Form NPORT-P GREAT-WEST FUNDS INC For: Mar 31

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      GREAT-WEST FUNDS INC
      811-03364
      0000356476
      RUYOMHMDMSPQ01U66388
      8515 E Orchard Road
      Greenwood Village
      
      80111
      866-831-7129
      Great-West U.S. Government Securities Fund
      S000023750
      MGP9SH5QCE78CHDK6O93
      2022-12-31
      2022-03-31
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        DAIWA CAP MARKETS AMERICA INC
        M67H5PRC0NQKM73ZAS82
        TRI PARTY REPURCHASE AGREEMENT
        N/A
        
          
        
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          2022-04-01
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          2052-04-15
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        ABS-MBS
        USGSE
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          2029-01-01
          Fixed
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        Federal Home Loan Mortgage Corporation
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          2037-03-01
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        Federal Home Loan Mortgage Corporation
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          2052-04-01
          Fixed
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        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
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        3325000
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        USD
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        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Banks
        2549001DPIFGXC1TOL40
        FHLBDN 0 04/01/22
        313385UZ7
        
          
          
        
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          2022-04-01
          None
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          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
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        NS
        USD
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        ABS-MBS
        USGA
        US
        N
        
        2
        
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          Fixed
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          N
          N
        
        
          N
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          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
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        USD
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        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-01
          Fixed
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          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K067 A2
        3137FAWS3
        
          
          
        
        4925000
        NS
        USD
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        0.7419353791
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2027-07-25
          Fixed
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          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K073 A2
        3137FETN0
        
          
          
        
        1750000
        NS
        USD
        1801018.63
        0.2661601347
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2028-01-25
          Fixed
          3.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
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        FHMS K073 AM
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        2500000
        NS
        USD
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        0.3807726415
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2028-01-25
          Floating
          3.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K091 A1
        3137FLN83
        
          
          
        
        2700979.42
        NS
        USD
        2765553.09
        0.4087020371
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2028-10-25
          Fixed
          3.339000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN BF0130
        3140FXEC2
        
          
          
        
        1212103.38
        NS
        USD
        1228882.88
        0.1816081341
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2056-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN BM3402
        3140J7X83
        
          
          
        
        430723.26
        NS
        USD
        426845.42
        0.0630805437
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN BV4145
        3140MHTB5
        
          
          
        
        3715000
        NS
        USD
        3644846.01
        0.5386466795
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN BV4146
        3140MHTC3
        
          
          
        
        3350000
        NS
        USD
        3287731.64
        0.4858712073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN BV4196
        3140MHUW7
        
          
          
        
        3550000
        NS
        USD
        3484010.97
        0.5148779771
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
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        FN CB2539
        3140QMZD9
        
          
          
        
        3409620.5
        NS
        USD
        3264232.07
        0.4823983677
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN CB2558
        3140QMZY3
        
          
          
        
        3360298.3
        NS
        USD
        3210410.95
        0.4744445152
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN CB2858
        3140QNE81
        
          
          
        
        3454219.76
        NS
        USD
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        0.4887164710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN CB2979
        3140QNJZ6
        
          
          
        
        2345216.72
        NS
        USD
        2321324.14
        0.3430525012
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
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        1492554.08
        NS
        USD
        1509446.31
        0.2230706704
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FS1310
        3140XGN47
        
          
          
        
        1530000
        NS
        USD
        1516167.58
        0.2240639606
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA4541
        31418EBK5
        
          
          
        
        3070595.94
        NS
        USD
        2968395.36
        0.4386786986
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA4587
        31418ECZ1
        
          
          
        
        3325000
        NS
        USD
        3205109.01
        0.4736609780
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 2 11/15/41
        912810TC2
        
          
          
        
        7400000
        NS
        USD
        6695843.76
        0.9895326163
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG C64912
        31287QN56
        
          
          
        
        11035.04
        NS
        USD
        11075.37
        0.0016367526
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G01994
        3128LXGB0
        
          
          
        
        164104.92
        NS
        USD
        177629.56
        0.0262506488
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G02109
        3128LXKW9
        
          
          
        
        66687.11
        NS
        USD
        74458.29
        0.0110036777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G02264
        3128LXQR4
        
          
          
        
        70145.64
        NS
        USD
        78409.04
        0.0115875318
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G04316
        3128M6DV7
        
          
          
        
        18731.32
        NS
        USD
        20934.51
        0.0030937670
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G05792
        3128M7XV3
        
          
          
        
        326839.74
        NS
        USD
        348129.73
        0.0514476943
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G16189
        3128MFC22
        
          
          
        
        337794.44
        NS
        USD
        340750.47
        0.0503571643
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G08015
        3128MJAR1
        
          
          
        
        78915.15
        NS
        USD
        86498.66
        0.0127830410
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G08106
        3128MJDL1
        
          
          
        
        138985.54
        NS
        USD
        155356.39
        0.0229590505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G08269
        3128MJJP6
        
          
          
        
        13612.76
        NS
        USD
        15023.85
        0.0022202713
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G08737
        3128MJZB9
        
          
          
        
        1186111
        NS
        USD
        1178268.8
        0.1741282279
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG C91761
        3128P75W9
        
          
          
        
        366695.24
        NS
        USD
        382090.68
        0.0564665491
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG C91432
        3128P7SV6
        
          
          
        
        401797.41
        NS
        USD
        409718.49
        0.0605494728
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG J17506
        3128PXKT2
        
          
          
        
        269021.85
        NS
        USD
        271826.68
        0.0401713922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-12-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG C01754
        31292H5P5
        
          
          
        
        33704.74
        NS
        USD
        36942.26
        0.0054594421
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG C09020
        31292SAV2
        
          
          
        
        148901
        NS
        USD
        151995.65
        0.0224623899
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG A91541
        312939WA5
        
          
          
        
        446742.7
        NS
        USD
        482665.71
        0.0713298398
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-03-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG A97040
        312945ZD3
        
          
          
        
        140647.36
        NS
        USD
        146576.77
        0.0216615710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG A11963
        31296LFC0
        
          
          
        
        57333.2
        NS
        USD
        62824.34
        0.0092843764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG A37876
        31297TXD0
        
          
          
        
        93039.56
        NS
        USD
        100775.87
        0.0148929715
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR SB8084
        3132D56V9
        
          
          
        
        1148985.39
        NS
        USD
        1117277.33
        0.1651147188
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-01-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        B1V7KEBTPIMZEU4LTD58
        FR SD8107
        3132DWAG8
        
          
          
        
        1732232.13
        NS
        USD
        1656643.81
        0.2448239747
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR SD8189
        3132DWC27
        
          
          
        
        2564282.84
        NS
        USD
        2449902.06
        0.3620541461
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR SD8194
        3132DWC76
        
          
          
        
        2576232.31
        NS
        USD
        2461318.51
        0.3637413046
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR SD8184
        3132DWCV3
        
          
          
        
        3414034.79
        NS
        USD
        3343365.43
        0.4940929418
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG Q26367
        3132M6W48
        
          
          
        
        742314.38
        NS
        USD
        773772.8
        0.1143505510
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR QC1333
        3133AKPS3
        
          
          
        
        1743349.3
        NS
        USD
        1621789.48
        0.2396730934
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR RA6016
        3133KMVH5
        
          
          
        
        2427761.88
        NS
        USD
        2319470.66
        0.3427785881
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR RB5141
        3133KYWA3
        
          
          
        
        2466570.85
        NS
        USD
        2314681.07
        0.3420707676
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-01-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR RB5142
        3133KYWB1
        
          
          
        
        2464557.98
        NS
        USD
        2382495.15
        0.3520925433
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-01-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR RB5154
        3133KYWP0
        
          
          
        
        3325000
        NS
        USD
        3206426.61
        0.4738556970
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-04-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR RC1421
        3133L7SJ7
        
          
          
        
        1285385.35
        NS
        USD
        1272990.28
        0.1881264628
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-06-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FNA 2016-M5 A2
        3136AR5S3
        
          
          
        
        1850000
        NS
        USD
        1813109.52
        0.2679469640
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2026-04-25
          Fixed
          2.469000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FNA 2018-M2 A2
        3136B0YM2
        
          
          
        
        1755000
        NS
        USD
        1759764.65
        0.2600634932
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2028-01-25
          Floating
          2.906000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 250111
        31371EYG4
        
          
          
        
        989.91
        NS
        USD
        1031.6
        0.0001524531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-01
          Fixed
          8.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 255580
        31371L2M0
        
          
          
        
        48781.08
        NS
        USD
        53428.94
        0.0078958949
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 255111
        31371LKY4
        
          
          
        
        61302.74
        NS
        USD
        67140.96
        0.0099222999
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 255498
        31371LX38
        
          
          
        
        82204.53
        NS
        USD
        90037.41
        0.0133060085
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 256059
        31371MMG9
        
          
          
        
        61969.13
        NS
        USD
        67876.54
        0.0100310062
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 256060
        31371MMH7
        
          
          
        
        80701.94
        NS
        USD
        90043.27
        0.0133068745
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 256102
        31371MNT0
        
          
          
