Form NPORT-P/A AMERICAN FUNDS INCOME For: Feb 28

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May 19, 2022 4:43 PM EDT
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    NPORT-P/A
    false
    0001145549-22-024216
    
      
      
        
          0000770161
          XXXXXXXX
        
      
      
      
      
        S000009235
        C000025144
        C000189433
        C000025132
        C000148357
        C000025136
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        C000025139
        C000224558
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        C000068600
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        C000025145
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        C000179952
        C000025134
        C000025141
        C000025133
        C000164800
      
      
      
    
  
  
    
      AMERICAN FUNDS INCOME SERIES
      811-04318
      0000770161
      B4NSFTV70Q62C8KCLN24
      333 South Hope Street
      55th Floor
      Los Angeles
      
      90071
      9499755000
      U.S. Government Securities Fund
      S000009235
      B4NSFTV70Q62C8KCLN24
      2022-08-31
      2022-02-28
      N
    
    
      27080412268.690000000000
      3794899832.180000000000
      23285512436.510000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      2154567.590000000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
          
          
          
          
          
          
          
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT
        N/A
        HUD 15-A 15 3.35% 08-01-29
        911759ML9
        
          
          
        
        850000.000000000000
        PA
        USD
        878058.590000000000
        0.0037708364
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2029-08-01
          Fixed
          3.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT
        N/A
        HUD 15-A 14 3.25% 08-01-28
        911759MK1
        
          
          
        
        1250000.000000000000
        PA
        USD
        1289906.000000000000
        0.0055395216
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2028-08-01
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT
        N/A
        HUD 15-A 8 2.45% 08-01-22
        911759MD7
        
          
          
        
        2000000.000000000000
        PA
        USD
        2015376.400000000000
        0.0086550657
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-08-01
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT
        N/A
        HUD 15-A 19 3.65% 08-01-33
        911759MQ8
        
          
          
        
        675000.000000000000
        PA
        USD
        708367.950000000000
        0.0030420973
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2033-08-01
          Fixed
          3.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT
        N/A
        HUD 15-A 17 3.55% 08-01-31
        911759MN5
        
          
          
        
        825000.000000000000
        PA
        USD
        863534.930000000000
        0.0037084644
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2031-08-01
          Fixed
          3.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT
        N/A
        HUD 15-A 9 2.80% 08-01-23
        911759ME5
        
          
          
        
        500000.000000000000
        PA
        USD
        510451.750000000000
        0.0021921431
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2023-08-01
          Fixed
          2.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT
        N/A
        HUD 15-A 11 2.95% 08-01-25
        911759MG0
        
          
          
        
        875000.000000000000
        PA
        USD
        900986.100000000000
        0.0038692990
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2025-08-01
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT
        N/A
        HUD 15-A 16 3.50% 08-01-30
        911759MM7
        
          
          
        
        825000.000000000000
        PA
        USD
        860427.980000000000
        0.0036951215
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2030-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER SCRT_18-4
        N/A
        SCRT 18-4 MT 3.5% 03-15-57
        35563PHE2
        
          
          
        
        1982384.740000000000
        PA
        USD
        2074282.150000000000
        0.0089080374
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2057-11-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ETHIOPIAN LEASING 2012 LLC
        N/A
        ETHAIR SR SEC SF 2.646% 05-12-26
        29766DAF1
        
          
          
        
        744999.660000000000
        PA
        USD
        758722.480000000000
        0.0032583456
        Long
        DBT
        USGA
        ET
        
        N
        
        2
        
          2026-05-12
          Fixed
          2.646000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        JPM INT BEARING DEP FAC CD 6/1/2022
        N/A
        
          
        
        450000000.000000000000
        PA
        USD
        450000000.000000000000
        1.9325320893
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          2022-06-01
          Variable
          0.1000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIVATE EXPORT FUNDING CORPORATION
        CYQE6SAYPFKNQJ6FMH60
        PEFCO 3.55% 01-15-24
        742651DT6
        
          
          
        
        14300000.000000000000
        PA
        USD
        14824167.930000000000
        0.0636626227
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2024-01-15
          Fixed
          3.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHAVEN COMBINED CYCLE GENERATION LLC
        N/A
        TVA SOUTHAVEN  STRUCTURED SR SEC 1ST LIEN SF 3.846% 08-15-33
        841215AA4
        
          
          
        
        1663487.810000000000
        PA
        USD
        1760987.660000000000
        0.0075625892
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2033-08-15
          Fixed
          3.846000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCK LEASE SA
        N/A
        VCK LEASE SA SR SEC 2.591% 07-24-26
        92242VAB2
        
          
          
        
        1374662.090000000000
        PA
        USD
        1392506.580000000000
        0.0059801414
        Long
        DBT
        USGA
        LU
        
        N
        
        2
        
          2026-07-24
          Fixed
          2.591000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANKS
        2549001DPIFGXC1TOL40
        FHLB 3.375% 09-08-23
        313383YJ4
        
          
          
        
        14160000.000000000000
        PA
        USD
        14595417.170000000000
        0.0626802490
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2023-09-08
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K035
        N/A
        FHMS K035 A2 (MF) 3.458% 08-25-23
        3137B5KW2
        
