Form NPORT-P DEUTSCHE DWS INCOME TRUS For: Mar 31

Article
FREE Breaking News Alerts from StreetInsider.com!
StreetInsider.com Top Tickers, 4/24/2024
1. TSLA
2. ENPH
3. TXN
4. BA
5. SPOT
6. META
7. IBM
8. V
9. KMB
10. MSFT
Top News Most Read Special Reports
May 24, 2022 11:16 AM EDT
E-mail

  
    NPORT-P
    false
    
      
      
        
          0000747677
          XXXXXXXX
        
      
      
      
      
        S000005964
        C000152123
        C000016427
        C000075471
        C000113855
        C000177603
        C000075469
        C000075470
      
      
      
    
  
  
    
      DEUTSCHE DWS INCOME TRUST
      811-04049
      0000747677
      PZIHX0V87XPKPHRF7Y22
      875 Third Avenue
      NEW YORK
      
      10022-6225
      212-454-4500
      DWS GNMA Fund
      S000005964
      7ZTO776E5MK53FQ3GJ57
      2022-09-30
      2022-03-31
      N
    
    
      1734344341.16
      612655347.13
      1121688994.03
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      538913605.48000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ABK69
        
          
        
        1244000.00000000
        PA
        USD
        1066157.80000000
        0.095049323446
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2021-2
        03066RAB1
        
          
        
        4715570.70000000
        PA
        USD
        4696830.08000000
        0.418728373461
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-11-18
          Fixed
          0.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2XK3
        
          
        
        208584.30000000
        PA
        USD
        229674.81000000
        0.020475801333
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WTZ1
        
          
        
        11810726.76000000
        PA
        USD
        11687412.02000000
        1.041947641655
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36180KB34
        
          
        
        682290.78000000
        PA
        USD
        699738.33000000
        0.062382561808
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202CP98
        
          
        
        912.71000000
        PA
        USD
        963.29000000
        0.000085878528
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-07-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296XZY3
        
          
        
        567198.07000000
        PA
        USD
        613532.34000000
        0.054697188192
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2018-INV1
        12553XAD5
        
          
        
        2248077.98000000
        PA
        USD
        2263504.07000000
        0.201794265794
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-08-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2021-A
        98163HAB5
        
          
        
        3230412.68000000
        PA
        USD
        3208625.48000000
        0.286053041179
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-18
          Fixed
          0.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F040651
        
          
        
        50000000.00000000
        PA
        USD
        50823500.00000000
        4.530979645026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN22
        000000000
        
          
        
        100.00000000
        NC
        USD
        -329944.50000000
        -0.02941497168
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 10 Year US Treasury Note
                TYM2 COMDTY
              
            
            2022-06-21
            12617444.50000000
            USD
            -329944.50000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BDW5EE967 IRS USD R V 03MLIBOR BDW5EE983 CCPVANILLA / Short: BDW5EE967 IRS USD P F  2.08450 BDW5EE975 CCPVANILLA
        000000000
        
          
        
        7700000.00000000
        OU
        Notional Amount
        USD
        -20068.51000000
        -0.00178913318
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2022-05-31
            0.00000000
            USD
            0.00000000
            USD
            7700000.00000000
            USD
            -20068.51000000
          
        
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        549300NXXXDG2TJQD265
        HPEFS Equipment Trust 2019-1
        40438DAE9
        
          
        
        5615723.03000000
        PA
        USD
        5626364.26000000
        0.501597527473
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-09-20
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DWS
        5493003GD84DGSXJ7618
        DWS Central Cash Management Government Fund
        25160K306
        
          
        
        289502576.08000000
        NS
        USD
        289502576.08000000
        25.80952274835
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796J42
        
          
        
        5000000.00000000
        PA
        USD
        4995619.45000000
        0.445365825695
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-06-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EWF2
        
          
        
        768560.06000000
        PA
        USD
        864546.62000000
        0.077075430409
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-09-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SYS0
        
          
        
        8550175.48000000
        PA
        USD
        8686454.50000000
        0.774408463150
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382MJC4
        
          
        
        7632826.33000000
        PA
        USD
        7565646.47000000
        0.674487002214
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36294RPC7
        
          
        
        51303.16000000
        PA
        USD
        56227.30000000
        0.005012735285
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202E5L9
        
          
        
        3141.45000000
        PA
        USD
        3362.08000000
        0.000299733706
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-04-20
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2WZ1
        
          
        
        3039278.58000000
        PA
        USD
        3309018.05000000
        0.295003166440
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290XLT5
        
          
        
        18373.50000000
        PA
        USD
        18701.26000000
        0.001667241106
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290QU52
        
          
        
        30081.39000000
        PA
        USD
        31281.90000000
        0.002788821158
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36176LR64
        
          
        
        66765.05000000
        PA
        USD
        71129.06000000
        0.006341246136
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-02-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DXE6
        
          
        
        57001.06000000
        PA
        USD
        62559.96000000
        0.005577299976
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-04-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TNS0
        
          
        
        8181533.70000000
        PA
        USD
        8430090.41000000
        0.751553278570
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290TTN9
        
          
        
        59083.40000000
        PA
        USD
        65077.16000000
        0.005801711556
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376UEN5
        
          
        
        9787669.03000000
        PA
        USD
        1691187.55000000
        0.150771520359
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-02-20
          Floating
          6.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3622A26K3
        
          
        
        15470046.26000000
        PA
        USD
        15718561.11000000
        1.401329708471
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DMT5
        
          
        
        1892.53000000
        PA
        USD
        2150.29000000
        0.000191701087
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-04-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DST9
        
          
        
        908.17000000
        PA
        USD
        991.18000000
        0.000088364957
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-04-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36294TZ24
        