        
        25831.25
        NS
        USD
        28822.38
        0.0042594610
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 256712
        31371NDR3
        
          
          
        
        38194.14
        NS
        USD
        42627.02
        0.0062995536
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 357628
        31376KHD1
        
          
          
        
        43174.56
        NS
        USD
        47245.05
        0.0069820204
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
        S6XOOCT0IEG5ABCC6L87
        FHMS K050 A2
        3137BLW95
        
          
          
        
        2000000
        NS
        USD
        2034211.2
        0.3006220579
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2025-08-25
          Floating
          3.334000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K062 AM
        3137BUX78
        
          
          
        
        2000000
        NS
        USD
        2053653.2
        0.3034952572
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2026-12-25
          Fixed
          3.505000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K074 A2
        3137F4D41
        
          
          
        
        1950000
        NS
        USD
        2032498.26
        0.3003689143
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2028-01-25
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K728 AM
        3137FBTB2
        
          
          
        
        5000000
        NS
        USD
        5014036
        0.7409898347
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2024-08-25
          Floating
          3.133000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K069 A2
        3137FBU79
        
          
          
        
        2820000
        NS
        USD
        2873910.79
        0.4247154750
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2027-09-25
          Floating
          3.187000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K069 AM
        3137FBU87
        
          
          
        
        2000000
        NS
        USD
        2028253
        0.2997415366
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2027-09-25
          Floating
          3.248000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K071 A2
        3137FCLD4
        
          
          
        
        1680000
        NS
        USD
        1722084
        0.2544949295
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2027-11-25
          Fixed
          3.286000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K072 A1
        3137FEBP4
        
          
          
        
        1238067.87
        NS
        USD
        1257534.51
        0.1858423611
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2027-11-25
          Fixed
          3.252000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K078 A2
        3137FGR31
        
          
          
        
        2000000
        NS
        USD
        2111489.8
        0.3120425298
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2028-06-25
          Floating
          3.854000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K084 A2
        3137FJZ93
        
          
          
        
        1750000
        NS
        USD
        1831804.63
        0.2707097855
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2028-10-25
          Floating
          3.780000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 555677
        31385XJW8
        
          
          
        
        69986.76
        NS
        USD
        76567.69
        0.0113154114
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 562725
        31386GD67
        
          
          
        
        35245.28
        NS
        USD
        37447.89
        0.0055341657
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 597374
        31387XT70
        
          
          
        
        38173.06
        NS
        USD
        42115.68
        0.0062239862
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 614339
        31388TPY3
        
          
          
        
        49794.84
        NS
        USD
        53255.1
        0.0078702043
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 615069
        31388UJN1
        
          
          
        
        157458.73
        NS
        USD
        169032.37
        0.0249801294
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 620128
        31389A4M2
        
          
          
        
        89639.29
        NS
        USD
        96228.02
        0.0142208761
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 625062
        31389GMK3
        
          
          
        
        35411.82
        NS
        USD
        35772.15
        0.0052865196
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 630429
        31389NLJ2
        
          
          
        
        23616.45
        NS
        USD
        25366.19
        0.0037486945
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AH5580
        3138A7FW3
        
          
          
        
        192534.45
        NS
        USD
        204375.96
        0.0302033150
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AH7196
        3138A87J9
        
          
          
        
        462166.74
        NS
        USD
        487904.3
        0.0721040149
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AH6788
        3138A8RJ7
        
          
          
        
        283658.33
        NS
        USD
        301071.35
        0.0444932605
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AH8824
        3138AAYW5
        
          
          
        
        37819.15
        NS
        USD
        39333.95
        0.0058128935
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AJ1405
        3138ASR38
        
          
          
        
        245296.38
        NS
        USD
        255997.23
        0.0378320669
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AJ9278
        3138E2JY2
        
          
          
        
        658273.03
        NS
        USD
        670356.01
        0.0990672961
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AL0962
        3138EHB84
        
          
          
        
        307959.95
        NS
        USD
        327690.48
        0.0484271183
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AL1102
        3138EHGL0
        
          
          
        
        536864.16
        NS
        USD
        561571.56
        0.0829907917
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AO7976
        3138LY2J5
        
          
          
        
        122302.83
        NS
        USD
        123571.39
        0.0182617643
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AP9560
        3138MDTS1
        
          
          
        
        351746.84
        NS
        USD
        358791.72
        0.0530233563
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AS0518
        3138W9SG6
        
          
          
        
        318206.26
        NS
        USD
        317809.45
        0.0469668690
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AS2983
        3138WCJ53
        
          
          
        
        214466.06
        NS
        USD
        216693.34
        0.0320236157
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AT1713
        3138WN3X5
        
          
          
        
        492391.22
        NS
        USD
        491628.25
        0.0726543518
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AU3735
        3138X3EH1
        
          
          
        
        464345.67
        NS
        USD
        462611.92
        0.0683662284
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AW8597
        3138XYRT3
        
          
          
        
        371936.93
        NS
        USD
        375796.34
        0.0555363519
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AZ4795
        3138YWKH9
        
          
          
        
        394085.73
        NS
        USD
        398187.06
        0.0588453222
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 685335
        31400ELQ1
        
          
          
        
        114820.2
        NS
        USD
        127055.39
        0.0187766407
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 734947
        31402QP88
        
          
          
        
        29095.2
        NS
        USD
        31557.48
        0.0046636625
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 735224
        31402QYV7
        
          
          
        
        31470.87
        NS
        USD
        34449.72
        0.0050910868
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 735227
        31402QYY1
        
          
          
        
        53543.45
        NS
        USD
        58614.2
        0.0086621888
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 735925
        31402RSN0
        
          
          
        
        172118.2
        NS
        USD
        186174.59
        0.0275134599
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 739821
        31402V4E7
        
          
          
        
        115056.61
        NS
        USD
        123342.69
        0.0182279663
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 744328
        31403B4M2
        
          
          
        
        29714
        NS
        USD
        32047.23
        0.0047360393
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 745347
        31403DBQ1
        
          
          
        
        28547.87
        NS
        USD
        31886.43
        0.0047122758
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 747633
        31403FSW5
        
          
          
        
        117029.3
        NS
        USD
        128107.03
        0.0189320553
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN BF0174
        3140FXFQ0
        
          
          
        
        1299069.58
        NS
        USD
        1283815.53
        0.1897262519
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-02-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN BH7626
        3140GWPL1
        
          
          
        
        1745144.45
        NS
        USD
        1799216.55
        0.2658938177
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN BJ0626
        3140H1VU1
        
          
          
        
        697434.99
        NS
        USD
        704751.48
        0.1041503656
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN BO3218
        3140JXSG4
        
          
          
        
        570858.84
        NS
        USD
        576756.05
        0.0852348029
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN BO5210
        3140K0YG7
        
          
          
        
        347250.31
        NS
        USD
        341853.93
        0.0505202370
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN BO6225
        3140K14K9
        
          
          
        
        524555.07
        NS
        USD
        513988.84
        0.0759588694
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN BP6768
        3140KEQW1
        
          
          
        
        2131372.26
        NS
        USD
        2072612.5
        0.3062971215
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN BQ1463
        3140KLTV4
        
          
          
        
        770273.01
        NS
        USD
        736719.61
        0.1088747153
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN BQ1498
        3140KLUY6
        
          
          
        
        794095.45
        NS
        USD
        758842.57
        0.1121441151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        G2 1477
        36202BUA1
        
          
          
        
        1156.26
        NS
        USD
        1177.39
        0.0001739984
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-11-20
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN BV2238
        3140MFPY3
        
          
          
        
        2992578.57
        NS
        USD
        2859093.5
        0.4225257298
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN BV4137
        3140MHS34
        
          
          
        
        3400000
        NS
        USD
        3259293.75
        0.4816685674
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        G2 2660
        36202C5V1
        
          
          
        
        910.31
        NS
        USD
        957.49
        0.0001415009
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-20
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        G2 2691
        36202C7C1
        
          
          
        
        1177.46
        NS
        USD
        1246.82
        0.0001842589
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-20
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN BV4143
        3140MHS91
        
          
          
        
        2015000
        NS
        USD
        1989136.65
        0.2939608007
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN BV4147
        3140MHTD1
        
          
          
        
        3325000
        NS
        USD
        3263351.51
        0.4822682358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN BV4197
        3140MHUX5
        
          
          
        
        3150000
        NS
        USD
        3091592.86
        0.4568852083
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN CA4464
        3140QB6A1
        
          
          
        
        705697.41
        NS
        USD
        714801.46
        0.1056355829
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN CA4716
        3140QCG26
        
          
          
        
        1451656.95
        NS
        USD
        1470387
        0.2172983641
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN CB1791
        3140QL7D2
        
          
          
        
        2409679.6
        NS
        USD
        2302194.95
        0.3402255300
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN CB2804
        3140QNDJ8
        
          
          
        
        3301321.15
        NS
        USD
        3160604.02
        0.4670838922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN CB2966
        3140QNJL7
        
          
          
        
        3245680.21
        NS
        USD
        3156846.23
        0.4665285543
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN CB2969
        3140QNJP8
        
          
          
