060372550 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PYX0 1271.15000000 PA USD 1293.45000000 0.000012083310 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FS87 37926.46490000 PA USD 37995.49000000 0.000354950939 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290R4H3 58071.59750000 PA USD 58177.13000000 0.000543486265 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VH79 13833.39440000 PA USD 13856.99000000 0.000129450932 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MU33 134.78000000 PA USD 137.14000000 0.000001281151 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C1RN8 8006.65280000 PA USD 7828.23000000 0.000073130721 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207QE94 73073.65080000 PA USD 71473.40000000 0.000667698995 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230MKD8 2183.88000000 PA USD 2086.51000000 0.000019492015 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211B3C6 4020.44690000 PA USD 4094.66000000 0.000038251998 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARG88 5057.48740000 PA USD 4820.62000000 0.000045033860 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LA70 11848.37000000 PA USD 12040.61000000 0.000112482450 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38384USJ9 7590567.53000000 PA USD 7159855.20000000 0.066886815550 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A2L34 116679.16720000 PA USD 105109.59000000 0.000981925690 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M73M6 18888.32660000 PA USD 18870.73000000 0.000176288905 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NBB3 580157.29580000 PA USD 537804.54000000 0.005024128570 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291RW57 1143.99000000 PA USD 1145.86000000 0.000010704535 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140UD6P9 19941805.15000000 PA USD 19269124.19000000 0.180010673333 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A8GZ0 6400.56000000 PA USD 6269.40000000 0.000058568251 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297DBB2 6118.60780000 PA USD 6124.38000000 0.000057213486 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RYR8 4871.64080000 PA USD 4880.52000000 0.000045593441 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BSV8 573.12000000 PA USD 583.18000000 0.000005448022 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180C4K2 140945.16010000 PA USD 129879.10000000 0.001213320543 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A6AK3 5184.33400000 PA USD 4955.38000000 0.000046292778 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.00000000 N N N N N N Fannie Mae REMICS N/A 31359WKN0 9594.60000000 PA USD 9686.15000000 0.000090487266 Long ABS-MBS USGSE US N 2 2029-07-25 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AXRH3 103415.99200000 PA USD 101043.52000000 0.000943940777 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176KMW4 78818.85600000 PA USD 75239.12000000 0.000702878061 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291KC88 18855.02660000 PA USD 19354.67000000 0.000180809835 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VVK7 19398.66480000 PA USD 19891.97000000 0.000185829250 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QUM5 618.16000000 PA USD 629.01000000 0.000005876162 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XHL7 6593.51350000 PA USD 6605.50000000 0.000061708071 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202TY67 1257301.02480000 PA USD 1122717.39000000 0.010488339342 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMPA4 2010.83000000 PA USD 1914.68000000 0.000017886793 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177SJZ3 118147.16030000 PA USD 109491.75000000 0.001022863491 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201M6N7 3124.04000000 PA USD 3205.72000000 0.000029947589 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LDP8 25081.32380000 PA USD 24567.37000000 0.000229506477 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AUF4 15036.59070000 PA USD 15063.84000000 0.000140725232 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200DS79 5753.80680000 PA USD 5910.66000000 0.000055216930 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LPE0 8177.14040000 PA USD 8453.36000000 0.000078970637 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201LKY9 707.30000000 PA USD 708.49000000 0.000006618658 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210K2G9 12343.81600000 PA USD 12560.38000000 0.000117338102 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36189YGQ9 476838.69020000 PA USD 421889.80000000 0.003941262001 Long ABS-MBS USGA US N 2 2046-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FLD6 1423.16000000 PA USD 1448.13000000 0.000013528318 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208L3H8 6506.01640000 PA USD 6620.16000000 0.000061845024 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WV74 1612.79110000 PA USD 1614.81000000 0.000015085430 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SLJ6 13106.76220000 PA USD 13420.95000000 0.000125377480 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BX63 49528.34290000 PA USD 48482.99000000 0.000452924356 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211UTQ5 10391.00450000 PA USD 10742.01000000 0.000100351029 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MTD5 184259.85940000 PA USD 181961.42000000 0.001699869563 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36181FX97 63391.29730000 PA USD 56715.74000000 0.000529834072 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208X4G3 5103.33230000 PA USD 5275.72000000 0.000049285369 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201U2Q6 3914.63000000 PA USD 3921.64000000 0.000036635658 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209MZG2 2554.43300000 PA USD 2640.72000000 0.000024669402 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297JT46 689565.21700000 PA USD 675081.04000000 0.006306555054 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140FEGF5 335540.38980000 PA USD 323327.22000000 0.003020497974 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ABGC4 43247.32910000 PA USD 42275.37000000 0.000394933248 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C03L0 203242.33660000 PA USD 198579.73000000 0.001855116535 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Freddie Mac REMICS N/A 3133TSTH6 4182.85000000 PA USD 4265.59000000 0.000039848813 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AEAM2 146016.10960000 PA USD 143024.05000000 0.001336119653 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212DJP5 2475.14000000 PA USD 2527.09000000 0.000023607880 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178MLR0 9916.36000000 PA USD 9176.42000000 0.000085725408 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VF71 2157.91590000 PA USD 2195.78000000 0.000020512807 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SKZ3 176589.34560000 PA USD 176904.13000000 0.001652624750 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178TT97 109870.61760000 PA USD 102223.69000000 0.000954965834 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RD71 9358.96170000 PA USD 8601.34000000 0.000080353055 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290WKA9 44902.08450000 PA USD 44983.08000000 0.000420228467 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176NFA4 63656.24680000 PA USD 62127.50000000 0.000580390317 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179KVD3 372162.36600000 PA USD 343606.91000000 0.003209949275 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36184HD76 465554.38800000 PA USD 439537.30000000 0.004106123586 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210E6X2 73.52000000 PA USD 76.00000000 0.000000709986 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CU40 3048.85000000 PA USD 3053.93000000 0.000028529578 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A8ER0 906883.66070000 PA USD 808265.78000000 0.007550756633 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ENV7 32492.07840000 PA USD 32447.22000000 0.000303119428 Long ABS-MBS USGA US N 2 2037-07-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200AR50 1284.05000000 PA USD 1312.80000000 0.000012264076 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36206YPP0 9068.03750000 PA USD 9227.13000000 0.000086199137 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VUK5 282.88000000 PA USD 290.21000000 0.000002711119 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SRW3 191949.05730000 PA USD 197181.82000000 0.001842057367 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LTY2 3660.86000000 PA USD 3487.24000000 0.000032577527 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295CJR3 2896.46000000 PA USD 2606.03000000 0.000024345331 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292GHX6 40457.21550000 PA USD 39775.01000000 0.000371575078 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201XAF5 176038.79170000 PA USD 176334.08000000 0.001647299387 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202WCF4 21993.82420000 PA USD 22033.88000000 0.000205838809 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KMC9 8551.36890000 PA USD 8435.20000000 0.000078800988 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36181GFZ7 1313356.45390000 PA USD 1183127.71000000 0.011052687896 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178VD40 163454.64570000 PA USD 150621.30000000 0.001407092577 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209AFU9 7362.61890000 PA USD 7491.79000000 0.000069987724 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38376UJH3 13121622.74870000 PA USD 9913885.92000000 0.092614758315 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36177JLA5 24946.69000000 PA USD 23117.14000000 0.000215958540 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291R2X9 61227.51570000 PA USD 60472.36000000 0.000564928127 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230Q6G8 33206.36160000 PA USD 30801.24000000 0.000287742810 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36206XD59 4893.58660000 PA USD 5058.89000000 0.000047259760 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176H4W1 617495.27620000 PA USD 554002.87000000 0.005175452120 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209EA44 5408.69940000 PA USD 5434.27000000 0.000050766531 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380BNN1 17862088.05000000 PA USD 15967275.96000000 0.149165061604 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290YSW9 7070.94940000 PA USD 7083.28000000 0.000066171455 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230MRW9 72924.19130000 PA USD 67328.83000000 0.000628980741 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WR26 178668307.95340000 PA USD 149451412.09000000 1.396163575249 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMAG7 2510.05000000 PA USD 2455.82000000 0.000022942081 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176M3Z4 334601.16740000 PA USD 326682.96000000 0.003051847038 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NYN5 79904.78350000 PA USD 80049.70000000 0.000747818128 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200DFN8 10965.61680000 PA USD 11252.33000000 0.000105118399 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NPZ6 1824.52000000 PA USD 1856.53000000 0.000017343560 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176DN90 99706.24710000 PA USD 99573.70000000 0.000930209832 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132QVE49 230826.02070000 PA USD 222555.43000000 0.002079095677 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295KRG0 11615.48020000 PA USD 10526.08000000 0.000098333828 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FEV6 57959.67440000 PA USD 57879.43000000 0.000540705174 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210UB93 4690.11950000 PA USD 4848.55000000 0.000045294780 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176VHY2 777892.90870000 PA USD 679146.79000000 0.006344536978 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BGH2 550.87000000 PA USD 569.48000000 0.000005320038 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213HJV2 7430.99520000 PA USD 7682.01000000 0.000071764745 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209KC30 4849.61950000 PA USD 5013.44000000 0.000046835170 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176LV77 83806.15830000 PA USD 77907.96000000 0.000727810158 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ADUK6 9824.99780000 PA USD 9351.41000000 0.000087360151 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295R5X2 6712.60000000 PA USD 6387.75000000 0.000059673868 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176ATB5 89499.55680000 PA USD 85254.90000000 0.000796444706 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176W6T3 5620.16000000 PA USD 5067.09000000 0.000047336364 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FFV3 3402.94000000 PA USD 3443.88000000 0.000032172461 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140ASKC1 382764.59000000 PA USD 379549.64000000 0.003545723489 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36177HBP7 41305.37780000 PA USD 40338.97000000 0.000376843549 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207V3W4 795.90000000 PA USD 822.79000000 0.000007686440 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210CLN1 5041.40980000 PA USD 5129.86000000 0.000047922756 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177TMM6 251495.98260000 PA USD 227321.21000000 0.002123617226 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AUB1 6770.68200000 PA USD 6889.47000000 0.000064360897 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212RLP1 1698.00000000 PA USD 1755.36000000 0.000016398437 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202DXR7 2141.66000000 PA USD 2117.56000000 0.000019782082 Long ABS-MBS USGA US N 2 2033-05-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36216UVV6 6558.69140000 PA USD 6780.24000000 0.000063340479 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209BHF8 3904.98680000 PA USD 3973.50000000 0.000037120130 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211ES41 16437.57800000 PA USD 16992.83000000 0.000158745708 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RYK3 5670.11290000 PA USD 5599.38000000 0.000052308976 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176RJH6 7075.84190000 PA USD 6933.82000000 0.000064775212 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225A3A6 12034.87810000 PA USD 12441.41000000 0.000116226693 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GQX1 390532.94550000 PA USD 372957.71000000 0.003484142187 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GRA0 301645.77890000 PA USD 279797.70000000 0.002613848552 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BEU8 51936.53670000 PA USD 52847.74000000 0.000493699514 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AS3K3 5555.71700000 PA USD 5281.61000000 0.000049340393 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MQN4 2619.78760000 PA USD 2665.75000000 0.000024903231 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LPL4 765.89000000 PA USD 766.30000000 0.000007158715 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209NPD8 3382.78380000 PA USD 3497.05000000 0.000032669171 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208GSX7 223.66000000 PA USD 223.50000000 0.000002087919 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291UAX3 1386.90000000 PA USD 1389.14000000 0.000012977238 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BEB3 114019.86730000 PA USD 111536.28000000 0.001041963332 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BUH6 1327.05000000 PA USD 1371.88000000 0.000012815997 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207V4M5 1023.05000000 PA USD 1041.00000000 0.000009724941 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KQ92 7974.72690000 PA USD 8088.23000000 0.000075559621 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36198KHC8 34007.88860000 PA USD 31346.37000000 0.000292835373 Long ABS-MBS USGA US N 2 2043-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LPY6 659590.59460000 PA USD 629095.74000000 0.005876963925 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AEU65 350427.48440000 PA USD 333671.23000000 0.003117130918 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312933MJ0 256839.00550000 PA USD 252431.19000000 0.002358192725 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211GY23 2207.20410000 PA USD 2281.76000000 0.000021316026 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209UMJ2 2107.02000000 PA USD 2178.19000000 0.000020348483 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180KED9 61807.13980000 PA USD 57573.50000000 0.000537847200 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A27E0 241168.60400000 PA USD 222539.73000000 0.002078949009 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KMM4 1623.02080000 PA USD 1677.85000000 0.000015674345 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200J6V7 19188.83900000 PA USD 19223.76000000 0.000179586884 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176XB73 70233.65330000 PA USD 65408.85000000 0.000611044436 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36207WS62 736.86000000 PA USD 740.06000000 0.000006913583 Long ABS-MBS USGA US N 2 2027-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVFX5 57506.19400000 PA USD 57519.65000000 0.000537344137 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASAV1 897348.92540000 PA USD 853922.26000000 0.007977275950 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291USX4 13680.21230000 PA USD 13872.75000000 0.000129598161 Long ABS-MBS USGA US N 2 2037-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291RUQ3 412157.19990000 PA USD 412840.85000000 0.003856727407 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209XHB9 657.98000000 PA USD 669.52000000 0.000006254604 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JW87 8943.47500000 PA USD 9100.38000000 0.000085015048 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KED8 3813.30450000 PA USD 3942.12000000 0.000036826981 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241L4N3 35974.90420000 PA USD 35222.92000000 0.000329049804 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NNA2 10017.07140000 PA USD 9269.44000000 0.000086594394 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AVJ5 1327.78000000 PA USD 1354.40000000 0.000012652700 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALD43 50677.83990000 PA USD 49548.51000000 0.000462878362 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A3AX8 378362.87880000 PA USD 336890.67000000 0.003147206678 Long ABS-MBS USGA US N 2 2048-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210DH61 31.02000000 PA USD 32.07000000 0.000000299595 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290N6X5 19979.36270000 PA USD 20015.67000000 0.000186984846 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QJL0 1499.81000000 PA USD 1479.85000000 0.000013824644 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209GM87 2822.38060000 PA USD 2917.72000000 0.000027257115 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202XD61 226769.98790000 PA USD 227179.04000000 0.002122289085 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200DGE7 4205.23760000 PA USD 4270.77000000 0.000039897204 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36211HUV1 467.19000000 PA USD 482.97000000 0.000004511868 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176LY33 312650.98530000 PA USD 289154.36000000 0.002701257749 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A2EW8 110511.94050000 PA USD 104957.75000000 0.000980507212 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36205XUK8 2258.45000000 PA USD 2334.74000000 0.000021810961 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181H6P7 4590.42000000 PA USD 4135.25000000 0.000038631186 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209V2Q6 625.60000000 PA USD 625.94000000 0.000005847483 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AGKD6 6437.60670000 PA USD 6302.39000000 0.000058876441 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RS75 1028566.19670000 PA USD 888717.40000000 0.008302329467 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209TWC9 4980.35360000 PA USD 5067.73000000 0.000047342343 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295NM61 17145.93990000 PA USD 17392.53000000 0.000162479675 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36211CV41 6737.61850000 PA USD 6965.21000000 0.000065068455 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200XBP3 430.36000000 PA USD 440.23000000 0.000004112594 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181AYX4 89445.71900000 PA USD 80643.60000000 0.000753366296 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213S6A8 27982.30910000 PA USD 28033.31000000 0.000261885021 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASXW4 884767.71680000 PA USD 863519.40000000 0.008066931693 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NDQ8 12707.11290000 PA USD 11498.10000000 0.000107414364 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36211RSN0 511.61000000 PA USD 512.47000000 0.000004787455 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VXF3 1335.30000000 PA USD 1337.66000000 0.000012496316 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179JMQ7 23026.57000000 PA USD 20813.17000000 0.000194435030 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201GLT0 26296.75660000 PA USD 26927.12000000 0.000251551080 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NFQ9 13237.01720000 PA USD 13260.61000000 0.000123879596 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291K5B9 470.44000000 PA USD 471.22000000 0.000004402100 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178EAH2 86259.60970000 PA USD 79422.60000000 0.000741959809 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230UHS1 6876.93220000 PA USD 6545.45000000 0.000061147089 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296UST8 63817.61670000 PA USD 62432.68000000 0.000583241285 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213RZ91 3040.72000000 PA USD 3045.80000000 0.000028453628 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290UQD1 12489.67660000 PA USD 11880.50000000 0.000110986715 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202TU20 176072.88760000 PA USD 160775.31000000 0.001501950556 Long ABS-MBS USGA US N 2 2044-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178TSU1 334496.01680000 PA USD 309626.64000000 0.002892508211 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36202WX46 28228.72640000 PA USD 28278.54000000 0.000264175941 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KDC6 527.11000000 PA USD 544.92000000 0.000005090600 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178SLZ9 144026.83130000 PA USD 134656.70000000 0.001257952514 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ANDX5 12358.33870000 PA USD 11799.61000000 0.000110231047 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XND8 12613.23430000 PA USD 12464.78000000 0.000116445014 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212RKQ0 10621.80290000 PA USD 10980.60000000 0.000102579919 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LYE0 125771.45160000 PA USD 119542.73000000 0.001116758971 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RJE0 100960.20990000 PA USD 92743.25000000 0.000866400294 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200EEG2 31557.48780000 PA USD 31261.73000000 0.000292044672 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230LGV5 103088.76990000 PA USD 100622.00000000 0.000940002970 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3129366H5 4450.07000000 PA USD 4443.96000000 0.000041515131 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200EAY7 9232.24280000 PA USD 9248.95000000 0.000086402978 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36183FTX7 85674.68490000 PA USD 80571.89000000 0.000752696387 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BPW2 140.97000000 PA USD 143.71000000 0.000001342527 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209G4Q7 6263.35750000 PA USD 6373.24000000 0.000059538316 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200VH22 5227.82870000 PA USD 5347.70000000 0.000049957801 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211EFA1 234.59000000 PA USD 242.51000000 0.000002265509 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295N4K0 6622.64830000 PA USD 6628.43000000 0.000061922282 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208LXB8 883.06000000 PA USD 886.89000000 0.000008285258 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290UZE9 22496.65020000 PA USD 22532.80000000 0.000210499681 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297H7G7 187669.21610000 PA USD 187833.13000000 0.001754722626 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AT23 1178.65000000 PA USD 1180.53000000 0.000011028420 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211SC96 2849.43000000 PA USD 2853.77000000 0.000026659699 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BPY8 2395.32000000 PA USD 2476.23000000 0.000023132749 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297F5F5 2987.39000000 PA USD 2924.34000000 0.000027318958 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QZM0 44453.73370000 PA USD 44534.72000000 0.000416039922 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180DTR8 62200.50300000 PA USD 58142.51000000 0.000543162848 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BVR3 3292.91000000 PA USD 3350.68000000 0.000031301794 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209G7M3 2685.66830000 PA USD 2776.39000000 0.000025936821 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BP28 2770.75000000 PA USD 2824.52000000 0.000026386448 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210HXJ6 7120.62010000 PA USD 7245.55000000 0.000067687369 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FCR7 12577.33630000 PA USD 12560.96000000 0.000117343520 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AASQ2 73976.13610000 PA USD 74010.51000000 0.000691400481 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200YM79 1428.90000000 PA USD 1477.17000000 0.000013799608 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292GMN2 51176.69180000 PA USD 52566.76000000 0.000491074621 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230TAL6 212064.30200000 PA USD 196823.24000000 0.001838707541 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36178WGA1 366747.56110000 PA USD 341816.83000000 0.003193226485 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410KMZ4 74369.17220000 PA USD 77404.10000000 0.000723103137 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176FFH6 43490.06250000 PA USD 42572.16000000 0.000397705838 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295P5J7 179448.12450000 PA USD 179613.27000000 0.001677933327 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201AXS2 10457.01640000 PA USD 10670.81000000 0.000099685884 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQQA4 36376.78800000 PA USD 32922.35000000 0.000307558056 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209QL37 402.83000000 PA USD 416.44000000 0.000003890350 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AKZN9 1956.79000000 PA USD 1914.71000000 0.000017887073 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 3133KQGQ3 25329148.21230000 PA USD 25938516.86000000 0.242315625724 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383T4H3 17316458.14000000 PA USD 16826390.25000000 0.157190841099 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36182QCS3 312242.97200000 PA USD 277561.33000000 0.002592956556 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RT86 61189.03340000 PA USD 61300.50000000 0.000572664547 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177YCS3 25043.59100000 PA USD 22607.55000000 0.000211197989 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NPT2 6859.28420000 PA USD 6871.24000000 0.000064190594 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AWYW4 38691.89710000 PA USD 37818.68000000 0.000353299194 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GQW3 60320.98230000 PA USD 60222.22000000 0.000562591338 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AVP9 4385.86470000 PA USD 4462.81000000 0.000041691227 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297KCN9 38054.12370000 PA USD 36365.49000000 0.000339723605 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312945ZL5 975.69000000 PA USD 958.21000000 0.000008951523 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36186NMB2 105501.02690000 PA USD 93577.31000000 0.000874192019 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJVQ0 2947.68000000 PA USD 2623.23000000 0.000024506012 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290R6U2 11094.58890000 PA USD 11370.59000000 0.000106223175 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290T2B4 178.90000000 PA USD 183.10000000 0.000001710506 Long ABS-MBS USGA US N 2 2037-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213GMS7 45781.54600000 PA USD 47328.03000000 0.000442134809 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207QFD4 37982.05730000 PA USD 37396.29000000 0.000349353259 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210PQ31 5374.71120000 PA USD 5556.27000000 0.000051906246 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210A5W3 966.94000000 PA USD 983.90000000 0.000009191517 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FHQ5 2685.19000000 PA USD 2775.89000000 0.000025932150 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209USB3 2570.39070000 PA USD 2657.22000000 0.000024823544 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213H5E5 2662.53000000 PA USD 2712.33000000 0.000025338377 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AGND3 65766.21860000 PA USD 64245.40000000 0.000600175576 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ALSP0 35255.69520000 PA USD 34747.93000000 0.000324612484 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176LVZ5 10514.39000000 PA USD 9963.49000000 0.000093078155 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208WBD4 557.87000000 PA USD 567.66000000 0.000005303035 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XYY0 189777.76620000 PA USD 190116.06000000 0.001776049582 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KQU7 256.12000000 PA USD 264.77000000 0.000002473460 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201EGR5 17503.75190000 PA USD 17958.20000000 0.000167764120 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209XJA9 1521.20210000 PA USD 1526.66000000 0.000014261940 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36182UWW3 5077.18000000 PA USD 4667.32000000 0.000043601743 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36297F6L1 613696.07430000 PA USD 600376.60000000 0.005608671933 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211ABC9 2825.47000000 PA USD 2875.04000000 0.000026858402 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVAE2 114144.63440000 PA USD 105782.44000000 0.000988211403 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180B2R1 29988.74180000 PA USD 26959.66000000 0.000251855066 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BLGU7 54919.89560000 PA USD 48848.66000000 0.000456340417 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36202UB77 27634.11750000 PA USD 27684.41000000 0.000258625624 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207V2C9 2523.50960000 PA USD 2567.78000000 0.000023988002 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296VZ84 12288.59000000 PA USD 11738.13000000 0.000109656705 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AM2X9 512154.50320000 PA USD 500358.00000000 0.004674305879 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180NAR6 235019.57370000 PA USD 211803.64000000 0.001978653283 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XDH7 12347.95630000 PA USD 12370.27000000 0.000115562109 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QWG2 37074.87740000 PA USD 36090.92000000 0.000337158593 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BLV5 980.87530000 PA USD 1014.01000000 0.000009472803 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5LC9 442882.56780000 PA USD 420453.62000000 0.003927845318 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213EPS9 1333.21000000 PA USD 1360.21000000 0.000012706977 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RU76 279254.66370000 PA USD 279762.15000000 0.002613516447 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RQ71 4678.01600000 PA USD 4686.53000000 0.000043781202 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVC91 57925.73340000 PA USD 56602.21000000 0.000528773484 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290REG4 555.28000000 PA USD 556.24000000 0.000005196351 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SY52 2026.07000000 PA USD 2070.32000000 0.000019340769 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213VRH3 1895.93000000 PA USD 1935.72000000 0.000018083347 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180DSU2 219320.77860000 PA USD 203939.02000000 0.001905182609 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36177M6X5 4730.02000000 PA USD 4489.55000000 0.000041941030 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36206X7A5 666.55000000 PA USD 689.07000000 0.000006437238 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292HKR3 19583.97990000 PA USD 20017.12000000 0.000186998392 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 312938ND1 25982.40570000 PA USD 25534.01000000 0.000238536753 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FUT8 9981.28850000 PA USD 10232.89000000 0.000095594869 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BKS9 573068.44450000 PA USD 545117.20000000 0.005092442876 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NAX8 486.80000000 PA USD 487.68000000 0.000004555868 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SKH3 1767.37000000 PA USD 1798.38000000 0.000016800327 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AABW7 130310.32540000 PA USD 127000.25000000 0.001186426549 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179CE57 183402.18790000 PA USD 168956.79000000 0.001578381312 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383DY69 52140899.24000000 PA USD 45749811.94000000 0.427391217733 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36291ENE7 15343.26910000 PA USD 15368.82000000 0.000143574332 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EF20 492381.10930000 PA USD 492003.60000000 0.004596259718 Long ABS-MBS USGA US N 2 2035-11-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QWW1 271354.20970000 PA USD 271848.54000000 0.002539588112 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291EQW4 15056.53860000 PA USD 15082.22000000 0.000140896937 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207VYJ9 1354.78000000 PA USD 1378.55000000 0.000012878307 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BX60 22481.90310000 PA USD 22522.88000000 0.000210407009 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177WTY6 50576.57000000 PA USD 46872.79000000 0.000437881992 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209AE48 1498.65000000 PA USD 1524.94000000 0.000014245871 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201APV4 15132.27660000 PA USD 15483.27000000 0.000144643515 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207J7C1 1826.01000000 PA USD 1887.69000000 0.000017634654 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WY77 9374500.88670000 PA USD 7172922.79000000 0.067008891969 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KBA5 6775.01130000 PA USD 6787.19000000 0.000063405405 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UKQ2 1187.21000000 PA USD 1211.78000000 0.000011320355 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AR3K5 4360745.54090000 PA USD 4153930.21000000 0.038805695926 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XMX5 54850.62140000 PA USD 54090.47000000 0.000505309002 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WQX2 4697.54000000 PA USD 4639.60000000 0.000043342785 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NEA3 4740.60170000 PA USD 4900.74000000 0.000045782335 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AUAH7 100435.33250000 PA USD 95751.54000000 0.000894503508 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7ZV0 276544.02920000 PA USD 263537.42000000 0.002461946269 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209CPM2 2993.87090000 PA USD 3095.00000000 0.000028913251 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296QBJ7 3259.93000000 PA USD 3264.28000000 0.000030494652 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NCG4 92379.49160000 PA USD 92543.36000000 0.000864532937 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201TVK0 2738.05000000 PA USD 2741.50000000 0.000025610881 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211CXX5 2191.08000000 PA USD 2265.09000000 0.000021160296 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208CJZ1 1157.30000000 PA USD 1196.39000000 0.000011176583 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209LKF2 2212.37000000 PA USD 2251.18000000 0.000021030350 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36179JLC9 504368.58840000 PA USD 466503.67000000 0.004358041337 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176VVQ3 205739.11060000 PA USD 201437.11000000 0.001881809959 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291JJW1 6163.18750000 PA USD 6173.37000000 0.000057671146 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3622AANB6 4852413.85850000 PA USD 4428381.79000000 0.041369601437 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36183UCT1 623192.79680000 PA USD 586779.08000000 0.005481644949 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178NA41 54132.48090000 PA USD 50415.06000000 0.000470973605 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230LJD2 187965.72140000 PA USD 178553.07000000 0.001668029020 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KW95 4561.62850000 PA USD 4566.14000000 0.000042656528 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KZX6 4311.63700000 PA USD 4457.28000000 0.000041639566 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36189RBY2 284123.65240000 PA USD 251740.15000000 0.002351737082 Long ABS-MBS USGA US N 2 2045-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36295VE54 1627.46000000 PA USD 1628.88000000 0.000015216871 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AFHW0 65033.99880000 PA USD 62014.18000000 0.000579331690 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210UNZ2 3567.83850000 PA USD 3688.36000000 0.000034456374 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297F2V3 111872.94470000 PA USD 111937.37000000 0.001045710284 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176DRC9 47923.21520000 PA USD 46776.48000000 0.000436982271 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176MBQ5 135875.27920000 PA USD 129020.94000000 0.001205303679 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291BWW3 29377.88080000 PA USD 29431.42000000 0.000274946057 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVEP3 2678.30000000 PA USD 2546.66000000 0.000023790701 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XZW3 1868.29000000 PA USD 1847.63000000 0.000017260417 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200FDG0 16686.30260000 PA USD 16480.50000000 0.000153959561 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211ERU4 4025.95700000 PA USD 4096.59000000 0.000038270028 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201UXC3 2232.19000000 PA USD 2236.20000000 0.000020890408 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SHU8 1192.33000000 PA USD 1176.79000000 0.000010993481 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291UNH4 5722.11380000 PA USD 5598.49000000 0.000052300662 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295TTJ3 9774.11420000 PA USD 9783.11000000 0.000091393059 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180BJM4 112009.23290000 PA USD 103865.32000000 0.000970301815 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291SQX1 35895.65520000 PA USD 36832.68000000 0.000344088058 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VG96 1058.16000000 PA USD 1076.72000000 0.000010058635 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138E7TW4 9575.92740000 PA USD 9531.20000000 0.000089039735 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213TWG4 5164.35250000 PA USD 5338.80000000 0.000049874658 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178RTU4 122242.00610000 PA USD 113560.26000000 0.001060871198 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36177X6U7 32659.90430000 PA USD 29507.96000000 0.000275661088 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KRA0 391.77000000 PA USD 405.00000000 0.000003783478 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176PPM2 136409.20570000 PA USD 130047.78000000 0.001214896339 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AXNH7 379298.91990000 PA USD 360235.85000000 0.003365295551 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ANXW5 312542.38550000 PA USD 297298.22000000 0.002777337061 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BMSS7 191499.36110000 PA USD 170329.66000000 0.001591206558 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36294QLU3 5720.17230000 PA USD 5301.11000000 0.000049522561 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BGF6 5204.01490000 PA USD 5295.32000000 0.000049468471 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210PUK8 6052.22100000 PA USD 6158.40000000 0.000057531298 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177HC84 53206.29240000 PA USD 52062.02000000 0.000486359379 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36202TLC8 4693.42000000 PA USD 4701.82000000 0.000043924040 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211G4P5 1910.12000000 PA USD 1974.64000000 0.000018446934 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176RRX2 61169.21480000 PA USD 59777.26000000 0.000558434556 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291WDL2 4812.12290000 PA USD 4820.45000000 0.000045032272 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XDD6 3850.81270000 PA USD 3945.06000000 0.000036854446 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AEU40 522307.71180000 PA USD 496931.39000000 0.004642294752 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XUEN1 20575.34740000 PA USD 18591.17000000 0.000173677277 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176NWD9 1043015.97590000 PA USD 937663.85000000 0.008759583431 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PTJ7 1391.27000000 PA USD 1438.27000000 0.000013436207 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210PQ23 22556.50800000 PA USD 23318.46000000 0.000217839256 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FTL0 25945830.19690000 PA USD 25338765.23000000 0.236712792212 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AUD9 23284.39250000 PA USD 23324.42000000 0.000217894934 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210GJ88 275.81000000 PA USD 285.13000000 0.000002663662 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KXC6 16149.91390000 PA USD 16433.26000000 0.000153518248 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SF48 47362.47210000 PA USD 47448.75000000 0.000443262566 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292FV95 5825.70110000 PA USD 5835.32000000 0.000054513109 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NPT0 4808.88780000 PA USD 4893.26000000 0.000045712457 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208XZZ7 29.24000000 PA USD 29.28000000 0.000000273531 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202X5A1 50264.03040000 PA USD 50354.70000000 0.000470409727 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C33B6 489220.49400000 PA USD 465827.63000000 0.004351725823 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36205GAD3 829.31000000 PA USD 830.81000000 0.000007761362 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BYS8 7309.95920000 PA USD 7157.91000000 0.000066868643 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C4RA0 29677.73910000 PA USD 27604.11000000 0.000257875468 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200JJE1 43831.20460000 PA USD 43904.21000000 0.000410149746 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295DPF0 4942.58000000 PA USD 4946.78000000 0.000046212437 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TLT0 197224.83120000 PA USD 182882.05000000 0.001708470018 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200HBE3 13726.10850000 PA USD 13537.76000000 0.000126468710 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210A6D4 6735.08690000 PA USD 6853.25000000 0.000064022533 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210D3T6 1323.95000000 PA USD 1368.67000000 0.000012786009 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36194XPK7 8914.90000000 PA USD 8158.15000000 0.000076212808 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200DK93 947.71000000 PA USD 971.60000000 0.000009076612 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YP83 13561.70440000 PA USD 13910.00000000 0.000129946148 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 312941NS2 39464.96130000 PA USD 39373.61000000 0.000367825230 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178VEY3 75299.44940000 PA USD 69406.39000000 0.000648389147 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180KBZ3 283572.60100000 PA USD 263033.55000000 0.002457239155 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36297JEX8 244151.67490000 PA USD 239174.11000000 0.002234346105 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 N/A 10000000.00000000 PA USD 10000000.00000000 0.093419229415 Long RA CORP US N 2 Repurchase Y 3.64000000 2026-08-03 10091800.00000000 USD 10203167.99000000 USD UST N N N Ginnie Mae I Pool N/A 36202SVN5 271915.63740000 PA USD 272401.03000000 0.002544749431 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290R7B3 26391.62710000 PA USD 26439.49000000 0.000246995678 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200QE34 2369.63000000 PA USD 2373.81000000 0.000022175950 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FFJ0 13.14000000 PA USD 13.14000000 0.000000122752 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A3YS7 431808.26950000 PA USD 422310.13000000 0.003945188691 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177UAB0 119498.73830000 PA USD 111176.99000000 0.001038606873 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WLR7 12919297.01640000 PA USD 11549157.77000000 0.107891341927 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RNU3 759.62000000 PA USD 761.00000000 0.000007109203 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295CAD3 2234.74000000 PA USD 2237.47000000 0.000020902272 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210GSG0 7230.81170000 PA USD 7475.07000000 0.000069831527 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176EA84 209526.28310000 PA USD 204877.13000000 0.001913946360 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FD45 2240.15000000 PA USD 2279.45000000 0.000021294446 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213R4T1 6722.44380000 PA USD 6901.26000000 0.000064471039 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180B3J8 69496.84640000 PA USD 60244.60000000 0.000562800410 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36183QYB5 194955.73460000 PA USD 183344.15000000 0.001712786921 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290S2F7 1482.06000000 PA USD 1484.69000000 0.000013869859 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LRE7 73623.09390000 PA USD 73745.21000000 0.000688922069 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177SZ51 33197.77310000 PA USD 31445.71000000 0.000293763399 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292GBE4 14402.44240000 PA USD 14798.17000000 0.000138243363 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GNR7 372074.98290000 PA USD 354068.64000000 0.003307681950 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.00000000 N N N N N N Fannie Mae REMICS N/A 31359UYS8 3352.38000000 PA USD 3379.26000000 0.000031568786 Long ABS-MBS USGSE US N 2 2028-10-25 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GER7 46166.14660000 PA USD 45168.71000000 0.000421962608 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201HZ89 17703.13600000 PA USD 18145.11000000 0.000169510219 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176QN75 107153.69790000 PA USD 103144.20000000 0.000963565168 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RX24 34552.01400000 PA USD 34614.99000000 0.000323370569 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176AKZ1 18458.31070000 PA USD 16648.84000000 0.000155532180 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YWY7 154.47000000 PA USD 159.69000000 0.000001491811 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180CRT8 188112.61680000 PA USD 169743.06000000 0.001585726586 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36203VWV8 683.92000000 PA USD 707.02000000 0.000006604926 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FUK3 805.02000000 PA USD 832.21000000 0.000007774441 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ADAS1 9923.27470000 PA USD 9339.27000000 0.000087246740 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296WEH5 183721.41330000 PA USD 179512.56000000 0.001676992502 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213BLD2 2142.44000000 PA USD 2214.81000000 0.000020690584 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209HBG9 6794.72040000 PA USD 7024.24000000 0.000065619908 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36184BTZ0 468022.90290000 PA USD 417924.94000000 0.003904222584 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213LBY5 3531.73000000 PA USD 3601.80000000 0.000033647738 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QNY7 8080.72000000 PA USD 7282.48000000 0.000068032366 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RLQ0 6641208.73280000 PA USD 6258679.09000000 0.058468097774 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KB23 1581.04000000 PA USD 1634.45000000 0.000015268905 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312934SB9 3531.92000000 PA USD 3397.96000000 0.000031743480 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QVD5 1619.38000000 PA USD 1647.79000000 0.000015393527 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BRW7 817.46000000 PA USD 845.07000000 0.000007894578 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180NAN5 86939.58720000 PA USD 78286.49000000 0.000731346356 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176CDL6 44202.35400000 PA USD 43234.36000000 0.000403892059 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291YX77 15423.95280000 PA USD 15448.89000000 0.000144322339 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3617B7GB0 360147.19770000 PA USD 320671.61000000 0.002995689470 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200ATQ2 20658.22670000 PA USD 21178.96000000 0.000197852212 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213Y4S8 13243.60780000 PA USD 13690.97000000 0.000127899986 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230UGG8 31726.76040000 PA USD 30285.82000000 0.000282927796 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209M3Z5 5316.97970000 PA USD 5496.59000000 0.000051348720 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WFE3 147265.18500000 PA USD 112772.37000000 0.001053510790 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36208CHG5 1677.84000000 PA USD 1734.52000000 0.000016203752 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AUXV1 92812.93040000 PA USD 92830.27000000 0.000867213228 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3617B9RS7 399563.81820000 PA USD 355767.79000000 0.003323555279 Long ABS-MBS USGA US N 2 2047-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200H3M4 6379.42930000 PA USD 6532.35000000 0.000061024710 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292NK66 48401.94140000 PA USD 49642.25000000 0.000463754074 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FWM0 15464.82240000 PA USD 15470.60000000 0.000144525153 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASBV0 18112.39870000 PA USD 17678.99000000 0.000165155762 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230NMG7 161147.64590000 PA USD 157291.61000000 0.001469406099 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVYP1 9833.48870000 PA USD 9359.49000000 0.000087435634 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KUY2 45209.41360000 PA USD 45968.15000000 0.000429430915 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C2CG7 34366.88960000 PA USD 33536.13000000 0.000313291942 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209HE43 5873.83110000 PA USD 6072.25000000 0.000056726491 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201CLN2 62.10000000 PA USD 64.20000000 0.000000599751 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295RNE4 561992.28440000 PA USD 548910.96000000 0.005127883890 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201EPA2 21080.58450000 PA USD 21546.82000000 0.000201288732 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200ACH0 1488.01000000 PA USD 1525.87000000 0.000014254559 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TBE5 4673.64360000 PA USD 4755.64000000 0.000044426822 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36205RSA6 212.00000000 PA USD 212.23000000 0.000001982636 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176Q3R3 19167.07720000 PA USD 17757.65000000 0.000165890597 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213LNJ5 9817.51280000 PA USD 10149.14000000 0.000094812483 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208YC64 2215.89000000 PA USD 2254.77000000 0.000021063887 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KZR2 5963.74950000 PA USD 5969.24000000 0.000055764180 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295R4S4 138157.61210000 PA USD 131564.15000000 0.001229062151 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36205PX30 1805.31000000 PA USD 1866.29000000 0.000017434737 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BSW6 3115.31040000 PA USD 3169.97000000 0.000029613615 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200XKJ7 46452.27890000 PA USD 47353.66000000 0.000442374242 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FWG3 75698.00820000 PA USD 74115.69000000 0.000692383064 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178RTM2 86156.43280000 PA USD 80152.05000000 0.000748774274 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201GZY4 9512.33980000 PA USD 9752.12000000 0.000091103553 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 312936JP3 4675.29780000 PA USD 4592.90000000 0.000042906517 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JGW2 297.81000000 PA USD 307.87000000 0.000002876097 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209G6F9 1173.88000000 PA USD 1213.53000000 0.000011336703 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LHA7 84196.68400000 PA USD 82369.30000000 0.000769487653 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209T3U1 3101.62630000 PA USD 3206.40000000 0.000029953941 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TXU4 2961.54000000 PA USD 2666.89000000 0.000024913880 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A2XC5 2857511.38780000 PA USD 2798366.05000000 0.026142120001 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296CNF3 39509.36660000 PA USD 39566.75000000 0.000369629529 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PWU8 9791.91840000 PA USD 9963.71000000 0.000093080211 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176SKH2 33363.21080000 PA USD 31847.95000000 0.000297521094 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WFS6 24161.41460000 PA USD 24204.05000000 0.000226112369 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180MXM4 641198.32640000 PA USD 578584.09000000 0.005405087983 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179UQ62 6101422.99760000 PA USD 5836647.48000000 0.054525510995 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209AEP1 1770.54000000 PA USD 1830.35000000 0.000017098988 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241L6Q4 269217.50890000 PA USD 250097.41000000 0.002336390732 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36178VU82 243538.30850000 PA USD 219572.34000000 0.002051227880 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202E4F3 1438.48000000 PA USD 1376.80000000 0.000012861959 Long ABS-MBS USGA US N 2 2039-04-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176CES0 45330.35680000 PA USD 44237.79000000 0.000413266025 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211CAW2 7743.56320000 PA USD 7879.42000000 0.000073608934 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AJY94 4151.67000000 PA USD 4155.68000000 0.000038822042 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FGP1 14577.22700000 PA USD 14275.50000000 0.000133360620 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MW58 21383.76840000 PA USD 21932.95000000 0.000204895928 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292BEY8 51923.08520000 PA USD 52823.80000000 0.000493475869 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201NQ94 2382.42000000 PA USD 2434.45000000 0.000022742444 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AFPW1 293016.80860000 PA USD 286628.54000000 0.002677661733 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295GJZ6 1153080.49120000 PA USD 1027690.25000000 0.009600603123 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NMV8 1345.98360000 PA USD 1350.21000000 0.000012613557 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BUF0 153.98000000 PA USD 159.18000000 0.000001487047 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296XMG6 72012.83200000 PA USD 70590.43000000 0.000659450357 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178LS79 203199.42560000 PA USD 187928.40000000 0.001755612631 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295GN57 4926.60810000 PA USD 4935.25000000 0.000046104725 Long ABS-MBS USGA US N 2 2037-07-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312933WQ3 25140.52170000 PA USD 24733.72000000 0.000231060506 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209MRY2 1248.05000000 PA USD 1290.21000000 0.000012053042 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209MDE1 632.53000000 PA USD 653.90000000 0.000006108683 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213N4Q6 3088.37900000 PA USD 3192.70000000 0.000029825957 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210WEJ4 3392.85410000 PA USD 3452.38000000 0.000032251867 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176CLW3 131055.01580000 PA USD 124788.41000000 0.001165763710 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295GY89 3182.46970000 PA USD 3200.81000000 0.000029901720 Long ABS-MBS USGA US N 2 2037-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202TBD7 70801.77560000 PA USD 70924.36000000 0.000662569905 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ANX39 39792.67650000 PA USD 38768.33000000 0.000362170751 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230TAU6 60983.35760000 PA USD 56331.65000000 0.000526245933 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209EQK1 601.36000000 PA USD 603.97000000 0.000005642241 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CUC2 491.27000000 PA USD 502.54000000 0.000004694689 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202W3Y3 10319.67650000 PA USD 10337.78000000 0.000096574744 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FYC6 25059.34930000 PA USD 24764.41000000 0.000231347209 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QSF4 2502.16950000 PA USD 2586.69000000 0.000024164658 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KB61 713.72000000 PA USD 726.24000000 0.000006784478 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212VTR0 1599.42000000 PA USD 1653.45000000 0.000015446402 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230UHV4 2009.05000000 PA USD 1961.33000000 0.000018322593 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GUJ3 19064.87800000 PA USD 19098.52000000 0.000178416902 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291RBH4 1666.41000000 PA USD 1711.84000000 0.000015991877 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140QLGU4 112700.58560000 PA USD 88945.53000000 0.000830922287 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BNX9 1676.03000000 PA USD 1732.65000000 0.000016186282 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XJH4 185802.59740000 PA USD 186136.60000000 0.001738873773 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36182Q3U8 199962.94480000 PA USD 184568.40000000 0.001724223770 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292H5E9 10875.46420000 PA USD 11137.77000000 0.000104048189 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQJE4 216319.26110000 PA USD 211582.04000000 0.001976583113 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230RTE6 61400.50290000 PA USD 59952.94000000 0.000560075745 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210MDG3 8065.50760000 PA USD 8207.01000000 0.000076669255 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AKYQ3 11066.87160000 PA USD 11076.80000000 0.000103478612 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASK32 200246.07550000 PA USD 195472.01000000 0.001826084454 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209T2C2 4139.50890000 PA USD 4279.34000000 0.000039977264 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292GTE5 10516.61420000 PA USD 10606.13000000 0.000099081649 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 5.50000000 N N N N N N Freddie Mac REMICS N/A 3137AT7C0 1095153.53000000 PA USD 999073.30000000 0.009333265781 Long ABS-MBS USGSE US N 2 2042-04-15 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36297F2W1 249589.45470000 PA USD 249659.56000000 0.002332300371 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176HQL1 50335.70750000 PA USD 49043.76000000 0.000458163026 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212BSE4 36079.85780000 PA USD 36980.62000000 0.000345470102 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210EJJ9 1417.08000000 PA USD 1464.95000000 0.000013685450 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201H4Y6 18349.27560000 PA USD 18816.19000000 0.000175779397 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WD33 3342.79430000 PA USD 3455.71000000 0.000032282976 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 3618N6NC7 85498182.00000000 PA USD 87050828.99000000 0.813222136421 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179W2S6 2932030.76270000 PA USD 2243450.67000000 0.020958143282 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36211A5D4 448.96000000 PA USD 450.91000000 0.000004212366 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291NR37 40765.21690000 PA USD 41830.79000000 0.000390780016 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36294PY23 1063.81000000 PA USD 1081.45000000 0.000010102822 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36206DFG7 4251.70590000 PA USD 4326.30000000 0.000040415961 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209G7B7 324.53000000 PA USD 335.49000000 0.000003134121 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201FB97 2127.19000000 PA USD 2131.10000000 0.000019908571 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A55Z8 43827.05250000 PA USD 42961.38000000 0.000401341901 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PQK6 4961.98790000 PA USD 5049.04000000 0.000047167742 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASV48 78315.66870000 PA USD 74616.80000000 0.000697064395 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LF75 22601.49320000 PA USD 23208.37000000 0.000216810804 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FZ25 5918.52120000 PA USD 5904.57000000 0.000055160037 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FR24 1118.12000000 PA USD 1137.74000000 0.000010628679 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EGC7 625824.52820000 PA USD 625343.96000000 0.005841915086 Long ABS-MBS USGA US N 2 2035-12-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295CLQ2 266767.03880000 PA USD 248420.11000000 0.002320721524 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36184D6Z1 96595.38230000 PA USD 85803.10000000 0.000801565948 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GC24 92617.21960000 PA USD 90643.81000000 0.000846787488 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201JES4 9173.71770000 PA USD 9376.61000000 0.000087595568 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291FV39 3280.73000000 PA USD 3356.83000000 0.000031359247 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211DPR5 2959.63790000 PA USD 3059.61000000 0.000028582640 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200GMS2 16637.06310000 PA USD 16665.66000000 0.000155689311 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RYJ9 762212.50450000 PA USD 709371.36000000 0.006626892582 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230S4E1 29238.35180000 PA USD 29200.29000000 0.000272786859 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WP22 2524.89470000 PA USD 2569.19000000 0.000024001175 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VMY4 2353.69990000 PA USD 2433.21000000 0.000022730860 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200QWN0 1051.19000000 PA USD 1086.70000000 0.000010151867 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BWZ7 301057.07890000 PA USD 308499.63000000 0.002881979770 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VLE2 12478.22960000 PA USD 12697.15000000 0.000118615796 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQYT4 30597.40560000 PA USD 29948.53000000 0.000279776859 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ATF77 170501.58770000 PA USD 166767.74000000 0.001557931376 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210LVK6 493.99000000 PA USD 510.68000000 0.000004770733 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36186PQ80 34864.99260000 PA USD 32050.50000000 0.000299413301 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ALXG4 1036484.05250000 PA USD 923424.16000000 0.008626557345 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200Q3U6 6996.14760000 PA USD 6886.54000000 0.000064333526 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291F2G2 1323.33360000 PA USD 1323.90000000 0.000012367771 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201XXX1 102076.05110000 PA USD 102262.00000000 0.000955323723 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VCU3 26440.61940000 PA USD 26488.67000000 0.000247455113 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XNP1 73146.05310000 PA USD 73277.54000000 0.000684553132 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176RJF0 38481.52150000 PA USD 36582.91000000 0.000341754726 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ANJL5 41528.74810000 PA USD 39518.99000000 0.000369183359 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KK23 659.11000000 PA USD 670.67000000 0.000006265347 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 312944QN4 2311.51000000 PA USD 2215.88000000 0.000020700580 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae REMICS N/A 31359VH97 8113.97000000 PA USD 8181.21000000 0.000076428233 Long ABS-MBS USGSE US N 2 2029-05-25 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209NSS2 2873.46030000 PA USD 2970.52000000 0.000027750368 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36205JDT9 34068.70720000 PA USD 33384.89000000 0.000311879069 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ABDL7 9437.85240000 PA USD 9043.69000000 0.000084485455 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.00000000 N N N N N N Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 N/A 35563PLG2 40500150.74980000 PA USD 36046656.97000000 0.336745091713 Long ABS-MBS CORP US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Fannie Mae REMICS N/A 3136AYF57 6343989.00000000 PA USD 4470565.91000000 0.041763682236 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312929MQ2 15314.00390000 PA USD 15295.94000000 0.000142893492 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7PF6 19454.10260000 PA USD 19473.78000000 0.000181922552 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292EVV9 76713.55780000 PA USD 75511.69000000 0.000705424389 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207EM92 56428.42040000 PA USD 57916.69000000 0.000541053255 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200EZX2 2314.02000000 PA USD 2372.35000000 0.000022162310 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FKP0 8414.35560000 PA USD 8395.83000000 0.000078433196 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALFM1 197475.14640000 PA USD 187843.36000000 0.001754818194 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291T4Q8 10561.03850000 PA USD 10578.63000000 0.000098824746 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295R6C7 615050.66480000 PA USD 586245.20000000 0.005476657483 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SYW3 10876.23590000 PA USD 11158.10000000 0.000104238110 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LRX6 552939.86410000 PA USD 540565.24000000 0.005049918816 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176M3X9 92184.72430000 PA USD 90229.77000000 0.000842919558 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KXY9 23118.60660000 PA USD 23439.04000000 0.000218965705 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36176XP52 69560.45450000 PA USD 66503.27000000 0.000621268423 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36179DXS4 1108326.06790000 PA USD 985585.94000000 0.009207267903 Long ABS-MBS USGA US N 2 2045-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FFY9 104236.33010000 PA USD 104243.37000000 0.000973833529 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200DME0 3743.39220000 PA USD 3835.93000000 0.000035834962 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207JW33 979.18000000 PA USD 1012.26000000 0.000009456454 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208RD43 4439.71060000 PA USD 4589.68000000 0.000042876436 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210P5P5 634.37000000 PA USD 655.80000000 0.000006126433 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5LA3 239174.00790000 PA USD 222187.63000000 0.002075659718 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208PYR3 1574.11000000 PA USD 1627.28000000 0.000015201924 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PSB4 2359.63000000 PA USD 2401.03000000 0.000022430237 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213VSJ8 25757.78700000 PA USD 26355.23000000 0.000246208527 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292FSU2 30833.50310000 PA USD 30880.91000000 0.000288487081 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BXQ9 30806.51680000 PA USD 30833.42000000 0.000288043433 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Credit Agricole 969500TJ5KRTCJQWXH05 N/A 90800000.00000000 PA USD 90800000.00000000 0.848246603092 Long RA CORP US N 2 Repurchase Y 3.64000000 2026-08-03 77026000.00000000 USD 78514917.15000000 USD UST 14570000.00000000 USD 14101083.77000000 USD ADAS N N N Ginnie Mae II Pool N/A 36179R7J2 87858027.99380000 PA USD 80530097.38000000 0.752305964198 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212DVV8 31757.59630000 PA USD 32238.26000000 0.000301167340 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36295RY77 21968.67470000 PA USD 21999.17000000 0.000205514550 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379DFZ2 4573653.00000000 PA USD 3689132.29000000 0.034463589574 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KVA2 4626.63140000 PA USD 4727.68000000 0.000044165622 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XJE1 105668.54810000 PA USD 105861.13000000 0.000988946518 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212UCR0 701.33000000 PA USD 725.02000000 0.000006773080 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JFU7 3105.96540000 PA USD 3210.88000000 0.000029995793 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YAA4 12954.04350000 PA USD 13285.79000000 0.000124114826 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NYB9 3116.35050000 PA USD 3221.62000000 0.000030096125 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EQK8 16279.29650000 PA USD 16257.04000000 0.000151872014 Long ABS-MBS USGA US N 2 2037-12-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178NLA5 61100.70420000 PA USD 55298.41000000 0.000516593485 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36180USQ3 227573.22540000 PA USD 210230.30000000 0.001963955262 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3132A9MD6 18648.53630000 PA USD 18552.41000000 0.000173315184 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ANYA2 27365.26000000 PA USD 25999.92000000 0.000242889249 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 21H040681 -102175000.00000000 PA USD -92556184.20000000 -0.86465274055 Short ABS-MBS USGA US N 2 2026-08-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177YUH7 18304.70740000 PA USD 16469.27000000 0.000153854651 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JRF0 2796.10090000 PA USD 2845.16000000 0.000026579265 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TXV2 25901202.66240000 PA USD 23952836.49000000 0.223765552720 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213EB88 26339.74070000 PA USD 26936.65000000 0.000251640108 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ENC9 3504.10870000 PA USD 3637.41000000 0.000033980403 Long ABS-MBS USGA US N 2 2037-05-20 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178CJ20 220032.35710000 PA USD 203149.60000000 0.001897807908 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209WNK4 54.12000000 PA USD 55.95000000 0.000000522680 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291UNE1 2902.68000000 PA USD 2860.48000000 0.000026722383 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176ACF4 267296.00740000 PA USD 253812.05000000 0.002371092612 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KL37 2385.75000000 PA USD 2466.34000000 0.000023040358 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209XEP1 8099.16900000 PA USD 8241.26000000 0.000076989215 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AUH1 480.64000000 PA USD 496.88000000 0.000004641814 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209DHK3 1915.66000000 PA USD 1980.37000000 0.000018500463 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211DQN3 174.14000000 PA USD 180.02000000 0.000001681732 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YTV0 732.96000000 PA USD 746.67000000 0.000006975333 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296B2W1 2873.93000000 PA USD 2876.16000000 0.000026868865 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YJ72 10031.00980000 PA USD 10286.09000000 0.000096091860 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASLB3 1250686.64830000 PA USD 1222110.08000000 0.011416858193 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200AJC4 1420.13000000 PA USD 1422.67000000 0.000013290473 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5MG9 65091.07800000 PA USD 63367.95000000 0.000591978505 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AR74 187.05000000 PA USD 193.37000000 0.000001806447 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FWS8 38438.32530000 PA USD 38507.15000000 0.000359730827 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291J4V9 30941.86990000 PA USD 31739.77000000 0.000296510485 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202WHT9 365.33000000 PA USD 371.74000000 0.000003472766 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LVN3 1190292.25940000 PA USD 1207839.79000000 0.011283546243 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209HZM0 6852.42700000 PA USD 6972.65000000 0.000065137958 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36179A3U8 270922.16890000 PA USD 246159.75000000 0.002299605415 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CTX8 2089.25000000 PA USD 2144.76000000 0.000020036182 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RU84 65216.48430000 PA USD 65335.18000000 0.000610356216 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201GAH8 1063.00000000 PA USD 1087.09000000 0.000010155511 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AHC92 31765.50390000 PA USD 31758.73000000 0.000296687608 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3622AADX9 7438835.51790000 PA USD 6424568.89000000 0.060017827503 Long ABS-MBS USGA US N 2 2046-12-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36201VDK5 7819.04570000 PA USD 7969.00000000 0.000074445783 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291MFV0 307219.91980000 PA USD 300171.96000000 0.002804183319 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200E3X7 36373.31280000 PA USD 36436.72000000 0.000340389030 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XLQ1 100028.33610000 PA USD 100207.44000000 0.000936130182 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3622A2LM2 282749.49010000 PA USD 282880.88000000 0.002642651382 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TCX2 1665.75000000 PA USD 1722.02000000 0.000016086978 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201NPS3 6496.41520000 PA USD 6511.64000000 0.000060831239 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290YWS3 5431.06870000 PA USD 5440.94000000 0.000050828842 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291JZP8 2212.08000000 PA USD 2215.88000000 0.000020700580 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292JP78 8804.47310000 PA USD 8817.13000000 0.000082368949 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BCHL6 252635.57250000 PA USD 224707.44000000 0.002099199588 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201FAF4 3469.95990000 PA USD 3552.25000000 0.000033184845 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212Y5C3 23515.01810000 PA USD 24309.35000000 0.000227096074 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARM24 232745.58730000 PA USD 222223.00000000 0.002075990141 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQJL8 3171.48000000 PA USD 3049.81000000 0.000028491090 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.00000000 N N N N N N N/A N/A N/A 692.00000000 NC USD -594850.72000000 -0.00555704958 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 10YR NOTE (CBT)Sep26 2026-09-21 75330850.72000000 USD -594850.72000000 N N N Ginnie Mae I Pool N/A 36176W2K6 375652.65400000 PA USD 357401.57000000 0.003338817926 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36181FBR1 301825.09830000 PA USD 278510.86000000 0.002601826992 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210LZS5 198.15000000 PA USD 198.54000000 0.000001854745 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WR42 36174337.53400000 PA USD 32337915.19000000 0.302098311795 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290WF56 61311.47980000 PA USD 61422.67000000 0.000573805850 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200ED24 15620.60250000 PA USD 16049.80000000 0.000149935994 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DS77 248000.21470000 PA USD 228716.88000000 0.002136655468 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210LTY9 898.94000000 PA USD 929.31000000 0.000008681542 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5KQ9 376624.96450000 PA USD 357625.82000000 0.003340912852 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201M5L2 5216.21780000 PA USD 5337.21000000 0.000049859804 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210E3B3 712.24000000 PA USD 724.74000000 0.000006770465 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292GWJ0 51874.90900000 PA USD 51960.17000000 0.000485407904 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312939RG8 116025.50430000 PA USD 115798.91000000 0.001081784493 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176L6Y6 56346.56600000 PA USD 53577.06000000 0.000500512765 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291L4J1 14938.69240000 PA USD 14963.47000000 0.000139787583 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A3UW2 5988.04490000 PA USD 5992.99000000 0.000055986050 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209C5D4 651.07000000 PA USD 673.06000000 0.000006287674 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178GS39 88781.15840000 PA USD 79684.45000000 0.000744405991 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GV86 30224.20390000 PA USD 30279.13000000 0.000282865299 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201TKE6 2006.56200000 PA USD 2053.63000000 0.000019184853 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LJF4 21383.16260000 PA USD 21393.58000000 0.000199857175 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SNZ0 1254.92000000 PA USD 1276.94000000 0.000011929075 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180FM82 38157.01570000 PA USD 34373.47000000 0.000321114307 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CNK6 2928.02000000 PA USD 2932.66000000 0.000027396683 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208TUV0 5504.68130000 PA USD 5690.63000000 0.000053161426 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMA44 11342.35950000 PA USD 11342.83000000 0.000105963843 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQ3U5 71413.50470000 PA USD 69877.66000000 0.000652791715 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201LSW5 3533.54660000 PA USD 3575.26000000 0.000033399803 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36296U4N7 24648.09090000 PA USD 24135.39000000 0.000225470953 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212VSX8 1579.50000000 PA USD 1632.85000000 0.000015253958 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179Y5M2 79118889.92920000 PA USD 80716403.17000000 0.754046418532 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FL91 24464.51270000 PA USD 24492.95000000 0.000228811251 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180MUW5 5469.17000000 PA USD 4899.01000000 0.000045766173 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BGU9 320235.90580000 PA USD 312285.92000000 0.002917351000 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201VPB2 6880.70950000 PA USD 6892.35000000 0.000064387802 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291R2Z4 48437.25650000 PA USD 48515.57000000 0.000453228716 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QVX0 10517.72330000 PA USD 10537.89000000 0.000098444156 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178FJD9 24042.35730000 PA USD 22185.22000000 0.000207252615 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36186PM84 439997.26210000 PA USD 391270.34000000 0.003655217365 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209CQT6 1321.82000000 PA USD 1366.47000000 0.000012765457 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213S5K7 304.78000000 PA USD 312.82000000 0.000002922340 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211EF29 1083.33000000 PA USD 1065.96000000 0.000009958116 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297BXP1 4414.35350000 PA USD 4418.21000000 0.000041274577 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213WK21 24852.30900000 PA USD 24896.61000000 0.000232582212 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ADQB1 3446.75310000 PA USD 3448.59000000 0.000032216462 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200XVN6 623.48000000 PA USD 624.60000000 0.000005834965 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201BP42 29285.92510000 PA USD 29941.67000000 0.000279712773 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292BAF3 2299.81000000 PA USD 2303.38000000 0.000021517998 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VNL4 10603.03230000 PA USD 10961.20000000 0.000102398685 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GLY4 142565.56410000 PA USD 139264.52000000 0.001300998414 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VTM3 891.84000000 PA USD 907.49000000 0.000008477701 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180JYL2 61828.81780000 PA USD 57519.87000000 0.000537346193 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230RLR5 79838.87850000 PA USD 78022.08000000 0.000728876259 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FBJ4 1129.40200000 PA USD 1127.23000000 0.000010530495 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179BJC9 58676.52500000 PA USD 53058.93000000 0.000495672435 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JJ33 407.91000000 PA USD 415.44000000 0.000003881008 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KKS6 1761.57000000 PA USD 1764.38000000 0.000016482701 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209N2N1 757.42000000 PA USD 770.71000000 0.000007199913 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ADT69 7401.29860000 PA USD 7238.50000000 0.000067621509 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295WVG9 13831.31480000 PA USD 14040.94000000 0.000131169379 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36178EMJ5 33126.73030000 PA USD 30593.57000000 0.000285802773 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209SKR1 268.22000000 PA USD 272.93000000 0.000002549691 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213D5Y0 2898.58000000 PA USD 2966.57000000 0.000027713468 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FXN1 3252.60150000 PA USD 3362.47000000 0.000031411935 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230U4W6 85585.06190000 PA USD 81051.96000000 0.000757181164 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209E6L1 1141.61000000 PA USD 1161.64000000 0.000010851951 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TQ25 343.32000000 PA USD 349.34000000 0.000003263507 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176TG51 35215.24360000 PA USD 33905.99000000 0.000316747145 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FNZ5 17150.24670000 PA USD 17451.14000000 0.000163027205 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QV48 110366.71990000 PA USD 110427.85000000 0.001031608465 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FLM8 11517.79510000 PA USD 11816.29000000 0.000110386870 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GCZ1 32121.77640000 PA USD 31434.15000000 0.000293655407 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FDB9 1744.09000000 PA USD 1705.74000000 0.000015934891 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295WFF9 172837.87080000 PA USD 169260.44000000 0.001581217987 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36182V4F9 129970.14360000 PA USD 127597.15000000 0.001192002742 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291PDD5 41666.81540000 PA USD 42761.00000000 0.000399469966 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AUQ8 3875.03930000 PA USD 4005.94000000 0.000037423182 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200A7C7 6434.90860000 PA USD 6446.52000000 0.000060222893 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DXB2 99905.76670000 PA USD 99884.26000000 0.000933111059 Long ABS-MBS USGA US N 2 2033-04-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212THE7 2364.50300000 PA USD 2379.71000000 0.000022231067 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179T4Q5 4300883.62270000 PA USD 4113011.56000000 0.038423437051 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BHQ1 244.51000000 PA USD 252.77000000 0.000002361357 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209LHF6 959.22000000 PA USD 991.62000000 0.000009263637 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XML1 17655.02620000 PA USD 17686.97000000 0.000165230310 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RGA1 32281.33940000 PA USD 30452.62000000 0.000284486029 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177Y4Q6 462188.05780000 PA USD 415503.74000000 0.003881603921 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200CS48 2346.00000000 PA USD 2404.00000000 0.000022457982 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410KTQ7 4089.67000000 PA USD 4257.30000000 0.000039771368 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210YRX5 8303.87020000 PA USD 8449.56000000 0.000078935138 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Freddie Mac REMICS N/A 31392XV96 42856.02000000 PA USD 43856.15000000 0.000409700773 Long ABS-MBS USGSE US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140F8BQ9 526859.42420000 PA USD 496340.57000000 0.004636775357 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PS90 29.50000000 PA USD 30.50000000 0.000000284928 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C0WV6 43498.73190000 PA USD 42580.64000000 0.000397785057 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213WKB1 15448.11550000 PA USD 15475.98000000 0.000144575412 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VB83 21260.98360000 PA USD 21304.79000000 0.000199027706 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AJVT3 1580.31000000 PA USD 1544.06000000 0.000014424489 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YNU8 2117.61000000 PA USD 2189.14000000 0.000020450777 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210LX32 1791.81000000 PA USD 1852.34000000 0.000017304417 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208XRJ2 63.91000000 PA USD 65.03000000 0.000000607505 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212CVB4 13525.65070000 PA USD 13982.54000000 0.000130623811 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LC36 13887.16700000 PA USD 13654.63000000 0.000127560501 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291SNL0 4115.40000000 PA USD 4223.00000000 0.000039450940 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QWQ4 85752.53740000 PA USD 85904.65000000 0.000802514620 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202D6T3 86861.54930000 PA USD 86822.43000000 0.000811088450 Long ABS-MBS USGA US N 2 2034-07-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178AXY8 7857.23000000 PA USD 7063.59000000 0.000065987513 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230QTM0 1341144.56990000 PA USD 1278066.92000000 0.011939602680 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CMG5 921.30000000 PA USD 952.42000000 0.000008897434 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CWD8 161900.98410000 PA USD 162151.96000000 0.001514811115 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LM51 6021.90000000 PA USD 6031.75000000 0.000056348143 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201AY85 27746.44540000 PA USD 28397.28000000 0.000265285201 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230SJH8 332689.79140000 PA USD 308135.06000000 0.002878573986 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213YJL7 17263.58180000 PA USD 17681.78000000 0.000165181826 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALSZ8 66329.10460000 PA USD 66365.84000000 0.000619984563 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213Y5G3 818.27000000 PA USD 845.91000000 0.000007902426 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230MJX6 4380.50000000 PA USD 4152.67000000 0.000038793923 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180VRR0 48800.74370000 PA USD 43765.41000000 0.000408853087 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YZY4 2178.70000000 PA USD 2216.92000000 0.000020710295 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213W4M5 5664.68140000 PA USD 5856.03000000 0.000054706581 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207JXJ7 2302.26670000 PA USD 2380.04000000 0.000022234150 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200FDX3 609.30000000 PA USD 610.24000000 0.000005700815 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BB38 519.93000000 PA USD 537.49000000 0.000005021190 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LQ74 11241.28640000 PA USD 10985.48000000 0.000102625507 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9Z79 26539.88420000 PA USD 26564.31000000 0.000248161737 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379LDE3 2117030.63000000 PA USD 1949205.14000000 0.018209324215 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36295NJV0 66086.01260000 PA USD 66166.83000000 0.000618125427 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AEAZ3 34205.25350000 PA USD 34218.03000000 0.000319662199 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180FRX2 122601.16470000 PA USD 110490.25000000 0.001032191401 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36211PRE5 4457.04350000 PA USD 4562.74000000 0.000042624765 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201G2A2 19286.78510000 PA USD 19753.99000000 0.000184540252 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179M5M8 3135273.53420000 PA USD 2907153.54000000 0.027158404349 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36185C5S9 221647.48600000 PA USD 208992.59000000 0.001952392671 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210U2H5 2254.41000000 PA USD 2293.96000000 0.000021429997 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XW29 79836.11150000 PA USD 79980.38000000 0.000747170546 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212CVS7 23469.00270000 PA USD 24261.78000000 0.000226651679 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMVR0 632387.78320000 PA USD 617938.54000000 0.005772734223 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WTW8 13299910.11430000 PA USD 10176459.47000000 0.095067700186 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36208XKK6 294.29000000 PA USD 304.23000000 0.000002842093 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177QXK4 320870.14440000 PA USD 304058.25000000 0.002840488741 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VM27 410.17000000 PA USD 424.03000000 0.000003961255 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176W7K1 65722.43880000 PA USD 62479.81000000 0.000583681570 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36217HDN2 785.34000000 PA USD 811.87000000 0.000007584426 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GPA8 4729.42480000 PA USD 4847.08000000 0.000045281047 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PY85 71.20000000 PA USD 73.61000000 0.000000687658 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296XYS7 18745.89950000 PA USD 18350.25000000 0.000171426621 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210G5V2 3015.08640000 PA USD 3116.93000000 0.000029118119 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202WM30 14630.91210000 PA USD 15003.21000000 0.000140158831 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KKQ7 158.11000000 PA USD 163.45000000 0.000001526937 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178WFQ7 518860.62010000 PA USD 467800.90000000 0.004370159959 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291QG40 7782.58640000 PA USD 7908.93000000 0.000073884614 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200RQF2 3136.64570000 PA USD 3193.75000000 0.000029835766 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VYQ1 48058.90960000 PA USD 49290.42000000 0.000460467305 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180MX69 279523.54970000 PA USD 259122.75000000 0.002420704762 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201HSK0 11539.41270000 PA USD 11560.44000000 0.000107996739 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36216K4M8 2945.45630000 PA USD 2997.13000000 0.000027998957 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UHD4 87125.30830000 PA USD 78357.03000000 0.000732005336 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FK85 209153.26600000 PA USD 214219.84000000 0.002001225237 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295KMC4 1447.24000000 PA USD 1448.89000000 0.000013535418 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132JMV22 40326.13530000 PA USD 38427.48000000 0.000358986556 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NT84 4613.57600000 PA USD 4621.29000000 0.000043171735 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290N6G2 28717.13210000 PA USD 28769.47000000 0.000268762171 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JSS1 3129.02000000 PA USD 3234.72000000 0.000030218504 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A5AW9 3299.25330000 PA USD 3162.21000000 0.000029541122 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296Q6T1 153057.14120000 PA USD 149842.21000000 0.001399814379 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210YYN9 3133.61000000 PA USD 3188.59000000 0.000029787562 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200XHM4 9104.86930000 PA USD 9412.43000000 0.000087930195 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KV96 205324.31180000 PA USD 205558.71000000 0.001920313628 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292H4A8 20026.16240000 PA USD 20570.12000000 0.000192164475 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292J4R7 144852.57570000 PA USD 148722.83000000 0.001389357217 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YNJ4 5249.90410000 PA USD 5427.24000000 0.000050700857 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291J4K3 9665.71310000 PA USD 9909.75000000 0.000092576120 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212J6H4 3066.33000000 PA USD 3169.91000000 0.000029613054 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N Freddie Mac REMICS N/A 3133TJWJ8 11500.22000000 PA USD 11718.02000000 0.000109468839 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291JJE1 25908.76530000 PA USD 25952.08000000 0.000242442331 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212CTY7 25426.72890000 PA USD 26285.63000000 0.000245558329 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209XBK5 230.16000000 PA USD 237.93000000 0.000002222723 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180UK73 20183.54700000 PA USD 18130.13000000 0.000169370277 