          
        
        105667.48000000
        PA
        USD
        116005.81000000
        0.010342065458
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        Dell Equipment Finance Trust 2020-2
        24704GAB9
        
          
        
        1287424.08000000
        PA
        USD
        1286336.72000000
        0.114678554113
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2022-10-24
          Fixed
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EVQ9
        
          
        
        70287.48000000
        PA
        USD
        79136.22000000
        0.007055094631
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-08-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179NNA2
        
          
        
        10622060.86000000
        PA
        USD
        10871070.54000000
        0.969169760767
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3622AAGA6
        
          
        
        6184994.67000000
        PA
        USD
        6294788.41000000
        0.561188390320
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KFJ2
        
          
        
        508181.95000000
        PA
        USD
        543957.03000000
        0.048494460843
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179V7D6
        
          
        
        13853846.40000000
        PA
        USD
        13227462.33000000
        1.179245084903
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176A5M7
        
          
        
        1273822.95000000
        PA
        USD
        1313779.69000000
        0.117125129781
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200NJ69
        
          
        
        11009.23000000
        PA
        USD
        11748.05000000
        0.001047353594
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DBL4
        
          
        
        2279.61000000
        PA
        USD
        2495.93000000
        0.000222515332
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-04-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36294XAF3
        
          
        
        255472.30000000
        PA
        USD
        290991.32000000
        0.025942246161
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AL6V1
        
          
        
        141170.85000000
        PA
        USD
        147380.96000000
        0.013139199972
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379NAG7
        
          
        
        5867070.38000000
        PA
        USD
        5833435.05000000
        0.520058151684
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-03-20
          Floating
          0.71900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291FVF2
        
          
        
        135684.40000000
        PA
        USD
        144467.29000000
        0.012879442587
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36180CYS2
        
          
        
        4077062.13000000
        PA
        USD
        4204854.14000000
        0.374868092883
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620C3TJ1
        
          
        
        732886.18000000
        PA
        USD
        792711.67000000
        0.070671253281
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DBZ3
        
          
        
        1182.52000000
        PA
        USD
        1262.54000000
        0.000112557046
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-05-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131WMDU7
        
          
        
        43246.90000000
        PA
        USD
        47012.86000000
        0.004191256243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-10-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295ACS2
        
          
        
        240697.55000000
        PA
        USD
        272383.81000000
        0.024283362986
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) JUN22
        000000000
        
          
        
        -290.00000000
        NC
        USD
        1206474.53000000
        0.107558738333
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT US Long Bond Future
                USM2 COMDTY
              
            
            2022-06-21
            -44724599.53000000
            USD
            1206474.53000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EFB0
        
          
        
        13102.87000000
        PA
        USD
        14407.64000000
        0.001284459424
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-09-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179QRX1
        
          
        
        11871873.86000000
        PA
        USD
        11956444.70000000
        1.065932247141
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-10-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36194F4X1
        
          
        
        8057822.81000000
        PA
        USD
        8200862.30000000
        0.731117301109
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DHW4
        
          
        
        1241.35000000
        PA
        USD
        1379.11000000
        0.000122949409
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-07-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BDW7QBJZ1 IRS USD R V 03MLIBOR BDW7QBK14 CCPVANILLA / Short: BDW7QBJZ1 IRS USD P F   .45000 BDW7QBK06 CCPVANILLA
        000000000
        
          
        
        23100000.00000000
        OU
        Notional Amount
        USD
        903896.07000000
        0.080583483907
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2024-03-16
            0.00000000
            USD
            -359.08000000
            USD
            23100000.00000000
            USD
            904255.15000000
          
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2020-3
        03066PAB5
        
          
        
        1486828.02000000
        PA
        USD
        1486217.23000000
        0.132498155719
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-18
          Fixed
          0.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36178WN88
        
          
        
        431154.85000000
        PA
        USD
        444669.03000000
        0.039642809403
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-10-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296REX1
        
          
        
        53597.48000000
        PA
        USD
        58056.32000000
        0.005175794744
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DZH7
        
          
        
        109404.72000000
        PA
        USD
        120296.66000000
        0.010724600191
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-09-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379CS80
        
          
        
        936623.29000000
        PA
        USD
        41067.53000000
        0.003661222515
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-07-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corporation
        N/A
        Chase Home Lending Mortgage Trust 2019-ATR1
        16158RAL0
        
          
        
        1137236.61000000
        PA
        USD
        1135731.93000000
        0.101251945596
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-04-25
          Floating
          1.40700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2XH0
        
          
        
        1570183.94000000
        PA
        USD
        1713271.87000000
        0.152740365566
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202CPM9
        
          
        
        4814.18000000
        PA
        USD
        4960.83000000
        0.000442264301
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-06-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EGF0
        
          
        
        64446.14000000
        PA
        USD
        72333.35000000
        0.006448610121
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-12-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36180KB42
        
          
        
        900521.29000000
        PA
        USD
        923549.44000000
        0.082335606831
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179S5L7
        
          
        
        1300730.73000000
        PA
        USD
        1318510.24000000
        0.117546864328
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378FBP4
        
          
        
        8244319.65000000
        PA
        USD
        1118472.14000000
        0.099713213373
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-01-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202CX32
        
          
        
        979.90000000
        PA
        USD
        1062.04000000
        0.000094682216
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-10-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 3YR NOTE (CBT) JUN22
        000000000
        
          
        
        -442.00000000
        NC
        USD
        915062.88000000
        0.081579019217
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 3 Year US Treasury Note Future
                3YM2 COMDTY
              
            
            2022-06-30
            -97353937.88000000
            USD
            915062.88000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36294SAY3
        
          
        