        
        3244601.62
        NS
        USD
        3154654.71
        0.4662046846
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN CB2977
        3140QNJX1
        
          
          
        
        2567206.84
        NS
        USD
        2541052.68
        0.3755246682
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN CB3110
        3140QNN40
        
          
          
        
        6711811.94
        NS
        USD
        6434774.32
        0.9509509624
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN CB3205
        3140QNR38
        
          
          
        
        3190000
        NS
        USD
        3157500.95
        0.4666253108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FM1129
        3140X4HF6
        
          
          
        
        3696432.13
        NS
        USD
        3670852.12
        0.5424899434
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FM4238
        3140X7V89
        
          
          
        
        749418.11
        NS
        USD
        796304.64
        0.1176803764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FM4717
        3140X8G35
        
          
          
        
        1604010.69
        NS
        USD
        1534900.06
        0.2268323047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FM7151
        3140XA5M0
        
          
          
        
        1617458.11
        NS
        USD
        1504516.32
        0.2223421011
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR QD9178
        3133B7FT0
        
          
          
        
        3430000
        NS
        USD
        3366401.49
        0.4974972824
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR QE0356
        3133B9MD3
        
          
          
        
        3810000
        NS
        USD
        3830455.51
        0.5660766287
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FM9318
        3140XDK88
        
          
          
        
        3212110.17
        NS
        USD
        3124242.32
        0.4617102471
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FS0816
        3140XF4A6
        
          
          
        
        3104826.07
        NS
        USD
        3073194.75
        0.4541662784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FS0818
        3140XF4C2
        
          
          
        
        2703566.9
        NS
        USD
        2677497.4
        0.3956888933
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FS0216
        3140XFG21
        
          
          
        
        3084083.84
        NS
        USD
        3001087.6
        0.4435100595
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR QE0359
        3133B9MG6
        
          
          
        
        3840000
        NS
        USD
        3851926.54
        0.5692496843
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN BV5384
        3140MJ6W0
        
          
          
        
        3430000
        NS
        USD
        3367427.78
        0.4976489507
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FS0605
        3140XFU74
        
          
          
        
        3433700.03
        NS
        USD
        3281228.88
        0.4849102092
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FS0610
        3140XFVC2
        
          
          
        
        2972336.22
        NS
        USD
        2889937.06
        0.4270838870
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FS0666
        3140XFW49
        
          
          
        
        3319146.54
        NS
        USD
        3172918.05
        0.4689036978
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FS0754
        3140XFZU8
        
          
          
        
        3147965.52
        NS
        USD
        3061858.94
        0.4524910371
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FS0755
        3140XFZV6
        
          
          
        
        2936216.78
        NS
        USD
        2855581.4
        0.4220067007
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FS0970
        3140XGCG2
        
          
          
        
        3050000
        NS
        USD
        3075536.49
        0.4545123480
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FS1097
        3140XGGF0
        
          
          
        
        2250000
        NS
        USD
        2203393.66
        0.3256243681
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FS1158
        3140XGJC4
        
          
          
        
        3100000
        NS
        USD
        3123811.66
        0.4616466028
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FS1206
        3140XGKU2
        
          
          
        
        3210000
        NS
        USD
        3236877.3
        0.4783557947
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fnma Pass-Thru I
        B1V7KEBTPIMZEU4LTD58
        FN FS1341
        3140XGP37
        
          
          
        
        3470000
        NS
        USD
        3499053.69
        0.5171010371
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 888016
        31410FSD8
        
          
          
        
        109004.7
        NS
        USD
        119310.7
        0.0176321063
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 888416
        31410GAR4
        
          
          
        
        79669.56
        NS
        USD
        86046.3
        0.0127161898
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 889307
        31410KAG9
        
          
          
        
        62879.16
        NS
        USD
        67949.57
        0.0100417988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 890445
        31410LHW5
        
          
          
        
        532355.22
        NS
        USD
        556784.17
        0.0822832964
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 930942
        31412PHT1
        
          
          
        
        129323.85
        NS
        USD
        139918.85
        0.0206776428
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-04-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 931307
        31412PU82
        
          
          
        
        123188.16
        NS
        USD
        131075.28
        0.0193707125
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 932279
        31412QXG9
        
          
          
        
        161367.92
        NS
        USD
        174686.07
        0.0258156507
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 962073
        31414CJS8
        
          
          
        
        139562.26
        NS
        USD
        153732.78
        0.0227191084
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 984277
        31415MM28
        
          
          
        
        166784.74
        NS
        USD
        183073.85
        0.0270552229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 990906
        31415VYB5
        
          
          
        
        60941.55
        NS
        USD
        66750.43
        0.0098645862
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN 995752
        31416CEZ5
        
          
          
        
        310550.4
        NS
        USD
        330478.76
        0.0488391790
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AA9346
        31416TL49
        
          
          
        
        103732.66
        NS
        USD
        110088.59
        0.0162692342
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-08-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AB2469
        31416XW71
        
          
          
        
        118947.82
        NS
        USD
        126554.2
        0.0187025733
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AB4053
        31417AQF9
        
          
          
        
        410545.5
        NS
        USD
        429455.83
        0.0634663182
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AB5209
        31417BYF8
        
          
          
        
        1194210.2
        NS
        USD
        1169561.04
        0.1728413681
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-05-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AC5445
        31417SBP4
        
          
          
        
        319048.65
        NS
        USD
        344421.31
        0.0508996524
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA0562
        31417YTU1
        
          
          
        
        199968.68
        NS
        USD
        212762.06
        0.0314426390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA0633
        31417YV38
        
          
          
        
        150531.26
        NS
        USD
        160297.39
        0.0236892469
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA1179
        31418AJZ2
        
          
          
        
        316942.84
        NS
        USD
        314702.01
        0.0465076418
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA1491
        31418AUR7
        
          
          
        
        325622.55
        NS
        USD
        316248.29
        0.0467361559
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA4383
        31418D2R2
        
          
          
        
        4501192.7
        NS
        USD
        4376818.4
        0.6468198359
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA4437
        31418D4X7
        
          
          
        
        4965638.15
        NS
        USD
        4614960.32
        0.6820131895
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CLO LTD 2021-62A
        N/A
        ABS FLOAT SER.2021-62A CL.B
        00192WAE7
        
          
        
        2650000
        NS
        USD
        2631171.75
        0.3888427447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-01-25
          Floating
          1.91
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
        N/A
        ACAR 2021-3 D
        025286AD7
        
          
          
        
        2000000
        NS
        USD
        1900872.4
        0.2809168354
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          1.340000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA4438
        31418D4Y5
        
          
          
        
        11483068.81
        NS
        USD
        10970862.28
        1.6213081493
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA4442
        31418D5C2
        
          
          
        
        10043242.53
        NS
        USD
        9765477.37
        1.4431726183
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
        N/A
        ACAR 2021-1 D
        02528BAG9
        
          
          
        
        2000000
        NS
        USD
        1918808.8
        0.2835675323
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          1.140000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST
        N/A
        ACAR 2021-4 D
        02530TAG6
        
          
          
        
        1550000
        NS
        USD
        1472334.93
        0.2175862352
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-14
          Fixed
          1.820000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos Clo Xxxvii Ltd / Llc
        549300OGB01ASKLNI660
        APID 2021-37A B
        03769HAC1
        
          
          
        
        2600000
        NS
        USD
        2573654.2
        0.3803426222
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-23
          Floating
          1.86
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain Clo Ltd/Llc
        N/A
        BLUEM 2018-2A B
        09629VAE3
        
          
          
        
        600000
        NS
        USD
        594804.6
        0.0879020737
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-08-15
          Floating
          1.856000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUEMOUNTAIN CLO XXXIII LTD
        N/A
        BLUEM 2021-33A B
        09630MAC4
        
          
          
        
        2100000
        NS
        USD
        2075820.6
        0.3067712245
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-11-20
          Floating
          2.18
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding 2011-I Ltd.
        N/A
        CIFC 2013-2A A3LR
        12549BAU2
        
          
          
        
        1750000
        NS
        USD
        1722946.75
        0.2546224294
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-18
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA4494
        31418D7G1
        
          
          
        
        3397595.28
        NS
        USD
        3327253.3
        0.4917118411
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA4512
        31418EAN0
        
          
          
        
        2566909.07
        NS
        USD
        2452411.14
        0.3624249458
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARMAX AUTO OWNER TRUST
        N/A
        CARMX 2020-4 D
        14316HAG7
        
          
          
        
        1000000
        NS
        USD
        949988.5
        0.1403922552
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLYLE US CLO 2021-1 LTD
        N/A
        CGMS 2021-1A A2
        14316MAC5
        
          
          
        
        2000000
        NS
        USD
        1954440
        0.2888332219
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-17
          Floating
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN MA4548
        31418EBS8
        
          
          
        
        2577636.93
        NS
        USD
        2462660.48
        0.3639396251
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AD5491
        31418TC54
        
          
          
        
        178552.02
        NS
        USD
        193206.35
        0.0285526353
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AE0411
        31419AN52
        
          
          