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230KT27 24747.43100000 PA USD 23512.70000000 0.000219653831 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132M9NE0 108546.00020000 PA USD 105707.14000000 0.000987507956 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292DKM3 18414.28340000 PA USD 18443.27000000 0.000172295607 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177WU24 141595.88520000 PA USD 133213.71000000 0.001244472213 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.87500000 N N N N N N Freddie Mac Pool N/A 3142GXRL3 26423.88000000 PA USD 25528.09000000 0.000238481449 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176JH60 77199.15110000 PA USD 71295.82000000 0.000666040056 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36177PYS8 58359.47800000 PA USD 54099.24000000 0.000505390931 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230LCU1 29936.34340000 PA USD 28510.71000000 0.000266344855 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TZ40 19512806.76130000 PA USD 17571454.20000000 0.164151171107 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176YBQ9 4750.87240000 PA USD 4416.18000000 0.000041255613 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296Q3J6 11864.01880000 PA USD 11614.82000000 0.000108504753 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36202VTP6 2823.38000000 PA USD 2897.20000000 0.000027065419 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201UC69 2139.98000000 PA USD 2196.42000000 0.000020518786 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RVB2 543384.61430000 PA USD 498544.19000000 0.004657361405 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C03G1 620806.61350000 PA USD 620981.00000000 0.005801156650 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295YA86 7659.28310000 PA USD 7666.33000000 0.000071618264 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7NZ5 12169.35360000 PA USD 12154.56000000 0.000113546962 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209HLH6 2461.21520000 PA USD 2544.35000000 0.000023769121 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290VHG2 6499.36250000 PA USD 6664.64000000 0.000062260553 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379TU64 2020437.02000000 PA USD 1855530.36000000 0.017334221638 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SGA3 106141.01630000 PA USD 106332.47000000 0.000993349740 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WEZ0 38001.59550000 PA USD 38831.54000000 0.000362761254 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213H6Y0 5137.75000000 PA USD 5311.30000000 0.000049617755 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VM65 3343.94000000 PA USD 3402.61000000 0.000031786920 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201J2T5 6517.64950000 PA USD 6659.99000000 0.000062217113 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177HC35 58140.52330000 PA USD 56769.82000000 0.000530339283 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212SUB0 985.53000000 PA USD 1018.82000000 0.000009517737 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209MZU1 3806.67810000 PA USD 3935.27000000 0.000036762989 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YNV6 1755.59200000 PA USD 1814.90000000 0.000016954655 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290WKK7 15058.04630000 PA USD 15085.29000000 0.000140925616 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200AGG8 749.07000000 PA USD 750.42000000 0.000007010365 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291D7H0 17428.18210000 PA USD 17457.91000000 0.000163090449 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Fannie Mae REMICS N/A 3136AXNZ4 6260707.42200000 PA USD 5467867.09000000 0.051080393009 Long ABS-MBS USGSE US N 2 2057-08-25 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213TZW6 20924.78300000 PA USD 21631.61000000 0.000202080833 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213VVR6 6006.64270000 PA USD 6209.54000000 0.000058009044 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290NBA9 2374.96940000 PA USD 2380.16000000 0.000022235271 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASZK8 76461.27770000 PA USD 72574.02000000 0.000677980902 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MVS6 4409376.96280000 PA USD 4091958.26000000 0.038226758744 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9RH6 143383.82260000 PA USD 140372.07000000 0.001311345061 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36183E6H0 47485.47750000 PA USD 46618.49000000 0.000435506341 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230QTN8 400278.37500000 PA USD 380907.14000000 0.003558405149 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WPF3 4613.12260000 PA USD 4768.95000000 0.000044551163 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211EAC2 72511.17030000 PA USD 72636.72000000 0.000678566640 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 362172S90 19.72000000 PA USD 19.71000000 0.000000184129 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178K7H2 787509.42750000 PA USD 732030.49000000 0.006838572428 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BWW4 3448.12000000 PA USD 3564.60000000 0.000033300218 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296SRD9 63233.42450000 PA USD 61806.33000000 0.000577389972 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Fannie Mae REMICS N/A 3136AEV95 1672703.98910000 PA USD 1586885.91000000 0.014824565888 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36208YK81 1812.75000000 PA USD 1873.98000000 0.000017506576 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208SX72 3283.13000000 PA USD 3394.03000000 0.000031706766 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36186NLR8 2583046.67720000 PA USD 2295294.50000000 0.021442464347 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209N2W1 6677.92070000 PA USD 6795.08000000 0.000063479113 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AWC73 331216.49800000 PA USD 306590.95000000 0.002864149029 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MQX4 32546.35140000 PA USD 32605.67000000 0.000304599656 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 21H060689 486440000.00000000 PA USD 494639675.86000000 4.620885735713 Long ABS-MBS USGA US N 2 2026-08-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210F2U9 1882.73000000 PA USD 1946.33000000 0.000018182464 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8AJ3 22546.96450000 PA USD 22495.78000000 0.000210153843 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LGZ3 41741.70360000 PA USD 42354.54000000 0.000395672848 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213TT86 2527.96000000 PA USD 2613.35000000 0.000024413714 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213PRR4 13501.90630000 PA USD 13958.00000000 0.000130394560 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RYU1 49574.55710000 PA USD 49664.47000000 0.000463961651 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AWS43 2016.87000000 PA USD 1916.24000000 0.000017901366 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208HVQ6 10081.08360000 PA USD 10257.95000000 0.000095828978 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KT80 3038.35000000 PA USD 3043.87000000 0.000028435598 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JLK2 1420.67000000 PA USD 1468.66000000 0.000013720108 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C6CE3 148073.06020000 PA USD 144328.71000000 0.001348307687 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36202UER0 4040.91420000 PA USD 4151.07000000 0.000038778976 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292LGL2 3990.88040000 PA USD 3996.35000000 0.000037333593 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208Y5X3 58.58000000 PA USD 60.56000000 0.000000565746 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AXN95 201043.40560000 PA USD 190861.94000000 0.001783017535 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202WJR1 8410.88990000 PA USD 8614.64000000 0.000080477303 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QRV0 4007.40400000 PA USD 4142.77000000 0.000038701438 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C1TK2 98342.46540000 PA USD 93640.06000000 0.000874778224 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FWN2 13834.85150000 PA USD 14077.58000000 0.000131511667 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129413N5 21979.08230000 PA USD 21591.01000000 0.000201701551 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C55S2 840068.82140000 PA USD 821509.35000000 0.007674477043 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295YAN3 5255.46930000 PA USD 5260.31000000 0.000049141410 Long ABS-MBS USGA US N 2 2037-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MAZ3 10814.05290000 PA USD 10557.82000000 0.000098630340 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208TYX2 976.40000000 PA USD 1009.38000000 0.000009429550 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176GUK0 65161.38750000 PA USD 63703.10000000 0.000595109451 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207LJM1 1073.24000000 PA USD 1095.45000000 0.000010233609 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176LLJ2 5373.86670000 PA USD 5126.50000000 0.000047891367 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QXH4 1294.23000000 PA USD 1337.95000000 0.000012499025 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AAS41 323076.94590000 PA USD 316033.32000000 0.002952358922 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178TRH1 57629.69040000 PA USD 53491.65000000 0.000499714872 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36183CU38 105484.10440000 PA USD 94156.73000000 0.000879604916 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290NBU5 3153.48000000 PA USD 3159.20000000 0.000029513002 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180DW29 575920.56710000 PA USD 532333.23000000 0.004973016013 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210UXU2 33.58000000 PA USD 34.71000000 0.000000324258 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MYG2 27177.03150000 PA USD 26822.87000000 0.000250577184 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180EPU3 181687.45320000 PA USD 163469.42000000 0.001527118724 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138ER5Y2 10633.10560000 PA USD 10539.64000000 0.000098460504 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36184QLZ5 294032.72880000 PA USD 276566.89000000 0.002583666574 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AXPA0 422162.42880000 PA USD 401255.21000000 0.003748495251 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DAN1 88762.59530000 PA USD 90319.05000000 0.000843753605 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LKJ4 8257.22250000 PA USD 8260.87000000 0.000077172410 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MDZ3 13631.07770000 PA USD 13354.61000000 0.000124757737 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211D7L8 216279.76200000 PA USD 216635.22000000 0.002023789531 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230UCT4 92977.05630000 PA USD 88442.13000000 0.000826219563 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335ADN5 786502.49750000 PA USD 777724.97000000 0.007265446739 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210SSG4 7865.43450000 PA USD 8131.13000000 0.000075960389 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BMC9 692.75000000 PA USD 704.90000000 0.000006585121 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36184HD84 805350.20750000 PA USD 759922.25000000 0.007099135101 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291JXH8 81529.68100000 PA USD 83734.51000000 0.000782241339 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 21H050680 1018510000.00000000 PA USD 986299315.70000000 9.213932204565 Long ABS-MBS USGA US N 2 2026-08-20 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WBY3 60555299.92950000 PA USD 50690787.07000000 0.473549426654 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36211HU58 12161.36380000 PA USD 12572.17000000 0.000117448243 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KMZ5 22640.58540000 PA USD 23037.80000000 0.000215217352 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291XMY2 52787.34110000 PA USD 52874.51000000 0.000493949597 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213ESB3 1519.83000000 PA USD 1552.17000000 0.000014500252 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180CYS2 101829.64000000 PA USD 94956.92000000 0.000887080229 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36211BDQ4 2804.92000000 PA USD 2899.67000000 0.000027088493 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176JEW6 9939.51410000 PA USD 9438.11000000 0.000088170096 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230TGR7 120976.15690000 PA USD 112418.85000000 0.001050208233 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176LYR0 542128.30320000 PA USD 502115.60000000 0.004690725242 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290WKH4 40885.41170000 PA USD 40958.29000000 0.000382629188 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C34G4 324349.54100000 PA USD 308529.49000000 0.002882258720 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XPG6 6196.04820000 PA USD 6206.94000000 0.000057984755 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DVX6 16758.71780000 PA USD 16562.86000000 0.000154728961 Long ABS-MBS USGA US N 2 2032-12-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207JYU1 82.64000000 PA USD 85.43000000 0.000000798080 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290N5H1 2766.00160000 PA USD 2771.04000000 0.000025886842 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230KXA4 168454.27220000 PA USD 159923.23000000 0.001493990491 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295QJS0 25121.14270000 PA USD 25143.68000000 0.000234890321 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292FWA1 13185.86590000 PA USD 13207.18000000 0.000123380457 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YR24 29139.47360000 PA USD 29864.37000000 0.000278990643 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292HSC8 28100.47620000 PA USD 27633.24000000 0.000258147598 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5MA2 233676.05960000 PA USD 222234.46000000 0.002076097200 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ABHD1 73718.40950000 PA USD 71973.89000000 0.000672374534 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176EZG9 5909.40970000 PA USD 5620.06000000 0.000052502167 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36212HGZ7 29109.09280000 PA USD 29760.88000000 0.000278023847 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380KMQ5 2140761.00000000 PA USD 1489609.15000000 0.013915813892 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36295PYC0 4696.38680000 PA USD 4702.74000000 0.000043932634 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NMY3 31401.93260000 PA USD 32215.73000000 0.000300956867 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208TXS4 770.26000000 PA USD 771.75000000 0.000007209629 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208DT88 2838.76000000 PA USD 2934.65000000 0.000027415274 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XHZ6 5168.29130000 PA USD 5177.71000000 0.000048369767 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A0AK6 282767.81860000 PA USD 276799.69000000 0.002585841374 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295R4C9 146932.82070000 PA USD 143566.75000000 0.001341189515 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5S73 107991.50950000 PA USD 105455.18000000 0.000985154165 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213TY56 5525.05540000 PA USD 5633.48000000 0.000052627536 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AV4M1 92004.98730000 PA USD 89981.23000000 0.000840597716 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FCZ0 1217.36610000 PA USD 1238.72000000 0.000011572026 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SEF4 7184.81710000 PA USD 7197.91000000 0.000067242320 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BE20 331.49000000 PA USD 337.31000000 0.000003151124 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36294SC62 9859.33440000 PA USD 9871.58000000 0.000092219539 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36183WHM7 111540.11360000 PA USD 99755.16000000 0.000931905017 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36206RTQ9 255.72000000 PA USD 260.21000000 0.000002430861 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LCN3 11175.39340000 PA USD 11473.51000000 0.000107184646 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180BGT2 45921.94690000 PA USD 42833.81000000 0.000400150152 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C43U2 39360.48710000 PA USD 38545.80000000 0.000360091893 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AATP3 1272.79000000 PA USD 1246.18000000 0.000011641717 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CWQ9 21294.97980000 PA USD 20963.95000000 0.000195843605 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KAG2 16917.31130000 PA USD 17378.50000000 0.000162348607 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FS98 14468.07910000 PA USD 14721.91000000 0.000137530948 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A95F4 68538.99500000 PA USD 67156.06000000 0.000627366737 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138Y23K7 17256.42330000 PA USD 16752.75000000 0.000156502899 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36200RZ70 29182.81690000 PA USD 29945.84000000 0.000279751729 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Freddie Mac REMICS N/A 3133THM53 33902.04000000 PA USD 34174.60000000 0.000319256479 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MSH5 232.70000000 PA USD 232.74000000 0.000002174239 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FGH3 1375.88000000 PA USD 1400.02000000 0.000013078878 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JGB0 10614.65580000 PA USD 10488.23000000 0.000097980236 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209XHK9 6655.33310000 PA USD 6772.10000000 0.000063264436 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180BEQ0 53862.92400000 PA USD 49918.48000000 0.000466334593 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295NHQ3 25015.47550000 PA USD 25044.55000000 0.000233964256 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296HNP0 634398.52580000 PA USD 604940.61000000 0.005651308562 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A95X5 153531.23020000 PA USD 150229.33000000 0.001403430824 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178DX63 88684.89680000 PA USD 77557.59000000 0.000724537029 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LAS3 34847.74380000 PA USD 34507.52000000 0.000322366592 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297BHB0 92704.88180000 PA USD 90339.47000000 0.000843944367 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AMX2 559.48000000 PA USD 569.30000000 0.000005318356 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVTG7 15145.36010000 PA USD 15147.47000000 0.000141506497 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SM81 516.37000000 PA USD 517.31000000 0.000004832670 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213HPF0 7390.46430000 PA USD 7640.11000000 0.000071373318 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SMN8 17365.79980000 PA USD 17839.21000000 0.000166652525 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AFYV3 12047.33240000 PA USD 12053.74000000 0.000112605110 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380HCC4 2145431.93000000 PA USD 1944365.05000000 0.018164108467 Long ABS-MBS USGA US N 2 2047-09-16 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207V2K1 4962.76040000 PA USD 5130.40000000 0.000047927801 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AFUR6 60561.60790000 PA USD 59259.15000000 0.000553594412 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213WDN3 3968.88340000 PA USD 4102.95000000 0.000038329442 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36205F4C4 12076.06990000 PA USD 12377.56000000 0.000115630211 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181DZL3 414611.91530000 PA USD 381955.63000000 0.003568200062 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MS46 1416.01830000 PA USD 1420.47000000 0.000013269921 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 6.00000000 N N N N N N TD Securities (USA) LLC SUVUFHICNZMP2WKHG940 N/A 23600000.00000000 PA USD 23600000.00000000 0.220469381420 Long RA CORP US N 2 Repurchase Y 3.65000000 2026-08-03 23573059.00000000 USD 24072000.53000000 USD AMBS N N N Ginnie Mae I Pool N/A 36210KB95 7117.13440000 PA USD 7357.55000000 0.000068733665 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3129456V5 76113.46620000 PA USD 74553.82000000 0.000696476041 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291JUB4 65239.61920000 PA USD 60438.64000000 0.000564613117 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290STN1 20260.24890000 PA USD 20296.00000000 0.000189603668 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201XFG8 29300.55650000 PA USD 29940.47000000 0.000279701563 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KJM1 3768.31270000 PA USD 3774.37000000 0.000035259873 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292MTR3 21471.40620000 PA USD 21901.85000000 0.000204605394 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WDU82 21148.29550000 PA USD 20702.53000000 0.000193401439 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213WNM4 10395.71430000 PA USD 10746.88000000 0.000100396524 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YT89 17489.48740000 PA USD 17520.51000000 0.000163675254 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201BRQ1 202.71000000 PA USD 207.77000000 0.000001940971 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212XMN2 19359.33410000 PA USD 18970.76000000 0.000177223378 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201Q5K5 39471.09340000 PA USD 40456.52000000 0.000377941692 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291HVE1 28476.29440000 PA USD 28527.28000000 0.000266499651 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GWB8 5395.42000000 PA USD 5537.72000000 0.000051732953 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225B4P0 3335.83060000 PA USD 3341.78000000 0.000031218651 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C02V9 10461.31440000 PA USD 10229.19000000 0.000095560304 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RE90 5711.01770000 PA USD 5720.76000000 0.000053442899 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SZ20 1785.38000000 PA USD 1845.69000000 0.000017242293 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209CR24 78.65000000 PA USD 78.87000000 0.000000736797 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176UQT5 11371.39000000 PA USD 10795.51000000 0.000100850822 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MTF0 322517.85170000 PA USD 323101.35000000 0.003018387914 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJTH3 15722.15060000 PA USD 14943.11000000 0.000139597382 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36181CXZ6 44160.78000000 PA USD 39620.06000000 0.000370127547 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AEY2 2499.51000000 PA USD 2583.94000000 0.000024138968 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176PPQ3 53176.06480000 PA USD 50552.45000000 0.000472257092 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211DCU2 638.82000000 PA USD 660.40000000 0.000006169405 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36294WTA6 76400.45100000 PA USD 77677.68000000 0.000725658900 Long ABS-MBS USGA US N 2 2037-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMF98 42878.34910000 PA USD 42893.38000000 0.000400706650 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PRD2 4022.70480000 PA USD 4158.59000000 0.000038849227 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379GME4 4621552.42630000 PA USD 4273106.78000000 0.039919034259 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291N2F7 6743.15840000 PA USD 6754.83000000 0.000063103101 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GQD5 158633.47490000 PA USD 154585.86000000 0.001444129191 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36202UKA0 3799.65680000 PA USD 3806.36000000 0.000035558721 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179BHR8 164744.99970000 PA USD 152585.71000000 0.001425443944 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ASVM8 96087.41320000 PA USD 91587.23000000 0.000855600845 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211QXG1 4167.07080000 PA USD 4252.27000000 0.000039724378 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291AP60 57865.08900000 PA USD 57961.07000000 0.000541467849 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201MK76 6695.59450000 PA USD 6859.46000000 0.000064080546 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176P3F1 81652.04520000 PA USD 75472.38000000 0.000705057158 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KRQ3 1639.26000000 PA USD 1662.40000000 0.000015530012 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A6DD6 1056.19000000 PA USD 1057.26000000 0.000009876841 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177LA20 37561.74570000 PA USD 34734.85000000 0.000324490292 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209J7D7 2195.05440000 PA USD 2269.20000000 0.000021198691 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297ERL1 3550.11000000 PA USD 3603.41000000 0.000033662778 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36177KL38 19179.56240000 PA USD 18208.25000000 0.000170100068 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BGG4 271.35000000 PA USD 280.52000000 0.000002620596 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292HFH1 41145.56920000 PA USD 42191.88000000 0.000394153291 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LTT3 351075.64340000 PA USD 343421.60000000 0.003208218123 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AATY4 3537.06000000 PA USD 3539.02000000 0.000033061252 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213DQK7 101.80000000 PA USD 103.75000000 0.000000969224 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291BPQ4 7537.97220000 PA USD 7551.67000000 0.000070547119 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208WDZ3 1868.02000000 PA USD 1900.79000000 0.000017757033 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241L2H8 2340625.93330000 PA USD 2341818.48000000 0.021877087783 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200N5Z0 50462.59820000 PA USD 50552.55000000 0.000472258026 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BZP6 142612.69560000 PA USD 145994.81000000 0.001363872264 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KBP9 364.68000000 PA USD 377.00000000 0.000003521904 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291NM32 2048.95000000 PA USD 2052.38000000 0.000019173175 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291ABG3 53459.39740000 PA USD 54298.32000000 0.000507250721 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FPG5 36636.63190000 PA USD 35786.63000000 0.000334315939 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208Y6J3 1061.79000000 PA USD 1080.42000000 0.000010093200 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7HG3 1130.25000000 PA USD 1130.62000000 0.000010562164 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MSZ4 41904.80110000 PA USD 40892.42000000 0.000382013836 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210CT52 4932.52400000 PA USD 5019.06000000 0.000046887671 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASAL3 114092.30430000 PA USD 108636.80000000 0.001014876614 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180DUR6 20620.99640000 PA USD 19129.68000000 0.000178707996 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296UZ52 37954.00350000 PA USD 37164.53000000 0.000347188175 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XH78 18311.72480000 PA USD 18345.00000000 0.000171377576 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RWR3 60442.42040000 PA USD 60375.36000000 0.000564021960 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WKE1 9354.32690000 PA USD 9371.36000000 0.000087546522 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AC2C7 93051.38060000 PA USD 91078.05000000 0.000850844124 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290U5V4 3020.20000000 PA USD 3061.65000000 0.000028601698 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36184AD89 217751.26800000 PA USD 204886.37000000 0.001914032680 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132Y1T65 74285.72100000 PA USD 67005.92000000 0.000625964141 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210CCD3 118.37000000 PA USD 122.37000000 0.000001143171 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Freddie Mac REMICS N/A 3133TJA60 5301.80000000 PA USD 5365.70000000 0.000050125955 Long ABS-MBS USGSE US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SMB2 355.57080000 PA USD 355.01000000 0.000003316476 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291ATR0 53591.14930000 PA USD 54862.08000000 0.000512517323 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213AUS1 12941.08390000 PA USD 13010.72000000 0.000121545143 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36179DLV0 214212.89880000 PA USD 198578.74000000 0.001855107286 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210L5A7 448.04000000 PA USD 463.17000000 0.000004326898 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201QV42 701.13290000 PA USD 716.45000000 0.000006693020 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290NA44 710.20000000 PA USD 711.46000000 0.000006646404 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VPR9 2037.98000000 PA USD 2073.74000000 0.000019372719 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SHZ7 74168.29230000 PA USD 74302.48000000 0.000694128042 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202UBW2 18118.07310000 PA USD 17884.48000000 0.000167075434 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ADCV2 95898.39920000 PA USD 93761.35000000 0.000875911306 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211ESN9 5191.45160000 PA USD 5282.53000000 0.000049348988 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VXU0 65052.30210000 PA USD 65165.70000000 0.000608772947 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RBZ1 6170.72350000 PA USD 6010.80000000 0.000056152430 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ANF70 1229776.09010000 PA USD 1202725.69000000 0.011235770715 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36241L7B6 160918.10080000 PA USD 157123.36000000 0.001467834321 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230SM43 59170.46420000 PA USD 56306.95000000 0.000526015187 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JMP3 1685.19000000 PA USD 1742.12000000 0.000016274750 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RYN7 10246.69070000 PA USD 10127.55000000 0.000094610791 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209DA53 601.37000000 PA USD 621.68000000 0.000005807686 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210E2Y4 1460.50200000 PA USD 1463.34000000 0.000013670409 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212XAN5 1688.03000000 PA USD 1745.05000000 0.000016302122 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210CLK7 1343.25000000 PA USD 1388.62000000 0.000012972381 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201CR97 1029.98000000 PA USD 1034.85000000 0.000009667488 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178UBE2 132791.21480000 PA USD 123543.79000000 0.001154136566 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209M3P7 2757.41090000 PA USD 2850.56000000 0.000026629711 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206P6N5 5686.85530000 PA USD 5786.63000000 0.000054058251 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UB73 768945.58740000 PA USD 693856.59000000 0.006481954796 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201GUZ6 50276.09980000 PA USD 50364.29000000 0.000470499316 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312943GW7 1725.47000000 PA USD 1654.07000000 0.000015452194 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297E5Q4 88587.76600000 PA USD 84334.65000000 0.000787847801 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176PPP5 373478.25010000 PA USD 354490.77000000 0.003311625456 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BSW9 571.88000000 PA USD 591.20000000 0.000005522944 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CSJ0 50030.48820000 PA USD 50117.70000000 0.000468195691 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMGV8 9801.66160000 PA USD 9078.23000000 0.000084808125 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296A3Z5 1268562.84830000 PA USD 1209403.55000000 0.011298154769 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178GES9 35408.41380000 PA USD 33199.53000000 0.000310147450 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230R5U6 209859.51640000 PA USD 200328.28000000 0.001871451354 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180DQK6 238465.67110000 PA USD 220607.91000000 0.002060902095 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210F7B6 10976.20000000 PA USD 11346.97000000 0.000106002519 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201F6S1 1901.94880000 PA USD 1935.32000000 0.000018079610 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177MHY1 56388.73380000 PA USD 53380.81000000 0.000498679413 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AX6Q6 29928.67200000 PA USD 28575.58000000 0.000266950866 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208UKT3 750.15000000 PA USD 775.49000000 0.000007244567 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297AHV8 173932.14520000 PA USD 157146.28000000 0.001468048438 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TCX1 123322486.32640000 PA USD 111052984.17000000 1.037448420544 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3132A7G62 2917.44050000 PA USD 2899.41000000 0.000027086064 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KDA3 4797.68810000 PA USD 4959.75000000 0.000046333602 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291PYM2 3699.39000000 PA USD 3705.70000000 0.000034618363 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213EPR1 111141.79990000 PA USD 113690.28000000 0.001062085834 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FR40 651.93000000 PA USD 663.37000000 0.000006197151 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XKG4 8712.50700000 PA USD 8728.31000000 0.000081539199 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200DKR3 9623.58880000 PA USD 9877.41000000 0.000092274003 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJQM5 3166.55000000 PA USD 3030.60000000 0.000028311631 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ACYZ1 4043.85000000 PA USD 3745.25000000 0.000034987836 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FGD2 5563.03250000 PA USD 5660.63000000 0.000052881169 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QRL2 284.37000000 PA USD 289.36000000 0.000002703178 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AF4A2 21841.16420000 PA USD 21412.11000000 0.000200030281 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178NKL2 7612526.24430000 PA USD 6886661.97000000 0.064334665448 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296GH61 318274.64440000 PA USD 303819.50000000 0.002838258357 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179V7D6 253053661.48250000 PA USD 203129337.24000000 1.897618615662 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FKH4 57406.09570000 PA USD 54728.97000000 0.000511273820 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292A6S2 38636.63140000 PA USD 39639.11000000 0.000370305511 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210QBE1 414.70000000 PA USD 428.71000000 0.000004004975 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SFJ5 33305.05140000 PA USD 32898.96000000 0.000307339549 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EAY5 185238.23630000 PA USD 185140.86000000 0.001729571647 Long ABS-MBS USGA US N 2 2034-10-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201V5M0 43051.34650000 PA USD 43991.57000000 0.000410965857 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209TXD6 7286.97150000 PA USD 7533.12000000 0.000070373826 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NX87 1976.96000000 PA USD 2043.74000000 0.000019092461 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KZ50 28595.50820000 PA USD 28620.48000000 0.000267370318 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176RJG8 38549.00860000 PA USD 36647.07000000 0.000342354103 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291KAN7 51857.54020000 PA USD 53185.59000000 0.000496855683 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NX46 2800.74780000 PA USD 2849.89000000 0.000026623452 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210UM59 1741.21000000 PA USD 1800.03000000 0.000016815741 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209LNV4 8422.23090000 PA USD 8706.73000000 0.000081337600 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291XB73 50608.38230000 PA USD 50697.16000000 0.000473608962 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AY6X9 697843.03810000 PA USD 663938.33000000 0.006202460716 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KDP7 470.40000000 PA USD 486.29000000 0.000004542883 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200DJN4 9607.68440000 PA USD 9625.14000000 0.000089917316 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9TK7 15801.74380000 PA USD 15814.02000000 0.000147733356 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201UWM2 1656.75000000 PA USD 1685.82000000 0.000015748800 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178SGU6 11608.11000000 PA USD 10757.70000000 0.000100497604 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180GCN8 159880.12480000 PA USD 138669.48000000 0.001295439596 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MAX8 1796786.86810000 PA USD 1671234.41000000 0.015612543075 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210L2M4 1664.76000000 PA USD 1720.99000000 0.000016077355 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210QWH1 5867.93940000 PA USD 5970.89000000 0.000055779594 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213R4E4 18778.04110000 PA USD 18809.19000000 0.000175714003 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213LF39 611.31000000 PA USD 631.96000000 0.000005903721 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177Y5P7 642411.70720000 PA USD 576588.79000000 0.005386448045 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5ME4 374948.17940000 PA USD 364926.56000000 0.003409115802 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208TTA8 2523.27000000 PA USD 2608.51000000 0.000024368499 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AHNC3 39058.85260000 PA USD 39063.36000000 0.000364926898 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FHG7 392.06000000 PA USD 392.48000000 0.000003666517 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178LZL0 63539.86940000 PA USD 58681.05000000 0.000548193847 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180SF58 321503.10920000 PA USD 289147.07000000 0.002701189646 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292JQJ1 56306.14040000 PA USD 57808.17000000 0.000540039469 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201V4S8 28757.27790000 PA USD 29482.17000000 0.000275420160 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KAU2 1665.60000000 PA USD 1721.86000000 0.000016085483 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36187S4L8 193872.27270000 PA USD 182418.16000000 0.001704136393 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AD80 19.90000000 PA USD 20.57000000 0.000000192163 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201LSS4 21530.17220000 PA USD 21856.04000000 0.000204177441 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KAL4 1252.82000000 PA USD 1295.14000000 0.000012099098 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208TKE9 983.12000000 PA USD 1016.33000000 0.000009494476 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138LLEC5 3337704.00000000 PA USD 2895602.74000000 0.027050497666 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 3.26000000 N N N N N N Ginnie Mae I Pool N/A 36213RWE3 1390.01000000 PA USD 1392.43000000 0.000013007973 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292HS46 29111.86900000 PA USD 29879.68000000 0.000279133668 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200E2V2 12635.46960000 PA USD 12971.57000000 0.000121179407 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36206THD7 7313.28130000 PA USD 7560.32000000 0.000070627926 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290NBR2 744.84000000 PA USD 746.19000000 0.000006970849 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201FBB2 3649.70000000 PA USD 3741.70000000 0.000034954673 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201MFU1 505.14000000 PA USD 516.72000000 0.000004827158 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TED4 618.57000000 PA USD 629.42000000 0.000005879993 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176GWK8 426397.60050000 PA USD 405359.91000000 0.003786841042 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208V6C4 2221.32190000 PA USD 2260.29000000 0.000021115455 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VCH2 74406.91250000 PA USD 74541.53000000 0.000696361229 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KAB4 55522.29860000 PA USD 54837.51000000 0.000512287792 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213AMB7 8957.07560000 PA USD 9259.64000000 0.000086502843 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209N3B6 1253.59000000 PA USD 1295.94000000 0.000012106571 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201UG99 28267.67790000 PA USD 28318.76000000 0.000264551673 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213BGW6 776.67000000 PA USD 802.91000000 0.000007500723 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291FXN3 26781.37440000 PA USD 26826.30000000 0.000250609227 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 31426M2B7 185557.50000000 PA USD 183998.95000000 0.001718904012 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379RPP2 1142478.22460000 PA USD 1109963.52000000 0.010369193671 Long ABS-MBS USGA US N 2 2048-11-17 Fixed 2.65000000 N N N N N N Ginnie Mae I Pool N/A 36202SYL6 49319.73080000 PA USD 49405.70000000 0.000461544242 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213JKK0 16171.09040000 PA USD 16454.80000000 0.000153719473 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KDP0 3692.66320000 PA USD 3817.40000000 0.000035661856 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181RCD5 113314.63230000 PA USD 100691.35000000 0.000940650832 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36183WV82 1195.02000000 PA USD 1062.68000000 0.000009927474 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 3.00000000 N N N N N N Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 N/A 35563PGK9 8978972.62030000 PA USD 6744789.63000000 0.063009304980 Long ABS-MBS CORP US N 2 2057-08-25 Variable 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AYHR0 69129.24190000 PA USD 69153.48000000 0.000646026481 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36206DFC6 387.43000000 PA USD 387.50000000 0.000003619995 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212QFZ8 1505.25000000 PA USD 1512.87000000 0.000014133114 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WP85 1151083.63280000 PA USD 880754.52000000 0.008227940856 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36176ABB4 29030.38640000 PA USD 26825.64000000 0.000250603061 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36202VFT3 17478.03550000 PA USD 17912.83000000 0.000167340277 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208T4S6 2308.98000000 PA USD 2386.98000000 0.000022298983 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PNP8 1916.25000000 PA USD 1980.98000000 0.000018506162 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292EGD6 12954.67590000 PA USD 13293.39000000 0.000124185825 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180HHG6 2621.57000000 PA USD 2350.14000000 0.000021954826 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381XRE8 2647303.88000000 PA USD 2346170.68000000 0.021917745700 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212D6X2 50018.04740000 PA USD 50108.54000000 0.000468110119 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176PR81 54143.59030000 PA USD 51296.40000000 0.000479207015 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211ET65 318.94000000 PA USD 318.72000000 0.000002977457 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292CPH1 111282.93950000 PA USD 111466.71000000 0.001041313415 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212DVX4 42128.11520000 PA USD 42765.74000000 0.000399514247 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36182VHS7 559606.71680000 PA USD 498190.22000000 0.004654054645 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176JJC5 26415.18580000 PA USD 23776.27000000 0.000222116082 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AXU9 2822.20880000 PA USD 2917.54000000 0.000027255433 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176LEL5 21179.62900000 PA USD 20686.01000000 0.000193247111 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213LJB7 2027.87000000 PA USD 2071.01000000 0.000019347215 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200B3X3 3181.45000000 PA USD 3263.90000000 0.000030491102 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C0WQ7 8544.34000000 PA USD 8361.43000000 0.000078111834 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVPC0 49776.33260000 PA USD 48730.79000000 0.000455239285 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291QEX8 74824.53960000 PA USD 76820.57000000 0.000717651845 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291KYC5 3400.40470000 PA USD 3406.59000000 0.000031824101 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36205F6V0 379.36000000 PA USD 380.04000000 0.000003550304 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FNJ4 1179.99000000 PA USD 1219.85000000 0.000011395744 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202XPD3 5626.49160000 PA USD 5636.36000000 0.000052654440 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210ETL3 1822.72000000 PA USD 1854.70000000 0.000017326464 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291WDS7 27588.01190000 PA USD 28283.43000000 0.000264221623 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209EXW7 774.17000000 PA USD 800.32000000 0.000007476527 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FY29 3387.52560000 PA USD 3501.95000000 0.000032714947 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291JJV3 4361.24250000 PA USD 4368.51000000 0.000040810283 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209MDH4 4728.25780000 PA USD 4887.98000000 0.000045663132 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AHK6 1980.42000000 PA USD 2047.32000000 0.000019125905 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210GV68 7695.52600000 PA USD 7955.48000000 0.000074319481 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206THA3 2400.20800000 PA USD 2481.29000000 0.000023180019 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ABMF0 755.59000000 PA USD 740.50000000 0.000006917693 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295P5P3 34553.12650000 PA USD 34583.31000000 0.000323074617 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AF2G1 6266.92780000 PA USD 6273.41000000 0.000058605712 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BLQ9 8297.64570000 PA USD 8443.22000000 0.000078875910 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200ATV1 3086.02870000 PA USD 3113.53000000 0.000029086357 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201NH94 5567.64610000 PA USD 5709.32000000 0.000053336027 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BDE8 1695.93000000 PA USD 1617.87000000 0.000015114016 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9RA1 195852.81300000 PA USD 191839.53000000 0.001792150106 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KW29 149824.61960000 PA USD 150097.30000000 0.001402197410 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NT83 10596.53040000 PA USD 10561.39000000 0.000098663691 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AUS6 13802.02700000 PA USD 13826.63000000 0.000129167312 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ANYG9 44658.08330000 PA USD 42454.73000000 0.000396608816 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176VR70 88213.06540000 PA USD 76634.42000000 0.000715912846 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36178WM22 79381.26250000 PA USD 73188.80000000 0.000683724129 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312941SY4 49910.23380000 PA USD 49804.96000000 0.000465274098 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C16Q4 102006.53520000 PA USD 97050.55000000 0.000906638759 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KE71 190.76000000 PA USD 197.20000000 0.000001842227 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291HT20 48971.89900000 PA USD 49058.77000000 0.000458303248 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YW44 5021.56350000 PA USD 5030.26000000 0.000046992301 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QQM0 4075.29730000 PA USD 4179.96000000 0.000039048864 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CUR2 2470.52000000 PA USD 2553.97000000 0.000023858990 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207VB39 3050.58390000 PA USD 3104.10000000 0.000028998263 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292KMT0 7815.88680000 PA USD 7830.13000000 0.000073148471 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GY20 740049.91630000 PA USD 665028.84000000 0.006212648177 Long ABS-MBS USGA US N 2 2043-12-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 312933AP9 802.01000000 PA USD 772.36000000 0.000007215327 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AUGP3 177934.47870000 PA USD 169155.51000000 0.001580237739 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AE55 688.78000000 PA USD 700.86000000 0.000006547380 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36198RXX9 90038.81220000 PA USD 84748.37000000 0.000791712741 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177XZX9 248386.60870000 PA USD 230675.33000000 0.002154951157 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180MXE2 2706835.83320000 PA USD 2368544.96000000 0.022126764499 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36212KE90 3168.58000000 PA USD 3275.61000000 0.000030600496 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RU27 17074.57700000 PA USD 16878.46000000 0.000157677272 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201CM43 706.65000000 PA USD 723.04000000 0.000006754583 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BVM4 2204.60000000 PA USD 2279.07000000 0.000021290896 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297AFT5 1345988.36800000 PA USD 1280084.07000000 0.011958446740 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KXB9 27807.03430000 PA USD 28198.40000000 0.000263427279 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210D2G5 26874.65840000 PA USD 27346.16000000 0.000255465719 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179XNB8 115383.52090000 PA USD 100736.99000000 0.000941077197 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YLG2 114.80000000 PA USD 118.68000000 0.000001108699 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290N5Q1 56045.99000000 PA USD 56147.64000000 0.000524526926 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292ESN1 47724.59620000 PA USD 46931.07000000 0.000438426439 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209SKT7 181.46000000 PA USD 184.64000000 0.000001724892 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AAPX0 240445.84390000 PA USD 235087.63000000 0.002196170523 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A95E7 70820.11630000 PA USD 69276.12000000 0.000647172174 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178UFE8 145241.27990000 PA USD 135019.33000000 0.001261340176 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201Q6V0 63283.53100000 PA USD 64700.52000000 0.000604427272 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380KLU7 5416274.00000000 PA USD 4483879.22000000 0.041888054152 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36176APG8 78532.49170000 PA USD 76646.48000000 0.000716025509 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177JZ77 440858.23990000 PA USD 397807.60000000 0.003716287944 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YDS5 2918.16140000 PA USD 3016.74000000 0.000028182152 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36184FQF8 221112.49210000 PA USD 196336.44000000 0.001834159893 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FXP8 17466.27770000 PA USD 17496.52000000 0.000163451141 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36183WEA6 171464.29410000 PA USD 161530.41000000 0.001509004642 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RKY1 99202.33480000 PA USD 96819.92000000 0.000904484231 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVDY5 12255.35000000 PA USD 11981.08000000 0.000111926326 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213HMT3 1903.02000000 PA USD 1967.30000000 0.000018378365 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178SMJ4 25709.94020000 PA USD 23704.33000000 0.000221444024 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210ARM1 1898.42000000 PA USD 1901.41000000 0.000017762825 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138ADT47 194153.19100000 PA USD 190440.28000000 0.001779078420 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210F4H6 3991.70460000 PA USD 4126.54000000 0.000038549818 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NQ50 147405.92150000 PA USD 139564.66000000 0.001303802299 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AY5H5 41035.64880000 PA USD 38933.40000000 0.000363712822 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202C2H5 9992.04020000 PA USD 10167.25000000 0.000094981666 Long ABS-MBS USGA US N 2 2028-04-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230ND69 6325.87750000 PA USD 6053.31000000 0.000056549555 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132A9L54 1203.21020000 PA USD 1198.59000000 0.000011197135 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36198KJB8 534687.95970000 PA USD 491654.03000000 0.004592994062 Long ABS-MBS USGA US N 2 2044-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3617A0RR9 3891474.94790000 PA USD 3459238.71000000 0.032315941465 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200GLJ3 493.51000000 PA USD 494.37000000 0.000004618366 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296HNX3 652324.28680000 PA USD 620755.44000000 0.005799049486 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KHH3 5942.62380000 PA USD 5953.36000000 0.000055615830 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208G2Y3 24515.38650000 PA USD 25343.51000000 0.000236757117 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208XX89 5460.37860000 PA USD 5556.18000000 0.000051905405 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C4TC4 12190.85290000 PA USD 12633.58000000 0.000118021930 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297HQD3 10273.59920000 PA USD 10291.73000000 0.000096144548 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NRX1 20159.91280000 PA USD 20696.17000000 0.000193342025 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290UXR2 59713.29640000 PA USD 60707.62000000 0.000567125908 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BNQ7 4402.60570000 PA USD 4551.32000000 0.000042518080 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230LET2 80300.36990000 PA USD 76507.77000000 0.000714729691 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290N5F5 138162.14250000 PA USD 138413.22000000 0.001293045635 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A66E2 39166.52270000 PA USD 38305.01000000 0.000357842451 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209M3L6 6069.97270000 PA USD 6176.47000000 0.000057700106 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212QJJ0 15013.56450000 PA USD 15520.72000000 0.000144993370 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180NDS1 51099.34420000 PA USD 47327.87000000 0.000442133314 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AYM29 25612.11150000 PA USD 25017.51000000 0.000233711650 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209UFR2 2399.90000000 PA USD 2480.97000000 0.000023177030 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211DUU2 33.33000000 PA USD 34.46000000 0.000000321922 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178DCG4 619190.35080000 PA USD 588989.53000000 0.005502294802 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XKT6 8908.68890000 PA USD 8924.06000000 0.000083367880 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177KM78 155739.74150000 PA USD 147822.00000000 0.001380941733 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FNW2 3463.33640000 PA USD 3524.10000000 0.000032921870 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211ASB3 3948.94000000 PA USD 4039.49000000 0.000037736604 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WTP7 20578.31280000 PA USD 21273.44000000 0.000198734837 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177MAZ5 97548.74950000 PA USD 92699.69000000 0.000865993360 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210D3S8 7701.97550000 PA USD 7837.10000000 0.000073213584 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AXNE4 414863.72050000 PA USD 394946.03000000 0.003689555378 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209U6S0 7120.04740000 PA USD 7360.56000000 0.000068761784 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QVT0 4338.28430000 PA USD 4414.40000000 0.000041238984 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AWL0 96.71000000 PA USD 96.64000000 0.000000902803 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179VZR4 35770641.89730000 PA USD 29949159.51000000 0.279782740306 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36292MFR8 76014.65790000 PA USD 78045.66000000 0.000729096541 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LU87 959248.26540000 PA USD 913194.56000000 0.008530993210 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210HLK6 212.54000000 PA USD 219.72000000 0.000002052607 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208PYQ5 397.45000000 PA USD 404.42000000 0.000003778060 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213EPU4 10319.89590000 PA USD 10553.77000000 0.000098592506 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YWT8 549.41000000 PA USD 567.97000000 0.000005305931 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QWC1 77194.98330000 PA USD 68089.74000000 0.000636089104 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36296A3Y8 20287.30420000 PA USD 19337.16000000 0.000180646258 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AF4X2 403443.93590000 PA USD 403566.66000000 0.003770088639 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241K3T3 134993.75630000 PA USD 135101.94000000 0.001262111912 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWT3 338716.89590000 PA USD 326898.08000000 0.003053856673 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AS3P2 77784.64440000 PA USD 75957.76000000 0.000709591540 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200JGG9 338.58000000 PA USD 345.22000000 0.000003225018 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AV7C0 53377.71260000 PA USD 50804.76000000 0.000474614152 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KHB6 12516.28870000 PA USD 12813.12000000 0.000119699179 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178GFM1 13883363.73100000 PA USD 12877797.25000000 0.120303389566 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36181D6S0 53890.47830000 PA USD 48526.76000000 0.000453333252 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36205RJS7 3605.03800000 PA USD 3726.81000000 0.000034815571 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208REH3 1576.85000000 PA USD 1630.12000000 0.000015228455 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36195JJR9 990712.92810000 PA USD 883359.67000000 0.008252277966 Long ABS-MBS USGA US N 2 2046-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296NGU4 51860.26050000 PA USD 51900.56000000 0.000484851032 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295DN70 3219.04000000 PA USD 3220.75000000 0.000030087998 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180XDF7 22909.54080000 PA USD 20629.35000000 0.000192717798 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179XDE3 22400297.84610000 PA USD 21268968.56000000 0.198693065333 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210DQL8 15085.97640000 PA USD 15595.57000000 0.000145692613 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176W2U4 626231.10720000 PA USD 581577.51000000 0.005433052282 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36177KYW0 47848.35530000 PA USD 44303.83000000 0.000413882965 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QZA7 2026.26000000 PA USD 2061.81000000 0.000019261270 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210GHQ0 5958.25480000 PA USD 6062.79000000 0.000056638116 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140BAKG0 1425193.98000000 PA USD 1413891.48000000 0.013208465253 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AWTA8 164381.97720000 PA USD 156333.26000000 0.001460453268 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VJQ8 3976.54000000 PA USD 3981.48000000 0.000037194679 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MSX9 20470780.79720000 PA USD 18997367.69000000 0.177471945052 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176CJ22 139425.31850000 PA USD 132951.19000000 0.001242019771 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36177RFU0 1495185.19550000 PA USD 1379203.53000000 0.012884413097 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291FFR4 34235.67880000 PA USD 34294.53000000 0.000320376856 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212TCB8 173.89000000 PA USD 179.76000000 0.000001679304 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291TTU2 28833.18850000 PA USD 28878.58000000 0.000269781469 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AUTE4 5121.05000000 PA USD 4878.18000000 0.000045571581 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209RJU8 38064.99980000 PA USD 35318.59000000 0.000329943546 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296WSF4 4018.07000000 PA USD 3931.26000000 0.000036725527 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LJY1 5629.96450000 PA USD 5764.01000000 0.000053846937 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASGX1 17179.68380000 PA USD 17193.87000000 0.000160623808 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3617B0CR4 321188.21350000 PA USD 285982.90000000 0.002671630214 Long ABS-MBS USGA US N 2 2047-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176AUA5 3430.02520000 PA USD 3255.64000000 0.000030413938 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31419AP50 39242.34470000 PA USD 40825.24000000 0.000381386246 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201GAA3 34674.05690000 PA USD 35556.38000000 0.000332164962 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N N/A N/A N/A 286.00000000 NC USD -176519.46000000 -0.00164903119 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Long N/A CBOT 2 Year US Treasury Note Future 2026-09-30 58980801.00000000 USD -176519.46000000 N N N Ginnie Mae I Pool N/A 36290QUC7 7251.03180000 PA USD 7263.89000000 0.000067858700 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296LL99 4687.04000000 PA USD 4576.80000000 0.000042756112 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208CGG6 2210.97000000 PA USD 2249.76000000 0.000021017084 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LGN0 44267.03490000 PA USD 42312.08000000 0.000395276190 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AYGZ3 42596.32540000 PA USD 42588.46000000 0.000397858111 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VVY3 33712028.02400000 PA USD 28251913.34000000 0.263927197373 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LC20 111774.09070000 PA USD 113360.68000000 0.001059006737 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ASGC7 83018.65040000 PA USD 82903.71000000 0.000774480070 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KY85 1550.06000000 PA USD 1530.72000000 0.000014299868 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209XS76 428.06000000 PA USD 435.57000000 0.000004069061 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209MGK4 609.01000000 PA USD 619.69000000 0.000005789096 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212DT41 17133.75060000 PA USD 17384.91000000 0.000162408489 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BZU5 58652.28030000 PA USD 59965.57000000 0.000560193734 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AEK2 555.60000000 PA USD 574.37000000 0.000005365720 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A3NP5 525.07000000 PA USD 525.84000000 0.000004912356 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380FE85 3752638.00000000 PA USD 2843837.26000000 0.026566908541 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200TPY8 122674.12860000 PA USD 124502.05000000 0.001163088557 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36206QAC2 312.97000000 PA USD 318.46000000 0.000002975028 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DWA5 65838.90180000 PA USD 59069.18000000 0.000551819727 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200ME33 9333.05780000 PA USD 9522.04000000 0.000088954163 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212SAD8 1524.30000000 PA USD 1575.79000000 0.000014720908 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200DKY8 2673.85440000 PA USD 2720.77000000 0.000025417223 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202F4Q6 269769.73450000 PA USD 250989.69000000 0.002344726343 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PD87 253.43000000 PA USD 261.99000000 0.000002447490 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176MAH6 5424.79750000 PA USD 5146.89000000 0.000048081849 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 3617UMF92 599389.58590000 PA USD 519792.33000000 0.004855859892 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201M6U1 1540.85000000 PA USD 1567.88000000 0.000014647014 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300MQN6 1681569.18030000 PA USD 1742033.53000000 0.016273942998 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.32600000 N N N N N N Ginnie Mae I Pool N/A 36201UT53 46158.58280000 PA USD 46237.92000000 0.000431951085 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290TQM4 114644.92400000 PA USD 117673.25000000 0.001099294433 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FSF0 74086.19540000 PA USD 74122.29000000 0.000692444721 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213LG87 19247.32930000 PA USD 19897.50000000 0.000185880911 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200AJ91 7917.10410000 PA USD 8118.56000000 0.000075842961 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177PEJ0 17623.68690000 PA USD 16337.44000000 0.000152623105 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212NND5 3820.43920000 PA USD 3908.05000000 0.000036508701 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NZV6 37464.04290000 PA USD 37530.15000000 0.000350603769 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297DAH0 3735.49000000 PA USD 3790.45000000 0.000035410091 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201DVW9 2454.08000000 PA USD 2458.53000000 0.000022967397 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297AGF4 247779.72840000 PA USD 235508.66000000 0.002200103753 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295RM96 173793.13150000 PA USD 169726.63000000 0.001585573098 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179ME63 8142.94590000 PA USD 8126.36000000 0.000075915828 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291QYS7 24982.98320000 PA USD 25636.02000000 0.000239489723 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 3618N6NB9 250000000.00000000 PA USD 248809775.00000000 2.324361745152 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9SM4 8011.13000000 PA USD 7653.95000000 0.000071502611 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213WM78 2451.25000000 PA USD 2534.05000000 0.000023672899 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312942EQ4 128047.70230000 PA USD 125715.08000000 0.001174420589 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KYR3 3066.33000000 PA USD 3117.59000000 0.000029124285 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RQY8 608427.75710000 PA USD 527264.35000000 0.004925662927 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARHG9 55346.04310000 PA USD 55362.88000000 0.000517195758 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RT78 80466.92850000 PA USD 80613.16000000 0.000753081928 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210EXX2 650.66000000 PA USD 653.74000000 0.000006107188 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARH61 12861.64470000 PA USD 12578.74000000 0.000117509619 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210E4H9 3854.47980000 PA USD 3922.10000000 0.000036639955 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177Q2W2 122732.73880000 PA USD 113809.15000000 0.001063196309 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176MYM9 2087.50000000 PA USD 1978.53000000 0.000018483274 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5M61 102948.36800000 PA USD 97674.34000000 0.000912466157 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209N2Z4 607.46000000 PA USD 627.98000000 0.000005866540 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FWM1 390090.71500000 PA USD 390794.36000000 0.003650770797 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36294PPK3 13654.07000000 PA USD 13665.01000000 0.000127657470 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291BX77 25592.55530000 PA USD 26279.02000000 0.000245496579 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290UYB6 91208.36750000 PA USD 93617.62000000 0.000874568592 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36184NBZ3 211317.35710000 PA USD 200045.14000000 0.001868806282 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176W7E5 111646.12360000 PA USD 103716.90000000 0.000968915287 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212URV5 86501.14550000 PA USD 85177.76000000 0.000795724070 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36198KKL4 286059.20650000 PA USD 256956.29000000 0.002400465860 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291BS24 6464.47840000 PA USD 6475.24000000 0.000060491193 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36216P3K2 2975.34770000 PA USD 3075.85000000 0.000028734353 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NVC3 2708.72000000 PA USD 2800.22000000 0.000026159439 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200GL95 2855.26000000 PA USD 2816.08000000 0.000026307602 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AWSG6 287879.28230000 PA USD 281574.96000000 0.002630451578 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AXZS0 7721.79330000 PA USD 7547.52000000 0.000070508350 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201FVV6 216.71000000 PA USD 224.03000000 0.000002092870 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210YWR2 2339.64000000 PA USD 2380.69000000 0.000022240222 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201L3C6 31859.89180000 PA USD 31471.42000000 0.000294003580 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ACRU0 7530.96360000 PA USD 7364.58000000 0.000068799338 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AAU55 16132.31110000 PA USD 16136.84000000 0.000150749115 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292GNR2 62636.64030000 PA USD 62745.09000000 0.000586159795 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CPP2 103.34000000 PA USD 103.47000000 0.000000966608 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ABCX2 75707.75160000 PA USD 73863.76000000 0.000690029554 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36181ANJ7 7853.29000000 PA USD 7068.74000000 0.000066035624 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36211KMU5 7253.36510000 PA USD 7498.38000000 0.000070049288 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FF27 557.01000000 PA USD 575.83000000 0.000005379359 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296XZ64 42840.86280000 PA USD 42864.59000000 0.000400437696 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AL4J0 193608.08020000 PA USD 184502.17000000 0.001723605054 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BNW1 1200.52000000 PA USD 1241.07000000 0.000011593980 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3617BKAV3 759456.56570000 PA USD 676212.84000000 0.006317128243 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARB91 73184.14280000 PA USD 70046.72000000 0.000654371060 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180XN25 218303.69430000 PA USD 201441.00000000 0.001881846299 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241L5G7 480172.75660000 PA USD 457027.13000000 0.004269512230 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36178YCG8 1639954.35180000 PA USD 1513213.76000000 0.014136326340 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C2FH2 240813.44960000 PA USD 235222.80000000 0.002197433271 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LHH2 16895.54890000 PA USD 16903.40000000 0.000157910260 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XDW4 1172.89000000 PA USD 1174.98000000 0.000010976572 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FUA8 25485.89910000 PA USD 25493.22000000 0.000238155696 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200C4F9 6414.53130000 PA USD 6573.11000000 0.000061405487 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292FT31 133889.81560000 PA USD 134103.57000000 0.001252785217 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290NA93 19968.25250000 PA USD 20004.47000000 0.000186880217 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MLZ4 359.49000000 PA USD 366.13000000 0.000003420358 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292FUA3 28787.55750000 PA USD 28831.44000000 0.000269341090 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AX77 2938.83730000 PA USD 2990.40000000 0.000027936086 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213EA97 9048.86330000 PA USD 9354.53000000 0.000087389298 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210GVY7 945.18000000 PA USD 961.76000000 0.000008984687 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQM34 20477.82590000 PA USD 20487.34000000 0.000191391151 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296HL23 5442.15270000 PA USD 5521.36000000 0.000051580119 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BMD4 16039.19840000 PA USD 16320.60000000 0.000152465787 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVCS9 10308.86000000 PA USD 10311.76000000 0.000096331667 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36203T7C3 4868.23860000 PA USD 5032.69000000 0.000047015002 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KAG3 708.12000000 PA USD 699.19000000 0.000006531779 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KVM4 788.92000000 PA USD 802.76000000 0.000007499322 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180EQA6 403760.39240000 PA USD 372572.24000000 0.003480541156 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36297EGV1 552.59000000 PA USD 560.82000000 0.000005239137 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C2CH5 84143.74730000 PA USD 82122.98000000 0.000767186550 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290N4P4 1578.07000000 PA USD 1580.84000000 0.000014768085 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QR29 1662104.50520000 PA USD 1617703.05000000 0.015112457235 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209AWW6 3258.90680000 PA USD 3368.99000000 0.000031472844 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FHY5 5450384.32680000 PA USD 5438709.06000000 0.050808000939 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XNL0 82826.98450000 PA USD 82975.29000000 0.000775148765 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290NA69 23934.91440000 PA USD 23977.37000000 0.000223994742 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GQV5 454088.87870000 PA USD 442297.60000000 0.004131910096 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178SNF1 87891.32660000 PA USD 81250.34000000 0.000759034415 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209AE89 385.84000000 PA USD 398.87000000 0.000003726212 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230TDP4 393648.63530000 PA USD 374523.22000000 0.003498767061 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207QFF9 131006.26820000 PA USD 127964.87000000 0.001195437954 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207FB59 53529.01180000 PA USD 52383.12000000 0.000489359070 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Fannie Mae REMICS N/A 31359UT21 3686.03000000 PA USD 3722.77000000 0.000034777830 Long ABS-MBS USGSE US N 2 2028-11-25 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178D7F2 2254511.56080000 PA USD 2033500.89000000 0.018996808615 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36181D6R2 242792.88590000 PA USD 218447.73000000 0.002040721860 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VXZ2 10137.99960000 PA USD 10381.02000000 0.000096978688 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A25V4 313784.32070000 PA USD 290883.02000000 0.002717406757 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209KWS3 12663.43220000 PA USD 13091.20000000 0.000122296981 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200RU26 7207.16200000 PA USD 7450.62000000 0.000069603117 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177LYN8 38161.17080000 PA USD 36278.37000000 0.000338909736 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207CDR6 2466.90560000 PA USD 2475.76000000 0.000023128359 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140QNWJ7 1833129.58930000 PA USD 1445596.46000000 0.013504650733 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36212D6L8 5708.81570000 PA USD 5719.10000000 0.000053427391 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3617B7HB9 88280.81740000 PA USD 78521.63000000 0.000733543016 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200FKC1 3589.05740000 PA USD 3679.53000000 0.000034373885 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201DBS0 20706.94310000 PA USD 21159.18000000 0.000197667429 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EYK9 748.89360000 PA USD 747.61000000 0.000006984115 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291AR92 31375.44070000 PA USD 31430.80000000 0.000293624111 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3142JSDH5 4203093.05000000 PA USD 4060604.41000000 0.037933853494 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210HTT9 2341.23000000 PA USD 2420.32000000 0.000022610442 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LDN1 5007.11500000 PA USD 5137.82000000 0.000047997118 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AFZ34 56306.65710000 PA USD 56317.18000000 0.000526110755 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C34R0 46031.22440000 PA USD 44946.01000000 0.000419882161 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36202WAJ8 3269.92000000 PA USD 3275.32000000 0.000030597787 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QVU7 548.92000000 PA USD 567.46000000 0.000005301167 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MQ89 4689.72920000 PA USD 4698.28000000 0.000043890969 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292FFX0 386.37000000 PA USD 387.06000000 0.000003615884 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RVZ3 1371.51000000 PA USD 1374.01000000 0.000012835895 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36198KLE9 12597.35000000 PA USD 11261.97000000 0.000105208455 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RUN1 6342.33140000 PA USD 6265.00000000 0.000058527147 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVDQ2 4545.45230000 PA USD 4546.19000000 0.000042470156 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202E3F4 3585.56570000 PA USD 3579.36000000 0.000033438105 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AARA8 3245.84270000 PA USD 3248.37000000 0.000030346022 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180C4Q9 41626.78070000 PA USD 36123.80000000 0.000337465755 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 312936SK4 1820.80000000 PA USD 1818.32000000 0.000016986605 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210L2E2 546.04000000 PA USD 564.49000000 0.000005273422 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A25V0 10771632.69870000 PA USD 10138720.64000000 0.094715146944 Long ABS-MBS USGA US N 2 2046-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176SJJ0 19192.66800000 PA USD 18772.36000000 0.000175369940 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ACZ31 758.37000000 PA USD 758.79000000 0.000007088557 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N JP Morgan Securities LLC ZBUT11V806EZRVTWT807 N/A 15000000.00000000 PA USD 15000000.00000000 0.140128844123 Long RA CORP US N 2 Repurchase Y 3.64000000 2026-08-03 15149700.00000000 USD 15300056.85000000 USD UST N N N Ginnie Mae I Pool N/A 36210BBZ7 8941.44770000 PA USD 9243.49000000 0.000086351971 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297DBS5 134943.81960000 PA USD 135003.48000000 0.001261192107 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209N3E0 9717.76650000 PA USD 9888.26000000 0.000092375362 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NX79 7623.19730000 PA USD 7756.94000000 0.000072464735 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201QWU3 7387.18400000 PA USD 7573.39000000 0.000070750025 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARDJ7 57430.18990000 PA USD 55096.83000000 0.000514710340 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201CPP3 12245.91810000 PA USD 12659.58000000 0.000118264820 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230NQK4 66315.61360000 PA USD 64717.25000000 0.000604583562 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209S4R9 797.62000000 PA USD 824.56000000 0.000007702975 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292KLJ3 2674.51000000 PA USD 2678.47000000 0.000025022060 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MV65 4256.04260000 PA USD 4399.81000000 0.000041102685 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QAE5 13659.02980000 PA USD 13682.84000000 0.000127824036 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FGR4 11525.10480000 PA USD 11727.31000000 0.000109555626 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291HUK8 20266.11970000 PA USD 20302.07000000 0.000189660373 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NDU9 30147.47240000 PA USD 30093.75000000 0.000281133493 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209XCR9 377.37000000 PA USD 379.54000000 0.000003545633 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ASF87 6840.14000000 PA USD 6687.71000000 0.000062476071 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AWAA8 47079.98190000 PA USD 44677.25000000 0.000417371426 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208T3Q1 291.55000000 PA USD 301.40000000 0.000002815655 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209EX31 11022.52510000 PA USD 11215.91000000 0.000104778166 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225A4H0 110.46000000 PA USD 114.19000000 0.000001066754 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241L5H5 3216.67130000 PA USD 3205.20000000 0.000029942731 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176HAF1 3682.68000000 PA USD 3547.54000000 0.000033140845 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209HH40 800.22000000 PA USD 814.26000000 0.000007606754 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KNG6 2457.44000000 PA USD 2500.55000000 0.000023359945 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208SDL3 61.55000000 PA USD 63.63000000 0.000000594426 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BHY4 10118.40110000 PA USD 10295.92000000 0.000096183691 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181BAJ9 2875.87000000 PA USD 2590.71000000 0.000024202213 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209S6D8 469.59000000 PA USD 485.45000000 0.000004535036 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207FLS8 1173.27000000 PA USD 1212.90000000 0.000011330818 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201NPZ7 17629.43650000 PA USD 18098.38000000 0.000169073671 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BVH5 1015.66000000 PA USD 1049.97000000 0.000009808738 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180HA73 570689.00590000 PA USD 525455.74000000 0.004908767032 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EC23 8783.72630000 PA USD 8667.11000000 0.000080967473 Long ABS-MBS USGA US N 2 2035-03-20 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379BRJ9 3996425.74000000 PA USD 3659667.72000000 0.034188333831 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FRP3 19020.67010000 PA USD 19354.38000000 0.000180807126 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138EHL26 2576.70630000 PA USD 2657.36000000 0.000024824852 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213XX66 3808.29000000 PA USD 3898.61000000 0.000036420514 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292LFK5 316.14000000 PA USD 324.35000000 0.000003030052 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230NZQ1 6166.60000000 PA USD 5862.35000000 0.000054765621 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177WQB9 417784.58820000 PA USD 387786.03000000 0.003622667210 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138ERW63 15145.99470000 PA USD 15020.60000000 0.000140321287 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CJV6 2995.43310000 PA USD 3047.99000000 0.000028474087 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296DNF1 3947.93160000 PA USD 3951.19000000 0.000036911712 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200SXG0 149.30000000 PA USD 151.92000000 0.000001419224 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209L3W4 265.60000000 PA USD 265.18000000 0.000002477291 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140ME4G8 537387.72000000 PA USD 532874.04000000 0.004978068219 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VF55 9015.56410000 PA USD 9173.74000000 0.000085700372 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210X4E4 26083.48570000 PA USD 26964.58000000 0.000251901028 Long ABS-MBS USGA US N 2 2037-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BEV6 21768.62100000 PA USD 22503.96000000 0.000210230260 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209HKB0 361.00000000 PA USD 373.19000000 0.000003486312 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C4Y38 1918160.13850000 PA USD 1807802.44000000 0.016888351088 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36210GDS0 24311.43830000 PA USD 24354.84000000 0.000227521038 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132L7TT6 108049.07040000 PA USD 105773.30000000 0.000988126017 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295R5M6 154937.33160000 PA USD 151218.74000000 0.001412673816 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3617BMWE3 348236.84520000 PA USD 309740.27000000 0.002893569734 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AY5J1 181261.89410000 PA USD 177154.06000000 0.001654959577 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AUVY7 27948.18890000 PA USD 27336.15000000 0.000255372206 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225A2H2 6303.21990000 PA USD 6516.14000000 0.000060873277 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARFB2 511415.82730000 PA USD 511583.26000000 0.004779171393 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210E3L1 19767.49630000 PA USD 20114.31000000 0.000187906334 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QH82 684.39000000 PA USD 707.51000000 0.000006609503 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FTE3 3739.87760000 PA USD 3828.57000000 0.000035766205 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Freddie Mac REMICS N/A 3137BBST8 3500909.82980000 PA USD 2755957.18000000 0.025745939605 Long ABS-MBS USGSE US N 2 2054-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213RUL9 19505.02780000 PA USD 20001.35000000 0.000186851070 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AAAV0 138173.63150000 PA USD 131898.17000000 0.001232182540 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202SCS5 11839.93350000 PA USD 12144.01000000 0.000113448405 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FRG3 2990.86650000 PA USD 3043.34000000 0.000028430647 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASTH2 8859.48420000 PA USD 8645.95000000 0.000080769798 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297F6D9 14330.68970000 PA USD 14332.48000000 0.000133892923 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212DUK3 16634.38350000 PA USD 16880.25000000 0.000157693994 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARL41 102902.12160000 PA USD 100971.03000000 0.000943263581 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WJE2 27303.62050000 PA USD 27351.22000000 0.000255512989 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASTJ8 7925.28450000 PA USD 7737.74000000 0.000072285370 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297KGT2 311550.12490000 PA USD 311680.79000000 0.002911697922 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201TLW5 3324.93860000 PA USD 3407.95000000 0.000031836806 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5M53 72489.17940000 PA USD 70672.81000000 0.000660219945 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176LVS1 102560.88780000 PA USD 99946.44000000 0.000933691940 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XKM1 29296.14980000 PA USD 29349.39000000 0.000274179739 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Freddie Mac REMICS N/A 3133TGPD5 1021.74000000 PA USD 1032.53000000 0.000009645815 Long ABS-MBS USGSE US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FE51 8494.88610000 PA USD 8781.84000000 0.000082039272 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AL3C6 38024.01750000 PA USD 36140.91000000 0.000337625596 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297HA57 11602.30440000 PA USD 11089.92000000 0.000103601178 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KDR3 6275.98120000 PA USD 6386.09000000 0.000059658360 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212AE92 2889.39000000 PA USD 2986.99000000 0.000027904230 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38376MKE6 7382402.06930000 PA USD 6110432.65000000 0.057083190955 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209K6W3 1284.41000000 PA USD 1327.80000000 0.000012404205 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181FD65 181874.99170000 PA USD 173108.13000000 0.001617162811 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213WKL9 2432.44000000 PA USD 2436.81000000 0.000022764491 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212PTR3 32985.77320000 PA USD 31251.18000000 0.000291946115 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARLR0 19081.76380000 PA USD 18652.91000000 0.000174254047 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YNS3 3383.61640000 PA USD 3497.91000000 0.000032677205 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36188ST48 570912.74890000 PA USD 508446.05000000 0.004749863819 Long ABS-MBS USGA US N 2 2045-09-15 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38374VAA7 758433.43000000 PA USD 738822.09000000 0.006902019032 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209WB43 1069.35000000 PA USD 1105.47000000 0.000010327215 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180NWH4 354507.84180000 PA USD 319223.68000000 0.002982163019 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FY64 789.16000000 PA USD 805.14000000 0.000007521555 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36179BB94 38936.97830000 PA USD 35061.58000000 0.000327542578 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FZ66 5474.43450000 PA USD 5659.36000000 0.000052869305 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 31326HUL6 1410836.41620000 PA USD 1462336.46000000 0.013661034523 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.21900000 N N N N N N Ginnie Mae I Pool N/A 36201NLW8 3931.96660000 PA USD 4000.95000000 0.000037376566 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QZC6 4373.75570000 PA USD 4284.59000000 0.000040026309 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A2KM3 140725.22290000 PA USD 137483.88000000 0.001284363812 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FVU7 1789.63000000 PA USD 1821.03000000 0.000017011921 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211CE73 318.50000000 PA USD 329.26000000 0.000003075921 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AUGB4 36160.82230000 PA USD 34431.73000000 0.000321658568 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MNV1 11821.81200000 PA USD 11843.25000000 0.000110638728 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AARK6 370281.30260000 PA USD 362503.62000000 0.003386480884 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213RYZ4 8052.20710000 PA USD 8066.76000000 0.000075359050 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JL81 2624.73000000 PA USD 2628.70000000 0.000024557112 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296A4Y7 72368.21490000 PA USD 72455.27000000 0.000676871549 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230QH68 193507.42730000 PA USD 184292.20000000 0.001721643531 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210L2L6 11665.76020000 PA USD 11870.43000000 0.000110892642 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GCT1 18302.64620000 PA USD 18780.42000000 0.000175445236 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291URC1 36032.56280000 PA USD 36637.29000000 0.000342262739 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KQ27 11959.95090000 PA USD 12159.89000000 0.000113596755 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36294PZL0 4553.58400000 PA USD 4560.13000000 0.000042600383 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WTZ1 87550249.43980000 PA USD 76101662.28000000 0.710935864743 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176SL99 9570.63000000 PA USD 9063.71000000 0.000084672480 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASPX1 67548.89650000 PA USD 64254.22000000 0.000600257971 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209TY78 4611.11500000 PA USD 4692.01000000 0.000043832395 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QHZ5 2119.50000000 PA USD 2121.45000000 0.000019818422 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NEV9 121492.39010000 PA USD 121709.92000000 0.001137004693 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291K5Y9 67205.97820000 PA USD 67316.96000000 0.000628869852 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FAM0 78011.84860000 PA USD 76145.13000000 0.000711341936 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AJW0 3110.68000000 PA USD 3115.82000000 0.000029107750 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210LUL5 8697.07680000 PA USD 8990.86000000 0.000083991921 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9WZ1 311592.20350000 PA USD 304936.13000000 0.002848689828 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201SNQ8 10462.57050000 PA USD 10702.48000000 0.000099981743 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36205YBL5 2853.51770000 PA USD 2871.87000000 0.000026828788 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291EN72 9429.03660000 PA USD 9446.21000000 0.000088245765 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AEUG3 563487.59540000 PA USD 536434.44000000 0.005011329201 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36183E3D2 111839.86540000 PA USD 100708.44000000 0.000940810486 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36180KM40 68415.91850000 PA USD 63116.82000000 0.000589632468 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AR3P4 1280012.45760000 PA USD 1219305.82000000 0.011390661012 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291TBM9 39087.74680000 PA USD 40116.54000000 0.000374765625 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3617A0DM5 923739.75360000 PA USD 820233.05000000 0.007662553947 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212UCS8 3823.47570000 PA USD 3952.63000000 0.000036925164 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NTR2 22680.34510000 PA USD 22394.26000000 0.000209205451 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ATLW5 1060372.03720000 PA USD 984163.10000000 0.009193975842 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213V6N3 19981.42400000 PA USD 20489.87000000 0.000191414786 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9VU2 1898.32000000 PA USD 1812.10000000 0.000016928498 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210T3X2 1111.42000000 PA USD 1130.92000000 0.000010564967 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SYS0 13151227.10210000 PA USD 11863344.53000000 0.110826450428 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230NJM8 74940.30930000 PA USD 71187.57000000 0.000665028793 