        33386.08000000
        PA
        USD
        37227.29000000
        0.003318860236
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2WV0
        
          
        
        2852069.83000000
        PA
        USD
        3040528.73000000
        0.271067002188
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376UEH8
        
          
        
        5823866.17000000
        PA
        USD
        1031990.54000000
        0.092003268775
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-02-20
          Floating
          6.07100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376PSZ4
        
          
        
        335036.57000000
        PA
        USD
        75494.94000000
        0.006730469889
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-12-16
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295J7A8
        
          
        
        3081.77000000
        PA
        USD
        3082.49000000
        0.000274807902
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379LMZ6
        
          
        
        1031480.83000000
        PA
        USD
        4091.05000000
        0.000364722309
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200HZF4
        
          
        
        102191.73000000
        PA
        USD
        107137.57000000
        0.009551450586
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36294TYK5
        
          
        
        10421.20000000
        PA
        USD
        11556.05000000
        0.001030236550
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-09-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31395NAD9
        
          
        
        6940227.56000000
        PA
        USD
        7598669.99000000
        0.677431091010
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DTF8
        
          
        
        2599.88000000
        PA
        USD
        2868.82000000
        0.000255758950
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Auto Lease Trust
        N/A
        Tesla Auto Lease Trust 2020-A
        88167HAB2
        
          
        
        280420.25000000
        PA
        USD
        280303.12000000
        0.024989379542
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-05-22
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2W81
        
          
        
        2339580.11000000
        PA
        USD
        2540842.82000000
        0.226519367981
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378W2U6
        
          
        
        9013639.18000000
        PA
        USD
        1118075.42000000
        0.099677845280
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-09-20
          Floating
          5.15100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DNN7
        
          
        
        837.27000000
        PA
        USD
        938.11000000
        0.000083633699
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-06-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31394CM58
        
          
        
        5003576.62000000
        PA
        USD
        5359997.39000000
        0.477850582338
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176D6A6
        
          
        
        204667.77000000
        PA
        USD
        216045.64000000
        0.019260743499
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-05-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382XR56
        
          
        
        12021966.84000000
        PA
        USD
        11357412.95000000
        1.012527804984
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179RNW5
        
          
        
        8389295.15000000
        PA
        USD
        8559857.83000000
        0.763122209057
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AR3Q2
        
          
        
        1548956.27000000
        PA
        USD
        1675397.55000000
        0.149363821782
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2Y71
        
          
        
        2526408.82000000
        PA
        USD
        2808107.62000000
        0.250346364718
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2W24
        
          
        
        4098600.68000000
        PA
        USD
        4501056.05000000
        0.401274869768
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        Fannie Mae REMIC Trust 2007-W8
        31396XVS0
        
          
        
        151750.57000000
        PA
        USD
        31027.16000000
        0.002766110763
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378PFE3
        
          
        
        12287967.69000000
        PA
        USD
        11931707.31000000
        1.063726877370
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-12-20
          Fixed
          2.50000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3620AP5G6
        
          
        
        786421.60000000
        PA
        USD
        855859.61000000
        0.076300972422
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-03-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290TTJ8
        
          
        
        208285.69000000
        PA
        USD
        241669.35000000
        0.021545129825
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36294R5J4
        
          
        
        110438.08000000
        PA
        USD
        121455.18000000
        0.010827883722
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SLS4
        
          
        
        10313625.45000000
        PA
        USD
        10496709.11000000
        0.935794963297
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT JUN22
        000000000
        
          
        
        264.00000000
        NC
        USD
        -1449412.48000000
        -0.12921696546
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CME Ultra Long Term US Treasury Bond Future
                WNM2 COMDTY
              
            
            2022-06-21
            48210412.48000000
            USD
            -1449412.48000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202CQV8
        
          
        
        532.41000000
        PA
        USD
        564.74000000
        0.000050347289
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-08-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DRK9
        
          
        
        810.59000000
        PA
        USD
        859.94000000
        0.000076664744
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-01-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2019-CH1
        81747MAA7
        
          
        
        137140.34000000
        PA
        USD
        136923.08000000
        0.012206866674
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-03-25
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foursight Capital Automobile Receivables Trust
        N/A
        Foursight Capital Automobile Receivables Trust 2020-1
        35105FAC0
        
          
        
        3331078.78000000
        PA
        USD
        3332391.56000000
        0.297086944575
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374CF63
        
          
        
        337249.04000000
        PA
        USD
        351110.18000000
        0.031301918969
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WT24
        
          
        
        19813769.60000000
        PA
        USD
        19955036.63000000
        1.779016887587
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241LYS9
        
          
        
        539729.27000000
        PA
        USD
        578235.93000000
        0.051550468363
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-01-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3620AP6X8
        
          
        
        640960.14000000
        PA
        USD
        670462.96000000
        0.059772625350
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-03-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36292KPQ3
        
          
        
        21016.16000000
        PA
        USD
        22953.00000000
        0.002046289133
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-12-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179F6W0
        
          
        
        3503068.16000000
        PA
        USD
        3585189.50000000
        0.319624202348
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137ATUR1
        
          
        
        1530303.85000000
        PA
        USD
        1421510.10000000
        0.126729432807
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36177WUC2
        
          
        
        1637953.21000000
        PA
        USD
        1689293.44000000
        0.150602658044
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620ARVE8
        
          
        
        1234594.36000000
        PA
        USD
        1335374.29000000
        0.119050315827
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620ASEZ8
        
          
        
        2769863.32000000
        PA
        USD
        2993312.68000000
        0.266857631298
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36294WPH5
        
          
        
        247302.93000000
        PA
        USD
        281146.11000000
        0.025064533172
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202E3J6
        
          
        