        
        79693.94
        NS
        USD
        84792.55
        0.0125309068
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FN AE0481
        31419ARB5
        
          
          
        
        266137.04
        NS
        USD
        287947.54
        0.0425537830
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARLYLE US CLO 2018-2 LTD
        N/A
        CGMS 2018-2A B
        14317PAE3
        
          
          
        
        800000
        NS
        USD
        785884.8
        0.1161405000
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-15
          Floating
          2.173750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citicorp Res Mtg T
        N/A
        CRMSI 2006-2 A6
        17310EAF5
        
          
          
        
        105.38
        NS
        USD
        105.27
        0.0000155571
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-09-25
          Floating
          5.119797400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-4
        N/A
        CAALT 2021-4 C
        22535BAE3
        
          
          
        
        1220000
        NS
        USD
        1155548.86
        0.1707706045
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-02-18
          Fixed
          1.940000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT AUTO OWNER TRUST
        N/A
        DTAOT 2021-1A D
        23344GAG6
        
          
          
        
        2000000
        NS
        USD
        1901301.4
        0.2809802343
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          1.160000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT AUTO OWNER TRUST
        N/A
        DTAOT 2021-3A D
        23344QAD1
        
          
          
        
        2250000
        NS
        USD
        2087641.13
        0.3085180992
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-05-17
          Fixed
          1.310000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRIVE AUTO RECEIVABLES TRUST
        N/A
        DRIVE 2021-2 D
        262104AF9
        
          
          
        
        1200000
        NS
        USD
        1140213.84
        0.1685043476
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          1.390000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRYDEN 50 Senior Loan Fund
        5493008NBEE3C4AF3K95
        DRSLF 2017-50A B
        262431AD1
        
          
          
        
        800000
        NS
        USD
        794482.4
        0.1174110801
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-07-15
          Floating
          1.89
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT AUTO OWNER TRUST
        N/A
        DTAOT 2020-3A D
        26253AAD8
        
          
          
        
        1625000
        NS
        USD
        1572780.95
        0.2324304605
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          1.840000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXETER AUTOMOBILE RECEIVABLES TRUST
        N/A
        EART 2021-1A D
        30166RAF4
        
          
          
        
        1170000
        NS
        USD
        1123471.91
        0.1660301731
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          1.080000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G00300
        31283GKM8
        
          
          
        
        1160.01
        NS
        USD
        1172.42
        0.0001732639
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-04-01
          Fixed
          9.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG A41394
        3128K1RP8
        
          
          
        
        11755.87
        NS
        USD
        12732.23
        0.0018816085
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G04691
        3128M6RL4
        
          
          
        
        45541.48
        NS
        USD
        49297.07
        0.0072852743
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG G08732
        3128MJY61
        
          
          
        
        600738.43
        NS
        USD
        598369.77
        0.0884289457
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG C91891
        3128P8C41
        
          
          
        
        467934.7
        NS
        USD
        467249.89
        0.0690516420
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG C91887
        3128P8CY5
        
          
          
        
        318816.88
        NS
        USD
        318350.57
        0.0470468374
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG A37326
        31297TD75
        
          
          
        
        43085.58
        NS
        USD
        46069.8
        0.0068083383
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FG Q09004
        3132GUKR4
        
          
          
        
        267424.22
        NS
        USD
        272522.28
        0.0402741901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Banks
        2549001DPIFGXC1TOL40
        FHLB 2.125 03/10/23
        313382AX1
        
          
          
        
        1500000
        NS
        USD
        1506013.94
        0.2225634241
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2023-03-10
          Fixed
          2.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FSPC T-34 A1V
        3133985T2
        
          
          
        
        149229.52
        NS
        USD
        146902.51
        0.0217097098
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2031-07-25
          Floating
          0.426860000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        B1V7KEBTPIMZEU4LTD58
        FR QD6020
        3133B3VM6
        
          
          
        
        2993838.81
        NS
        USD
        2860297.52
        0.4227036636
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FR QD7594
        3133B5NK4
        
          
          
        
        3319300.35
        NS
        USD
        3177818.16
        0.4696278513
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Banks
        2549001DPIFGXC1TOL40
        FHLB 5.75 06/12/26
        3133XG6E9
        
          
          
        
        500000
        NS
        USD
        563546.62
        0.0832826722
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2026-06-12
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K064 A2
        3137BXQY1
        
          
          
        
        1750000
        NS
        USD
        1783771.68
        0.2636113268
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Fixed
          3.224000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K070 A2
        3137FCJK1
        
          
          
        
        2050000
        NS
        USD
        2103165.11
        0.3108122812
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2027-11-25
          Floating
          3.303000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K078 AM
        3137FGR49
        
          
          
        
        1750000
        NS
        USD
        1833585.25
        0.2709729311
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2028-06-25
          Floating
          3.920000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K095 A1
        3137FNAD2
        
          
          
        
        1288170.19
        NS
        USD
        1287252.63
        0.1902341973
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2028-11-25
          Fixed
          2.631000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHMS K737 A2
        3137FQXJ7
        
          
          
        
        1750000
        NS
        USD
        1723042.3
        0.2546365501
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2026-10-25
          Fixed
          2.525000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPS Loan Management 15-2019 LTD / LLC
        N/A
        HLM 15A-19 A1R
        40439DAN8
        
          
          
        
        4950000
        NS
        USD
        4938318
        0.7297999932
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-22
          Floating
          1.32
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR CLO 31 LTD
        5493005MGEI63K1CMN61
        KKR 31A B
        48254NAE1
        
          
          
        
        2000000
        NS
        USD
        1952192
        0.2885010055
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2034-04-20
          Floating
          1.631500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Pk Fdg XLVIII Ltd / Llc
        N/A
        MDPK 2021-48A C
        55821UAE4
        
          
          
        
        2000000
        NS
        USD
        1986854
        0.2936234636
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-19
          Floating
          2.123630200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNETITE XXII LIMITED
        5493000081NBXWGGSW23
        MAGNE 2019-22A CR
        55954HAQ5
        
          
          
        
        2000000
        NS
        USD
        1994382
        0.2947359749
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          2.073750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARATHON CLO 2021-16 LTD
        549300VP041FQCCCOP44
        MCLO 2021-16A A2
        56580KAE5
        
          
          
        
        2000000
        NS
        USD
        1955778
        0.2890309557
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-17
          Floating
          1.94
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Myers Park CLO Ltd
        N/A
        MYERS 2018-1A C
        62848FAJ1
        
          
          
        
        1000000
        NS
        USD
        986068
        0.1457241959
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2030-10-21
          Floating
          2.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCTAGON INVESTMENT PARTNERS 20-R LTD
        N/A
        OCT20 2019-4A A1R
        67576WAN2
        
          
          
        
        1400000
        NS
        USD
        1389953.6
        0.2054116660
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-05-12
          Floating
          1.394380000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN DIRECT AUTO RECEIVABLES TRUST
        N/A
        ODART 2021-1A D
        682687AD0
        
          
          
        
        1600000
        NS
        USD
        1484343.2
        0.2193608547
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-11-14
          Fixed
          1.620000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST
        N/A
        SDART 2021-4 D
        80285VAF6
        
          
          
        
        1250000
        NS
        USD
        1181915.13
        0.1746670939
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.670000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST
        N/A
        SDART 2021-2 D
        80286XAF1
        
          
          
        
        900000
        NS
        USD
        861492.42
        0.1273140292
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          1.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER DRIVE AUTO RECEIVABLES TRUST
        N/A
        SDART 2021-3 D
        80287EAF2
        
          
          
        
        1100000
        NS
        USD
        1053278.6
        0.1556567874
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          1.330000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Department of Veterans Affairs
        549300MGSV36CLTS9L88
        VENDE 1993-3 1
        911760DA1
        
          
          
        
        70112.24
        NS
        USD
        70863.13
        0.0104723737
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2023-09-15
          Floating
          4.719742000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Department of Veterans Affairs
        549300MGSV36CLTS9L88
        VENDE 1996-3 1Z
        911760HW9
        
          
          
        
        328357.05
        NS
        USD
        343869.16
        0.0508180540
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2026-09-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Department of Veterans Affairs
        549300MGSV36CLTS9L88
        VENDE 2002-1 1A
        911760RE8
        
          
          
        
        239672.71
        NS
        USD
        255751.22
        0.0377957107
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2031-10-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bills
        254900HROIFWPRGM1V77
        B 0 04/12/22
        912796T82
        
          
          
        
        42950000
        NS
        USD
        42948425.05
        6.3470518320
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-12
          None
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 2.875 05/15/43
        912810RB6
        
          
          
        
        2700000
        NS
        USD
        2795132.83
        0.4130734230
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 2.5 02/15/45
        912810RK6
        
          
          
        
        4200000
        NS
        USD
        4090734.4
        0.6045414526
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 2.5 02/15/46
        912810RQ3
        
          
          
        
        4000000
        NS
        USD
        3916250.01
        0.5787556068
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-02-15
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 2.75 11/15/47
        912810RZ3
        
          
          
        
        5000000
        NS
        USD
        5187890.6
        0.7666826082
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-11-15
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 3 02/15/48
        912810SA7
        