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WRH7 3040.91990000 PA USD 3055.30000000 0.000028542377 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291YVQ7 31549.00100000 PA USD 31595.77000000 0.000295165248 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Freddie Mac REMICS N/A 3133TLBA5 1857.99000000 PA USD 1874.55000000 0.000017511901 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ACBM5 56477.07640000 PA USD 56483.59000000 0.000527665345 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209TX46 1528.97000000 PA USD 1555.80000000 0.000014534163 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210LW33 45.38000000 PA USD 46.91000000 0.000000438229 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178QLV2 169676.42940000 PA USD 147166.15000000 0.001374814832 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FWM4 151.13000000 PA USD 151.55000000 0.000001415768 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176QJ47 91476.29260000 PA USD 87155.85000000 0.000814203234 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291SAW0 31226.53370000 PA USD 31756.06000000 0.000296662665 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UHH6 1181.74000000 PA USD 1213.47000000 0.000011336143 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208WEK5 125.77000000 PA USD 130.02000000 0.000001214636 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ED30 39654.88580000 PA USD 39003.88000000 0.000364371241 Long ABS-MBS USGA US N 2 2035-06-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230MGS0 52647.06670000 PA USD 51391.91000000 0.000480099263 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KJP4 56537.47440000 PA USD 57018.21000000 0.000532659724 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C3CH3 434223.02050000 PA USD 413459.95000000 0.003862510992 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179S2M8 1807149.27440000 PA USD 1550553.05000000 0.014485147109 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VGN5 565.56000000 PA USD 584.66000000 0.000005461848 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180DM79 1190.04000000 PA USD 1126.46000000 0.000010523302 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 3622ACSD3 32785278.44830000 PA USD 32877641.13000000 0.307140389936 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291ERN3 562.26000000 PA USD 572.12000000 0.000005344700 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291BYA9 19838.39690000 PA USD 20318.97000000 0.000189818251 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LW84 13208.37240000 PA USD 13548.97000000 0.000126573433 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291MMG5 17310.59640000 PA USD 17324.89000000 0.000161847787 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38385RYL3 16666667.00000000 PA USD 15042628.63000000 0.140527077499 Long ABS-MBS USGA US N 2 2056-04-20 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36212VS75 648.69000000 PA USD 670.60000000 0.000006264693 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180KJY8 184996.97800000 PA USD 170565.53000000 0.001593410037 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213NUU8 13142.12550000 PA USD 13586.06000000 0.000126919925 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202C7L1 76744.10070000 PA USD 78089.81000000 0.000729508987 Long ABS-MBS USGA US N 2 2029-01-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UZQ5 19510.78540000 PA USD 19294.60000000 0.000180248666 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MHY0 165.32000000 PA USD 168.22000000 0.000001571498 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209STT8 2150.81520000 PA USD 2151.22000000 0.000020096531 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210EPX1 503.74000000 PA USD 505.87000000 0.000004725798 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F030694 -950000.00000000 PA USD -808873.04000000 -0.00755642960 Short ABS-MBS USGSE US N 2 2026-09-14 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201XCJ5 3586.51320000 PA USD 3675.18000000 0.000034333248 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178EDS5 703783.72600000 PA USD 651080.11000000 0.006082340216 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NYL9 11165.01300000 PA USD 11183.36000000 0.000104474087 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3617FJBZ2 2814753.50020000 PA USD 2745360.82000000 0.025646949227 Long ABS-MBS USGA US N 2 2052-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VNG5 1539.35000000 PA USD 1566.36000000 0.000014632814 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202E5S4 1216674.45300000 PA USD 1140286.16000000 0.010652465438 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209CH82 9034.48540000 PA USD 9192.99000000 0.000085880204 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230UJK6 246618.16140000 PA USD 240738.54000000 0.002248960889 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296CUA6 69057.91450000 PA USD 69143.72000000 0.000645935304 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209UTG1 12614.25170000 PA USD 13040.36000000 0.000121822038 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EKJ7 87114.23190000 PA USD 87018.32000000 0.000812918439 Long ABS-MBS USGA US N 2 2036-09-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202UF99 20481.51000000 PA USD 20518.71000000 0.000191684207 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A5GF0 46159.20990000 PA USD 45126.18000000 0.000421565296 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209CXS0 2985.16000000 PA USD 3086.00000000 0.000028829174 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290T4Z9 22683.44930000 PA USD 23061.16000000 0.000215435579 Long ABS-MBS USGA US N 2 2037-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AECT5 95784.19280000 PA USD 93613.49000000 0.000874530009 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AU2S2 8493.15880000 PA USD 8063.04000000 0.000075324298 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208XG62 2544.66000000 PA USD 2630.62000000 0.000024575049 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177TTJ6 35538.58450000 PA USD 33745.81000000 0.000315250756 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211GVT7 927.28000000 PA USD 958.60000000 0.000008955167 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MST1 23741.33420000 PA USD 23779.72000000 0.000222148311 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FZ71 19339.28550000 PA USD 18839.56000000 0.000175997717 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3617A0S31 2718145.76120000 PA USD 2417128.24000000 0.022580625757 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225B3N6 241981.99430000 PA USD 242419.79000000 0.002264666997 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210S3D8 333.44000000 PA USD 344.70000000 0.000003220160 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVSX1 151079.56540000 PA USD 147712.83000000 0.001379921875 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180ST95 257501.62000000 PA USD 237028.26000000 0.002214299739 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290WF49 28056.06470000 PA USD 28104.97000000 0.000262554464 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230SJG0 289954.80380000 PA USD 269115.75000000 0.002514058598 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JMX3 1283.55000000 PA USD 1326.91000000 0.000012395890 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NQE2 13340.39810000 PA USD 13574.45000000 0.000126811465 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212WLF2 27182.66770000 PA USD 27727.60000000 0.000259029102 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208WBE2 1945.83280000 PA USD 2011.56000000 0.000018791838 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209WSU7 10752.62590000 PA USD 10941.28000000 0.000102212594 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BTE5 3205.10380000 PA USD 3313.37000000 0.000030953247 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EEW5 3350.77000000 PA USD 3425.67000000 0.000032002345 Long ABS-MBS USGA US N 2 2035-08-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209HGY5 2861.37000000 PA USD 2958.03000000 0.000027633688 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200M2W2 3346.49000000 PA USD 3306.16000000 0.000030885891 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WG51 17072720.13870000 PA USD 15299441.57000000 0.142926204195 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201NN48 8060.51800000 PA USD 8249.59000000 0.000077067034 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209NE57 601.53000000 PA USD 621.85000000 0.000005809274 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202S3A4 3890.39000000 PA USD 3897.33000000 0.000036408556 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FWR0 67977.03040000 PA USD 68100.57000000 0.000636190277 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AY7F7 41770.46830000 PA USD 40767.32000000 0.000380845161 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 3617A7P62 24309015.53570000 PA USD 22197313.23000000 0.207365589703 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BT62 2612.91480000 PA USD 2658.76000000 0.000024837931 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296WF92 33418.51650000 PA USD 30350.62000000 0.000283533153 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178MRR4 11174.43000000 PA USD 10340.62000000 0.000096601275 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36206YN64 522.42000000 PA USD 525.78000000 0.000004911796 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208JNB4 14029.59550000 PA USD 14050.19000000 0.000131255792 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178WRX9 147075.94960000 PA USD 135565.54000000 0.001266442828 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MJH7 18530.86080000 PA USD 18214.06000000 0.000170154344 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36189YF49 363438.84960000 PA USD 322833.03000000 0.003015881289 Long ABS-MBS USGA US N 2 2046-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296WFF8 13672.65560000 PA USD 13037.77000000 0.000121797842 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209HFC4 1286.04000000 PA USD 1329.48000000 0.000012419899 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31410GGD9 48453.41270000 PA USD 50379.23000000 0.000470638884 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291ATY5 22763.77110000 PA USD 22805.11000000 0.000213043580 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180FBY7 14931.17460000 PA USD 13385.21000000 0.000125043600 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FF37 120184.83940000 PA USD 120402.81000000 0.001124793772 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211UAB8 849.85000000 PA USD 878.56000000 0.000008207439 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208PYY8 3182.67340000 PA USD 3290.18000000 0.000030736608 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209BFL7 1507.96000000 PA USD 1534.42000000 0.000014334433 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GP20 619344.16560000 PA USD 576069.72000000 0.005381598933 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36202TYV2 1252840.63850000 PA USD 1120907.62000000 0.010471432610 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EVF3 4555.09570000 PA USD 4483.36000000 0.000041883203 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290UUY0 3429.01520000 PA USD 3429.25000000 0.000032035789 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179XHX7 183733157.50000000 PA USD 169294965.02000000 1.581540517607 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMPB2 160597.05350000 PA USD 152673.48000000 0.001426263885 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AP43 965.17000000 PA USD 966.20000000 0.000009026165 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36180YBB6 4184278.18830000 PA USD 3752477.83000000 0.035055358727 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208V3G8 1759.54000000 PA USD 1818.98000000 0.000016992770 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AJ2V0 137460.67680000 PA USD 137469.96000000 0.001284233773 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BVS4 15058.56430000 PA USD 15567.24000000 0.000145427956 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212MCR8 2095.50000000 PA USD 2166.29000000 0.000020237314 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295GH96 288522.61660000 PA USD 257738.00000000 0.002407768535 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201CPN8 426.19000000 PA USD 440.59000000 0.000004115957 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211GNV1 1933.18000000 PA USD 1998.48000000 0.000018669646 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292KPY6 19024.44940000 PA USD 19511.95000000 0.000182279133 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36194CR70 2556926.47510000 PA USD 2331392.52000000 0.021779689268 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36225AXH8 86.71000000 PA USD 89.64000000 0.000000837409 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209MZW7 929.62000000 PA USD 961.02000000 0.000008977774 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LDM5 5536.33760000 PA USD 5615.56000000 0.000052460128 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36292FJQ1 30326.51080000 PA USD 30376.10000000 0.000283771185 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MRW5 131341.85360000 PA USD 134745.66000000 0.001258783572 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295KSY0 2910.39160000 PA USD 2952.35000000 0.000027580626 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140Q2B23 8349850.00000000 PA USD 8104434.55000000 0.075711003050 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 4.60000000 N N N N N N Ginnie Mae I Pool N/A 36201G7K5 406.68000000 PA USD 415.67000000 0.000003883157 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NQ79 181667.04330000 PA USD 181990.88000000 0.001700144777 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296GQA2 813.05000000 PA USD 813.98000000 0.000007604138 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KZL2 1653.00000000 PA USD 1682.00000000 0.000015713114 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36182AHX2 7246.47000000 PA USD 6475.21000000 0.000060490912 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AFUV7 128570.63860000 PA USD 128618.67000000 0.001201545703 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SHN4 1515.72000000 PA USD 1518.46000000 0.000014185336 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KAL2 238056.65820000 PA USD 238484.59000000 0.002227904662 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180EQL2 214326.40590000 PA USD 192599.50000000 0.001799249687 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210WJZ3 4053.85030000 PA USD 4190.79000000 0.000039150037 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178GHL1 51967.55440000 PA USD 47114.08000000 0.000440136104 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207EMW1 4985.93650000 PA USD 4994.63000000 0.000046659448 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QLJ6 381.31000000 PA USD 375.31000000 0.000003506117 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36182YK57 6304.25570000 PA USD 5635.97000000 0.000052650797 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291Y3J4 1372.26000000 PA USD 1374.31000000 0.000012838698 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GVC7 22048.11260000 PA USD 22576.63000000 0.000210909137 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200YFD4 14505.02640000 PA USD 14845.27000000 0.000138683368 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36206NTQ8 1077.34000000 PA USD 1113.73000000 0.000010404379 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292AXL7 19411.51700000 PA USD 19444.63000000 0.000181650235 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207JSH7 2300.68580000 PA USD 2378.40000000 0.000022218829 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179HEB3 54435.24030000 PA USD 47419.82000000 0.000442992304 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36180CRJ0 362480.76310000 PA USD 328627.13000000 0.003070009324 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36177XHZ4 54341.96820000 PA USD 51942.08000000 0.000485238908 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARQK0 60059.88520000 PA USD 55962.68000000 0.000522799044 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208WBL6 3233.28380000 PA USD 3342.50000000 0.000031225377 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AD6K3 459.31000000 PA USD 459.78000000 0.000004295229 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7EL5 57807.67200000 PA USD 56503.03000000 0.000527846952 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5NG8 186720.73220000 PA USD 181825.75000000 0.001698602145 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KM72 929.78000000 PA USD 946.09000000 0.000008838299 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176YF51 1662.16000000 PA USD 1578.62000000 0.000014747346 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296Q3N7 21053.22120000 PA USD 21071.11000000 0.000196844685 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AXNK0 161892.54400000 PA USD 153725.75000000 0.001436094110 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KET1 2089.20000000 PA USD 2125.85000000 0.000019859526 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210ETT6 2924.90000000 PA USD 3023.70000000 0.000028247172 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C06B9 13523.83200000 PA USD 13534.34000000 0.000126436761 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379BCS5 2188516.83000000 PA USD 2067761.69000000 0.019316870369 Long ABS-MBS USGA US N 2 2039-12-16 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3617BLLD9 573801.85850000 PA USD 510369.73000000 0.004767834689 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36195JJK4 625087.04930000 PA USD 557352.87000000 0.005206747562 Long ABS-MBS USGA US N 2 2046-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209MZF4 2515.43260000 PA USD 2600.40000000 0.000024292736 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206NYZ2 1336.99000000 PA USD 1382.15000000 0.000012911938 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200T5G9 17016.70990000 PA USD 17591.53000000 0.000164338717 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201FXK8 2744.54910000 PA USD 2837.26000000 0.000026505464 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291WTD3 8255.13020000 PA USD 8319.99000000 0.000077724705 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36179EJB5 280583.62250000 PA USD 253077.90000000 0.002364234240 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36180DUQ8 382094.48180000 PA USD 354857.83000000 0.003315054503 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296QHQ5 1102128.08410000 PA USD 1080123.33000000 0.010090428916 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140LFNR1 6025309.96450000 PA USD 5030645.17000000 0.046995899524 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.69000000 N N N N N N Ginnie Mae I Pool N/A 36209ENE8 3767.02540000 PA USD 3894.27000000 0.000036379970 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297FFG2 13075.65040000 PA USD 12794.44000000 0.000119524672 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201XEK0 6852.93340000 PA USD 6864.62000000 0.000064128751 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200QWY6 3448.83000000 PA USD 3565.33000000 0.000033307038 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202TBV7 7023.75190000 PA USD 7035.49000000 0.000065725005 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213T3B7 4424.19260000 PA USD 4573.64000000 0.000042726592 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AXNS3 233014.56310000 PA USD 222194.67000000 0.002075725485 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296CND8 45590.35600000 PA USD 45647.88000000 0.000426438977 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TDW3 3652.91650000 PA USD 3717.01000000 0.000034724020 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SP50 2893350.59520000 PA USD 2802588.79000000 0.026181568513 Long ABS-MBS USGA US N 2 2031-11-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210ASR9 117688.43220000 PA USD 117885.17000000 0.001101274174 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XJN1 59643.82640000 PA USD 59749.63000000 0.000558176439 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210HKS0 678.51000000 PA USD 701.43000000 0.000006552705 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C1Z66 47826.78720000 PA USD 46682.36000000 0.000436103009 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BVV4 1392.65000000 PA USD 1439.69000000 0.000013449473 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176MBE2 293801.64250000 PA USD 279810.19000000 0.002613965233 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207ELF9 2075.31000000 PA USD 2079.09000000 0.000019422698 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295CKD2 10911.53000000 PA USD 10033.32000000 0.000093730502 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARYU9 8135.67000000 PA USD 8142.19000000 0.000076063711 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202SXJ2 22355.10270000 PA USD 22394.32000000 0.000209206011 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200D5C3 315.61000000 PA USD 318.23000000 0.000002972880 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AKV78 3622.76000000 PA USD 3539.98000000 0.000033070220 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JJW9 3227.26750000 PA USD 3284.32000000 0.000030681864 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C6B53 225287.42570000 PA USD 214384.78000000 0.002002766094 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SB71 661131.15380000 PA USD 589387.78000000 0.005506015223 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292L4L5 5102.22430000 PA USD 5109.13000000 0.000047729098 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290V5L4 12487.27090000 PA USD 12799.03000000 0.000119567551 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BGD4 2388.37240000 PA USD 2469.05000000 0.000023065674 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296CER7 4005.17070000 PA USD 4061.38000000 0.000037941098 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FG42 1708.39000000 PA USD 1766.10000000 0.000016498770 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210TPJ9 414.34000000 PA USD 428.34000000 0.000004001519 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A7GH2 2419.75000000 PA USD 2421.09000000 0.000022617636 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WG48 1369.43000000 PA USD 1371.90000000 0.000012816184 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CJ61 6057.41580000 PA USD 6262.03000000 0.000058499401 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209HGC3 240.22000000 PA USD 248.33000000 0.000002319879 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209T6P9 826.77000000 PA USD 854.70000000 0.000007984541 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201U2R4 33289.35230000 PA USD 33348.40000000 0.000311538183 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179KU77 186203.26950000 PA USD 171583.85000000 0.001602923104 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241L2V7 413335.57180000 PA USD 421868.02000000 0.003941058534 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36210SFX1 1027.23000000 PA USD 1045.25000000 0.000009764644 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210L4Z3 9915.13900000 PA USD 10089.10000000 0.000094251594 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BXY6 4399.64000000 PA USD 4403.79000000 0.000041139866 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210UXZ1 767.97000000 PA USD 793.91000000 0.000007416646 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BDV4 11486.54430000 PA USD 11688.07000000 0.000109189049 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C2VE1 31660.36720000 PA USD 30122.15000000 0.000281398804 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335AD70 3319.48000000 PA USD 3262.78000000 0.000030480639 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291TS74 7628.53770000 PA USD 7641.75000000 0.000071388639 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179HNY3 348087.08740000 PA USD 322490.96000000 0.003012685697 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FKD7 2367.62000000 PA USD 2409.16000000 0.000022506187 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36183RC76 289312.25290000 PA USD 274547.17000000 0.002564798505 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BDT2 23596.98290000 PA USD 24010.98000000 0.000224308724 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NA67 63711.17670000 PA USD 63825.70000000 0.000596254771 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620APZ40 109088.95810000 PA USD 106507.41000000 0.000994984016 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290WGU0 2675.35000000 PA USD 2680.19000000 0.000025038128 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TTJ5 8414.88960000 PA USD 8699.14000000 0.000081266695 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200VJD6 2892.59000000 PA USD 2964.81000000 0.000027697026 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SN64 208.37000000 PA USD 215.41000000 0.000002012343 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180UCT4 84571.56480000 PA USD 75754.95000000 0.000707696905 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208DSM8 65.30000000 PA USD 65.43000000 0.000000611242 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201SHG7 13375.52220000 PA USD 13638.02000000 0.000127405331 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XP87 3545.47520000 PA USD 3642.89000000 0.000034031597 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202TVL7 915297.98220000 PA USD 822511.48000000 0.007683838864 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296WAB2 42558.73800000 PA USD 41583.76000000 0.000388472281 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179HL25 176581.60670000 PA USD 163569.31000000 0.001528051889 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RPA5 28075.88540000 PA USD 28124.50000000 0.000262736911 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177KER3 3393.97440000 PA USD 3380.42000000 0.000031579623 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JTH1 2857.88800000 PA USD 2908.03000000 0.000027166592 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FGM2 259.39000000 PA USD 268.15000000 0.000002505036 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213HWQ8 14130.64090000 PA USD 14607.97000000 0.000136466530 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179HPY1 228930.43360000 PA USD 210899.07000000 0.001970202860 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295QBB5 48696.88290000 PA USD 48755.47000000 0.000455469843 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMET5 189960.68050000 PA USD 185727.50000000 0.001735051993 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AC2W3 28191.21010000 PA USD 27590.53000000 0.000257748605 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BLF3 23873.86990000 PA USD 24680.32000000 0.000230561647 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209EYB2 5489.82520000 PA USD 5586.14000000 0.000052185289 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209XDB3 1616.35000000 PA USD 1644.71000000 0.000015364754 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C3EX6 65775.10660000 PA USD 62734.13000000 0.000586057408 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291AFC8 2289.76000000 PA USD 2262.16000000 0.000021132924 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A8C35 33719.66000000 PA USD 31149.95000000 0.000291000432 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208RVZ4 543.40000000 PA USD 561.76000000 0.000005247918 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XH29 86188.47780000 PA USD 86344.41000000 0.000806622824 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CJT1 4199.95340000 PA USD 4273.64000000 0.000039924015 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180NQB4 521770.99130000 PA USD 468497.91000000 0.004376671373 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379MTN4 4178220.63000000 PA USD 3710454.62000000 0.034662781138 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36206DAM9 5402.65580000 PA USD 5497.44000000 0.000051356660 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AY3W4 152470.67370000 PA USD 149043.99000000 0.001392357469 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208L6F9 2194.23000000 PA USD 2268.35000000 0.000021190750 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AD30 18776.38270000 PA USD 18810.44000000 0.000175725680 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179UCB6 7257680.97070000 PA USD 6711736.44000000 0.062700524626 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209TAS8 584.33000000 PA USD 585.46000000 0.000005469322 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292J3M9 915.95000000 PA USD 917.50000000 0.000008571214 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FWU2 422349.56260000 PA USD 422688.03000000 0.003948719004 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297JAJ3 144055.80650000 PA USD 144129.20000000 0.001346443880 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180FZD7 321746.85480000 PA USD 289130.41000000 0.002701034010 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36181AYW6 744940.45850000 PA USD 670796.53000000 0.006266529492 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LZ41 2151713.14950000 PA USD 2046357.74000000 0.019116916317 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200THD3 8722.68820000 PA USD 8725.75000000 0.000081515284 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A8EN9 507847.25160000 PA USD 452451.17000000 0.004226763964 Long ABS-MBS USGA US N 2 2044-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KL89 10758.27250000 PA USD 11121.68000000 0.000103897877 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213RVN4 17869.42650000 PA USD 17901.66000000 0.000167235928 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YZE2 3319.85000000 PA USD 3378.10000000 0.000031557949 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AEU32 525060.49880000 PA USD 500056.02000000 0.004671484805 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296Y3D2 4807.87000000 PA USD 4707.86000000 0.000043980465 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NTN2 9608.96980000 PA USD 9777.55000000 0.000091341118 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NBU3 3363.21000000 PA USD 3369.28000000 0.000031475554 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BDG3 169088.27980000 PA USD 165676.52000000 0.001547737283 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290TM55 2279.31000000 PA USD 2336.01000000 0.000021822825 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NH46 150410.18340000 PA USD 150672.38000000 0.001407569763 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36181LT65 117376.88700000 PA USD 105520.98000000 0.000985768863 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FHH5 460.93000000 PA USD 463.26000000 0.000004327739 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176VT94 482233.39250000 PA USD 429631.28000000 0.004013582311 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VGH8 14808.34120000 PA USD 15308.56000000 0.000143011387 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177NQY9 171046.74670000 PA USD 158101.43000000 0.001476971376 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A2LX2 29140.09860000 PA USD 27871.88000000 0.000260376955 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213NYL4 24313.22170000 PA USD 25134.51000000 0.000234804655 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213WSA5 2266.79000000 PA USD 2343.36000000 0.000021891488 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207N6P4 973.96000000 PA USD 1006.86000000 0.000009406008 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A7GT6 2803.39000000 PA USD 2804.94000000 0.000026203533 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JRM4 26875.12990000 PA USD 26922.27000000 0.000251505771 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NDS4 1952265.93360000 PA USD 1852378.25000000 0.017304774870 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180GC32 53571.57630000 PA USD 48043.98000000 0.000448823158 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178A3L9 122377.11650000 PA USD 114097.47000000 0.001065889772 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201NLA6 3419.33000000 PA USD 3494.96000000 0.000032649647 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335ASG4 26260.57330000 PA USD 25646.89000000 0.000239591270 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210HLC4 416.21000000 PA USD 430.27000000 0.000004019549 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BB20 540.49000000 PA USD 558.75000000 0.000005219799 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202DZF1 82496.48620000 PA USD 82474.01000000 0.000770465846 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179FJZ9 30639.62490000 PA USD 28438.16000000 0.000265667099 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VFZ2 305.62000000 PA USD 315.94000000 0.000002951487 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291R3B6 7071.21790000 PA USD 7082.90000000 0.000066167906 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201ER44 329.64000000 PA USD 340.78000000 0.000003183540 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379CD86 8542784.94950000 PA USD 7203650.44000000 0.067295947308 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178UFF5 476391.79690000 PA USD 439349.81000000 0.004104372069 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213RRX7 1485.26000000 PA USD 1535.43000000 0.000014343868 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230UD63 5640504.33580000 PA USD 5368616.80000000 0.050153204448 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AFN5 10678.02390000 PA USD 10865.36000000 0.000101503355 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARQS3 130153.10300000 PA USD 130001.57000000 0.001214464649 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QXB6 288316.48710000 PA USD 288840.44000000 0.002698325132 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WJ86 6028.64740000 PA USD 6039.28000000 0.000056418488 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BXU7 677035.99190000 PA USD 678265.62000000 0.006336305155 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QW27 48905.61780000 PA USD 48994.71000000 0.000457704805 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291AMU0 3412.23000000 PA USD 3418.29000000 0.000031933401 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213ED86 9517.99590000 PA USD 9700.53000000 0.000090621603 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AWFR6 30135.43970000 PA USD 29484.35000000 0.000275440525 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178KVM4 345748.99270000 PA USD 319130.81000000 0.002981295435 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36211AJ31 3753.70990000 PA USD 3880.51000000 0.000036251425 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NB24 3250.63120000 PA USD 3307.66000000 0.000030899904 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212SDN3 26098.80910000 PA USD 26980.42000000 0.000252049004 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ABHW9 30255.79120000 PA USD 27359.15000000 0.000255587071 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213N4W3 9809.24470000 PA USD 10140.60000000 0.000094732703 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209XSZ4 26210.27880000 PA USD 27095.65000000 0.000253125474 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209JME8 1332.57000000 PA USD 1377.58000000 0.000012869246 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290R2U6 15257.44950000 PA USD 15663.30000000 0.000146325341 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291AVE6 4040.52770000 PA USD 4150.68000000 0.000038775332 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201P6M2 46311.32110000 PA USD 47373.24000000 0.000442557157 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RKG0 82509.48940000 PA USD 80579.05000000 0.000752763275 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36181AYT3 2582947.49770000 PA USD 2327796.20000000 0.021746092724 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179N5T1 84999.20960000 PA USD 74445.97000000 0.000695468515 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XLA6 343.43000000 PA USD 344.05000000 0.000003214088 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KDR5 27954.15440000 PA USD 27997.83000000 0.000261553570 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C1AX4 44702.21670000 PA USD 43664.42000000 0.000407909646 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ABHH2 68695.98770000 PA USD 67046.21000000 0.000626340527 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176BV87 76420.13180000 PA USD 72635.49000000 0.000678555150 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208EBC6 758.59000000 PA USD 784.21000000 0.000007326029 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Fannie Mae REMICS N/A 31359WHX2 13536.31000000 PA USD 13666.74000000 0.000127673631 Long ABS-MBS USGSE US N 2 2029-07-25 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARVG3 64088.74500000 PA USD 61036.70000000 0.000570200148 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36183TYP8 584863.14910000 PA USD 551771.24000000 0.005154604405 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291BWS2 23496.21740000 PA USD 23537.68000000 0.000219887192 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A33C6 18627.23400000 PA USD 18213.92000000 0.000170153037 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GUW8 103033.86950000 PA USD 92894.57000000 0.000867813914 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AKQ2 217.14000000 PA USD 220.95000000 0.000002064097 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208VK20 319.47000000 PA USD 330.26000000 0.000003085263 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176LY82 362288.35970000 PA USD 334965.12000000 0.003129218339 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EEF2 9069.61860000 PA USD 8926.44000000 0.000083390114 Long ABS-MBS USGA US N 2 2035-07-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NQ28 10606.35360000 PA USD 10792.44000000 0.000100822142 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BRN7 1429.12290000 PA USD 1454.20000000 0.000013585024 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210ASH1 3103.54380000 PA USD 3157.99000000 0.000029501699 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140MEX84 938320.75000000 PA USD 931025.96000000 0.008697572774 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210LQ71 4211.94300000 PA USD 4354.22000000 0.000040676787 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178EL49 66787.81060000 PA USD 60090.91000000 0.000561364650 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230MXG7 250840.48790000 PA USD 245039.90000000 0.002289143863 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36241LL79 5755241.35530000 PA USD 5742913.05000000 0.053649851173 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KHQ6 2315.20220000 PA USD 2355.82000000 0.000022007888 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295B6U2 4539.69600000 PA USD 4544.97000000 0.000042458759 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210UWJ8 1812.43000000 PA USD 1873.65000000 0.000017503493 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LNL6 248823.23180000 PA USD 237120.40000000 0.002215160504 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297KS85 42976.48340000 PA USD 42010.61000000 0.000392459881 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178GFK5 26196.01110000 PA USD 23770.23000000 0.000222059656 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36181D6V3 365790.18440000 PA USD 328047.40000000 0.003064593531 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AF4N4 198876.24130000 PA USD 194540.40000000 0.001817381425 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180HJ90 118471.36740000 PA USD 115206.96000000 0.001076254542 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XHG8 96973.16660000 PA USD 97142.21000000 0.000907495040 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292FPZ4 31169.57810000 PA USD 31605.67000000 0.000295257733 Long ABS-MBS USGA US N 2 2037-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AC2B9 10092.23270000 PA USD 9883.34000000 0.000092329400 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A2KV3 1711362.19370000 PA USD 1584124.47000000 0.014798768728 Long ABS-MBS USGA US N 2 2044-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UZS4 602594.78560000 PA USD 526338.10000000 0.004917009971 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36211JUH8 24107.74910000 PA USD 24530.71000000 0.000229164002 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C6SD8 499919.50180000 PA USD 476706.04000000 0.004453351091 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BEA2 17890.14860000 PA USD 18494.47000000 0.000172773913 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201EP87 3203.36000000 PA USD 3276.81000000 0.000030611706 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7GY5 1370.22000000 PA USD 1371.61000000 0.000012813474 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138EMZU8 7982.25160000 PA USD 7944.97000000 0.000074221297 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KCK9 2262.88000000 PA USD 2302.58000000 0.000021510524 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180DYH4 293425.39090000 PA USD 264220.76000000 0.002468329979 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201BGR1 319.54000000 PA USD 325.15000000 0.000003037526 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UZP8 224566.69880000 PA USD 224973.97000000 0.002101689491 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179KWY6 432806.00910000 PA USD 390871.09000000 0.003651487602 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BX29 28391.50010000 PA USD 28443.24000000 0.000265714556 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KBM6 3938.95950000 PA USD 4008.07000000 0.000037443081 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209EHD7 7869.42120000 PA USD 8135.25000000 0.000075998878 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312946T30 118801.06330000 PA USD 116583.67000000 0.001089115661 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211DC73 2875.15780000 PA USD 2972.28000000 0.000027766810 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FRY4 1649.02000000 PA USD 1677.95000000 0.000015675279 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290NBK7 7998.96750000 PA USD 7912.81000000 0.000073920861 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVEF5 567032.50890000 PA USD 540029.23000000 0.005044911452 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36185CYY4 250407.78090000 PA USD 236153.54000000 0.002206128173 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RYS6 13026.45200000 PA USD 13049.95000000 0.000121911627 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200BZJ9 30731.56190000 PA USD 31491.29000000 0.000294189204 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213GNH0 4267.88730000 PA USD 4353.45000000 0.000040669594 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177LAH7 13863.83130000 PA USD 12478.82000000 0.000116576174 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291MRX3 23103.66480000 PA USD 23733.50000000 0.000221716528 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200QF33 17499.86490000 PA USD 17662.30000000 0.000164999845 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XMR8 1114.87000000 PA USD 1116.84000000 0.000010433433 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BE95 1580.40000000 PA USD 1608.13000000 0.000015023026 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ABHJ8 6541.10600000 PA USD 6256.43000000 0.000058447086 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QL33 269793.71330000 PA USD 233865.53000000 0.002184753759 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36296UQU7 27824.65960000 PA USD 28234.02000000 0.000263760039 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RQ89 36530.04100000 PA USD 36596.13000000 0.000341878226 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292DRS3 38431.34200000 PA USD 39435.91000000 0.000368407232 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177RB91 27475.21900000 PA USD 24898.36000000 0.000232598560 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AR3Z2 75324.33800000 PA USD 75232.50000000 0.000702816217 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180FRS3 26891.00070000 PA USD 25076.07000000 0.000234258713 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201ENA4 977.76000000 PA USD 981.37000000 0.000009167882 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BQ68 73108.74570000 PA USD 74391.40000000 0.000694958726 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 312942NT8 238732.14740000 PA USD 238188.24000000 0.002225136183 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212R5M6 5748.42960000 PA USD 5942.61000000 0.000055515404 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206RTH9 521.59000000 PA USD 539.21000000 0.000005037258 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208XEA5 3842.29770000 PA USD 3972.09000000 0.000037106958 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KAH3 814.99000000 PA USD 842.52000000 0.000007870756 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207J2U6 52.40000000 PA USD 52.46000000 0.000000490077 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176BN37 311815.46070000 PA USD 297273.98000000 0.002777110613 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WHE5 75.59000000 PA USD 75.67000000 0.000000706903 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AKX92 7094.48450000 PA USD 7098.57000000 0.000066314293 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QWE1 230679.89730000 PA USD 231097.24000000 0.002158892608 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290UBE5 5276.08850000 PA USD 5282.22000000 0.000049346092 Long ABS-MBS USGA US N 2 2037-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200DGM9 7749.47750000 PA USD 7762.33000000 0.000072515088 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202TP91 58590.08530000 PA USD 60128.68000000 0.000561717495 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292ETZ3 50773.97900000 PA USD 49953.93000000 0.000466665764 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210MTW1 9852.68820000 PA USD 10025.55000000 0.000093657915 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230LE21 216283.56250000 PA USD 205775.43000000 0.001922338210 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230MJL2 2064.49000000 PA USD 1958.33000000 0.000018294567 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208Y6B0 3883.03830000 PA USD 4014.21000000 0.000037500440 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KK95 2430.36000000 PA USD 2473.00000000 0.000023102575 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MKD4 17580.66570000 PA USD 18015.28000000 0.000168297357 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201MP63 13546.91840000 PA USD 13868.19000000 0.000129555562 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Freddie Mac REMICS N/A 31339LNL0 293579.11000000 PA USD 299513.02000000 0.002798027552 Long ABS-MBS USGSE US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296DM88 198774.32250000 PA USD 198970.95000000 0.001858771282 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210A4S3 4995.13320000 PA USD 5082.77000000 0.000047482845 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LHT6 414.03000000 PA USD 428.02000000 0.000003998529 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225AXN5 322.46000000 PA USD 333.35000000 0.000003114130 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210QTY8 3324.21520000 PA USD 3436.51000000 0.000032103611 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3617BGEN6 565724.61000000 PA USD 503715.76000000 0.004705673814 Long ABS-MBS USGA US N 2 2047-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ALXY5 1233913.16500000 PA USD 1102257.84000000 0.010297207802 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36180MXF9 18835.89110000 PA USD 16481.85000000 0.000153972172 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36201TYG6 12373.63660000 PA USD 12702.78000000 0.000118668391 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C2UX0 264992.14250000 PA USD 252581.42000000 0.002359596162 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36181FXY2 45947.50650000 PA USD 39703.56000000 0.000370907598 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36294SMK0 11694.94530000 PA USD 11969.66000000 0.000111819641 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MV83 158247.98140000 PA USD 158533.43000000 0.001481007086 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291TC48 83569.31140000 PA USD 83712.96000000 0.000782040021 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620APYC3 26386.14470000 PA USD 26392.32000000 0.000246555019 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BE38 360.37000000 PA USD 372.54000000 0.000003480239 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291BX51 9083.53570000 PA USD 9099.65000000 0.000085008229 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201GMF9 974.85000000 PA USD 991.95000000 0.000009266720 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BLHS1 26314.35300000 PA USD 23405.38000000 0.000218651256 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36225A5Z9 2003.75000000 PA USD 2038.90000000 0.000019047246 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARCF6 569844.32970000 PA USD 570030.90000000 0.005325184742 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296HN96 304299.57240000 PA USD 296166.25000000 0.002766762285 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291YN60 50031.62240000 PA USD 50106.51000000 0.000468091155 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AUKF0 48630.06760000 PA USD 46822.06000000 0.000437408076 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291ADL0 405.38000000 PA USD 406.12000000 0.000003793941 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291FMF2 64403.51480000 PA USD 64520.03000000 0.000602741148 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176WEV9 77037.33400000 PA USD 71186.65000000 0.000665020198 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208UAQ0 1257.97000000 PA USD 1300.46000000 0.000012148797 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200F2W7 4026.13500000 PA USD 4051.44000000 0.000037848240 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36290VP32 23488.33700000 PA USD 23530.83000000 0.000219823200 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A23W4 28614.79980000 PA USD 26566.31000000 0.000248180420 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LUG9 8643.91420000 PA USD 8455.46000000 0.000078990255 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 312946DA1 6580.48000000 PA USD 6443.71000000 0.000060196642 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292FED5 10514.05010000 PA USD 10371.22000000 0.000096887138 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208PLS5 4408.16090000 PA USD 4420.52000000 0.000041296157 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230R2E5 89818.25940000 PA USD 85320.48000000 0.000797057349 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210P7M0 2270.35000000 PA USD 2310.18000000 0.000021581523 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GCG3 14187.11750000 PA USD 13528.35000000 0.000126380803 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARV24 53777.26490000 PA USD 51195.41000000 0.000478263575 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ATXA0 161835.93410000 PA USD 155186.66000000 0.001449741819 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7S71 1836.52000000 PA USD 1837.04000000 0.000017161486 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36184YNT0 64495.75290000 PA USD 60674.95000000 0.000566820707 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176PPS9 50667.36990000 PA USD 48120.89000000 0.000449541646 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VYQ8 1185.58000000 PA USD 1225.63000000 0.000011449741 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291UPN9 4198.69000000 PA USD 4106.33000000 0.000038361018 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300MQX4 1050057.03870000 PA USD 1087723.21000000 0.010161426409 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 6.31000000 N N N N N N Ginnie Mae I Pool N/A 36209TVK2 2950.20670000 PA USD 3049.86000000 0.000028491557 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YLE4 6240.19300000 PA USD 6402.21000000 0.000059808952 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F052680 -111695000.00000000 PA USD -110586773.38000000 -1.03309311526 Short ABS-MBS USGSE US N 2 2026-08-13 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208V5A9 15959.61890000 PA USD 16239.62000000 0.000151709278 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AES76 462974.46270000 PA USD 451862.80000000 0.004221267457 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209EDU3 295.52000000 PA USD 297.02000000 0.000002774737 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AABL1 142590.07620000 PA USD 136173.07000000 0.001272118326 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201CNV2 2596.16000000 PA USD 2656.38000000 0.000024815697 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201MNR9 14823.02550000 PA USD 15142.60000000 0.000141461002 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212CUA7 7443.32000000 PA USD 7586.07000000 0.000070868481 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AYZG4 6582.36360000 PA USD 6435.68000000 0.000060121626 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LF68 160140.73000000 PA USD 160225.89000000 0.001496817917 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292J3C1 6293.81800000 PA USD 6302.86000000 0.000058880832 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296YSF0 166857.19230000 PA USD 162892.48000000 0.001521728995 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292HTC7 18174.79510000 PA USD 18649.87000000 0.000174225648 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36184FSH2 467028.67910000 PA USD 439212.40000000 0.004103088395 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KDV7 21363.80500000 PA USD 22085.47000000 0.000206320758 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178WC64 78876.26500000 PA USD 71572.23000000 0.000668622257 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMPN6 16333.07890000 PA USD 15973.81000000 0.000149226102 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140Q2AT5 4506843.65000000 PA USD 4415629.19000000 0.041250467631 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 4.67000000 N N N N N N Ginnie Mae I Pool N/A 36210MQ46 531.04000000 PA USD 540.36000000 0.000005048001 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176H5V2 395428.42530000 PA USD 364184.56000000 0.003402184096 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230MH83 40822.06010000 PA USD 39838.15000000 0.000372164927 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176KCZ8 228417.72860000 PA USD 217105.55000000 0.002028183318 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201EM72 2469.23000000 PA USD 2522.46000000 0.000023564626 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297DQD2 41633.48930000 PA USD 41650.00000000 0.000389091090 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201H2U6 7726.58850000 PA USD 7925.02000000 0.000074034926 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36198TM41 63025.85180000 PA USD 61941.50000000 0.000578652719 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176AGF0 53768.63150000 PA USD 51085.94000000 0.000477240914 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WH38 30389.33670000 PA USD 31183.91000000 0.000291317684 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230M3U9 2310.69000000 PA USD 2261.00000000 0.000021122087 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QBG5 41282.75140000 PA USD 39059.18000000 0.000364887849 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3617A2CB6 350585.73250000 PA USD 329539.05000000 0.003078528411 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AWS5 4724.33650000 PA USD 4883.92000000 0.000045625204 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209HE50 2128.66000000 PA USD 2200.57000000 0.000020557555 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291BSD0 913.66000000 PA USD 915.32000000 0.000008550848 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FKN5 946.71000000 PA USD 925.09000000 0.000008642119 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201APA0 1146.20000000 PA USD 1166.31000000 0.000010895578 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132JPYS5 301567.72440000 PA USD 294428.44000000 0.002750527798 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AU47 7204.25980000 PA USD 7330.65000000 0.000068482367 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NRH6 7664.53550000 PA USD 7592.70000000 0.000070930418 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290R7C1 322.69000000 PA USD 323.28000000 0.000003020056 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9ZD6 49528.65410000 PA USD 49552.78000000 0.000462918252 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178BYW9 22395.26300000 PA USD 20705.73000000 0.000193431334 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C6BB0 105204.80160000 PA USD 100053.61000000 0.000934693114 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AM4Q2 35746.99250000 PA USD 34940.23000000 0.000326408936 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208CFB8 716.22000000 PA USD 740.41000000 0.000006916853 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207J2C6 1377.89000000 PA USD 1424.43000000 0.000013306915 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213Y4V1 2342.15000000 PA USD 2421.27000000 0.000022619317 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212N4C8 17798.76700000 PA USD 18400.00000000 0.000171891382 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291SVG2 12476.62030000 PA USD 12495.64000000 0.000116733305 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VRX4 13194.96520000 PA USD 13217.47000000 0.000123476586 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208VLG8 344.42000000 PA USD 356.05000000 0.000003326191 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38375KEE8 2298567.39000000 PA USD 2281711.77000000 0.021315575530 Long ABS-MBS USGA US N 2 2037-06-16 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5MU8 307771.75460000 PA USD 291764.73000000 0.002725643624 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178WGL7 64402.24600000 PA USD 58211.65000000 0.000543808748 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RXW8 76703.59500000 PA USD 76841.95000000 0.000717851575 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AL2H6 34162.28890000 PA USD 32470.43000000 0.000303336254 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209QTT2 1238.00000000 PA USD 1279.82000000 0.000011955979 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291PBT2 27390.38210000 PA USD 28092.26000000 0.000262435728 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212M5Q8 20806.45960000 PA USD 21266.64000000 0.000198671312 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212KGG2 14556.40120000 PA USD 15048.11000000 0.000140578284 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292NEM8 27965.85850000 PA USD 28616.64000000 0.000267334445 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RZQ9 2699.69630000 PA USD 2704.31000000 0.000025263455 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LNS0 1453.05000000 PA USD 1429.58000000 0.000013355026 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297JEY6 183639.36500000 PA USD 180111.78000000 0.001682590369 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BNW4 48166.98540000 PA USD 49794.05000000 0.000465172178 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210UYL1 3257.77140000 PA USD 3314.93000000 0.000030967820 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3622A2AW2 1304532.20610000 PA USD 1208962.70000000 0.011294036382 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 3617BKMJ7 4538679.98410000 PA USD 4185920.16000000 0.039104543574 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38382HXY1 4391462.00000000 PA USD 2859368.30000000 0.026711998320 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36208XVG3 496.07000000 PA USD 512.83000000 0.000004790818 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ASP86 327347.60010000 PA USD 319718.31000000 0.002986783815 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132JNMJ3 52760.54890000 PA USD 50184.16000000 0.000468816555 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RPY3 179480.09780000 PA USD 179807.20000000 0.001679745006 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177T3B1 37688.65150000 PA USD 35765.21000000 0.000334115835 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213EFU5 6432.36920000 PA USD 6649.65000000 0.000062120517 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291KCD7 3796.74910000 PA USD 3803.49000000 0.000035531910 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AS5R6 181787.92670000 PA USD 174074.50000000 0.001626190565 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AUT2 2829.83530000 PA USD 2879.48000000 0.000026899880 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211SCZ8 35117.49680000 PA USD 35175.49000000 0.000328606717 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KHD5 173.11000000 PA USD 178.96000000 0.000001671830 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EEG0 2058984.09460000 PA USD 2057524.69000000 0.019221237104 Long ABS-MBS USGA US N 2 2035-07-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209PDY0 912.46000000 PA USD 928.47000000 0.000008673695 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JXA1 2550.87000000 PA USD 2637.04000000 0.000024635024 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296CCH1 3702.30130000 PA USD 3706.83000000 0.000034628920 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NUV9 6878.30330000 PA USD 6998.98000000 0.000065383931 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FHZ9 35120.93970000 PA USD 35944.76000000 0.000335793178 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200ADW6 1255.48000000 PA USD 1283.59000000 0.000011991198 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36294UU34 14022.49000000 PA USD 12690.88000000 0.000118557223 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208XJL6 7709.46460000 PA USD 7844.72000000 0.000073284769 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212BGZ0 20991.51300000 PA USD 21700.60000000 0.000202725332 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291FMZ8 6356.50710000 PA USD 6367.17000000 0.000059481611 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225AXF2 122.30000000 PA USD 126.43000000 0.000001181099 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176B2F3 60431.64230000 PA USD 57416.51000000 0.000536380611 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201RYL9 1073.43000000 PA USD 1092.97000000 0.000010210441 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QYU9 16109.39950000 PA USD 15681.89000000 0.000146499007 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291ASC4 65402.56140000 PA USD 65520.13000000 0.000612084005 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MXG3 211654.72860000 PA USD 201371.48000000 0.001881196848 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YTY2 6355.43910000 PA USD 6526.09000000 0.000060966229 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200SSC5 10596.57990000 PA USD 10954.53000000 0.000102336375 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UPB2 26350.52240000 PA USD 25207.02000000 0.000235482038 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NQH5 13311.51590000 PA USD 13545.06000000 0.000126536906 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178VFA4 63578.20540000 PA USD 58634.66000000 0.000547760475 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QJU6 60828.37240000 PA USD 59229.38000000 0.000553316303 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GRU2 72169.75230000 PA USD 72293.80000000 0.000675363108 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209RE90 2377.44580000 PA USD 2457.75000000 0.000022960111 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295PM74 3522.45000000 PA USD 3530.15000000 0.000032978389 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201KAR7 345.82000000 PA USD 354.20000000 0.000003308909 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209E2X9 58.52000000 PA USD 60.50000000 0.000000565186 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202UBL6 316.55000000 PA USD 317.12000000 0.000002962510 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210S3C0 1279.09000000 PA USD 1301.53000000 0.000012158792 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WSS2 3330.89620000 PA USD 3336.96000000 0.000031173623 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178VLF6 1272074.70370000 PA USD 1113725.45000000 0.010404337331 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 312932FW1 14555.85260000 PA USD 14525.60000000 0.000135697035 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178SMR6 43039.31850000 PA USD 40709.68000000 0.000380306693 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335AHQ4 196917.50160000 PA USD 192465.89000000 0.001798001513 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36182VHY4 488552.12190000 PA USD 436256.67000000 0.004075476193 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178BC37 111296.68240000 PA USD 103510.70000000 0.000966988983 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230TGX4 1070523.62540000 PA USD 1018716.28000000 0.009516768987 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213VMV7 702.34000000 PA USD 726.06000000 0.000006782796 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213AT38 4530.63570000 PA USD 4646.99000000 0.000043411822 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176XFM6 113256.23430000 PA USD 105302.85000000 0.000983731110 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36297BDX6 20865.75090000 PA USD 20414.94000000 0.000190714796 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 3622A2MZ2 5366699.11320000 PA USD 4980444.90000000 0.046526932470 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209RYC1 18386.02860000 PA USD 17489.26000000 0.000163383319 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209J5L1 3505.23910000 PA USD 3623.64000000 0.000033851765 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297K3B5 18643.57330000 PA USD 18324.85000000 0.000171189336 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AUWP5 10212.05000000 PA USD 9984.48000000 0.000093274242 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140BA4Z6 2684708.62000000 PA USD 2662158.95000000 0.024869683769 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291LLP8 8823.00860000 PA USD 8836.79000000 0.000082552611 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290W3H3 13751.12790000 PA USD 14104.29000000 0.000131761190 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZF0 4600281.47930000 PA USD 4030661.29000000 0.037654127174 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290R4Y6 26963.87470000 PA USD 26631.31000000 0.000248787645 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36184M3X9 39829.93420000 PA USD 37438.83000000 0.000349750664 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36205GAG6 34046.45620000 PA USD 34871.20000000 0.000325764063 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5LL9 947102.97680000 PA USD 921788.81000000 0.008611280031 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VHM6 287.35000000 PA USD 297.06000000 0.000002775111 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ACV84 101671.49880000 PA USD 99425.29000000 0.000928823397 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200DJU8 14352.53430000 PA USD 14378.47000000 0.000134322558 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WQW4 1040.23000000 PA USD 1064.36000000 0.000009943169 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211D3M0 3342.71720000 PA USD 3455.63000000 0.000032282229 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202U5Q2 41422.26440000 PA USD 41494.93000000 0.000387642438 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201X7H5 11172.43080000 PA USD 11416.43000000 0.000106651409 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180C3W7 1121075.80630000 PA USD 983201.31000000 0.009184990874 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36201HNA7 7900.22050000 PA USD 7914.23000000 0.000073934126 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291CDB8 40044.15710000 PA USD 41112.38000000 0.000384068685 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GU79 33341.89840000 PA USD 33399.21000000 0.000312012846 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200AXA2 14361.14220000 PA USD 14386.86000000 0.000134400937 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132Y04J6 7268.64000000 PA USD 6563.15000000 0.000061312441 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176XCK3 173418.20210000 PA USD 161003.49000000 0.001504082196 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36207FBS9 29396.76660000 PA USD 27974.13000000 0.000261332166 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BG36 15785.52510000 PA USD 16318.75000000 0.000152448505 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FPJ6 30497.86830000 PA USD 31244.28000000 0.000291881656 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201Q5M1 12507.13280000 PA USD 12822.40000000 0.000119785872 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212YF99 634.78000000 PA USD 656.22000000 0.000006130356 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178UEW9 339353.29180000 PA USD 314122.78000000 0.002934510804 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VUA7 10430.17370000 PA USD 10782.50000000 0.000100729284 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178L2A0 62645.00670000 PA USD 57988.15000000 0.000541720828 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36177WJH4 110399.05770000 PA USD 102274.80000000 0.000955443300 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208MBG9 1282.42000000 PA USD 1325.74000000 0.000012384960 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176XBP3 149854.28270000 PA USD 139631.42000000 0.001304425965 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212DUE7 41080.48860000 PA USD 41591.70000000 0.000388546456 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36295DLQ0 25779.53660000 PA USD 26698.31000000 0.000249413554 Long ABS-MBS USGA US N 2 2037-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211ADA1 8603.46760000 PA USD 8754.41000000 0.000081783023 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180KE23 132880.39900000 PA USD 123036.83000000 0.001149400584 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291RQZ8 29661.04020000 PA USD 30420.64000000 0.000284187274 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SWX1 597668.74580000 PA USD 539139.82000000 0.005036602653 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36211CQY1 802.55000000 PA USD 829.66000000 0.000007750619 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290R5Q2 413.27000000 PA USD 414.02000000 0.000003867742 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QD24 2261370.51210000 PA USD 2202820.46000000 0.020578578991 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296YVW9 106986.64310000 PA USD 104783.25000000 0.000978877047 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180NKN4 405275.52900000 PA USD 362882.13000000 0.003390016895 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SHT1 113863.20600000 PA USD 112571.61000000 0.001051635306 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201FEP8 2866.48000000 PA USD 2931.44000000 0.000027385286 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213WP59 249.36000000 PA USD 255.08000000 0.000002382937 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210SS90 2670.94000000 PA USD 2761.16000000 0.000025794543 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209SGM7 1363.73000000 PA USD 1387.66000000 0.000012963412 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36241LW36 1821.10000000 PA USD 1817.14000000 0.000016975581 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140J86N8 15681.99600000 PA USD 15531.00000000 0.000145089405 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178LXD0 13586.71000000 PA USD 12617.91000000 0.000117875542 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179VZS2 81629681.90260000 PA USD 71044581.46000000 0.663693005413 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200TQZ4 27763.96920000 PA USD 28187.38000000 0.000263324331 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UMA5 2558.47000000 PA USD 2644.89000000 0.000024708358 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176HX25 25720.26470000 PA USD 24460.91000000 0.000228511936 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DYZ8 14160.44020000 PA USD 14157.03000000 0.000132253883 Long ABS-MBS USGA US N 2 2033-08-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176F7L6 35513.05820000 PA USD 34745.79000000 0.000324592492 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213GJB8 5664.54330000 PA USD 5855.89000000 0.000054705273 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201BCT1 7690.36030000 PA USD 7862.56000000 0.000073451429 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292J3B3 3550.95000000 PA USD 3493.17000000 0.000032632924 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211AXS0 619.49000000 PA USD 640.42000000 0.000005982754 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241K5X2 7983.97090000 PA USD 8097.30000000 0.000075644352 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36179E3J5 241028.12830000 PA USD 216245.01000000 0.002020144219 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LJP2 612.03000000 PA USD 632.70000000 0.000005910634 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C4CT5 109331.54060000 PA USD 106803.29000000 0.000997748105 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KP46 5284.53750000 PA USD 5377.25000000 0.000050233855 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200TQB7 17798.54600000 PA USD 18069.98000000 0.000168808360 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179W6H6 10685781.75130000 PA USD 10032071.57000000 0.093718839550 Long ABS-MBS USGA US N 2 2037-06-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ADBA9 21831.40040000 PA USD 21375.06000000 0.000199684163 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178WF61 421470.31640000 PA USD 369425.10000000 0.003451140816 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 312945ZK7 4244.63090000 PA USD 4167.39000000 0.000038931436 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208V6K6 5533.79000000 PA USD 5720.72000000 0.000053442525 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210SSY5 94.66000000 PA USD 97.86000000 0.000000914200 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200FVZ8 9458.87320000 PA USD 9670.67000000 0.000090342653 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295SXM3 1805.46000000 PA USD 1807.12000000 0.000016881975 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NTS9 5750.73580000 PA USD 5882.60000000 0.000054954795 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296Q2C2 604694.03690000 PA USD 605236.45000000 0.005654072277 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UHN3 2155.44000000 PA USD 2228.25000000 0.000020816139 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UNQ9 2040.13000000 PA USD 2082.36000000 0.000019453246 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292LD43 4987.31720000 PA USD 4994.71000000 0.000046660195 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201BP67 10414.64480000 PA USD 10664.30000000 0.000099625068 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XHV5 9084.00800000 PA USD 8963.11000000 0.000083732682 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YQ76 6210.30550000 PA USD 6336.06000000 0.000059190984 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208XXL0 11744.00780000 PA USD 11950.05000000 0.000111636446 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A5BB4 1882400.14460000 PA USD 1883146.52000000 0.017592209677 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SHS3 33273.71610000 PA USD 32840.10000000 0.000306789683 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178RRT9 234793.78840000 PA USD 217919.16000000 0.002035784000 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209C7F7 2534.63560000 PA USD 2620.25000000 0.000024478173 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RLM9 2148683.67830000 PA USD 1856459.26000000 0.017342899351 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209KG85 2535.68730000 PA USD 2621.34000000 0.000024488356 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176ECV1 474653.64970000 PA USD 452235.66000000 0.004224750687 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208JQA3 22664.04420000 PA USD 23248.47000000 0.000217185415 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KET0 44062.08000000 PA USD 44140.97000000 0.000412361540 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36181JQB2 154271.26000000 PA USD 138079.55000000 0.001289928515 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VGY4 947.87000000 PA USD 972.65000000 0.000009086421 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202TRG3 18000.61120000 PA USD 18486.91000000 0.000172703288 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ENK1 8082.83290000 PA USD 8072.55000000 0.000075413140 Long ABS-MBS USGA US N 2 2037-06-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALEP5 131180.98580000 PA USD 128123.63000000 0.001196921078 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208X5D9 5475.91580000 PA USD 5571.99000000 0.000052053101 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202E7G8 322500.68840000 PA USD 315577.11000000 0.002948097043 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179AJ49 7513.59000000 PA USD 6803.01000000 0.000063553195 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290N4C3 8186.88140000 PA USD 8201.60000000 0.000076618715 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7TA4 3455.37950000 PA USD 3398.43000000 0.000031747871 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176FEH7 29377.54930000 PA USD 29336.88000000 0.000274062872 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140Q1CK4 39235000.00000000 PA USD 38234013.14000000 0.357179204499 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.04000000 N N N N N N Ginnie Mae I Pool N/A 36296Y3W0 63365.50150000 PA USD 60435.92000000 0.000564587707 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A93H2 29003.92420000 PA USD 28400.62000000 0.000265316403 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210HTA0 8173.34510000 PA USD 8449.44000000 0.000078934017 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36196YDK6 386932.69670000 PA USD 344762.99000000 0.003220749285 Long ABS-MBS USGA US N 2 2047-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620APKJ3 450988.98340000 PA USD 451218.76000000 0.004215250885 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176K6Z5 281935.09070000 PA USD 281583.57000000 0.002630532012 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C4V72 1977181.62790000 PA USD 1863903.16000000 0.017412439691 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36297FRC8 121476.95930000 PA USD 118799.90000000 0.001109819511 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209E6Q0 1068.20000000 PA USD 1104.28000000 0.000010316098 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210CU76 6307.26210000 PA USD 6520.32000000 0.000060912326 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295WZT7 27245.33500000 PA USD 27259.82000000 0.000254659137 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620APW50 162300.13230000 PA USD 164737.00000000 0.001538960359 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36295GXS6 251281.56040000 PA USD 251557.79000000 0.002350033489 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210ARS8 2330.78900000 PA USD 2371.68000000 0.000022156051 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P74X8 3798.94000000 PA USD 3660.93000000 0.000034200125 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176CFC4 118462.75670000 PA USD 112684.77000000 0.001052692438 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201KAS5 7233.06430000 PA USD 7406.45000000 0.000069190485 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207QGD3 47182.71150000 PA USD 43919.13000000 0.000410289128 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200RYN6 16427.21830000 PA USD 16753.12000000 0.000156506356 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MVM2 5874.96930000 PA USD 5800.86000000 0.000054191187 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208HGY6 3634.17170000 PA USD 3756.93000000 0.000035096950 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AN94 3717.45010000 PA USD 3843.02000000 0.000035901196 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212MG86 1323.17000000 PA USD 1367.87000000 0.000012778536 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AUHK3 19788.82910000 PA USD 19329.42000000 0.000180573952 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36181CCJ5 128325.45780000 PA USD 124721.01000000 0.001165134064 Long ABS-MBS USGA US N 2 2044-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MJ61 189870.55340000 PA USD 190216.61000000 0.001776988912 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230NRH0 194765.42780000 PA USD 186544.46000000 0.001742683970 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312945F52 1022.75000000 PA USD 1019.92000000 0.000009528014 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138ELGM9 1538.96450000 PA USD 1528.62000000 0.000014280250 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36180CQ85 71020.17810000 PA USD 65552.55000000 0.000612386870 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UDG2 5181.29210000 PA USD 5284.08000000 0.000049363468 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KBU8 28786.63860000 PA USD 29291.69000000 0.000273640710 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WVS4 961167.68340000 PA USD 735439.86000000 0.006870422500 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36209N3P5 1612.95000000 PA USD 1667.43000000 0.000015577002 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209E2W1 2524.39000000 PA USD 2609.66000000 0.000024379242 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AY4Y9 39802.88700000 PA USD 37771.54000000 0.000352858816 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31410WZM3 3491.62090000 PA USD 3636.42000000 0.000033971155 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FWL3 43562.57530000 PA USD 43049.87000000 0.000402168568 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180SNG5 3135.14000000 PA USD 2873.95000000 0.000026848219 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36184M4E0 289566.88670000 PA USD 273384.70000000 0.002553938800 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178VU74 106392.10480000 PA USD 98284.16000000 0.000918163049 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ATNC7 36763.17170000 PA USD 36802.79000000 0.000343808828 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202SWQ7 130550.55720000 PA USD 130788.16000000 0.001221812912 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36183SQW4 9156.91000000 PA USD 8659.97000000 0.000080900772 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GSKA6 9948.77000000 PA USD 9515.58000000 0.000088893815 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176JQR4 162106.90160000 PA USD 158402.97000000 0.001479788339 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211DQX1 18549.06430000 PA USD 18580.07000000 0.000173573582 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230LCV9 12154.56140000 PA USD 11884.87000000 0.000111027539 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209MTC8 389.91000000 PA USD 403.08000000 0.000003765542 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181BK25 2494246.74350000 PA USD 2245068.00000000 0.020973252254 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SYK1 46528.07070000 PA USD 46610.61000000 0.000435432726 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LGK6 289166.76200000 PA USD 283034.43000000 0.002644085834 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295QNH9 21771.56290000 PA USD 21779.70000000 0.000203464279 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230SHX5 405412.06400000 PA USD 394533.56000000 0.003685702115 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36205XCX0 10487.06990000 PA USD 10505.99000000 0.000098146149 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7HP3 45511.49890000 PA USD 45522.15000000 0.000425264417 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230SM35 65886.84590000 PA USD 62840.70000000 0.000587052976 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36184DNY5 37163.77910000 PA USD 35067.46000000 0.000327597509 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177RY39 1957.30000000 PA USD 1819.97000000 0.000017002019 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36294NBK3 19721.26280000 PA USD 19737.54000000 0.000184386577 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178QKJ0 31470.95300000 PA USD 27927.81000000 0.000260899448 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NCK6 863.50000000 PA USD 892.67000000 0.000008339254 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210TPX8 770.20000000 PA USD 783.71000000 0.000007321358 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DPF2 140588.09500000 PA USD 126595.36000000 0.001182644097 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179T7K5 6649517.86380000 PA USD 6149321.18000000 0.057446484606 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209ATU4 44.70000000 PA USD 44.86000000 0.000000419078 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C6B79 148167.51270000 PA USD 140747.82000000 0.001314855288 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208T6H8 3659.74110000 PA USD 3783.37000000 0.000035343950 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209JUM1 4991.40640000 PA USD 5078.98000000 0.000047447439 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200J6D7 39989.58090000 PA USD 40061.47000000 0.000374251165 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201ERA0 8829.07700000 PA USD 9127.32000000 0.000085266720 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C34V1 31164.45730000 PA USD 31206.09000000 0.000291524888 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EBT5 14097.55300000 PA USD 13880.91000000 0.000129674391 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARR45 27744.97920000 PA USD 26402.28000000 0.000246648065 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BD39 1051.46000000 PA USD 1069.91000000 0.000009995016 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVHK1 5800.49370000 PA USD 5524.26000000 0.000051607211 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31410GW90 64605.65990000 PA USD 67160.13000000 0.000627404759 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292CJR6 21249.70720000 PA USD 21284.26000000 0.000198835916 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BJH5 758501.33400000 PA USD 721220.01000000 0.006737581757 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202SYM4 20435.13240000 PA USD 20470.51000000 0.000191233926 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38385XKP6 52930769.00000000 PA USD 48531407.35000000 0.453376667708 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 4.87500000 N N N N N N Ginnie Mae I Pool N/A 36210A2J5 783.23000000 PA USD 796.97000000 0.000007445232 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RXK7 41455.18720000 PA USD 40543.33000000 0.000378752664 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209VPK4 3608.74350000 PA USD 3672.06000000 0.000034304101 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FKY7 442862.82800000 PA USD 422567.71000000 0.003947594984 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MW72 1609.48000000 PA USD 1637.72000000 0.000015299454 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292KLM6 21469.16400000 PA USD 22026.21000000 0.000205767156 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213T6K4 2888.76000000 PA USD 2986.34000000 0.000027898158 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291TVG0 9933.71960000 PA USD 10193.03000000 0.000095222500 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210B4J1 320531.11580000 PA USD 313831.02000000 0.002931785205 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A7LK9 242755.77920000 PA USD 237510.97000000 0.002218809179 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ALVJ0 33059.63270000 PA USD 32322.92000000 0.000301958227 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36181GFV6 18051.79040000 PA USD 16228.43000000 0.000151604742 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140B7E33 145376.89000000 PA USD 144973.57000000 0.001354331919 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YLE6 1204.83000000 PA USD 1245.53000000 0.000011635645 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NSP7 42070.03140000 PA USD 42143.83000000 0.000393704412 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209G5N3 5613.13860000 PA USD 5711.62000000 0.000053357513 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GHZ6 1473.48000000 PA USD 1523.25000000 0.000014230084 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVD74 17601.96250000 PA USD 17193.32000000 0.000160618670 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AUP2 4052.41490000 PA USD 4159.30000000 0.000038855860 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LKZ8 2878.55000000 PA USD 2975.79000000 0.000027799600 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292L5V2 49316.86450000 PA USD 50552.91000000 0.000472261389 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YW77 36675.84250000 PA USD 37247.42000000 0.000347962527 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YXZ4 19712.71680000 PA USD 19981.13000000 0.000186662176 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A3VW1 2782.58000000 PA USD 2719.12000000 0.000025401809 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ALNB6 131688.65230000 PA USD 128792.00000000 0.001203164939 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JB64 19690.17380000 PA USD 20035.63000000 0.000187171311 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291AS83 19396.07500000 PA USD 19430.48000000 0.000181518046 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296JHX6 129430.52330000 PA USD 126672.72000000 0.001183366789 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291Q4J0 3967.79460000 PA USD 4071.37000000 0.000038034424 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177WY79 15746.59310000 PA USD 14103.24000000 0.000131751381 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36297DWG8 104611.33250000 PA USD 99469.55000000 0.000929236871 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WYU9 5357.72320000 PA USD 5490.17000000 0.000051288745 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MRA3 561.07000000 PA USD 575.35000000 0.000005374875 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297DF77 4092.06610000 PA USD 4011.68000000 0.000037476805 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178EDL0 1311795.96090000 PA USD 1179776.95000000 0.011021385355 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208T2M1 2659.30390000 PA USD 2705.96000000 0.000025278869 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209YLD8 19644.22030000 PA USD 20307.79000000 0.000189713809 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209SKP5 1873.46000000 PA USD 1936.74000000 0.000018092875 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LG34 49340.51010000 PA USD 49360.07000000 0.000461117970 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NYV5 3077.40210000 PA USD 3131.39000000 0.000029253204 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211UAA0 6088.21450000 PA USD 6231.02000000 0.000058209708 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CEP1 94.00000000 PA USD 97.18000000 0.000000907848 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RXD6 42632.39070000 PA USD 39104.77000000 0.000365313747 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RXT5 128523.90150000 PA USD 126849.00000000 0.001185013583 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210MFP1 2839.28000000 PA USD 2889.09000000 0.000026989656 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200AUX5 13377.53630000 PA USD 13698.21000000 0.000127967622 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WKZ4 93304.99700000 PA USD 93473.80000000 0.000873225036 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KD36 398.26000000 PA USD 411.71000000 0.000003846163 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213VML9 381.81000000 PA USD 388.51000000 0.000003629430 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36195GX24 416913.83440000 PA USD 370825.22000000 0.003464220630 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FXC5 16442496.27180000 PA USD 16052023.16000000 0.149956763416 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AXNM6 446915.54340000 PA USD 424370.53000000 0.003964436789 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9PU9 21101.34140000 PA USD 20651.73000000 0.000192926870 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVN81 133815.68590000 PA USD 130846.46000000 0.001222357546 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213AKH6 3196.58590000 PA USD 3304.57000000 0.000030871038 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36183XCV0 52172.30530000 PA USD 46659.96000000 0.000435893750 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213X2Q6 46034.66310000 PA USD 47000.86000000 0.000439078412 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36184VPL1 515089.57550000 PA USD 485247.55000000 0.004533145219 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180B4T5 392175.03140000 PA USD 340146.78000000 0.003177625007 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Freddie Mac Pool N/A 3131X7FQ6 1419.61540000 PA USD 1414.17000000 0.000013211067 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291YGM3 3883.28920000 PA USD 3983.43000000 0.000037212896 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36241KMD7 18704.60620000 PA USD 18683.51000000 0.000174539910 Long ABS-MBS USGA US N 2 2037-05-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213GMN8 37055.11880000 PA USD 38306.83000000 0.000357859453 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JYH5 32.04000000 PA USD 33.12000000 0.000000309404 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UMP2 1290.87000000 PA USD 1334.48000000 0.000012466609 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212DRN1 76.12000000 PA USD 77.46000000 0.000000723625 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202W4R7 9234.56870000 PA USD 9253.60000000 0.000086446418 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JPU8 30766.63160000 PA USD 31578.09000000 0.000295000083 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202C2W2 14281.39440000 PA USD 14531.82000000 0.000135755142 Long ABS-MBS USGA US N 2 2028-05-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291NAX9 2236.52000000 PA USD 2240.20000000 0.000020927775 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179A4R4 285835.72780000 PA USD 260408.15000000 0.002432712870 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209E6U1 2680.17000000 PA USD 2770.71000000 0.000025883759 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295WER4 232915.30970000 PA USD 227769.56000000 0.002127805677 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177KXH4 4656.67000000 PA USD 4410.91000000 0.000041206381 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208WEQ2 652.33000000 PA USD 674.37000000 0.000006299912 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GW93 23925.09440000 PA USD 23968.38000000 0.000223910758 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213LRX0 5121.09130000 PA USD 5294.08000000 0.000049456887 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181A3V2 443830.55250000 PA USD 399000.47000000 0.003727431644 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209DBY9 14679.48990000 PA USD 15175.36000000 0.000141767043 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209VGM0 99.54000000 PA USD 102.90000000 0.000000961283 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209STW1 142.37000000 PA USD 147.18000000 0.000001374944 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BKX5 9702.42890000 PA USD 10030.17000000 0.000093701075 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210YY90 94.63000000 PA USD 96.29000000 0.000000899533 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177WM80 191166.97870000 PA USD 179568.57000000 0.001677515743 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36213DP85 3055.38000000 PA USD 3158.59000000 0.000029507304 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176XPD5 22541.22440000 PA USD 20418.26000000 0.000190745811 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NMJ5 366.73000000 PA USD 373.16000000 0.000003486031 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210ASJ7 5250.42410000 PA USD 5427.78000000 0.000050705902 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209KM70 2662.72900000 PA USD 2752.67000000 0.000025715231 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176ELE9 11525.28640000 PA USD 11511.23000000 0.000107537023 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SKE0 786.15000000 PA USD 799.94000000 0.000007472977 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212CW31 42850.18960000 PA USD 44297.65000000 0.000413825232 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GD98 5206.93000000 PA USD 5207.00000000 0.000048643392 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36182YLF4 24970.38860000 PA USD 22205.08000000 0.000207438146 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CYX2 26500.19070000 PA USD 26056.45000000 0.000243417348 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201SU98 492.83000000 PA USD 493.70000000 0.000004612107 