          
          
        
        21000000.000000000000
        PA
        USD
        21513471.000000000000
        0.0923899401
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2023-08-25
          Variable
          3.4580000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANKS
        2549001DPIFGXC1TOL40
        FED HM LN BK BD 3/9/2022
        313385UA2
        
          
          
        
        41000000.000000000000
        PA
        USD
        40999499.800000000000
        0.1760729978
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-03-09
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANKS
        2549001DPIFGXC1TOL40
        FED HM LN BK BD 4/13/2022
        313385VM5
        
          
          
        
        200000000.000000000000
        PA
        USD
        199968060.000000000000
        0.8587659840
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-04-13
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANKS
        2549001DPIFGXC1TOL40
        FED HM LN BK BD 4/18/2022
        313385VS2
        
          
          
        
        324200000.000000000000
        PA
        USD
        324131593.800000000000
        1.3919882360
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-04-18
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANKS FUNDING CORP
        N/A
        FED FARM CR DISC NT 5/2/2022
        313313WG9
        
          
          
        
        30000000.000000000000
        PA
        USD
        29988273.000000000000
        0.1287851108
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-05-02
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANKS
        2549001DPIFGXC1TOL40
        FED HM LN BK BD 4/20/2022
        313385VU7
        
          
          
        
        97500000.000000000000
        PA
        USD
        97475254.500000000000
        0.4186090161
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-04-20
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANKS
        2549001DPIFGXC1TOL40
        FED HM LN BK BD 5/25/2022
        313385XF8
        
          
          
        
        35000000.000000000000
        PA
        USD
        34972339.500000000000
        0.1501892629
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-05-25
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.125% 01-15-30
        31359MFJ7
        
          
          
        
        5000000.000000000000
        PA
        USD
        6859820.000000000000
        0.0294596051
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANKS
        2549001DPIFGXC1TOL40
        FHLB 3.25% 11-16-28
        3130AFFX0
        
          
          
        
        56500000.000000000000
        PA
        USD
        61280804.000000000000
        0.2631713782
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2028-11-16
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHLMC UNSEC 0.375% 04-20-23
        3137EAEQ8
        
          
          
        
        25000000.000000000000
        PA
        USD
        24777200.000000000000
        0.1064060757
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2023-04-20
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNMA 0.625% 04-22-25
        3135G03U5
        
          
          
        
        318800000.000000000000
        PA
        USD
        308704528.520000000000
        1.3257364611
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2025-04-22
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNMA 0.875% 08-05-30
        3135G05Q2
        
          
          
        
        63500000.000000000000
        PA
        USD
        57621379.550000000000
        0.2474559222
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2030-08-05
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNMA 0.75% 10-08-27
        3135G05Y5
        
          
          
        
        21700000.000000000000
        PA
        USD
        20421227.680000000000
        0.0876992840
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2027-10-08
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANKS
        2549001DPIFGXC1TOL40
        FED HM LN BK BD 5/4/2022
        313385WJ1
        
          
          
        
        25000000.000000000000
        PA
        USD
        24990790.000000000000
        0.1073233414
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-05-04
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANKS
        2549001DPIFGXC1TOL40
        FHLB 5.5% 07-15-36
        3133XGAY0
        
          
          
        
        1000000.000000000000
        PA
        USD
        1379862.000000000000
        0.0059258391
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2036-07-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANKS FUNDING CORP
        N/A
        FED FARM CR DISC NT 4/6/2022
        313313VE5
        
          
          
        
        15000000.000000000000
        PA
        USD
        14998065.000000000000
        0.0644094264
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-04-06
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANKS FUNDING CORP
        N/A
        FED FARM CR DISC NT 6/7/2022
        313313XU7
        
          
          
        
        95000000.000000000000
        PA
        USD
        94903461.000000000000
        0.4075644084
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-06-07
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANKS FUNDING CORP
        N/A
        FED FARM CR DISC NT 4/11/2022
        313313VK1
        
          
          
        
        27000000.000000000000
        PA
        USD
        26995280.400000000000
        0.1159316570
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-04-11
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANKS FUNDING CORP
        N/A
        FED FARM CR DISC NT 5/27/2022
        313313XH6
        
          
          
        
        35000000.000000000000
        PA
        USD
        34970026.000000000000
        0.1501793276
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-05-27
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANKS
        2549001DPIFGXC1TOL40
        FED HM LN BK BD 3/16/2022
        313385UH7
        
          
          
        
        30000000.000000000000
        PA
        USD
        29999064.000000000000
        0.1288314530
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-03-16
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANKS
        2549001DPIFGXC1TOL40
        FED HM LN BK BD 3/23/2022
        313385UQ7
        
          
          
        
        32000000.000000000000
        PA
        USD
        31998153.600000000000
        0.1374165747
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-03-23
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN BANKS
        2549001DPIFGXC1TOL40
        FED HM LN BK BD 3/25/2022
        313385US3
        
          
          