          
          
        
        1500000
        NS
        USD
        1634238.29
        0.2415128173
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 3 08/15/48
        912810SD1
        
          
          
        
        1500000
        NS
        USD
        1637812.5
        0.2420410252
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-08-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 2 08/15/51
        912810SZ2
        
          
          
        
        9600000
        NS
        USD
        8661000
        1.2799495174
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 1.75 08/15/41
        912810TA6
        
          
          
        
        12100000
        NS
        USD
        10487296.88
        1.5498453505
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Bonds
        254900HROIFWPRGM1V77
        T 1.875 11/15/51
        912810TB4
        
          
          
        
        5400000
        NS
        USD
        4736812.5
        0.7000208837
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 2.75 02/28/25
        9128283Z1
        
          
          
        
        8000000
        NS
        USD
        8052812.48
        1.1900696741
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-02-28
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 2.75 04/30/23
        9128284L1
        
          
          
        
        6500000
        NS
        USD
        6566015.63
        0.9703462114
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 2.75 02/15/24
        912828B66
        
          
          
          
        
        5300000
        NS
        USD
        5340578.13
        0.7892472463
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-15
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 2.25 11/15/25
        912828M56
        
          
          
        
        6500000
        NS
        USD
        6433730.49
        0.9507967020
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-11-15
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.75 01/31/23
        912828P38
        
          
          
        
        12550000
        NS
        USD
        12571570.31
        1.8578657605
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-31
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.75 05/15/22
        912828SV3
        
          
          
        
        25200000
        NS
        USD
        25244645.07
        3.7307321643
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-15
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.625 08/15/22
        912828TJ9
        
          
          
        
        12300000
        NS
        USD
        12334593.75
        1.8228446274
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-15
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.75 05/31/22
        912828XR6
        
          
          
        
        12400000
        NS
        USD
        12427527.26
        1.8365786305
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-31
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 2.75 06/30/25
        912828XZ8
        
          
          
        
        5650000
        NS
        USD
        5687519.5
        0.8405193210
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-06-30
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 2.75 07/31/23
        912828Y61
        
          
          
        
        7900000
        NS
        USD
        7973136.7
        1.1782949396
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-07-31
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 2.875 07/31/25
        912828Y79
        
          
          
        
        3900000
        NS
        USD
        3942656.26
        0.5826580045
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-07-31
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.625 08/15/29
        912828YB0
        
          
          
        
        1550000
        NS
        USD
        1469896.48
        0.2172258735
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-08-15
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.5 09/30/24
        912828YH7
        
          
          
        
        7800000
        NS
        USD
        7616273.42
        1.1255565741
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-09-30
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.125 08/31/22
        91282CAG6
        
          
          
        
        12500000
        NS
        USD
        12458496.13
        1.8411553065
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-31
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.25 06/15/24
        91282CCG4
        
          
          
        
        3100000
        NS
        USD
        2956625
        0.4369392382
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-06-15
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.25 08/15/31
        91282CCS8
        
          
          
        
        15800000
        NS
        USD
        14363187.5
        2.1226365211
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-08-15
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.75 08/31/26
        91282CCW9
        
          
          
        
        9800000
        NS
        USD
        9082992.21
        1.3423128387
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-31
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.375 09/15/24
        91282CCX7
        
          
          
        
        20100000
        NS
        USD
        19095785.11
        2.8220345152
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-09-15
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 0.25 09/30/23
        91282CDA6
        
          
          
        
        30000000
        NS
        USD
        29166796.8
        4.3103599456
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-09-30
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.375 11/15/31
        91282CDJ7
        
          
          
        
        12600000
        NS
        USD
        11560500
        1.7084466454
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.5 11/30/28
        91282CDL2
        
          
          
        
        4000000
        NS
        USD
        3767812.48
        0.5568190469
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-11-30
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        T 1.75 01/31/29
        91282CDW8
        
          
          
        
        10000000
        NS
        USD
        9575000
        1.4150232801
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-01-31
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture 32 Clo
        549300NQLVRN86RJ6081
        VENTR 2018-32A C
        92325QAL1
        
          
          
        
        1975000
        NS
        USD
        1906027.08
        0.2816786100
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-07-18
          Floating
          2.072250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture 28A Clo Ltd/ Llc
        549300NQLVRN86RJ6081
        VENTR 2017-28AA CR
        92331DBC1
        
          
          
        
        2174000
        NS
        USD
        2158266.76
        0.3189553744
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          2.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-2
        N/A
        WLAKE 2021-2A D
        96042RAF5
        
          
          
        
        750000
        NS
        USD
        711941.48
        0.1052129262
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          1.230000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI SELECT AUTO TRUST
        5493001ZFJU3487OFZ50
        WOSAT 2021-A D
        98163HAF6
        
          
          
        
        500000
        NS
        USD
        463192.15
        0.0684519765
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          1.440000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden 54 Senior Loan Fund
        54930064P37IJ78XTR63
        DRSLF 2017-54X C
        G2853TAC7
        
          
          
        
        1400000
        NS
        USD
        1400050.4
        0.2069038025
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2029-10-19
          Floating
          2.39
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ncua Gtd Nts Tst 2
        N/A
        NGN 2010-R2 2A
        62888UAB6
        
          
          
        
        0
        NS
        USD
        0
        0.0000000000
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2020-11-08
          Floating
          0.612750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCUA Guaranteed Notes Trust 2010-R1
        N/A
        NGN 2010-R1 1A
        62888VAA6
        
          
          
        
        0
        NS
        USD
        0
        0.0000000000
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2020-10-07
          Floating
          0.604750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-05-17
      GREAT-WEST FUNDS INC
      /s/Kelly New
      Kelly New
      Treasurer, Great-West Funds, Inc.
    
  
  XXXX

GREAT-WEST FUNDS, INC.

GREAT-WEST U.S. GOVERNMENT SECURITIES FUND

Schedule of Investments

As of March 31, 2022 (Unaudited)

Principal Amount		Fair Value
ASSET-BACKED SECURITIES
Non-Agency — 8.07%
	American Credit Acceptance Receivables Trust^(a)
	Series 2021-1 Class D
$ 2,000,000	1.14%, 03/15/2027	$ 1,918,809
	Series 2021-3 Class D
2,000,000	1.34%, 11/15/2027	1,900,872
	Series 2021-4 Class D
1,550,000	1.82%, 02/14/2028	1,472,335
2,600,000	Apidos XXXVII^(a)(b) Series 2021-37A Class B 1.73%, 10/22/2034 3-mo. LIBOR + 1.60%	2,573,654
2,650,000	Ares LXII Ltd^(a)(b) Series 2021-62A Class B 1.91%, 01/25/2034 3-mo. LIBOR + 1.65%	2,631,172
600,000	BlueMountain Ltd^(a)(b) Series 2018-2A Class B 2.21%, 08/15/2031 3-mo. LIBOR + 1.70%	594,805
2,100,000	BlueMountain XXXIII Ltd^(a)(b) Series 2021-33A Class B 2.18%, 11/20/2034 3-mo. LIBOR + 1.70%	2,075,821
	Carlyle US Ltd^(a)(b)
	Series 2018-2A Class B
800,000	2.29%, 10/15/2031 3-mo. LIBOR + 2.05%	785,885
	Series 2021-1A Class A2
2,000,000	1.69%, 04/15/2034 3-mo. LIBOR + 1.45%	1,954,440
1,000,000	CarMax Auto Owner Trust Series 2020-4 Class D 1.75%, 04/15/2027	949,989
1,750,000	CIFC Funding Ltd^(a)(b) Series 2013-2A Class A3LR 2.19%, 10/18/2030 3-mo. LIBOR + 1.95%	1,722,947
105	Citicorp Residential Mortgage Trust^(c) Series 2006-2 Class A6 5.12%, 09/25/2036	105
1,220,000	Credit Acceptance Auto Loan Trust^(a) Series 2021-4 Class C 1.94%, 02/18/2031	1,155,549
1,200,000	Drive Auto Receivables Trust Series 2021-2 Class D 1.39%, 03/15/2029	1,140,214
	Dryden Senior Loan Fund^(b)
	Series 2017-50A Class B
800,000	1.89%, 07/15/2030^(a) 3-mo. LIBOR + 1.65%	794,482
	Series 2017-54X Class C
1,400,000	2.40%, 10/19/2029 3-mo. LIBOR + 2.15%	1,400,050
	DT Auto Owner Trust^(a)
	Series 2020-3A Class D
1,625,000	1.84%, 06/15/2026	1,572,781