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176L6V2 15137.03970000 PA USD 14376.27000000 0.000134302006 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36181FX71 14089.48940000 PA USD 12605.77000000 0.000117762131 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WDM1 497.10000000 PA USD 513.89000000 0.000004800720 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213ER73 1837.15000000 PA USD 1874.71000000 0.000017513396 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TQP3 1661607.76880000 PA USD 1496292.42000000 0.013978248485 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XW6N6 42283.52420000 PA USD 38205.92000000 0.000356916760 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210A6F9 5179.89560000 PA USD 5270.77000000 0.000049239127 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225A4F4 1827.23000000 PA USD 1888.95000000 0.000017646425 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291R3C4 14380.18810000 PA USD 14404.04000000 0.000134561431 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209QPS8 813.86000000 PA USD 841.35000000 0.000007859826 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KVW5 56732.78810000 PA USD 56793.93000000 0.000530564517 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ACZL1 260678.00790000 PA USD 242441.76000000 0.002264872239 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QVR4 3003.91670000 PA USD 3056.62000000 0.000028554708 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230SNM2 177705.27050000 PA USD 169105.33000000 0.001579768961 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36206YPB1 2597.76620000 PA USD 2685.52000000 0.000025087920 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJVT4 1125432.33270000 PA USD 1097907.07000000 0.010256563244 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201FX77 14382.16410000 PA USD 14651.17000000 0.000136870101 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FAK4 30705.16620000 PA USD 30717.34000000 0.000286959023 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVD66 24811.85100000 PA USD 23654.75000000 0.000220980851 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292DNQ1 18790.46990000 PA USD 18810.31000000 0.000175724466 Long ABS-MBS USGA US N 2 2037-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMRS3 191948.46040000 PA USD 188015.19000000 0.001756423416 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AR3L3 1422.74000000 PA USD 1391.17000000 0.000012996202 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AXN87 554588.43220000 PA USD 526611.78000000 0.004919566668 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SF71 165221.22220000 PA USD 165518.22000000 0.001546258456 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202D5Q0 267125.84990000 PA USD 267022.74000000 0.002494505860 Long ABS-MBS USGA US N 2 2034-05-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JFJ2 4043.13560000 PA USD 4179.71000000 0.000039046528 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176EAA9 53208.63610000 PA USD 51992.89000000 0.000485713571 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMEF5 10898.20000000 PA USD 10396.55000000 0.000097123768 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XXRC5 48156.04440000 PA USD 43512.13000000 0.000406486965 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9RC7 90657.50270000 PA USD 88645.91000000 0.000828123260 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179YW67 134406024.78000000 PA USD 137130354.26000000 1.281061202443 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NDP0 89057.75960000 PA USD 78036.22000000 0.000729008353 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620APZX6 23153.65610000 PA USD 22628.94000000 0.000211397813 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296XMK7 41916.63990000 PA USD 41949.21000000 0.000391886287 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EM97 6135.72520000 PA USD 6128.51000000 0.000057252068 Long ABS-MBS USGA US N 2 2037-05-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WQB1 8625.09160000 PA USD 8776.41000000 0.000081988545 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209EGM8 704.67000000 PA USD 708.73000000 0.000006620901 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QSC1 655.35000000 PA USD 677.49000000 0.000006329059 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3617ANKK1 747278.93460000 PA USD 664669.42000000 0.006209290503 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C0WX2 536034.24080000 PA USD 525162.13000000 0.004906024150 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207V2W5 4364.47190000 PA USD 4441.04000000 0.000041487853 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290S2Q3 19536.50270000 PA USD 19571.38000000 0.000182834323 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CZ37 33889.82940000 PA USD 33354.75000000 0.000311597504 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201MTW2 12124.11840000 PA USD 12405.33000000 0.000115889636 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208CF69 717.44000000 PA USD 741.67000000 0.000006928623 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LT97 2003069.97550000 PA USD 1959010.05000000 0.018300920928 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208XZS3 2778.37000000 PA USD 2872.22000000 0.000026832057 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CJ43 38.43000000 PA USD 39.73000000 0.000000371154 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297HZB7 17629.20110000 PA USD 17277.22000000 0.000161402457 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36181TPZ8 12713.51260000 PA USD 11467.20000000 0.000107125698 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AWYA2 24463.95600000 PA USD 24483.56000000 0.000228723530 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVNW8 9038.48000000 PA USD 8836.20000000 0.000082547099 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3617B7GE4 116851.39990000 PA USD 103933.82000000 0.000970941737 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209X4C1 3299.52280000 PA USD 3357.41000000 0.000031364665 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213SWQ4 6868.23970000 PA USD 7100.25000000 0.000066329988 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296RB30 573.78000000 PA USD 574.07000000 0.000005362917 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NF78 609051.57980000 PA USD 564275.45000000 0.005271417771 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RD89 18283.70700000 PA USD 17250.90000000 0.000161156578 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209J6E6 2006.86000000 PA USD 2074.65000000 0.000019381220 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YNT1 7186.23140000 PA USD 7428.98000000 0.000069400958 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BHA6 1050.15000000 PA USD 1085.62000000 0.000010141778 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178GSM7 117266.93650000 PA USD 108208.75000000 0.001010877804 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213WK70 8071.07070000 PA USD 7959.22000000 0.000074354419 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200TU63 26928.41200000 PA USD 26973.97000000 0.000251988749 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FSE7 259914.10480000 PA USD 253857.46000000 0.002371516829 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AQQN6 135390.01850000 PA USD 122220.35000000 0.001141773091 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TA48 164.51000000 PA USD 167.40000000 0.000001563837 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209XH78 1382.26570000 PA USD 1389.27000000 0.000012978453 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200TUE6 18953.33480000 PA USD 18987.88000000 0.000177383311 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BEL8 8329.71100000 PA USD 8611.09000000 0.000080444139 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LKA3 144541.06770000 PA USD 141375.73000000 0.001320721175 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210E6M6 2811.00000000 PA USD 2905.95000000 0.000027147160 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181AET5 67563.16530000 PA USD 62379.14000000 0.000582741119 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LM60 172199.65310000 PA USD 164308.24000000 0.001534954916 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NST9 495497.71470000 PA USD 496361.47000000 0.004636970603 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RWH5 192381.55140000 PA USD 188076.11000000 0.001756992526 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208TW63 745.83000000 PA USD 771.02000000 0.000007202809 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JHL5 6413.54070000 PA USD 6630.19000000 0.000061938724 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200K7G6 27903.25420000 PA USD 27954.11000000 0.000261145141 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200V2F9 20531.29020000 PA USD 20962.21000000 0.000195827350 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209YNP9 458.15000000 PA USD 466.19000000 0.000004355111 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MUK7 34820.22360000 PA USD 34883.50000000 0.000325878968 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177UCX0 203293.48950000 PA USD 193494.19000000 0.001807607812 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202WKC2 1049.10000000 PA USD 1077.01000000 0.000010061344 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SGK7 39862138.80400000 PA USD 35514415.19000000 0.331772930018 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C2DJ0 103574.21440000 PA USD 101104.90000000 0.000944514184 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178EDM8 52429.51530000 PA USD 47211.21000000 0.000441043485 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FLG9 718.00000000 PA USD 742.25000000 0.000006934042 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YY28 3813.19220000 PA USD 3942.00000000 0.000036825860 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209G3X3 2109.16000000 PA USD 2146.16000000 0.000020049261 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KA98 12938.85830000 PA USD 13268.10000000 0.000123949567 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VZP2 1319.19000000 PA USD 1363.75000000 0.000012740047 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200RX98 8732.49430000 PA USD 9027.47000000 0.000084333929 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213EZY5 267.82000000 PA USD 273.30000000 0.000002553147 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARVA6 47443.91470000 PA USD 45221.91000000 0.000422459598 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 3617G7LR4 1716883.87020000 PA USD 1583442.51000000 0.014792397910 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CPY4 9243.80110000 PA USD 9482.17000000 0.000088581701 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297DHW0 51013.01290000 PA USD 49910.86000000 0.000466263408 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176MXA6 16378.82400000 PA USD 15561.63000000 0.000145375548 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36181UWC8 11048.55130000 PA USD 9881.20000000 0.000092309408 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TEG7 2853.49600000 PA USD 2949.89000000 0.000027557645 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201FBE6 3091.97000000 PA USD 3171.38000000 0.000029626787 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200C2V6 4890.63840000 PA USD 4898.03000000 0.000045757018 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211BBR4 5327.13870000 PA USD 5420.60000000 0.000050638827 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WHK0 15254.95330000 PA USD 15280.76000000 0.000142751682 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMTJ1 676003.60800000 PA USD 643548.54000000 0.006011980869 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211D7E4 789.69000000 PA USD 816.37000000 0.000007626465 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ANYF1 28019.62000000 PA USD 26679.82000000 0.000249240822 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208TZY9 862.93000000 PA USD 892.08000000 0.000008333742 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NWK1 4071.92860000 PA USD 4143.37000000 0.000038707043 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UTC3 306214.12460000 PA USD 282878.13000000 0.002642625692 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210CLP6 818.02000000 PA USD 845.65000000 0.000007899997 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210PRC0 3770.89090000 PA USD 3837.05000000 0.000035845425 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291XXK0 1354.90000000 PA USD 1357.05000000 0.000012677456 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ABCS3 116160.70530000 PA USD 117869.68000000 0.001101129467 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36176FC55 56359.98440000 PA USD 56365.14000000 0.000526558794 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295LAQ4 48549.81520000 PA USD 43286.73000000 0.000404381296 Long ABS-MBS USGA US N 2 2045-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212D6B0 1002.18000000 PA USD 1004.00000000 0.000009379290 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212UHK0 3029.28000000 PA USD 3131.61000000 0.000029255259 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ATER4 146023.87640000 PA USD 142769.81000000 0.001333744563 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291USV8 8311.44000000 PA USD 8320.93000000 0.000077733486 Long ABS-MBS USGA US N 2 2037-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213ADF8 4945.07450000 PA USD 4953.99000000 0.000046279792 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VXY1 34395419.32060000 PA USD 28824620.26000000 0.269277381288 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ACGQ1 118700.74750000 PA USD 116101.30000000 0.001084609398 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36181FX89 8089.61000000 PA USD 7186.32000000 0.000067134047 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DY39 428892.64340000 PA USD 385887.02000000 0.003604926804 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209G2X4 4283.61340000 PA USD 4358.77000000 0.000040719293 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210EQA0 10175.62680000 PA USD 10354.15000000 0.000096727671 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C35H1 394051.52900000 PA USD 375285.97000000 0.003505892612 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176UX75 91668.03770000 PA USD 84877.42000000 0.000792918317 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291SMX5 12350.36210000 PA USD 12567.04000000 0.000117400319 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VYA3 51118.06480000 PA USD 51205.25000000 0.000478355499 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36206YP70 14597.21330000 PA USD 14853.31000000 0.000138758477 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209CH41 40.87000000 PA USD 42.25000000 0.000000394696 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206VZ59 1856.65000000 PA USD 1919.37000000 0.000017930606 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181VSN7 89638.40260000 PA USD 88422.46000000 0.000826035807 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176LYU3 594783.86410000 PA USD 551538.62000000 0.005152431287 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VKQ3 15061.25620000 PA USD 15570.02000000 0.000145453927 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NH84 148960.01530000 PA USD 130240.78000000 0.001216699330 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36200GB21 4447.26740000 PA USD 4480.10000000 0.000041852748 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36295CHV6 39876.84540000 PA USD 35952.67000000 0.000335867072 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36206GRX0 5334.73660000 PA USD 5224.87000000 0.000048810332 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QQ74 69.53000000 PA USD 71.88000000 0.000000671497 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200VLT8 1278.01000000 PA USD 1307.99000000 0.000012219141 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176M3E1 4173.78690000 PA USD 3967.86000000 0.000037067442 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQJM6 30200.43780000 PA USD 29536.14000000 0.000275924343 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212VQZ5 3319.60450000 PA USD 3431.74000000 0.000032059050 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230UN96 86325.11960000 PA USD 82147.47000000 0.000767415334 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177QYD9 573489.33650000 PA USD 532434.21000000 0.004973959361 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SK59 34317.01670000 PA USD 34378.92000000 0.000321165221 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FCM6 310.25000000 PA USD 320.73000000 0.000002996234 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209T6M6 2200.57000000 PA USD 2239.18000000 0.000020918247 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AYW4 6633.54300000 PA USD 6749.93000000 0.000063057325 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AL4H4 169567.67290000 PA USD 161762.37000000 0.001511171595 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Freddie Mac REMICS N/A 3133TSTD5 24441.46000000 PA USD 24934.72000000 0.000232938232 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295RZR2 14281.51940000 PA USD 14294.66000000 0.000133539612 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211SEB9 14789.52620000 PA USD 14813.83000000 0.000138389658 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MR21 4095.31930000 PA USD 4047.12000000 0.000037807883 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M74K9 2665.66000000 PA USD 2660.12000000 0.000024850636 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQPL1 1192.44000000 PA USD 1192.77000000 0.000011142765 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211C3W0 51.86000000 PA USD 53.61000000 0.000000500820 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TUA1 3250216.27550000 PA USD 2926848.36000000 0.027342391840 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36179KVC5 536253.35600000 PA USD 484500.56000000 0.004526166896 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290R7D9 79283.30160000 PA USD 79424.08000000 0.000741973635 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YL80 1354.22000000 PA USD 1377.98000000 0.000012872982 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36183NEV0 893348.20580000 PA USD 792669.29000000 0.007405055425 Long ABS-MBS USGA US N 2 2045-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178GAL8 24803.51630000 PA USD 22941.42000000 0.000214316977 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179USV5 12628498.12100000 PA USD 12080475.61000000 0.112854872245 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208YH85 1861.08000000 PA USD 1923.95000000 0.000017973392 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200US97 38866.17940000 PA USD 36756.95000000 0.000343380594 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200DJ46 7535.63650000 PA USD 7548.59000000 0.000070518346 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178NF79 178518.79690000 PA USD 161635.76000000 0.001509988814 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQHZ9 210988.30500000 PA USD 206556.54000000 0.001929635279 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291UG66 1931.40000000 PA USD 1934.39000000 0.000018070922 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GTA8 310363.32000000 PA USD 287121.42000000 0.002682266180 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296GH95 298383.57690000 PA USD 283441.60000000 0.002647889585 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201A6Q6 6199.37900000 PA USD 6334.77000000 0.000059178933 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200TUP1 26594.40660000 PA USD 26901.14000000 0.000251308376 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A2W51 33630.25980000 PA USD 32917.07000000 0.000307508731 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296HN70 297816.87760000 PA USD 282903.28000000 0.002642860641 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208EAR4 1535.41000000 PA USD 1587.28000000 0.000014828247 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177MSH6 19712.27010000 PA USD 18252.02000000 0.000170508964 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36211ETD0 32.78000000 PA USD 32.80000000 0.000000306415 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MB51 2252.01000000 PA USD 2298.62000000 0.000021473530 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3617B9DG8 249044.98870000 PA USD 221513.79000000 0.002069364756 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208UFN2 185.29210000 PA USD 185.23000000 0.000001730404 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BPP4 8776.06660000 PA USD 8930.04000000 0.000083423745 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C4SQ4 16803.50480000 PA USD 16433.89000000 0.000153524134 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36206GRF9 20895.89350000 PA USD 20459.10000000 0.000191127335 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200TWT1 880.15000000 PA USD 897.61000000 0.000008385403 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C2XD1 46122.95490000 PA USD 45039.69000000 0.000420757313 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212DTP4 4403.99190000 PA USD 4481.26000000 0.000041863585 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36179JUX3 118483.16970000 PA USD 102709.28000000 0.000959502179 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36230MGM3 35540.46090000 PA USD 34916.50000000 0.000326187252 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210ENU9 5872.31880000 PA USD 5975.35000000 0.000055821259 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210A6N2 427.96000000 PA USD 442.42000000 0.000004133053 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YT24 234.43000000 PA USD 242.35000000 0.000002264015 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291W7D7 5602.29000000 PA USD 5611.77000000 0.000052424722 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291QV68 871.46000000 PA USD 872.87000000 0.000008154284 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292AWY0 6101.96250000 PA USD 6110.92000000 0.000057087743 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GT75 33318.88000000 PA USD 29977.95000000 0.000280051698 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210PNK6 7390.40590000 PA USD 7520.07000000 0.000070251914 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201GAN5 2823.19000000 PA USD 2884.06000000 0.000026942666 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181FYF2 22814.31140000 PA USD 21170.23000000 0.000197770657 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TSG1 2622096.46560000 PA USD 2361220.94000000 0.022058344069 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YEU6 23018.92590000 PA USD 23060.86000000 0.000215432777 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230LCM9 267909.08240000 PA USD 255686.35000000 0.002388602178 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176D6Z1 159459.96340000 PA USD 151415.88000000 0.001414515483 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36204DUJ6 1710767.25190000 PA USD 1670895.43000000 0.015609376350 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KYP7 6419.15700000 PA USD 6427.13000000 0.000060041753 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210LKD4 14288.80840000 PA USD 14771.48000000 0.000137994027 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVB92 6614.06650000 PA USD 6465.42000000 0.000060399455 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AL2P8 253063.89190000 PA USD 247328.86000000 0.002310527151 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291DUY7 16318.34100000 PA USD 16759.64000000 0.000156567265 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AYU8 944.00000000 PA USD 975.89000000 0.000009116689 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210L4H3 2016.03300000 PA USD 2051.40000000 0.000019164020 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292JP45 19847.28190000 PA USD 19876.41000000 0.000185683890 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140Q1CL2 37660000.00000000 PA USD 36692239.68000000 0.342776075643 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.04000000 N N N N N N Fannie Mae Pool N/A 31415BEB1 88804.78550000 PA USD 92591.71000000 0.000864984619 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PDC8 9916.09160000 PA USD 10251.05000000 0.000095764519 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179A4Y9 690112.43370000 PA USD 621425.54000000 0.005805309508 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132M9HJ6 8216.49000000 PA USD 8013.66000000 0.000074862994 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210QSW3 348.69000000 PA USD 349.94000000 0.000003269112 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209HJD8 2869.48270000 PA USD 2966.41000000 0.000027711973 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARJD4 4596367.56700000 PA USD 4495710.79000000 0.041998583767 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WDS4 54427622.83060000 PA USD 47327354.38000000 0.442128497645 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMJQ6 163601.55660000 PA USD 159971.42000000 0.001494440678 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212QHW3 8008.27910000 PA USD 8278.80000000 0.000077339911 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ABR24 54525.88310000 PA USD 52106.33000000 0.000486773319 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KBP2 20745.14120000 PA USD 21445.90000000 0.000200345945 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176ECW9 80762.10660000 PA USD 76688.00000000 0.000716413386 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AUBZ6 107632.63400000 PA USD 102444.45000000 0.000957028157 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MTE3 53879.10960000 PA USD 53976.59000000 0.000504245144 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209V4E1 889.26000000 PA USD 919.30000000 0.000008588029 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296US35 116467.90940000 PA USD 116572.38000000 0.001089010191 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179CFB3 337255.49040000 PA USD 311999.74000000 0.002914677528 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36181KJN1 16593.71000000 PA USD 14852.10000000 0.000138747173 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36211ASE7 1097.04000000 PA USD 1134.10000000 0.000010594674 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213X4A9 3770.68950000 PA USD 3854.09000000 0.000036004611 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297KW98 66287.53000000 PA USD 64964.05000000 0.000606889149 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292CHZ0 2301.24000000 PA USD 2304.89000000 0.000021532104 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212M6F1 1152.53000000 PA USD 1191.46000000 0.000011130527 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8GK4 19664.85600000 PA USD 19430.03000000 0.000181513843 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230RXQ4 935098.85060000 PA USD 889667.07000000 0.008311201211 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180EQK4 35473.03060000 PA USD 31712.13000000 0.000296252274 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36216AJG7 1474.67000000 PA USD 1500.54000000 0.000014017929 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296YSE3 163394.72490000 PA USD 159814.91000000 0.001492978574 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208R2Q6 1204.35000000 PA USD 1225.48000000 0.000011448339 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212VUA5 27266.10100000 PA USD 28187.14000000 0.000263322089 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297ECL7 926.96000000 PA USD 927.49000000 0.000008664540 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212YJK0 2726.39000000 PA USD 2818.49000000 0.000026330116 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210ASX6 15764.14580000 PA USD 16040.72000000 0.000149851170 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209T3W7 5856.86820000 PA USD 6054.71000000 0.000056562634 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312932BV7 21474.02460000 PA USD 21126.13000000 0.000197358678 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A4YT3 1084.85000000 PA USD 1062.06000000 0.000009921682 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290N4D1 11819.45400000 PA USD 11840.89000000 0.000110616681 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VGA3 571.81000000 PA USD 591.13000000 0.000005522290 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292CMC5 1758.58000000 PA USD 1761.46000000 0.000016455423 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292L7G3 15886.41660000 PA USD 16310.88000000 0.000152374984 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140Q0SR4 5095000.00000000 PA USD 5028815.44000000 0.046978806327 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.78000000 N N N N N N Ginnie Mae I Pool N/A 36213M4A3 5287.19590000 PA USD 5424.22000000 0.000050672645 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210ENM7 9072.95350000 PA USD 9232.13000000 0.000086245847 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208V5B7 1826.90710000 PA USD 1888.62000000 0.000017643342 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179M5K2 3864.21000000 PA USD 3391.38000000 0.000031682010 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AESQ4 82918.33600000 PA USD 80869.52000000 0.000755476824 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180U6W4 727380.42530000 PA USD 671381.59000000 0.006271995078 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291MJV6 1148.86000000 PA USD 1179.10000000 0.000011015061 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210QR20 3113.99170000 PA USD 3168.63000000 0.000029601097 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211CXY3 490.12000000 PA USD 506.68000000 0.000004733365 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176VFL2 20947.65870000 PA USD 19453.98000000 0.000181737582 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36177QBC6 76399.97800000 PA USD 68381.33000000 0.000638813115 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GSD3 150232.88890000 PA USD 139226.89000000 0.001300646877 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MNG1 88394.81880000 PA USD 80217.05000000 0.000749381499 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SKY6 3051.14780000 PA USD 3154.21000000 0.000029466386 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AV6T4 13342.01450000 PA USD 12658.51000000 0.000118254824 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQWK5 38271.68390000 PA USD 36397.77000000 0.000340025162 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291AVN6 16423.69550000 PA USD 16773.12000000 0.000156693194 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210PRF3 1412.55520000 PA USD 1460.27000000 0.000013641729 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206E6D2 7779.20710000 PA USD 7915.69000000 0.000073947766 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASAA7 200625.37760000 PA USD 190954.69000000 0.001783883999 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VXK2 3115.80000000 PA USD 3120.95000000 0.000029155674 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208VJ71 4336.71270000 PA USD 4483.21000000 0.000041881802 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208VQH1 138.75000000 PA USD 141.18000000 0.000001318892 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211LE65 14846.33180000 PA USD 14159.94000000 0.000132281068 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LMH6 20256.70740000 PA USD 19299.98000000 0.000180298925 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AL2A1 157179.81350000 PA USD 149483.74000000 0.001396465580 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YZA6 781.97000000 PA USD 808.38000000 0.000007551823 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YE51 1759.72000000 PA USD 1804.08000000 0.000016853576 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASEK1 649806.09250000 PA USD 618734.57000000 0.005780170674 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AJVZ9 1861.95000000 PA USD 1820.81000000 0.000017009866 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290UYJ9 37230.23530000 PA USD 38190.30000000 0.000356770839 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36294V3N8 100206.46880000 PA USD 102981.48000000 0.000962045050 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UJ84 974.74000000 PA USD 976.36000000 0.000009121079 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129413U9 40366.44560000 PA USD 40280.56000000 0.000376297887 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MD73 5905.84860000 PA USD 6009.46000000 0.000056139912 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200XET2 243.84280000 PA USD 243.46000000 0.000002274384 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212YPH0 8487.66170000 PA USD 8774.37000000 0.000081969488 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208PKT4 2122.45000000 PA USD 2194.15000000 0.000020497580 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201CXH2 6558.55170000 PA USD 6712.39000000 0.000062706630 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JT76 334.01000000 PA USD 335.21000000 0.000003131505 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292GWR2 33895.33480000 PA USD 34785.44000000 0.000324962899 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291KCZ8 1500.29000000 PA USD 1538.98000000 0.000014377032 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36205TP64 432.13000000 PA USD 439.71000000 0.000004107736 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290N5S7 1592.10000000 PA USD 1594.98000000 0.000014900180 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36181AKY7 91389.52860000 PA USD 82091.80000000 0.000766895269 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3622A2AE2 18379.21900000 PA USD 17955.89000000 0.000167742540 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36183EZM7 480064.19980000 PA USD 429342.25000000 0.004010882215 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C6Y41 2462.35000000 PA USD 2350.01000000 0.000021953612 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296X3M4 10731.96530000 PA USD 10735.97000000 0.000100294604 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177PDH5 38472.62310000 PA USD 35729.32000000 0.000333780554 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7NY8 47311.11110000 PA USD 47262.06000000 0.000441518522 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 31329LE32 8397.05450000 PA USD 8331.38000000 0.000077831109 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210WG78 7367.91340000 PA USD 7497.18000000 0.000070038077 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176HDP6 30542.77320000 PA USD 30038.55000000 0.000280617819 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 3142KAV90 21955143.00000000 PA USD 21210843.89000000 0.198150069145 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201TTH0 25131.22890000 PA USD 25166.94000000 0.000235107614 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209PDB0 6953.81720000 PA USD 7075.82000000 0.000066101765 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297F6H0 104783.52510000 PA USD 102519.65000000 0.000957730670 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36294TZF5 27886.15890000 PA USD 28561.54000000 0.000266819705 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180DSV0 874046.08310000 PA USD 812666.46000000 0.007591867446 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138ELRB1 12961.31960000 PA USD 12795.86000000 0.000119537938 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291QK94 17667.44230000 PA USD 17977.41000000 0.000167943578 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7DJ2 36299.75800000 PA USD 36264.72000000 0.000338782219 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36186PMC5 169867.38830000 PA USD 151568.19000000 0.001415938351 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BN87 1207.80000000 PA USD 1248.60000000 0.000011664324 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3622AD4U9 22623439.38000000 PA USD 22983242.56000000 0.214707680942 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209DB29 3287.40900000 PA USD 3398.46000000 0.000031748151 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31410KGC2 6042.62150000 PA USD 6267.58000000 0.000058551249 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210QS86 3495.41510000 PA USD 3613.49000000 0.000033756945 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179CGW6 723163.40840000 PA USD 673427.77000000 0.006291110334 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36182AH95 106285.48710000 PA USD 97731.18000000 0.000912997152 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BUV8 25125.35150000 PA USD 25974.08000000 0.000242647853 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201J6J3 4366.58220000 PA USD 4466.71000000 0.000041727660 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210RJU5 91.67000000 PA USD 94.77000000 0.000000885334 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209XCU2 385.84000000 PA USD 392.61000000 0.000003667732 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36184CKR5 256660.88690000 PA USD 228924.37000000 0.002138593823 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VPY4 16255.36220000 PA USD 16284.84000000 0.000152131720 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210E7K9 721.65000000 PA USD 746.03000000 0.000006969354 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230SJC9 137801.94760000 PA USD 127482.50000000 0.001190931691 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290S2G5 35992.45280000 PA USD 36055.59000000 0.000336828543 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179A3W4 448210.20650000 PA USD 407243.57000000 0.003804438049 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LXG6 16094229.89270000 PA USD 15300169.56000000 0.142933005022 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296SQT5 464739.78280000 PA USD 454383.29000000 0.004244813681 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230RK62 144068.98490000 PA USD 137350.34000000 0.001283116292 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KKF1 550.86200000 PA USD 551.45000000 0.000005151603 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NFC1 364.45000000 PA USD 376.76000000 0.000003519662 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230UEW5 1060546.66760000 PA USD 1010876.71000000 0.009443532328 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QT39 130076.34860000 PA USD 130311.68000000 0.001217361672 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176P2D7 390532.35010000 PA USD 361496.74000000 0.003377074688 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176WHG9 8589.73160000 PA USD 8180.67000000 0.000076423188 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176YD61 19735.86630000 PA USD 19339.73000000 0.000180670267 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BCL0 10409.55680000 PA USD 10592.19000000 0.000098951422 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8R22 1008547.06350000 PA USD 991220.63000000 0.009259906743 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380T6A9 6233626.65000000 PA USD 5466995.92000000 0.051072254606 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VXJ8 43011.37010000 PA USD 44128.07000000 0.000412241029 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BPP7 10940.30280000 PA USD 11132.24000000 0.000103996528 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LQN9 2705295.36080000 PA USD 2578058.02000000 0.024084019361 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DYK1 502734.49180000 PA USD 502604.74000000 0.004695294751 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QRR2 134242.79660000 PA USD 131520.02000000 0.001228649892 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225AWN6 97.16000000 PA USD 100.44000000 0.000000938302 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292JHX0 4556.22730000 PA USD 4562.39000000 0.000042621495 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BFA1 3171.38290000 PA USD 3278.51000000 0.000030627587 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TSF3 16286976.95860000 PA USD 14337878.59000000 0.133943356932 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KEA4 2992.69620000 PA USD 3045.20000000 0.000028448023 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMCG5 26264.65760000 PA USD 26276.86000000 0.000245476401 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210EC31 10272642.80930000 PA USD 9528599.40000000 0.089015441335 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36184FAY4 211920.64520000 PA USD 199503.26000000 0.001863744081 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208TR51 1659.91000000 PA USD 1689.03000000 0.000015778788 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C6QE8 109721.45440000 PA USD 104411.55000000 0.000975404654 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LLG9 3303.56530000 PA USD 3415.16000000 0.000031904161 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225B6P8 43786.40460000 PA USD 43865.82000000 0.000409791110 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176GAB2 66910.74430000 PA USD 65339.25000000 0.000610394238 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213HL80 10283.90240000 PA USD 10631.29000000 0.000099316691 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CYP9 86987.41040000 PA USD 87124.35000000 0.000813908964 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290N4Z2 81555.04160000 PA USD 81702.95000000 0.000763262662 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176GWL6 103392.54880000 PA USD 101030.16000000 0.000943815969 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARHD6 372352.06220000 PA USD 364125.76000000 0.003401634790 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 270059.31900000 NS USD 27003231.31000000 0.252262106070 Long STIV CORP US N 1 N N N Ginnie Mae I Pool N/A 3620A26D3 290302.78330000 PA USD 268331.83000000 0.002506735278 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KPB0 499.86000000 PA USD 516.75000000 0.000004827438 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KXF9 98605.63150000 PA USD 98784.72000000 0.000922839242 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210QBW1 2831.68180000 PA USD 2927.33000000 0.000027346891 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AQ3P6 69449.94070000 PA USD 67929.04000000 0.000634587857 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179BPF5 117736.72460000 PA USD 107166.47000000 0.001001140904 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 31426QHU0 222581.59000000 PA USD 220712.06000000 0.002061875056 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MN58 58802.16500000 PA USD 58909.27000000 0.000550325860 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295GWL2 2122.43000000 PA USD 2124.53000000 0.000019847195 Long ABS-MBS USGA US N 2 2037-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5GP6 168391.90740000 PA USD 164377.28000000 0.001535599883 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290R5M1 3482.08160000 PA USD 3488.34000000 0.000032587803 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NKN9 3944.70000000 PA USD 4041.24000000 0.000037752952 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296BC83 1563.45000000 PA USD 1564.82000000 0.000014618427 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C1X68 158802.25640000 PA USD 147880.62000000 0.001381489356 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295NCQ8 92197.86100000 PA USD 92295.22000000 0.000862214833 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9NB3 26197.79360000 PA USD 26220.05000000 0.000244945686 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JCE6 883.79000000 PA USD 899.30000000 0.000008401191 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209UMT0 4438.08520000 PA USD 4515.95000000 0.000042187656 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EQB8 80935.50980000 PA USD 83705.95000000 0.000781974534 Long ABS-MBS USGA US N 2 2037-11-20 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SWM9 951.45000000 PA USD 975.12000000 0.000009109495 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 3622A2EH1 39709.56760000 PA USD 36861.74000000 0.000344359534 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AUUC6 52356.32630000 PA USD 52383.00000000 0.000489357949 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36241LUX2 18612.95840000 PA USD 18179.23000000 0.000169828965 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177Q4D2 32478.21460000 PA USD 29986.21000000 0.000280128863 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291SQ60 47161.98100000 PA USD 48378.12000000 0.000451944669 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295CGQ8 56707.06060000 PA USD 49536.33000000 0.000462764577 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NUV2 2705.59000000 PA USD 2796.98000000 0.000026129171 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KQZ4 142705.39380000 PA USD 144670.40000000 0.001351499728 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201HM91 2698.04000000 PA USD 2667.05000000 0.000024915375 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176EH53 64190.83840000 PA USD 61084.36000000 0.000570645384 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296UEK2 2292.64000000 PA USD 2294.70000000 0.000021436910 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FTM8 2780.75550000 PA USD 2829.54000000 0.000026433344 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3617A5BS3 347382.68570000 PA USD 308121.53000000 0.002878447589 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SRD3 17543.48610000 PA USD 18006.19000000 0.000168212439 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201EHR4 44161.07360000 PA USD 45274.26000000 0.000422948648 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207VZ58 275.86000000 PA USD 285.18000000 0.000002664129 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MUS0 486.73000000 PA USD 487.58000000 0.000004554934 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AV3E0 40389.13470000 PA USD 38351.67000000 0.000358278345 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38382HG20 9289853.98000000 PA USD 6877620.77000000 0.064250203254 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 1.00000000 N N N N N N Ginnie Mae I Pool N/A 36183S7K1 109754.65320000 PA USD 97350.19000000 0.000909437973 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMDZ2 13185.69010000 PA USD 12877.93000000 0.000120304629 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36183TYF0 219607.86650000 PA USD 206740.05000000 0.001931349616 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296FU68 15045.23440000 PA USD 15251.70000000 0.000142480206 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJT75 271959.86580000 PA USD 258302.07000000 0.002413038033 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201XK80 2216.75650000 PA USD 2255.65000000 0.000021072108 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200XKD0 142.70000000 PA USD 147.52000000 0.000001378120 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179ME30 882240.43760000 PA USD 819887.48000000 0.007659325658 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176WZU8 164064.46900000 PA USD 152964.39000000 0.001428981544 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210XZZ3 4719.53800000 PA USD 4878.96000000 0.000045578868 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201GUX1 3923.72380000 PA USD 3930.52000000 0.000036718614 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QGK5 31830.02580000 PA USD 32704.61000000 0.000305523946 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178QLJ9 316089.92620000 PA USD 293283.91000000 0.002739835687 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MTZ6 2843.55090000 PA USD 2848.73000000 0.000026612616 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KCJ5 499.42000000 PA USD 516.29000000 0.000004823141 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARVY4 37516.23180000 PA USD 35644.43000000 0.000332987518 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200E4M0 79132.90480000 PA USD 79276.42000000 0.000740594206 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180B5J6 33803.68930000 PA USD 29319.09000000 0.000273896679 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QYV2 1874.66370000 PA USD 1907.55000000 0.000017820185 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BKAU5 291032.76770000 PA USD 259132.78000000 0.002420798462 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RYP2 7717.80560000 PA USD 7626.97000000 0.000071250566 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210GX41 4918.87210000 PA USD 5005.17000000 0.000046757912 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201U6Y5 5234.10440000 PA USD 5243.34000000 0.000048982878 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210Q5T5 2796.36000000 PA USD 2890.82000000 0.000027005817 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292F3D7 12492.89710000 PA USD 12513.21000000 0.000116897443 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NZR3 23.38000000 PA USD 23.79000000 0.000000222244 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EN88 6751.23090000 PA USD 6744.11000000 0.000063002955 Long ABS-MBS USGA US N 2 2037-08-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LF26 1549.49000000 PA USD 1551.96000000 0.000014498290 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225A4L1 1488.39000000 PA USD 1538.67000000 0.000014374136 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200VR70 11812.82220000 PA USD 11833.41000000 0.000110546804 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176SSE1 3431.20000000 PA USD 3271.19000000 0.000030559204 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A16R4 2710.74000000 PA USD 2712.06000000 0.000025335855 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MYV7 15818.31070000 PA USD 16352.65000000 0.000152765196 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36183REB5 363077.35110000 PA USD 323964.34000000 0.003026449900 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202E5T2 816347.59320000 PA USD 781345.63000000 0.007299270666 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210YYB5 316.77000000 PA USD 322.33000000 0.000003011182 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A4GZ9 214968.95840000 PA USD 210475.44000000 0.001966245341 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230SNP5 84097.31300000 PA USD 79821.84000000 0.000745689478 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230UG45 5535.88210000 PA USD 5265.87000000 0.000049193351 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209XGS3 726.06000000 PA USD 728.67000000 0.000006807178 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176BCQ8 710287.63760000 PA USD 675643.57000000 0.006311810166 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A5MU0 303712.80430000 PA USD 297457.84000000 0.002778828219 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291TBX5 6811.04820000 PA USD 6829.70000000 0.000063802531 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31412RMP9 261181.28220000 PA USD 255996.36000000 0.002391498268 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KJQ2 456395.47160000 PA USD 462266.86000000 0.004318461384 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FXS7 362252.77540000 PA USD 362912.98000000 0.003390305093 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209G4M6 1370.30000000 PA USD 1416.59000000 0.000013233674 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140BDV56 521114.55000000 PA USD 517128.39000000 0.004830973570 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PMZ7 191.50000000 PA USD 197.97000000 0.000001849420 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JB49 456.25000000 PA USD 464.25000000 0.000004336987 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209T4T3 1007.27000000 PA USD 1041.30000000 0.000009727744 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206QXE3 2909.79160000 PA USD 3008.08000000 0.000028101251 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Freddie Mac REMICS N/A 31339GJU6 16885.19000000 PA USD 17183.67000000 0.000160528520 Long ABS-MBS USGSE US N 2 2031-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181AYY2 85028.47180000 PA USD 76661.04000000 0.000716161528 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BHY7 3802.41540000 PA USD 3869.13000000 0.000036145114 Long ABS-MBS USGA US N 2 2030-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NS69 4557.16650000 PA USD 4676.29000000 0.000043685540 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SKX8 10844.45070000 PA USD 10710.70000000 0.000100058534 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200FXC7 617.79000000 PA USD 628.63000000 0.000005872613 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295RZ84 62978.45480000 PA USD 63028.93000000 0.000588811407 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RWF9 377754.33570000 PA USD 369336.27000000 0.003450310973 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NDN8 22564.30020000 PA USD 22603.09000000 0.000211156325 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208UY27 5082.11570000 PA USD 5171.28000000 0.000048309699 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179UQ54 35687222.55720000 PA USD 32935809.07000000 0.307683790349 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140Q2BA5 6050000.00000000 PA USD 5921195.50000000 0.055315352082 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 4.69000000 N N N N N N Ginnie Mae I Pool N/A 36209FT66 55.53000000 PA USD 55.49000000 0.000000518383 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211EAB4 127.35000000 PA USD 125.82000000 0.000001175400 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140QTBF5 24902.52000000 PA USD 24856.78000000 0.000232210123 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A5XD6 111356.68830000 PA USD 113025.87000000 0.001055878967 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210PW42 6272.32810000 PA USD 6382.37000000 0.000059623608 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201MCB6 169.11000000 PA USD 170.65000000 0.000001594199 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AZQ3 68.95000000 PA USD 68.99000000 0.000000644499 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VX21 2052437.11910000 PA USD 1844389.37000000 0.017230143368 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AUF74 20441.02000000 PA USD 19591.92000000 0.000183026206 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KA73 792045.24950000 PA USD 793450.26000000 0.007412351186 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36181GFP9 3499.48000000 PA USD 3243.11000000 0.000030296883 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MG61 447934.13700000 PA USD 425533.26000000 0.003975298923 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YX59 613.85000000 PA USD 624.62000000 0.000005835151 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TA55 905.71000000 PA USD 910.93000000 0.000008509837 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179M5P1 3232.74000000 PA USD 3156.98000000 0.000029492263 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BZS0 120946.94100000 PA USD 123752.28000000 0.001156084263 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210UXJ7 1378.95000000 PA USD 1403.14000000 0.000013108025 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140F12C5 922552.53910000 PA USD 772766.36000000 0.007219123786 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AES27 78707.35840000 PA USD 78721.47000000 0.000735409906 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201ES92 2687.71000000 PA USD 2744.12000000 0.000025635357 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180FRU8 357573.13500000 PA USD 329498.92000000 0.003078153519 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209LJC1 428.56000000 PA USD 429.66000000 0.000004013850 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207WPZ1 49097.92710000 PA USD 47910.31000000 0.000447574424 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210DHV6 1191.27000000 PA USD 1195.01000000 0.000011163691 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211DPQ7 18347.50560000 PA USD 18669.40000000 0.000174408096 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181BKY5 9081862.93070000 PA USD 8177945.11000000 0.076397733037 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230SPQ1 47573.02870000 PA USD 45145.13000000 0.000421742325 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVR61 22255.22970000 PA USD 21770.03000000 0.000203373942 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230UGQ6 181194.56420000 PA USD 172601.12000000 0.001612426362 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36294YBG8 7559.17270000 PA USD 7664.28000000 0.000071599113 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YF50 9243.24240000 PA USD 9259.97000000 0.000086505926 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JRN3 161.04000000 PA USD 166.48000000 0.000001555243 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206JDL5 1080.19000000 PA USD 1116.68000000 0.000010431938 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208CJF5 1748.52840000 PA USD 1750.71000000 0.000016354997 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417CKY0 23471.26760000 PA USD 23275.31000000 0.000217436152 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36213MXS2 43897.20510000 PA USD 43973.73000000 0.000410799197 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292GPK5 10370.23310000 PA USD 10388.31000000 0.000097046791 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297KGR6 27591.10050000 PA USD 27600.13000000 0.000257838287 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210B2P9 21399.23270000 PA USD 20954.11000000 0.000195751680 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KZC5 78284.40360000 PA USD 79407.45000000 0.000741818278 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C2EE0 105862.80520000 PA USD 103357.60000000 0.000965558734 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AWYE4 27956.57840000 PA USD 27999.92000000 0.000261573095 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TJY2 1688328.06470000 PA USD 1565547.78000000 0.014625226722 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36212CZS3 12424.49920000 PA USD 12844.19000000 0.000119989433 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180MHH3 57889.03360000 PA USD 51915.96000000 0.000484994897 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QWA0 7623.72600000 PA USD 7757.48000000 0.000072469780 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MT86 30243.93910000 PA USD 29469.98000000 0.000275306282 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213VMZ8 25328.86810000 PA USD 25889.07000000 0.000241853696 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291D5Y5 6791.96510000 PA USD 6963.45000000 0.000065052013 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5KK2 583633.48530000 PA USD 555500.78000000 0.005189445480 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36212PCT7 105015.93660000 PA USD 94524.70000000 0.000883042463 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A83K7 1066870.78000000 PA USD 1044569.87000000 0.009758291232 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296WET9 179097.21130000 PA USD 170498.72000000 0.001592785903 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200AC98 28877.16650000 PA USD 28926.02000000 0.000270224649 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225A7F1 649.87000000 PA USD 671.82000000 0.000006276090 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5LB1 1284969.58730000 PA USD 1220858.34000000 0.011405164534 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295WJR9 47753.17480000 PA USD 45516.69000000 0.000425213410 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36294QJZ5 1447.61000000 PA USD 1483.04000000 0.000013854445 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VTS3 23762.17690000 PA USD 23801.42000000 0.000222351031 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211BBL7 2728.21530000 PA USD 2735.20000000 0.000025552027 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LLK0 3118.85000000 PA USD 2977.20000000 0.000027812772 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MRS4 170247.68440000 PA USD 170554.78000000 0.001593309612 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132JPEF5 11894.70960000 PA USD 11277.76000000 0.000105355964 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C6RA5 33514.69570000 PA USD 32900.86000000 0.000307357298 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMRQ7 413706.69440000 PA USD 393218.24000000 0.003673414497 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BYG7 51254.82480000 PA USD 51348.20000000 0.000479690927 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TJW6 114643304.44220000 PA USD 100923687.98000000 0.942821316085 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201ESY7 2308.88000000 PA USD 2349.39000000 0.000021947820 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209T4D8 642.14000000 PA USD 653.41000000 0.000006104105 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209S7J4 576.65000000 PA USD 580.36000000 0.000005421678 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177LW83 281849.47210000 PA USD 260970.51000000 0.002437966394 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180KRN3 147719.94350000 PA USD 136579.13000000 0.001275911707 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A2AC0 737.80000000 PA USD 738.01000000 0.000006894432 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208TRD4 4002.07170000 PA USD 4137.26000000 0.000038649964 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202D3V1 5105.41720000 PA USD 5035.56000000 0.000047041813 Long ABS-MBS USGA US N 2 2034-02-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LWN2 12539596.76760000 PA USD 12545985.69000000 0.117203631541 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200XZN2 425.37000000 PA USD 434.30000000 0.000004057197 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WV33 4618.25550000 PA USD 4699.28000000 0.000043900311 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292JRS0 70947.89920000 PA USD 71064.50000000 0.000663879082 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SWK3 119341.85060000 PA USD 119546.99000000 0.001116798768 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JTQ3 4602.03060000 PA USD 4706.32000000 0.000043966078 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36179BWG5 12232.77720000 PA USD 11257.17000000 0.000105163614 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36205TPW7 1815.71000000 PA USD 1877.04000000 0.000017535163 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181AJZ6 603629.94820000 PA USD 543775.69000000 0.005079910593 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BUN3 1062.25000000 PA USD 1080.89000000 0.000010097591 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NMP3 318592.18290000 PA USD 319143.79000000 0.002981416693 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WQ20 12523.96130000 PA USD 12345.28000000 0.000115328654 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296JAB1 5523.29740000 PA USD 5526.23000000 0.000051625614 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212UZV6 31399.77700000 PA USD 32049.70000000 0.000299405827 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211GY80 3330.21060000 PA USD 3442.70000000 0.000032161438 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36230RZL3 32173.42480000 PA USD 31993.40000000 0.000298879877 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36206YDQ1 69087.29640000 PA USD 69213.21000000 0.000646584474 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQ7E7 18530.77990000 PA USD 18541.45000000 0.000173212797 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36230RZN9 16514.26090000 PA USD 16446.62000000 0.000153643056 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312945K56 1695.11000000 PA USD 1691.56000000 0.000015802423 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179BZP2 260523.37690000 PA USD 240399.46000000 0.002245793230 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180E5J0 54030.77110000 PA USD 48593.12000000 0.000453953182 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36180Y5F4 83553.70510000 PA USD 75586.75000000 0.000706125593 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C4H94 4200.04050000 PA USD 4200.92000000 0.000039244670 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292JLY3 13883.54720000 PA USD 13905.71000000 0.000129906071 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180NKP9 981707.79050000 PA USD 885470.58000000 0.008271997925 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KWC8 20626.73900000 PA USD 20648.06000000 0.000192892585 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QBH3 5272747.73130000 PA USD 5135804.45000000 0.047978289414 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178A4B0 2793.54000000 PA USD 2512.40000000 0.000023470647 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVWE8 1787673.71520000 PA USD 1701503.02000000 0.015895310097 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KF52 1577895.18050000 PA USD 1580430.70000000 0.014764261813 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KT26 474.58000000 PA USD 490.61000000 0.000004583240 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202D2B6 1208.62000000 PA USD 1192.59000000 0.000011141083 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379YQW1 1516912.84000000 PA USD 1375166.44000000 0.012846698914 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36180KEW7 302269.79020000 PA USD 271627.79000000 0.002537525882 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209F5W5 255.46000000 PA USD 259.94000000 0.000002428339 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CXW8 2642.98000000 PA USD 2732.26000000 0.000025524562 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3622AAFK5 2816511.32470000 PA USD 2863961.37000000 0.026754906426 Long ABS-MBS USGA US N 2 2045-09-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36177TMX2 355085.37880000 PA USD 319876.11000000 0.002988257970 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292GJQ9 34610.64350000 PA USD 34668.50000000 0.000323870455 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180BFR7 55578.44330000 PA USD 51878.60000000 0.000484645883 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QUR4 66658.29400000 PA USD 66776.54000000 0.000623821290 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WRY6 5046408.30890000 PA USD 3861271.93000000 0.036071704826 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36176SQ78 10459.20170000 PA USD 9939.28000000 0.000092851987 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296P6Q9 1981.97000000 PA USD 2010.88000000 0.000018785486 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291LW68 175863.20290000 PA USD 180335.33000000 0.001684678756 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290X5Z9 855.95000000 PA USD 870.32000000 0.000008130462 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36176P4Q6 21769.85400000 PA USD 21270.43000000 0.000198706717 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 312943EA7 91920.74410000 PA USD 90030.93000000 0.000841062010 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177VAA0 16556.71170000 PA USD 15325.93000000 0.000143173657 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5TK6 3510.24160000 PA USD 3506.60000000 0.000032758386 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MJV6 52877.93850000 PA USD 52970.70000000 0.000494848197 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Freddie Mac REMICS N/A 3133TSBX0 489.47000000 PA USD 499.35000000 0.000004664889 Long ABS-MBS USGSE US N 2 2031-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVYN6 274767.67950000 PA USD 262119.96000000 0.002448704467 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176GVW3 123430.93400000 PA USD 120599.29000000 0.001126629273 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295KGC1 4209.20870000 PA USD 4212.98000000 0.000039357334 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BB31 2890.60510000 PA USD 2941.32000000 0.000027477584 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202TWU6 197878.75760000 PA USD 176765.61000000 0.001651330707 Long ABS-MBS USGA US N 2 2044-06-15 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 31329K6F6 847.27170000 PA USD 843.69000000 0.000007881686 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200TUD8 9459.24700000 PA USD 9350.60000000 0.000087352584 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177Q7M9 7994.33770000 PA USD 7383.02000000 0.000068971603 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138EJ3P1 2405.91980000 PA USD 2393.52000000 0.000022360079 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209PSC2 337.28000000 PA USD 348.67000000 0.000003257248 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200JGP9 246.85000000 PA USD 249.10000000 0.000002327073 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36180SFQ2 14028.52060000 PA USD 12632.26000000 0.000118009599 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212URW3 8885.74740000 PA USD 8899.17000000 0.000083135360 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209DBU7 93.34000000 PA USD 96.49000000 0.000000901402 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LHS6 193933.20290000 PA USD 199172.48000000 0.001860653960 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VF63 2824.96000000 PA USD 2874.52000000 0.000026853544 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVNR9 133456.51520000 PA USD 130495.26000000 0.001219076663 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177WG46 36136.13290000 PA USD 32804.29000000 0.000306455149 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212VSD2 18887.24140000 PA USD 19374.29000000 0.000180993124 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296YQE5 6439.95620000 PA USD 6450.09000000 0.000060256243 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201CLH5 1721.96000000 PA USD 1780.13000000 0.000016629837 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208PQ27 2212.55000000 PA USD 2287.29000000 0.000021367686 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176UBM6 65300.66210000 PA USD 63636.04000000 0.000594482981 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290TMT3 4056.08180000 PA USD 4164.45000000 0.000038903970 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291N4J7 462.53000000 PA USD 474.54000000 0.000004433116 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207ENQ3 56937.79820000 PA USD 58395.95000000 0.000545530464 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295YBQ5 72702.32120000 PA USD 72760.58000000 0.000679723731 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31417AJC4 624.49930000 PA USD 622.35000000 0.000005813945 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AP35 437.57000000 PA USD 452.35000000 0.000004225818 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209LFW1 2482.88520000 PA USD 2566.76000000 0.000023978474 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211KVE1 1509.63010000 PA USD 1537.11000000 0.000014359563 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201XC55 11843.29220000 PA USD 12160.96000000 0.000113606751 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9PQ8 163949.43270000 PA USD 156674.27000000 0.001463638957 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RVS9 1965.80000000 PA USD 1941.55000000 0.000018137810 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213YKZ4 866.99000000 PA USD 887.77000000 0.000008293478 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.00000000 N N N N N N Freddie Mac REMICS N/A 31392UTM6 14129.09000000 PA USD 14458.38000000 0.000135069071 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MAN3 110049.41970000 PA USD 104476.18000000 0.000976008422 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213DCX4 68.83000000 PA USD 71.16000000 0.000000664771 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211SWJ2 46730.17240000 PA USD 46815.19000000 0.000437343897 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QXX9 3007.58000000 PA USD 3109.17000000 0.000029045626 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AVB0 5667.68340000 PA USD 5859.14000000 0.000054735634 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291YD38 2419.20000000 PA USD 2422.98000000 0.000022635292 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FGY6 23326165.99000000 PA USD 23276182.68000000 0.217444304969 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178TP59 270921.30440000 PA USD 250204.25000000 0.002337388823 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PQL4 527.03000000 PA USD 544.83000000 0.000005089759 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209GZ91 301.01000000 PA USD 311.18000000 0.000002907019 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200QSQ8 16333.34290000 PA USD 16716.47000000 0.000156163974 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201US62 66934.83500000 PA USD 67054.68000000 0.000626419653 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ADBD3 21713.44770000 PA USD 21722.06000000 0.000202925810 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140LQ5B2 215410.35230000 PA USD 169736.85000000 0.001585668573 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36230TUF7 52470.62320000 PA USD 51276.61000000 0.000479022139 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207VXE1 2333.97000000 PA USD 2412.81000000 0.000022540285 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208R3M4 1285.23000000 PA USD 1328.64000000 0.000012412052 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212SCF1 6921.62790000 PA USD 7155.44000000 0.000066845569 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177J4W6 170630.80190000 PA USD 157450.56000000 0.001470890998 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295KJT1 99745.29020000 PA USD 99850.62000000 0.000932796797 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36184S5C0 27447.06230000 PA USD 25803.64000000 0.000241055616 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296XUN2 180710.27160000 PA USD 183374.34000000 0.001713068953 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GCY4 21396.37980000 PA USD 20934.10000000 0.000195564749 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291FNB0 3672.79000000 PA USD 3768.79000000 0.000035207745 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AJH4 3160.68780000 PA USD 3267.45000000 0.000030524266 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Freddie Mac REMICS N/A 3133TDPN0 3259.36000000 PA USD 3284.92000000 0.000030687469 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140BAUY0 2154646.80000000 PA USD 2136549.28000000 0.019959478734 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179R6H7 317544.71680000 PA USD 308828.56000000 0.002885052609 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EJV2 14041.21200000 PA USD 14032.30000000 0.000131088665 Long ABS-MBS USGA US N 2 2036-07-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NPD5 2741.54360000 PA USD 2789.64000000 0.000026060601 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292FT23 7052.28440000 PA USD 6945.26000000 0.000064882083 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213JMH5 5580.87420000 PA USD 5769.39000000 0.000053897196 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202TYJ9 545822.11630000 PA USD 485555.93000000 0.004536026081 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290Y5H7 9773.34900000 PA USD 9791.14000000 0.000091468075 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38384JQP2 18144181.43000000 PA USD 14713915.07000000 0.137456260752 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295PND0 2585.62000000 PA USD 2588.41000000 0.000024180726 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291B4N4 2176.02000000 PA USD 2180.78000000 0.000020372678 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209QL52 459.97000000 PA USD 475.51000000 0.000004442177 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176DCR2 34117.68460000 PA USD 32499.60000000 0.000303608758 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASE54 44235.86490000 PA USD 44177.06000000 0.000412698690 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290N2C5 203.31000000 PA USD 208.76000000 0.000001950219 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FRM0 71136.38410000 PA USD 73538.56000000 0.000686991560 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 6.50000000 N N N N N N Fannie Mae REMICS N/A 3136BYZW5 57295637.16000000 PA USD 56297226.31000000 0.525924350010 Long ABS-MBS USGSE US N 2 2047-07-25 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295CFL0 11045.42000000 PA USD 9983.69000000 0.000093266862 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209QPU3 5569.52090000 PA USD 5757.66000000 0.000053787616 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209H4R3 7093.54060000 PA USD 7333.16000000 0.000068505815 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A5A25 244338.62930000 PA USD 239011.63000000 0.002232828229 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211DMT4 548.76000000 PA USD 567.30000000 0.000005299672 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179A5F9 51174.63040000 PA USD 46157.96000000 0.000431204105 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VH61 3617.57000000 PA USD 3701.48000000 0.000034578940 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178D2N0 47782.51000000 PA USD 42921.24000000 0.000400966916 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201MJT0 350.51000000 PA USD 357.76000000 0.000003342166 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36182EDM2 592602.71920000 PA USD 526780.79000000 0.004921145547 Long ABS-MBS USGA US N 2 2045-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NNR8 7254.05380000 PA USD 7266.78000000 0.000067885698 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BP51 42.56000000 PA USD 44.00000000 0.000000411044 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C6CN3 362567.09070000 PA USD 344344.94000000 0.003216843894 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207V2T2 328.02000000 PA USD 329.20000000 0.000003075361 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211D2Q2 885.61000000 PA USD 915.53000000 0.000008552810 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36189XMS0 4650.19000000 PA USD 4258.57000000 0.000039783232 Long ABS-MBS USGA US N 2 2045-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YL46 2611.98000000 PA USD 2682.62000000 0.000025060829 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297CYB9 5130.58270000 PA USD 5135.06000000 0.000047971334 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176UZT5 81901.68250000 PA USD 77502.28000000 0.000724020327 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36183P2H9 433308.92120000 PA USD 390505.37000000 0.003648071074 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176N4W8 261263.20320000 PA USD 232244.02000000 0.002169605738 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NQ38 68161.52060000 PA USD 69919.22000000 0.000653179965 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295GKG6 1472293.18760000 PA USD 1319853.28000000 0.012329967635 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C3CG5 307463.68230000 PA USD 292351.44000000 0.002731124624 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ATW94 129572.59100000 PA USD 126552.72000000 0.001182245758 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291PCP9 6353.68360000 PA USD 6364.83000000 0.000059459751 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295WHM2 31858.83200000 PA USD 31056.81000000 0.000290130325 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3617B4G84 53494.73650000 PA USD 47631.20000000 0.000444967000 Long ABS-MBS USGA US N 2 2047-07-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140LBZA4 21608042.92000000 PA USD 18637870.49000000 0.174113549912 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 2.25000000 N N N N N N Ginnie Mae I Pool N/A 36290R2N2 37093.89930000 PA USD 38016.68000000 0.000355148895 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMTF9 5532.06000000 PA USD 5265.40000000 0.000049188961 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620APZ24 71528.62420000 PA USD 69804.61000000 0.000652109287 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QQP3 6398.30940000 PA USD 6561.12000000 0.000061293477 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292NKM1 17638.87190000 PA USD 17394.42000000 0.000162497331 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AXX0 5137.35920000 PA USD 5310.90000000 0.000049614018 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213ADM3 6092.04730000 PA USD 6103.10000000 0.000057014689 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XXN2 4381.66150000 PA USD 4389.47000000 0.000041006090 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291FWK0 1874.32000000 PA USD 1877.70000000 0.000017541328 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36194YBQ7 220680.46220000 PA USD 196767.62000000 0.001838187943 Long ABS-MBS USGA US N 2 2046-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296QGB9 4330.40000000 PA USD 4332.02000000 0.000040469397 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AVPL0 39858.86660000 PA USD 39001.65000000 0.000364350408 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200HF66 19632.27020000 PA USD 20117.61000000 0.000187937162 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132M3D46 7372.39000000 PA USD 7234.17000000 0.000067581058 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AU3T9 21998.42460000 PA USD 20892.81000000 0.000195179021 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RUQ4 48252.04470000 PA USD 48339.86000000 0.000451587247 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JHP8 993.88000000 PA USD 995.67000000 0.000009301472 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LQ58 356686.14550000 PA USD 339630.63000000 0.003172803174 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ATGJ0 75646.47140000 PA USD 73890.29000000 0.000690277395 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ACW59 20319.21000000 PA USD 19355.54000000 0.000180817963 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BBC8 285.21000000 PA USD 294.84000000 0.000002754372 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209E2N1 24.06000000 PA USD 24.48000000 0.000000228690 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36183SBJ9 790331.65210000 PA USD 704923.04000000 0.006585336719 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178EDY2 7033.12400000 PA USD 6475.67000000 0.000060495210 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209BC89 1640.13000000 PA USD 1668.91000000 0.000015590828 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230SPC2 9580.36100000 PA USD 9351.12000000 0.000087357442 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AADZ8 7644.38000000 PA USD 7476.97000000 0.000069849277 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209KYE2 219.43000000 PA USD 226.84000000 0.000002119121 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209KDZ8 2317.98000000 PA USD 2358.65000000 0.000022034326 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210EKE8 3823.64810000 PA USD 3890.73000000 0.000036346899 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GMT4 164639.97310000 PA USD 160649.36000000 0.001500773941 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128L5D65 130767.39770000 PA USD 130658.97000000 0.001220606029 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210EPD5 1386.38000000 PA USD 1410.70000000 0.000013178650 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36294QLS8 351504.04140000 PA USD 328123.33000000 0.003065302864 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200JGE4 4278.82080000 PA USD 4286.62000000 0.000040045273 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211ELK2 9908.59140000 PA USD 10243.30000000 0.000095692119 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200FXN3 8394.62690000 PA USD 8606.23000000 0.000080398737 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181NN59 142897.57770000 PA USD 139061.75000000 0.001299104152 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36205TP49 7866.81120000 PA USD 8004.83000000 0.000074780505 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BEK0 8127.10160000 PA USD 8401.63000000 0.000078487380 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201RZ53 3599.33350000 PA USD 3680.90000000 0.000034386684 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209HZG3 7772.31010000 PA USD 7908.67000000 0.000073882185 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200Q3V4 54364.04390000 PA USD 54449.63000000 0.000508664247 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209T4Z9 5539.29740000 PA USD 5726.41000000 0.000053495680 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36205K3H3 172.21000000 PA USD 172.39000000 0.000001610454 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230PTH3 133167.85810000 PA USD 122950.09000000 0.001148590266 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3617BBE64 242549.43380000 PA USD 215736.30000000 0.002015391890 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36202T5Z5 8509.30100000 PA USD 8721.74000000 0.000081477822 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ECQ0 331.44000000 PA USD 338.46000000 0.000003161867 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AYC5 1078.18000000 PA USD 1097.10000000 0.000010249023 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290S4M0 4089.72000000 PA USD 4193.72000000 0.000039177409 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296CYJ3 18297.21940000 PA USD 18311.88000000 0.000171068171 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GQ29 1574354.58940000 PA USD 1494624.39000000 0.013962665877 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMVK5 60439.81270000 PA USD 57491.88000000 0.000537084712 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XHQ6 68624.77850000 PA USD 68748.93000000 0.000642247206 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230SJT2 453466.18920000 PA USD 421003.32000000 0.003932980573 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212MCD9 8187.25330000 PA USD 8463.82000000 0.000079068354 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213XTZ7 3852.03450000 PA USD 3944.37000000 0.000036848000 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CT26 94554.47220000 PA USD 97093.37000000 0.000907038780 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200D6V0 317.79000000 PA USD 324.91000000 0.000003035284 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36198KJV4 502684.58350000 PA USD 460921.85000000 0.004305896404 Long ABS-MBS USGA US N 2 2044-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KT49 16484.43970000 PA USD 16514.48000000 0.000154276999 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179N5V6 20895334.19120000 PA USD 19307999.23000000 0.180373840962 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KMK1 29460.62400000 PA USD 29513.37000000 0.000275711628 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180CYV5 6101.34000000 PA USD 5661.13000000 0.000052885840 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3622AD4L9 21515166.62000000 PA USD 21845712.73000000 0.204080964926 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36202U3S0 70703.61030000 PA USD 72468.78000000 0.000676997758 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213RSA6 77440.56610000 PA USD 79381.49000000 0.000741575762 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36184SEE6 159708.32540000 PA USD 150145.63000000 0.001402648905 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179XNG7 45956196.17760000 PA USD 46200554.46000000 0.431602019621 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FUV6 4487.00600000 PA USD 4565.73000000 0.000042652697 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WMM1 32472.68280000 PA USD 32530.57000000 0.000303898078 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9ZA2 340116.36680000 PA USD 333006.88000000 0.003110924611 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NGG8 51094.36510000 PA USD 51187.43000000 0.000478189026 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ATVG9 109968.35210000 PA USD 99568.33000000 0.000930159666 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36183P2K2 752265.69630000 PA USD 669205.33000000 0.006251664624 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176B2P1 59617.72160000 PA USD 58317.95000000 0.000544801795 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213EPL4 202106.79970000 PA USD 187189.96000000 0.001748714181 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295WVA2 47044.06220000 PA USD 44740.62000000 0.000417963424 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KV62 12556.53020000 PA USD 12572.13000000 0.000117447869 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180BH87 43060.76450000 PA USD 39690.76000000 0.000370788021 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210QRE4 2281.33120000 PA USD 2358.39000000 0.000022031897 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Fannie Mae REMICS N/A 31359VSD6 7531.50000000 PA USD 7582.00000000 0.000070830459 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A5H77 10057.83000000 PA USD 9626.65000000 0.000089931422 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208U2M8 480.25670000 PA USD 488.68000000 0.000004565210 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MWL3 129667.02980000 PA USD 129902.67000000 0.001213540733 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138LD6B4 1462056.94250000 PA USD 1354457.89000000 0.012653241235 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 2.95000000 N N N N N N Ginnie Mae I Pool N/A 36209JDU2 1301.05620000 PA USD 1304.39000000 0.000012185510 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TAH8 1987409.24580000 PA USD 1700537.25000000 0.015886287948 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A7EQ4 7156.18110000 PA USD 6996.03000000 0.000065356373 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230SM50 611257.21820000 PA USD 580536.23000000 0.005423324725 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295KB44 2186.64000000 PA USD 2189.00000000 0.000020449469 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C4TK6 27170.31540000 PA USD 25860.63000000 0.000241588012 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31410KXM1 1.00000000 PA USD 1.04000000 0.000000009715 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179KV27 344047.23950000 PA USD 318937.23000000 0.002979487025 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291NTX9 29157.70680000 PA USD 29941.12000000 0.000279707635 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AGJD8 10482.36320000 PA USD 9971.09000000 0.000093149154 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209MK37 758.35000000 PA USD 783.97000000 0.000007323787 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BUM5 3286.91000000 PA USD 3344.58000000 0.000031244808 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FRP5 47517.05000000 PA USD 45217.49000000 0.000422418307 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VLJ1 5296.36520000 PA USD 5475.27000000 0.000051149550 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 N/A 35563PLL1 12124731.91310000 PA USD 9069403.74000000 0.084725670864 Long ABS-MBS CORP US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SAA9 8422.76430000 PA USD 8438.11000000 0.000078828173 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36183E6C1 54917.19980000 PA USD 53914.52000000 0.000503665291 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296UZX1 285227.57010000 PA USD 272875.68000000 0.002549183575 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200ML84 3621.76000000 PA USD 3704.81000000 0.000034610049 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211SE86 40105.92020000 PA USD 40168.59000000 0.000375251872 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YZL2 4883.83490000 PA USD 5048.81000000 0.000047165593 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176UVK8 189515.53650000 PA USD 175374.25000000 0.001638332729 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335A7C6 14870.48830000 PA USD 14853.40000000 0.000138759318 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176ESX0 17601.34280000 PA USD 16273.88000000 0.000152029332 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PRT6 2522.65000000 PA USD 2566.91000000 0.000023979875 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BNE4 74.13000000 PA USD 76.63000000 0.000000715871 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AJVS5 56005.88560000 PA USD 54747.19000000 0.000511444030 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A2KZ8 11510.26900000 PA USD 11270.85000000 0.000105291412 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ACA87 7074.93260000 PA USD 6931.44000000 0.000064752978 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208VP66 3596.67370000 PA USD 3718.17000000 0.000034734857 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NLE6 1970063.21350000 PA USD 1866727.49000000 0.017438824364 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MLT8 92778.77060000 PA USD 92947.79000000 0.000868311091 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295R5G9 486208.30410000 PA USD 463244.59000000 0.004327595262 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292HM59 54175.96660000 PA USD 55631.57000000 0.000519705840 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A5QA0 53936.77890000 PA USD 51520.70000000 0.000481302409 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210PUD4 1589.58000000 PA USD 1643.28000000 0.000015351395 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UPA4 13069631.95200000 PA USD 12061989.47000000 0.112682176150 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36294PG49 4243.65180000 PA USD 4249.32000000 0.000039696819 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200XKN8 926.28000000 PA USD 957.57000000 0.000008945545 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210A4D6 3772.85000000 PA USD 3779.05000000 0.000035303593 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SYH8 3500.09000000 PA USD 3505.84000000 0.000032751287 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AEN6 3020.95150000 PA USD 3073.95000000 0.000028716604 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AWET3 4374.51000000 PA USD 4169.63000000 0.000038952362 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176S2D1 11730.18200000 PA USD 11466.55000000 0.000107119626 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209GD53 2433.39000000 PA USD 2515.59000000 0.000023500447 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291W6A4 8060.40410000 PA USD 8223.62000000 0.000076824424 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KDR6 20916.99530000 PA USD 21623.56000000 0.000202005631 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209TW88 245.53000000 PA USD 249.84000000 0.000002333986 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291KAS6 1406.43000000 PA USD 1408.76000000 0.000013160527 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QR57 1066.90000000 PA USD 1102.94000000 0.000010303580 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210QZF2 368.15000000 PA USD 380.59000000 0.000003555442 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620APZ65 10926.54130000 PA USD 10714.26000000 0.000100091791 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210HLA8 500.03000000 PA USD 508.80000000 0.000004753170 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230SC28 35546.56490000 PA USD 35053.94000000 0.000327471206 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200FAP3 2191.44000000 PA USD 2228.36000000 0.000020817167 Long ABS-MBS USGA US N 2 2037-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36176KMM6 90175.23330000 PA USD 85811.26000000 0.000801642178 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213RT49 1433.32900000 PA USD 1437.00000000 0.000013424343 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176QVM3 121674.80340000 PA USD 118763.30000000 0.001109477596 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARLM1 1137827.10940000 PA USD 1084312.03000000 0.010129559428 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209MWZ3 1295.71000000 PA USD 1298.06000000 0.000012126376 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201DUQ3 20535.35640000 PA USD 20571.96000000 0.000192181665 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177YDW3 487580.96050000 PA USD 450551.09000000 0.004209013564 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209VM50 1199.31000000 PA USD 1220.35000000 0.000011400415 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JU55 18.79000000 PA USD 19.42000000 0.000000181420 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132QNCA5 94356.77570000 PA USD 94151.09000000 0.000879552227 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211JME4 769.55000000 PA USD 795.55000000 0.000007431966 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NND6 3119.07000000 PA USD 3110.90000000 0.000029061788 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230LEL9 146544.05110000 PA USD 139259.48000000 0.001300951331 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36185KEU6 153105.59800000 PA USD 143986.61000000 0.001345111815 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALXN9 2039558.54280000 PA USD 1825494.43000000 0.017053628295 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291ARY7 1553.60000000 PA USD 1592.76000000 0.000014879441 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297CA82 42144.70050000 PA USD 41270.15000000 0.000385542561 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296YFZ0 12981.09050000 PA USD 12992.73000000 0.000121377082 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FGA0 8480.26000000 PA USD 8468.75000000 0.000079114409 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212M5B1 7516.77560000 PA USD 7770.69000000 0.000072593187 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290Y3W6 26519.69030000 PA USD 26566.48000000 0.000248182008 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UL23 1462983.55420000 PA USD 1353426.42000000 0.012643605322 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36207YAH3 912.01000000 PA USD 913.78000000 0.000008536462 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230KL66 4175.82000000 PA USD 