        212574.92000000
        PA
        USD
        239834.12000000
        0.021381516737
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-03-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179RZT9
        
          
        
        4113624.50000000
        PA
        USD
        4197258.56000000
        0.374190937268
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36195L3Q3
        
          
        
        251879.90000000
        PA
        USD
        256351.18000000
        0.022854033637
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AQYU1
        
          
        
        605745.98000000
        PA
        USD
        655193.02000000
        0.058411290784
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200AGG8
        
          
        
        4513.74000000
        PA
        USD
        4725.55000000
        0.000421288790
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EXP9
        
          
        
        96195.64000000
        PA
        USD
        107106.99000000
        0.009548724340
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-11-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36294PZM8
        
          
        
        25270.52000000
        PA
        USD
        28041.67000000
        0.002499950534
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36178GQ56
        
          
        
        2320794.17000000
        PA
        USD
        2341017.87000000
        0.208704719620
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296VJ33
        
          
        
        28780.90000000
        PA
        USD
        30020.18000000
        0.002676337216
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176SV23
        
          
        
        202679.31000000
        PA
        USD
        210565.28000000
        0.018772162437
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296MTA6
        
          
        
        21982.20000000
        PA
        USD
        24161.50000000
        0.002154028445
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36178NFK0
        
          
        
        9990913.94000000
        PA
        USD
        10077976.06000000
        0.898464379488
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38377VQ41
        
          
        
        6721334.89000000
        PA
        USD
        6727235.95000000
        0.599741638351
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-06-16
          Floating
          0.83100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200TTG3
        
          
        
        90121.51000000
        PA
        USD
        96996.49000000
        0.008647360410
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2W57
        
          
        
        3607237.55000000
        PA
        USD
        3870503.70000000
        0.345060326044
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179VSF8
        
          
        
        23971430.72000000
        PA
        USD
        22891760.60000000
        2.040829563438
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DTE1
        
          
        
        27190.33000000
        PA
        USD
        29609.94000000
        0.002639763798
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-06-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295NNM5
        
          
        
        5192.56000000
        PA
        USD
        5769.70000000
        0.000514376090
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380UYS6
        
          
        
        3595147.85000000
        PA
        USD
        3623704.47000000
        0.323057860894
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-10-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A94V0
        
          
        
        129720.89000000
        PA
        USD
        135594.64000000
        0.012088434559
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179M5M8
        
          
        
        3025753.50000000
        PA
        USD
        3096685.30000000
        0.276073431805
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36297A3G6
        
          
        
        75965.76000000
        PA
        USD
        83249.11000000
        0.007421764004
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-12-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AR3L3
        
          
        
        576067.59000000
        PA
        USD
        622539.90000000
        0.055500223619
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36206C6P9
        
          
        
        75440.80000000
        PA
        USD
        78388.61000000
        0.006988444249
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-15
          Fixed
          4.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202E2D0
        
          
        
        189994.39000000
        PA
        USD
        213417.98000000
        0.019026484269
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-02-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ABJ87
        
          
        
        1009804.53000000
        PA
        USD
        1012701.40000000
        0.090283617418
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-25
          Fixed
          3.50000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376JAY0
        
          
        
        285293.16000000
        PA
        USD
        334150.96000000
        0.029789982943
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-11-20
          Fixed
          5.50000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2XF4
        
          
        
        3161717.85000000
        PA
        USD
        3436158.50000000
        0.306337899211
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200KT49
        
          
        
        33809.37000000
        PA
        USD
        35823.81000000
        0.003193738210
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DSB8
        
          
        
        13173.30000000
        PA
        USD
        14367.37000000
        0.001280869303
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-03-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        549300A2KXZJ0K08VV65
        Flagship Credit Auto Trust 2018-2
        33844NAE0
        
          
        
        3979181.40000000
        PA
        USD
        3996237.76000000
        0.356269677358
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          3.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378EB85
        
          
        
        3481506.25000000
        PA
        USD
        635279.60000000
        0.056635984072
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-05-16
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290VKX1
        
          
        
        408953.83000000
        PA
        USD
        467696.04000000
        0.041695696622
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201LEY6
        
          
        
        12211.12000000
        PA
        USD
        12807.32000000
        0.001141788861
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202FY67
        
          
        
        7565398.20000000
        PA
        USD
        7922170.58000000
        0.706271579926
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-11-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2W99
        
          
        
        2013617.47000000
        PA
        USD
        2194930.09000000
        0.195680808288
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-1
        46592EBC9
        
          
        
        3957718.50000000
        PA
        USD
        3883851.64000000
        0.346250311866
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-25
          Floating
          0.69900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31395UYX3
        
          
        
        5325143.71000000
        PA
        USD
        5697651.14000000
        0.507952843464
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW Owner Trust 2019-1
        55389PAA7
        
          
        
        5083508.46000000
        PA
        USD
        5018556.98000000
        0.447410735659
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-11-20
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296R2C0
        
          
        
        5662.05000000
        PA
        USD
        6266.62000000
        0.000558677140
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DSQ5
        
          
        
        16308.20000000
        PA
        USD
        17750.71000000
        0.001582498365
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-04-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379PAB3
        
          
        
        3541837.49000000
        PA
        USD
        165084.76000000
        0.014717516252
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-10-16
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AR4Q8
        
          
        
        14558858.02000000
        PA
        USD
        2464039.69000000
        0.219672271290
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TG58
        
          
        
        8356365.06000000
        PA
        USD
        8610233.19000000
        0.767613236452
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AQ6G3
        
          
        
        142391.49000000
        PA
        USD
        148745.74000000
        0.013260871845
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296XFG4
        
          
        
        11188.40000000
        PA
        USD
        12565.70000000
        0.001120248131
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-12-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Receivables Trust 2021-C
        12598CAA4
        