        
        75000000.000000000000
        PA
        USD
        74995275.000000000000
        0.3220683900
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-03-25
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVERSEAS PRIVATE INVESTMENT CORPORATION
        549300IDY55XMYWXSD28
        OVERSEAS PRIVATE INV SR SEC 1ST LIEN SF 3.938% 12-20-32
        690353XR3
        
          
          
        
        1110298.320000000000
        PA
        USD
        1237615.780000000000
        0.0053149605
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2032-12-20
          Fixed
          3.938000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVERSEAS PRIVATE INVESTMENT CORPORATION
        549300IDY55XMYWXSD28
        OVERSEAS PRIVATE INV SR SEC 1ST LIEN SF 3.49% 12-20-29
        690353YD3
        
          
          
        
        1822838.230000000000
        PA
        USD
        1928949.290000000000
        0.0082839031
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2029-12-20
          Fixed
          3.490000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OVERSEAS PRIVATE INVESTMENT CORPORATION
        549300IDY55XMYWXSD28
        OVERSEAS PRIVATE INV SR SEC 1ST LIEN SF 3.82% 12-20-32
        690353YV3
        
          
          
        
        1407934.290000000000
        PA
        USD
        1537886.620000000000
        0.0066044783
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2032-12-20
          Fixed
          3.820000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TVA BOND 4.875% 01-15-48
        880591EB4
        
          
          
        
        3300000.000000000000
        PA
        USD
        4571618.040000000000
        0.0196328857
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2048-01-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TVA BOND 4.65% 06-15-35
        880591DX7
        
          
          
        
        4480000.000000000000
        PA
        USD
        5580106.110000000000
        0.0239638536
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2035-06-15
          Fixed
          4.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TVA BOND 5.88% 04-01-36
        880591CS9
        
          
          
        
        3625000.000000000000
        PA
        USD
        5071576.550000000000
        0.0217799654
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2036-04-01
          Fixed
          5.880000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TVA BOND 0.75% 05-15-25
        880591EW8
        
          
          
        
        13200000.000000000000
        PA
        USD
        12797728.680000000000
        0.0549600474
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        TVA BOND 2.875% 02-01-27
        880591EU2
        
          
          
        
        5000000.000000000000
        PA
        USD
        5248255.000000000000
        0.0225387138
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2027-02-01
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES AGENCY FOR INTERNATIONAL DEVELOPMENT
        N/A
        AID-ISRAEL 5.5% 09-18-23
        46513EFF4
        
          
          
        
        5000000.000000000000
        PA
        USD
        5316573.000000000000
        0.0228321065
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2023-09-18
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES AGENCY FOR INTERNATIONAL DEVELOPMENT
        N/A
        AID-JORDAN 3.0% 06-30-25
        418097AF8
        
          
          
        
        3125000.000000000000
        PA
        USD
        3210520.940000000000
        0.0137876328
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2025-06-30
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES AGENCY FOR INTERNATIONAL DEVELOPMENT
        N/A
        AID-JORDAN 2.578% 06-30-22
        418097AE1
        
          
          
        
        7500000.000000000000
        PA
        USD
        7555147.500000000000
        0.0324457000
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2022-06-30
          Fixed
          2.578000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY PRIN STRIP 0% 08-15-47
        912803EZ2
        
          
          
        
        1000000.000000000000
        PA
        USD
        562148.600000000000
        0.0024141560
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 04-15-22
        912828X39
        
          
          
        
        190922089.631000000000
        PA
        USD
        193297270.280000000000
        0.8301181724
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-04-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L FRN 0.625% 04-15-23
        9128284H0
        
          
          
        
        633623520.515000000000
        PA
        USD
        665107400.120000000000
        2.8563142080
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-04-15
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.625% 12-31-25
        9128285T3
        
          
          
        
        20000000.000000000000
        PA
        USD
        20681798.000000000000
        0.0888183073
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-12-31
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.625% 01-31-26
        9128286A3
        
          
          
        
        49000000.000000000000
        PA
        USD
        50673977.200000000000
        0.2176201934
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-01-31
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 3.0% 02-15-49
        912810SF6
        
          
          
        
        51100000.000000000000
        PA
        USD
        59318688.940000000000
        0.2547450442
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2049-02-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L FRN 1.0% 02-15-49
        912810SG4
        
          
          
        
        54733224.000000000000
        PA
        USD
        71861883.600000000000
        0.3086119912
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2049-02-15
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L FRN 0.5% 04-15-24
        9128286N5
        
          
          
        
        110250284.592000000000
        PA
        USD
        117334910.590000000000
        0.5038966220
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 10-15-24
        912828YL8
        
          
          
        
        512637876.504000000000
        PA
        USD
        545440624.440000000000
        2.3424033546
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-10-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.375% 11-15-49
        912810SK5
        
          
          
        
        76250000.000000000000
        PA
        USD
        79126218.630000000000
        0.3398087925
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2049-11-15
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.5% 01-15-23
        912828Z29
        
          
          
        
        2000000.000000000000
        PA
        USD
        2008515.600000000000
        0.0086256019
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.0% 02-15-50
        912810SL3
        
          
          
        
        241408400.000000000000
        PA
        USD
        231386571.680000000000
        0.9936932774
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2050-02-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.25% 02-15-50
        912810SM1
        