Principal Amount		Fair Value
Non-Agency — (continued)
	Series 2021-1A Class D
$ 2,000,000	1.16%, 11/16/2026	$ 1,901,301
	Series 2021-3A Class D
2,250,000	1.31%, 05/17/2027	2,087,641
1,170,000	Exeter Automobile Receivables Trust Series 2021-1A Class D 1.08%, 11/16/2026	1,123,472
4,950,000	HPS Loan Management Ltd^(a)(b) Series 15A-19 Class A1R 1.60%, 01/22/2035 3-mo. SOFR + 1.32%	4,938,318
2,000,000	KKR Ltd^(a)(b) Series 31A Class B 1.75%, 04/20/2034 3-mo. LIBOR + 1.50%	1,952,192
2,000,000	Madison Park Funding XLVIII Ltd^(a)(b) Series 2021-48A Class C 2.25%, 04/19/2033 3-mo. LIBOR + 2.00%	1,986,854
2,000,000	Magnetite XXII Ltd^(a)(b) Series 2019-22A Class CR 2.19%, 04/15/2031 3-mo. LIBOR + 1.95%	1,994,382
2,000,000	Marathon Ltd^(a)(b) Series 2021-16A Class A2 1.94%, 04/15/2034 3-mo. LIBOR + 1.70%	1,955,778
1,000,000	Myers Park Ltd^(a)(b) Series 2018-1A Class C 2.30%, 10/20/2030 3-mo. LIBOR + 2.05%	986,068
1,400,000	Octagon Investment Partners Ltd^(a)(b) Series 2019-4A Class A1R 1.54%, 05/12/2031 3-mo. LIBOR + 1.15%	1,389,954
1,600,000	OneMain Direct Auto Receivables Trust^(a) Series 2021-1A Class D 1.62%, 11/14/2030	1,484,343
	Santander Drive Auto Receivables Trust
	Series 2021-2 Class D
900,000	1.35%, 07/15/2027	861,492
	Series 2021-3 Class D
1,100,000	1.33%, 09/15/2027	1,053,279
	Series 2021-4 Class D
1,250,000	1.67%, 10/15/2027	1,181,915
	Venture Ltd^(a)(b)
	Series 2017-28AA Class CR
2,174,000	2.65%, 10/20/2034 3-mo. LIBOR + 2.40%	2,158,267
	Series 2018-32A Class C
1,975,000	2.19%, 07/18/2031 3-mo. LIBOR + 1.95%	1,906,027

See Notes to Schedule of Investments.

March 31, 2022

GREAT-WEST FUNDS, INC.

GREAT-WEST U.S. GOVERNMENT SECURITIES FUND

Schedule of Investments

As of March 31, 2022 (Unaudited)

Principal Amount		Fair Value
Non-Agency — (continued)
$ 750,000	Westlake Automobile Receivables Trust^(a) Series 2021-2A Class D 1.23%, 12/15/2026	$ 711,941
500,000	World Omni Select Auto Trust Series 2021-A Class D 1.44%, 11/15/2027	463,192
		54,780,326
U.S. Government Agency — 0.02%
149,230	Federal Home Loan Mortgage Corp Structured Pass-Through Certificates^(b) Series T-34 Class A1V 0.31%, 07/25/2031 1-mo. LIBOR + 0.12%	146,902
TOTAL ASSET-BACKED SECURITIES — 8.09% (Cost $56,414,950)		$54,927,228
MORTGAGE-BACKED SECURITIES
U.S. Government Agency — 53.80%
	Federal Home Loan Mortgage Corp
1,160	9.50%, 04/01/2025	1,172
269,022	3.00%, 12/01/2026	271,827
224,001	2.50%, 01/01/2029	221,867
337,794	3.00%, 07/01/2029	340,750
401,797	3.50%, 02/01/2032	409,718
11,035	7.50%, 03/01/2032	11,075
57,333	5.50%, 08/01/2033	62,824
33,705	5.50%, 01/01/2034	36,942
366,695	4.00%, 05/01/2034	382,091
78,915	5.50%, 10/01/2034	86,499
1,285,385	2.50%, 06/01/2035	1,272,990
136,126	5.00%, 09/01/2035	146,846
164,105	5.00%, 12/01/2035	177,630
1,148,985	2.00%, 01/01/2036	1,117,277
11,756	5.00%, 01/01/2036	12,732
138,986	6.00%, 01/01/2036	155,356
66,687	6.00%, 03/01/2036	74,458
70,146	6.00%, 07/01/2036	78,409
786,752	3.00%, 09/01/2036	785,601
3,970,935	2.50%, 03/01/2037	3,935,035
13,613	5.50%, 05/01/2038	15,024
18,731	6.00%, 05/01/2038	20,935
45,541	5.00%, 06/01/2038	49,297
326,840	4.50%, 02/01/2040	348,130
446,743	5.00%, 03/01/2040	482,666
140,647	4.00%, 02/01/2041	146,577
2,466,571	2.00%, 01/01/2042	2,314,681
2,464,558	2.50%, 01/01/2042	2,382,495
3,325,000	2.50%, 04/01/2042	3,206,427
267,424	3.50%, 06/01/2042	272,522
148,901	3.50%, 11/01/2042	151,996
742,314	4.00%, 05/01/2044	773,773

Principal Amount		Fair Value
U.S. Government Agency — (continued)
$ 600,738	3.00%, 11/01/2046	$ 598,370
1,186,111	3.00%, 12/01/2046	1,178,269
1,732,232	2.50%, 11/01/2050	1,656,644
1,743,349	2.00%, 05/01/2051	1,621,789
3,246,208	3.00%, 07/01/2051	3,190,946
3,241,059	3.00%, 09/01/2051	3,185,881
2,427,762	2.50%, 10/01/2051	2,319,471
3,414,035	3.00%, 12/01/2051	3,343,365
2,564,283	2.50%, 01/01/2052	2,449,902
8,889,371	2.50%, 02/01/2052	8,499,435
6,755,000	3.00%, 04/01/2052	6,622,527
10,975,000	3.50%, 04/01/2052	11,016,565
	Federal Home Loan Mortgage Corp Multifamily Structured Pass Through Certificates
	Series K050 Class A2
2,000,000	3.33%, 08/25/2025^(d)	2,034,211
	Series K062 Class AM
2,000,000	3.51%, 12/25/2026	2,053,653
	Series K064 Class A2
1,750,000	3.22%, 03/25/2027	1,783,772
	Series K067 Class A2
4,925,000	3.19%, 07/25/2027	5,020,434
	Series K069 Class A2
2,820,000	3.19%, 09/25/2027^(d)	2,873,911
	Series K069 Class AM
2,000,000	3.25%, 09/25/2027^(d)	2,028,253
	Series K070 Class A2
2,050,000	3.30%, 11/25/2027^(d)	2,103,165
	Series K071 Class A2
1,680,000	3.29%, 11/25/2027	1,722,084
	Series K072 Class A1
1,238,068	3.25%, 11/25/2027	1,257,535
	Series K073 Class A2
1,750,000	3.35%, 01/25/2028	1,801,019
	Series K073 Class AM
2,500,000	3.45%, 01/25/2028^(d)	2,576,564
	Series K074 Class A2
1,950,000	3.60%, 01/25/2028	2,032,498
	Series K078 Class A2
2,000,000	3.85%, 06/25/2028	2,111,490
	Series K078 Class AM
1,750,000	3.92%, 06/25/2028	1,833,585
	Series K084 Class A2
1,750,000	3.78%, 10/25/2028^(d)	1,831,805
	Series K091 Class A1
2,700,979	3.34%, 10/25/2028	2,765,553
	Series K095 Class A1
1,288,170	2.63%, 11/25/2028	1,287,253
	Series K728 Class AM
5,000,000	3.13%, 08/25/2024^(d)	5,014,036
	Series K737 Class A2
1,750,000	2.53%, 10/25/2026	1,723,042
	Federal National Mortgage Association
990	8.50%, 08/01/2024	1,032
122,303	3.00%, 06/01/2027	123,571
586,403	3.00%, 08/01/2029	592,489

See Notes to Schedule of Investments.

March 31, 2022

GREAT-WEST FUNDS, INC.

GREAT-WEST U.S. GOVERNMENT SECURITIES FUND

Schedule of Investments

As of March 31, 2022 (Unaudited)