          
        
        6215396.36000000
        PA
        USD
        6195257.85000000
        0.552315114347
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296PK91
        
          
        
        7992.86000000
        PA
        USD
        8002.03000000
        0.000713391148
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36292J3L1
        
          
        
        3080.85000000
        PA
        USD
        3281.48000000
        0.000292548114
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291Y3V7
        
          
        
        46298.60000000
        PA
        USD
        49503.82000000
        0.004413328495
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercedes-Benz Auto Lease Trust
        N/A
        Mercedes-Benz Auto Lease Trust 2020-B
        58769EAC2
        
          
        
        5000000.00000000
        PA
        USD
        4969463.50000000
        0.443033989497
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796H44
        
          
        
        11000000.00000000
        PA
        USD
        10996345.58000000
        0.980338189866
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-05-19
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374UT27
        
          
        
        258460.22000000
        PA
        USD
        59143.80000000
        0.005272744968
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-08-16
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DU90
        
          
        
        23400.88000000
        PA
        USD
        25896.70000000
        0.002308723731
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31398SBJ1
        
          
        
        5639812.05000000
        PA
        USD
        797290.02000000
        0.071079419005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AP6J6
        
          
        
        7607155.08000000
        PA
        USD
        7563785.17000000
        0.674321064952
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-25
          Floating
          0.70700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291AWE5
        
          
        
        466.48000000
        PA
        USD
        483.71000000
        0.000043123361
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DXV8
        
          
        
        48379.26000000
        PA
        USD
        53582.79000000
        0.004776973856
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-05-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796N96
        
          
        
        16000000.00000000
        PA
        USD
        15902224.00000000
        1.417703488635
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-11-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B3XD7
        
          
        
        963106.28000000
        PA
        USD
        957980.49000000
        0.085405178716
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-25
          Floating
          0.85700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296MMN5
        
          
        
        6225.50000000
        PA
        USD
        6717.50000000
        0.000598873666
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-09-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36225B5J3
        
          
        
        111652.32000000
        PA
        USD
        122129.26000000
        0.010887978811
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-05-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296RWF0
        
          
        
        8420.61000000
        PA
        USD
        9085.01000000
        0.000809940192
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BJ2C6
        
          
        
        5913821.74000000
        PA
        USD
        1177181.88000000
        0.104947261341
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Receivables Trust 2021-B
        12656QAA2
        
          
        
        4848425.99000000
        PA
        USD
        4829083.19000000
        0.430518906372
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-17
          Fixed
          0.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290SYJ4
        
          
        
        348028.73000000
        PA
        USD
        371367.20000000
        0.033107858058
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31394F2K0
        
          
        
        5205102.27000000
        PA
        USD
        5585261.49000000
        0.497933163267
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296LF39
        
          
        
        13243.34000000
        PA
        USD
        14326.90000000
        0.001277261351
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EPP8
        
          
        
        17750.70000000
        PA
        USD
        20082.93000000
        0.001790418744
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-09-20
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KNLH4
        
          
        
        12178160.75000000
        PA
        USD
        11313461.28000000
        1.008609457720
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-2
        46591TBB9
        
          
        
        1101122.85000000
        PA
        USD
        1097284.45000000
        0.097824303870
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Floating
          0.98700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296T3C5
        
          
        
        89479.93000000
        PA
        USD
        97530.12000000
        0.008694934203
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-11-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36292FVY0
        
          
        
        2588.46000000
        PA
        USD
        2801.23000000
        0.000249733216
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-09-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378T5G1
        
          
        
        8651145.31000000
        PA
        USD
        8614398.27000000
        0.767984558629
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-07-20
          Floating
          0.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378WUM3
        
          
        
        713171.91000000
        PA
        USD
        713171.91000000
        0.063580182545
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-04-20
          Floating
          0.94900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31398G5J4
        
          
        
        2478214.10000000
        PA
        USD
        582123.67000000
        0.051897065327
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36205UAH3
        
          
        
        822279.29000000
        PA
        USD
        895815.07000000
        0.079863052483
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36294SD46
        
          
        
        2066.44000000
        PA
        USD
        2274.60000000
        0.000202783482
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36178DPF2
        
          
        
        2620879.24000000
        PA
        USD
        2643717.92000000
        0.235690813948
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-11-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WXK9
        
          
        
        12156350.47000000
        PA
        USD
        12029427.11000000
        1.072438721786
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WQB7
        
          
        
        23061411.84000000
        PA
        USD
        22820629.71000000
        2.034488154154
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors
        N/A
        GMF Floorplan Owner Revolving Trust
        361886CE2
        
          
        
        19000000.00000000
        PA
        USD
        19015650.30000000
        1.695269401875
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296RGF8
        
          
        
        92695.49000000
        PA
        USD
        103093.84000000
        0.009190946915
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-11-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        Long: BDW5DDSG7 IRS USD R V 03MLIBOR BDW5DDSJ1 CCPVANILLA / Short: BDW5DDSG7 IRS USD P F  2.17850 BDW5DDSH5 CCPVANILLA
        000000000
        
          
        
        15800000.00000000
        OU
        Notional Amount
        USD
        -60913.74000000
        -0.00543053737
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-02-21
            0.00000000
            USD
            0.00000000
            USD
            15800000.00000000
            USD
            -60913.74000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202ECR8
        
          
        
        52961.44000000
        PA
        USD
        58766.42000000
        0.005239101062
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-02-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCH Limited
        F226TOH6YD6XJB17KS62
        Long: BDW7QBL96 IRS USD R V 03MLIBOR BDW7QBLB1 CCPVANILLA / Short: BDW7QBL96 IRS USD P F   .25000 BDW7QBLA3 CCPVANILLA
        000000000
        