3982.76000000 0.000037206637 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3133CEXK3 2822461.46230000 PA USD 2810221.01000000 0.026252868124 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208FJ68 2949.83630000 PA USD 3049.48000000 0.000028488007 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212XMA0 8287.31000000 PA USD 8288.46000000 0.000077430154 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201QQY2 1168.47000000 PA USD 1196.18000000 0.000011174621 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178VDQ1 298320.20700000 PA USD 274898.13000000 0.002568077147 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MQ71 976.14000000 PA USD 964.51000000 0.000009010378 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208RX33 2359.07000000 PA USD 2438.76000000 0.000022782707 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383MHV3 4432718.77000000 PA USD 3909953.17000000 0.036526481219 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.25000000 N N N N N N Ginnie Mae I Pool N/A 36294QLT6 8638.52000000 PA USD 7991.61000000 0.000074657004 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176HQD9 1103947.98000000 PA USD 998685.10000000 0.009329639247 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176PRJ7 499404.31030000 PA USD 464134.68000000 0.004335910415 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QTR6 180512.62850000 PA USD 180834.86000000 0.001689345327 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201TQD2 15501.98170000 PA USD 15889.00000000 0.000148433813 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Citigroup Global Markets Inc. MBNUM2BPBDO7JBLYG310 N/A 8100000.00000000 PA USD 8100000.00000000 0.075669575826 Long RA CORP US N 2 Repurchase Y 3.64000000 2026-08-03 8216300.00000000 USD 8262027.51000000 USD UST N N N Ginnie Mae I Pool N/A 36202UA94 5081.28850000 PA USD 5177.55000000 0.000048368273 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230UCW7 1704722.94020000 PA USD 1606237.18000000 0.015005343961 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 3620ACZD9 323899.40790000 PA USD 299047.09000000 0.002793674870 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296YLA8 18988.66000000 PA USD 18547.82000000 0.000173272305 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AWSM3 45772.94120000 PA USD 44757.29000000 0.000418119154 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210MEP2 4317.50600000 PA USD 4463.35000000 0.000041696271 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210YRS6 830.84000000 PA USD 845.42000000 0.000007897848 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36194PGT5 6436350.70110000 PA USD 5789956.37000000 0.054089326243 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200XVU0 2798.24000000 PA USD 2852.54000000 0.000026648208 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BP33 623.62000000 PA USD 634.56000000 0.000005928010 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212S5T9 13310.47120000 PA USD 13544.00000000 0.000126527004 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291UQ99 91918.80800000 PA USD 93188.70000000 0.000870561654 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36296V6K9 1112835.11150000 PA USD 1087204.29000000 0.010156578698 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209KE87 1551.34000000 PA USD 1578.56000000 0.000014746785 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SAF8 35480.75060000 PA USD 33663.08000000 0.000314477899 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ACSF2 37993.13360000 PA USD 37146.48000000 0.000347019553 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292KFZ4 17609.63660000 PA USD 17638.11000000 0.000164773864 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A3GH1 53111.58150000 PA USD 50645.38000000 0.000473125237 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211DP53 2287.78000000 PA USD 2365.06000000 0.000022094208 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201TC21 22650.56290000 PA USD 22690.30000000 0.000211971034 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GU46 1536.45000000 PA USD 1539.01000000 0.000014377312 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NX61 202.51000000 PA USD 209.35000000 0.000001955731 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208X2K6 9302.66390000 PA USD 9465.87000000 0.000088429428 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213PMW8 3545.46990000 PA USD 3665.23000000 0.000034240296 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARSA0 162353.48260000 PA USD 154558.86000000 0.001443876960 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36184BDR5 109020.90290000 PA USD 97165.57000000 0.000907713267 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178CHK2 150708.50900000 PA USD 135541.22000000 0.001266215632 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291KVG9 7083.37580000 PA USD 7268.28000000 0.000067899711 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176HXS8 170142.65090000 PA USD 161459.40000000 0.001508341272 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ANX21 545308.37510000 PA USD 519553.35000000 0.004853627359 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177RCA7 6154.67000000 PA USD 5697.15000000 0.000053222336 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213YPD8 5350.67490000 PA USD 5531.42000000 0.000051674099 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210UW58 3268.15470000 PA USD 3325.49000000 0.000031066471 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297H4J4 5320.12210000 PA USD 5206.77000000 0.000048641244 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FNS1 533.69000000 PA USD 543.05000000 0.000005073131 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292KLL8 18387.25630000 PA USD 18884.00000000 0.000176412872 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209GLD7 1904.64000000 PA USD 1938.06000000 0.000018105207 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177NAD2 424234.19980000 PA USD 393625.53000000 0.003677219369 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138EKNU5 3754.15140000 PA USD 3726.81000000 0.000034815571 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VUC3 1991.47000000 PA USD 2058.74000000 0.000019232590 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AM3G5 67133.04100000 PA USD 67051.19000000 0.000626387050 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KXT0 2049.22000000 PA USD 2052.26000000 0.000019172054 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RZM8 24940.25680000 PA USD 24985.69000000 0.000233414390 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASVW6 152733.04780000 PA USD 145056.88000000 0.001355110195 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CUH4 2470.58000000 PA USD 2554.04000000 0.000023859644 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RLR8 1603897.61920000 PA USD 1559111.99000000 0.014565104067 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178QLX8 131286.51070000 PA USD 118516.00000000 0.001107167339 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291YFH5 93839.36950000 PA USD 96388.24000000 0.000900451510 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXBW9 2423.38000000 PA USD 2395.52000000 0.000022378763 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200J6P0 10089.90940000 PA USD 10108.11000000 0.000094429184 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36206YPK1 1599.82120000 PA USD 1627.89000000 0.000015207622 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211DQQ6 10027.88520000 PA USD 10203.82000000 0.000095323300 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230NX59 226297.33700000 PA USD 209843.82000000 0.001960344796 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MEN9 31883.31480000 PA USD 32679.31000000 0.000305287595 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201LUU6 380.10000000 PA USD 389.21000000 0.000003635969 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296SQL2 80969.41760000 PA USD 79414.05000000 0.000741879935 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292GBX2 624.03000000 PA USD 628.48000000 0.000005871211 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200F2G2 3510.96280000 PA USD 3606.68000000 0.000033693326 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208XJZ5 174.39000000 PA USD 180.28000000 0.000001684161 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ANYQ7 24300.37000000 PA USD 23087.95000000 0.000215685849 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KCY2 82911.81500000 PA USD 83053.23000000 0.000775876874 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201U6S8 173985.27150000 PA USD 174296.79000000 0.001628267181 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A5A66 1626732.89250000 PA USD 1590481.96000000 0.014858159910 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180NDQ5 38310.10630000 PA USD 34525.72000000 0.000322536615 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BJK5 2886.32000000 PA USD 2983.82000000 0.000027874616 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291YGK7 5656.11100000 PA USD 5665.14000000 0.000052923301 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MCP6 82707.58810000 PA USD 78295.75000000 0.000731432863 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210APM3 1020.79000000 PA USD 1055.27000000 0.000009858251 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208SW57 1683.16000000 PA USD 1691.12000000 0.000015798312 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202SWN4 108950.55210000 PA USD 109143.82000000 0.001019613155 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200DHV8 2861.91000000 PA USD 2935.41000000 0.000027422374 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211HT27 179.85000000 PA USD 185.93000000 0.000001736943 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176JEY2 34622.01570000 PA USD 32894.61000000 0.000307298911 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7F42 2814.22000000 PA USD 2815.65000000 0.000026303585 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210DGA3 1675.41000000 PA USD 1732.00000000 0.000016180210 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9HJ3 167686.16510000 PA USD 164181.00000000 0.001533766250 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176LYD1 256745.59360000 PA USD 244030.50000000 0.002279714126 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SNG2 3108.62370000 PA USD 3163.16000000 0.000029549996 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XZJ9 16383.50520000 PA USD 16804.27000000 0.000156984195 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FT55 11821.48860000 PA USD 12237.87000000 0.000114325238 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210SDE5 968.08000000 PA USD 1000.78000000 0.000009349209 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201GU29 42302.32720000 PA USD 42376.53000000 0.000395878277 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295R3X4 237423.70730000 PA USD 232373.68000000 0.002170817012 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200V2B8 843.09000000 PA USD 871.57000000 0.000008142139 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213QDF3 25771.72730000 PA USD 26642.29000000 0.000248890220 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178TSX5 107810.16640000 PA USD 97364.35000000 0.000909570254 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36177N3V0 82521.53390000 PA USD 76613.96000000 0.000715721710 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QKC8 59154.12790000 PA USD 59260.83000000 0.000553610107 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GPL8 293314.37150000 PA USD 285863.75000000 0.002670517124 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36206RTM8 7497.12790000 PA USD 7750.38000000 0.000072403452 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A5KQ1 2246.66000000 PA USD 2199.93000000 0.000020551576 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211BL36 2269.95000000 PA USD 2346.63000000 0.000021922036 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YQD1 1513.41000000 PA USD 1554.99000000 0.000014526596 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VZT0 1208826.26300000 PA USD 1083647.83000000 0.010123354523 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176WZR5 56690.24910000 PA USD 52679.07000000 0.000492123812 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UEL0 22392.95140000 PA USD 22832.41000000 0.000213298614 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DAG6 19037.56320000 PA USD 17725.24000000 0.000165587826 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36177UX82 4189.08000000 PA USD 3769.04000000 0.000035210081 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 N/A 35563PHJ1 9442754.78000000 PA USD 7214436.51000000 0.067396709943 Long ABS-MBS CORP US N 2 2058-03-25 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201UTJ3 4733.68980000 PA USD 4741.76000000 0.000044297156 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178LWE9 103434.41000000 PA USD 95444.70000000 0.000891637032 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VS44 2166.99060000 PA USD 2205.01000000 0.000020599033 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200TT57 48715.17280000 PA USD 48803.80000000 0.000455921338 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASGN3 45312.79860000 PA USD 43102.68000000 0.000402661915 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FWF5 108888.05440000 PA USD 106645.50000000 0.000996274043 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FGK3 146981.77210000 PA USD 150429.46000000 0.001405300423 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AKNZ5 8151.79590000 PA USD 7983.07000000 0.000074577224 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KX42 9451.08170000 PA USD 9770.34000000 0.000091273763 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209CJP2 2758.53680000 PA USD 2806.93000000 0.000026222123 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VST9 1268.07000000 PA USD 1310.90000000 0.000012246326 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202XAA5 9170.97350000 PA USD 9186.36000000 0.000085818267 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296CNA4 326.73000000 PA USD 327.15000000 0.000003056210 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213Q6H7 1322.04000000 PA USD 1366.70000000 0.000012767606 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209T6C8 1357.97000000 PA USD 1403.84000000 0.000013114565 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202XYA9 843.46000000 PA USD 845.00000000 0.000007893924 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FXY9 116570.64700000 PA USD 101051.38000000 0.000944014205 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36176JBU3 432651.89620000 PA USD 387242.44000000 0.003617589034 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NWJ6 68236.77740000 PA USD 70018.04000000 0.000654103134 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290TA66 16682.96000000 PA USD 17107.20000000 0.000159814144 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SA50 849.41000000 PA USD 872.57000000 0.000008151481 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291YYM3 31515.32140000 PA USD 32311.01000000 0.000301846965 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297KWK3 14864.10820000 PA USD 14547.40000000 0.000135900689 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AT5B9 47355.70930000 PA USD 46400.19000000 0.000433466999 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213C3H1 151219.72270000 PA USD 151466.98000000 0.001414992855 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200M6G3 39587.07070000 PA USD 39657.64000000 0.000370478616 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230UGW3 3607.77000000 PA USD 3532.73000000 0.000033002491 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209N2T8 4517.42320000 PA USD 4596.68000000 0.000042941830 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RJC4 214353.50660000 PA USD 185955.01000000 0.001737177374 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AZF7 7930.20240000 PA USD 8069.33000000 0.000075383059 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3132A8TU3 2891.19840000 PA USD 2871.76000000 0.000026827760 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176VGC1 222709.16490000 PA USD 211679.69000000 0.001977495352 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213RB89 4245.56640000 PA USD 4388.98000000 0.000041001512 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297KKW0 17195.65460000 PA USD 16837.97000000 0.000157299018 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290TKK4 43897.66690000 PA USD 43966.26000000 0.000410729412 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179BNH3 5975.27120000 PA USD 5507.64000000 0.000051451948 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AKMT0 25300.76640000 PA USD 24995.84000000 0.000233509211 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KEH9 4631.77310000 PA USD 4713.04000000 0.000044028856 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210WJN0 415.61000000 PA USD 429.65000000 0.000004013757 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291NRF0 22295.47530000 PA USD 22332.87000000 0.000208631950 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211GNU3 464.55000000 PA USD 472.70000000 0.000004415926 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XW37 4185.58870000 PA USD 4193.14000000 0.000039171990 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TUB9 7836179.49170000 PA USD 7254064.98000000 0.067766916056 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295YE33 389865.04650000 PA USD 359850.51000000 0.003361695734 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QZJ7 50274.99680000 PA USD 50366.58000000 0.000470520709 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212QJB7 2281.04000000 PA USD 2358.09000000 0.000022029095 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296HN62 60917.72990000 PA USD 57820.70000000 0.000540156523 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176WJQ5 318935.74280000 PA USD 294630.26000000 0.002752413185 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410KL77 27652.31430000 PA USD 28760.07000000 0.000268674357 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARQM6 6145.96420000 PA USD 5854.48000000 0.000054692101 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N N/A N/A N/A 700.00000000 NC USD -218328.39000000 -0.00203960699 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Long N/A US 5YR FUTR OPTN Sep26P 2026-09-30 74401922.49000000 USD -218328.39000000 N N N Freddie Mac Gold Pool N/A 3132M6G46 148128.71170000 PA USD 144833.83000000 0.001353026479 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36294P7A5 44587.75150000 PA USD 45625.33000000 0.000426228317 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LVE3 147646.34740000 PA USD 149780.22000000 0.001399235273 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36296HYJ2 2248.88590000 PA USD 2324.85000000 0.000021718569 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297FH70 485226.53490000 PA USD 464853.23000000 0.004342623053 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213S2N4 1131.51000000 PA USD 1169.73000000 0.000010927527 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210A2M8 178.95000000 PA USD 184.99000000 0.000001728162 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210STN8 11760.26600000 PA USD 12157.52000000 0.000113574615 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290WLG5 2879.44000000 PA USD 2957.94000000 0.000027632847 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201F5R4 39110.47440000 PA USD 40057.89000000 0.000374217721 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3131X7MT2 1642.55080000 PA USD 1634.08000000 0.000015265449 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201U6U3 21339.18650000 PA USD 21377.04000000 0.000199702660 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YRY3 769.69000000 PA USD 783.19000000 0.000007316500 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178CVF7 42715.63850000 PA USD 39416.10000000 0.000368222168 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210UEG4 3512.70770000 PA USD 3631.37000000 0.000033923978 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201NNX4 757.09630000 PA USD 758.57000000 0.000007086502 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FYN3 900.02000000 PA USD 930.42000000 0.000008691911 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140BBAC8 3385224.88000000 PA USD 3356791.36000000 0.031358886215 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209DBZ6 2496.24680000 PA USD 2580.57000000 0.000024107486 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208RYR9 1792.44000000 PA USD 1852.99000000 0.000017310489 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177UFP4 128629.25340000 PA USD 119092.14000000 0.001112549594 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36297KNE7 1462.88000000 PA USD 1464.19000000 0.000013678350 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMCM2 5950.26340000 PA USD 5952.62000000 0.000055608917 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291CUS2 4012.85850000 PA USD 4019.94000000 0.000037553969 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138X3HC9 129.05460000 PA USD 128.61000000 0.000001201464 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UZF0 32271.59150000 PA USD 32328.84000000 0.000302013532 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36181H5Z6 3661.84000000 PA USD 3318.40000000 0.000031000237 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200J6E5 31260.49990000 PA USD 31316.69000000 0.000292558104 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176RS52 4706.33000000 PA USD 4475.01000000 0.000041805198 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290R6X6 14582.14570000 PA USD 14402.30000000 0.000134545176 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295W5L7 77667.35860000 PA USD 77731.48000000 0.000726161496 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200TRV2 100591.12110000 PA USD 100764.03000000 0.000941329803 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RLM6 435104.33200000 PA USD 414299.12000000 0.003870350453 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TDE3 1806.09000000 PA USD 1837.78000000 0.000017168399 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210HJD5 127.15000000 PA USD 131.45000000 0.000001227995 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176BCR6 219026.21800000 PA USD 208260.79000000 0.001945556251 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209HDV4 2629.01000000 PA USD 2717.82000000 0.000025389665 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36183XQ52 645698.10480000 PA USD 576803.80000000 0.005388456651 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 312940EU9 15019.94560000 PA USD 14989.01000000 0.000140026176 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 86.00000000 NC USD -226556.94000000 -0.00211647747 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Long N/A Ultra U.S. Treasury Bond Futures 2026-09-21 9659681.94000000 USD -226556.94000000 N N N Ginnie Mae I Pool N/A 36210KYL3 5833.40610000 PA USD 6030.46000000 0.000056336092 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36216UU70 695.91000000 PA USD 719.42000000 0.000006720766 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201AV70 388.90000000 PA USD 397.82000000 0.000003716403 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SSN8 28528887.35670000 PA USD 24438880.51000000 0.228306138501 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36182VHB4 328899.64790000 PA USD 294963.29000000 0.002755524325 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201BDD5 7357.85830000 PA USD 7370.84000000 0.000068857819 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FWY4 29449.54040000 PA USD 29463.23000000 0.000275243224 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201BL95 13729.10980000 PA USD 14009.80000000 0.000130878472 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36241KPH5 45068.40560000 PA USD 45050.93000000 0.000420862316 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMFV9 4107.92940000 PA USD 3912.30000000 0.000036548405 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36182AML2 3634.69000000 PA USD 3536.83000000 0.000033040793 Long ABS-MBS USGA US N 2 2043-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36205T7F4 1115.01000000 PA USD 1092.16000000 0.000010202874 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31417CBP9 7099.76970000 PA USD 7052.04000000 0.000065879614 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200N6F3 281605.85460000 PA USD 288867.68000000 0.002698579606 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KTZ0 6439.62970000 PA USD 6568.73000000 0.000061364569 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178AGM3 52761.79310000 PA USD 49035.58000000 0.000458086609 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140JPFD2 82201.10260000 PA USD 71182.14000000 0.000664978066 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292LR63 194034.98210000 PA USD 199277.01000000 0.001861630471 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MFN8 124754.29610000 PA USD 118507.05000000 0.001107083729 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KS48 3347.40000000 PA USD 3460.47000000 0.000032327444 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178VVC2 22740.25090000 PA USD 20926.64000000 0.000195495058 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AV7L0 162654.53330000 PA USD 154629.45000000 0.001444536406 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VBL4 112420.65930000 PA USD 112625.56000000 0.001052139302 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A2AP1 50367.46490000 PA USD 50393.13000000 0.000470768737 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201VEE8 451.49000000 PA USD 462.65000000 0.000004322040 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LRD9 30512.14550000 PA USD 30566.54000000 0.000285550261 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A54L0 3260.45000000 PA USD 3163.65000000 0.000029554574 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179UMK5 6361238.86310000 PA USD 5726363.69000000 0.053495248327 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201X6N3 34721.91200000 PA USD 34782.44000000 0.000324934874 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RXU2 10461.21740000 PA USD 10341.06000000 0.000096605385 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36181FD99 185962.23960000 PA USD 171645.53000000 0.001603499314 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YFZ6 919.35000000 PA USD 935.48000000 0.000008739182 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AU57 1291.09000000 PA USD 1334.70000000 0.000012468664 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3617BKB42 540496.25370000 PA USD 480745.96000000 0.004491091712 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36178MP96 86475.51230000 PA USD 81944.65000000 0.000765520605 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YB21 10426.34220000 PA USD 10703.68000000 0.000099992953 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209CQR0 2103.41000000 PA USD 2174.46000000 0.000020313637 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180UEB1 577187.02800000 PA USD 520387.55000000 0.004861420391 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36180KAJ0 84044.65310000 PA USD 75586.41000000 0.000706122417 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36183SUW9 843026.15800000 PA USD 751923.02000000 0.007024406910 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178WDL0 1852977.12960000 PA USD 1674861.74000000 0.015646429312 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208Q2J4 1224.30000000 PA USD 1265.66000000 0.000011823698 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XXB32 19257.84210000 PA USD 17400.72000000 0.000162556185 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XK33 10686.18060000 PA USD 10954.01000000 0.000102331517 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NQ43 14430690.48320000 PA USD 13352644.31000000 0.124739374209 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379XYB0 1741699.53000000 PA USD 1591171.58000000 0.014864602287 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 312935BB4 1228.35000000 PA USD 1226.11000000 0.000011454225 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211JH67 1075.36000000 PA USD 1111.69000000 0.000010385322 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200XYJ2 888.36000000 PA USD 908.97000000 0.000008491527 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AAEB0 2219.41000000 PA USD 2186.85000000 0.000020429384 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212S7K6 19605.22440000 PA USD 19962.13000000 0.000186484680 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201QRP0 42207.51250000 PA USD 42281.55000000 0.000394990981 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CPM6 118.02000000 PA USD 122.01000000 0.000001139808 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ALXB5 823235.09980000 PA USD 737121.50000000 0.006886132251 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291WFN6 8233.02440000 PA USD 8245.68000000 0.000077030507 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291UDX0 24889.77300000 PA USD 25551.84000000 0.000238703320 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38378TK41 6918019.39000000 PA USD 6059145.90000000 0.056604074089 Long ABS-MBS USGA US N 2 2043-06-16 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36201SYS2 887.53000000 PA USD 908.81000000 0.000008490032 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BGV7 23957.36000000 PA USD 23373.84000000 0.000218356612 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5YY7 4277.07000000 PA USD 4070.08000000 0.000038022373 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291XUN7 15781.26810000 PA USD 15805.93000000 0.000147657780 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JDZ8 4120.61990000 PA USD 4259.81000000 0.000039794816 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UZT2 2538027.55700000 PA USD 2282343.62000000 0.021321478224 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295DPJ2 32100.01990000 PA USD 31425.77000000 0.000293577121 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209WV90 8497.16000000 PA USD 8646.24000000 0.000080772507 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208CHE0 325.23000000 PA USD 336.22000000 0.000003140941 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296PMT5 9034.80000000 PA USD 9038.59000000 0.000084437811 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BNN1 24484.29800000 PA USD 24913.86000000 0.000232743360 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GXV3 996.64000000 PA USD 998.34000000 0.000009326415 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MSJ1 533.36000000 PA USD 551.38000000 0.000005150949 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208NZ30 395.75000000 PA USD 409.12000000 0.000003821967 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209DE91 877.41000000 PA USD 907.05000000 0.000008473591 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AAXM5 4129.19470000 PA USD 4130.26000000 0.000038584570 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AEUK4 514627.20780000 PA USD 489722.13000000 0.004574946401 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292C3H5 22023.81720000 PA USD 22041.47000000 0.000205909714 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXJ4 85082.51110000 PA USD 75340.99000000 0.000703829722 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LP42 962976.28680000 PA USD 917875.97000000 0.008574726581 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208WHE6 9033.57090000 PA USD 9338.72000000 0.000087241602 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AUJF2 153345.84690000 PA USD 145549.81000000 0.001359715109 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YY60 2389.12830000 PA USD 2431.04000000 0.000022710588 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C05B0 1646525.26430000 PA USD 1609833.27000000 0.015038938357 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209W3N0 412.20000000 PA USD 414.85000000 0.000003875496 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200AJS9 2457.92000000 PA USD 2515.57000000 0.000023500261 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36198RXG6 2625.34000000 PA USD 2338.97000000 0.000021850477 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALF90 517781.68210000 PA USD 504688.43000000 0.004714760422 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296Y4R0 10652.43160000 PA USD 10808.50000000 0.000100972174 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KRL1 7191.05370000 PA USD 7317.22000000 0.000068356905 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295XE27 12891.00930000 PA USD 12902.27000000 0.000120532012 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWP1 17508.27000000 PA USD 15538.11000000 0.000145155826 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209EXQ0 1847.90470000 PA USD 1880.33000000 0.000017565897 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176PR40 34825.68520000 PA USD 32303.27000000 0.000301774659 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LNV4 13612.63950000 PA USD 12975.10000000 0.000121212384 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201JCY3 5548.32240000 PA USD 5658.40000000 0.000052860336 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C2D50 178377.22080000 PA USD 174219.89000000 0.001627548787 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GH82 23960.44820000 PA USD 24003.35000000 0.000224237446 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178VCS8 21407.38220000 PA USD 19805.74000000 0.000185023696 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201MZM7 14848.38720000 PA USD 15204.32000000 0.000142037585 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KRR1 114.51000000 PA USD 118.38000000 0.000001105896 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201KM37 330.77000000 PA USD 339.11000000 0.000003167939 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180USN0 423128.01240000 PA USD 379926.43000000 0.003549243432 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36181GFY0 8383.25940000 PA USD 7742.20000000 0.000072327035 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291YAS6 13732.80210000 PA USD 13757.76000000 0.000128523933 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178MX89 34386.95900000 PA USD 30876.03000000 0.000288441493 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SUT2 22939134.66630000 PA USD 19649827.92000000 0.183567178243 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NNY3 28549.52860000 PA USD 29281.11000000 0.000273541873 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KCE8 552.37000000 PA USD 571.03000000 0.000005334518 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176JP79 91997.34290000 PA USD 89779.99000000 0.000838717748 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213N4R4 13657.30090000 PA USD 14118.64000000 0.000131895246 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201KGN0 14078.42530000 PA USD 14436.67000000 0.000134866258 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176M3W1 64716.71110000 PA USD 63250.08000000 0.000590877373 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383DUD8 6268074.55000000 PA USD 5181527.02000000 0.048405426140 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36213ADH4 42582.92960000 PA USD 42962.41000000 0.000401351523 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AC5X8 4297.44380000 PA USD 4218.25000000 0.000039406566 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AYZQ2 267020.79730000 PA USD 261121.56000000 0.002439377491 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295VLH0 10448.95210000 PA USD 10458.08000000 0.000097698577 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176W5X5 52334.72090000 PA USD 48645.59000000 0.000454443353 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383MDF2 4647120.62000000 PA USD 4164700.70000000 0.038906313013 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36292FT49 15018.57190000 PA USD 15042.85000000 0.000140529145 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Fannie Mae REMICS N/A 313920ZN3 35938.49000000 PA USD 36419.38000000 0.000340227041 Long ABS-MBS USGSE US N 2 2031-09-25 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JMK3 7637.95670000 PA USD 7838.53000000 0.000073226943 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209QWH4 162.05000000 PA USD 167.52000000 0.000001564958 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291KBQ9 2231.52000000 PA USD 2235.25000000 0.000020881533 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176WQT1 260659.83050000 PA USD 242073.40000000 0.002261431048 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3617A32L3 176248.34260000 PA USD 156556.70000000 0.001462540627 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178GFJ8 186341.47360000 PA USD 177147.72000000 0.001654900349 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177PPS8 327421.05730000 PA USD 303524.49000000 0.002835502396 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F060683 17090000.00000000 PA USD 17285600.18000000 0.161480744879 Long ABS-MBS USGSE US N 2 2026-08-13 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210XYM3 1970.51000000 PA USD 2037.07000000 0.000019030150 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296WE69 685482.34780000 PA USD 653790.44000000 0.006107659910 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NT67 3552.15000000 PA USD 3558.34000000 0.000033241738 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225AWR7 153.92000000 PA USD 159.12000000 0.000001486486 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36184NC25 12486.44000000 PA USD 11426.51000000 0.000106745575 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QTC0 1040.22000000 PA USD 1075.36000000 0.000010045930 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CWR7 6244.55940000 PA USD 6254.39000000 0.000058428029 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210UX57 1300.46000000 PA USD 1344.39000000 0.000012559187 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312946JT4 2861.14000000 PA USD 2740.71000000 0.000025603501 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213HLK3 642.37000000 PA USD 664.07000000 0.000006203690 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179XDD5 55183561.45000000 PA USD 50847104.75000000 0.475009734375 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LME2 2474.22000000 PA USD 2477.81000000 0.000023147510 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C32A9 12823.42000000 PA USD 12190.74000000 0.000113884953 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36195FHT5 483420.41230000 PA USD 441031.45000000 0.004120081820 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180UCS6 389177.73990000 PA USD 351918.49000000 0.003287595415 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LTS5 7348159.79580000 PA USD 7185818.37000000 0.067129361484 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FP59 1342.45000000 PA USD 1253.20000000 0.000011707297 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36202XVT1 754.08000000 PA USD 769.35000000 0.000007187208 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36194GHE7 73571.46280000 PA USD 67151.20000000 0.000627321335 Long ABS-MBS USGA US N 2 2046-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179VQU7 4627936.26130000 PA USD 4158819.95000000 0.038851375500 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230NWT8 7988.31210000 PA USD 7795.09000000 0.000072821130 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208TGT1 2473.99360000 PA USD 2557.56000000 0.000023892528 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181ALM2 937301.72770000 PA USD 846128.42000000 0.007904466498 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200M7J6 82426.77640000 PA USD 82572.99000000 0.000771390509 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NTW0 37030.25630000 PA USD 37097.05000000 0.000346557782 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312946PB6 15282.50710000 PA USD 15005.93000000 0.000140184241 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36202SEZ7 12110.65350000 PA USD 12400.96000000 0.000115848812 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WL42 18206.46880000 PA USD 18239.65000000 0.000170393404 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KVQ8 29939.91510000 PA USD 30358.80000000 0.000283609570 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KWX1 19022.98240000 PA USD 19057.65000000 0.000178035097 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EHQ5 3076.60000000 PA USD 3025.08000000 0.000028260064 Long ABS-MBS USGA US N 2 2036-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NPR4 14372.58990000 PA USD 14858.09000000 0.000138803131 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200QW67 15447.89320000 PA USD 15772.12000000 0.000147341929 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FXL2 16725.30100000 PA USD 16765.87000000 0.000156625465 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207WNY6 53236.42570000 PA USD 51971.90000000 0.000485517484 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YKM7 42181.16940000 PA USD 43303.19000000 0.000404535064 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KGJ1 916.36000000 PA USD 917.89000000 0.000008574857 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201XAM0 1386.23000000 PA USD 1364.51000000 0.000012747147 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208KHS1 10994.63640000 PA USD 11366.03000000 0.000106180576 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291HUB8 48520.98610000 PA USD 48607.48000000 0.000454087332 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230KLW9 170669.71370000 PA USD 167102.19000000 0.001561055782 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AUTF1 271534.14740000 PA USD 258290.15000000 0.002412926677 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210XYY7 834.05000000 PA USD 848.68000000 0.000007928303 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XKW9 82705.64290000 PA USD 82851.58000000 0.000773993075 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230SBX1 61317.32830000 PA USD 59899.39000000 0.000559575485 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296S5K7 2398.30000000 PA USD 2355.38000000 0.000022003778 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177MLF7 74165.15890000 PA USD 68711.52000000 0.000641897725 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295FHD9 8352.70800000 PA USD 8504.76000000 0.000079450812 Long ABS-MBS USGA US N 2 2037-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KHS9 5525.19550000 PA USD 5661.79000000 0.000052892005 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ABW36 77513.11610000 PA USD 75778.40000000 0.000707915973 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201UNB6 3380.62000000 PA USD 3454.45000000 0.000032271205 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230MVF1 80144.12720000 PA USD 76374.73000000 0.000713486842 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38378YH44 1739663.40000000 PA USD 1557036.15000000 0.014545711730 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38375GUS8 10635083.00000000 PA USD 9717516.75000000 0.090780292661 Long ABS-MBS USGA US N 2 2042-08-16 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36213GHZ7 3059.07000000 PA USD 3162.40000000 0.000029542897 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KTU2 5305.22030000 PA USD 5380.73000000 0.000050266365 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NTA7 2798.97470000 PA USD 2848.08000000 0.000026606543 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296HPF0 56871.48270000 PA USD 54076.18000000 0.000505175506 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138LMRF2 4401572.79060000 PA USD 4317628.64000000 0.040334954045 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 3.24000000 N N N N N N Ginnie Mae I Pool N/A 36208WGQ0 1902.43660000 PA USD 1966.70000000 0.000018372759 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LT71 2736.04000000 PA USD 2808.20000000 0.000026233988 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36183WTZ5 252601.40100000 PA USD 238396.61000000 0.002227082760 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 4.00000000 N N N N N N Fannie Mae REMICS N/A 31359SXB1 91709.43000000 PA USD 93338.76000000 0.000871963503 Long ABS-MBS USGSE US N 2 2031-05-25 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36184BTP2 540914.23540000 PA USD 481189.95000000 0.004495239433 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290YUW6 9781.38940000 PA USD 9656.64000000 0.000090211586 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210M2L4 12391.19500000 PA USD 12608.59000000 0.000117788476 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201LL28 10738.35100000 PA USD 10755.13000000 0.000100473595 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JBD1 3324.07000000 PA USD 3406.25000000 0.000031820925 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180MLL9 59014.44310000 PA USD 53118.82000000 0.000496231923 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C1SC1 1888.39000000 PA USD 1795.22000000 0.000016770806 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180M3Y1 3440900.69320000 PA USD 3002436.70000000 0.028048532288 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209DH31 20275.02180000 PA USD 20630.74000000 0.000192730783 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179XBR6 21929745.06610000 PA USD 19058654.60000000 0.178044482642 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291FZ35 8584.42790000 PA USD 8599.29000000 0.000080333904 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297ABT9 4673.12820000 PA USD 4675.72000000 0.000043680215 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176NYN5 43146.78990000 PA USD 41178.32000000 0.000384684692 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210K2F1 14367.25370000 PA USD 14619.32000000 0.000136572560 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201XRE0 8000.46120000 PA USD 8014.41000000 0.000074870000 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208DCH6 595.95000000 PA USD 595.53000000 0.000005563395 Long ABS-MBS USGA US N 2 2027-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208HHH2 747.57000000 PA USD 760.69000000 0.000007106307 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213VM88 5887.11170000 PA USD 6085.98000000 0.000056854756 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Fannie Mae REMICS N/A 3136AVZX0 7382921.00000000 PA USD 6355704.93000000 0.059374505695 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36184HK37 3823035.29700000 PA USD 3413811.10000000 0.031891560233 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36181BNV8 826.55000000 PA USD 787.51000000 0.000007356857 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200THE1 34010.79070000 PA USD 33262.68000000 0.000310737393 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200N7K1 47865.54830000 PA USD 47952.29000000 0.000447966598 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASGT0 8595.22780000 PA USD 8400.44000000 0.000078476263 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176WX55 20413.79620000 PA USD 19402.82000000 0.000181259649 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EMY2 43908.19700000 PA USD 44437.40000000 0.000415130766 Long ABS-MBS USGA US N 2 2037-04-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36296HNZ8 881361.64850000 PA USD 839047.30000000 0.007838315220 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209GM95 1580.95000000 PA USD 1634.35000000 0.000015267971 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176WQ46 1042423.90420000 PA USD 965486.04000000 0.009019496186 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RYZ0 763776.96710000 PA USD 765138.48000000 0.007147864719 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230TDS8 462200.01220000 PA USD 439224.47000000 0.004103201152 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 3617UMGA8 581543.66030000 PA USD 504043.72000000 0.004708737591 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207RR80 113.74000000 PA USD 113.87000000 0.000001063764 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 7.25000000 N N N N N N Ginnie Mae I Pool N/A 36208FLX6 3801.37990000 PA USD 3929.79000000 0.000036711795 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RF87 26781335.71960000 PA USD 23968261.71000000 0.223909653937 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176WYG0 7204.94480000 PA USD 6850.81000000 0.000063999739 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BZB7 2402.08180000 PA USD 2483.22000000 0.000023198049 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YLK2 455.18000000 PA USD 470.56000000 0.000004395935 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AJZK8 34074.49890000 PA USD 34590.16000000 0.000323138609 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AE39 3869.70630000 PA USD 3876.69000000 0.000036215739 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292DQ47 11409.97020000 PA USD 11426.37000000 0.000106744268 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7ZL2 73716.96950000 PA USD 72088.36000000 0.000673443904 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140Q1AN0 2517500.00000000 PA USD 2442679.14000000 0.022819320296 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 4.57000000 N N N N N N Ginnie Mae I Pool N/A 36176FC48 30766.62450000 PA USD 30035.82000000 0.000280592315 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XJA9 58069.84670000 PA USD 58174.23000000 0.000543459173 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176EXK2 5181.42290000 PA USD 4914.98000000 0.000045915364 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GVA5 57504.88050000 PA USD 51760.06000000 0.000483538491 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.00000000 N N N N N N Fannie Mae REMICS N/A 3136BWNM4 27600046.98000000 PA USD 27552332.02000000 0.257391762590 Long ABS-MBS USGSE US N 2 2051-06-25 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291UTL9 3233.14000000 PA USD 3279.03000000 0.000030632445 Long ABS-MBS USGA US N 2 2037-06-15 Fixed 5.50000000 N N N N N N Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 N/A 35563PJJ9 13007069.23700000 PA USD 9957513.73000000 0.093022325955 Long ABS-MBS CORP US N 2 2058-07-25 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290TXT1 95101.08420000 PA USD 96414.94000000 0.000900700939 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210X2Q9 908.98000000 PA USD 939.68000000 0.000008778418 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207VWZ5 407.89000000 PA USD 421.67000000 0.000003939208 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211DCV0 1384.75000000 PA USD 1409.04000000 0.000013163143 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297AHH9 2569002.87130000 PA USD 2380798.75000000 0.022241238461 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210HT93 5175.62220000 PA USD 5266.43000000 0.000049198583 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36205XEX8 14242.09950000 PA USD 14267.49000000 0.000133285792 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LV37 81233.41210000 PA USD 83428.01000000 0.000779378040 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DTD3 74472.09270000 PA USD 67256.43000000 0.000628304386 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SGB1 3748.77660000 PA USD 3755.60000000 0.000035084525 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36183X2P4 142261.29940000 PA USD 126600.88000000 0.001182695665 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292L3T9 12006.61170000 PA USD 12284.67000000 0.000114762440 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARVP3 89021.98950000 PA USD 89149.91000000 0.000832831589 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3131X7D88 1740.66900000 PA USD 1733.99000000 0.000016198800 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JUT3 4715.42300000 PA USD 4798.15000000 0.000044823947 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210P5D2 848.08000000 PA USD 876.73000000 0.000008190344 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KXA0 4585.25950000 PA USD 4705.15000000 0.000043955148 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200RV25 16758.32570000 PA USD 17324.42000000 0.000161843396 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36183UC46 475739.12720000 PA USD 427512.02000000 0.003993784347 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MQP8 8820626.97830000 PA USD 8188043.37000000 0.076492070204 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208WHA4 236.98000000 PA USD 244.99000000 0.000002288677 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207N6U3 9478.54620000 PA USD 9644.84000000 0.000090101352 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EHR3 121638.19180000 PA USD 121534.63000000 0.001135367148 Long ABS-MBS USGA US N 2 2036-04-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5GJ0 12867.52940000 PA USD 12198.30000000 0.000113955578 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200QK45 121.04000000 PA USD 123.82000000 0.000001156716 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207WTT1 7895.61660000 PA USD 8162.33000000 0.000076251857 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202VUH2 83252.56570000 PA USD 83403.43000000 0.000779148416 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230SJB1 93017.80830000 PA USD 88252.52000000 0.000824448241 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132L9V69 20834.28550000 PA USD 18812.11000000 0.000175741281 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36178WDP1 4281.03000000 PA USD 3869.52000000 0.000036148757 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MWK5 52910.53060000 PA USD 53006.49000000 0.000495182544 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VXT3 7903.59490000 PA USD 7917.37000000 0.000073963460 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176CQM0 74990.06940000 PA USD 73235.56000000 0.000684160958 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213YBJ0 1679.25000000 PA USD 1735.97000000 0.000016217297 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379YNX2 3381319.19000000 PA USD 3083324.21000000 0.028804177173 Long ABS-MBS USGA US N 2 2045-03-16 Fixed 2.25000000 N N N N N N Ginnie Mae I Pool N/A 36209NNF5 97.95000000 PA USD 101.26000000 0.000000945963 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200J2E9 350.10000000 PA USD 356.24000000 0.000003327966 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176D6R9 7862.90920000 PA USD 7488.46000000 0.000069956616 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296US76 165489.25360000 PA USD 167918.92000000 0.001568685611 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36292FRY5 144219.75640000 PA USD 141942.71000000 0.001326017858 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 312934EL2 5354.77080000 PA USD 5344.77000000 0.000049930429 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140LGRS3 1471748.68000000 PA USD 1368629.28000000 0.012785629269 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 4.04000000 N N N N N N Ginnie Mae I Pool N/A 36213DZ50 510.78000000 PA USD 528.03000000 0.000004932815 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36220ABQ7 25005.55030000 PA USD 25049.42000000 0.000234009751 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MDT5 4219.90120000 PA USD 4362.45000000 0.000040753671 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36204XHD0 2523.53250000 PA USD 2608.78000000 0.000024371021 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36189WQ74 46002.15360000 PA USD 40686.72000000 0.000380092202 Long ABS-MBS USGA US N 2 2046-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176L4T9 3304.29000000 PA USD 2976.65000000 0.000027807634 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296WGB6 52173.15490000 PA USD 47489.12000000 0.000443639699 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Freddie Mac REMICS N/A 31392M6E7 3621.85000000 PA USD 3667.20000000 0.000034258699 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210PU44 11642.64670000 PA USD 12035.93000000 0.000112438730 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200AN70 99.82000000 PA USD 102.29000000 0.000000955585 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XCH8 18297.97580000 PA USD 18143.82000000 0.000169498168 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208V6T7 774.24000000 PA USD 800.39000000 0.000007477181 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Freddie Mac REMICS N/A 3137ATV66 1908454.21000000 PA USD 1768058.78000000 0.016517068878 Long ABS-MBS USGSE US N 2 2042-04-15 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36178MSR3 12258.25960000 PA USD 11599.03000000 0.000108357244 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PP76 11790.68040000 PA USD 11997.54000000 0.000112080094 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJVU1 5381.97000000 PA USD 4790.02000000 0.000044747997 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3622A2AJ1 26451.05160000 PA USD 25876.97000000 0.000241740659 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176PRL2 483597.26110000 PA USD 448169.12000000 0.004186761383 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210YUZ6 567.89000000 PA USD 577.85000000 0.000005398230 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179V7E4 26699247.39210000 PA USD 22374946.51000000 0.209025026117 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36201X6H6 33351.15140000 PA USD 33411.94000000 0.000312131768 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176YBP1 79027.02630000 PA USD 74963.17000000 0.000700300157 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200DMM2 2823.17880000 PA USD 2884.84000000 0.000026949952 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178B6L4 100019.15100000 PA USD 92691.79000000 0.000865919559 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179T7J8 8564221.30890000 PA USD 7712156.65000000 0.072046373137 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JHY7 2908.27000000 PA USD 3006.51000000 0.000028086584 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295UD57 8580.73030000 PA USD 8870.58000000 0.000082868274 Long ABS-MBS USGA US N 2 2037-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177WFB1 11664.94000000 PA USD 10830.39000000 0.000101176668 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARLU3 73029.05280000 PA USD 69579.88000000 0.000650009877 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36179JUW5 577025.58940000 PA USD 521559.64000000 0.004872369966 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36241LX27 5468326.62220000 PA USD 5456449.42000000 0.050973730016 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KRP2 2151.52000000 PA USD 2224.20000000 0.000020778305 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206RTL0 2680.33470000 PA USD 2727.36000000 0.000025478786 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292FK55 13202.04130000 PA USD 13220.59000000 0.000123505733 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WQC5 11280388.98260000 PA USD 10084061.99000000 0.094204530048 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FPF7 46821.04940000 PA USD 44633.82000000 0.000416965707 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VZ80 68.64000000 PA USD 68.53000000 0.000000640201 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211LFF4 166191.72240000 PA USD 162552.26000000 0.001518550686 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201Y2Q8 39893.23800000 PA USD 39959.41000000 0.000373297729 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FUT7 117532.29070000 PA USD 117592.17000000 0.001098536990 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ANYE4 13148.77230000 PA USD 12495.16000000 0.000116728821 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QAK1 4284.47850000 PA USD 4386.09000000 0.000040974514 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296XXE9 84570.98030000 PA USD 82891.48000000 0.000774365818 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210A4V6 1763.18000000 PA USD 1822.74000000 0.000017027896 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210S3F3 2332.26000000 PA USD 2373.18000000 0.000022170064 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207FLM1 9062.63780000 PA USD 9221.64000000 0.000086147850 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213JPQ2 4103.96050000 PA USD 4242.59000000 0.000039633948 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SYQ4 1751131.19710000 PA USD 1500968.80000000 0.014021934867 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GP46 3454120.85730000 PA USD 3285647.15000000 0.030694262488 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36183YKK3 169918.68210000 PA USD 160393.14000000 0.001498380354 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180HBC1 421265.24540000 PA USD 390288.05000000 0.003646040888 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KUL0 157728.80470000 PA USD 157881.23000000 0.001474914284 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201G3L7 3620.90620000 PA USD 3706.78000000 0.000034628453 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176LYB5 59034.75550000 PA USD 55941.65000000 0.000522602583 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208VZ40 6623.84050000 PA USD 6740.05000000 0.000062965027 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296UZ37 103884.68580000 PA USD 101713.17000000 0.000950196596 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ASST7 57056.19720000 PA USD 54199.03000000 0.000506323161 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176EM99 593436.35530000 PA USD 531151.59000000 0.004961977224 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290R5R0 4487.52480000 PA USD 4495.44000000 0.000041996054 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LBC55 15064.96560000 PA USD 15047.04000000 0.000140568288 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210WGQ6 4091.33020000 PA USD 4229.53000000 0.000039511943 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291MLX9 4201.77590000 PA USD 4260.74000000 0.000039803504 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36297FD33 5292.86640000 PA USD 5298.10000000 0.000049494441 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209W6M9 1090.49000000 PA USD 1127.33000000 0.000010531429 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179BB45 58369.67300000 PA USD 52560.14000000 0.000491012777 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NSV4 3586.49000000 PA USD 3680.24000000 0.000034380518 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C4SL5 148540.22520000 PA USD 145091.76000000 0.001355436041 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6VJ4 98225.47060000 PA USD 98130.79000000 0.000916730278 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M96W7 34434.10730000 PA USD 33706.34000000 0.000314882030 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177N2V1 81414.54810000 PA USD 75274.39000000 0.000703207550 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NS93 23354.09130000 PA USD 23995.78000000 0.000224166727 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211CE65 2302.14000000 PA USD 2379.91000000 0.000022232935 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SQV2 3122148.43040000 PA USD 2751441.07000000 0.025703750454 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LJG2 2063.74000000 PA USD 2099.95000000 0.000019617571 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A2K70 55704.35900000 PA USD 54562.90000000 0.000509722407 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5KJ5 809556.42270000 PA USD 769765.67000000 0.007191091572 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FAE9 760.76000000 PA USD 786.46000000 0.000007347048 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200FJW9 440.01000000 PA USD 441.39000000 0.000004123431 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CPA5 1758.37000000 PA USD 1817.77000000 0.000016981467 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178HYJ5 20709.50390000 PA USD 19088.74000000 0.000178325538 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312943FM0 6911.41540000 PA USD 6783.70000000 0.000063372802 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XHE3 6233.66310000 PA USD 6245.02000000 0.000058340495 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620APZP3 158563.19060000 PA USD 155200.56000000 0.001449871672 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XP38 61215.79370000 PA USD 61322.51000000 0.000572870163 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296PJ51 6528.80000000 PA USD 6531.24000000 0.000061014340 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARLH2 347777.67330000 PA USD 331628.83000000 0.003098050975 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140UH6P0 1146771.61000000 PA USD 1108145.82000000 0.010352212858 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BMSF5 516856.78660000 PA USD 459719.77000000 0.004294666666 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180UZH5 171093.56570000 PA USD 153811.88000000 0.001436898730 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NF86 585213.68170000 PA USD 555805.06000000 0.005192288041 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297AGL1 1064826.13860000 PA USD 1011309.36000000 0.009447574111 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LPE0 2678594.88190000 PA USD 2551558.23000000 0.023836460365 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3133KNGN7 183824.38170000 PA USD 145479.96000000 0.001359062575 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36211SFA0 209354.24450000 PA USD 214786.19000000 0.002006516035 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FGV5 3544.60980000 PA USD 3606.80000000 0.000033694447 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213LLA6 182.92000000 PA USD 189.10000000 0.000001766557 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176FJF6 258503.22470000 PA USD 252385.85000000 0.002357769162 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180HG51 15555.12070000 PA USD 14345.63000000 0.000134015770 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209VJ96 2735.70670000 PA USD 2783.70000000 0.000026005110 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36179A5K8 200895.00250000 PA USD 180899.92000000 0.001689953112 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36184HU77 334287.31860000 PA USD 314483.74000000 0.002937882865 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291RNG3 59728.77480000 PA USD 59830.65000000 0.000558933321 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295PPT3 53488.58990000 PA USD 55601.15000000 0.000519421658 Long ABS-MBS USGA US N 2 2037-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FDD5 438651.50780000 PA USD 443878.96000000 0.004146683039 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36294XUY0 926.40000000 PA USD 939.36000000 0.000008775428 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200XXV6 6495.35390000 PA USD 6714.76000000 0.000062728770 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AAQZ4 92735.65510000 PA USD 88091.79000000 0.000822946713 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BND6 35893.63690000 PA USD 37106.11000000 0.000346642420 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200DPJ6 467.43000000 PA USD 476.29000000 0.000004449464 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176DL76 12455.79860000 PA USD 12158.84000000 0.000113586946 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177PD36 769515.31660000 PA USD 714427.02000000 0.006674122168 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3131X65A4 335.59170000 PA USD 334.57000000 0.000003125527 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C15H5 151672.75510000 PA USD 144660.47000000 0.001351406963 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213C6Y1 2548.86000000 PA USD 2552.81000000 0.000023848154 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MER0 93152.86010000 PA USD 88453.69000000 0.000826327555 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWU0 62458.11630000 PA USD 55422.07000000 0.000517748707 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296P6G1 67493.83930000 PA USD 67528.23000000 0.000630843521 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295R4W5 75284.43110000 PA USD 71788.64000000 0.000670643942 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASPJ2 107132.75240000 PA USD 104411.21000000 0.000975401478 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178VLG4 488094.39010000 PA USD 426613.04000000 0.003985386145 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ATF28 49832.18710000 PA USD 49841.50000000 0.000465615452 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207QFY8 81140.13910000 PA USD 77643.94000000 0.000725343704 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292D7H9 9590.16190000 PA USD 9603.94000000 0.000089719267 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213HF46 5134.54030000 PA USD 5307.98000000 0.000049586740 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178L4G5 5091.61000000 PA USD 4754.03000000 0.000044411781 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36177PE43 42651.76110000 PA USD 39527.11000000 0.000369259215 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KD85 2859.76000000 PA USD 2909.93000000 0.000027184341 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297JTN4 2479.95000000 PA USD 2372.02000000 0.000022159228 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295WJA6 6325.50170000 PA USD 6189.46000000 0.000057821458 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212G2E1 20316.84770000 PA USD 21003.14000000 0.000196209715 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C6SR7 312850.84880000 PA USD 297415.35000000 0.002778431281 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARHT1 529700.57740000 PA USD 504998.04000000 0.004717652775 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FX92 8806808.36150000 PA USD 8596825.87000000 0.080310884819 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178DR29 1007780.53730000 PA USD 933125.77000000 0.008717189038 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MQW6 2979.42780000 PA USD 2943.52000000 0.000027498137 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KQ68 31930.77690000 PA USD 32376.15000000 0.000302455498 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KU63 142452.43670000 PA USD 144413.96000000 0.001349104086 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36225AZL7 668.19000000 PA USD 690.76000000 0.000006453026 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210HUU4 4443.67060000 PA USD 4521.63000000 0.000042240719 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NZR5 1030.25000000 PA USD 1031.99000000 0.000009640771 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C4BW9 35604.18310000 PA USD 33854.19000000 0.000316263234 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A5A33 90671.08410000 PA USD 90685.87000000 0.000847180409 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212MCY3 7318.10430000 PA USD 7565.31000000 0.000070674543 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176XE47 65866.76040000 PA USD 59586.28000000 0.000556650436 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EDN6 6519.20840000 PA USD 6415.62000000 0.000059934227 Long ABS-MBS USGA US N 2 2035-05-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36202U7J6 4246.95720000 PA USD 4332.10000000 0.000040470144 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UT58 17498.13250000 PA USD 16173.55000000 0.000151092057 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9SG7 1314075.86250000 PA USD 1286741.90000000 0.012020643675 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ALZW7 169491.76730000 PA USD 165603.44000000 0.001547054575 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FAU0 55419.89310000 PA USD 54224.03000000 0.000506556709 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TLS2 8091066.17530000 PA USD 7286076.29000000 0.068065963247 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176CCV5 277009.01310000 PA USD 270380.58000000 0.002525874543 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296LED8 204842.04450000 PA USD 205035.31000000 0.001915424066 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BMK1 74.17000000 PA USD 75.47000000 0.000000705034 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WH62 11804.20930000 PA USD 11825.38000000 0.000110471788 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LF50 70689.13410000 PA USD 70713.18000000 0.000660597078 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208UK22 3213.77230000 PA USD 3322.33000000 0.000031036950 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C1DN3 62885.19850000 PA USD 61436.76000000 0.000573937477 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209J5T4 4783.84500000 PA USD 4945.44000000 0.000046199919 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EUS6 4588.67380000 PA USD 4581.48000000 0.000042799833 Long ABS-MBS USGA US N 2 2038-07-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VTG6 3714.93860000 PA USD 3810.35000000 0.000035595996 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201TMJ3 25851.03120000 PA USD 25898.12000000 0.000241938241 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C6P58 245319.47480000 PA USD 233215.85000000 0.002178684499 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208RY32 7376.45590000 PA USD 7505.87000000 0.000070119259 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AUVM3 87475.98830000 PA USD 87558.52000000 0.000817964946 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KK53 244.15000000 PA USD 252.40000000 0.000002357901 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297BJQ5 296534.42540000 PA USD 282240.67000000 0.002636670590 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209GFN2 23108.19290000 PA USD 23888.78000000 0.000223167141 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291ESB8 52600.59320000 PA USD 52695.15000000 0.000492274030 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292FPY7 19188.07560000 PA USD 19210.38000000 0.000179461889 Long ABS-MBS USGA US N 2 2037-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200ECM1 26375.32850000 PA USD 26973.05000000 0.000251980154 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379BCW6 2541914.61000000 PA USD 2320947.50000000 0.021682112696 Long ABS-MBS USGA US N 2 2039-12-16 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36230RVZ6 90506.31720000 PA USD 86395.77000000 0.000807102625 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210GYA6 1252.23000000 PA USD 1274.20000000 0.000011903478 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 3617G1DT2 2957717.16730000 PA USD 2727834.52000000 0.025483219883 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AXN61 29953.53000000 PA USD 29160.58000000 0.000272415891 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201XDR6 296.90000000 PA USD 302.11000000 0.000002822288 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASSY6 52414.50230000 PA USD 51373.60000000 0.000479928212 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C07A0 6401.45000000 PA USD 6262.51000000 0.000058503885 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176VTP8 833530.00890000 PA USD 747824.37000000 0.006986117638 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291E7C9 26855.20790000 PA USD 26900.25000000 0.000251300062 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212TA53 23269.00340000 PA USD 23307.76000000 0.000217739297 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36294S6P7 1239.33000000 PA USD 1241.49000000 0.000011597903 Long ABS-MBS USGA US N 2 2037-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177XP77 191319.17510000 PA USD 173002.58000000 0.001616176771 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36297F3D2 129689.55400000 PA USD 129719.84000000 0.001211832749 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176D6Y4 206704.46730000 PA USD 201776.43000000 0.001884979860 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GB70 8927.16050000 PA USD 9163.72000000 0.000085606766 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CXS4 9596.38890000 PA USD 9612.31000000 0.000089797459 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BFM5 65.47000000 PA USD 65.48000000 0.000000611709 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210XW78 4861.79370000 PA USD 4947.09000000 0.000046215333 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VHU8 374.52000000 PA USD 387.17000000 0.000003616912 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180KM24 462775.75760000 PA USD 426210.60000000 0.003981626582 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36178DLP4 65500.67960000 PA USD 60509.00000000 0.000565270415 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5L88 79089.46870000 PA USD 75068.59000000 0.000701284983 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FLN4 4671.40780000 PA USD 4454.66000000 0.000041615090 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TAY2 22370.64970000 PA USD 22763.13000000 0.000212651406 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209HAE5 476.58000000 PA USD 492.68000000 0.000004602578 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295VG37 4073.79000000 PA USD 4074.96000000 0.000038067962 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200XAV1 5526.63340000 PA USD 5623.60000000 0.000052535237 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209MCG7 2505.00240000 PA USD 2589.62000000 0.000024192030 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BUG1 593.04000000 PA USD 605.83000000 0.000005659617 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CPV6 7712.27090000 PA USD 7874.14000000 0.000073559609 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291FKZ0 39497.95220000 PA USD 39558.16000000 0.000369549282 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YLQ0 3387.51790000 PA USD 3501.95000000 0.000032714947 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138LJJR2 3277745.00000000 PA USD 3053388.93000000 0.028524524094 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.41000000 N N N N N N Ginnie Mae I Pool N/A 3620ARQP9 287706.57820000 PA USD 268160.22000000 0.002505132111 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36177N7C8 61963.43900000 PA USD 56250.26000000 0.000525485594 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132A1NB6 1938960.15980000 PA USD 1936316.58000000 0.018088920280 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295CG62 1902.58000000 PA USD 1746.03000000 0.000016311277 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296UM72 727241.91380000 PA USD 737752.45000000 0.006892026537 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VGP0 554.20000000 PA USD 572.92000000 0.000005352174 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291QFD1 36864.82960000 PA USD 37815.44000000 0.000353268926 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290TRJ0 14151.27330000 PA USD 14518.68000000 0.000135632389 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290UAH9 196490.52420000 PA USD 186686.98000000 0.001744015381 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A1P77 92130.37510000 PA USD 90025.32000000 0.000841009602 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMRZ7 64685.41340000 PA USD 60309.01000000 0.000563402124 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36297F2P6 21138.18590000 PA USD 20685.68000000 0.000193244028 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176LVV4 12720.91230000 PA USD 12095.66000000 0.000112996723 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WDQ8 162822834.70050000 PA USD 130649042.56000000 1.220513287981 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36207VB47 1170.11000000 PA USD 1190.64000000 0.000011122867 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296PJ44 207705.59090000 PA USD 203157.00000000 0.001897877039 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200FUJ5 65470.73600000 PA USD 67105.27000000 0.000626892261 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291F4H8 8746.08770000 PA USD 8979.40000000 0.000083884862 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208CJK4 565.29000000 PA USD 584.39000000 0.000005459326 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AWZP8 17725.24730000 PA USD 17330.25000000 0.000161897860 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AM4G4 50772.84040000 PA USD 48306.04000000 0.000451271303 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RPM9 21837.11940000 PA USD 22148.99000000 0.000206914157 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291CUU7 27903.43160000 PA USD 27954.29000000 0.000261146823 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213HMP1 227.20000000 PA USD 232.10000000 0.000002168260 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210QZD7 2848.18000000 PA USD 2944.39000000 0.000027506264 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209BHT8 420.77000000 PA USD 434.98000000 0.000004063549 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291VBJ1 8217.84040000 PA USD 8232.77000000 0.000076909902 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178EDE6 789422.89790000 PA USD 710266.44000000 0.006635254350 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UBG3 43352.56340000 PA USD 38894.94000000 0.000363353532 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209DVP6 2950.62760000 PA USD 3050.30000000 0.000028495667 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FTS8 270230.52340000 PA USD 263643.11000000 0.002462933617 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 3132A7SF9 7336.02410000 PA USD 7298.21000000 0.000068179315 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296XSF2 21794.77500000 PA USD 21348.17000000 0.000199432959 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209JQU8 2799.64320000 PA USD 2894.21000000 0.000027037486 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290WJ94 28267.53020000 PA USD 28318.98000000 0.000264553728 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230UFB0 136342.38700000 PA USD 129770.32000000 0.001212304329 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207QFA0 43791.35060000 PA USD 42747.32000000 0.000399342169 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176GVX1 37840.88200000 PA USD 36935.40000000 0.000345047660 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209ENG3 376.76000000 PA USD 389.49000000 0.000003638585 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FUC1 233.48000000 PA USD 234.66000000 0.000002192175 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JRG5 2465.04000000 PA USD 2508.29000000 0.000023432251 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291JF96 21693.50660000 PA USD 21733.05000000 0.000203028478 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DUT6 598.66000000 PA USD 598.57000000 0.000005591794 Long ABS-MBS USGA US N 2 2032-10-20 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FLP9 39375.03880000 PA USD 38475.99000000 0.000359439733 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FNY8 18959.82090000 PA USD 19292.46000000 0.000180228674 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297HNL8 3327.71150000 PA USD 3357.37000000 0.000031364291 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36180MGV3 145867.21970000 PA USD 132951.20000000 0.001242019865 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36180URP6 76735.11790000 PA USD 69154.99000000 0.000646040587 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208WDX8 1687.37550000 PA USD 1744.37000000 0.000016295770 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NJA7 307831.90930000 PA USD 285268.85000000 0.002664959614 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RUL5 5374.41240000 PA USD 5384.14000000 0.000050298220 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213QHU6 14796.68360000 PA USD 15056.28000000 0.000140654607 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BDM7 1583.86000000 PA USD 1611.65000000 0.000015055910 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BLDY2 34841.57980000 PA USD 31022.61000000 0.000289810832 Long ABS-MBS USGA US N 2 2047-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AL2R4 62189.85210000 PA USD 62277.21000000 0.000581788896 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290N3S9 139190.29490000 PA USD 139441.37000000 0.001302650533 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209NUG5 4501.83770000 PA USD 4653.91000000 0.000043476468 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296FV67 47366.83900000 PA USD 48152.38000000 0.000449835823 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A2KY7 949151.32820000 PA USD 853280.21000000 0.007971277969 Long ABS-MBS USGA US N 2 2043-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213RT56 8325.90380000 PA USD 8471.98000000 0.000079144584 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NR84 656.06000000 PA USD 667.57000000 0.000006236387 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AUS54 251316.79730000 PA USD 246140.93000000 0.002299429600 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AKPE0 11036.81200000 PA USD 10823.59000000 0.000101113143 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AKYJ9 13975.20620000 PA USD 13979.46000000 0.000130595038 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RAT3 601010.83800000 PA USD 588085.26000000 0.005493847181 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292EU99 19023.86710000 PA USD 18747.31000000 0.000175135925 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A5BV0 111117.03040000 PA USD 105718.41000000 0.000987613239 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NH38 21487.43410000 PA USD 21180.87000000 0.000197870055 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176PZ33 681704.99190000 PA USD 647443.39000000 0.006048366258 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7ZN9 3440.68000000 PA USD 3381.55000000 0.000031590179 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KNX4 4735.71510000 PA USD 4818.80000000 0.000045016858 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180MXJ1 58234.46450000 PA USD 52659.19000000 0.000491938095 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KRN0 97858.76080000 PA USD 96220.12000000 0.000898880946 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208WDE0 2064.81500000 PA USD 2134.56000000 0.000019940895 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290NAP7 23341.93960000 PA USD 23383.13000000 0.000218443398 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MEF6 66527.96140000 PA USD 65032.79000000 0.000607531312 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SWV9 90092.00850000 PA USD 90245.67000000 0.000843068094 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VFQ8 16291.17010000 PA USD 14644.89000000 0.000136811433 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QSX4 7121.95350000 PA USD 7134.28000000 0.000066647894 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TBQ8 1946.88000000 PA USD 1981.04000000 0.000018506723 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176LZW8 142147.39130000 PA USD 131426.85000000 0.001227779505 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230UCB3 115995.00010000 PA USD 110426.06000000 0.001031591743 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180SAY0 90863.75940000 PA USD 84578.80000000 0.000790128632 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295GX56 404323.23130000 PA USD 404732.29000000 0.003780977865 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C2GM0 531207.26920000 PA USD 519119.22000000 0.004849571750 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36206BTK7 36550.85640000 PA USD 35783.11000000 0.000334283056 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295K6C2 23525.33770000 PA USD 23560.55000000 0.000220100842 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMZ47 1681427.53100000 PA USD 1565322.94000000 0.014623126284 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179S5K9 8523797.28710000 PA USD 7511726.77000000 0.070173972643 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BZU5 1519.48000000 PA USD 1570.81000000 0.000014674385 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209SRB9 20844.57290000 PA USD 21548.69000000 0.000201306201 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177L6P4 68127.97000000 PA USD 63484.71000000 0.000593069268 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RYW7 14992.32760000 PA USD 15019.57000000 0.000140311665 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180DED5 89515.33960000 PA USD 83586.97000000 0.000780863032 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292FC39 1412.11000000 PA USD 1414.22000000 0.000013211534 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296XS47 91807.34710000 PA USD 89945.26000000 0.000840261687 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209VMY7 31898.96510000 PA USD 32458.62000000 0.000303225926 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201MSL7 1770.23000000 PA USD 1810.82000000 0.000016916540 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176SGK0 2841.62000000 PA USD 2843.90000000 0.000026567494 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALTL8 5411.51350000 PA USD 5308.76000000 0.000049594026 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290R4U4 23106.43040000 PA USD 23681.25000000 0.000221228412 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36179BJG0 281030.63550000 PA USD 260754.16000000 0.002435945269 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TV51 11290335.33290000 PA USD 10167046.32000000 0.094979763264 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36184LGB5 99782.83030000 PA USD 94349.48000000 0.000881405571 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210GV35 7738.24370000 PA USD 7874.01000000 0.000073558394 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VXG1 139.99000000 PA USD 140.26000000 0.000001310298 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291RRX2 20172.43210000 PA USD 20674.26000000 0.000193137343 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NC74 198288.20210000 PA USD 198638.08000000 0.001855661636 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210QWJ7 8156.05280000 PA USD 8299.15000000 0.000077530019 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290TK24 1615968.07870000 PA USD 1498027.94000000 0.013994461579 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3617A9VS3 96794.79660000 PA USD 85886.18000000 0.000802342075 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36294NZK7 64660.19560000 PA USD 66213.14000000 0.000618558051 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AS5K1 49509.38080000 PA USD 48444.61000000 0.000452565813 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AKZQ2 203771.85040000 PA USD 199250.38000000 0.001861381696 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200DGC1 1841.47000000 PA USD 1844.75000000 0.000017233512 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132L9XW0 24333.30560000 PA USD 21994.33000000 0.000205469336 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36177WAV2 44901.01210000 PA USD 41848.74000000 0.000390947704 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209JAX9 420.61000000 PA USD 434.82000000 0.000004062054 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MAAK5 482960.09370000 PA USD 474900.31000000 0.004436482100 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WQ87 48139.12650000 PA USD 48226.22000000 0.000450525631 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AM79 233.62000000 PA USD 241.51000000 0.000002256167 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132L7TU3 721274.11230000 PA USD 708066.65000000 0.006614704081 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9W72 103820.28970000 PA USD 101477.21000000 0.000947992276 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177RAT8 205819.50960000 PA USD 194537.53000000 0.001817354614 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292DXC1 6432.46530000 PA USD 6440.82000000 0.000060169644 Long ABS-MBS USGA US N 2 2037-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176PZY5 56090.53150000 PA USD 54923.80000000 0.000513093907 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BVX3 40701.96990000 PA USD 42076.87000000 0.000393078877 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291KVE4 3806.85000000 PA USD 3813.11000000 0.000035621779 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202C5S8 14454.04190000 PA USD 14707.49000000 0.000137396238 Long ABS-MBS USGA US N 2 2028-10-20 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NDR6 7941514.49560000 PA USD 7329622.39000000 0.068472767557 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210EMQ9 2516.21000000 PA USD 2601.21000000 0.000024300303 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RXB0 1463906.63000000 PA USD 1259474.70000000 0.011765915594 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 2.50000000 N N N N N N Freddie Mac Pool N/A 3132A9MC8 4473.40600000 PA USD 4452.51000000 0.000041595005 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178D7B1 217354.07620000 PA USD 195479.58000000 0.001826155173 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YLN7 115.50000000 PA USD 119.40000000 0.000001115425 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209MGD0 413.31000000 PA USD 427.27000000 0.000003991523 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176H5F7 328182.79830000 PA USD 296010.91000000 0.002765311111 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JRN2 2314.68000000 PA USD 2318.69000000 0.000021661023 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36184FSP4 51379.92660000 PA USD 45723.92000000 0.000427149337 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200A4M8 25537.10090000 PA USD 25124.65000000 0.000234712544 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36181BRL6 2143480.55590000 PA USD 1928550.97000000 0.018016374550 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201KCH7 3186.52000000 PA USD 3268.36000000 0.000030532767 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NBM2 556.74000000 PA USD 549.64000000 0.000005134694 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292CRL0 19626.32570000 PA USD 19656.75000000 0.000183631843 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202D5P2 2182.24000000 PA USD 2152.06000000 0.000020104378 Long ABS-MBS USGA US N 2 2034-05-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AEU81 298386.06400000 PA USD 283832.37000000 0.002651540128 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NMN8 55683.49770000 PA USD 54845.39000000 0.000512361407 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290TMP1 5461.62120000 PA USD 5587.49000000 0.000052197901 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SEH6 45847136.70030000 PA USD 41994152.50000000 0.392306136650 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36202WH51 784.11000000 PA USD 810.60000000 0.000007572562 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176H5J9 549815.29970000 PA USD 492887.92000000 0.004604520967 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296CNC0 121574.92840000 PA USD 121728.33000000 0.001137176678 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AVE4 4937.89820000 PA USD 5024.53000000 0.000046938772 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209TR43 324.68000000 PA USD 335.65000000 0.000003135616 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TLN3 25780.88660000 PA USD 21056.99000000 0.000196712777 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36207JSQ7 469.88000000 PA USD 470.38000000 0.000004394253 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FYU4 3212.22980000 PA USD 3320.74000000 0.000031022097 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312939ZJ3 469614.09090000 PA USD 461867.10000000 0.004314726857 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C56X0 386123.71750000 PA USD 367660.59000000 0.003434656900 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FVK6 130313.02070000 PA USD 130548.78000000 0.001219576642 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XWZ6 4901.10620000 PA USD 4910.04000000 0.000045869215 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36183QUP8 376156.94500000 PA USD 336413.48000000 0.003142748806 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230KDL2 61424.20630000 PA USD 60055.40000000 0.000561032919 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209JQ38 976.27000000 PA USD 1009.25000000 0.000009428335 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N HSBC Bank USA CYYGQCGNHMHPSMRL3R97 N/A 10200000.00000000 PA USD 10200000.00000000 0.095287614003 Long RA CORP US N 2 Repurchase Y 3.65000000 2026-08-03 11949162.00000000 USD 10404000.00000000 USD AMBS N N N Ginnie Mae I Pool N/A 36176XTK5 5880.29990000 PA USD 5449.68000000 0.000050910490 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVRW4 103895.09140000 PA USD 101540.58000000 0.000948584273 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AC6R0 25227.46160000 PA USD 24692.47000000 0.000230675151 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KQ94 248.24170000 PA USD 248.03000000 0.000002317077 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DVY4 432.18000000 PA USD 432.11000000 0.000004036738 Long ABS-MBS USGA US N 2 2033-01-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201CZB3 3727.67880000 PA USD 3811.15000000 0.000035603469 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36179EFB9 94190.09700000 PA USD 83234.95000000 0.000777574488 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36179JAX5 34011.78480000 PA USD 30563.91000000 0.000285525692 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BLZ9 8363.20340000 PA USD 8509.93000000 0.000079499110 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176KMJ3 428494.25770000 PA USD 408597.38000000 0.003817085238 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290YTP3 3295.90000000 PA USD 3301.43000000 0.000030841704 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209L3Q7 1671.99000000 PA USD 1728.47000000 0.000016147233 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 3617GNRL6 2100006.09100000 PA USD 1936787.32000000 0.018093317897 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KST5 17320.11840000 PA USD 17351.45000000 0.000162095908 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212G7F3 713.00000000 PA USD 737.08000000 0.000006885744 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291FQB7 1171650.13320000 PA USD 1044636.35000000 0.009758912283 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C6DM4 206997.59800000 PA USD 202248.85000000 0.001889393171 