          
          
        
        1697458.279000000000
        PA
        USD
        1878475.830000000000
        0.0080671440
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2050-02-15
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 04-15-25
        912828ZJ2
        
          
          
        
        83170855.350000000000
        PA
        USD
        88432401.920000000000
        0.3797743432
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.125% 04-30-22
        912828ZM5
        
          
          
        
        65000000.000000000000
        PA
        USD
        64987604.500000000000
        0.2790902913
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-04-30
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 0.625% 05-15-30
        912828ZQ6
        
          
          
        
        43000000.000000000000
        PA
        USD
        39142143.200000000000
        0.1680965506
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.25% 05-15-50
        912810SN9
        
          
          
        
        262450000.000000000000
        PA
        USD
        209723060.140000000000
        0.9006589858
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2050-05-15
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.125% 05-15-40
        912810SR0
        
          
          
        
        29115700.000000000000
        PA
        USD
        24227561.210000000000
        0.1040456433
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2040-05-15
          Fixed
          1.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L FRN 0.625% 01-15-24
        912828B25
        
          
          
        
        743471900.736000000000
        PA
        USD
        790661285.800000000000
        3.3955073480
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-01-15
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.125% 08-15-40
        912810SQ2
        
          
          
        
        144100000.000000000000
        PA
        USD
        119479563.940000000000
        0.5131068696
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2040-08-15
          Fixed
          1.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 10-15-25
        91282CAQ4
        
          
          
        
        126011226.132000000000
        PA
        USD
        134725445.800000000000
        0.5785805495
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-10-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 0.875% 11-15-30
        91282CAV3
        
          
          
        
        267281200.000000000000
        PA
        USD
        247252643.650000000000
        1.0618303734
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-11-15
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.625% 11-15-50
        912810SS8
        
          
          
        
        571195700.000000000000
        PA
        USD
        500939542.810000000000
        2.1512927584
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2050-11-15
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.375% 11-15-40
        912810ST6
        
          
          
        
        8952200.000000000000
        PA
        USD
        7744150.740000000000
        0.0332573774
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2040-11-15
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.375% 12-31-25
        91282CBC4
        
          
          
        
        662099300.000000000000
        PA
        USD
        629459857.020000000000
        2.7032252725
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-12-31
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 01-15-31
        91282CBF7
        
          
          
        
        203491900.000000000000
        PA
        USD
        222728260.000000000000
        0.9565100214
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.875% 02-15-51
        912810SU3
        
          
          
        
        79009100.000000000000
        PA
        USD
        73608820.110000000000
        0.3161142376
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2051-02-15
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.125% 02-15-31
        91282CBL4
        
          
          
        
        1300000.000000000000
        PA
        USD
        1226396.210000000000
        0.0052667778
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          1.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.875% 02-15-41
        912810SW9
        
          
          
        
        140195500.000000000000
        PA
        USD
        131866204.950000000000
        0.5663014946
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-02-15
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 12-15-51
        912810SV1
        
          
          
        
        90911615.737000000000
        PA
        USD
        98177447.770000000000
        0.4216245961
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2051-02-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 04-15-26
        91282CCA7
        
          
          
        
        225310217.850000000000
        PA
        USD
        240415249.170000000000
        1.0324670751
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.25% 05-15-41
        912810SY5
        
          
          
        
        44863000.000000000000
        PA
        USD
        44742026.920000000000
        0.1921453395
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-05-15
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.75% 08-15-41
        912810TA6
        
          
          
        
        157962000.000000000000
        PA
        USD
        144925775.250000000000
        0.6223860250
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-08-15
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.125% 08-31-23
        91282CCU3
        
          
          
        
        20000000.000000000000
        PA
        USD
        19650452.000000000000
        0.0843891757
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-08-31
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.875% 09-30-26
        91282CCZ2
        
          
          
        
        1407731700.000000000000
        PA
        USD
        1354162581.750000000000
        5.8154725409
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-09-30
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 10-15-26
        91282CDC2
        
          
          
        
        142953444.074000000000
        PA
        USD
        153585596.840000000000
        0.6595757652
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-10-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.375% 10-31-23
        91282CDD0
        
          
          
        
        26000000.000000000000
        PA
        USD
        25562599.400000000000
        0.1097789858
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-10-31
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.25% 12-31-26
        91282CDQ1
        
          
          
        
        54729900.000000000000
        PA
        USD
        53495018.320000000000
        0.2297351989
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-12-31
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 01-15-32
        91282CDX6
        
          
          
        
        306028554.633000000000
        PA
        USD
        336009780.560000000000
        1.4429992961
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2032-01-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.75% 01-31-29
        91282CDW8
        
          
          
        
        25000000.000000000000
        PA
        USD
        24895377.500000000000
        0.1069135909
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-01-31
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.25% 02-15-52
        912810TD0
        
          
          
        
        13964000.000000000000
        PA
        USD
        14232367.130000000000
        0.0611211249
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2052-02-15
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.75% 02-15-32
        91282CDY4
        
          
          
        
        15000000.000000000000
        PA
        USD
        15070057.500000000000
        0.0647185993
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2032-02-15
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.875% 02-28-27
        91282CEC1
        