          
        
        104100000.00000000
        OU
        Notional Amount
        USD
        1588919.94000000
        0.141654232898
        N/A
        DIR
        
        US
        N
        
        2
        
          
            
              LCH Limited
              F226TOH6YD6XJB17KS62
            
            
              
                N/A
                N/A
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2023-03-16
            4743.17000000
            USD
            0.00000000
            USD
            104100000.00000000
            USD
            1584176.77000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36178DJY8
        
          
        
        85146.92000000
        PA
        USD
        85712.38000000
        0.007641367656
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3620A9PB1
        
          
        
        39890.37000000
        PA
        USD
        42335.36000000
        0.003774251171
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-01-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382HRK8
        
          
        
        330303.96000000
        PA
        USD
        294482.30000000
        0.026253471467
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          3.00000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2XC1
        
          
        
        3939704.09000000
        PA
        USD
        4291455.92000000
        0.382588751680
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179VVY3
        
          
        
        22756595.76000000
        PA
        USD
        22139758.66000000
        1.973787634347
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202CTR4
        
          
        
        225.37000000
        PA
        USD
        239.57000000
        0.000021357970
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-01-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179MNH9
        
          
        
        8369729.81000000
        PA
        USD
        8569983.71000000
        0.764024944134
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WG28
        
          
        
        13964904.75000000
        PA
        USD
        13321560.16000000
        1.187634026089
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36297A2G7
        
          
        
        49919.97000000
        PA
        USD
        53853.13000000
        0.004801075011
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS Equipment Trust
        N/A
        HPEFS Equipment Trust 2021-1
        40440YAB5
        
          
        
        6932641.66000000
        PA
        USD
        6905858.09000000
        0.615666029242
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-20
          Fixed
          0.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202CH97
        
          
        
        692.38000000
        PA
        USD
        723.27000000
        0.000064480440
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2025-08-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202FJP2
        
          
        
        131239.12000000
        PA
        USD
        137376.55000000
        0.012247294101
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-08-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canadian Pacer Auto Receivables Trust
        549300R5H05NC0BS7G21
        Canadian Pacer Auto Receivables Trust 2019-1
        13646BAG3
        
          
        
        1674286.52000000
        PA
        USD
        1678488.81000000
        0.149639411542
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2023-10-19
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EZJ1
        
          
        
        446112.23000000
        PA
        USD
        501724.41000000
        0.044729369073
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-01-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176B6F9
        
          
        
        99671.24000000
        PA
        USD
        102953.49000000
        0.009178434534
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-05-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WFG8
        
          
        
        23216395.75000000
        PA
        USD
        22560320.37000000
        2.011281245521
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296SAT2
        
          
        
        3808.14000000
        PA
        USD
        4082.64000000
        0.000363972546
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WR34
        
          
        
        23463753.60000000
        PA
        USD
        23218770.66000000
        2.069982926067
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176LHT5
        
          
        
        130082.88000000
        PA
        USD
        134228.67000000
        0.011966656596
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-08-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31394FHZ1
        
          
        
        4132732.23000000
        PA
        USD
        4457387.85000000
        0.397381794216
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-25
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290UDT0
        
          
        
        524053.64000000
        PA
        USD
        610764.66000000
        0.054450446001
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WXM5
        
          
        
        14944746.30000000
        PA
        USD
        15269719.21000000
        1.361314882402
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-02-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EU64
        
          
        
        7726.79000000
        PA
        USD
        7849.87000000
        0.000699825891
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-08-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2W73
        
          
        
        3623753.63000000
        PA
        USD
        3959411.24000000
        0.352986546277
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SNV5
        
          
        
        2962455.16000000
        PA
        USD
        3015043.57000000
        0.268794967771
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2019-9
        46651YBB5
        
          
        
        2002895.52000000
        PA
        USD
        1999415.89000000
        0.178250468770
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-25
          Floating
          1.08700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202ENM7
        
          
        
        21423.75000000
        PA
        USD
        24135.70000000
        0.002151728342
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-06-20
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38373SWS2
        
          
        
        662600.77000000
        PA
        USD
        710571.71000000
        0.063348371409
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-03-16
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176NB42
        
          
        
        230395.44000000
        PA
        USD
        242297.33000000
        0.021601115040
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-06-15
          Fixed
          4.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36177U3L6
        
          
        
        2011981.49000000
        PA
        USD
        2075045.32000000
        0.184992928614
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-03-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290YBT4
        
          
        
        15253.65000000
        PA
        USD
        15972.81000000
        0.001423996320
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-04-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202FY59
        
          
        
        4603803.49000000
        PA
        USD
        4723061.98000000
        0.421066980699
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-11-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Omni Automobile Lease Securitization Trust
        N/A
        World Omni Automobile Lease Securitization Trust 2021-A
        98163JAB1
        
          
        
        6824872.00000000
        PA
        USD
        6776344.43000000
        0.604119721782
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200MUE1
        
          
        
        49151.42000000
        PA
        USD
        53144.55000000
        0.004737904203
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-11-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210BW43
        
          
        
        107089.15000000
        PA
        USD
        120861.09000000
        0.010774919843
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-02-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H022648
        
          
        
        213400000.00000000
        PA
        USD
        206806580.20000000
        18.43706957103
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36213FML4
        
          
        
        90606.48000000
        PA
        USD
        95773.42000000
        0.008538322165
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        -728.00000000
        NC
        USD
        1581944.00000000
        0.141032318977
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            -85074444.00000000
            USD
            1581944.00000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295CXG1
        
          
        
        116630.84000000
        PA
        USD
        128499.05000000
        0.011455853688
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290R5P4
        