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212ADA0 7096.27750000 PA USD 7335.99000000 0.000068532253 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179M2Q2 864995.73580000 PA USD 802269.53000000 0.007494740127 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209WSF0 445.37000000 PA USD 460.41000000 0.000004301114 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230MJY4 7619.49680000 PA USD 7223.21000000 0.000067478671 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36225B4H8 61877.93010000 PA USD 63407.64000000 0.000592349286 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210LKH5 2553.37000000 PA USD 2639.62000000 0.000024659126 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179Q3J8 94715.22190000 PA USD 87135.03000000 0.000814008735 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8XW9 143620.53680000 PA USD 143298.86000000 0.001338686907 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210EEH8 3959.56520000 PA USD 4093.32000000 0.000038239480 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211BE59 5100.56590000 PA USD 5190.05000000 0.000048485047 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230MKB2 22868.17390000 PA USD 21774.70000000 0.000203417569 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38385FK42 11981198.68000000 PA USD 11937676.98000000 0.111520858448 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213EFS0 4917.07550000 PA USD 5083.17000000 0.000047486582 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201R2M2 49738.61090000 PA USD 50824.89000000 0.000474802205 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CJ96 7522.07150000 PA USD 7532.76000000 0.000070370463 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179DYX2 514179.98660000 PA USD 454767.72000000 0.004248404996 Long ABS-MBS USGA US N 2 2046-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JNE6 14977.78890000 PA USD 14803.63000000 0.000138294370 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJU99 77185.34170000 PA USD 75289.22000000 0.000703346091 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295WVW4 16745.14170000 PA USD 16378.44000000 0.000153006124 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291D5C3 1098.67000000 PA USD 1100.54000000 0.000010281159 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200DF81 56494.40850000 PA USD 57349.47000000 0.000535754329 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36211UU91 131.91000000 PA USD 132.17000000 0.000001234721 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132M5ME9 19402.00660000 PA USD 18927.15000000 0.000176815976 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213WMC7 6006.30770000 PA USD 6209.20000000 0.000058005867 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132M45D3 55552.65860000 PA USD 54670.70000000 0.000510729466 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178QZB1 486936.91360000 PA USD 450997.71000000 0.004213185853 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EPZ6 6484.05920000 PA USD 6706.02000000 0.000062647122 Long ABS-MBS USGA US N 2 2037-10-20 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AUGY4 7581.30000000 PA USD 7214.41000000 0.000067396462 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292HR96 6165.67140000 PA USD 6180.39000000 0.000057736727 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SSR9 28434.75030000 PA USD 26743.30000000 0.000249833847 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297F3E0 1339869.40080000 PA USD 1340552.06000000 0.012523334043 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213HNB1 2306.16000000 PA USD 2384.06000000 0.000022271704 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209LHW9 439.30000000 PA USD 454.14000000 0.000004242540 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ATTN7 25361.33230000 PA USD 24781.86000000 0.000231510226 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJTZ3 107069.94630000 PA USD 101738.17000000 0.000950430144 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FK76 36208.66820000 PA USD 34704.59000000 0.000324207605 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AUG3 1126.05000000 PA USD 1164.09000000 0.000010874839 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295QCJ7 111163.32530000 PA USD 111297.05000000 0.001039728464 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36180YJ44 3575351.93040000 PA USD 3211442.24000000 0.030001045937 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.00000000 N N N N N N Wells Fargo Securities, LLC VYVVCKR63DVZZN70PB21 N/A 45600000.00000000 PA USD 45600000.00000000 0.425991686134 Long RA CORP US N 2 Repurchase Y 3.65000000 2026-08-03 49216514.00000000 USD 46512000.51000000 USD AMBS N N N Ginnie Mae II Pool N/A 36179SUS4 97467.21870000 PA USD 81262.61000000 0.000759149040 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 312941MT1 39073.85870000 PA USD 38986.27000000 0.000364206730 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AKJF4 7360.45820000 PA USD 7368.55000000 0.000068836426 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NQP8 3346.08100000 PA USD 3354.39000000 0.000031336452 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177YZJ8 103340.55740000 PA USD 97828.10000000 0.000913902571 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213RJD0 1261.02000000 PA USD 1303.62000000 0.000012178317 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211BAU8 4200.51260000 PA USD 4274.21000000 0.000039929340 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296HNF2 12976.51000000 PA USD 12389.83000000 0.000115744837 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FR95 4672.39310000 PA USD 4574.25000000 0.000042732291 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GBD1 156100.69450000 PA USD 152950.99000000 0.001428856362 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179N5W4 3121064.42510000 PA USD 2953478.87000000 0.027591172013 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EE88 1519098.85040000 PA USD 1517964.24000000 0.014180704958 Long ABS-MBS USGA US N 2 2035-09-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201R3N9 15778.17960000 PA USD 16139.97000000 0.000150778356 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C1ZX7 318458.91970000 PA USD 303169.64000000 0.002832187415 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TBW5 8286.73980000 PA USD 8566.66000000 0.000080029077 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XZE3 8476.72470000 PA USD 8492.02000000 0.000079331796 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176JCD0 881.64000000 PA USD 859.24000000 0.000008026953 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QZ90 6286.34520000 PA USD 6396.64000000 0.000059756917 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176HJS4 18996.86100000 PA USD 18568.13000000 0.000173462039 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AGPP4 346688.41410000 PA USD 338929.63000000 0.003166254486 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291RRH7 4432.95210000 PA USD 4440.03000000 0.000041478418 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210A6A0 4592.59700000 PA USD 4747.73000000 0.000044352927 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297EMV4 8242.93030000 PA USD 8246.76000000 0.000077040596 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178GQ64 109996.91190000 PA USD 99089.93000000 0.000925690490 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212KET6 5621.28260000 PA USD 5811.17000000 0.000054287502 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ACYT5 3949.45000000 PA USD 3663.39000000 0.000034223107 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A7H32 5087.92000000 PA USD 5090.17000000 0.000047551975 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179JFV4 50133.73490000 PA USD 43917.96000000 0.000410278198 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36292L4B7 7422.73570000 PA USD 7618.81000000 0.000071174335 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FFT8 3731.87000000 PA USD 3648.33000000 0.000034082417 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213YN24 58.75000000 PA USD 58.74000000 0.000000548744 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 312932LF1 3778.43540000 PA USD 3775.37000000 0.000035269215 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A56L8 384446.30680000 PA USD 376528.64000000 0.003517501540 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291RZQ8 96100.01530000 PA USD 98646.57000000 0.000921548655 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176SLX6 10026.72880000 PA USD 9555.14000000 0.000089263381 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140BA6V3 458785.04000000 PA USD 454788.20000000 0.004248596319 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36290VHF4 28480.08420000 PA USD 29244.81000000 0.000273202761 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180NAF2 385399.96630000 PA USD 354948.47000000 0.003315901254 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230NUR4 15651.75500000 PA USD 14867.97000000 0.000138895430 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177UM92 156299.81760000 PA USD 148140.58000000 0.001383917882 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BH24 893.60000000 PA USD 923.79000000 0.000008629974 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200ENL1 6102.16020000 PA USD 6256.23000000 0.000058445218 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291CB79 5396.97250000 PA USD 5406.61000000 0.000050508133 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MTM3 4338.14030000 PA USD 4414.25000000 0.000041237583 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AR4A6 9419.38000000 PA USD 8965.34000000 0.000083753515 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230UCK3 35947.47840000 PA USD 35108.44000000 0.000327980341 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FBW2 67943.20620000 PA USD 69501.14000000 0.000649274294 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176PZ41 32175.30130000 PA USD 31408.21000000 0.000293413077 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290WZ62 17778.43020000 PA USD 18249.54000000 0.000170485796 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296WFG6 165231.05330000 PA USD 161661.19000000 0.001510226379 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202E6E4 4167.12290000 PA USD 4159.50000000 0.000038857728 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201TVW4 164334.62470000 PA USD 166612.37000000 0.001556479921 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200J6W5 46347.16480000 PA USD 46430.77000000 0.000433752675 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230SJJ4 523735.61920000 PA USD 484655.46000000 0.004527613960 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36178Q2S0 118406.53170000 PA USD 109476.49000000 0.001022720933 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296FDS9 15896.48720000 PA USD 16433.46000000 0.000153520116 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176DA52 206953.95390000 PA USD 202482.65000000 0.001891577313 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292J4T3 7243.67580000 PA USD 7434.33000000 0.000069450937 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A8C27 2522988.77390000 PA USD 2262663.01000000 0.021137623482 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38378PJB5 3567755.05000000 PA USD 3335666.88000000 0.031161542951 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 2.50000000 N N N N N N Freddie Mac REMICS N/A 31398JR96 320970.33000000 PA USD 326626.92000000 0.003051323517 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ATHJ9 144754.92020000 PA USD 144815.63000000 0.001352856456 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179Q3H2 48603.27940000 PA USD 43568.75000000 0.000407015905 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VE56 20026.39260000 PA USD 20576.65000000 0.000192225478 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292ECP3 3636.74100000 PA USD 3643.34000000 0.000034035801 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YDH6 103485.33590000 PA USD 103673.02000000 0.000968505363 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7G74 47480.80200000 PA USD 47496.35000000 0.000443707241 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QH36 25121.59640000 PA USD 25134.96000000 0.000234808859 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LXW0 91001.71350000 PA USD 93482.53000000 0.000873306591 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213XFN9 490.00000000 PA USD 506.55000000 0.000004732151 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Fannie Mae REMICS N/A 3136B3JP6 1619334.00000000 PA USD 1328939.81000000 0.012414853298 Long ABS-MBS USGSE US N 2 2048-10-25 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291BD46 625.75000000 PA USD 626.88000000 0.000005856264 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209X6Q8 1719.32000000 PA USD 1777.40000000 0.000016604333 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200ACQ0 15557.92400000 PA USD 15957.49000000 0.000149073641 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C2DQ4 20649.60280000 PA USD 20157.30000000 0.000188307943 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3617BBEL1 15335.67000000 PA USD 13654.73000000 0.000127561435 Long ABS-MBS USGA US N 2 2047-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200JAS9 8448.01540000 PA USD 8630.15000000 0.000080622196 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XKE9 2448.27000000 PA USD 2507.58000000 0.000023425619 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200AGV5 5756.39510000 PA USD 5894.38000000 0.000055064843 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209NFT4 898.81000000 PA USD 929.17000000 0.000008680234 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620APZV0 118857.86700000 PA USD 116266.56000000 0.001086153244 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292AWZ7 1812.40000000 PA USD 1815.14000000 0.000016956898 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177U3R3 118827.91940000 PA USD 107314.59000000 0.001002524630 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 31326HHA5 395506.64240000 PA USD 409764.66000000 0.003827989877 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 6.37000000 N N N N N N Ginnie Mae I Pool N/A 36209TM55 4479.94780000 PA USD 4631.28000000 0.000043265060 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ASPK9 81452.61610000 PA USD 77703.30000000 0.000725898240 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210A2F3 1037.58000000 PA USD 1072.63000000 0.000010020426 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201GU45 22122.35730000 PA USD 22162.66000000 0.000207041861 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200AVK2 4150.19000000 PA USD 4249.68000000 0.000039700183 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Fannie Mae REMICS N/A 31392AZA9 176306.41000000 PA USD 178966.19000000 0.001671888356 Long ABS-MBS USGSE US N 2 2031-12-25 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176PRT5 4757.65000000 PA USD 4528.32000000 0.000042303216 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292FGP6 12008.31570000 PA USD 12028.32000000 0.000112367638 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176P3E4 512339.86760000 PA USD 473836.04000000 0.004426539772 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36178D6U0 422841.16490000 PA USD 369165.50000000 0.003448715653 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36292GKW4 88390.58380000 PA USD 90804.25000000 0.000848286306 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383RZD2 7224895.59000000 PA USD 5734001.54000000 0.053566600533 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178CAA1 183753.96840000 PA USD 170703.58000000 0.001594699690 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208X5L1 9402.80490000 PA USD 9567.77000000 0.000089381370 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379VTZ7 1908493.74000000 PA USD 1762559.62000000 0.016465696149 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QRZ4 499.38000000 PA USD 499.65000000 0.000004667691 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CMC4 592.14000000 PA USD 612.14000000 0.000005718564 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211SE29 80162.24040000 PA USD 82267.32000000 0.000768534964 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213LM56 1549.16000000 PA USD 1582.99000000 0.000014788170 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201MVU3 24539.65520000 PA USD 25140.24000000 0.000234858184 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36181V2T2 1680519.50360000 PA USD 1544675.89000000 0.014430243134 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJMS6 3585.05570000 PA USD 3525.21000000 0.000032932240 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291N7B1 34025.76100000 PA USD 34087.60000000 0.000318443732 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PKR8 1229.71000000 PA USD 1271.25000000 0.000011875919 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212VTV1 9990.26530000 PA USD 10327.73000000 0.000096480857 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209AUV0 162.25000000 PA USD 163.07000000 0.000001523387 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292CH49 3287.24000000 PA USD 3293.54000000 0.000030767996 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178SL22 414678.42820000 PA USD 382753.58000000 0.003575654449 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201MV41 459.09000000 PA USD 468.99000000 0.000004381268 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176SMF4 247460.28180000 PA USD 234782.94000000 0.002193324133 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C55G8 141970.07230000 PA USD 141796.97000000 0.001324656367 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36181LT99 8934.78120000 PA USD 8249.23000000 0.000077063670 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NSS1 40214.89630000 PA USD 39646.61000000 0.000370375575 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178WK73 36550.75120000 PA USD 32858.86000000 0.000306964938 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296SQM0 39950.95140000 PA USD 39064.48000000 0.000364937361 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 312941D20 37792.80500000 PA USD 37713.41000000 0.000352315770 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312938Z97 68584.87540000 PA USD 68450.26000000 0.000639457054 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36182CR33 50634.76260000 PA USD 46646.59000000 0.000435768849 Long ABS-MBS USGA US N 2 2044-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176DEN9 153645.97090000 PA USD 150078.97000000 0.001402026172 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SF89 58629.84430000 PA USD 58736.70000000 0.000548713725 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200W4M0 4859.37640000 PA USD 5023.52000000 0.000046929336 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208RXF6 48.23000000 PA USD 48.32000000 0.000000451401 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178BZM0 6503.09990000 PA USD 6387.70000000 0.000059673401 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QTE6 503.82000000 PA USD 520.84000000 0.000004865647 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297EHH1 338248.03010000 PA USD 330710.34000000 0.003089470512 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176L4X0 14426.54000000 PA USD 13771.33000000 0.000128650703 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209XXC9 9564.70780000 PA USD 9732.52000000 0.000090920451 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MYH8 6374.25140000 PA USD 6486.08000000 0.000060592459 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FZE1 2035.10330000 PA USD 2037.28000000 0.000019032112 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291Q2W3 1554.40000000 PA USD 1556.86000000 0.000014544066 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PTR9 1611.42000000 PA USD 1665.85000000 0.000015562242 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208KHT9 7360.39760000 PA USD 7609.03000000 0.000071082971 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202X3K1 235048.85570000 PA USD 235477.26000000 0.002199810417 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 21H022689 -100775000.00000000 PA USD -84184462.14000000 -0.78644475818 Short ABS-MBS USGA US N 2 2026-08-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209E2V3 2293.11680000 PA USD 2370.58000000 0.000022145775 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297BX55 272231.57280000 PA USD 266767.40000000 0.002492120494 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C03E6 572857.28170000 PA USD 572937.08000000 0.005352334051 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208WB85 184.36000000 PA USD 190.59000000 0.000001780477 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVQW5 7818.88740000 PA USD 7635.56000000 0.000071330813 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QYK5 30750.85570000 PA USD 30806.49000000 0.000287791855 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209XZK9 2790.80010000 PA USD 2885.07000000 0.000026952101 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36216GZQ4 6630.24380000 PA USD 6340.26000000 0.000059230220 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295DNV7 464587.90710000 PA USD 455019.72000000 0.004250759161 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290UUZ7 93416.05250000 PA USD 93467.80000000 0.000873168985 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178RVK3 114786.30530000 PA USD 103447.37000000 0.000966397359 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200YNN3 3575.97000000 PA USD 3696.76000000 0.000034534847 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292DZG0 39371.00140000 PA USD 39429.94000000 0.000368351461 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201UJA3 1698.61000000 PA USD 1701.70000000 0.000015897150 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312940X87 175286.87860000 PA USD 172226.88000000 0.001608930241 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177PMA0 96934.65050000 PA USD 90656.95000000 0.000846910241 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KKH0 120918.36900000 PA USD 121129.15000000 0.001131579185 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212YQA4 2026.39000000 PA USD 2065.71000000 0.000019297703 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201FA72 10650.90180000 PA USD 10916.81000000 0.000101983997 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CXH8 118010.86880000 PA USD 118202.78000000 0.001104241262 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PXS2 1801.08000000 PA USD 1861.92000000 0.000017393913 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295WJC2 78146.23880000 PA USD 76457.87000000 0.000714263529 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225A3K4 6883.25730000 PA USD 7115.77000000 0.000066474975 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180KJH5 18690.72130000 PA USD 16858.46000000 0.000157490434 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209DD43 440.58000000 PA USD 455.46000000 0.000004254872 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LBJ2 318.66000000 PA USD 319.39000000 0.000002983716 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36182LBF3 17761.20180000 PA USD 17271.42000000 0.000161348274 Long ABS-MBS USGA US N 2 2044-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230RWA0 78990.72350000 PA USD 77156.90000000 0.000720793814 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180HUL0 352735.95410000 PA USD 325854.62000000 0.003044108750 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418ADY1 2081.04260000 PA USD 2071.32000000 0.000019350111 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209M3X0 2869.78980000 PA USD 2966.73000000 0.000027714963 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296PKQ3 71759.90010000 PA USD 68413.38000000 0.000639112524 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418FT56 35923.97000000 PA USD 34706.12000000 0.000324221898 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3142K92P9 1178527.00000000 PA USD 1138573.87000000 0.010636469356 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7E28 190953.88780000 PA USD 190764.02000000 0.001782102774 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209PM61 2842.67010000 PA USD 2938.69000000 0.000027453015 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QZ33 5218.91180000 PA USD 5310.47000000 0.000049610001 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 31426MKB7 625655.71000000 PA USD 620253.99000000 0.005794364978 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209AUQ1 1230.27000000 PA USD 1271.83000000 0.000011881337 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213GUZ2 541.28000000 PA USD 559.56000000 0.000005227366 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213GQB0 29004.52530000 PA USD 29585.98000000 0.000276389945 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KHC7 2368.90490000 PA USD 2410.47000000 0.000022518424 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GXW5 1009120.21290000 PA USD 906822.67000000 0.008471467504 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C2W59 7538.38140000 PA USD 7431.86000000 0.000069427863 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36178YJ30 1621928.22040000 PA USD 1493428.52000000 0.013951494152 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 31326F4K1 352206.66230000 PA USD 365447.06000000 0.003413978273 Long ABS-MBS USGSE US N 2 2043-09-01 Floating 6.37000000 N N N N N N Ginnie Mae I Pool N/A 36182SAM4 16593.76000000 PA USD 15711.72000000 0.000146777677 Long ABS-MBS USGA US N 2 2044-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211CZF2 5011.19400000 PA USD 5099.11000000 0.000047635492 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208X5S6 51.34000000 PA USD 53.07000000 0.000000495775 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SNU7 1603769.45630000 PA USD 1413346.37000000 0.013203372878 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292BPM2 19345.37420000 PA USD 19374.05000000 0.000180990882 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208CJR9 857.25000000 PA USD 858.16000000 0.000008016864 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212DHW2 1874.41120000 PA USD 1937.73000000 0.000018102124 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QTV7 21371.75830000 PA USD 21410.18000000 0.000200012251 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241L2U9 958257.29220000 PA USD 980513.58000000 0.009159882307 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5QU4 13271.17160000 PA USD 12979.26000000 0.000121251246 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292HRA3 49794.45990000 PA USD 50602.85000000 0.000472727925 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AW4Z0 136693.25280000 PA USD 136802.80000000 0.001278001215 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UJH4 2354.90910000 PA USD 2401.63000000 0.000022435842 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VHG9 6296.05080000 PA USD 6362.13000000 0.000059434528 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36176WRB9 66555.60930000 PA USD 61536.09000000 0.000574865410 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209KW38 17488.16480000 PA USD 18078.91000000 0.000168891784 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212UN80 2684.86000000 PA USD 2689.48000000 0.000025124914 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36182XPC9 160060.58780000 PA USD 151891.88000000 0.001418962238 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230PUF5 233527.71360000 PA USD 216355.56000000 0.002021176969 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201MGV8 15204.10770000 PA USD 15564.68000000 0.000145404041 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TNQ4 2041580.69610000 PA USD 1797260.24000000 0.016789866667 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36295RYQ5 25982.48460000 PA USD 26006.40000000 0.000242949784 Long ABS-MBS USGA US N 2 2037-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207XVQ2 4471.33700000 PA USD 4622.38000000 0.000043181917 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230SJS4 777998.08980000 PA USD 719736.85000000 0.006723726190 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212YUW1 20749.25050000 PA USD 21450.15000000 0.000200385648 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ADAB8 41179.91840000 PA USD 40262.24000000 0.000376126743 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292K6M3 16918.38700000 PA USD 17354.66000000 0.000162125896 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210HA36 548.65000000 PA USD 558.28000000 0.000005215408 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291AVD8 2460.65000000 PA USD 2478.81000000 0.000023156852 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36225B6A1 39720.34210000 PA USD 39790.43000000 0.000371719130 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208Y5V7 2741.72000000 PA USD 2834.33000000 0.000026478092 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202SWP9 178520.86020000 PA USD 178845.29000000 0.001670758917 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A3YN8 172474.41630000 PA USD 168940.19000000 0.001578226236 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178NB32 831131.13410000 PA USD 751239.57000000 0.007018022173 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SU58 36621.26260000 PA USD 36686.54000000 0.000342722829 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AEVN7 132322.76470000 PA USD 122962.85000000 0.001148709469 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6JM1 297120.36750000 PA USD 296852.16000000 0.002773170003 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36205PXQ9 1477.64000000 PA USD 1503.56000000 0.000014046141 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241K5D6 5102.91150000 PA USD 5106.88000000 0.000047708079 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180JDY7 494603.72290000 PA USD 445745.28000000 0.004164118057 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230LDF3 39294.07010000 PA USD 37392.46000000 0.000349317479 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AJXX2 603549.12800000 PA USD 574111.20000000 0.005363302590 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SXE4 97529.33900000 PA USD 97707.01000000 0.000912771358 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L8ZN8 39314.09910000 PA USD 39276.02000000 0.000366913552 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQ3W1 36933.62930000 PA USD 36052.23000000 0.000336797154 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180SUA0 299872.69090000 PA USD 269914.99000000 0.002521525037 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213JJR7 4131.14000000 PA USD 4270.69000000 0.000039896456 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180CYU7 570474.26970000 PA USD 528838.66000000 0.004940370010 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A5A90 1184518.84120000 PA USD 1158235.67000000 0.010820148377 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36204DYA1 56368.58840000 PA USD 53436.89000000 0.000499203308 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230R5W2 29232.74600000 PA USD 28543.56000000 0.000266651737 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210GWZ3 4247.89600000 PA USD 4322.42000000 0.000040379714 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292FSV0 3616.06000000 PA USD 3621.75000000 0.000033834109 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9AD3 71384.14890000 PA USD 69786.59000000 0.000651940946 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209G3Y1 4107.01710000 PA USD 4245.75000000 0.000039663469 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9SS1 8054.13000000 PA USD 7887.42000000 0.000073683669 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296JKE4 44800.11840000 PA USD 44822.94000000 0.000418732451 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C0ZF8 5012.29530000 PA USD 5016.19000000 0.000046860860 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UCM9 376635.76460000 PA USD 338455.07000000 0.003161821183 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NRJ2 92333.41260000 PA USD 92495.38000000 0.000864084712 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AV6R8 8883.52570000 PA USD 8443.58000000 0.000078879273 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177Q4Q3 6078.03080000 PA USD 5622.87000000 0.000052528418 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LC44 3334.97640000 PA USD 3341.01000000 0.000031211457 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210A2E6 3589.97330000 PA USD 3711.24000000 0.000034670118 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SWW7 82535.65510000 PA USD 82681.29000000 0.000772402239 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201CL44 1454.52000000 PA USD 1483.68000000 0.000013860424 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YCH6 23956.16670000 PA USD 23999.81000000 0.000224204375 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XQY9 36154.55840000 PA USD 36220.45000000 0.000338368652 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291NZV6 9445.87480000 PA USD 9687.93000000 0.000090503895 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176LX34 144894.59690000 PA USD 137443.60000000 0.001283987520 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208R4F8 2795.34000000 PA USD 2889.77000000 0.000026996008 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140BHVG3 2835988.86000000 PA USD 2812168.54000000 0.026271061799 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ANDP2 960851.90570000 PA USD 939810.02000000 0.008779632786 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291F4B1 4225.55770000 PA USD 4232.50000000 0.000039539688 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EG45 869254.86020000 PA USD 879012.68000000 0.008211668721 Long ABS-MBS USGA US N 2 2036-02-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36207NRN6 3823.44000000 PA USD 3952.59000000 0.000036924791 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KJ74 89347.48450000 PA USD 89982.15000000 0.000840606311 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VXZ8 16646517.00310000 PA USD 14493128.56000000 0.135393690189 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AN5H9 1101.70000000 PA USD 1077.57000000 0.000010066575 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291LHN8 1694.89000000 PA USD 1740.18000000 0.000016256627 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VXX3 501919889.23680000 PA USD 402897369.09000000 3.763836175388 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NQR5 102002.77510000 PA USD 104805.46000000 0.000979084531 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210D7M7 2532.03000000 PA USD 2576.45000000 0.000024068997 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177WPP9 16872.16350000 PA USD 15969.00000000 0.000149181167 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VQC1 1733.92000000 PA USD 1792.49000000 0.000016745303 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178DRZ6 59020.35100000 PA USD 54729.13000000 0.000511275315 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292HS53 9042.63710000 PA USD 9285.44000000 0.000086743864 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RAP1 224843.39040000 PA USD 219747.90000000 0.002052867948 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SB89 58221935.97600000 PA USD 53353499.20000000 0.498424278188 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RYD9 32122.66070000 PA USD 32180.92000000 0.000300631674 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178VJL6 142857.15030000 PA USD 124653.28000000 0.001164501336 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36210EPG8 1083.33000000 PA USD 1119.92000000 0.000010462206 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210HJY9 3802.77520000 PA USD 3931.23000000 0.000036725247 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176WT43 692927.07610000 PA USD 624477.66000000 0.005833822178 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VNR1 1873.81000000 PA USD 1937.11000000 0.000018096332 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230TUA8 18388.30620000 PA USD 17958.08000000 0.000167762999 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARU25 135146.87370000 PA USD 134982.09000000 0.001260992283 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36294SFV4 1936.41000000 PA USD 1938.74000000 0.000018111559 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 31426JQE2 1768449.15000000 PA USD 1754700.70000000 0.016392278724 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A7ZK4 1746.96000000 PA USD 1665.49000000 0.000015558879 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36181BSB7 2287727.35430000 PA USD 2055813.57000000 0.019205251953 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FV39 823.26000000 PA USD 844.97000000 0.000007893644 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XN89 46845.87100000 PA USD 46930.83000000 0.000438424197 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291U6G5 18655.63080000 PA USD 19139.67000000 0.000178801322 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201U6P4 35807.98880000 PA USD 35376.43000000 0.000330483883 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9HP9 10128.64320000 PA USD 10131.49000000 0.000094647598 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RZN6 3421.69360000 PA USD 3427.88000000 0.000032022990 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VP24 10910.79260000 PA USD 11279.35000000 0.000105370818 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 21H042687 150000000.00000000 PA USD 140771715.00000000 1.315078513878 Long ABS-MBS USGA US N 2 2026-08-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YHY5 9270.05980000 PA USD 9504.11000000 0.000088786663 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RNW5 10093.68670000 PA USD 9267.22000000 0.000086573655 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XXHD4 40122.86040000 PA USD 36253.62000000 0.000338678524 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209WFS6 251.68000000 PA USD 256.10000000 0.000002392466 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213D4G0 13347.48770000 PA USD 13600.35000000 0.000127053421 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MUD3 378497.74030000 PA USD 379182.52000000 0.003542293882 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 3617UMF76 1984055.51220000 PA USD 1719648.57000000 0.016064824427 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36205XEW0 3929.00950000 PA USD 3877.81000000 0.000036226202 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201UBQ6 516.19000000 PA USD 528.16000000 0.000004934030 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ANX88 383441.99170000 PA USD 365181.68000000 0.003411499114 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36179E3X4 155606.44760000 PA USD 144510.88000000 0.001350009505 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JLR7 159.19000000 PA USD 159.39000000 0.000001489009 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KGX7 7313.79570000 PA USD 7442.11000000 0.000069523618 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ESA8 400219.35470000 PA USD 399624.51000000 0.003733261377 Long ABS-MBS USGA US N 2 2038-04-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201P4C6 21655.18630000 PA USD 22151.74000000 0.000206939848 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138LQ3J1 6242.35270000 PA USD 6207.03000000 0.000057985595 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176UDZ5 2110.81000000 PA USD 1999.81000000 0.000018682070 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M96Q0 44258.72480000 PA USD 43343.23000000 0.000404909114 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36198KHK0 143869.76310000 PA USD 134768.52000000 0.001258997128 Long ABS-MBS USGA US N 2 2044-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A8DY6 29263.19000000 PA USD 27017.87000000 0.000252398859 Long ABS-MBS USGA US N 2 2043-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A56A2 20723.77170000 PA USD 20294.83000000 0.000189592737 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36183FM97 2501362.13780000 PA USD 2357700.41000000 0.022025455549 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381RAM1 2862335.47460000 PA USD 2391489.30000000 0.022341108756 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36210BQT5 5671.48040000 PA USD 5770.98000000 0.000053912050 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296Q2U2 14626.45460000 PA USD 14639.57000000 0.000136761734 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178SJ41 135016.11790000 PA USD 124517.90000000 0.001163236626 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296JJM8 231489.96210000 PA USD 226604.11000000 0.002116918133 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176LGC3 281266.54710000 PA USD 274560.87000000 0.002564926490 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RN41 5800.54690000 PA USD 5826.11000000 0.000054427070 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138XUU67 1202938.51720000 PA USD 1248376.75000000 0.011662239400 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 6.33000000 N N N N N N Ginnie Mae I Pool N/A 36213FWG4 13799.88540000 PA USD 13824.49000000 0.000129147320 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YH77 1425.60000000 PA USD 1473.76000000 0.000013767752 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181LT32 60077.44810000 PA USD 56906.78000000 0.000531618753 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NLW9 2774.71000000 PA USD 2779.48000000 0.000025965687 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C6NN1 291145.37870000 PA USD 284412.76000000 0.002656962087 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291XY29 323181.94750000 PA USD 323704.47000000 0.003024022214 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291BCY1 1315.82000000 PA USD 1318.10000000 0.000012313588 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F050684 -869250000.00000000 PA USD -839233754.40000000 -7.84005706354 Short ABS-MBS USGSE US N 2 2026-08-13 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LFJ0 10378.95290000 PA USD 10561.05000000 0.000098660515 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SF63 62676.28870000 PA USD 62789.34000000 0.000586573175 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290N4T6 757.35000000 PA USD 758.68000000 0.000007087530 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296LRG7 74611.09680000 PA USD 75661.20000000 0.000706821100 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.50000000 N N N N N N Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 N/A 35563PNN5 43662501.15680000 PA USD 36037910.69000000 0.336663384640 Long ABS-MBS CORP US N 2 2059-08-25 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36210L3H4 1164.74730000 PA USD 1185.18000000 0.000011071860 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AUC9 26339.90790000 PA USD 27229.66000000 0.000254377385 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RGB9 605050.34300000 PA USD 589129.90000000 0.005503606128 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176D7M9 6622.84890000 PA USD 6469.70000000 0.000060439438 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AC80 1866.28000000 PA USD 1869.67000000 0.000017466313 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213JGL3 3385.63000000 PA USD 3459.57000000 0.000032319036 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36205TP56 376.91000000 PA USD 389.64000000 0.000003639986 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241K7B8 165939.89300000 PA USD 166072.88000000 0.001551440047 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JU32 12566.71350000 PA USD 12889.45000000 0.000120412248 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209MNQ3 4451.49560000 PA USD 4529.59000000 0.000042315080 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176VTF0 619685.38710000 PA USD 553566.57000000 0.005171376239 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178KX67 277448.70150000 PA USD 249937.67000000 0.002334898453 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291QGR9 16597.68820000 PA USD 16624.01000000 0.000155300220 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210RWP1 16781.86090000 PA USD 16570.18000000 0.000154797344 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296WEN2 302726.09250000 PA USD 295922.51000000 0.002764485285 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180MGY7 116533.03550000 PA USD 107501.69000000 0.001004272504 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Freddie Mac REMICS N/A 31392X2M9 45533.55000000 PA USD 46427.84000000 0.000433725303 Long ABS-MBS USGSE US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C4R85 4128.67000000 PA USD 3924.97000000 0.000036666767 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208VZF5 183.13000000 PA USD 183.79000000 0.000001716952 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213ACZ5 3053.81000000 PA USD 3129.30000000 0.000029233679 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292JGT0 6608.28930000 PA USD 6617.89000000 0.000061823818 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176ASW0 28966.53150000 PA USD 28270.88000000 0.000264104382 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176FJG4 67473.25440000 PA USD 65900.70000000 0.000615639261 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177T4T1 3788.13000000 PA USD 3594.80000000 0.000033582344 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202WG29 91.20000000 PA USD 91.43000000 0.000000854132 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296U6U9 58481.90620000 PA USD 57212.63000000 0.000534475980 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WBX5 48095526.37960000 PA USD 38591850.37000000 0.360522092328 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36201DU83 97881.01670000 PA USD 98054.65000000 0.000916018984 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201UCD4 5349.04610000 PA USD 5475.90000000 0.000051155435 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7TQ9 47350.77890000 PA USD 46566.02000000 0.000435016170 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179FQU2 23576.04330000 PA USD 21725.01000000 0.000202953369 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295RL71 181665.64070000 PA USD 181869.20000000 0.001699008051 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5KV8 194628.42520000 PA USD 184733.59000000 0.001725766962 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210LXB4 2736.41700000 PA USD 2784.43000000 0.000026011930 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARUW9 29512.69330000 PA USD 27532.71000000 0.000257208455 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209QDR3 2220.33000000 PA USD 2295.33000000 0.000021442795 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201P6H3 1245.67000000 PA USD 1271.81000000 0.000011881151 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209N2V3 3467.61170000 PA USD 3528.45000000 0.000032962508 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225B4F2 17192.77640000 PA USD 17223.96000000 0.000160904907 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AWSJ0 55726.05900000 PA USD 54437.42000000 0.000508550182 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GXR2 11334.47540000 PA USD 11354.36000000 0.000106071556 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N HSBC Bank USA CYYGQCGNHMHPSMRL3R97 N/A 26000000.00000000 PA USD 26000000.00000000 0.242889996480 Long RA CORP US N 2 Repurchase Y 3.64000000 2026-08-03 25638800.00000000 USD 26520015.50000000 USD UST N N N Ginnie Mae I Pool N/A 36291JND8 10464.13090000 PA USD 10732.28000000 0.000100260132 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292LAG9 12905.11450000 PA USD 12924.06000000 0.000120735572 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AC4V3 7426.91670000 PA USD 7270.16000000 0.000067917274 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290WLB6 21646.31570000 PA USD 21685.36000000 0.000202582962 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200UDG7 25576.64660000 PA USD 26149.34000000 0.000244285119 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QL31 5384.46990000 PA USD 5389.80000000 0.000050351096 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FY34 9648.28530000 PA USD 9817.56000000 0.000091714888 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AASJ8 162376.45410000 PA USD 158965.77000000 0.001485045973 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132M4YF6 60524.62390000 PA USD 57535.09000000 0.000537488377 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213Q5D7 20711.26290000 PA USD 21108.46000000 0.000197193606 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARFS5 27903.12560000 PA USD 27913.55000000 0.000260766233 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297AHD8 2197445.01970000 PA USD 2035258.85000000 0.019013231342 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TV69 856275.76500000 PA USD 792666.89000000 0.007405033004 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FTL0 1818.05000000 PA USD 1879.46000000 0.000017557770 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200GMW3 2260.70000000 PA USD 2320.20000000 0.000021675129 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C1AD8 2955.93000000 PA USD 2956.34000000 0.000027617900 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200SCZ1 732.62000000 PA USD 748.62000000 0.000006993550 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SQF1 5446.24760000 PA USD 5455.80000000 0.000050967663 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180KAN1 104195.50330000 PA USD 96227.79000000 0.000898952599 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180HHM3 10482.83010000 PA USD 9692.23000000 0.000090544065 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291SC40 65286.02960000 PA USD 66296.32000000 0.000619335112 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36292JEC9 2720.51000000 PA USD 2725.47000000 0.000025461130 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178EVM8 64113.70770000 PA USD 63653.17000000 0.000594643009 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212SZF6 1018.59000000 PA USD 1053.00000000 0.000009837044 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AAQR2 251742.42850000 PA USD 238845.71000000 0.002231278217 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295XA70 4284.52000000 PA USD 4289.59000000 0.000040073019 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201CJR6 268.33000000 PA USD 273.21000000 0.000002552306 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181BK41 103771.25660000 PA USD 93520.42000000 0.000873660557 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KQN0 8183.30920000 PA USD 8268.14000000 0.000077240326 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LRR9 1345691.47140000 PA USD 1281345.08000000 0.011970226998 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AXM47 37860.33000000 PA USD 35978.33000000 0.000336106786 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36184YDJ3 147435.32260000 PA USD 130399.52000000 0.001218182267 Long ABS-MBS USGA US N 2 2046-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290UBZ8 14418.32520000 PA USD 14437.06000000 0.000134869902 Long ABS-MBS USGA US N 2 2037-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225A3W8 246.46000000 PA USD 254.79000000 0.000002380228 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212MRR2 44.95000000 PA USD 46.47000000 0.000000434119 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A2HJ8 149019.51350000 PA USD 142438.41000000 0.001330648650 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295NGV3 16126.48570000 PA USD 16353.46000000 0.000152772763 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BBJ6 18954.89500000 PA USD 19287.45000000 0.000180181871 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FDW5 130117.18970000 PA USD 129972.82000000 0.001214196068 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SWW3 40816286.09600000 PA USD 35969976.61000000 0.336028749699 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213GSD4 36230.24960000 PA USD 36778.61000000 0.000343582940 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GM52 1971.91000000 PA USD 1975.50000000 0.000018454968 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36181BN63 607896.99040000 PA USD 546051.13000000 0.005101167578 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178QN57 356287.42320000 PA USD 320826.14000000 0.002997133077 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178A2Z9 206812.83980000 PA USD 191492.48000000 0.001788907992 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GN22 184306.36460000 PA USD 179817.27000000 0.001679839079 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225B6E3 124940.43040000 PA USD 125167.02000000 0.001169300655 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295NMY0 119981.60100000 PA USD 120110.91000000 0.001122066865 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LFU5 261.45000000 PA USD 261.22000000 0.000002440297 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201F5N3 12452.27980000 PA USD 12766.17000000 0.000119260576 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208X4C2 2114.57000000 PA USD 2151.67000000 0.000020100735 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225A4J6 789.54000000 PA USD 816.21000000 0.000007624970 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178KX26 166606.49090000 PA USD 154906.60000000 0.001447125520 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209CNE2 2739.24000000 PA USD 2831.77000000 0.000026454177 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210DD81 3062.01180000 PA USD 3165.45000000 0.000029571389 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A95R8 105078.62530000 PA USD 105136.83000000 0.000982180164 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQYK3 438452.04610000 PA USD 428979.16000000 0.004007490256 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208VNB7 5196.86180000 PA USD 5288.04000000 0.000049400462 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FSF6 11884.85760000 PA USD 12190.09000000 0.000113878881 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JQQ6 9054.27550000 PA USD 9070.75000000 0.000084738247 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176L4G7 35987.98190000 PA USD 33543.01000000 0.000313356214 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A3B37 62037.89130000 PA USD 55840.22000000 0.000521655032 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201X4X3 6201.68580000 PA USD 6368.03000000 0.000059489645 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJSY7 3971.76000000 PA USD 3571.03000000 0.000033360287 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36184XCG2 43690.11470000 PA USD 41137.26000000 0.000384301112 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LSA5 8197.30460000 PA USD 8313.66000000 0.000077665571 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200EZJ3 268.36000000 PA USD 274.30000000 0.000002562489 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207FBX8 962339.43360000 PA USD 914680.44000000 0.008544874186 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GELS7 14010.77430000 PA USD 13711.68000000 0.000128093457 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209SKU4 261.27000000 PA USD 270.10000000 0.000002523253 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210S6F0 1382.58000000 PA USD 1406.84000000 0.000013142590 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36179DV23 77064.43520000 PA USD 70956.25000000 0.000662867819 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36297JEW0 30323.11250000 PA USD 29708.08000000 0.000277530594 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291UR49 8174.15000000 PA USD 8183.98000000 0.000076454110 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FAC3 281.77190000 PA USD 282.07000000 0.000002635076 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KWZ6 60048.24870000 PA USD 60157.64000000 0.000561988037 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296VQL5 7367.10550000 PA USD 7380.46000000 0.000068947688 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180HBE7 343982.25170000 PA USD 317768.02000000 0.002968564356 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210Y3V5 1160.89000000 PA USD 1200.10000000 0.000011211241 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213WR32 20797.47550000 PA USD 21227.95000000 0.000198309873 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KN89 208.58000000 PA USD 212.24000000 0.000001982729 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208WG31 815.78000000 PA USD 819.32000000 0.000007654024 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296LGW4 1429.65000000 PA USD 1431.28000000 0.000013370907 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290YKX5 38942.33110000 PA USD 39008.21000000 0.000364411691 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230LJC4 247771.68750000 PA USD 235319.00000000 0.002198331964 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178LQE6 40215.26000000 PA USD 37108.86000000 0.000346668110 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230NMJ1 62255.27320000 PA USD 62279.96000000 0.000581814587 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VQ20 2506.12000000 PA USD 2590.78000000 0.000024202867 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290V2L7 25142.63170000 PA USD 25188.32000000 0.000235307344 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209NDF6 714.73000000 PA USD 738.87000000 0.000006902466 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FSY3 977.14000000 PA USD 1010.15000000 0.000009436743 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291YW37 2895.81750000 PA USD 2947.01000000 0.000027530740 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292EUZ1 29838.06080000 PA USD 29886.30000000 0.000279195511 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARH20 479926.76540000 PA USD 456701.00000000 0.004266465549 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211SDX2 44085.38090000 PA USD 45261.41000000 0.000422828604 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202TEP7 10517.93470000 PA USD 10796.65000000 0.000100861472 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GBL9 2493.06640000 PA USD 2497.05000000 0.000023327248 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178VKU4 1131364.11990000 PA USD 989411.64000000 0.009243007298 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UWG1 2618.69610000 PA USD 2664.64000000 0.000024892861 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36184JBR0 161298.26650000 PA USD 151691.33000000 0.001417088715 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211EMP0 33645.33300000 PA USD 33192.91000000 0.000310085607 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36184DNR0 56955.95740000 PA USD 53637.33000000 0.000501075803 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FLJ0 12620.33260000 PA USD 12916.36000000 0.000120663639 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295P5Q1 5541.03600000 PA USD 5621.50000000 0.000052515619 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BHJ0 13687.11390000 PA USD 14149.46000000 0.000132183164 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 3622AAHC1 19709.72000000 PA USD 16591.38000000 0.000154995393 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36179VZP8 202894.79500000 PA USD 155562.48000000 0.001453252700 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KAF4 16425.85190000 PA USD 16455.53000000 0.000153726293 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KEM6 861.60000000 PA USD 890.70000000 0.000008320850 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292CKJ2 13733.65070000 PA USD 13958.57000000 0.000130399885 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ASD55 86382.79140000 PA USD 84369.52000000 0.000788173554 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LCY8 14290.47360000 PA USD 14310.07000000 0.000133683571 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290TN70 28169.46580000 PA USD 28634.72000000 0.000267503347 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208XYL9 943.45000000 PA USD 960.00000000 0.000008968246 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VPM0 617.03000000 PA USD 637.87000000 0.000005958932 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296JDH5 17567.18880000 PA USD 17576.14000000 0.000164194945 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208XUZ2 413.59000000 PA USD 427.56000000 0.000003994232 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181UHH4 35264.60560000 PA USD 33164.24000000 0.000309817774 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 3617G1R75 4723932.05890000 PA USD 4356773.89000000 0.040700645954 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DWT4 321.96000000 PA USD 317.96000000 0.000002970357 Long ABS-MBS USGA US N 2 2033-03-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200DZH9 22433.60740000 PA USD 22929.77000000 0.000214208144 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36205XC44 1729.24000000 PA USD 1774.45000000 0.000016576775 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295CHS3 6781.88000000 PA USD 6114.49000000 0.000057121094 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A8DD2 175329.85380000 PA USD 157428.59000000 0.001470685756 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KVU8 22249.93740000 PA USD 22289.66000000 0.000208228286 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31410GL27 3672.74830000 PA USD 3822.36000000 0.000035708192 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NQS1 8968.58920000 PA USD 9125.94000000 0.000085253828 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210PWJ9 4982.83000000 PA USD 5070.25000000 0.000047365884 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XH34 1810.11000000 PA USD 1813.24000000 0.000016939148 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291P5K8 17862.90840000 PA USD 18062.00000000 0.000168733812 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NG52 17162.28150000 PA USD 16948.20000000 0.000158328778 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201VN65 3666.31000000 PA USD 3672.98000000 0.000034312696 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178NME6 50183.26100000 PA USD 45301.83000000 0.000423206204 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FCV3 159251.01860000 PA USD 162902.64000000 0.001521823909 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KUB1 2688.14000000 PA USD 2692.56000000 0.000025153688 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209N2C5 4350.34280000 PA USD 4426.67000000 0.000041353610 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208SHX3 1618.76000000 PA USD 1673.44000000 0.000015633147 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AC4M3 9385.80480000 PA USD 8957.60000000 0.000083681208 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DX30 162768.71680000 PA USD 150112.59000000 0.001402340248 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296B2K7 700.49000000 PA USD 701.10000000 0.000006549622 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BHL2 9827.96870000 PA USD 10159.95000000 0.000094913469 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290N4S8 7183.84310000 PA USD 7196.65000000 0.000067230549 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209XEA4 1907.23000000 PA USD 1971.66000000 0.000018419095 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140F0WM2 34923.20440000 PA USD 33550.65000000 0.000313427586 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36212YHV8 352.92000000 PA USD 364.84000000 0.000003408307 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMK27 20240.93310000 PA USD 19817.83000000 0.000185136640 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180EW76 57669.60100000 PA USD 51823.46000000 0.000484130769 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291ERH6 25580.05470000 PA USD 25624.93000000 0.000239386121 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208J6T4 2153.30000000 PA USD 2226.04000000 0.000020795494 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291KZR1 8011.86890000 PA USD 8026.47000000 0.000074982664 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176VH71 191475.93140000 PA USD 166799.18000000 0.001558225086 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RBX6 5211873.68600000 PA USD 4791110.26000000 0.044758182853 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3622ADYU6 20739717.62000000 PA USD 21576824.47000000 0.201569031521 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AL4K7 204585.19010000 PA USD 194567.98000000 0.001817639076 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176P3Y0 11845.01000000 PA USD 10958.65000000 0.000102374863 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVP48 241310.36350000 PA USD 235932.88000000 0.002204066784 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296HNV7 1194325.65720000 PA USD 1136072.78000000 0.010613104366 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A3ZW7 4381.47520000 PA USD 4296.68000000 0.000040139253 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ANGZ7 966070.47700000 PA USD 944727.28000000 0.008825569450 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A6F44 48964.39320000 PA USD 47892.11000000 0.000447404401 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201SXB0 91727.47810000 PA USD 91890.19000000 0.000858431074 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176XJU4 26509.03840000 PA USD 24604.98000000 0.000229857827 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36178NFW4 119365.39730000 PA USD 110719.81000000 0.001034335933 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296HN54 1014254.18250000 PA USD 964212.71000000 0.009007600836 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AL4U5 370148.61460000 PA USD 352812.96000000 0.003295951485 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291RU34 136285.92990000 PA USD 136520.19000000 0.001275361094 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALRV8 74960.20130000 PA USD 73254.42000000 0.000684337146 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210TAZ9 1028.70000000 PA USD 1063.45000000 0.000009934667 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Freddie Mac REMICS N/A 3133TGWC9 11528.20000000 PA USD 11645.13000000 0.000108787907 Long ABS-MBS USGSE US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292KPK6 6802.78570000 PA USD 6988.24000000 0.000065283599 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WXS6 1743.61000000 PA USD 1746.76000000 0.000016318097 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312933KZ6 184500.93650000 PA USD 181432.21000000 0.001694925724 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AY2G0 36476.11410000 PA USD 34690.12000000 0.000324072427 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295RVH8 51510.55440000 PA USD 51563.81000000 0.000481705139 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.00000000 N N N N N N Fannie Mae REMICS N/A 3136B02D7 3914116.20150000 PA USD 3695950.02000000 0.034527280282 Long ABS-MBS USGSE US N 2 2057-12-25 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ED48 57715.20280000 PA USD 57675.39000000 0.000538799049 Long ABS-MBS USGA US N 2 2035-06-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178L3L5 177370.69300000 PA USD 164231.36000000 0.001534236709 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EZG7 11644.95050000 PA USD 11792.72000000 0.000110166681 Long ABS-MBS USGA US N 2 2039-01-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36178NBT5 39914.50240000 PA USD 37007.46000000 0.000345720839 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132M4GL3 10001.55360000 PA USD 9500.60000000 0.000088753873 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291H2L7 18730.44400000 PA USD 18762.87000000 0.000175281285 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177WXQ8 655088.09230000 PA USD 610439.84000000 0.005702681945 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36209JMS7 2607.09000000 PA USD 2695.16000000 0.000025177977 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210PRB2 381.34480000 PA USD 388.04000000 0.000003625039 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AC4Q4 72114.54370000 PA USD 70761.22000000 0.000661045864 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MRL9 45638.44290000 PA USD 45720.77000000 0.000427119910 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KFX3 311.62000000 PA USD 312.60000000 0.000002920285 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178AAZ0 10369.15000000 PA USD 9584.38000000 0.000089536539 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290WK27 38569.41540000 PA USD 38639.68000000 0.000360968913 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Fannie Mae REMICS N/A 3136AKLC5 12190328.88540000 PA USD 10469695.66000000 0.097807090077 Long ABS-MBS USGSE US N 2 2044-07-25 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292BA63 33505.03170000 PA USD 34344.78000000 0.000320846288 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQQV8 260180.26320000 PA USD 234971.19000000 0.002195082750 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213BCL4 80.88000000 PA USD 83.61000000 0.000000781078 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36183L4Q6 1032408.06990000 PA USD 921190.47000000 0.008605690385 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36180FUA8 15231.71110000 PA USD 13682.08000000 0.000127816937 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178GTE4 343600.86250000 PA USD 310047.59000000 0.002896440693 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36187SGS0 84457.60190000 PA USD 79387.37000000 0.000741630693 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230PRS1 32749.04670000 PA USD 31956.89000000 0.000298538803 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NDU3 891.83000000 PA USD 921.96000000 0.000008612879 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213SZJ7 345.99000000 PA USD 357.68000000 0.000003341418 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312940ZC6 1540.80000000 PA USD 1537.72000000 0.000014365261 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291SQH6 60909.99320000 PA USD 62583.59000000 0.000584651075 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BX37 111744.87010000 PA USD 111948.40000000 0.001045813326 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210UXD0 153.76000000 PA USD 154.06000000 0.000001439216 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202D2U4 1426.27000000 PA USD 1425.86000000 0.000013320274 Long ABS-MBS USGA US N 2 2033-12-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QZF5 154102.03030000 PA USD 154381.51000000 0.001442220170 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YYU7 1096.21000000 PA USD 1133.24000000 0.000010586640 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202UKZ5 5297.49850000 PA USD 5306.67000000 0.000049574502 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208KWA3 2634.35470000 PA USD 2723.34000000 0.000025441232 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200XYC7 50381.93180000 PA USD 51439.37000000 0.000480542630 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WDM0 5704.90100000 PA USD 5838.72000000 0.000054544872 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213J4Z5 26649.32890000 PA USD 27549.53000000 0.000257365586 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BPN2 569.89000000 PA USD 580.95000000 0.000005427190 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NNY1 609.98000000 PA USD 630.58000000 0.000005890829 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297BD99 114236.21500000 PA USD 111563.26000000 0.001042215378 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GRY8 7720545.08130000 PA USD 7154941.04000000 0.066840907846 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 31329LBH4 299073.16130000 PA USD 297380.98000000 0.002778110199 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36182V4C6 528077.24190000 PA USD 472838.30000000 0.004417218962 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AU5L4 3502.31000000 PA USD 3329.51000000 0.000031104025 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3142K3SB5 40304.96000000 PA USD 38947.40000000 0.000363843609 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291BUW5 25342.78740000 PA USD 26039.12000000 0.000243255452 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VQ23 76640.00530000 PA USD 76779.28000000 0.000717266117 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36205F5X7 1377.41000000 PA USD 1409.72000000 0.000013169495 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C06Z6 161036.55000000 PA USD 161085.54000000 0.001504848701 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3132DNKE2 16905.62000000 PA USD 15186.20000000 0.000141868310 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LSX3 14607.90930000 PA USD 15000.15000000 0.000140130245 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AWFD7 1015.54000000 PA USD 1015.97000000 0.000009491113 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291WGJ4 5937.93220000 PA USD 6085.65000000 0.000056851673 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200UAQ8 1876.36000000 PA USD 1914.35000000 0.000017883710 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36186NLN7 1706679.29210000 PA USD 1517675.31000000 0.014178005796 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CMD3 22734.16810000 PA USD 22772.94000000 0.000212743050 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178LYY3 68561.73410000 PA USD 63354.74000000 0.000591855099 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208RZB3 6113.35150000 PA USD 6220.61000000 0.000058112459 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200VR47 9175.64810000 PA USD 9192.35000000 0.000085874225 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C2FZ2 144440.35090000 PA USD 141207.82000000 0.001319152573 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290REX7 4249.55050000 PA USD 4241.81000000 0.000039626662 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AUE7 14066.53290000 PA USD 14424.24000000 0.000134750138 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290YW95 6278.07100000 PA USD 6289.51000000 0.000058756117 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YH93 2440.28000000 PA USD 2522.71000000 0.000023566962 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6ZQ4 147697.63170000 PA USD 147572.90000000 0.001378614660 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200A4C0 41397.92490000 PA USD 41462.61000000 0.000387340507 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202WMP1 571.48000000 PA USD 572.51000000 0.000005348344 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38385FSC6 23164145.66000000 PA USD 22953208.32000000 0.214427103386 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 5.00000000 N N N N N N Fannie Mae REMICS N/A 31359VU27 9526.07000000 PA USD 9611.20000000 0.000089787089 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FDD7 51590.90310000 PA USD 50342.99000000 0.000470300333 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FZY5 8288228.97850000 PA USD 7882996.74000000 0.073642348093 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209YWK0 4474.69640000 PA USD 4568.61000000 0.000042679602 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EW54 21138.29460000 PA USD 21665.20000000 0.000202394628 Long ABS-MBS USGA US N 2 2038-10-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MFY2 801.43000000 PA USD 815.49000000 0.000007618244 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211AX43 579.24000000 PA USD 598.81000000 0.000005594036 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290YA65 23174.50380000 PA USD 23563.44000000 0.000220127840 Long ABS-MBS USGA US N 2 2037-04-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7CE4 22234.90310000 PA USD 22207.26000000 0.000207458511 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179EKF4 128361.00700000 PA USD 115070.62000000 0.001074980864 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201TWY9 11167.35000000 PA USD 11323.59000000 0.000105784105 Long ABS-MBS USGA US N 2 2037-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36207V3Y0 3206.26440000 PA USD 3314.57000000 0.000030964457 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QPS9 595.66000000 PA USD 615.78000000 0.000005752569 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CXE5 62176.81770000 PA USD 62275.41000000 0.000581772081 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARYK1 6116.70520000 PA USD 5830.23000000 0.000054465559 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209EXU1 1299.21000000 PA USD 1343.10000000 0.000012547136 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NG88 37170.38940000 PA USD 37236.94000000 0.000347864624 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200J7C8 15162.60390000 PA USD 15189.20000000 0.000141896335 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132QNQ36 57927.05830000 PA USD 56379.98000000 0.000526697428 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJP53 7596.17420000 PA USD 7456.35000000 0.000069656647 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36206HDB1 1734.87000000 PA USD 1793.47000000 0.000016754458 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418FVX2 101703.66000000 PA USD 98255.81000000 0.000917898205 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LXD3 3799.58090000 PA USD 3804.45000000 0.000035540878 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292DXW7 1600.45000000 PA USD 1601.89000000 0.000014964732 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213AEB6 3461.43000000 PA USD 3578.36000000 0.000033428763 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297BKE0 478029.43850000 PA USD 465724.00000000 0.004350757720 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212PVE9 5833.42230000 PA USD 6030.47000000 0.000056336186 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201LSJ4 13527.24890000 PA USD 13725.54000000 0.000128222937 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A5QB8 1024.70000000 PA USD 1038.99000000 0.000009706164 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380GA87 3094430.00000000 PA USD 2107229.16000000 0.019685572432 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36195JHQ3 182413.68330000 PA USD 166305.08000000 0.001553609242 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290YXH6 25649.69960000 PA USD 25693.97000000 0.000240031087 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296UKN9 4884.99790000 PA USD 4889.26000000 0.000045675090 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38385AJN3 33818785.56000000 PA USD 30206550.35000000 0.282187265699 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KK31 412829.60900000 PA USD 413458.93000000 0.003862501463 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JME5 9377.72670000 PA USD 9542.25000000 0.000089142964 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177UNE0 303613.56160000 PA USD 281370.95000000 0.002628545732 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KR56 997.90000000 PA USD 1031.61000000 0.000009637221 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201BRT5 3967.61000000 PA USD 4068.57000000 0.000038008267 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YZQ1 948.98000000 PA USD 965.63000000 0.000009020841 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SKW0 2289.78000000 PA USD 2260.90000000 0.000021121153 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36202TCH7 29505.92440000 PA USD 30261.56000000 0.000282701161 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3131X72G2 380067.54100000 PA USD 377094.80000000 0.003522790563 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36179KVT8 448482.57740000 PA USD 403845.11000000 0.003772689897 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36295QCF5 3806.81740000 PA USD 3810.23000000 0.000035594875 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138LDRG0 974579.36670000 PA USD 923388.12000000 0.008626220662 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.42000000 N N N N N N Ginnie Mae I Pool N/A 36178HY71 130622.85200000 PA USD 120597.29000000 0.001126610590 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209KDJ4 3322.69090000 PA USD 3434.93000000 0.000032088851 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RYM9 972.09000000 PA USD 959.96000000 0.000008967872 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295P2X9 40334.72130000 PA USD 40368.99000000 0.000377123993 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KJL3 591841.17120000 PA USD 602924.58000000 0.005632474965 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36184FQ68 554387.28490000 PA USD 492628.38000000 0.004602096364 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SAJ0 17517.37620000 PA USD 17067.76000000 0.000159445698 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200TUN6 7992.04780000 PA USD 8006.36000000 0.000074794798 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208LYG6 2342.30000000 PA USD 2346.56000000 0.000021921382 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A5HR3 8993.98000000 PA USD 8804.15000000 0.000082247690 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200DHP1 2643.34190000 PA USD 2702.53000000 0.000025246827 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212N3L9 2887.06000000 PA USD 2984.58000000 0.000027881716 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209BD47 451.87000000 PA USD 467.13000000 0.000004363892 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KLC2 1705.93000000 PA USD 1735.86000000 0.000016216270 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JGL6 1362.38000000 PA USD 1408.40000000 0.000013157164 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213ALM4 4108.14000000 PA USD 4200.13000000 0.000039237290 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176KRR0 130309.51450000 PA USD 130154.21000000 0.001215890600 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36294PZE6 609.28000000 PA USD 619.97000000 0.000005791711 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181BKV1 344351.91720000 PA USD 325108.12000000 0.003037135004 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179XX50 197103442.17120000 PA USD 192601126.50000000 1.799264882217 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SGL5 10898720.60000000 PA USD 9980341.00000000 0.093235576552 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7VT0 74624.99040000 PA USD 74475.70000000 0.000695746250 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211B2T0 5375.00850000 PA USD 5384.18000000 0.000050298594 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179Q6R7 36014.57830000 PA USD 35081.26000000 0.000327726427 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SKS9 1967.61000000 PA USD 2018.60000000 0.000018857605 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380UWQ2 2095670.31000000 PA USD 1873484.83000000 0.017501950914 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VAD3 157795.53610000 PA USD 158082.94000000 0.001476798643 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DL90 33349.92830000 PA USD 33934.72000000 0.000317015539 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207TUS8 1486.41700000 PA USD 1491.75000000 0.000013935813 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295GLR1 235254.63290000 PA USD 209593.01000000 0.001958001748 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SSP3 129234833.09630000 PA USD 113890173.96000000 1.063953228933 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36183RFJ7 228111.15220000 PA USD 214895.40000000 0.002007536267 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209ES86 9423.26800000 PA USD 9741.58000000 0.000091005089 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 31329LAP7 145177.87260000 PA USD 144563.41000000 0.001350500236 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UEP0 210499.57230000 PA USD 194025.52000000 0.001812571456 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292BGY6 18610.11440000 PA USD 19095.91000000 0.000178392519 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31411HYM6 24801.48040000 PA USD 25795.79000000 0.000240982282 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VUD1 272.06000000 PA USD 281.25000000 0.000002627415 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SLR6 286154.29300000 PA USD 252177.85000000 0.002355826042 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M75T9 30363.02800000 PA USD 30299.27000000 0.000283053445 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176LY41 536160.09080000 PA USD 497929.03000000 0.004651614628 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176H4G6 261120.93980000 PA USD 234460.36000000 0.002190310615 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176HN91 36096.57840000 PA USD 33495.33000000 0.000312910791 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210TC87 22929.77450000 PA USD 23332.07000000 0.000217966400 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225A5E6 5472.66710000 PA USD 5657.53000000 0.000052852209 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36194GMR2 501861.01440000 PA USD 457960.17000000 0.004278228618 Long ABS-MBS USGA US N 2 2046-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YPC4 978.32000000 PA USD 980.01000000 0.000009155177 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292JJK6 30866.12770000 PA USD 30907.91000000 0.000288739313 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620APYB5 94274.10820000 PA USD 92265.39000000 0.000861936163 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178WKE8 1036961.57660000 PA USD 957397.07000000 0.008943929652 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36204DUA5 79046.41190000 PA USD 77218.50000000 0.000721369276 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A3DS0 30191.93610000 PA USD 28965.25000000 0.000270591133 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MES8 126313.17730000 PA USD 123392.24000000 0.001152720797 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201UG57 14475.52340000 PA USD 14303.11000000 0.000133618551 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36183HRE7 4862.94000000 PA USD 4344.08000000 0.000040582060 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291QGL2 80494.62080000 PA USD 80615.11000000 0.000753100145 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176WFJ5 108826.66320000 PA USD 100735.53000000 0.000941063558 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209VNE0 1173.43000000 PA USD 1194.02000000 0.000011154442 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SJC6 3519.34000000 PA USD 3525.69000000 0.000032936724 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178SC71 231938.85040000 PA USD 215532.54000000 0.002013488380 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GB21 40175.33660000 PA USD 40247.05000000 0.000375984839 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292NLC2 16527.77690000 PA USD 16979.10000000 0.000158617443 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209ULB0 682.76000000 PA USD 684.08000000 0.000006390622 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179JNF0 284751.69850000 PA USD 263276.15000000 0.002459505505 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210MQQ7 4110.32330000 PA USD 4182.44000000 0.000039072032 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CQK3 12628.81620000 PA USD 12648.84000000 0.000118164488 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WXF4 4925.05820000 PA USD 5011.47000000 0.000046816766 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202F2L9 20960.78700000 PA USD 19512.45000000 0.000182283804 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38376ULV9 9492925.05140000 PA USD 7784666.54000000 0.072723754942 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176VGY3 108377.11000000 PA USD 100203.47000000 0.000936093095 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176XUZ0 3270.37000000 PA USD 3106.01000000 0.000029016106 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200D2U6 8839.87300000 PA USD 9066.90000000 0.000084702281 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9FL0 1266.63000000 PA USD 1284.98000000 0.000012004184 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36202SXG8 121918.95050000 PA USD 122140.84000000 0.001141030315 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36204WSG3 7372.69500000 PA USD 7541.75000000 0.000070454447 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WLA8 3752.01840000 PA USD 3758.74000000 0.000035113859 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BL37 9117.94360000 PA USD 9425.94000000 0.000088056405 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291MKH5 19498.29690000 PA USD 20007.28000000 0.000186906468 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VC41 1680.86000000 PA USD 1727.04000000 0.000016133874 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295UED9 729.30000000 PA USD 714.58000000 0.000006675551 Long ABS-MBS USGA US N 2 2037-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295QGE4 41228.52250000 PA USD 41285.05000000 0.000385681755 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292GM77 19160.17630000 PA USD 18841.60000000 0.000176016775 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230UEG0 1311523.95420000 PA USD 1236067.92000000 0.011547251259 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 3620ASD22 1459237.14870000 PA USD 1426998.51000000 0.013330910118 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36182XAL5 94767.97210000 PA USD 87372.94000000 0.000816231272 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C56U6 229632.76760000 PA USD 218003.45000000 0.002036571430 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WEH1 2077.09000000 PA USD 2147.25000000 0.000020059444 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180NPQ2 90247.93230000 PA USD 81572.95000000 0.000762048213 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210GJD7 291.33000000 PA USD 301.17000000 0.000002813506 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ATC88 9131.36520000 PA USD 9058.63000000 0.000084625023 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207FKC4 1686.48000000 PA USD 1743.45000000 0.000016287175 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297AGR8 1432263.12690000 PA USD 1360279.44000000 0.012707625707 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201UAZ7 18797.69540000 PA USD 19253.05000000 0.000179860509 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178EMA4 24501.97190000 PA USD 22706.97000000 0.000212126763 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36179FQP3 708092.63410000 PA USD 637616.17000000 0.005956561126 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MX54 939441.45070000 PA USD 892377.97000000 0.008336526230 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36206YPQ8 2998.56260000 PA USD 3051.17000000 0.000028503795 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213YHZ8 5137.98940000 PA USD 5259.84000000 0.000049137019 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292JT74 73202.25890000 PA USD 73309.70000000 0.000684853568 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230SJF2 653868.95640000 PA USD 606875.39000000 0.005669383128 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290WKY7 24327.53300000 PA USD 24371.55000000 0.000227677142 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180KM57 92908.68040000 PA USD 85521.72000000 0.000798937318 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212KJS3 4851.35580000 PA USD 5015.23000000 0.000046851892 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176XP60 3529.25000000 PA USD 3352.52000000 0.000031318983 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CV80 111673.14490000 PA USD 111852.59000000 0.001044918276 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230LC49 23274.42240000 PA USD 22152.53000000 0.000206947228 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201CL28 42.29000000 PA USD 43.72000000 0.000000408428 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290YHG6 15000.13840000 PA USD 15384.28000000 0.000143718758 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379ERU8 8399979.79060000 PA USD 6752267.47000000 0.063079162385 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36213KDL3 9636.64660000 PA USD 9962.17000000 0.000093065824 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230PRF9 75862.47190000 PA USD 75904.49000000 0.000709093896 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AFPL5 68918.44270000 PA USD 67422.66000000 0.000629857294 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XPK0 24170.67030000 PA USD 24213.32000000 0.000226198969 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209DCH5 1040.79000000 PA USD 1075.95000000 0.000010051441 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AXTN8 56535.13790000 PA USD 53967.47000000 0.000504159946 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210Q6Y3 3637.19530000 PA USD 3760.06000000 0.000035126190 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297KM24 5981.07000000 PA USD 6070.57000000 0.000056710797 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9VV0 19768.34410000 PA USD 19355.12000000 0.000180814039 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210UPH0 7151.33520000 PA USD 7392.90000000 0.000069063902 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200CZN8 7768.18790000 PA USD 7782.33000000 0.000072701927 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207ULN6 691.65000000 PA USD 693.59000000 0.000006479464 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290T4D8 2873.69170000 PA USD 2879.80000000 0.000026902869 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211FE92 1426.57000000 PA USD 1428.95000000 0.000013349140 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5LP0 413638.40040000 PA USD 393859.62000000 0.003679406219 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BDY4 54765.01470000 PA USD 53637.13000000 0.000501073935 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291QA87 627.69000000 PA USD 642.25000000 0.000005999850 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291JT26 21528.05300000 PA USD 21874.97000000 0.000204354284 Long ABS-MBS USGA US N 2 2037-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36211A2R6 5672.47660000 PA USD 5382.98000000 0.000050287384 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292HQ71 41619.12820000 PA USD 42578.26000000 0.000397762823 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210UWL3 554.22000000 PA USD 563.94000000 0.000005268284 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VSF8 199699476.58070000 PA USD 160488484.35000000 1.499271053802 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132M4EG6 3698.78000000 PA USD 3637.43000000 0.000033980590 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210A5G8 3047.77000000 PA USD 3150.72000000 0.000029433783 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295CKS9 149522.54310000 PA USD 134864.79000000 0.001259896475 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210PWF7 397.13000000 PA USD 404.10000000 0.000003775071 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209DU69 2179.48740000 PA USD 2253.11000000 0.000021048379 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213EDA1 4886.99320000 PA USD 5000.35000000 0.000046712884 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KEA9 6785.91670000 PA USD 6904.97000000 0.000064505697 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177M5R9 65469.14140000 PA USD 60583.96000000 0.000565970685 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213WAJ5 41316.21740000 PA USD 41387.75000000 0.000386641171 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LKN4 40780.70770000 PA USD 40846.64000000 0.000381586163 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291XUE7 890.37000000 PA USD 891.98000000 0.000008332808 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200SWM8 27423.83150000 PA USD 28052.66000000 0.000262065788 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209PMY0 2684.10000000 PA USD 2774.77000000 0.000025921687 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36294PN82 84249.74400000 PA USD 84331.16000000 0.000787815198 Long ABS-MBS USGA US N 2 2037-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201BNB8 5781.39840000 PA USD 5918.51000000 0.000055290264 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140FLBF4 137699.31630000 PA USD 132036.25000000 0.001233472472 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36230RZH2 21108.11140000 PA USD 20107.03000000 0.000187838324 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208USB4 1629.37200000 PA USD 1638.76000000 0.000015309169 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209G2Z9 1992.00570000 PA USD 1994.50000000 0.000018632465 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210D3C3 421.33000000 PA USD 422.89000000 0.000003950605 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208X5Y3 295.86000000 PA USD 301.05000000 0.000002812385 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208NQC0 3024.31350000 PA USD 3077.37000000 0.000028748553 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FC49 48.61000000 PA USD 50.25000000 0.000000469431 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KWY9 413615.91830000 PA USD 414369.77000000 0.003871010460 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230LJS9 22257.74390000 PA USD 21733.00000000 0.000203028011 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PSK4 2096.34790000 PA USD 2133.13000000 0.000019927536 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C6BY0 16016.32000000 PA USD 14897.24000000 0.000139168868 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 3.50000000 N N N N N N Fannie Mae REMICS N/A 31359SVH0 20298.55000000 PA USD 20647.97000000 0.000192891744 Long ABS-MBS USGSE US N 2 2031-05-25 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180B3A7 61853.11450000 PA USD 55651.02000000 0.000519887540 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178NBB4 2543.46000000 PA USD 2306.92000000 0.000021551068 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230LLK3 470295.04330000 PA USD 422448.45000000 0.003946480866 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201E4S6 18085.26270000 PA USD 18495.11000000 0.000172779892 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176EZH7 27502.15750000 PA USD 26803.51000000 0.000250396324 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178FRA6 217354.27470000 PA USD 200677.01000000 0.001874709163 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AKWX0 10281.27600000 PA USD 10120.20000000 0.000094542128 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176MFH1 