          
          
        
        402050000.000000000000
        PA
        USD
        405001650.080000000000
        1.7392859667
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-02-28
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.875% 02-28-29
        91282CEB3
        
          
          
        
        135000000.000000000000
        PA
        USD
        135569497.500000000000
        0.5822053428
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2029-02-28
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L FRN 0.125% 07-15-24
        912828WU0
        
          
          
        
        755823796.530000000000
        PA
        USD
        804492702.890000000000
        3.4549065866
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-07-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L FRN 0.375% 07-15-25
        912828XL9
        
          
          
        
        642215498.283000000000
        PA
        USD
        692583477.590000000000
        2.9743106555
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L FRN 0.625% 01-15-26
        912828N71
        
          
          
        
        25191824.500000000000
        PA
        USD
        27377255.800000000000
        0.1175720563
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 3.0% 02-15-47
        912810RV2
        
          
          
        
        50425000.000000000000
        PA
        USD
        57314653.470000000000
        0.2461386823
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2047-02-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.0% 04-30-24
        912828X70
        
          
          
        
        158000000.000000000000
        PA
        USD
        159659047.400000000000
        0.6856582943
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-04-30
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.375% 05-15-27
        912828X88
        
          
          
        
        10000000.000000000000
        PA
        USD
        10306475.000000000000
        0.0442613193
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.0% 05-31-24
        912828XT2
        
          
          
        
        17400000.000000000000
        PA
        USD
        17582929.680000000000
        0.0755101685
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-05-31
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.75% 05-31-22
        912828XR6
        
          
          
        
        40025400.000000000000
        PA
        USD
        40166649.640000000000
        0.1724963097
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-05-31
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.0% 06-30-24
        912828XX3
        
          
          
        
        45000000.000000000000
        PA
        USD
        45494649.000000000000
        0.1953774869
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-06-30
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.75% 08-15-47
        912810RY6
        
          
          
        
        3000000.000000000000
        PA
        USD
        3287328.900000000000
        0.0141174857
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.875% 09-30-22
        9128282W9
        
          
          
        
        34000000.000000000000
        PA
        USD
        34223662.200000000000
        0.1469740565
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-09-30
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.0% 10-31-22
        9128283C2
        
          
          
        
        31250000.000000000000
        PA
        USD
        31498143.750000000000
        0.1352692746
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-10-31
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.25% 10-31-24
        9128283D0
        
          
          
        
        57250000.000000000000
        PA
        USD
        58243819.930000000000
        0.2501290023
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-10-31
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.75% 11-15-47
        912810RZ3
        
          
          
        
        7250000.000000000000
        PA
        USD
        7953553.050000000000
        0.0341566589
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2047-11-15
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 3.0% 02-15-48
        912810SA7
        
          
          
        
        3000000.000000000000
        PA
        USD
        3452985.300000000000
        0.0148288998
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2048-02-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.75% 02-28-25
        9128283Z1
        
          
          
        
        38000000.000000000000
        PA
        USD
        39222897.000000000000
        0.1684433491
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-02-28
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.875% 04-30-25
        9128284M9
        
          
          
        
        20000000.000000000000
        PA
        USD
        20743314.000000000000
        0.0890824888
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-04-30
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 3.125% 05-15-48
        912810SC3
        
          
          
        
        6500000.000000000000
        PA
        USD
        7665835.450000000000
        0.0329210511
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2048-05-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.875% 05-31-25
        9128284R8
        
          
          
        
        55500000.000000000000
        PA
        USD
        57577614.750000000000
        0.2472679736
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-05-31
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.75% 05-31-23
        9128284S6
        
          
          
        
        9293000.000000000000
        PA
        USD
        9472507.310000000000
        0.0406798319
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-05-31
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 6.25% 05-15-30
        912810FM5
        
          
          
        
        5250000.000000000000
        PA
        USD
        7033654.950000000000
        0.0302061420
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 3/24/2022
        912796F38
        
          
          
        
        50000000.000000000000
        PA
        USD
        49997925.000000000000
        0.2147168766
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-03-24
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 3.375% 05-15-44
        912810RG5
        
          
          
        
        18500000.000000000000
        PA
        USD
        21937255.600000000000
        0.0942098898
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2044-05-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 5/19/2022
        912796H44
        
          
          
        
        175600000.000000000000
        PA
        USD
        175486334.120000000000
        0.7536288265
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-05-19
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 6/16/2022
        912796J42
        
          
          
        
        150000000.000000000000
        PA
        USD
        149823885.000000000000
        0.6434210345
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-06-16
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 7/14/2022
        912796K57
        
          
          
        
        150000000.000000000000
        PA
        USD
        149707500.000000000000
        0.6429212173
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-07-14
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 3/10/2022
        912796M97
        
          
          
        
        22700000.000000000000
        PA
        USD
        22699938.710000000000
        0.0974852444
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-03-10
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 3/17/2022
        912796N21
        
          
          
        
        122600000.000000000000
        PA
        USD
        122598908.860000000000
        0.5265029455
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-03-17
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 3/31/2022
        912796N39
        
          
          