          
        
        20186.92000000
        PA
        USD
        21500.33000000
        0.001916781756
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202BSS5
        
          
        
        10.42000000
        PA
        USD
        10.56000000
        0.000000941437
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-10-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        DT Auto Owner Trust 2021-1
        23344GAA9
        
          
        
        1937865.56000000
        PA
        USD
        1931582.03000000
        0.172202993902
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCEDES-BENZ AUTO RECEIVABLES TRUST
        N/A
        Mercedes-Benz Auto Receivables Trust 2020-1
        58769VAC4
        
          
        
        4808279.09000000
        PA
        USD
        4763847.71000000
        0.424703080386
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-18
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EQP7
        
          
        
        28437.73000000
        PA
        USD
        32189.09000000
        0.002869698300
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-12-20
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36297AZ63
        
          
        
        14059.81000000
        PA
        USD
        15038.55000000
        0.001340705853
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-12-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36292DVW9
        
          
        
        116486.17000000
        PA
        USD
        128392.43000000
        0.011446348380
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290RYU1
        
          
        
        50741.98000000
        PA
        USD
        53927.19000000
        0.004807677554
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-09-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foursight Capital Automobile Receivables Trust
        N/A
        Foursight Capital Automobile Receivables Trust 2021-1
        35105WAC3
        
          
        
        1172806.69000000
        PA
        USD
        1167859.32000000
        0.104116143263
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200H2G8
        
          
        
        67184.33000000
        PA
        USD
        69927.14000000
        0.006234093440
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291QYC2
        
          
        
        51047.88000000
        PA
        USD
        56544.33000000
        0.005040998913
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DPF2
        
          
        
        3104.42000000
        PA
        USD
        3501.47000000
        0.000312160502
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-08-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396LFU9
        
          
        
        3620034.03000000
        PA
        USD
        3912813.33000000
        0.348832283353
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XD7J9
        
          
        
        12159056.39000000
        PA
        USD
        11299660.49000000
        1.007379099745
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379HMV4
        
          
        
        12046655.00000000
        PA
        USD
        11987431.96000000
        1.068694800769
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380FUD6
        
          
        
        4025254.98000000
        PA
        USD
        3888847.90000000
        0.346695734797
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-07-20
          Fixed
          3.00000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36292LFC3
        
          
        
        57360.05000000
        PA
        USD
        63655.34000000
        0.005674954496
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202ET58
        
          
        
        123196.59000000
        PA
        USD
        139312.95000000
        0.012419926623
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-06-20
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2020-B
        80286RAC1
        
          
        
        18273000.00000000
        PA
        USD
        17926388.60000000
        1.598160336368
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-04-22
          Fixed
          0.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31394FH65
        
          
        
        4883703.48000000
        PA
        USD
        5185633.66000000
        0.462305834112
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DXD8
        
          
        
        104319.62000000
        PA
        USD
        114141.65000000
        0.010175873223
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-04-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374MC56
        
          
        
        156393.72000000
        PA
        USD
        173759.19000000
        0.015490852716
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-03-20
          Fixed
          5.50000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202FG42
        
          
        
        50745.55000000
        PA
        USD
        56712.47000000
        0.005055988808
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-11-20
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290WJ86
        
          
        
        145760.65000000
        PA
        USD
        154258.18000000
        0.013752312880
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A9YU9
        
          
        
        1784119.44000000
        PA
        USD
        1929863.73000000
        0.172049805273
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36178FZ33
        
          
        
        235523.71000000
        PA
        USD
        242906.00000000
        0.021655378745
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DVN8
        
          
        
        29254.95000000
        PA
        USD
        32089.79000000
        0.002860845579
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-12-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202D4C2
        
          
        
        3486.74000000
        PA
        USD
        3873.58000000
        0.000345334582
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-02-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202E6J3
        
          
        
        149497.45000000
        PA
        USD
        166110.65000000
        0.014808975650
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-11-20
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36205UAC4
        
          
        
        1801048.71000000
        PA
        USD
        1962115.06000000
        0.174925052349
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2W32
        
          
        
        1847339.33000000
        PA
        USD
        2013641.07000000
        0.179518661653
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202D2X8
        
          
        
        6118.44000000
        PA
        USD
        6794.49000000
        0.000605737422
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-12-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DT92
        
          
        
        113.77000000
        PA
        USD
        118.03000000
        0.000010522524
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-08-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DMC2
        
          
        
        35826.67000000
        PA
        USD
        40465.28000000
        0.003607531161
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-03-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36180MYW1
        
          
        
        4267088.43000000
        PA
        USD
        4367120.46000000
        0.389334341626
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296YTP7
        
          
        
        34947.02000000
        PA
        USD
        39491.58000000
        0.003520724568
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-12-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291YK89
        
          
        
        79476.96000000
        PA
        USD
        81424.72000000
        0.007259117316
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202B7A7
        
          
        
        8.03000000
        PA
        USD
        8.06000000
        0.000000718559
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-07-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-6
        46653PAM9
        
          
        
        2816396.61000000
        PA
        USD
        2733995.89000000
        0.243739209758
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36178DLK5
        
          
        
        4054170.40000000
        PA
        USD
        4181244.88000000
        0.372763297335
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-10-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2021-4
        36263DAA5
        
          
        
        21143667.06000000
        PA
        USD
        20945751.76000000
        1.867340401080
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2020-A
        98163DAB4
        
          
        
        141936.39000000
        PA
        USD
        141892.45000000
        0.012649892328
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-17
          Fixed
          0.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SQW0
        
          
        
        3983502.27000000
        PA
        USD
        4054215.93000000
        0.361438504931
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-11-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291J7H7
        
          
        