Principal Amount		Fair Value
U.S. Government Agency — (continued)
$ 430,723	2.50%, 06/01/2030	$ 426,845
394,086	3.00%, 10/01/2030	398,187
35,245	7.00%, 02/01/2031	37,448
38,173	7.00%, 09/01/2031	42,116
89,639	6.50%, 12/01/2031	96,228
49,795	7.00%, 12/01/2031	53,255
157,459	6.50%, 01/01/2032	169,032
35,412	7.00%, 01/01/2032	35,772
23,616	6.50%, 02/01/2032	25,366
1,194,210	3.00%, 05/01/2032	1,169,561
114,820	6.00%, 03/01/2033	127,055
69,987	5.50%, 07/01/2033	76,568
144,771	5.00%, 09/01/2033	155,390
29,095	5.50%, 09/01/2033	31,557
117,029	5.50%, 11/01/2033	128,107
61,303	5.50%, 03/01/2034	67,141
1,492,554	3.00%, 06/01/2034	1,509,446
570,859	3.00%, 10/01/2034	576,756
43,175	5.50%, 10/01/2034	47,245
2,157,354	3.00%, 11/01/2034	2,185,188
82,205	5.50%, 12/01/2034	90,037
133,795	5.50%, 02/01/2035	146,493
2,131,372	2.00%, 09/01/2035	2,072,613
79,670	5.00%, 09/01/2035	86,046
172,118	5.00%, 10/01/2035	186,175
60,942	5.50%, 10/01/2035	66,750
61,969	5.50%, 01/01/2036	67,877
80,702	6.00%, 01/01/2036	90,043
25,831	6.00%, 02/01/2036	28,822
28,548	6.00%, 03/01/2036	31,886
109,005	5.50%, 05/01/2036	119,311
4,501,193	2.00%, 07/01/2036	4,376,818
10,043,243	2.00%, 10/01/2036	9,765,477
3,212,110	2.00%, 11/01/2036	3,124,242
3,084,084	2.00%, 01/01/2037	3,001,088
6,120,302	2.00%, 02/01/2037	5,951,796
8,017,250	2.50%, 02/01/2037	7,935,572
9,426,499	2.00%, 03/01/2037	9,167,082
5,893,567	2.50%, 03/01/2037	5,834,998
1,530,000	2.50%, 04/01/2037	1,516,168
38,194	6.00%, 05/01/2037	42,627
62,879	5.00%, 07/01/2037	67,950
139,562	5.50%, 03/01/2038	153,733
166,785	5.50%, 06/01/2038	183,074
129,324	5.00%, 04/01/2039	139,919
310,550	4.50%, 05/01/2039	330,479
123,188	4.50%, 06/01/2039	131,075
103,733	4.50%, 08/01/2039	110,089
319,049	5.00%, 11/01/2039	344,421
161,368	5.00%, 12/01/2039	174,686
178,552	5.00%, 06/01/2040	193,206
749,418	4.50%, 08/01/2040	796,305
79,694	4.50%, 09/01/2040	84,793
266,137	5.00%, 09/01/2040	287,948
199,969	4.50%, 11/01/2040	212,762
150,531	5.00%, 01/01/2041	160,297
192,534	4.50%, 02/01/2041	204,376
37,819	4.00%, 03/01/2041	39,334

Principal Amount		Fair Value
U.S. Government Agency — (continued)
$ 864,773	4.50%, 03/01/2041	$ 915,529
245,296	4.00%, 09/01/2041	255,997
307,960	4.50%, 10/01/2041	327,690
658,273	3.50%, 12/01/2041	670,356
947,410	4.00%, 12/01/2041	991,028
3,070,596	2.50%, 02/01/2042	2,968,395
3,325,000	2.50%, 04/01/2042	3,205,109
532,355	4.00%, 07/01/2042	556,784
316,943	3.50%, 09/01/2042	314,702
351,747	3.50%, 10/01/2042	358,792
492,391	3.00%, 03/01/2043	491,628
325,623	3.00%, 07/01/2043	316,248
464,346	3.00%, 08/01/2043	462,612
318,206	3.00%, 09/01/2043	317,809
6,711,812	2.50%, 03/01/2047	6,434,774
1,745,144	4.00%, 08/01/2047	1,799,217
697,435	3.50%, 03/01/2048	704,751
3,696,432	3.00%, 01/01/2049	3,670,852
524,555	3.00%, 12/01/2049	513,989
347,250	3.00%, 01/01/2050	341,854
1,564,368	2.50%, 08/01/2050	1,495,563
1,604,011	2.50%, 10/01/2050	1,534,900
1,617,458	2.00%, 05/01/2051	1,504,516
4,965,638	2.00%, 10/01/2051	4,614,960
13,892,749	2.50%, 10/01/2051	13,273,057
3,397,595	3.00%, 12/01/2051	3,327,253
9,336,828	2.50%, 01/01/2052	8,927,054
6,520,000	3.50%, 01/01/2052	6,574,590
15,759,457	2.50%, 02/01/2052	15,070,572
6,719,147	2.50%, 03/01/2052	6,432,212
12,405,000	3.00%, 03/01/2052	12,185,067
12,380,000	3.00%, 04/01/2052	12,146,426
6,310,000	3.50%, 04/01/2052	6,360,689
1,212,103	3.50%, 08/01/2056	1,228,883
1,299,070	3.00%, 02/01/2057	1,283,816
	Federal National Mortgage Association Alternative Credit Enhancement Security
	Series 2016-M5 Class A2
1,850,000	2.47%, 04/25/2026	1,813,110
	Series 2018-M2 Class A2
1,755,000	2.91%, 01/25/2028^(d)	1,759,765
	Government National Mortgage Association
1,156	8.00%, 11/20/2023	1,177
910	7.50%, 10/20/2028	957
1,177	7.50%, 12/20/2028	1,247
	Uniform Mortgage-Backed Security^(e)
24,895,000	3.00%, TBA	24,350,422
40,499,000	3.50%, TBA	40,428,929
	Vendee Mortgage Trust
	Series 1993-3 Class 1
70,112	4.72%, 09/15/2023^(d)	70,863
	Series 1996-3 Class 1Z
328,357	6.75%, 09/15/2026	343,869

See Notes to Schedule of Investments.

March 31, 2022

GREAT-WEST FUNDS, INC.

GREAT-WEST U.S. GOVERNMENT SECURITIES FUND

Schedule of Investments

As of March 31, 2022 (Unaudited)

Principal Amount		Fair Value
U.S. Government Agency — (continued)
	Series 2002-1 Class 1A
$ 239,673	6.00%, 10/15/2031	$ 255,751
TOTAL MORTGAGE-BACKED SECURITIES — 53.80% (Cost $376,144,431)		$365,278,136
U.S. GOVERNMENT AGENCY BONDS AND NOTES
	Federal Home Loan Bank
1,500,000	2.13%, 03/10/2023	1,506,014
500,000	5.75%, 06/12/2026	563,547
TOTAL U.S. GOVERNMENT AGENCY BONDS AND NOTES — 0.30% (Cost $2,041,978)		$2,069,561
U.S. TREASURY BONDS AND NOTES
	United States Treasury Note/Bond
25,200,000	1.75%, 05/15/2022	25,244,645
12,400,000	1.75%, 05/31/2022	12,427,527
12,300,000	1.63%, 08/15/2022	12,334,594
12,500,000	0.13%, 08/31/2022	12,458,496
12,550,000	1.75%, 01/31/2023	12,571,570
6,500,000	2.75%, 04/30/2023	6,566,016
7,900,000	2.75%, 07/31/2023	7,973,137
30,000,000	0.25%, 09/30/2023	29,166,797
5,300,000	2.75%, 02/15/2024	5,340,578
3,100,000	0.25%, 06/15/2024	2,956,625
20,100,000	0.38%, 09/15/2024	19,095,785
7,800,000	1.50%, 09/30/2024	7,616,273
8,000,000	2.75%, 02/28/2025	8,052,812
5,650,000	2.75%, 06/30/2025	5,687,520
3,900,000	2.88%, 07/31/2025	3,942,656
6,500,000	2.25%, 11/15/2025	6,433,731
9,800,000	0.75%, 08/31/2026	9,082,992
4,000,000	1.50%, 11/30/2028	3,767,812
10,000,000	1.75%, 01/31/2029	9,575,000
1,550,000	1.63%, 08/15/2029	1,469,896
15,800,000	1.25%, 08/15/2031	14,363,188
12,600,000	1.38%, 11/15/2031	11,560,500
12,100,000	1.75%, 08/15/2041	10,487,297
7,400,000	2.00%, 11/15/2041	6,695,844
2,700,000	2.88%, 05/15/2043	2,795,133
4,200,000	2.50%, 02/15/2045	4,090,734
4,000,000	2.50%, 02/15/2046	3,916,250
5,000,000	2.75%, 11/15/2047	5,187,891
1,500,000	3.00%, 02/15/2048	1,634,238
1,500,000	3.00%, 08/15/2048	1,637,813
9,600,000	2.00%, 08/15/2051	8,661,000
5,400,000	1.88%, 11/15/2051	4,736,813
TOTAL U.S. TREASURY BONDS AND NOTES — 40.87% (Cost $288,093,863)		$277,531,163

Shares		Fair Value
GOVERNMENT MONEY MARKET MUTUAL FUNDS
997,000	Dreyfus Institutional Preferred Government Plus Money Market Fund Class SL^(f), 0.30%^(g)	$ 997,000
997,000	Goldman Sachs Financial Square Government Fund Institutional Class^(f), 0.25%^(g)	997,000
997,000	Invesco Government & Agency Portfolio Institutional Class^(f), 0.25%^(g)	997,000
997,000	JPMorgan U.S. Government Money Market Fund Capital Shares^(f), 0.25%^(g)	997,000
267,000	Morgan Stanley Institutional Liquidity Government Portfolio Institutional Class^(f), 0.23%^(g)	267,000
TOTAL GOVERNMENT MONEY MARKET MUTUAL FUNDS — 0.63% (Cost $4,255,000)		$4,255,000
Principal Amount
SHORT TERM INVESTMENTS
U.S. Government Agency Bonds and Notes — 1.89%
$12,870,000	Federal Home Loan Bank^(h) 0.10%, 04/01/2022	12,870,000
U.S. Treasury Bonds and Notes — 6.33%
42,950,000	U.S. Treasury Bills^(h) 0.12%, 04/12/2022	42,948,425
Repurchase Agreements — 8.37%
50,000,000	Repurchase agreement (principal amount/value $50,000,000 with a maturity value of $50,000,347 with Daiwa Capital Markets America Inc, 0.25%, dated 3/31/22 to be repurchased at $50,000,347 on 4/1/22 collateralized by U.S. Treasury securities, 0.00% - 4.38%, 6/16/22 - 2/15/42, with a value of $51,000,028.	50,000,000

See Notes to Schedule of Investments.