        
        107300000.000000000000
        PA
        USD
        107293744.410000000000
        0.4607746757
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-03-31
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 4/7/2022
        912796N47
        
          
          
        
        77100000.000000000000
        PA
        USD
        77092467.330000000000
        0.3310748155
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-04-07
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 4/14/2022
        912796P29
        
          
          
        
        127900000.000000000000
        PA
        USD
        127878116.310000000000
        0.5491745851
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-04-14
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 4/28/2022
        912796P37
        
          
          
        
        135000000.000000000000
        PA
        USD
        134956503.000000000000
        0.5795728282
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-04-28
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 5/12/2022
        912796Q28
        
          
          
        
        165000000.000000000000
        PA
        USD
        164909250.000000000000
        0.7082053721
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-05-12
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 3/22/2022
        912796S91
        
          
          
        
        50000000.000000000000
        PA
        USD
        49998540.000000000000
        0.2147195177
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-03-22
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 4/5/2022
        912796T74
        
          
          
        
        368100000.000000000000
        PA
        USD
        368077361.850000000000
        1.5807140292
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-04-05
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 4/19/2022
        912796T90
        
          
          
        
        59800000.000000000000
        PA
        USD
        59787800.800000000000
        0.2567596524
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-04-19
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 4/26/2022
        912796U23
        
          
          
        
        218300000.000000000000
        PA
        USD
        218243023.700000000000
        0.9372481035
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-04-26
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 5/10/2022
        912796U80
        
          
          
        
        250000000.000000000000
        PA
        USD
        249883250.000000000000
        1.0731275538
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-05-10
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 5/17/2022
        912796U98
        
          
          
        
        57700000.000000000000
        PA
        USD
        57665206.900000000000
        0.2476441395
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-05-17
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 5/24/2022
        912796V22
        
          
          
        
        48200000.000000000000
        PA
        USD
        48165055.000000000000
        0.2068455875
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-05-24
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 5/31/2022
        912796V30
        
          
          
        
        127900000.000000000000
        PA
        USD
        127789238.600000000000
        0.5487928984
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-05-31
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        U S TREASURY BILL 2/23/2023
        912796T33
        
          
          
        
        200000000.000000000000
        PA
        USD
        198045440.000000000000
        0.8505092621
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-02-23
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 4.625% 02-15-40
        912810QE1
        
          
          
        
        5600000.000000000000
        PA
        USD
        7689692.640000000000
        0.0330235062
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2040-02-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 4.375% 05-15-41
        912810QQ4
        
          
          
        
        7000000.000000000000
        PA
        USD
        9370673.900000000000
        0.0402425067
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-05-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 2.125% 02-15-41
        912810QP6
        
          
          
        
        3501080.000000000000
        PA
        USD
        5156118.000000000000
        0.0221430300
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-02-15
          Fixed
          2.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 3.125% 11-15-41
        912810QT8
        
          
          
        
        10000000.000000000000
        PA
        USD
        11393640.000000000000
        0.0489301665
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2041-11-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.75% 02-15-42
        912810QV3
        
          
          
        
        105545626.545000000000
        PA
        USD
        126229951.770000000000
        0.5420965165
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2042-02-15
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.75% 08-15-42
        912810QX9
        
          
          
        
        6000000.000000000000
        PA
        USD
        6465881.400000000000
        0.0277678295
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2042-08-15
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 07-15-22
        912828TE0
        
          
          
        
        720130563.542000000000
        PA
        USD
        742996452.270000000000
        3.1908099695
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-07-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.75% 11-15-42
        912810QY7
        
          
          
        
        27000000.000000000000
        PA
        USD
        29081052.000000000000
        0.1248890360
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2042-11-15
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.125% 01-15-23
        912828UH1
        
          
          
        
        273507787.847000000000
        PA
        USD
        284129999.120000000000
        1.2202007574
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.625% 02-15-43
        912810RA8
        
          
          
        
        41096708.500000000000
        PA
        USD
        48212422.350000000000
        0.2070490073
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2043-02-15
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER SCRT_19-2
        N/A
        SCRT 19-2 MT 3.5% 08-25-58
        35563PKF5
        
          
          
        
        11547372.520000000000
        PA
        USD
        12078597.850000000000
        0.0518717288
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2058-08-26
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED AGENCY CREDIT RISK STACR_19-3SC
        N/A
        SCRT 19-3 MA 3.5% 10-25-58
        35563PLH0
        
          
          
        
        647027.370000000000
        PA
        USD
        666821.230000000000
        0.0028636743
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2058-10-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.875% 05-15-43
        912810RB6
        
          
          
        
        10880000.000000000000
        PA
        USD
        11937945.090000000000
        0.0512676933
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2043-05-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.125% 05-15-25
        912828XB1
        
          
          
        
        6500000.000000000000
        PA
        USD
        6591867.750000000000
        0.0283088799
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          2.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER SCRT_19-1
        N/A
        SCRT 19-1 MT 3.5% 07-25-58
        35563PJE0
        
          
          
        
        10078839.070000000000
        PA
        USD
        10542899.060000000000
        0.0452766461
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2058-07-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1
        N/A
        SLST 20-1 A1D 2.0% 07-25-30
        35564CEV5
        