        7373.21000000
        PA
        USD
        7564.08000000
        0.000674347349
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2020-3
        33844TAA5
        
          
        
        6458116.05000000
        PA
        USD
        6432053.03000000
        0.573425705719
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KZ68
        
          
        
        1810412.02000000
        PA
        USD
        1937876.96000000
        0.172764194916
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620C02U1
        
          
        
        692038.80000000
        PA
        USD
        748529.92000000
        0.066732394093
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295WZF7
        
          
        
        23586.06000000
        PA
        USD
        25715.18000000
        0.002292540992
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2W40
        
          
        
        1874984.16000000
        PA
        USD
        2043048.95000000
        0.182140411546
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell Equipment Finance Trust
        N/A
        Dell Equipment Finance Trust 2021-1
        24703QAB8
        
          
        
        7548689.19000000
        PA
        USD
        7508539.98000000
        0.669395886022
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-22
          Fixed
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202CXA6
        
          
        
        618.00000000
        PA
        USD
        666.31000000
        0.000059402383
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-08-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179RQ28
        
          
        
        3827085.00000000
        PA
        USD
        3904893.43000000
        0.348126214198
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176XKP3
        
          
        
        8065612.10000000
        PA
        USD
        8318421.77000000
        0.741597877332
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXD58
        
          
        
        1510695.37000000
        PA
        USD
        1624439.04000000
        0.144820805824
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179NDR6
        
          
        
        3814932.21000000
        PA
        USD
        3904364.48000000
        0.348079057633
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295KX81
        
          
        
        27472.25000000
        PA
        USD
        29418.29000000
        0.002622677957
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-09-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202D6G1
        
          
        
        17493.86000000
        PA
        USD
        19467.78000000
        0.001735577339
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376XKB8
        
          
        
        1977518.75000000
        PA
        USD
        2081276.05000000
        0.185548406115
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-03-20
          Fixed
          5.00000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3622A2RL8
        
          
        
        6231525.78000000
        PA
        USD
        6643120.24000000
        0.592242615854
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-05-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36178FDF0
        
          
        
        397032.77000000
        PA
        USD
        406340.29000000
        0.036225753498
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2021-2
        80286XAB0
        
          
        
        1091580.45000000
        PA
        USD
        1091193.59000000
        0.097281295957
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H030641
        
          
        
        144700000.00000000
        PA
        USD
        142961284.80000000
        12.74518030941
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-21
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DFY2
        
          
        
        1293.91000000
        PA
        USD
        1433.32000000
        0.000127782300
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-02-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179R4E6
        
          
        
        11966018.43000000
        PA
        USD
        12204142.80000000
        1.088014847694
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296JGD1
        
          
        
        92102.28000000
        PA
        USD
        102528.80000000
        0.009140572881
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202CDZ3
        
          
        
        97.14000000
        PA
        USD
        98.98000000
        0.000008824192
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-12-20
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379FUE7
        
          
        
        13298592.01000000
        PA
        USD
        13014893.94000000
        1.160294342662
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-11-20
          Fixed
          3.00000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378WNY5
        
          
        
        5474204.01000000
        PA
        USD
        5465913.22000000
        0.487293113250
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-08-20
          Floating
          0.79900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296KP63
        
          
        
        34089.81000000
        PA
        USD
        37904.91000000
        0.003379270921
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210KEY7
        
          
        
        29584.23000000
        PA
        USD
        32383.74000000
        0.002887051595
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H032647
        
          
        
        49000000.00000000
        PA
        USD
        49269010.00000000
        4.392394885055
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-21
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290NK84
        
          
        
        22106.25000000
        PA
        USD
        22562.06000000
        0.002011436335
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295HTA8
        
          
        
        58832.43000000
        PA
        USD
        64128.79000000
        0.005717163165
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDYX8
        
          
        
        12160295.74000000
        PA
        USD
        11300812.24000000
        1.007481779722
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296R4C8
        
          
        
        9475.19000000
        PA
        USD
        10721.17000000
        0.000955805937
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AC4V3
        
          
        
        338855.94000000
        PA
        USD
        366537.00000000
        0.032677239586
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EBF5
        
          
        
        95791.97000000
        PA
        USD
        105838.58000000
        0.009435643976
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-11-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201EBW9
        
          
        
        38262.48000000
        PA
        USD
        40779.36000000
        0.003635531793
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379Q3N3
        
          
        
        4319604.90000000
        PA
        USD
        4294310.72000000
        0.382843260730
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H020642
        
          
        
        56800000.00000000
        PA
        USD
        54012653.60000000
        4.815296743346
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-21
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36294UAM4
        
          
        
        33655.22000000
        PA
        USD
        35545.53000000
        0.003168929194
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-09-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Auto Credit Securitization Trust
        N/A
        United Auto Credit Securitization Trust
        90943UAA2
        
          
        
        1294797.14000000
        PA
        USD
        1293977.02000000
        0.115359696572
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-07-10
          Fixed
          0.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2XN7
        
          
        
        4691948.80000000
        PA
        USD
        5198300.25000000
        0.463435076716
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-18
      DEUTSCHE DWS INCOME TRUST
      Diane Kenneally
      Diane Kenneally
      Treasurer and Chief Financial Officer
Serious News for Serious Traders! Try StreetInsider.com Premium Free!
Create E-mail Alert Related Categories

SEC Filings
Sign up for StreetInsider Free!

Receive full access to all new and archived articles, unlimited portfolio tracking, e-mail alerts, custom newswires and RSS feeds - and more!
Form NPORT-P DEUTSCHE DWS INCOME TRUS For: Mar 31

You May Also Be Interested In

Create E-mail Alert Related Categories

Sign up for StreetInsider Free!

Free News Feed