March 31, 2022

GREAT-WEST FUNDS, INC.

GREAT-WEST U.S. GOVERNMENT SECURITIES FUND

Schedule of Investments

As of March 31, 2022 (Unaudited)

Principal Amount		Fair Value
Repurchase Agreements — (continued)
$ 2,628,637	Undivided interest of 2.44% in a repurchase agreement (principal amount/value $107,950,740 with a maturity value of $107,951,640) with Bank of America Securities Inc, 0.30%, dated 3/31/22 to be repurchased at $2,628,637 on 4/1/22 collateralized by Federal National Mortgage Association securities, 2.00% - 4.00%, 2/1/36 - 3/1/52, with a value of $110,109,755.^(f)	$ 2,628,637
2,628,637	Undivided interest of 2.44% in a repurchase agreement (principal amount/value $107,950,740 with a maturity value of $107,951,640) with RBC Capital Markets Corp, 0.30%, dated 3/31/22 to be repurchased at $2,628,637 on 4/1/22 collateralized by U.S. Treasury securities and various U.S. Government Agency securities, 0.00% - 5.50%, 4/26/22 - 3/20/52, with a value of $110,109,756.^(f)	2,628,637

Principal Amount		Fair Value
Repurchase Agreements — (continued)
$ 1,558,126	Undivided interest of 3.67% in a repurchase agreement (principal amount/value $42,458,009 with a maturity value of $42,458,375) with Citigroup Global Markets Inc, 0.31%, dated 3/31/22 to be repurchased at $1,558,126 on 4/1/22 collateralized by Government National Mortgage Association securities, 2.00% - 10.00%, 6/15/22 - 1/20/52, with a value of $43,307,169.^(f)	$ 1,558,126
		56,815,400
TOTAL SHORT TERM INVESTMENTS — 16.59% (Cost $112,633,825)		$112,633,825
TOTAL INVESTMENTS — 120.28% (Cost $839,584,047)		$816,694,913
OTHER ASSETS & LIABILITIES, NET — (20.28)%		$(137,727,669)
TOTAL NET ASSETS — 100.00%		$678,967,244

^(a)	Represents securities sold under Rule 144A, which are exempt from registration under the Securities Act of 1933, as amended.
^(b)	Adjustable rate security; interest rate is subject to change. Interest rate shown reflects the rate in effect at March 31, 2022.
^(c)	Step bond; a zero coupon bond that converts to a fixed rate or variable interest rate at a designated future date. Rate disclosed represents effective yield at March 31, 2022. Maturity date disclosed represents final maturity date.
^(d)	Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.
^(e)	Single-class security backed by mortgage loans purchased by either Freddie Mac or Fannie Mae.
^(f)	Collateral received for securities on loan.
^(g)	Rate shown is the 7-day yield as of March 31, 2022.
^(h)	Zero coupon bond; the interest rate shown is the effective yield on date of purchase.
^LIBOR	London Interbank Offered Rate is the interest rate banks charge each other for short-term loans.
^SOFR	Secured Overnight Financing Rate is the secured interbank overnight interest rate and reference rate established as an alternative to LIBOR.
^TBA	To Be Announced

See Notes to Schedule of Investments.

March 31, 2022

GREAT-WEST FUNDS, INC.

GREAT-WEST U.S. GOVERNMENT SECURITIES FUND

Notes to Schedule of Investments (Unaudited)

Security Valuation

The Board of Directors of the Fund has adopted policies and procedures for the valuation of the Fund’s securities and assets, and has appointed the Fair Value Pricing Committee of the investment adviser, Great-West Capital Management, LLC, to complete valuation determinations under those policies and procedures.

The Fund generally values its securities based on market prices determined at the close of regular trading on the New York Stock Exchange (NYSE) on each day the NYSE is open for trading. The net asset value (NAV) of each class of the Fund's shares is determined by dividing the net assets attributable to each class of shares of the Fund by the number of issued and outstanding shares of each class of the Fund on each valuation date.

Short term securities purchased with less than 60 days remaining until maturity and all U.S. Treasury Bills are valued on the basis of amortized cost, which has been determined to approximate fair value. Short term securities purchased with more than 60 days remaining until maturity are valued using pricing services, or in the event a price is not available from a pricing service, may be priced using other methodologies approved by the Board of Directors, including model pricing or pricing on the basis of quotations from brokers or dealers, and will continue to be priced until final maturity.

Fixed income investments are valued using evaluated bid prices from approved pricing services when available and appropriate based on the conditions of the market. If a price cannot be located from either the primary or secondary sources, or if the market is determined to be illiquid or inactive, other appropriate sources, which may include the use of an internally developed valuation model, another external pricing vendor or sourcing a price from a broker, may be used.

Investments in shares of the underlying mutual funds are valued at the net asset value as reported by the underlying mutual fund, which may be obtained from pricing services or other pricing sources.

Independent pricing services are approved by the Board of Directors and are utilized for all investment types when available. In some instances valuations from independent pricing services are not available or do not reflect events in the market between the time the market closed and the valuation time and therefore fair valuation procedures are implemented. The fair value for some securities may be obtained from pricing services or other pricing sources. The inputs used by the pricing services are reviewed quarterly or when the pricing vendor issues updates to its pricing methodologies. Broker quotes are analyzed through an internal review process, which includes a review of known market conditions and other relevant data. Developments that might trigger fair value pricing could be natural disasters, government actions or fluctuations in domestic and foreign markets.

The following table provides examples of the inputs that are commonly used for valuing particular classes of securities. These classifications are not exclusive, and any inputs may be used to value any other security class.

Class	Inputs
Asset-Backed Securities	Benchmark yields, reported trades, broker/dealer quotes, issuer spreads, two-sided markets, benchmark securities, bids, evaluated bids, offers and reference data including market research publications. Inputs may also include new issue data, collateral performance, and monthly payment information.
Mortgage-Backed Securities	Benchmark yields, reported trades, broker/dealer quotes, issuer spreads, two-sided markets, benchmark securities, bids, evaluated bids, offers and reference data including market research publications. Inputs may also include new issue data, collateral performance, TBA prices, monthly payment information and third party real estate analysis.
U.S. Government Agency Bonds and Notes, U.S. Treasury Bonds and Notes	Benchmark yields, reported trades, broker/dealer quotes, issuer spreads, two-sided markets, benchmark securities, bids, evaluated bids, offers and reference data including market research publications.
Government Money Market Mutual Funds	Net asset value of underlying mutual fund.
Short Term Investments	Maturity date, credit quality and interest rates.

March 31, 2022

The Fund classifies its valuations into three levels based upon the observability of inputs to the valuation of the Fund’s investments. The valuation levels are not necessarily an indication of the risk or liquidity associated with the underlying investment. Classification is based on the lowest level of input significant to the fair value measurement. The three levels are defined as follows:

Level 1 – Unadjusted quoted prices for identical securities in active markets.

Level 2 – Inputs other than quoted prices included in Level 1 that are observable either directly or indirectly. These may include quoted prices for similar assets in active markets.

Level 3 – Unobservable inputs to the extent observable inputs are not available and may include prices obtained from single broker quotes. Unobservable inputs reflect the Fund’s own assumptions and would be based on the best information available under the circumstances.

As of March 31, 2022, all of the Fund’s investments are valued using Level 2 inputs, except for the Government Money Market Mutual Funds, which are valued using Level 1 inputs. More information regarding the sector classifications, as applicable, are included in the Schedule of Investments.

Repurchase Agreements

The Fund may engage in repurchase agreement transactions with institutions that the Fund’s investment adviser has determined are creditworthy. The Fund will purchase securities at a specified price with an agreement to sell the securities to the same counterparty at a specified time, price and interest rate. The Fund’s custodian and/or securities lending agent receives delivery of the underlying securities collateralizing a repurchase agreement. Collateral is at least equal to the value of the repurchase obligation including interest. A repurchase agreement transaction involves certain risks in the event of default or insolvency of the counterparty. These risks include possible delays or restrictions upon a Fund’s ability to dispose of the underlying securities and a possible decline in the value of the underlying securities during the period while the Fund seeks to assert its rights.

To Be Announced Transactions

The Fund may invest in securities known as To Be Announced (TBA) securities. TBA’s are Federal National Mortgage Association, Federal Home Loan Mortgage Corporation or Government National Mortgage Association issued mortgage backed securities for forward settlement, in which the buyer and seller decide on trade parameters, but the exact pools are unknown until two days before settlement date. The transactions arise when securities are purchased or sold with payment and delivery taking place in the future in order to secure what is considered to be an advantageous price and yield at the time of entering into the transaction. TBA transactions generally settle monthly on a specified date.

March 31, 2022

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