          
          
        
        19687646.230000000000
        PA
        USD
        19417905.790000000000
        0.0833905023
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2030-07-25
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1
        N/A
        SLST 20-1 A2D 2.0% 07-25-30
        35564CEZ6
        
          
          
        
        4381000.000000000000
        PA
        USD
        4167934.450000000000
        0.0178992602
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2030-07-25
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMALL BUSINESS ADMINISTRATION PARTICIPATION CERTI SBAP_03-20B
        N/A
        SBAP 2003-20B SF 4.84% 02-01-23
        83162CMU4
        
          
          
        
        69739.070000000000
        PA
        USD
        70827.420000000000
        0.0003041695
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2023-02-01
          Fixed
          4.840000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY I/L 0.375% 07-15-23
        912828VM9
        
          
          
        
        316744516.034000000000
        PA
        USD
        334975376.780000000000
        1.4385570328
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-07-15
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 3.0% 05-15-45
        912810RM2
        
          
          
        
        3350000.000000000000
        PA
        USD
        3766148.730000000000
        0.0161737851
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2045-05-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFORM MBS
        B1V7KEBTPIMZEU4LTD58
        UMBS  30YR TBA(REG A) 2.0 UMBS TBA 03-01-52
        01F020638
        
          
          
        
        95332.000000000000
        PA
        USD
        91451.700000000000
        0.0003927408
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-03-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFORM MBS
        B1V7KEBTPIMZEU4LTD58
        FNCL 2.5 UMBS TBA 03-01-52
        01F022634
        
          
          
        
        28000000.000000000000
        PA
        USD
        27627040.000000000000
        0.1186447585
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-03-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.875% 08-15-45
        912810RN0
        
          
          
        
        5000000.000000000000
        PA
        USD
        5516919.000000000000
        0.0236924956
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 5.0% 05-15-37
        912810PU6
        
          
          
        
        1500000.000000000000
        PA
        USD
        2103009.450000000000
        0.0090314072
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2037-05-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 3.0% 11-15-45
        912810RP5
        
          
          
        
        3500000.000000000000
        PA
        USD
        3947663.650000000000
        0.0169533037
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2045-11-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.5% 05-15-46
        912810RS9
        
          
          
        
        50000000.000000000000
        PA
        USD
        51812760.000000000000
        0.2225107141
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2046-05-15
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFORM MBS
        B1V7KEBTPIMZEU4LTD58
        FNCL 3.0 UMBS TBA 03-01-52
        01F030637
        
          
          
        
        426293077.000000000000
        PA
        USD
        430589258.630000000000
        1.8491723547
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFORM MBS
        B1V7KEBTPIMZEU4LTD58
        FNCL 3.0 UMBS TBA 04-01-52
        01F030645
        
          
          
        
        491588050.000000000000
        PA
        USD
        495467171.300000000000
        2.1277915728
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.625% 06-30-23
        9128284U1
        
          
          
        
        30888000.000000000000
        PA
        USD
        31446643.460000000000
        0.1350481058
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-06-30
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.75% 07-31-23
        912828Y61
        
          
          
        
        8600000.000000000000
        PA
        USD
        8779459.640000000000
        0.0377035277
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-07-31
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFORM MBS
        B1V7KEBTPIMZEU4LTD58
        FNCL 2.0 UMBS TBA 04-01-52
        01F020646
        
          
          
        
        87161525.000000000000
        PA
        USD
        83442168.410000000000
        0.3583437068
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-04-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFORM MBS
        B1V7KEBTPIMZEU4LTD58
        FNCL 2.5 UMBS TBA 04-01-52
        01F022642
        
          
          
        
        80723806.000000000000
        PA
        USD
        79464353.180000000000
        0.3412609166
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-04-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.875% 07-31-25
        912828Y79
        
          
          
        
        31000000.000000000000
        PA
        USD
        32233145.900000000000
        0.1384257529
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-07-31
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.875% 08-15-28
        9128284V9
        
          
          
        
        6687300.000000000000
        PA
        USD
        7122141.010000000000
        0.0305861468
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-08-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFORM MBS
        B1V7KEBTPIMZEU4LTD58
        FNCL 3.5 UMBS TBA 03-01-52
        01F032633
        
          
          
        
        90077577.000000000000
        PA
        USD
        92772878.260000000000
        0.3984145872
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFORM MBS
        B1V7KEBTPIMZEU4LTD58
        FNCI 1.5 UMBS TBA 03-01-37
        01F012437
        
          
          
        
        72859421.000000000000
        PA
        USD
        70901324.060000000000
        0.3044868532
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2037-03-01
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 3.0% 08-15-48
        912810SD1
        
          
          
        
        4775300.000000000000
        PA
        USD
        5507828.150000000000
        0.0236534548
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2048-08-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.875% 10-31-23
        9128285K2
        
          
          
        
        16500000.000000000000
        PA
        USD
        16902949.800000000000
        0.0725899842
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-10-31
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFORM MBS
        B1V7KEBTPIMZEU4LTD58
        FNCL 3.5 UMBS TBA 04-01-52
        01F032641
        