145351.07550000 PA USD 137933.07000000 0.001288560111 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3142KAWS7 3523508.00000000 PA USD 3404057.91000000 0.031800446683 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202SXR4 4374.24180000 PA USD 4324.00000000 0.000040394474 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210DP70 2004.88520000 PA USD 2072.61000000 0.000019362162 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YK96 11896.54060000 PA USD 12166.14000000 0.000113655142 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BGN2 52.19000000 PA USD 53.11000000 0.000000496149 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9YX3 45600.63730000 PA USD 44629.02000000 0.000416920865 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YT22 60433.49960000 PA USD 60541.23000000 0.000565571505 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292HPK3 867.58000000 PA USD 882.80000000 0.000008247049 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212SYV2 26.65000000 PA USD 27.55000000 0.000000257369 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178MCP4 50806.73170000 PA USD 46974.96000000 0.000438836456 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AS6G9 490.01660000 PA USD 488.86000000 0.000004566892 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208KWH8 5858.00450000 PA USD 5960.78000000 0.000055685147 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RAM8 36328.69140000 PA USD 35468.99000000 0.000331348571 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291JME7 41291.24040000 PA USD 40599.82000000 0.000379280389 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297BH38 30432.63000000 PA USD 29680.67000000 0.000277274531 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176D7L1 103078.38450000 PA USD 98189.73000000 0.000917280891 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GWW2 15584.17580000 PA USD 15995.20000000 0.000149425925 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TQP4 5449.17120000 PA USD 5633.24000000 0.000052625293 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RNU9 1723225.41150000 PA USD 1496579.05000000 0.013980926161 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36213EUL8 1977.55000000 PA USD 2044.35000000 0.000019098160 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291XAD1 14717.89150000 PA USD 14741.39000000 0.000137712929 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MDY6 63234.08520000 PA USD 61704.53000000 0.000576438964 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200VW58 7925.45190000 PA USD 8193.17000000 0.000076539962 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179AVB9 125513.81140000 PA USD 112384.58000000 0.001049888086 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36203T6V2 3485.14190000 PA USD 3602.87000000 0.000033657733 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211BHS6 14584.50170000 PA USD 14840.38000000 0.000138637686 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36179BVN1 3327.44000000 PA USD 3010.16000000 0.000028120682 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WJF9 132039.14730000 PA USD 132269.32000000 0.001235649794 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230MR41 433239.95200000 PA USD 391762.25000000 0.003659812750 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YBF5 1086.15000000 PA USD 1105.21000000 0.000010324786 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296CT91 41072.03620000 PA USD 41114.50000000 0.000384088490 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36181LTW8 145429.29140000 PA USD 134346.40000000 0.001255053716 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36186ST57 69799.81220000 PA USD 65620.48000000 0.000613021467 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9ZL8 613692.10180000 PA USD 600433.10000000 0.005609199751 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179DGA2 72522.59350000 PA USD 71754.74000000 0.000670327251 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BEQ7 19030.18760000 PA USD 19364.06000000 0.000180897556 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176XCE7 3140.87000000 PA USD 2982.43000000 0.000027861631 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291DNX7 9292.27840000 PA USD 9309.21000000 0.000086965922 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36206YNX5 7779.36060000 PA USD 8042.14000000 0.000075129052 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GCX6 148458.85500000 PA USD 145266.04000000 0.001357064151 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201UFA7 25357.43370000 PA USD 25632.47000000 0.000239456559 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36180BFQ9 46313.69680000 PA USD 42848.64000000 0.000400288693 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230UB40 25421.16000000 PA USD 24186.07000000 0.000225944402 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FNQ8 1097.92000000 PA USD 1135.01000000 0.000010603175 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132QRC40 138899.83590000 PA USD 124041.82000000 0.001158789123 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178D2T7 5528.17000000 PA USD 4984.16000000 0.000046561638 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176ANF2 114622.14070000 PA USD 108794.80000000 0.001016352638 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176LVK8 5598.28000000 PA USD 5319.99000000 0.000049698936 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BWB0 93501.79220000 PA USD 95645.79000000 0.000893515599 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291JXK1 122379.64260000 PA USD 125469.43000000 0.001172125746 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ATF85 297387.24400000 PA USD 290788.55000000 0.002716524226 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179BT87 273203.73470000 PA USD 245809.24000000 0.002296330978 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212CD40 7814.98370000 PA USD 8078.97000000 0.000075473115 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295GAG7 2189.18000000 PA USD 2263.13000000 0.000021141986 Long ABS-MBS USGA US N 2 2037-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NT74 431.05000000 PA USD 445.61000000 0.000004162854 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KXH5 203280.24920000 PA USD 203648.02000000 0.001902464110 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YC95 12101.73320000 PA USD 12123.71000000 0.000113258764 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36204DUG2 2874.94000000 PA USD 2732.56000000 0.000025527364 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FZY2 85891.65690000 PA USD 81558.78000000 0.000761915837 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SYJ4 30702.75280000 PA USD 30756.27000000 0.000287322704 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AZG5 22400.68530000 PA USD 22793.69000000 0.000212936895 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RYT4 2371.14000000 PA USD 2375.44000000 0.000022191177 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36209MA95 200768.57760000 PA USD 189124.94000000 0.001766790615 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RQ97 28415.20280000 PA USD 28466.97000000 0.000265936240 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MSC6 692.69000000 PA USD 704.84000000 0.000006584560 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202TRX6 54014.73970000 PA USD 53032.75000000 0.000495427863 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C06Q6 80325.15620000 PA USD 82495.21000000 0.000770663894 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207JZJ5 5937.92660000 PA USD 6138.51000000 0.000057345487 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230SZD9 1886.04000000 PA USD 1886.30000000 0.000017621669 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WJL7 2067.88000000 PA USD 2137.73000000 0.000019970508 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178NMM8 237138.43670000 PA USD 219220.47000000 0.002047940737 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132M6BS8 18433.12610000 PA USD 17517.58000000 0.000163647882 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALNE0 43968.02010000 PA USD 42967.49000000 0.000401398980 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WVV7 81187927.89290000 PA USD 70558625.76000000 0.659153244711 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YEK8 1755.78000000 PA USD 1733.88000000 0.000016197773 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NKK6 131717.91900000 PA USD 131944.33000000 0.001232613763 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213HXY0 3928.64000000 PA USD 4061.35000000 0.000037940818 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5L70 456191.09570000 PA USD 432820.52000000 0.004043375945 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213R3L9 1572.72000000 PA USD 1575.57000000 0.000014718853 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7J98 1688.11000000 PA USD 1685.87000000 0.000015749267 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230N3A1 28146.18060000 PA USD 26676.88000000 0.000249213357 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36294RTM1 264312.46830000 PA USD 258680.71000000 0.002416575259 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201UHD9 2931.20000000 PA USD 2936.45000000 0.000027432089 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296HNY1 592120.45900000 PA USD 562250.47000000 0.005252500564 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211DUE8 1740.50680000 PA USD 1771.04000000 0.000016544919 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36184HD92 208113.36040000 PA USD 196519.80000000 0.001835872828 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180DRH2 4029.18000000 PA USD 3654.47000000 0.000034139777 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36177SJQ3 172982.22860000 PA USD 159709.56000000 0.001491994402 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MRD7 34895.34140000 PA USD 34958.40000000 0.000326578678 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140U92M9 12217569.58000000 PA USD 11805444.08000000 0.110285548886 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36205XDY7 9882.97000000 PA USD 9900.08000000 0.000092485784 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213HNP0 5028.08180000 PA USD 5197.93000000 0.000048558661 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295DWK1 23635.88890000 PA USD 23158.98000000 0.000216349406 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KSM3 125.49000000 PA USD 129.73000000 0.000001211927 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BM85 3924.37690000 PA USD 3993.23000000 0.000037304446 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297DWK9 48782.22800000 PA USD 47632.15000000 0.000444975874 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291JZC7 505.58000000 PA USD 508.61000000 0.000004751395 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36176XN21 20704.82140000 PA USD 19170.82000000 0.000179092323 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJTV2 43444.73890000 PA USD 41287.17000000 0.000385701560 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230S7M0 269821.35160000 PA USD 250278.30000000 0.002338080592 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209JQ53 1827.60000000 PA USD 1859.66000000 0.000017372800 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KZM3 1528.31000000 PA USD 1497.80000000 0.000013992332 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36183FM71 229736.17360000 PA USD 216658.65000000 0.002024008412 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295WE86 4307.93000000 PA USD 4215.71000000 0.000039382837 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209STQ4 160.23000000 PA USD 160.81000000 0.000001502274 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300MQP1 392231.82130000 PA USD 402921.98000000 0.003764066088 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.26300000 N N N N N N Ginnie Mae I Pool N/A 36225BZ27 1386.25000000 PA USD 1433.08000000 0.000013387722 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210TP67 6543.61560000 PA USD 6764.66000000 0.000063194932 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BHB4 4211.68580000 PA USD 4285.58000000 0.000040035558 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201XY77 8133.45850000 PA USD 8267.79000000 0.000077237057 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200R2N1 2370.27000000 PA USD 2374.22000000 0.000022179780 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YVE2 2300.14000000 PA USD 2340.49000000 0.000021864677 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291UQW8 140672.85930000 PA USD 142609.88000000 0.001332250509 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292K6A0 5783.76960000 PA USD 5540.60000000 0.000051759858 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210A4T1 1473.98000000 PA USD 1499.84000000 0.000014011389 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BMRT6 1178321.37000000 PA USD 1048061.36000000 0.009790908463 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208NZN6 15177.95620000 PA USD 15444.25000000 0.000144278993 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230NS30 72415.91620000 PA USD 70695.82000000 0.000660434902 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295AH40 134160.93510000 PA USD 131356.56000000 0.001227122861 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210LXD0 619.30000000 PA USD 630.17000000 0.000005886999 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36179DXR6 1106862.36930000 PA USD 989145.56000000 0.009240521599 Long ABS-MBS USGA US N 2 2045-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210LYJ6 441.67000000 PA USD 456.59000000 0.000004265428 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LS56 204297.13700000 PA USD 194688.49000000 0.001818764871 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210L2Q5 2230.65680000 PA USD 2269.79000000 0.000021204203 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GEJ27 30139.07400000 PA USD 29571.91000000 0.000276258504 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ALVD3 6538.10000000 PA USD 6237.15000000 0.000058266974 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQ6X6 335603.29980000 PA USD 320711.10000000 0.002996058382 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200VU35 524.60000000 PA USD 535.61000000 0.000005003627 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202V5N7 4351.13020000 PA USD 4385.32000000 0.000040967321 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KMA3 458839.43590000 PA USD 459669.57000000 0.004294197701 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291NZR5 14071.89330000 PA USD 14095.13000000 0.000131675618 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295VF95 16056.04870000 PA USD 16080.08000000 0.000150218868 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9HC8 45672.86760000 PA USD 44704.29000000 0.000417624032 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TCW3 8232087.90390000 PA USD 7237650.04000000 0.067613568951 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RJF7 972587.28430000 PA USD 916869.90000000 0.008565327953 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209GZ42 1153.52000000 PA USD 1192.49000000 0.000011140149 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MTC7 12981.93450000 PA USD 12665.47000000 0.000118319844 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292A6H6 4909.03260000 PA USD 4917.14000000 0.000045935542 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230T4F6 1762750.80650000 PA USD 1582773.07000000 0.014786144053 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RD55 16165.93000000 PA USD 13986.91000000 0.000130664635 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YZW1 23.28000000 PA USD 24.07000000 0.000000224860 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RD97 331447.17870000 PA USD 322397.41000000 0.003011811760 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201KDM5 948.20000000 PA USD 949.93000000 0.000008874172 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297J4T8 9916.74040000 PA USD 9504.81000000 0.000088793202 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WPB2 11578.03530000 PA USD 11837.28000000 0.000110582957 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YTG0 5744.98970000 PA USD 5845.78000000 0.000054610826 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BQQ1 2892.99000000 PA USD 2943.75000000 0.000027500285 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210GVB7 960.50000000 PA USD 992.95000000 0.000009276062 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179E3K2 2783.35000000 PA USD 2507.36000000 0.000023423563 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178MFR7 64297.27510000 PA USD 59501.73000000 0.000555860576 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210B3Q6 301540.58290000 PA USD 295361.62000000 0.002759245493 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201ARR1 2177.01000000 PA USD 2250.55000000 0.000021024464 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179JJ99 125343.90400000 PA USD 113837.05000000 0.001063456948 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARMD0 21378.52820000 PA USD 20908.28000000 0.000195323540 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FGZ6 7290.15190000 PA USD 7418.05000000 0.000069298851 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213X6F6 11779.33680000 PA USD 12073.42000000 0.000112788959 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KPK8 138333.16320000 PA USD 138582.69000000 0.001294628811 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296PKA8 2379.58000000 PA USD 2327.93000000 0.000021747342 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SJS7 105619.68350000 PA USD 94074.74000000 0.000878838971 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201GVS1 610.40000000 PA USD 601.44000000 0.000005618606 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209C6J0 27.31000000 PA USD 28.23000000 0.000000263722 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176YAQ0 16831.12870000 PA USD 15982.07000000 0.000149303266 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200TQA9 45315.50460000 PA USD 45395.46000000 0.000424080889 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292GSZ9 31999.31560000 PA USD 32057.60000000 0.000299479628 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201AXL7 11430.33610000 PA USD 11646.88000000 0.000108804255 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FHP1 49887.05730000 PA USD 49977.98000000 0.000466890437 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213E7G5 10435.95480000 PA USD 10686.12000000 0.000099828909 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SCS8 37360.05210000 PA USD 37428.11000000 0.000349650519 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176Q3K8 8408.56190000 PA USD 7979.43000000 0.000074543220 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207U6K9 4930.37200000 PA USD 5096.92000000 0.000047615033 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290TME6 54611.19000000 PA USD 56019.42000000 0.000523329104 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 3622A2AG7 691575.10360000 PA USD 642697.55000000 0.006004030986 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209LKS4 15630.51680000 PA USD 15904.75000000 0.000148580948 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36203T6L4 612.48000000 PA USD 633.17000000 0.000005915025 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BMZ8 9725.25360000 PA USD 10053.77000000 0.000093921544 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FB54 2354443.96600000 PA USD 2382503.05000000 0.022257159901 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KJS8 72282.31440000 PA USD 72760.61000000 0.000679724011 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36209EXR8 1886.00000000 PA USD 1919.09000000 0.000017927990 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JP62 1795.51000000 PA USD 1856.16000000 0.000017340103 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36182AUR0 124195.90860000 PA USD 120933.84000000 0.001129754614 Long ABS-MBS USGA US N 2 2043-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200BYJ0 32356.11470000 PA USD 33011.29000000 0.000308388927 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L9PV9 3159.43000000 PA USD 3156.34000000 0.000029486285 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230M6Q5 69411.41120000 PA USD 66390.54000000 0.000620215308 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290TF46 509.21000000 PA USD 510.06000000 0.000004764941 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292JDH9 31574.12800000 PA USD 31626.02000000 0.000295447841 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296MFB9 38253.04310000 PA USD 37469.19000000 0.000350034285 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200JYQ7 21538.95790000 PA USD 21888.63000000 0.000204481894 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FGS2 700.25000000 PA USD 712.54000000 0.000006656493 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181FYA3 63248.44760000 PA USD 56543.80000000 0.000528227822 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209TRC5 2085.69560000 PA USD 2122.29000000 0.000019826269 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BAM0 18786.33090000 PA USD 19420.93000000 0.000181428831 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209GRS8 3436.22000000 PA USD 3552.29000000 0.000033185219 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FTD8 7617.55690000 PA USD 7751.20000000 0.000072411113 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208X6Z9 3133.77380000 PA USD 3188.75000000 0.000029789056 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291KAB3 34527.94670000 PA USD 34585.22000000 0.000323092460 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YDB9 462.36000000 PA USD 456.53000000 0.000004264868 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208VJT3 9126.42530000 PA USD 9434.71000000 0.000088138333 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201XZE1 596.84000000 PA USD 606.86000000 0.000005669239 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FU43 12675.73560000 PA USD 12989.10000000 0.000121343171 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FUE4 33575.00320000 PA USD 31970.75000000 0.000298668282 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208DUA1 1649.83000000 PA USD 1705.56000000 0.000015933210 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213YSK9 10834.33890000 PA USD 11200.32000000 0.000104632526 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207EJV7 8672.22350000 PA USD 8687.13000000 0.000081154499 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179V4U1 15092635.39930000 PA USD 12115047.09000000 0.113177836347 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36291HTN4 1799.03000000 PA USD 1802.28000000 0.000016836760 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AARB6 4738.09120000 PA USD 4804.78000000 0.000044885884 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ALED2 2134.33000000 PA USD 2134.42000000 0.000019939587 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MWP4 14471.10810000 PA USD 14851.12000000 0.000138738018 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209MH49 1275.64000000 PA USD 1318.73000000 0.000012319474 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181DZ82 298656.78480000 PA USD 275059.11000000 0.002569581009 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NXT3 54535.53340000 PA USD 54631.20000000 0.000510360460 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AS3J6 677730.66270000 PA USD 644292.65000000 0.006018932288 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208TK66 5050.40770000 PA USD 5221.01000000 0.000048774273 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209JS51 8474.55890000 PA USD 8623.24000000 0.000080557643 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290V2F0 58601.83990000 PA USD 60140.74000000 0.000561830158 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201KGU4 70690.76440000 PA USD 72403.19000000 0.000676385021 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A6DC8 13523.07780000 PA USD 13530.57000000 0.000126401542 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140HPAR8 104223.79680000 PA USD 99917.64000000 0.000933422893 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179YYV0 239161659.00000000 PA USD 232484145.90000000 2.171848976128 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36198TUR1 56478.57410000 PA USD 50095.37000000 0.000467987086 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176WRE3 128319.97270000 PA USD 119641.42000000 0.001117680926 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295GAM4 46610.73990000 PA USD 47266.76000000 0.000441562429 Long ABS-MBS USGA US N 2 2037-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241K4G0 111250.53660000 PA USD 106432.79000000 0.000994286922 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138X3GD8 220870.56790000 PA USD 229242.16000000 0.002141562593 Long ABS-MBS USGSE US N 2 2043-08-01 Floating 6.31000000 N N N N N N Ginnie Mae I Pool N/A 36200KFE2 60889.44520000 PA USD 60996.88000000 0.000569828152 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208J5Z1 4330.06810000 PA USD 4476.34000000 0.000041817623 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200M4T7 5207.39740000 PA USD 5338.87000000 0.000049875312 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FQ25 3104.11000000 PA USD 3158.57000000 0.000029507117 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARYD7 61313.70060000 PA USD 58405.80000000 0.000545622482 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177NZ29 112997.57160000 PA USD 107550.78000000 0.001004731099 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36204RQY7 2664.50510000 PA USD 2754.51000000 0.000025732420 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178AWB9 30724.86140000 PA USD 27747.90000000 0.000259218743 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210QSB9 583.58000000 PA USD 603.29000000 0.000005635888 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EFM6 588419.35420000 PA USD 587979.57000000 0.005492859834 Long ABS-MBS USGA US N 2 2035-10-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140NUPR4 3669475.00000000 PA USD 3713742.45000000 0.034693495792 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 5.17000000 N N N N N N Ginnie Mae I Pool N/A 36241KDK1 4633.87870000 PA USD 4641.63000000 0.000043361749 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QT55 12210.91050000 PA USD 12425.14000000 0.000116074700 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291AJ34 3002.36000000 PA USD 3007.01000000 0.000028091255 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Freddie Mac REMICS N/A 31339LHU7 151415.37630000 PA USD 154281.18000000 0.001441282894 Long ABS-MBS USGSE US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207VYQ3 1017.70000000 PA USD 1022.86000000 0.000009555479 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36184BZH3 10400.37000000 PA USD 9342.26000000 0.000087274673 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AEW6 902.82000000 PA USD 933.32000000 0.000008719003 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209LM45 374.16000000 PA USD 386.80000000 0.000003613455 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206K2L4 1950.55000000 PA USD 1963.09000000 0.000018339035 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312945CB2 4244.79000000 PA USD 4155.14000000 0.000038816997 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CZ45 425.68000000 PA USD 426.35000000 0.000003982928 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NWZ0 20823.69290000 PA USD 21360.66000000 0.000199549639 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201PJL0 1085.57000000 PA USD 1111.31000000 0.000010381772 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230U6N4 32241.95080000 PA USD 29941.52000000 0.000279711372 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TV77 3685621.58590000 PA USD 3533743.75000000 0.033011961807 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230SMC5 3806.69000000 PA USD 3630.70000000 0.000033917719 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200VWP4 339.65000000 PA USD 351.12000000 0.000003280135 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212SK96 15.85000000 PA USD 15.82000000 0.000000147789 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176HKG8 10793.85490000 PA USD 10249.35000000 0.000095748637 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 3622AANC4 16190946.02300000 PA USD 14882660.92000000 0.139032671479 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJBY5 4519.19000000 PA USD 4397.82000000 0.000041084095 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36198KGU9 214121.01240000 PA USD 197256.09000000 0.001842751192 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XLV0 32568.64370000 PA USD 32627.92000000 0.000304807514 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BW53 156090.47910000 PA USD 161363.15000000 0.001507442112 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208V4F9 1715.56150000 PA USD 1773.51000000 0.000016567993 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208V4H5 17340.80770000 PA USD 17645.04000000 0.000164838603 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KJT3 3369.97630000 PA USD 3429.10000000 0.000032034387 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180JD50 93523.13280000 PA USD 86064.34000000 0.000804006432 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381XDL7 8034023.14000000 PA USD 7101302.78000000 0.066339823355 Long ABS-MBS USGA US N 2 2048-10-20 Variable 3.70100000 N N N N N N Ginnie Mae I Pool N/A 36209NC67 1965.85000000 PA USD 2032.26000000 0.000018985216 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295GKV3 499979.23590000 PA USD 445609.64000000 0.004162850918 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296UKQ2 1640.23000000 PA USD 1641.74000000 0.000015337008 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209CC87 9257.05810000 PA USD 9419.47000000 0.000087995962 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WNE4 384521652.37380000 PA USD 321642403.10000000 3.004758544492 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36225A7D6 6003.60970000 PA USD 6206.41000000 0.000057979803 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297FX98 6320.43900000 PA USD 6032.08000000 0.000056351226 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C2UZ5 1476977.33380000 PA USD 1405499.90000000 0.013130071760 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209CDV5 2128.77000000 PA USD 2200.68000000 0.000020558582 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213GJ36 13767.69240000 PA USD 14232.76000000 0.000132961347 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296YCL4 3864.12000000 PA USD 3788.21000000 0.000035389165 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132M5QS4 16854.69920000 PA USD 16450.20000000 0.000153676500 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210YTJ4 995.20000000 PA USD 1028.82000000 0.000009611157 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207NRR7 719.79000000 PA USD 744.10000000 0.000006951324 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230R2X3 21412.61670000 PA USD 20907.80000000 0.000195319056 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291XBP3 3113.72000000 PA USD 3118.59000000 0.000029133627 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BG44 1959.58570000 PA USD 1993.97000000 0.000018627514 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5LE5 235139.73790000 PA USD 229033.89000000 0.002139616951 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36205RJQ1 427.08000000 PA USD 427.53000000 0.000003993952 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C05R5 51912.93740000 PA USD 50717.22000000 0.000473796361 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180KLH2 110680.91160000 PA USD 102159.92000000 0.000954370100 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292CAA2 59792.84000000 PA USD 61387.88000000 0.000573480844 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VCG4 7089.81430000 PA USD 7102.74000000 0.000066353249 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200H4N1 11380.68210000 PA USD 11678.25000000 0.000109097311 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AZJ9 24583.69550000 PA USD 25414.12000000 0.000237416750 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BK56 16370.18060000 PA USD 16923.16000000 0.000158094856 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208VMV4 6003.30430000 PA USD 6206.09000000 0.000057976814 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209DJD7 4901.39220000 PA USD 5066.96000000 0.000047335149 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3617A0C95 174840.73900000 PA USD 155306.36000000 0.001450860047 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SWB1 1144.85000000 PA USD 1146.91000000 0.000010714344 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJW30 180207.52310000 PA USD 173919.56000000 0.001624743127 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARRZ6 22158.67900000 PA USD 21061.29000000 0.000196752948 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200VX24 1919.43000000 PA USD 1984.27000000 0.000018536897 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211RQT9 16593.58620000 PA USD 16623.02000000 0.000155290971 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292MQZ8 29318.20990000 PA USD 29933.56000000 0.000279637010 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UDL0 157241.17880000 PA USD 140848.74000000 0.001315798075 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KV39 269.72000000 PA USD 265.63000000 0.000002481494 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295FCP7 28045.27480000 PA USD 28090.34000000 0.000262417791 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176LUC7 139149.72570000 PA USD 132605.14000000 0.001238786999 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MNJ5 185767.66690000 PA USD 176404.55000000 0.001647957712 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291SRU6 14374.71960000 PA USD 14398.75000000 0.000134512012 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213XG65 817.80000000 PA USD 836.33000000 0.000007812930 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 312943UJ0 7987.25590000 PA USD 7660.15000000 0.000071560531 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211JK22 32.92000000 PA USD 34.03000000 0.000000317905 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3617B9R57 807545.04290000 PA USD 719030.35000000 0.006717126122 Long ABS-MBS USGA US N 2 2047-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FZZ2 657461.51470000 PA USD 641776.85000000 0.005995429878 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WNG9 86958.15420000 PA USD 77735.92000000 0.000726202974 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KL65 1970.57000000 PA USD 2037.14000000 0.000019030804 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177Q6L2 88102.88600000 PA USD 81531.82000000 0.000761663979 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RT45 179.54000000 PA USD 177.61000000 0.000001659218 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176MDB6 142644.38880000 PA USD 139371.97000000 0.001302002203 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178CMV2 244058.05390000 PA USD 226178.46000000 0.002112941744 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38385TQ20 20585104.00000000 PA USD 19058065.99000000 0.178038983893 Long ABS-MBS USGA US N 2 2056-06-20 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36292EC73 4834.17870000 PA USD 4840.64000000 0.000045220885 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201F6D4 9370.44630000 PA USD 9569.81000000 0.000089400427 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177WST8 177652.28400000 PA USD 165129.40000000 0.001542626130 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36178MFS5 140741.44190000 PA USD 129979.10000000 0.001214254736 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292GKH7 24017.51710000 PA USD 24055.33000000 0.000224723039 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C4B82 4839.47560000 PA USD 4723.67000000 0.000044128161 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138E9W71 16051.76650000 PA USD 15969.02000000 0.000149181354 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AETJ9 16037.75000000 PA USD 15280.28000000 0.000142747198 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291RUD2 19305.08430000 PA USD 19499.86000000 0.000182166189 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FLB0 3782.61320000 PA USD 3848.98000000 0.000035956874 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARQZ7 3455788.58000000 PA USD 3293939.14000000 0.030771725620 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36212XFQ3 3566.09000000 PA USD 3658.05000000 0.000034173221 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QZF9 32884.31380000 PA USD 32911.46000000 0.000307456323 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JTM3 378.42000000 PA USD 378.82000000 0.000003538907 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297FSD5 51305.01000000 PA USD 51344.88000000 0.000479659912 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A2T55 20497.40590000 PA USD 20509.21000000 0.000191595459 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380UHS5 16034102.84370000 PA USD 13953833.53000000 0.130355637576 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JTL2 798.58000000 PA USD 825.56000000 0.000007712317 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ANJM3 45030.20090000 PA USD 41670.13000000 0.000389279143 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36202X3C9 1112.49000000 PA USD 1140.53000000 0.000010654743 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KDH8 529.82000000 PA USD 530.70000000 0.000004957758 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180DWW3 236117.69910000 PA USD 218935.96000000 0.002045282867 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140BAXM3 370398.27000000 PA USD 367287.18000000 0.003431168532 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FN51 18642.55050000 PA USD 18969.62000000 0.000177212728 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NDZ1 69923.95830000 PA USD 70045.85000000 0.000654362933 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NTS0 296853.36440000 PA USD 297370.84000000 0.002778015472 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291JHH6 84041.26870000 PA USD 84191.74000000 0.000786512747 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176SNE6 16462.23180000 PA USD 15628.53000000 0.000146000522 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A95P2 103173.85740000 PA USD 103309.83000000 0.000965112470 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209DB94 3535.27920000 PA USD 3654.70000000 0.000034141925 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291EMW8 34387.88070000 PA USD 34446.53000000 0.000321796828 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BRU1 14970.56840000 PA USD 15476.27000000 0.000144578121 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383MNW4 4897291.62000000 PA USD 4303983.27000000 0.040207480050 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FRW5 734.75000000 PA USD 747.64000000 0.000006984395 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VKK5 42454398.11390000 PA USD 35631407.45000000 0.332865862696 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARYL9 26832.15380000 PA USD 25543.94000000 0.000238629519 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178MWR8 66409.28630000 PA USD 59486.10000000 0.000555714562 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36211C2D3 4513.90770000 PA USD 4666.39000000 0.000043593055 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208X3T6 3828.64220000 PA USD 3895.81000000 0.000036394356 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292JC80 6909.46800000 PA USD 6921.43000000 0.000064659465 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202X2C0 20376.79590000 PA USD 20417.36000000 0.000190737403 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291UER2 2252.82000000 PA USD 2256.31000000 0.000021078274 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207J6R9 1184.02000000 PA USD 1224.02000000 0.000011434700 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230RLL8 13349.46000000 PA USD 12713.73000000 0.000118770685 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297JBH6 26684.20690000 PA USD 25403.09000000 0.000237313709 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PT32 365.94000000 PA USD 378.30000000 0.000003534049 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230PEC0 58569.04320000 PA USD 54690.17000000 0.000510911353 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291ACW7 887.12000000 PA USD 889.33000000 0.000008308052 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VZP2 15230.96990000 PA USD 15256.12000000 0.000142521497 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291JFH8 24580.27070000 PA USD 24622.19000000 0.000230018601 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176LY58 233573.67230000 PA USD 217317.08000000 0.002030159415 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295WE37 162371.55800000 PA USD 158800.00000000 0.001483497363 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209MNH3 1499.47000000 PA USD 1505.81000000 0.000014067160 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARAX9 16173.09550000 PA USD 15848.47000000 0.000148055185 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VE49 1542.99000000 PA USD 1570.06000000 0.000014667379 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36182AT76 429869.56470000 PA USD 395271.86000000 0.003692599257 Long ABS-MBS USGA US N 2 2043-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213E7D2 87874.37900000 PA USD 85626.61000000 0.000799917192 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177UFE9 35453.17280000 PA USD 32881.61000000 0.000307177466 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290W2A9 3657.58000000 PA USD 3755.79000000 0.000035086300 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210LEL3 2838.09950000 PA USD 2887.89000000 0.000026978445 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296HNT2 319945.46880000 PA USD 304584.82000000 0.002845407917 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FCF3 73287.26410000 PA USD 71785.51000000 0.000670614702 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KTF4 9146.89440000 PA USD 9375.25000000 0.000087582863 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208V3F0 1867.83770000 PA USD 1900.61000000 0.000017755352 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARQF1 256493.74140000 PA USD 250492.66000000 0.002340083127 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YKT2 780.07000000 PA USD 781.44000000 0.000007300152 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292GZP3 4428.17410000 PA USD 4435.15000000 0.000041432829 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178AJQ1 89569.73240000 PA USD 84911.26000000 0.000793234447 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6RL4 147578.77480000 PA USD 147432.01000000 0.001377298476 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178GSZ8 370367.74910000 PA USD 332687.50000000 0.003107940988 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36184H5Y6 224665.63240000 PA USD 211284.52000000 0.001973803704 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208FBW9 5146.43860000 PA USD 5236.73000000 0.000048921128 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176E2V2 144034.83340000 PA USD 140880.59000000 0.001316095615 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 3142K9UD5 1084185.64000000 PA USD 1047430.77000000 0.009785017539 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MP64 15169.69760000 PA USD 15197.27000000 0.000141971725 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208LZ42 2625.80000000 PA USD 2714.50000000 0.000025358649 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230RV29 1052559.55170000 PA USD 1001621.56000000 0.009357071430 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209APJ3 795.90000000 PA USD 799.36000000 0.000007467559 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290VDP6 2441.33590000 PA USD 2447.26000000 0.000022862114 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Fannie Mae REMICS N/A 3136AEJ81 1597724.16920000 PA USD 1501362.71000000 0.014025614744 Long ABS-MBS USGSE US N 2 2042-09-25 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36181GHN2 2289.37000000 PA USD 2072.86000000 0.000019364498 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TAJ4 4769598.87360000 PA USD 4203281.98000000 0.039266736358 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36179BG65 101891.85260000 PA USD 93969.22000000 0.000877853212 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C4SJ0 6610.81850000 PA USD 6461.62000000 0.000060363956 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36202VB67 74624.16040000 PA USD 74760.08000000 0.000698402906 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177PB20 194439.94940000 PA USD 181067.32000000 0.001691516950 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213VNZ7 14256.22360000 PA USD 14555.44000000 0.000135975798 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209J6U0 2381.09400000 PA USD 2461.53000000 0.000022995423 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MX47 554350.06050000 PA USD 514440.24000000 0.004805861080 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209LKM7 823.81400000 PA USD 838.27000000 0.000007831053 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202F2M7 13060408.49910000 PA USD 12421906.02000000 0.116044488825 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213EEQ5 3445.00000000 PA USD 3561.37000000 0.000033270044 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202TDR4 93225.15090000 PA USD 94767.76000000 0.000885313111 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208HXF8 6047.77600000 PA USD 6153.88000000 0.000057489072 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208FXS4 318.03000000 PA USD 319.86000000 0.000002988107 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181LT73 92044.21100000 PA USD 82883.05000000 0.000774287066 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LRU2 7042.89000000 PA USD 6707.49000000 0.000062660854 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BWB7 365.03000000 PA USD 371.43000000 0.000003469870 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201UPG3 7775.97210000 PA USD 7977.49000000 0.000074525096 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290R4F7 44328.55490000 PA USD 44408.51000000 0.000414860878 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AKJE7 64626.51200000 PA USD 61474.37000000 0.000574288827 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140F4UB0 370830.59870000 PA USD 349461.11000000 0.003264638760 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176AGG8 43686.88280000 PA USD 42734.43000000 0.000399221752 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176LYY5 408613.85100000 PA USD 378455.41000000 0.003535501277 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295GJM5 889576.91660000 PA USD 793443.19000000 0.007412285139 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQLB7 81801.62590000 PA USD 81907.93000000 0.000765177570 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LY91 28181.93950000 PA USD 26180.43000000 0.000244575559 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208RFX7 70.66000000 PA USD 70.88000000 0.000000662155 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AXNV6 353185.50750000 PA USD 335825.98000000 0.003137260426 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207FLP4 286.15000000 PA USD 295.82000000 0.000002763527 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212N3Z8 388.97000000 PA USD 402.11000000 0.000003756480 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200M3J0 64454.76320000 PA USD 64569.10000000 0.000603199556 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202TVC7 1058521.17190000 PA USD 951991.71000000 0.008893433195 Long ABS-MBS USGA US N 2 2044-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36179JN29 22860.87780000 PA USD 20611.20000000 0.000192548242 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140BHGA3 1324109.71000000 PA USD 1312574.33000000 0.012261968245 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36295NCT2 8869.30390000 PA USD 8879.05000000 0.000082947400 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381BZ64 7504645.29000000 PA USD 6727086.74000000 0.062843925946 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230MHU4 23836.01760000 PA USD 23471.35000000 0.000219267543 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FGE0 17407816.98380000 PA USD 17371016.86000000 0.162278700922 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291WG62 7387.18760000 PA USD 7576.49000000 0.000070778985 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181ECW2 79723.28790000 PA USD 71877.93000000 0.000671478083 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A6CA3 4008.86000000 PA USD 3824.33000000 0.000035726596 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AGP33 9027.53460000 PA USD 8825.50000000 0.000082447140 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291E6B2 80769.14350000 PA USD 82988.40000000 0.000775271237 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3622A2DQ2 388444.82150000 PA USD 379605.45000000 0.003546244862 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CU32 2733.80000000 PA USD 2690.31000000 0.000025132668 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178UM26 100952.47700000 PA USD 93640.53000000 0.000874782615 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XN71 708.79000000 PA USD 699.45000000 0.000006534208 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ANYS3 33101.39820000 PA USD 31449.86000000 0.000293802168 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140F5Z63 328183.74050000 PA USD 309419.28000000 0.002890571070 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VC25 10239.22000000 PA USD 10257.29000000 0.000095822812 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AUCU6 47603.00430000 PA USD 43213.89000000 0.000403700830 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36295NGM3 34424.30490000 PA USD 34463.60000000 0.000321956295 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176XFL8 60066.04400000 PA USD 58498.52000000 0.000546488666 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMAJ1 5069.61040000 PA USD 5073.67000000 0.000047397834 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TQQ1 5605307.04120000 PA USD 5188914.00000000 0.048474434738 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295WQH3 1240.65000000 PA USD 1242.17000000 0.000011604256 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JSH5 879.64000000 PA USD 909.35000000 0.000008495077 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290TK65 29964.54440000 PA USD 30010.61000000 0.000280356806 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LMN3 40668.60570000 PA USD 40704.13000000 0.000380254845 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208HYB6 10640.12430000 PA USD 10999.54000000 0.000102756855 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVT51 295109.96550000 PA USD 288676.07000000 0.002696789601 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A1Q76 139960.87340000 PA USD 136815.34000000 0.001278118363 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213Q5E5 4059.29000000 PA USD 4196.41000000 0.000039202538 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36183X2L3 106196.43080000 PA USD 95706.03000000 0.000894078357 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WQA9 282691174.06770000 PA USD 236463845.41000000 2.209027022280 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3617AAPT5 144666.90700000 PA USD 128132.43000000 0.001197003287 Long ABS-MBS USGA US N 2 2045-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291RRF1 3037.08000000 PA USD 3041.99000000 0.000028418036 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VSG6 33334390.11950000 PA USD 27900931.20000000 0.260648349267 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36296SQX6 316637.06870000 PA USD 309764.87000000 0.002893799545 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208RJ62 12183.59480000 PA USD 12595.15000000 0.000117662920 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179DEX4 34900.53420000 PA USD 31518.99000000 0.000294447975 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TZ57 22955756.79320000 PA USD 21228955.90000000 0.198319270147 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PZT8 5988.99160000 PA USD 6191.30000000 0.000057838647 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180KBW0 403054.08730000 PA USD 352482.81000000 0.003292867249 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36290S2E0 4760.82530000 PA USD 4769.43000000 0.000044555647 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379ENP3 2718834.59000000 PA USD 2507243.19000000 0.023422472676 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 2.37500000 N N N N N N Ginnie Mae I Pool N/A 36176CEM3 103501.75780000 PA USD 101070.87000000 0.000944196279 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290N5A6 3499.69000000 PA USD 3505.90000000 0.000032751847 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36216UWD5 906.87000000 PA USD 937.50000000 0.000008758052 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201ATP3 776.03000000 PA USD 789.65000000 0.000007376849 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WS52 2716.07000000 PA USD 2763.72000000 0.000025818459 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJTQ3 142577.22890000 PA USD 135482.14000000 0.001265663711 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208FLC2 2224.06000000 PA USD 2299.19000000 0.000021478855 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SF55 565187.73070000 PA USD 566203.71000000 0.005289431428 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202W4W6 13345.18720000 PA USD 13368.45000000 0.000124887029 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213JQJ7 3490.55460000 PA USD 3608.46000000 0.000033709955 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RX81 27166.84260000 PA USD 27216.21000000 0.000254251736 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211BGC2 1217.03260000 PA USD 1258.14000000 0.000011753446 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176MUT8 143870.93050000 PA USD 140491.92000000 0.001312464690 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180Y4P3 85891.51130000 PA USD 78006.47000000 0.000728730431 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209X7G9 2077.33000000 PA USD 2147.50000000 0.000020061779 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292DSL7 25800.95950000 PA USD 26498.70000000 0.000247548813 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36179DYD6 57971.99000000 PA USD 51438.64000000 0.000480535811 Long ABS-MBS USGA US N 2 2046-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209MGJ7 1434.00000000 PA USD 1482.44000000 0.000013848840 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213P6N6 7697.09510000 PA USD 7851.40000000 0.000073347173 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RZC3 23126.53230000 PA USD 22020.70000000 0.000205715682 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GDBU5 134586.89920000 PA USD 134233.69000000 0.001254000788 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295DV89 77055.36300000 PA USD 73837.25000000 0.000689781899 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C0Z76 34105.58180000 PA USD 33757.82000000 0.000315362953 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297BX48 664490.48480000 PA USD 650668.48000000 0.006078494800 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200N4H1 3320.36000000 PA USD 3410.15000000 0.000031857358 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TEV3 72204.53050000 PA USD 55161.27000000 0.000515312333 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36297E5E1 163111.02900000 PA USD 154972.90000000 0.001447744889 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WW65 4059.24350000 PA USD 4130.46000000 0.000038586439 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MVP5 101964.62960000 PA USD 102149.10000000 0.000954269020 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291MDV2 3252.99240000 PA USD 3362.88000000 0.000031415765 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209SH46 11209.05140000 PA USD 11587.69000000 0.000108251307 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206RTF3 577.04000000 PA USD 596.53000000 0.000005572737 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178D7K1 650286.73770000 PA USD 584603.10000000 0.005461317111 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209AYE4 1386.48000000 PA USD 1433.31000000 0.000013389871 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295WFZ5 311864.34600000 PA USD 296891.68000000 0.002773539196 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417CKK0 4993.69330000 PA USD 4948.31000000 0.000046226730 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A2KQ4 111351.40280000 PA USD 103012.73000000 0.000962336985 Long ABS-MBS USGA US N 2 2044-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210QUV2 2549.86670000 PA USD 2636.00000000 0.000024625308 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209E2L5 192.59000000 PA USD 195.97000000 0.000001830736 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQWP4 54452.90770000 PA USD 51796.98000000 0.000483883395 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176XUB3 33034.27900000 PA USD 29910.13000000 0.000279418129 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36209MBN3 39204.71230000 PA USD 36939.29000000 0.000345084000 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VXU0 3020.08870000 PA USD 3073.07000000 0.000028708383 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DZW4 1190.14000000 PA USD 1173.85000000 0.000010966016 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RVB6 68062.50730000 PA USD 68186.20000000 0.000636990226 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SNW3 53022.02760000 PA USD 49890.48000000 0.000466073019 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36183YQU5 312385.26090000 PA USD 276979.48000000 0.002587520958 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CJ21 88694.40690000 PA USD 88835.04000000 0.000829890098 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209NAT9 2606.20000000 PA USD 2694.24000000 0.000025169382 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FEH5 12136857.36450000 PA USD 11867694.64000000 0.110867088820 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180CRU5 358943.54600000 PA USD 330671.90000000 0.003089111408 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176L6A8 27359.18080000 PA USD 26716.61000000 0.000249584511 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213YQB1 5905.24710000 PA USD 6029.19000000 0.000056324228 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178LW66 7323.48000000 PA USD 6600.04000000 0.000061657065 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210HSD5 14709.27560000 PA USD 14967.34000000 0.000139823736 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202UJ38 112082.70710000 PA USD 112280.48000000 0.001048915591 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BUJ5 1400087.02120000 PA USD 1427863.49000000 0.013338990694 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36183QUS2 69859.34100000 PA USD 62076.99000000 0.000579918457 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208GST6 1969.50000000 PA USD 2036.03000000 0.000019020435 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208V4K8 432.45000000 PA USD 447.06000000 0.000004176400 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179HYS4 335834.83470000 PA USD 311290.11000000 0.002908048220 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201HMT7 53777.54180000 PA USD 53875.55000000 0.000503301236 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36241KZP6 5746.45670000 PA USD 5737.44000000 0.000053598722 Long ABS-MBS USGA US N 2 2039-02-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178MBR1 202538.66030000 PA USD 190885.56000000 0.001783238192 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180UYW3 286860.57200000 PA USD 264052.95000000 0.002466762311 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213VRD2 3803.95910000 PA USD 3932.46000000 0.000036736738 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209TR35 9456.10780000 PA USD 9775.53000000 0.000091322247 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201RX71 4177.70810000 PA USD 4130.32000000 0.000038585131 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201F6X0 50984.10030000 PA USD 52166.67000000 0.000487337011 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YAF3 7036.41970000 PA USD 7221.62000000 0.000067463817 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178ND71 94126.56320000 PA USD 85115.04000000 0.000795138144 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MHV8 1343.27000000 PA USD 1378.39000000 0.000012876813 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210ATY3 14720.44020000 PA USD 15113.12000000 0.000141185602 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FM94 2396.55000000 PA USD 2438.60000000 0.000022781213 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GWP1 1869001.32600000 PA USD 1678175.36000000 0.015677384895 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FMV5 7117.75630000 PA USD 7242.63000000 0.000067660091 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200TR42 3759.42000000 PA USD 3822.02000000 0.000035705016 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NY37 683.98000000 PA USD 695.98000000 0.000006501791 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RUM3 35055.13540000 PA USD 34612.96000000 0.000323351605 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178D2W0 192518.19440000 PA USD 177597.98000000 0.001659106643 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295YHK2 31126.48320000 PA USD 31165.16000000 0.000291142523 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212SZX7 62526.73960000 PA USD 64194.71000000 0.000599702034 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JWD6 354.97000000 PA USD 366.96000000 0.000003428112 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201VAV4 57796.20690000 PA USD 57900.46000000 0.000540901635 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381RVG1 5844135.99000000 PA USD 4435151.62000000 0.041432844668 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FGW0 59542.59250000 PA USD 58197.95000000 0.000543680764 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LSE7 164051.02240000 PA USD 164134.61000000 0.001533332878 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297JET7 698347.48770000 PA USD 684704.29000000 0.006396454714 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LAN6 45290.32300000 PA USD 45934.95000000 0.000429120763 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KF78 211614.26720000 PA USD 217383.13000000 0.002030776449 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SM46 130026.18430000 PA USD 126060.14000000 0.001177644113 Long ABS-MBS USGA US N 2 2031-10-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36295A7D1 368.75000000 PA USD 369.42000000 0.000003451093 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JSA0 869.26000000 PA USD 898.62000000 0.000008394838 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211RHQ5 3008.27100000 PA USD 3109.89000000 0.000029052352 Long ABS-MBS USGA US N 2 2030-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179A5C6 64456.76910000 PA USD 58017.45000000 0.000541994547 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230LG52 109022.33760000 PA USD 106423.14000000 0.000994196773 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296UES5 809.99000000 PA USD 793.39000000 0.000007411788 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200RNA6 6805.03200000 PA USD 7034.90000000 0.000065719493 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202WLS6 237.15000000 PA USD 241.31000000 0.000002254299 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KYG4 4691.18350000 PA USD 4849.65000000 0.000045305056 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291XVC0 15674.14170000 PA USD 15702.70000000 0.000146693413 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176LX26 111865.01850000 PA USD 106025.38000000 0.000990480929 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211BTY0 13008.51500000 PA USD 13236.74000000 0.000123656605 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200DJF1 4736.85560000 PA USD 4745.48000000 0.000044331908 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179A3Z7 993883.27450000 PA USD 893493.91000000 0.008346951255 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EQY8 14886.77070000 PA USD 14867.48000000 0.000138890852 Long ABS-MBS USGA US N 2 2038-01-20 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3142K8VM6 3097742.82000000 PA USD 2994372.07000000 0.027973193136 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FB96 2553.40030000 PA USD 2639.65000000 0.000024659406 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RQZ9 578.58000000 PA USD 571.44000000 0.000005338348 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230LCY3 10678.67000000 PA USD 10172.22000000 0.000095028095 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295RZD3 60079.90480000 PA USD 60132.38000000 0.000561752060 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EBU2 955.72000000 PA USD 955.15000000 0.000008922937 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ANYH7 37066.74000000 PA USD 35217.36000000 0.000328997863 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BHP3 8015.85090000 PA USD 8156.48000000 0.000076197207 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QZL3 4390.64910000 PA USD 4467.68000000 0.000041736722 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177NTA8 37337.84010000 PA USD 34502.18000000 0.000322316706 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209EFB3 1433.61080000 PA USD 1436.39000000 0.000013418644 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210NQK8 3287.46230000 PA USD 3398.51000000 0.000031748618 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ATYD3 97215.96180000 PA USD 97238.71000000 0.000908396535 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BMYF8 384639.64770000 PA USD 342118.85000000 0.003196047933 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36295GLQ3 177342.45840000 PA USD 158177.63000000 0.001477683230 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179Q3G4 676201.09070000 PA USD 586576.38000000 0.005479751341 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36176GWF9 345407.34800000 PA USD 328365.57000000 0.003067565851 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213GQC8 22716.51580000 PA USD 23243.42000000 0.000217138238 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211C3D2 144.29000000 PA USD 144.32000000 0.000001348226 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AR3A7 362919.58540000 PA USD 345707.54000000 0.003229573198 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NDT3 309.99000000 PA USD 315.43000000 0.000002946722 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DPE5 81784.03740000 PA USD 73859.92000000 0.000689993681 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FY36 315756.14410000 PA USD 300002.06000000 0.002802596126 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36184DQE6 49475.55070000 PA USD 46609.15000000 0.000435419087 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201F6T9 3389.48000000 PA USD 3473.27000000 0.000032447020 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AXPB8 67243.59010000 PA USD 65558.66000000 0.000612443949 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179CGX4 327423.53070000 PA USD 302643.17000000 0.002827269172 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212MAD1 8371.63360000 PA USD 8654.42000000 0.000080848924 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ASD89 187894.80950000 PA USD 179322.54000000 0.001675217350 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 3617MQC46 11522820.08760000 PA USD 9591729.11000000 0.089605194221 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GBE9 168546.89100000 PA USD 168563.24000000 0.001574704798 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201UH72 97049.28560000 PA USD 95798.05000000 0.000894938001 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201TQW0 4410.41450000 PA USD 4523.68000000 0.000042259869 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210XV20 1734.28000000 PA USD 1792.86000000 0.000016748759 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WJC6 157892.94410000 PA USD 158166.32000000 0.001477577573 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140LBYT4 2084919.00000000 PA USD 1659368.89000000 0.015501696301 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 2.32000000 N N N N N N Ginnie Mae I Pool N/A 36177RUD1 111549.97180000 PA USD 103347.29000000 0.000965462419 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209BYJ1 182.73000000 PA USD 188.90000000 0.000001764689 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209BX86 343.04000000 PA USD 354.63000000 0.000003312926 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208R2F0 2250.34620000 PA USD 2289.83000000 0.000021391415 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JRT9 7613.62260000 PA USD 7819.52000000 0.000073049353 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BQM0 2081.26220000 PA USD 2117.78000000 0.000019784137 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WNF1 125744395.15950000 PA USD 109301316.16000000 1.021084472975 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207MTM8 6893.44490000 PA USD 7014.39000000 0.000065527890 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202SXH6 185349.69590000 PA USD 185686.53000000 0.001734669254 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178QN32 56452.03450000 PA USD 50770.71000000 0.000474296060 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EGN3 37348.67800000 PA USD 37317.70000000 0.000348619077 Long ABS-MBS USGA US N 2 2036-01-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209G4A2 1025.46000000 PA USD 1060.10000000 0.000009903372 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177L2H6 291184.17190000 PA USD 271250.23000000 0.002533998746 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176ENF4 163901.72000000 PA USD 148146.85000000 0.001383976456 Long ABS-MBS USGA US N 2 2043-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GX88 328527.69870000 PA USD 295707.32000000 0.002762474996 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KCS5 28142.39390000 PA USD 28190.00000000 0.000263348807 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176AUJ6 45699.74510000 PA USD 43358.56000000 0.000405052326 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180CYH6 585780.88460000 PA USD 512572.04000000 0.004788408499 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36202D6C0 957.34000000 PA USD 943.29000000 0.000008812142 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230LDG1 50533.59270000 PA USD 49530.04000000 0.000462705816 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179A3X2 670777.13270000 PA USD 608929.80000000 0.005688575268 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208TZ29 476.42000000 PA USD 477.76000000 0.000004463197 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 21H052686 888260000.00000000 PA USD 883016334.74000000 8.249070555264 Long ABS-MBS USGA US N 2 2026-08-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200SCC2 13083.10300000 PA USD 13389.99000000 0.000125088254 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FVW3 3994.96700000 PA USD 4015.20000000 0.000037509688 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A23V6 4921.06300000 PA USD 4692.56000000 0.000043837533 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WE31 3425.20000000 PA USD 3540.90000000 0.000033078814 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36183NFA5 167030.38890000 PA USD 148477.89000000 0.001387069006 Long ABS-MBS USGA US N 2 2045-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36202TUN4 70505.56300000 PA USD 70570.45000000 0.000659263705 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201UHU1 35682.99970000 PA USD 35745.96000000 0.000333936003 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213QYQ6 575.71000000 PA USD 595.16000000 0.000005559938 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206HPS1 1859.25000000 PA USD 1922.05000000 0.000017955642 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EL98 75372.57500000 PA USD 75278.27000000 0.000703243797 Long ABS-MBS USGA US N 2 2037-02-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295KKZ5 58693.70000000 PA USD 58744.96000000 0.000548790889 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291QY32 21009.28850000 PA USD 21569.73000000 0.000201502755 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VUV4 18107.23720000 PA USD 18140.19000000 0.000169464257 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FEU3 311966.61930000 PA USD 318866.39000000 0.002978825244 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YH51 3851.82190000 PA USD 3981.93000000 0.000037198883 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208FC81 3487.27520000 PA USD 3605.07000000 0.000033678286 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140UBRD7 38398845.72000000 PA USD 37103568.18000000 0.346618674793 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312945D47 14122.55050000 PA USD 14086.89000000 0.000131598640 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209U7C4 1296.00000000 PA USD 1339.78000000 0.000012516121 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178M3Z2 39580.48660000 PA USD 35568.09000000 0.000332274355 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AHNH2 40346.33050000 PA USD 39443.39000000 0.000368477109 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209CUG9 2512.56220000 PA USD 2597.44000000 0.000024265084 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296QG94 3364.37000000 PA USD 3297.56000000 0.000030805551 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200FML9 2194.02000000 PA USD 2246.61000000 0.000020987657 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3142K73A5 47940.80000000 PA USD 46315.56000000 0.000432676392 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179WJT6 15031478.12700000 PA USD 13470215.61000000 0.125837716234 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.50000000 N N N N N N Bank of America Securities, LLC 8NAV47T0Y26Q87Y0QP81 N/A 25000000.00000000 PA USD 25000000.00000000 0.233548073538 Long RA CORP US N 2 Repurchase Y 3.65000000 2026-08-03 34671600.00000000 USD 25500057.86000000 USD UST N N N Ginnie Mae I Pool N/A 36201V5H1 60313.61090000 PA USD 61647.57000000 0.000575906848 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179R4F3 22026815.41410000 PA USD 20750253.53000000 0.193847269494 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36212YJU8 1443.86000000 PA USD 1473.38000000 0.000013764202 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201V3H3 56883.11370000 PA USD 58246.68000000 0.000544135996 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UZ45 122944.50780000 PA USD 123162.60000000 0.001150575518 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A22R6 34742.75200000 PA USD 33948.93000000 0.000317148288 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208XED9 6903.63380000 PA USD 7024.75000000 0.000065624673 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XLU2 7221.38200000 PA USD 7123.28000000 0.000066545132 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208HH66 8066.36200000 PA USD 8207.88000000 0.000076677382 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XJX9 10065.53460000 PA USD 10083.88000000 0.000094202829 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALX66 66677.63540000 PA USD 59563.31000000 0.000556435852 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARP96 122618.18400000 PA USD 119874.03000000 0.001119853950 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178DHY0 618594.42250000 PA USD 555600.60000000 0.005190377991 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YRR8 315.94000000 PA USD 321.48000000 0.000003003241 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LKT2 2900.24930000 PA USD 2998.22000000 0.000028009140 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207LHM3 3389.99210000 PA USD 3504.50000000 0.000032738768 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292AX37 3587.44000000 PA USD 3532.56000000 0.000033000903 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3617BN4B8 201218.01020000 PA USD 178973.94000000 0.001671960756 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36179JK63 1801931.66850000 PA USD 1624608.26000000 0.015176965175 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AR3N9 6192.11000000 PA USD 5820.51000000 0.000054374755 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291CA47 819.58000000 PA USD 820.68000000 0.000007666729 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36296UWS5 524869.52480000 PA USD 514005.67000000 0.004801801360 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FMA1 95227.51230000 PA USD 90775.81000000 0.000848020621 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FZX7 41801970.92240000 PA USD 38924339.96000000 0.363628184456 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210UW66 13642.97670000 PA USD 13882.34000000 0.000129687750 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230LXB0 118648.79900000 PA USD 116073.68000000 0.001084351374 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201MCC4 9544.72160000 PA USD 9761.03000000 0.000091186790 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BXZ3 59937.50710000 PA USD 55433.03000000 0.000517851094 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UUL4 4859220.22430000 PA USD 4648350.96000000 0.043424536473 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SHY0 125117.56880000 PA USD 125343.66000000 0.001170950812 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AV5F5 3620.02000000 PA USD 3577.93000000 0.000033424746 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SK42 226862.88220000 PA USD 227269.08000000 0.002123130232 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36294SZU4 2118.60340000 PA USD 2147.68000000 0.000020063461 Long ABS-MBS USGA US N 2 2037-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36297FKS0 26534.77060000 PA USD 25324.18000000 0.000236576538 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EDD8 1499.62000000 PA USD 1475.19000000 0.000013781111 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207YK66 1067.91000000 PA USD 1103.98000000 0.000010313296 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9ZY0 148849.48620000 PA USD 145490.16000000 0.001359157863 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ADBH4 1630365.93280000 PA USD 1630937.54000000 0.015236092821 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KBG2 3454.77290000 PA USD 3571.47000000 0.000033364397 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209QVG7 613.66390000 PA USD 613.57000000 0.000005731923 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208L5U7 2898.03000000 PA USD 2948.87000000 0.000027548116 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180NXK6 966139.82770000 PA USD 869621.11000000 0.008123933397 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CXX3 25451.49650000 PA USD 25489.59000000 0.000238121785 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BPM1 22086.01970000 PA USD 22832.08000000 0.000213295531 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ALXM1 2540860.46720000 PA USD 2261157.21000000 0.021123556414 Long ABS-MBS USGA US N 2 2044-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208UXV4 110.56000000 PA USD 114.29000000 0.000001067688 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295GLF7 99987.73190000 PA USD 88687.13000000 0.000828508334 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SNV5 10591346.71010000 PA USD 9554149.90000000 0.089254132137 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176TLZ9 137883.17110000 PA USD 130846.29000000 0.001222355958 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295WYV3 23695.84390000 PA USD 24548.41000000 0.000229329354 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211PZW6 2925.60000000 PA USD 2999.35000000 0.000028019696 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202D5C1 3313.90000000 PA USD 3312.61000000 0.000030946147 Long ABS-MBS USGA US N 2 2034-04-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296XJ62 34867.72080000 PA USD 35374.03000000 0.000330461462 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YGC4 5998.07770000 PA USD 6008.98000000 0.000056135428 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XUNA9 28905.61560000 PA USD 26118.11000000 0.000243993370 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3142KBGK0 55006.00000000 PA USD 53175.63000000 0.000496762637 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297AA94 1527.93000000 PA USD 1528.49000000 0.000014279035 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207EMH4 12408.06170000 PA USD 12726.73000000 0.000118892130 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178MXU0 16883.20520000 PA USD 15171.70000000 0.000141732852 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Freddie Mac REMICS N/A 3137H7U76 4887482.00350000 PA USD 4647557.47000000 0.043417123751 Long ABS-MBS USGSE US N 2 2046-01-25 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180UKJ7 352638.62790000 PA USD 326515.72000000 0.003050284695 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292FWC7 497.52000000 PA USD 498.23000000 0.000004654426 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NXK0 778.14000000 PA USD 804.43000000 0.000007514923 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A5G94 23515.66050000 PA USD 23066.53000000 0.000215485745 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36194M3E9 953743.39470000 PA USD 870113.93000000 0.008128537284 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180J5N0 80970.27770000 PA USD 72941.49000000 0.000681413778 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KKQ9 55716.73370000 PA USD 57133.59000000 0.000533737595 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36183YJR0 136218.93180000 PA USD 128062.69000000 0.001196351781 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AHDX8 34047.92390000 PA USD 34077.66000000 0.000318350873 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180F5B4 131843.99260000 PA USD 114291.35000000 0.001067700984 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36176GUH7 41032.79630000 PA USD 38922.74000000 0.000363613237 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KVC9 8348.57770000 PA USD 8630.59000000 0.000080626306 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209DV27 2679.02140000 PA USD 2769.52000000 0.000025872642 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EM22 269.01000000 PA USD 278.10000000 0.000002597988 Long ABS-MBS USGA US N 2 2037-04-20 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297G6B1 29837.14250000 PA USD 29235.11000000 0.000273112144 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620APZT5 48778.92300000 PA USD 47664.39000000 0.000445277058 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176DH71 54266.93780000 PA USD 52982.73000000 0.000494960580 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WLP1 137735610.09760000 PA USD 115212270.49000000 1.076304152837 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Fannie Mae REMICS N/A 31392AYW2 116790.22000000 PA USD 118552.13000000 0.001107504863 Long ABS-MBS USGSE US N 2 2031-12-25 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290UYV2 24478.76130000 PA USD 24907.98000000 0.000232688429 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208XYU9 673.20000000 PA USD 695.94000000 0.000006501417 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200M7M9 41427.49120000 PA USD 41500.98000000 0.000387698957 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AC4T8 1362.11000000 PA USD 1333.22000000 0.000012454838 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJW48 18310.22000000 PA USD 16247.39000000 0.000151781865 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36294XA55 4097.28000000 PA USD 4102.13000000 0.000038321782 Long ABS-MBS USGA US N 2 2037-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200DKN2 903.39000000 PA USD 919.24000000 0.000008587469 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291K4W4 10631.88940000 PA USD 10913.62000000 0.000101954197 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179T4N2 8322111.67200000 PA USD 7494134.80000000 0.070009629815 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36297GPW4 4421375.01460000 PA USD 4208252.80000000 0.039313173376 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209HEU5 4725.01130000 PA USD 4884.62000000 0.000045631743 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209JP96 5078.06370000 PA USD 5249.60000000 0.000049041358 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291RY97 208689.56910000 PA USD 209038.44000000 0.001952820998 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291JFJ4 532.73000000 PA USD 533.61000000 0.000004984943 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201ECV0 16322.96020000 PA USD 16351.92000000 0.000152758376 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C3BD3 24528.52780000 PA USD 23355.66000000 0.000218186775 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AECR9 12936.99030000 PA USD 12653.68000000 0.000118209703 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418FWP8 13530890.40000000 PA USD 13072181.04000000 0.122119307953 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177SBU2 8115.54820000 PA USD 7521.01000000 0.000070260695 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BQ40 1284.79000000 PA USD 1328.19000000 0.000012407848 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208MPN9 2580.40270000 PA USD 2667.57000000 0.000024920233 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9Y70 166918.68640000 PA USD 163378.86000000 0.001526272720 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128L6BR9 9558.64640000 PA USD 9550.52000000 0.000089220221 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177MQC9 960582.99920000 PA USD 889947.78000000 0.008313823582 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210LZD8 2866.96930000 PA USD 2917.27000000 0.000027252911 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208UU96 2356.22580000 PA USD 2435.82000000 0.000022755242 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295DPB9 3660.39000000 PA USD 3486.79000000 0.000032573323 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201XYZ5 1849.14000000 PA USD 1851.80000000 0.000017299372 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MGX5 839389.76710000 PA USD 757104.05000000 0.007072807693 Long ABS-MBS USGA US N 2 2043-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209C3A2 738.21000000 PA USD 763.15000000 0.000007129288 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292ETW0 2384.00000000 PA USD 2387.78000000 0.000022306456 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200H3S1 21823.72830000 PA USD 22084.93000000 0.000206315714 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36230TGV8 27412.08600000 PA USD 26007.77000000 0.000242962583 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GDNW8 1623.39000000 PA USD 1596.17000000 0.000014911297 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212AWA9 65797.60900000 PA USD 67471.90000000 0.000630317290 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132L7S67 23024.03650000 PA USD 21881.82000000 0.000204418276 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASE47 204819.33170000 PA USD 200394.15000000 0.001872066707 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292FSS7 47362.89610000 PA USD 46713.00000000 0.000436389246 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179VZQ6 380290840.09570000 PA USD 305264210.98000000 2.851754735785 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AYHD1 24962.34560000 PA USD 24969.36000000 0.000233261837 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200QTH7 849.96000000 PA USD 864.87000000 0.000008079548 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201F5P8 101289.64020000 PA USD 103585.08000000 0.000967683835 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241K3M8 6984.88770000 PA USD 7084.57000000 0.000066183507 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A3ZP2 288449.56370000 PA USD 282361.52000000 0.002637799561 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209UKG0 860.83000000 PA USD 889.91000000 0.000008313470 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176FAC2 6667.78000000 PA USD 6509.40000000 0.000060810313 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3617BMVK0 1000273.79560000 PA USD 889696.43000000 0.008311475490 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291ASV2 10026.16820000 PA USD 10044.43000000 0.000093834291 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291ATE9 53348.95890000 PA USD 53445.48000000 0.000499283555 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XW4F5 141428.43410000 PA USD 128010.79000000 0.001195866935 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213WJX5 19131.60750000 PA USD 19166.46000000 0.000179051592 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FMT3 142.92000000 PA USD 145.43000000 0.000001358595 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FLF1 4013.45720000 PA USD 4083.87000000 0.000038151198 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176DHH9 88988.29090000 PA USD 87022.29000000 0.000812955527 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 312946C79 3831.21000000 PA USD 3672.32000000 0.000034306530 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5MP9 716336.63300000 PA USD 679918.37000000 0.006351745019 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178XCC9 76613.04280000 PA USD 74972.99000000 0.000700391895 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YF35 10873.03900000 PA USD 11152.28000000 0.000104183740 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BHJ0 1074.55000000 PA USD 1110.85000000 0.000010377475 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211QZM6 14392.93130000 PA USD 14418.02000000 0.000134692031 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36241LLT1 141589.93160000 PA USD 143385.18000000 0.001339493302 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36202TC20 43332.76270000 PA USD 44026.40000000 0.000411291236 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138ELYW7 61749.82790000 PA USD 64218.72000000 0.000599926333 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200DAK9 9327.99290000 PA USD 9567.56000000 0.000089379408 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KFR6 5418.15000000 PA USD 5513.21000000 0.000051503982 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230QZ27 118287.52000000 PA USD 115617.94000000 0.001080093886 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A6RA7 2394.49790000 PA USD 2430.45000000 0.000022705076 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36297EJB2 147272.25280000 PA USD 140033.63000000 0.001308183380 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASVB2 229565.85850000 PA USD 218412.40000000 0.002040391810 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MRV5 5036.07000000 PA USD 5124.43000000 0.000047872030 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178QA51 37256.15000000 PA USD 34537.04000000 0.000322642366 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ATC47 72997.05950000 PA USD 71486.15000000 0.000667818104 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213C6J4 3499.11000000 PA USD 3567.78000000 0.000033329925 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3617A9TB3 97377.25280000 PA USD 86402.99000000 0.000807170074 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C2F82 74659.31390000 PA USD 74576.48000000 0.000696687729 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176KEN3 257292.01700000 PA USD 244407.76000000 0.002283238460 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211D2D1 72798.65040000 PA USD 72918.87000000 0.000681202464 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PS66 2519.05500000 PA USD 2604.15000000 0.000024327768 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291SPU8 40495.15070000 PA USD 41502.54000000 0.000387713530 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213RWR4 118630.16340000 PA USD 121838.31000000 0.001138204103 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38374UC74 224163.88000000 PA USD 220248.10000000 0.002057540778 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176QEU4 35726.59560000 PA USD 33868.48000000 0.000316396730 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291XLF4 2262.76000000 PA USD 2266.44000000 0.000021172907 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213J4G7 31082.72530000 PA USD 32132.69000000 0.000300181113 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AHM59 54938.65110000 PA USD 53688.48000000 0.000501553643 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MKB8 22999.04820000 PA USD 23040.76000000 0.000215245004 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211GVQ3 9863.97380000 PA USD 10197.17000000 0.000095261176 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36205HN62 3739.59010000 PA USD 3865.91000000 0.000036115033 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208VN68 2965.63000000 PA USD 3065.81000000 0.000028640560 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201FWE3 12580.93960000 PA USD 12885.70000000 0.000120377216 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200AWY1 30607.36280000 PA USD 30663.07000000 0.000286452037 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132QQKH4 91931.58950000 PA USD 82246.75000000 0.000768342800 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230M7J0 289637.33440000 PA USD 275844.20000000 0.002576915260 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200A4N6 187894.62780000 PA USD 188198.42000000 0.001758135137 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201MBY7 20261.88190000 PA USD 20731.85000000 0.000193675345 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QXQ7 87117.85910000 PA USD 85244.27000000 0.000796345401 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180JAD6 345808.68940000 PA USD 311006.54000000 0.002905399130 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138E43F6 6450.53880000 PA USD 6423.24000000 0.000060005413 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AAR26 3119.67000000 PA USD 2980.58000000 0.000027844348 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KDX3 522.24000000 PA USD 539.88000000 0.000005043517 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178TSK3 286179.05810000 PA USD 264369.90000000 0.002469723233 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36184DN74 301489.65150000 PA USD 267707.19000000 0.002500899939 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C0YB8 26105.86500000 PA USD 26120.33000000 0.000244014110 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140B7MK6 3997367.37000000 PA USD 3963792.28000000 0.037029442036 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36183QTJ4 71569.77350000 PA USD 64032.97000000 0.000598191071 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EH44 382348.17780000 PA USD 386701.94000000 0.003612539724 Long ABS-MBS USGA US N 2 2036-05-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36295R3M8 20541.74750000 PA USD 20549.27000000 0.000191969696 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291XAB5 990.44000000 PA USD 992.03000000 0.000009267467 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177RUU3 92480.50510000 PA USD 86630.16000000 0.000809292279 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292MEU2 9944.30870000 PA USD 10202.33000000 0.000095309380 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180KMX6 100983.82820000 PA USD 93004.82000000 0.000868843861 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210ENN5 769.08000000 PA USD 795.06000000 0.000007427389 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WDR6 178739742.71560000 PA USD 149548396.91000000 1.397069599964 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36211SCP0 7792.26520000 PA USD 7805.66000000 0.000072919874 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AAB80 360884.48700000 PA USD 343214.32000000 0.003206281729 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179T4P7 54598743.81970000 PA USD 50491662.51000000 0.471689220358 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARQ95 82577.60830000 PA USD 80876.92000000 0.000755545954 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36181FRK9 69309.95620000 PA USD 62360.16000000 0.000582563809 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208UAN7 3594.92970000 PA USD 3716.36000000 0.000034717948 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209XD56 883.17000000 PA USD 913.00000000 0.000008529175 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A25T5 38131.71000000 PA USD 33656.59000000 0.000314417270 Long ABS-MBS USGA US N 2 2047-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TG66 4040.36000000 PA USD 3881.44000000 0.000036260113 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200RZ62 4319.14760000 PA USD 4420.46000000 0.000041295596 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179R7H6 226169.75730000 PA USD 201748.20000000 0.001884716137 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36220ABR5 7159.31250000 PA USD 7066.01000000 0.000066010120 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202F4T0 4280.44000000 PA USD 4271.85000000 0.000039907293 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138LD5Q2 1496822.82140000 PA USD 1390769.03000000 0.012992457107 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 3.05000000 N N N N N N Ginnie Mae I Pool N/A 36178KW76 185853.08370000 PA USD 167774.76000000 0.001567338879 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36180NAS4 40553.03000000 PA USD 36562.31000000 0.000341562282 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209C3B0 9326.82280000 PA USD 9490.46000000 0.000088659145 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201U5J9 31943.39190000 PA USD 32001.53000000 0.000298955827 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180MX77 1318843.48410000 PA USD 1220789.05000000 0.011404517232 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380FF27 2269477.00000000 PA USD 1614270.59000000 0.015080391458 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LZ82 204984.68880000 PA USD 194871.11000000 0.001820470893 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AM5D0 119162.63070000 PA USD 110631.98000000 0.001033515432 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36198TSX1 43703.36840000 PA USD 41331.63000000 0.000386116902 Long ABS-MBS USGA US N 2 2044-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178EA82 136800.54460000 PA USD 126497.12000000 0.001181726347 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209TTR0 3863.98390000 PA USD 3931.78000000 0.000036730385 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36184AU31 339668.57260000 PA USD 302277.14000000 0.002823849748 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QSN7 1690.04500000 PA USD 1747.13000000 0.000016321553 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181LUA4 15192.83670000 PA USD 14059.18000000 0.000131339776 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KM69 945.81000000 PA USD 977.76000000 0.000009134158 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176N5W7 22934.11340000 PA USD 21864.58000000 0.000204257221 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JUU2 5631.32080000 PA USD 5775.95000000 0.000053958479 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292JJM2 84559.55570000 PA USD 86766.91000000 0.000810569787 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292K6U5 38785.10300000 PA USD 38131.09000000 0.000356217704 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36178YC52 1697508.89120000 PA USD 1564917.66000000 0.014619340189 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJH94 31614.98590000 PA USD 31584.70000000 0.000295061833 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36183J2N0 113015.50930000 PA USD 100763.96000000 0.000941329149 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RED1 35928.30240000 PA USD 35993.30000000 0.000336246635 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36184FDL9 1188825.56390000 PA USD 1068745.62000000 0.009984139226 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36206DAN7 2969.76000000 PA USD 3021.86000000 0.000028229983 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297FJ37 6318.93000000 PA USD 6042.56000000 0.000056449129 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178WQL6 239594.68870000 PA USD 223050.39000000 0.002083719555 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180DM61 63077.92430000 PA USD 58236.57000000 0.000544041549 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241L4U7 2106643.86990000 PA USD 2001150.73000000 0.018694595914 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290R5P4 5890.31430000 PA USD 5900.94000000 0.000055126126 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BM93 15259.17110000 PA USD 15526.89000000 0.000145051009 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202WXW4 163587.62240000 PA USD 163884.91000000 0.001531000200 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RVD8 1938334.42330000 PA USD 1885200.22000000 0.017611395184 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210UWN9 7647.70000000 PA USD 7781.88000000 0.000072697723 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208FMH0 961.01000000 PA USD 993.47000000 0.000009280920 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KDD4 756.17000000 PA USD 769.44000000 0.000007188049 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209YDR6 1024.00000000 PA USD 1044.32000000 0.000009755956 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296YSM5 42290.48000000 PA USD 40343.82000000 0.000376888857 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180MGQ4 74108.95560000 PA USD 67919.84000000 0.000634501911 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291ADH9 363.87000000 PA USD 359.79000000 0.000003361130 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Fannie Mae REMICS N/A 3136BRSJ7 1582131.26000000 PA USD 1476823.97000000 0.013796375725 Long ABS-MBS USGSE US N 2 2048-08-25 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176FET1 39605.12130000 PA USD 39050.84000000 0.000364809938 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KW94 2868.34000000 PA USD 2939.95000000 0.000027464786 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36183E3W0 1432392.21520000 PA USD 1349405.71000000 0.012606044159 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209N3F7 244.50000000 PA USD 252.76000000 0.000002361264 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210M3F6 3742.88080000 PA USD 3869.31000000 0.000036146795 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C4G87 1045198.93790000 PA USD 993436.40000000 0.009280606296 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36294T4K8 6935.93280000 PA USD 6944.68000000 0.000064876665 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36198TUE0 416716.86660000 PA USD 371967.85000000 0.003474894991 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201TUB1 9982.36700000 PA USD 10161.00000000 0.000094923279 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210DSN2 2981.92220000 PA USD 3034.24000000 0.000028345636 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207YHZ6 877.55000000 PA USD 879.80000000 0.000008219023 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176AGH6 13426.82810000 PA USD 13105.54000000 0.000122430944 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179DXT2 653980.51930000 PA USD 579234.86000000 0.005411167427 Long ABS-MBS USGA US N 2 2045-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NUV1 1234.91000000 PA USD 1220.20000000 0.000011399014 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296NGT7 80906.87110000 PA USD 81040.48000000 0.000757073919 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SW88 120240.07140000 PA USD 120452.24000000 0.001125255544 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BDF5 55149.43530000 PA USD 54019.35000000 0.000504644605 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A2EV0 1259518.86770000 PA USD 1165535.96000000 0.010888347123 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212DCE7 294.85000000 PA USD 304.81000000 0.000002847511 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209QBQ7 5623.06230000 PA USD 5721.72000000 0.000053451867 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176DRK1 1750.57000000 PA USD 1748.19000000 0.000016331456 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARHJ3 10721.13000000 PA USD 10223.30000000 0.000095505280 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296DK23 173.75000000 PA USD 173.89000000 0.000001624466 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202E5F2 1598.62000000 PA USD 1564.59000000 0.000014616279 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201ASX7 104.06000000 PA USD 107.58000000 0.000001005004 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C6BH7 13423.35000000 PA USD 13076.29000000 0.000122157693 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180KB59 55004.79720000 PA USD 49612.65000000 0.000463477553 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BPZ5 17377.80170000 PA USD 17964.82000000 0.000167825964 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176SY20 127883.76960000 PA USD 124938.21000000 0.001167163130 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207BSE1 4997.17330000 PA USD 5084.85000000 0.000047502276 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297AF65 505679.22960000 PA USD 480729.93000000 0.004490941961 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XYJ0 139245.49150000 PA USD 139499.16000000 0.001303190403 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UCE7 26936.70320000 PA USD 24138.10000000 0.000225496270 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36297JA79 37587.67540000 PA USD 37640.47000000 0.000351634370 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178MWG2 19730.81910000 PA USD 17694.96000000 0.000165304952 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291FVF2 100573.80480000 PA USD 100749.13000000 0.000941190608 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213YJ45 6789.52390000 PA USD 6908.64000000 0.000064539982 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140X9DQ5 19723.51000000 PA USD 15541.53000000 0.000145187775 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BEG9 9128.98140000 PA USD 9437.35000000 0.000088162996 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BG90 19.77000000 PA USD 20.44000000 0.000000190948 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296TRZ8 6620.98670000 PA USD 6716.45000000 0.000062744558 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36292AYV4 518.86000000 PA USD 519.69000000 0.000004854903 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176LVH5 21420.13530000 PA USD 20875.99000000 0.000195021889 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Bank of America Securities, LLC 8NAV47T0Y26Q87Y0QP81 N/A 35000000.00000000 PA USD 35000000.00000000 0.326967302953 Long RA CORP US N 2 Repurchase Y 3.66000000 2026-08-03 55811646.00000000 USD 35700436.44000000 USD AMBS N N N Ginnie Mae I Pool N/A 36194GQS6 1020728.18200000 PA USD 931438.86000000 0.008701430054 Long ABS-MBS USGA US N 2 2046-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FXS0 192.02000000 PA USD 195.39000000 0.000001825318 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210RV49 659.35000000 PA USD 670.92000000 0.000006267682 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212DSE0 1834.27000000 PA USD 1867.18000000 0.000017443051 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210C5K5 6050.23730000 PA USD 6254.61000000 0.000058430084 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296EDK9 118990.64990000 PA USD 119088.89000000 0.001112519233 Long ABS-MBS USGA US N 2 2038-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209N2S0 1429.66000000 PA USD 1454.74000000 0.000013590068 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209DRH9 2520.30000000 PA USD 2605.43000000 0.000024339726 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291DQA4 6572.13510000 PA USD 6739.37000000 0.000062958675 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211DMY3 332.84000000 PA USD 344.08000000 0.000003214368 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213TVH3 1492.50000000 PA USD 1542.92000000 0.000014413839 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291VPE7 11076.05640000 PA USD 11093.23000000 0.000103632099 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JJZ4 40871.30400000 PA USD 40934.66000000 0.000382408439 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KRY8 913.87000000 PA USD 944.74000000 0.000008825688 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290QJN6 140915.47520000 PA USD 141171.56000000 0.001318813835 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291FQU5 20378.47000000 PA USD 18128.41000000 0.000169354209 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178NNM7 12175.90000000 PA USD 10930.81000000 0.000102114784 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230M7G6 259648.13920000 PA USD 248017.30000000 0.002316958504 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YRN8 23361.11440000 PA USD 23963.53000000 0.000223865450 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AXZ5 21218.09050000 PA USD 21590.35000000 0.000201695385 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36184BFH5 1136303.81880000 PA USD 1013121.78000000 0.009464505599 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CSX9 157306.08990000 PA USD 157547.95000000 0.001471800808 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3142KAWG3 2294025.00000000 PA USD 2216255.49000000 0.020704088006 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291FQK7 636615.95990000 PA USD 568253.15000000 0.005308577138 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BKB59 831261.09590000 PA USD 739367.59000000 0.006907115051 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209G6G7 1717.03000000 PA USD 1775.03000000 0.000016582193 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140UG3R1 262676.00000000 PA USD 253771.05000000 0.002370709593 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YXL4 1475.43000000 PA USD 1480.06000000 0.000013826606 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176KMF1 174391.04540000 PA USD 166018.50000000 0.001550932033 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210LXC2 755.42000000 PA USD 780.94000000 0.000007295481 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C0ZL5 293726.38660000 PA USD 287294.01000000 0.002683878502 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36295PR61 4103.76000000 PA USD 4109.46000000 0.000038390258 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RVY6 65981.33770000 PA USD 66100.57000000 0.000617506431 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176UKL8 5150.63000000 PA USD 5026.04000000 0.000046952878 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9M81 25945.64570000 PA USD 25952.33000000 0.000242444667 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295DJU4 54201.20720000 PA USD 54966.26000000 0.000513490565 Long ABS-MBS USGA US N 2 2037-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210PUL6 3868.04650000 PA USD 3935.91000000 0.000036768967 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AHNE9 23816.00600000 PA USD 23283.01000000 0.000217508085 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9JS1 156328.85490000 PA USD 152657.25000000 0.001426112265 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 312929BT8 5201.02380000 PA USD 5195.34000000 0.000048534465 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JB72 2245.93000000 PA USD 2321.80000000 0.000021690076 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LSL9 57386.93880000 PA USD 58715.94000000 0.000548519786 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176JRE2 156127.60450000 PA USD 147917.48000000 0.001381833699 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176PZX7 119413.96600000 PA USD 113412.38000000 0.001059489714 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297ENJ0 796.07000000 PA USD 796.42000000 0.000007440094 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200QQ80 109420.51750000 PA USD 107719.60000000 0.001006308202 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KK97 1575.29000000 PA USD 1610.56000000 0.000015045727 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WH21 1339.37000000 PA USD 1362.87000000 0.000012731826 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200T3H9 793.10000000 PA USD 810.20000000 0.000007568825 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C2EX8 351741.10680000 PA USD 335059.22000000 0.003130097414 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200DCC5 5870.18000000 PA USD 5880.80000000 0.000054937980 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179HUQ2 22555.63830000 PA USD 20878.92000000 0.000195049261 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140A4XM8 524395.68670000 PA USD 521793.74000000 0.004874556910 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36176VKS1 141938.24050000 PA USD 131121.40000000 0.001224926014 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312933Z49 11130.89530000 PA USD 11117.13000000 0.000103855371 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VTV2 158125869.42430000 PA USD 126929611.96000000 1.185766653930 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RZC0 44572.91260000 PA USD 45696.48000000 0.000426892994 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209XSM3 742.37000000 PA USD 755.39000000 0.000007056795 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201TM38 722.49000000 PA USD 737.44000000 0.000006889107 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Fannie Mae REMICS N/A 3136BSPC3 14797992.44080000 PA USD 14848233.10000000 0.138711049438 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AJA74 50455.40220000 PA USD 49311.96000000 0.000460668530 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EMM8 25629.46770000 PA USD 25602.99000000 0.000239181159 Long ABS-MBS USGA US N 2 2037-03-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XPA2 19836.08980000 PA USD 20345.52000000 0.000190066280 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209S4M0 4393.36800000 PA USD 4470.45000000 0.000041762599 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209YLA4 888.78000000 PA USD 906.78000000 0.000008471068 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207J6H1 839.43000000 PA USD 841.06000000 0.000007857117 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176CQP3 36562.72590000 PA USD 35684.65000000 0.000333363250 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200EBM2 16278.85700000 PA USD 16307.18000000 0.000152340418 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JLD8 33854.12900000 PA USD 34448.08000000 0.000321811308 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9TU5 2902883.91940000 PA USD 2904362.94000000 0.027132334779 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36230MCA3 7720.54650000 PA USD 7680.51000000 0.000071750732 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178LUG6 9542.47000000 PA USD 9029.89000000 0.000084356536 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KDM7 16860.30040000 PA USD 16888.01000000 0.000157766488 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9MD0 40565.05460000 PA USD 40596.58000000 0.000379250122 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176XPW3 74513.10450000 PA USD 67524.62000000 0.000630809796 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212DVU0 29488.85100000 PA USD 29931.74000000 0.000279620008 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36205TP31 174.79000000 PA USD 175.28000000 0.000001637452 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140QT2V0 1516869.96680000 PA USD 1509817.58000000 0.014104599488 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36178WGP8 14027.46730000 PA USD 12673.70000000 0.000118396728 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AL4V3 9450.96000000 PA USD 8975.97000000 0.000083852820 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209CUV6 68.42000000 PA USD 70.73000000 0.000000660754 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210SSJ8 767.58000000 PA USD 793.51000000 0.000007412909 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210XVF1 452.97000000 PA USD 460.92000000 0.000004305879 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178SNB0 6677.66000000 PA USD 6033.21000000 0.000056361782 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36179JNK9 34413.51070000 PA USD 31925.43000000 0.000298244906 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AR3Y5 39033.44070000 PA USD 38193.97000000 0.000356805124 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180KBX8 111086.27780000 PA USD 99313.09000000 0.000927775233 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138M3QK3 4359.94860000 PA USD 4330.63000000 0.000040456411 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36177Y2P0 68042.97900000 PA USD 61554.99000000 0.000575041973 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381WWR5 8390328.16000000 PA USD 7442593.61000000 0.069528135989 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210RGX2 9058.44990000 PA USD 9364.44000000 0.000087481876 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209AW63 1920.37000000 PA USD 1985.24000000 0.000018545959 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FAW9 1875.93610000 PA USD 1908.85000000 0.000017832329 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138XMK66 42312.34860000 PA USD 41196.31000000 0.000384852753 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EKV0 14747.84660000 PA USD 14736.53000000 0.000137667527 Long ABS-MBS USGA US N 2 2036-10-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201DWP3 272458.19210000 PA USD 254103.07000000 0.002373811299 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QVF0 62.03000000 PA USD 64.13000000 0.000000599097 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3617BFAQ5 234648.07510000 PA USD 208928.39000000 0.001951792919 Long ABS-MBS USGA US N 2 2047-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WG44 22745439.99950000 PA USD 19769333.37000000 0.184683588948 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FUL8 9325.97570000 PA USD 9641.00000000 0.000090065479 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211RFZ7 24858.30620000 PA USD 24894.03000000 0.000232558109 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209NDW9 4.57000000 PA USD 4.56000000 0.000000042599 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176KZ83 42120.26290000 PA USD 42123.11000000 0.000393510847 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 5.00000000 N N N N N N Freddie Mac REMICS N/A 3137BKYF1 8290300.78360000 PA USD 7104480.20000000 0.066369506568 Long ABS-MBS USGSE US N 2 2045-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212PVC3 6793.77750000 PA USD 6929.97000000 0.000064739245 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A8FV0 60366.58790000 PA USD 59074.32000000 0.000551867745 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KZA9 37016.99430000 PA USD 37540.98000000 0.000350704942 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MYZ0 7223.33430000 PA USD 7408.85000000 0.000069212905 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9Z38 146176.46620000 PA USD 142919.00000000 0.001335138284 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARAA9 24077.01990000 PA USD 23573.74000000 0.000220224062 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176DHJ5 70546.08680000 PA USD 70430.58000000 0.000657957051 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BC71 1033.12000000 PA USD 1051.25000000 0.000009820696 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NY54 1509.61000000 PA USD 1512.09000000 0.000014125828 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3131X7M88 1190.80630000 PA USD 1184.67000000 0.000011067095 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230USR1 3266.28000000 PA USD 3189.86000000 0.000029799426 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208YLP2 1651.84000000 PA USD 1707.64000000 0.000015952641 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202VUQ2 1030.10000000 PA USD 1057.50000000 0.000009879083 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F040685 4525000.00000000 PA USD 4132244.03000000 0.038603105303 Long ABS-MBS USGSE US N 2 2026-08-13 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SJ83 2256.42000000 PA USD 2314.61000000 0.000021622908 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201X7K8 15874.85320000 PA USD 16281.40000000 0.000152099584 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ANDQ0 98480.50150000 PA USD 96333.46000000 0.000899939760 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179HTF8 5009.27000000 PA USD 4648.29000000 0.000043423966 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A7JK2 187901.12290000 PA USD 187909.28000000 0.001755434013 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207EKT0 470.83000000 PA USD 466.17000000 0.000004354924 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291K4G9 33676.31970000 PA USD 33729.34000000 0.000315096895 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C2FN9 81611.75130000 PA USD 79724.51000000 0.000744780228 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140YXQU8 1018069.72690000 PA USD 1012381.97000000 0.009457594351 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201XAJ7 152014.19200000 PA USD 152267.37000000 0.001422470037 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230MXC6 322805.18650000 PA USD 316057.56000000 0.002952585370 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AQPM9 2381.11000000 PA USD 2382.16000000 0.000022253955 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180JY99 163401.76830000 PA USD 146600.39000000 0.001369529546 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VM43 56.23000000 PA USD 58.13000000 0.000000543045 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290YS41 3308.37000000 PA USD 3265.72000000 0.000030508104 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LCW2 34725.68770000 PA USD 35632.17000000 0.000332872986 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALLN2 44743.30680000 PA USD 43440.45000000 0.000405817336 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YRT4 423.02000000 PA USD 425.02000000 0.000003970504 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295L3X7 4233.44000000 PA USD 4239.17000000 0.000039601999 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARMZ1 88039.09850000 PA USD 84342.58000000 0.000787921883 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207AAZ5 282.93000000 PA USD 292.49000000 0.000002732419 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36181BKZ2 249044.28350000 PA USD 224630.37000000 0.002098479606 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176SGH7 118070.11860000 PA USD 115286.53000000 0.001076997879 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213DCY2 114.10000000 PA USD 117.95000000 0.000001101879 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AL2F0 3175.78080000 PA USD 3164.18000000 0.000029559525 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36294SPB7 93.06000000 PA USD 93.18000000 0.000000870480 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WFQ0 23807.59880000 PA USD 23850.78000000 0.000222812148 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230UGR4 117683.87080000 PA USD 112079.52000000 0.001047038239 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295R3N6 69695.39740000 PA USD 68142.08000000 0.000636578060 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FRF5 1262.78000000 PA USD 1284.93000000 0.000012003717 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213S6L4 24852.60090000 PA USD 24897.82000000 0.000232593515 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180NPE9 139279.14390000 PA USD 125573.05000000 0.001173093756 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36177MRP9 95430.89390000 PA USD 90376.30000000 0.000844288430 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297CR27 1434.39000000 PA USD 1435.68000000 0.000013412011 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VHA5 4127.43090000 PA USD 4266.85000000 0.000039860583 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209UB88 7012.22520000 PA USD 7249.10000000 0.000067720533 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C36Q0 616166.20520000 PA USD 586112.88000000 0.005475421360 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292NCH1 1653.01000000 PA USD 1687.22000000 0.000015761879 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASGZ6 156.96000000 PA USD 153.86000000 0.000001437348 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MLG6 12989.26520000 PA USD 13011.68000000 0.000121554111 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179V4T4 18943246.80880000 PA USD 14524071.48000000 0.135682756563 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36179JFM4 28345.13080000 PA USD 26189.78000000 0.000244662906 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212BBG7 4675.69500000 PA USD 4833.64000000 0.000045155492 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178D6X4 934839.51190000 PA USD 842493.26000000 0.007870507113 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213BHB1 395.98000000 PA USD 397.99000000 0.000003717991 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WQT1 11440.59010000 PA USD 11459.57000000 0.000107054419 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292EFQ8 37779.31180000 PA USD 37834.19000000 0.000353444087 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36198TTY8 89745.87230000 PA USD 80746.94000000 0.000754331691 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RR21 84025.97430000 PA USD 84179.12000000 0.000786394852 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RYE7 13359.30030000 PA USD 13190.79000000 0.000123227343 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213GAB7 49618.83010000 PA USD 50756.59000000 0.000474164152 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ACLU6 48904.08930000 PA USD 46575.17000000 0.000435101649 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UFE4 119613.91690000 PA USD 111599.62000000 0.001042555050 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230SJV7 620322.86930000 PA USD 574202.61000000 0.005364156535 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Freddie Mac REMICS N/A 3133THQB6 18577.39000000 PA USD 18750.87000000 0.000175169182 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297CVN6 4038.75000000 PA USD 4041.08000000 0.000037751457 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292AWX2 399.02000000 PA USD 399.68000000 0.000003733779 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200CAG0 252.03000000 PA USD 258.32000000 0.000002413205 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36206YPX3 3084.71480000 PA USD 3138.83000000 0.000029322707 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213JJD8 7801.96560000 PA USD 7959.95000000 0.000074361239 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QTT3 3551.64820000 PA USD 3613.96000000 0.000033761335 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RTA7 738930.00150000 PA USD 696121.35000000 0.006503112009 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295WHE0 10787.90000000 PA USD 10533.57000000 0.000098403799 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178QRY0 237354.59410000 PA USD 221430.64000000 0.002068587975 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292CQP2 6076.98630000 PA USD 6086.92000000 0.000056863537 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.00000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 N/A 66800000.00000000 PA USD 66800000.00000000 0.624040452495 Long RA CORP US N 2 Repurchase Y 3.64000000 2026-08-03 105189700.00000000 USD 68136029.19000000 USD UST N N N Ginnie Mae I Pool N/A 36200WVY4 14616.14530000 PA USD 14947.38000000 0.000139637272 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36195JJQ1 485170.98370000 PA USD 432598.05000000 0.004041297647 Long ABS-MBS USGA US N 2 2046-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ASZQ5 156662.91470000 PA USD 149202.30000000 0.001393836389 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177UGB4 91628.75850000 PA USD 84622.01000000 0.000790532296 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36181NS70 57574.68540000 PA USD 51930.62000000 0.000485131850 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208ECC5 576.61000000 PA USD 596.09000000 0.000005568626 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178QS52 46428.12870000 PA USD 42374.93000000 0.000395863330 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VTE1 4858.82310000 PA USD 4867.66000000 0.000045473304 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SSU6 8358.54160000 PA USD 8505.19000000 0.000079454829 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36183FQ93 111901.86850000 PA USD 99733.25000000 0.000931700336 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 31427TPD2 1999981.23000000 PA USD 1932180.07000000 0.018050277323 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SFQ9 10936.58540000 PA USD 11220.01000000 0.000104816468 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201GT62 3101.90000000 PA USD 3159.92000000 0.000029519729 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36294SYU5 3394.78000000 PA USD 3399.76000000 0.000031760295 Long ABS-MBS USGA US N 2 2037-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180E4G7 321406.07670000 PA USD 297423.37000000 0.002778506203 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FDW3 32452.98830000 PA USD 31736.41000000 0.000296479096 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PQP5 3197.72920000 PA USD 3253.83000000 0.000030397029 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36180UCZ0 67315.73650000 PA USD 60516.36000000 0.000565339171 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BMQB6 824415.55790000 PA USD 733278.81000000 0.006850234137 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202DYY1 31856.53340000 PA USD 31433.90000000 0.000293653071 Long ABS-MBS USGA US N 2 2033-08-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209LMP8 4136.55630000 PA USD 4276.29000000 0.000039948771 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200DQZ9 5123.08390000 PA USD 5261.63000000 0.000049153742 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DRN3 2769.83000000 PA USD 2406.27000000 0.000022479188 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209J5U1 2698.62810000 PA USD 2789.79000000 0.000026062003 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AU2A1 57561.85990000 PA USD 56204.80000000 0.000525060910 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176FY44 723423.87760000 PA USD 706694.99000000 0.006601890139 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180KEX5 145667.39690000 PA USD 134340.98000000 0.001255003083 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BXE3 10992.73340000 PA USD 11364.06000000 0.000106162172 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213LHS2 28408.25900000 PA USD 29367.88000000 0.000274352471 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207JZP1 2738.18210000 PA USD 2830.68000000 0.000026443994 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208PPF9 4334.86180000 PA USD 4481.29000000 0.000041863865 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620APL78 114938.97180000 PA USD 112524.70000000 0.001051197076 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213JJ55 3586.22960000 PA USD 3707.37000000 0.000034633964 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178R7J3 52044.54870000 PA USD 47021.83000000 0.000439274312 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJLD0 5104.40600000 PA USD 5098.10000000 0.000047626057 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WPG1 1391.13600000 PA USD 1397.18000000 0.000013052347 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179JG92 47711.59780000 PA USD 44284.63000000 0.000413703600 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212UHE4 2978.32000000 PA USD 3078.93000000 0.000028763126 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 3142K7ZR3 215814.48000000 PA USD 208633.06000000 0.001949033969 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DX63 28755.10170000 PA USD 28397.84000000 0.000265290432 Long ABS-MBS USGA US N 2 2033-06-20 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179WY93 1494111.12690000 PA USD 1249785.26000000 0.011675397592 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36230LJY6 43779.78040000 PA USD 41818.68000000 0.000390666886 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QYB5 33398.12550000 PA USD 34172.79000000 0.000319239570 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BQB7 1585.35000000 PA USD 1613.16000000 0.000015070016 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296YR20 43231.85310000 PA USD 42215.05000000 0.000394369744 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230T2S0 2413441.73730000 PA USD 2164419.20000000 0.020219837379 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36294SP43 20404.82360000 PA USD 20435.93000000 0.000190910883 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292EUF5 57507.32620000 PA USD 57609.34000000 0.000538182014 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202U6Q1 53871.89260000 PA USD 53968.73000000 0.000504171716 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292FU54 2136.78000000 PA USD 2139.95000000 0.000019991247 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Freddie Mac REMICS N/A 3137HKKH6 3317543.20000000 PA USD 3073660.98000000 0.028713904023 Long ABS-MBS USGSE US N 2 2055-03-25 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TRD0 571.33000000 PA USD 581.35000000 0.000005430926 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295YCU5 6632.98380000 PA USD 6640.69000000 0.000062036814 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292GPZ2 4706.97590000 PA USD 4829.18000000 0.000045113827 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213DFB9 3588.63790000 PA USD 3709.86000000 0.000034657226 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297J4S0 12920.00610000 PA USD 12309.79000000 0.000114997109 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177PDG7 165407.43450000 PA USD 153473.22000000 0.001433734994 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201TQF7 4777.17900000 PA USD 4785.84000000 0.000044708948 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176AS83 35412.16230000 PA USD 34603.04000000 0.000323258933 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180NDP7 2846136.86660000 PA USD 2564986.93000000 0.023961910246 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NTN0 112308.27990000 PA USD 112510.86000000 0.001051067784 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178ELR8 83458.87020000 PA USD 75277.36000000 0.000703235296 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179U6U1 311210.58770000 PA USD 270869.11000000 0.002530438352 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FZM3 17754.61080000 PA USD 17785.76000000 0.000166153199 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179USU7 2701704.60020000 PA USD 2493408.58000000 0.023293230816 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RUH7 24718.42070000 PA USD 24729.91000000 0.000231024913 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALT95 1463.25000000 PA USD 1463.31000000 0.000013670129 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176UDW2 64419.58730000 PA USD 59595.46000000 0.000556736194 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AV5E8 74460.95580000 PA USD 72564.75000000 0.000677894302 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210UX40 2507.50000000 PA USD 2551.49000000 0.000023835822 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291FAM0 83097.78490000 PA USD 83235.62000000 0.000777580748 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180B3D1 122810.30510000 PA USD 109794.57000000 0.001025692412 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209S2A8 360.06000000 PA USD 372.22000000 0.000003477250 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209XEC0 2407.10630000 PA USD 2488.42000000 0.000023246627 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200B2M8 24371.57410000 PA USD 24955.79000000 0.000233135067 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FEC8 19427.26430000 PA USD 19458.67000000 0.000181781395 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3132A9ML8 5911.70810000 PA USD 5875.17000000 0.000054885385 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210NRP6 830.59000000 PA USD 845.16000000 0.000007895419 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241L2Q8 203463.48810000 PA USD 206751.78000000 0.001931459196 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210P5N0 580.34000000 PA USD 599.94000000 0.000005604593 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178EUS6 7039.60590000 PA USD 6891.74000000 0.000064382104 Long ABS-MBS USGA US N 2 2043-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209TWG0 3012.68440000 PA USD 3114.45000000 0.000029094951 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GV45 159459.55850000 PA USD 159731.53000000 0.001492199644 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200EEX5 9713.46060000 PA USD 9939.50000000 0.000092854043 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208HPW0 580.25000000 PA USD 599.85000000 0.000005603752 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MNL0 3474.65000000 PA USD 3469.13000000 0.000032408345 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VGV0 13288.24240000 PA USD 13737.11000000 0.000128331023 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213N5A0 8355.75520000 PA USD 8638.01000000 0.000080695623 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291RL67 2905.04870000 PA USD 2913.84000000 0.000027220868 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200N6J5 4030.04510000 PA USD 4036.97000000 0.000037713062 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176ATV1 145038.85800000 PA USD 138019.79000000 0.001289370242 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200N6D8 38740.33360000 PA USD 38804.86000000 0.000362512011 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AXR3 2354.57000000 PA USD 2434.11000000 0.000022739268 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179JKB2 35342.41210000 PA USD 32820.77000000 0.000306609104 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209E6A5 755.60000000 PA USD 758.79000000 0.000007088557 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296AQZ0 1819.80000000 PA USD 1845.41000000 0.000017239678 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36230QH76 372663.77280000 PA USD 355062.79000000 0.003316969223 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291FK98 11623.83430000 PA USD 11643.11000000 0.000108769036 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201Q2B8 1334.76000000 PA USD 1363.91000000 0.000012741542 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212G6Y3 539.68000000 PA USD 557.91000000 0.000005211952 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295WJP3 75040.39230000 PA USD 71616.85000000 0.000669039094 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DMQ1 37921.22130000 PA USD 38586.17000000 0.000360469026 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36187S6K8 283690.60640000 PA USD 267021.71000000 0.002494496238 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FQ74 2189986.32340000 PA USD 2139171.19000000 0.019983972415 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KFR4 8920.28170000 PA USD 9221.61000000 0.000086147570 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201VVV1 16447.35930000 PA USD 16477.28000000 0.000153929480 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ANYM6 23988.78000000 PA USD 22791.90000000 0.000212920173 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KPK0 16228.60850000 PA USD 16776.80000000 0.000156727572 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QSK3 3407.29490000 PA USD 3522.39000000 0.000032905895 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201PYR0 1444.42000000 PA USD 1477.15000000 0.000013799421 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225B3L0 369628.32940000 PA USD 370295.06000000 0.003459267916 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179A5A0 61965.74310000 PA USD 56033.24000000 0.000523458210 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36177Y5Q5 127089.38520000 PA USD 115119.92000000 0.001075441421 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36180U4Q9 513801.67490000 PA USD 474915.67000000 0.004436625592 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36181BKX7 2480928.30560000 PA USD 2229429.16000000 0.020827155416 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213JPV1 179.74000000 PA USD 185.81000000 0.000001735822 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36241LVR4 312460.53610000 PA USD 297587.01000000 0.002780034915 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200K3U9 819.38000000 PA USD 820.71000000 0.000007667009 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CVA5 63701.91300000 PA USD 63803.61000000 0.000596048408 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209GS81 33678.26950000 PA USD 34413.79000000 0.000321490974 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A3NS9 272737.52150000 PA USD 266576.79000000 0.002490339830 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MNA7 53992.35060000 PA USD 54090.71000000 0.000505311244 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FWC8 167138.45790000 PA USD 155460.26000000 0.001452297769 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AATD0 248963.27600000 PA USD 249095.67000000 0.002327032554 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VV40 33035.12990000 PA USD 33094.02000000 0.000309161784 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJLL2 4824.65980000 PA USD 4750.90000000 0.000044382541 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TNR2 314244.99650000 PA USD 282980.38000000 0.002643580903 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36180HVE5 65403.99080000 PA USD 60268.91000000 0.000563027512 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208NXK4 5891.49240000 PA USD 6090.50000000 0.000056896981 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210MGW5 354.43000000 PA USD 366.40000000 0.000003422880 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36294UVM1 32164.61690000 PA USD 29817.11000000 0.000278549143 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BHK4 1466.05000000 PA USD 1491.77000000 0.000013936000 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3617A0JB3 262090.01050000 PA USD 232722.35000000 0.002174074260 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296YW73 301307.67770000 PA USD 295259.89000000 0.002758295140 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QTP1 6105.33670000 PA USD 6212.45000000 0.000058036229 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213DCA4 847.09000000 PA USD 875.70000000 0.000008180721 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209QAZ8 2453.99000000 PA USD 2536.88000000 0.000023699337 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296VZQ4 76616.16240000 PA USD 74879.92000000 0.000699522442 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178TT89 232501.90850000 PA USD 214662.39000000 0.002005359505 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296WBC9 291470.68290000 PA USD 278173.00000000 0.002598670730 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36212NZV2 11433.94530000 PA USD 11820.18000000 0.000110423210 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292CR63 45999.67100000 PA USD 46072.61000000 0.000430406772 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211Q3U3 2464.03000000 PA USD 2468.27000000 0.000023058388 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3617AAWM2 426965.29350000 PA USD 378709.72000000 0.003537877021 Long ABS-MBS USGA US N 2 2045-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AUEM2 39267.40810000 PA USD 38359.36000000 0.000358350185 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A7HS7 11563.17060000 PA USD 11567.76000000 0.000108065122 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C13Q7 71702.14020000 PA USD 71774.68000000 0.000670513529 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WPE6 95.71000000 PA USD 98.94000000 0.000000924289 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Freddie Mac REMICS N/A 3133TKW97 11088.61000000 PA USD 11201.89000000 0.000104647193 Long ABS-MBS USGSE US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RSB0 31627.17240000 PA USD 31684.65000000 0.000295995558 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180C3G2 114920.24700000 PA USD 103785.53000000 0.000969556423 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292GE27 12305.00200000 PA USD 12324.65000000 0.000115135930 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BEM6 2164.08000000 PA USD 2237.18000000 0.000020899563 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176PR32 10449.82000000 PA USD 9734.90000000 0.000090942685 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213EAG1 18566.61650000 PA USD 18992.35000000 0.000177425070 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225AXS4 2548.87340000 PA USD 2634.97000000 0.000024615686 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202XWJ2 4350.20350000 PA USD 4467.85000000 0.000041738310 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C44G2 7836.86900000 PA USD 7663.73000000 0.000071593975 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201GYX7 57819.04070000 PA USD 57908.67000000 0.000540978332 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212TA38 27443.25400000 PA USD 28192.64000000 0.000263373470 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9JN2 24311.79420000 PA USD 23754.05000000 0.000221908504 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296XJN5 21737.46880000 PA USD 21755.94000000 0.000203242315 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312946PD2 5059.58820000 PA USD 4968.45000000 0.000046414877 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XULM5 80428.71600000 PA USD 72672.59000000 0.000678901735 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176MUL5 12785.09340000 PA USD 12494.16000000 0.000116719479 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJLX6 19905.27420000 PA USD 19878.87000000 0.000185706871 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178AXU6 19442.67260000 PA USD 17536.70000000 0.000163826500 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209F6E4 1184.71000000 PA USD 1224.73000000 0.000011441333 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36297K2X8 501785.66390000 PA USD 491348.07000000 0.004590135807 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208XUV1 1524.93000000 PA USD 1576.44000000 0.000014726981 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295WGG6 20264.93130000 PA USD 19365.69000000 0.000180912783 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177UFW9 130760.20480000 PA USD 120559.72000000 0.001126259614 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36177Q7E7 228873.69100000 PA USD 211194.53000000 0.001972963024 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200XG94 361.30000000 PA USD 365.14000000 0.000003411109 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LDX1 160687.03330000 PA USD 157328.18000000 0.001469747734 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36183X2X7 557666.57490000 PA USD 495725.10000000 0.004631025684 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176FR34 21757.83470000 PA USD 20684.34000000 0.000193231510 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36184BA80 15961.41000000 PA USD 14297.43000000 0.000133565489 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200UTK1 732046.47730000 PA USD 677817.65000000 0.006332120254 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128L6W70 57358.80300000 PA USD 57300.66000000 0.000535298350 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201TBW6 14877.19230000 PA USD 14902.15000000 0.000139214736 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213DUF3 1235.91000000 PA USD 1277.66000000 0.000011935801 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140XDR99 178561.76710000 PA USD 142263.70000000 0.001329016522 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36210XKT3 6618.70690000 PA USD 6842.28000000 0.000063920052 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176PQA7 27990.62220000 PA USD 26562.12000000 0.000248141278 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296LMB3 5757.11380000 PA USD 5627.07000000 0.000052567654 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207WTH7 3294.59530000 PA USD 3405.89000000 0.000031817561 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208Q6J0 275.56000000 PA USD 276.96000000 0.000002587338 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202XXQ5 80717.65800000 PA USD 80863.69000000 0.000755422360 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207J3M3 1574.32340000 PA USD 1579.98000000 0.000014760051 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201UHF4 7710.47790000 PA USD 7724.41000000 0.000072160842 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202WB99 11449.25940000 PA USD 11468.84000000 0.000107141019 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295R5T1 137997.31830000 PA USD 131345.47000000 0.001227019259 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230UN54 64079.67010000 PA USD 62759.95000000 0.000586298616 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140NQDL9 698206.70080000 PA USD 694960.53000000 0.006492267718 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209WJD5 7792.62350000 PA USD 7929.34000000 0.000074075283 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36206GUB4 1853.77000000 PA USD 1856.07000000 0.000017339262 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209GUA3 3016.40000000 PA USD 3021.87000000 0.000028230076 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36179JLB1 151458.86770000 PA USD 143970.53000000 0.001344961597 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AWYP9 37245.05190000 PA USD 36666.09000000 0.000342531787 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A2KP0 4782.13000000 PA USD 4682.66000000 0.000043745048 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140FCJB5 1432203.40910000 PA USD 1199670.00000000 0.011207224695 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36295WFU6 390564.24800000 PA USD 382440.16000000 0.003572726504 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36186NK40 510765.69210000 PA USD 454370.21000000 0.004244691488 Long ABS-MBS USGA US N 2 2045-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201HMW0 388.13000000 PA USD 387.21000000 0.000003617285 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211ABE5 512.86000000 PA USD 530.18000000 0.000004952900 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C4N30 24445.94170000 PA USD 22012.84000000 0.000205642255 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AR4C2 14367.93630000 PA USD 14046.39000000 0.000131220292 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SLN9 118488.26860000 PA USD 118702.64000000 0.001108910915 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C14Z6 15167.16390000 PA USD 14490.94000000 0.000135373244 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208V6U4 3005.61120000 PA USD 3107.14000000 0.000029026662 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209WYW6 51.58000000 PA USD 53.32000000 0.000000498111 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335AQT8 48768.58930000 PA USD 47573.44000000 0.000444427410 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36202XXA0 17327.68290000 PA USD 17359.25000000 0.000162168775 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180NKT1 85266.45300000 PA USD 76622.74000000 0.000715803732 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207JXM0 1549.74860000 PA USD 1555.31000000 0.000014529586 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36186NL72 182624.36300000 PA USD 162642.43000000 0.001519393048 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3617A0J98 112573.50980000 PA USD 99886.66000000 0.000933133480 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AYKL9 88964.88650000 PA USD 86937.78000000 0.000812166041 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290YKT4 43571.25050000 PA USD 43644.09000000 0.000407719725 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FX45 7569.87460000 PA USD 7583.07000000 0.000070840455 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36205RR90 1558.06000000 PA USD 1610.69000000 0.000015046941 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176EMB4 574411.32160000 PA USD 516391.64000000 0.004824090908 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296WSN7 1062.68000000 PA USD 1038.08000000 0.000009697663 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177WNA4 273048.94690000 PA USD 257274.28000000 0.002403436498 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.87500000 N N N N N N Ginnie Mae II Pool N/A 36179WXG8 407239.73470000 PA USD 311600.50000000 0.002910947859 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 1.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335BQZ2 115549.11290000 PA USD 104406.16000000 0.000975354301 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36177PKZ7 33978.64400000 PA USD 33924.10000000 0.000316916328 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VTS0 2767.23000000 PA USD 2860.71000000 0.000026724532 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291TSG4 719.78000000 PA USD 721.07000000 0.000006736180 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQJB0 25221.16200000 PA USD 25240.76000000 0.000235797234 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9GK1 28465.06170000 PA USD 27836.19000000 0.000260043541 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36202SD96 1171.74000000 PA USD 1202.64000000 0.000011234970 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212XVY8 4191.35540000 PA USD 4332.94000000 0.000040477991 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295CKC4 147490.39470000 PA USD 132755.90000000 0.001240195387 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207NRH9 3380.42000000 PA USD 3494.61000000 0.000032646377 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296S4K8 5316.47340000 PA USD 5319.18000000 0.000049691369 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210SDC9 3199.77000000 PA USD 3255.91000000 0.000030416460 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AXV4 3091.07450000 PA USD 3113.10000000 0.000029082340 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291TCE6 8276.79860000 PA USD 8490.23000000 0.000079315074 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178GEE0 40518.42390000 PA USD 37734.95000000 0.000352516995 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202C6G3 7343.09110000 PA USD 7471.85000000 0.000069801446 Long ABS-MBS USGA US N 2 2028-11-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201EGE4 33621.02910000 PA USD 33155.09000000 0.000309732295 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178HG71 66391.80100000 PA USD 61473.60000000 0.000574281634 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213EMG8 8793.28310000 PA USD 9090.32000000 0.000084921068 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209H2X2 2160.45000000 PA USD 2198.35000000 0.000020536816 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200R6G2 1231.81000000 PA USD 1273.42000000 0.000011896191 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296QSE0 13140.25630000 PA USD 12856.36000000 0.000120103124 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200TMD7 438.92000000 PA USD 448.87000000 0.000004193308 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DRS2 976990.94220000 PA USD 880115.26000000 0.008221968938 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36177YME3 21365.58290000 PA USD 19287.31000000 0.000180180563 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FX76 56868.90760000 PA USD 52944.81000000 0.000494606335 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YTT3 4401.22410000 PA USD 4409.16000000 0.000041190032 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MPF4 148826.76930000 PA USD 149097.63000000 0.001392858570 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36184CJ30 366547.13180000 PA USD 326318.80000000 0.003048445083 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VBU7 155416.06090000 PA USD 151908.54000000 0.001419117874 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297KCB5 14306.04830000 PA USD 14313.97000000 0.000133720004 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208Q2P0 1960.10000000 PA USD 1994.49000000 0.000018632371 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176PTH9 61708.95510000 PA USD 58734.42000000 0.000548692425 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N N/A N/A N/A -1116.00000000 NC USD 1397882.86000000 0.013058913959 N/A DIR N/A N 1 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Short N/A Ultra 10-Year US Treasury Note Futures 2026-09-21 -123826570.36000000 USD 1397882.86000000 N N N Ginnie Mae I Pool N/A 36200EDN8 1756.59000000 PA USD 1759.79000000 0.000016439822 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178VKD2 149633.44780000 PA USD 131306.10000000 0.001226651467 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36200J7E4 1408.23000000 PA USD 1410.77000000 0.000013179304 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209EVF6 5506.54010000 PA USD 5692.55000000 0.000053179363 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207JWG4 40.89040000 PA USD 40.83000000 0.000000381430 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARQJ3 5148.13160000 PA USD 5082.47000000 0.000047480043 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209X5T3 2747.15790000 PA USD 2760.15000000 0.000025785108 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210TC61 161.47000000 PA USD 164.30000000 0.000001534877 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5MF1 228225.15580000 PA USD 222125.15000000 0.002075076034 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292AWG9 2866.00000000 PA USD 2870.33000000 0.000026814401 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209VLS1 34.38000000 PA USD 35.54000000 0.000000332011 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179KSC9 203172.29530000 PA USD 190035.87000000 0.001775300453 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208Y3U1 1836.92000000 PA USD 1898.97000000 0.000017740031 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211GZ89 731.44000000 PA USD 756.15000000 0.000007063895 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200QE75 82794.76730000 PA USD 82940.01000000 0.000774819182 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213ACB8 4724.25060000 PA USD 4807.14000000 0.000044907931 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178DJA0 1339574.25620000 PA USD 1245203.13000000 0.011632591687 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FBH8 153662.03380000 PA USD 150311.77000000 0.001404200972 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3617A3Z52 52773.84940000 PA USD 46809.35000000 0.000437289340 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RZJ8 65127.76330000 PA USD 61951.18000000 0.000578743149 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VCN9 3931.61760000 PA USD 4038.80000000 0.000037730158 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132JN3G0 237274.34520000 PA USD 231493.75000000 0.002162596773 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213GLY5 13578.52950000 PA USD 14037.21000000 0.000131134534 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARR78 149319.59210000 PA USD 142008.38000000 0.001326631343 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200VX57 708.94000000 PA USD 724.81000000 0.000006771119 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296WFN1 95016.00350000 PA USD 91483.43000000 0.000854631153 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SWT2 54402.97470000 PA USD 54502.08000000 0.000509154231 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292EUX6 18149.45750000 PA USD 18177.36000000 0.000169811496 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DX71 748.22000000 PA USD 748.05000000 0.000006988225 Long ABS-MBS USGA US N 2 2033-06-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290TJK6 19328.39000000 PA USD 19259.46000000 0.000179920391 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213NP34 278.61000000 PA USD 288.02000000 0.000002690660 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208WHD8 760.99000000 PA USD 786.70000000 0.000007349290 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NSN3 5992.06590000 PA USD 6097.19000000 0.000056959479 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VGM7 5513.81440000 PA USD 5638.77000000 0.000052676954 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209X4X5 1982.09000000 PA USD 2016.86000000 0.000018841350 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EDG1 438.60000000 PA USD 448.09000000 0.000004186022 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NLD8 2610072.13190000 PA USD 2416766.27000000 0.022577244262 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312935MB2 6203.57740000 PA USD 6100.16000000 0.000056987224 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209URH1 575.96000000 PA USD 586.06000000 0.000005474927 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AETG5 34306.66000000 PA USD 32679.61000000 0.000305290398 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FWP7 1145.63000000 PA USD 1184.33000000 0.000011063919 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GFB22 59792.19310000 PA USD 59645.38000000 0.000557202543 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YT47 2057.72000000 PA USD 2127.23000000 0.000019872418 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36177MZX3 42739.65390000 PA USD 39062.30000000 0.000364916996 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379GAX5 7211148.82000000 PA USD 6410756.01000000 0.059888788642 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209EVE9 3729.82560000 PA USD 3855.82000000 0.000036020773 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290VTQ7 6740.97180000 PA USD 6752.24000000 0.000063078905 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291DPZ0 6956.61590000 PA USD 6967.72000000 0.000065091903 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297KM81 2651.38000000 PA USD 2641.82000000 0.000024679678 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36179JKA4 205045.28720000 PA USD 184560.98000000 0.001724154453 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209NEQ1 1322.28000000 PA USD 1366.95000000 0.000012769941 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290VP81 22133.02760000 PA USD 21904.16000000 0.000204626974 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292CAY0 71895.86540000 PA USD 73871.32000000 0.000690100179 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ATMW4 57727.32140000 PA USD 56402.99000000 0.000526912386 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36184NB26 102570.79690000 PA USD 96494.38000000 0.000901443062 Long ABS-MBS USGA US N 2 2045-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AR3G4 399951.77860000 PA USD 382119.93000000 0.003569734940 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36177WUF5 41196.10920000 PA USD 37348.63000000 0.000348908023 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213ESJ6 5350.10500000 PA USD 5530.83000000 0.000051668587 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296QVQ9 67814.33560000 PA USD 64848.39000000 0.000605808662 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3617A3Z60 734770.54230000 PA USD 657137.19000000 0.006138924991 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291RRG9 9735.17520000 PA USD 9751.01000000 0.000091093184 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36194CSJ3 8533097.16920000 PA USD 7770937.14000000 0.072595495945 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EPW3 989.17000000 PA USD 987.78000000 0.000009227764 Long ABS-MBS USGA US N 2 2037-10-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210HLZ3 964.25000000 PA USD 996.82000000 0.000009312215 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QYU4 2573.40970000 PA USD 2618.56000000 0.000024462385 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179V4W7 15152362.51250000 PA USD 13187522.33000000 0.123196817396 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JR45 2515.38000000 PA USD 2600.35000000 0.000024292269 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209G4L8 712.79000000 PA USD 736.87000000 0.000006883782 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ANFM7 241904.00020000 PA USD 236653.79000000 0.002210801470 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SFM8 546.74000000 PA USD 539.39000000 0.000005038939 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292EQF0 3822.53000000 PA USD 3757.63000000 0.000035103489 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201XAB4 683.46000000 PA USD 684.62000000 0.000006395667 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620APYP4 2595.85000000 PA USD 2596.09000000 0.000024252472 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SYP6 14271.68640000 PA USD 11626.51000000 0.000108613960 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 312945C22 150280.21150000 PA USD 147543.56000000 0.001378340568 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C6PY5 17984.83040000 PA USD 17605.24000000 0.000164466795 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36176U6C4 245628.92680000 PA USD 220461.25000000 0.002059532009 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176HYP3 118495.87050000 PA USD 109622.18000000 0.001024081958 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213GLR0 5855.13360000 PA USD 6052.92000000 0.000056545912 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178VU66 81726.66310000 PA USD 73531.82000000 0.000686928596 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36230UFZ7 805894.63710000 PA USD 766740.25000000 0.007162828331 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36178NB57 10443393.08920000 PA USD 9681190.40000000 0.090440934699 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292ENJ5 25757.67340000 PA USD 25237.95000000 0.000235770984 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209AD98 2036.21000000 PA USD 2071.93000000 0.000019355810 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CFY5 344904.20710000 PA USD 353798.08000000 0.003305154400 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297DCA3 12721.34210000 PA USD 12736.90000000 0.000118987138 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASLM9 1092.33000000 PA USD 1040.74000000 0.000009722512 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200XF79 12243.94560000 PA USD 12657.54000000 0.000118245763 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AUHS6 29832.66810000 PA USD 28333.32000000 0.000264687692 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36180YBA8 2093834.55840000 PA USD 1926317.95000000 0.017995513849 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209HLT0 4515.68770000 PA USD 4668.23000000 0.000043610244 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36194G6V1 441960.56950000 PA USD 403207.04000000 0.003766729097 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291URY3 12413.75000000 PA USD 12431.78000000 0.000116136730 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AWV5 191.96000000 PA USD 198.44000000 0.000001853811 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 31426QJC8 56400.20000000 PA USD 55921.19000000 0.000522411447 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XYX2 1864.74000000 PA USD 1843.32000000 0.000017220153 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212RUK2 36943.16910000 PA USD 36492.72000000 0.000340912178 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177WE89 382308.25240000 PA USD 358081.57000000 0.003345170433 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36213TAK9 3608.03000000 PA USD 3614.46000000 0.000033766006 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LHP4 4957.73730000 PA USD 5125.21000000 0.000047879316 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140W6L59 48559824.00000000 PA USD 48349229.76000000 0.451674778700 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213HKB4 8574.75800000 PA USD 8864.41000000 0.000082810635 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291F5P9 30220.12590000 PA USD 30270.46000000 0.000282784304 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296LLY4 161664.53200000 PA USD 158041.23000000 0.001476408992 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FWN9 174452.61660000 PA USD 174769.00000000 0.001632678530 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QN35 805969.59070000 PA USD 746046.72000000 0.006969510969 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210YUK9 823.44000000 PA USD 837.89000000 0.000007827503 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XXGL7 93888.84460000 PA USD 84776.01000000 0.000791970952 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NFD9 4928.47870000 PA USD 5014.95000000 0.000046849276 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36177NS92 18086.14170000 PA USD 16765.85000000 0.000156625278 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36230SN75 12452.08030000 PA USD 11814.16000000 0.000110366972 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.00000000 N N N N N N Fannie Mae REMICS N/A 3136B0SG2 1735121.32800000 PA USD 1326903.50000000 0.012395830247 Long ABS-MBS USGSE US N 2 2058-01-25 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C0Z50 20378.36920000 PA USD 20386.45000000 0.000190448644 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ACSE5 150834.68080000 PA USD 147561.01000000 0.001378503584 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202DYJ4 4984.84190000 PA USD 4920.79000000 0.000045969640 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36297K2Q3 46074.26680000 PA USD 45891.81000000 0.000428717752 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NTU4 3728.52910000 PA USD 3768.12000000 0.000035201486 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210HV33 1733.58000000 PA USD 1763.99000000 0.000016479058 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202SWU8 28836.62950000 PA USD 28464.84000000 0.000265916341 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210L3G6 593.24000000 PA USD 603.65000000 0.000005639251 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LYB6 337641.47910000 PA USD 337828.50000000 0.003155967814 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36177RAG6 4441.58330000 PA USD 4411.98000000 0.000041216377 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207YMF4 4190.83610000 PA USD 4264.36000000 0.000039837322 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290R4D2 212087.34510000 PA USD 209412.12000000 0.001956311888 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178GQP2 171401.47450000 PA USD 160050.00000000 0.001495174766 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201KBA3 1035.55000000 PA USD 1037.43000000 0.000009691591 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201TGS0 4340.95240000 PA USD 4439.33000000 0.000041471878 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MW74 17262.31710000 PA USD 16861.56000000 0.000157519394 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CZZ6 26609.43030000 PA USD 27316.38000000 0.000255187517 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295H6R6 3662.01000000 PA USD 3746.95000000 0.000035003718 Long ABS-MBS USGA US N 2 2037-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213VCC0 4754.30390000 PA USD 4914.90000000 0.000045914617 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202STC2 23705.55530000 PA USD 23748.76000000 0.000221859085 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TJX4 58233918.11700000 PA USD 52440155.72000000 0.489891893778 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AP50 1179.71000000 PA USD 1200.41000000 0.000011214137 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213PE49 2043.27000000 PA USD 2112.29000000 0.000019732850 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213F2C6 17556.60360000 PA USD 16232.51000000 0.000151642857 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176H5G5 420872.25400000 PA USD 377295.52000000 0.003524665674 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36202SVQ8 29467.61770000 PA USD 29521.17000000 0.000275784495 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SJT9 2327.62000000 PA USD 2406.25000000 0.000022479002 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QLZ2 41701.59690000 PA USD 32885.44000000 0.000307213246 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 1.50000000 N N N N N N Ginnie Mae II Pool N/A 36179XC87 340053.25830000 PA USD 260192.60000000 0.002430699219 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36204DX38 56084.78670000 PA USD 53307.24000000 0.000497992128 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296WGJ9 30947.16300000 PA USD 29473.39000000 0.000275338138 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WJE3 915.01000000 PA USD 945.92000000 0.000008836711 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296Q2E8 95114.56610000 PA USD 89155.73000000 0.000832885959 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296YGA4 3167.12000000 PA USD 3094.76000000 0.000028911009 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LBS4 8390.83020000 PA USD 8394.92000000 0.000078424695 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200TRR1 29918.11700000 PA USD 29972.57000000 0.000280001439 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AEB25 215495.42980000 PA USD 215595.57000000 0.002014077201 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36178B4W2 20885.78000000 PA USD 18854.18000000 0.000176134296 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296PMZ1 12920.74000000 PA USD 12641.58000000 0.000118096666 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297BEA5 76591.15430000 PA USD 74771.26000000 0.000698507349 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NPJ5 3004.30730000 PA USD 3105.79000000 0.000029014050 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208PWX2 5175.18170000 PA USD 5265.98000000 0.000049194379 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296LMF4 36370.64440000 PA USD 35550.95000000 0.000332114235 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241L2C9 16229.98410000 PA USD 15460.25000000 0.000144428464 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PSJ8 3013.72000000 PA USD 3115.52000000 0.000029104947 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210EMT3 5032.26820000 PA USD 5120.56000000 0.000047835876 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211AL95 275.13000000 PA USD 284.42000000 0.000002657029 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176L3E3 222341.68830000 PA USD 207681.08000000 0.001940140645 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296QME6 1920.15000000 PA USD 1880.41000000 0.000017566645 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291LLR4 10223.60550000 PA USD 10485.59000000 0.000097955573 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VKN9 5325589.29910000 PA USD 4911668.52000000 0.045884428828 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291WGN5 2105.06000000 PA USD 2108.62000000 0.000019698565 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BGR6 309245.74880000 PA USD 301897.73000000 0.002820305329 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LR22 145620.66500000 PA USD 149554.74000000 0.001397128856 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38379WAW2 981657.93000000 PA USD 895653.41000000 0.008367125138 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KLU2 483.09000000 PA USD 499.41000000 0.000004665449 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ACZ98 6507.33000000 PA USD 6373.31000000 0.000059538970 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SEA5 89697.86220000 PA USD 89860.14000000 0.000839466503 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208GMN5 433.00000000 PA USD 447.63000000 0.000004181724 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202V6V8 2663.00240000 PA USD 2709.72000000 0.000025313995 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292DQF2 14184.15390000 PA USD 14554.92000000 0.000135970941 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213X2K9 2923.49000000 PA USD 2998.57000000 0.000028012409 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ANYT1 51492.16870000 PA USD 48932.54000000 0.000457124018 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BCC7 103.95000000 PA USD 103.79000000 0.000000969598 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210GXX7 2443.24610000 PA USD 2486.11000000 0.000023225048 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BMX3 1521.33000000 PA USD 1572.72000000 0.000014692229 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200JF54 3524.84780000 PA USD 3530.95000000 0.000032985862 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AXND6 269114.71030000 PA USD 255589.35000000 0.002387696012 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201VBG6 7553.05740000 PA USD 7566.52000000 0.000070685846 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201VAG7 28374.42280000 PA USD 28425.60000000 0.000265549764 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MNH9 17117614.55030000 PA USD 15894677.39000000 0.148486851358 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JS58 3453.35650000 PA USD 3513.94000000 0.000032826956 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9PT2 47198.30540000 PA USD 46197.38000000 0.000431572364 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202F4R4 3116541.91620000 PA USD 2963053.79000000 0.027680620177 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132M5W99 10484.50770000 PA USD 10215.55000000 0.000095432880 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200RLE0 1222.87000000 PA USD 1235.38000000 0.000011540824 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TG33 21003264.75050000 PA USD 18489757.85000000 0.172729893042 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291EN98 20268.34630000 PA USD 20772.56000000 0.000194055654 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230UHP7 57049.69650000 PA USD 55725.25000000 0.000520580991 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208XY54 1815.74000000 PA USD 1877.07000000 0.000017535443 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202DVL2 496.19000000 PA USD 496.08000000 0.000004634341 Long ABS-MBS USGA US N 2 2032-12-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARQ20 22844.28200000 PA USD 22328.72000000 0.000208593181 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201VBN1 45369.21610000 PA USD 45451.30000000 0.000424602542 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210PT53 253.33000000 PA USD 261.89000000 0.000002446556 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202DWU1 3559.16340000 PA USD 3558.45000000 0.000033242765 Long ABS-MBS USGA US N 2 2033-03-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WML3 45776.18410000 PA USD 45855.98000000 0.000428383031 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36297AGP2 1303427.59140000 PA USD 1237919.02000000 0.011564544092 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LQS8 137662.70310000 PA USD 131188.05000000 0.001225548653 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213C6X3 351.79000000 PA USD 349.07000000 0.000003260985 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3129412E6 17045.14970000 PA USD 17009.66000000 0.000158902932 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TNS0 52591069.27770000 PA USD 48766488.95000000 0.455572781900 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179S5J2 1941868.34540000 PA USD 1659513.89000000 0.015503050880 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RTB5 47905.80450000 PA USD 46579.57000000 0.000435142753 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291FMU9 40816.29520000 PA USD 40884.00000000 0.000381935177 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210QXG2 1077.28000000 PA USD 1113.67000000 0.000010403819 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MG87 64784.92770000 PA USD 64669.41000000 0.000604136644 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KC73 1729.90000000 PA USD 1760.25000000 0.000016444119 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210UXB4 5238.17510000 PA USD 5330.08000000 0.000049793196 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BLK24 24128.92200000 PA USD 21461.54000000 0.000200492052 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AV2L5 46221.10680000 PA USD 45404.37000000 0.000424164125 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200T6F0 7162.06100000 PA USD 7287.72000000 0.000068081318 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ADBG6 87764.54710000 PA USD 87803.35000000 0.000820252129 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BZZ4 16677.83730000 PA USD 17241.21000000 0.000161066055 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179VDR8 36994.08340000 PA USD 35388.70000000 0.000330598508 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200VA78 3259.61000000 PA USD 3322.12000000 0.000031034989 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176AP60 549726.78310000 PA USD 509605.41000000 0.004760694470 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C5KU0 571613.37440000 PA USD 542777.88000000 0.005070589129 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AXN53 453397.17050000 PA USD 430525.19000000 0.004021933149 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASSS9 77127.62210000 PA USD 73322.28000000 0.000684971089 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36297BKC4 55288.58230000 PA USD 53877.87000000 0.000503322909 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36230SMT8 10880.04080000 PA USD 10095.04000000 0.000094307085 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36297F5C2 36262.11350000 PA USD 35475.09000000 0.000331405557 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208XSQ5 346.85000000 PA USD 358.57000000 0.000003349733 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XYG35 56794.43270000 PA USD 51281.98000000 0.000479072305 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212MB99 237.78000000 PA USD 245.81000000 0.000002296338 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FXJ0 445002.97060000 PA USD 414782.11000000 0.003874862509 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KNN3 10653.24360000 PA USD 10916.61000000 0.000101982129 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A8EG4 641068.30320000 PA USD 574921.91000000 0.005370876180 Long ABS-MBS USGA US N 2 2044-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KLH1 611.66000000 PA USD 632.32000000 0.000005907084 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARH79 7739.65000000 PA USD 7742.54000000 0.000072330212 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GYR1 14281.79410000 PA USD 14306.34000000 0.000133648725 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335ALA4 1162471.70720000 PA USD 1137030.78000000 0.010622053928 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290R3Q4 42221.62930000 PA USD 42298.58000000 0.000395150074 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290YXB9 226.79000000 PA USD 227.20000000 0.000002122484 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140HVBD5 1634875.00000000 PA USD 1444158.00000000 0.013491212751 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 3.01000000 N N N N N N Ginnie Mae I Pool N/A 36291LVD4 32555.10800000 PA USD 33377.05000000 0.000311805829 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213HK40 3754.73080000 PA USD 3834.61000000 0.000035822631 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209L4A1 1448.35000000 PA USD 1497.27000000 0.000013987380 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208VTT2 1165.40220000 PA USD 1204.77000000 0.000011254868 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178DVY4 19627.68380000 PA USD 18398.89000000 0.000171881012 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARV65 21190.88820000 PA USD 20137.51000000 0.000188123066 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296XMH4 356684.46660000 PA USD 349793.72000000 0.003267745977 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211GBC6 172.97000000 PA USD 178.81000000 0.000001670429 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36230LKE8 24811.08000000 PA USD 22341.63000000 0.000208713785 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MH46 1114.04000000 PA USD 1151.67000000 0.000010758812 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RBW8 3611461.23140000 PA USD 3234270.11000000 0.030214302139 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALGA6 16007.40190000 PA USD 15980.15000000 0.000149285329 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201EB74 15163.83770000 PA USD 15511.54000000 0.000144907611 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KWV6 4031.46910000 PA USD 4167.65000000 0.000038933865 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AFZX8 286779.80620000 PA USD 280307.59000000 0.002618611905 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292HSM6 27899.93220000 PA USD 27945.04000000 0.000261060410 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FM60 8839.24190000 PA USD 8255.96000000 0.000077126542 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210A2H9 518.08000000 PA USD 527.17000000 0.000004924781 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36178END7 57145.62700000 PA USD 51565.25000000 0.000481718591 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A7H24 240740.74520000 PA USD 235240.13000000 0.002197595167 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9LM1 22938.67870000 PA USD 21772.49000000 0.000203396923 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AW2F6 94382.62800000 PA USD 92217.39000000 0.000861487751 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179ME48 56194.92690000 PA USD 53395.71000000 0.000498818608 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291YV61 16656.33750000 PA USD 16683.10000000 0.000155852234 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JHH4 5374.17040000 PA USD 5468.46000000 0.000051085931 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QZD4 3434.54000000 PA USD 3437.86000000 0.000032116223 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208J7D8 1265.92690000 PA USD 1268.38000000 0.000011849108 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292GFJ9 17388.01760000 PA USD 17413.27000000 0.000162673426 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EC31 39821.31640000 PA USD 39796.73000000 0.000371777984 Long ABS-MBS USGA US N 2 2035-03-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207YK41 6290.68380000 PA USD 6401.05000000 0.000059798115 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179M2R0 1407399.26380000 PA USD 1336655.07000000 0.012486928663 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208FL57 2174.20120000 PA USD 2212.35000000 0.000020667603 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LUE4 62389.12290000 PA USD 61035.05000000 0.000570184733 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208FMD9 87.64000000 PA USD 90.60000000 0.000000846378 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312946QT6 9655.70800000 PA USD 9481.57000000 0.000088576096 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213XGQ1 6756.65960000 PA USD 6984.90000000 0.000065252397 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290VRC0 10346.31820000 PA USD 10364.67000000 0.000096825948 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176VU84 190125.08920000 PA USD 185641.48000000 0.001734248400 Long ABS-MBS USGA US N 2 2030-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213ACA0 3417.51350000 PA USD 3496.78000000 0.000032666649 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KJ27 88.47000000 PA USD 88.79000000 0.000000829469 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MYH0 13252.16820000 PA USD 13276.20000000 0.000124025237 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FJQ0 2949.36000000 PA USD 2882.55000000 0.000026928559 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LTZ9 30277.84220000 PA USD 30782.01000000 0.000287563165 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36292EN63 16660.70940000 PA USD 16678.30000000 0.000155807393 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KKJ5 12866.28910000 PA USD 13174.71000000 0.000123077125 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213PCY5 13476.38630000 PA USD 13931.61000000 0.000130148027 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36180NDN2 4052103.81930000 PA USD 3651824.85000000 0.034115066344 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36181ALN0 146200.76390000 PA USD 131758.61000000 0.001230878781 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208FL32 253.66000000 PA USD 262.23000000 0.000002449732 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291LFP5 73987.83870000 PA USD 74109.44000000 0.000692324677 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LCSB3 6686.71330000 PA USD 6680.63000000 0.000062409930 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C5MS3 622223.78590000 PA USD 589862.30000000 0.005510448152 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LK54 2854580.32200000 PA USD 2718084.00000000 0.025392131276 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9S93 15628.05150000 PA USD 14921.50000000 0.000139395503 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJS84 106246.11820000 PA USD 101046.87000000 0.000943972073 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YAU3 3101.48000000 PA USD 3155.89000000 0.000029482081 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201QSK0 4404.59940000 PA USD 4503.22000000 0.000042068734 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36230RAW6 1446381.59890000 PA USD 1412934.60000000 0.013199526154 Long ABS-MBS USGA US N 2 2041-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297F5Z1 75450.59560000 PA USD 73850.52000000 0.000689905867 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36177MPD8 80081.53100000 PA USD 74192.84000000 0.000693103794 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176FR26 19000.03960000 PA USD 17634.51000000 0.000164740233 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KKS8 532.82000000 PA USD 550.82000000 0.000005145717 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ABDF0 191544.33640000 PA USD 186766.93000000 0.001744762268 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290YTB4 1202.73000000 PA USD 1204.84000000 0.000011255522 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312945AM0 2773.99000000 PA USD 2656.20000000 0.000024814015 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NSL5 20716.08190000 PA USD 20752.64000000 0.000193869563 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ALFN9 58756.90250000 PA USD 55792.86000000 0.000521212598 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292LCN2 12961.22100000 PA USD 12980.98000000 0.000121267314 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207JYA5 3221.19980000 PA USD 3330.01000000 0.000031108696 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36179EHX9 470212.94530000 PA USD 433891.72000000 0.004053383013 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208RFY5 2572.57380000 PA USD 2659.47000000 0.000024844563 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EPN3 2341.19000000 PA USD 2421.00000000 0.000022616795 Long ABS-MBS USGA US N 2 2037-09-20 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NGF2 237853.48100000 PA USD 238273.17000000 0.002225929593 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180DX36 395822.36120000 PA USD 365247.38000000 0.003412112878 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WMV0 4218.99490000 PA USD 4226.68000000 0.000039485318 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3617A0JA5 1976372.74490000 PA USD 1755559.14000000 0.016400298205 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36211D4S6 83767.85880000 PA USD 83907.89000000 0.000783861042 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201VT28 21849.48660000 PA USD 22410.63000000 0.000209358378 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213X4C5 31866.57260000 PA USD 32544.55000000 0.000304028678 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36179FKU8 351516.94090000 PA USD 316399.91000000 0.002955783577 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JMT2 8775.59810000 PA USD 8929.56000000 0.000083419261 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290NA77 52647.23850000 PA USD 52743.19000000 0.000492722816 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YEE5 259.06000000 PA USD 267.81000000 0.000002501860 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291XT82 1132.12000000 PA USD 1134.12000000 0.000010594861 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38375JHW8 782380.89370000 PA USD 771831.97000000 0.007210394787 Long ABS-MBS USGA US N 2 2037-02-20 Floating 3.98410000 N N N N N N Ginnie Mae I Pool N/A 36210BEB7 9063.12370000 PA USD 9222.13000000 0.000086152427 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200A3H0 51275.58380000 PA USD 50484.81000000 0.000471625204 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209QXW0 28913.30980000 PA USD 27486.78000000 0.000256779380 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230T4C3 34773.94630000 PA USD 34388.64000000 0.000321256024 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KTY4 278.18000000 PA USD 282.16000000 0.000002635916 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36178HTK8 157404.03490000 PA USD 145408.57000000 0.001358395655 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PNM5 7410.96610000 PA USD 7540.99000000 0.000070447347 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PXD5 4082.79870000 PA USD 4220.71000000 0.000039429547 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QWS1 2483.38000000 PA USD 2526.95000000 0.000023606572 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213JKB0 146.35000000 PA USD 149.05000000 0.000001392413 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176S4U1 10170.65000000 PA USD 9414.47000000 0.000087949253 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620APXK6 99798.73320000 PA USD 97565.27000000 0.000911447234 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EW39 567.54000000 PA USD 574.67000000 0.000005368522 Long ABS-MBS USGA US N 2 2038-10-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213JAP0 7343.95330000 PA USD 7592.03000000 0.000070924159 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A55P0 121083.07950000 PA USD 115735.72000000 0.001081194177 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312941ZY6 27604.02850000 PA USD 27130.46000000 0.000253450666 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200VJS3 10633.02110000 PA USD 10819.57000000 0.000101075589 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KHG3 97.54000000 PA USD 97.59000000 0.000000911678 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225A5V8 496.30000000 PA USD 505.01000000 0.000004717764 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BQE1 13968.34740000 PA USD 14440.19000000 0.000134899142 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AVS29 19112.13290000 PA USD 18688.06000000 0.000174582416 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291T4T2 6328.42000000 PA USD 6339.52000000 0.000059223307 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FEY5 63658.68390000 PA USD 65135.23000000 0.000608488299 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209ECV2 274.63000000 PA USD 283.91000000 0.000002652265 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140B6YG4 390506.09000000 PA USD 387134.58000000 0.003616581414 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31417EBQ3 5438.69820000 PA USD 5374.61000000 0.000050209192 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36291CMN2 73193.50730000 PA USD 73318.35000000 0.000684934375 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N 2026-09-28 VANGUARD FIXED INCOME SECURITIES FUNDS My Trieu-Gatt My Trieu-Gatt Treasurer