          
          
        
        125835980.000000000000
        PA
        USD
        129311192.260000000000
        0.5553289523
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFORM MBS
        B1V7KEBTPIMZEU4LTD58
        FNCL 4.5 UMBS TBA 03-01-52
        01F042632
        
          
          
        
        22402849.000000000000
        PA
        USD
        23653824.090000000000
        0.1015817202
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-03-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 3.375% 11-15-48
        912810SE9
        
          
          
        
        42797100.000000000000
        PA
        USD
        52858090.490000000000
        0.2269999023
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2048-11-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.875% 11-30-23
        9128285P1
        
          
          
        
        31756800.000000000000
        PA
        USD
        32565359.880000000000
        0.1398524510
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-11-30
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFORM MBS
        B1V7KEBTPIMZEU4LTD58
        FNCI 2.0 UMBS TBA 03-01-37
        01F020430
        
          
          
        
        35794674.000000000000
        PA
        USD
        35531797.910000000000
        0.1525918659
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2037-03-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFORM MBS
        B1V7KEBTPIMZEU4LTD58
        FNCL 2.5 UMBS TBA 05-01-52
        01F022659
        
          
          
        
        23186599.000000000000
        PA
        USD
        22780230.670000000000
        0.0978300595
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-05-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.25% 03-31-26
        9128286L9
        
          
          
        
        5200000.000000000000
        PA
        USD
        5305698.840000000000
        0.0227854073
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-03-31
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.375% 04-30-26
        9128286S4
        
          
          
        
        50000000.000000000000
        PA
        USD
        51281665.000000000000
        0.2202299182
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-04-30
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIFORM MBS
        B1V7KEBTPIMZEU4LTD58
        FNCL 2.0 UMBS TBA 05-01-52
        01F020653
        
          
          
        
        16921641.000000000000
        PA
        USD
        16172283.050000000000
        0.0694521243
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-05-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        FSWP: IRS PAYFIX USD 1.867% 07-11-22/07-11-25 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        330213.840000000000
        0.0014181085
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2025-07-11
            0.000000000000
            USD
            0.000000000000
            USD
            199200000.000000000000
            USD
            330213.840000000000
          
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.875% 05-15-49
        912810SH2
        
          
          
        
        94000000.000000000000
        PA
        USD
        106872905.200000000000
        0.4589673751
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2049-05-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 2.125% 05-31-26
        9128286X3
        
          
          
        
        22750000.000000000000
        PA
        USD
        23108241.980000000000
        0.0992387092
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-05-31
          Fixed
          2.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.75% 06-30-24
        9128286Z8
        
          
          
        
        53722400.000000000000
        PA
        USD
        54010088.820000000000
        0.2319471773
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-06-30
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.25% 08-15-49
        912810SJ8
        
          
          
        
        16800000.000000000000
        PA
        USD
        16951406.640000000000
        0.0727980829
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2049-08-15
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.375% 08-31-26
        912828YD6
        
          
          
        
        25000000.000000000000
        PA
        USD
        24609242.500000000000
        0.1056847796
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-08-31
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.5% 09-30-24
        912828YH7
        
          
          
        
        123000000.000000000000
        PA
        USD
        122739793.500000000000
        0.5271079768
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-09-30
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        FSWP: OIS PAYFIX USD 0.11% 05-18-23/05-18-24 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        12687075.310000000000
        0.0544848448
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2024-05-18
            0.000000000000
            USD
            0.000000000000
            USD
            718900000.000000000000
            USD
            12687075.310000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        FSWP: OIS RECFIX USD 0.775% 05-04-22/06-15-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        1726868.080000000000
        0.0074160622
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2022-06-15
            0.000000000000
            USD
            0.010000000000
            USD
            10516858000.000000000000
            USD
            1726868.090000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 1.495% 11-10-16/11-10-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        40721.500000000000
        0.0001748791
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2023-11-10
            0.000000000000
            USD
            0.000000000000
            USD
            115000000.000000000000
            USD
            40721.500000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 2.91% 02-01-23/02-01-28 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        2648587.840000000000
        0.0113744022
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2028-02-01
            0.000000000000
            USD
            0.000000000000
            USD
            60800000.000000000000
            USD
            2648587.840000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 2.9625% 02-01-28/02-01-38 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -2589569.400000000000
        -0.0111209466
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2038-02-01
            0.000000000000
            USD
            0.000000000000
            USD
            36300000.000000000000
            USD
            -2589569.400000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 2.908% 02-01-23/02-01-28 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        2638495.460000000000
        0.0113310603
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2028-02-01
            0.000000000000
            USD
            0.000000000000
            USD
            60700000.000000000000
            USD
            2638495.460000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 2.963% 02-01-28/02-01-38 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -2591075.850000000000
        -0.0111274161
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2038-02-01
            0.000000000000
            USD
            0.000000000000
            USD
            36300000.000000000000
            USD
            -2591075.850000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 2.986% 02-01-28/02-01-38 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -2139936.600000000000
        -0.0091899914
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2038-02-01
            0.000000000000
            USD
            0.000000000000
            USD
            29200000.000000000000
            USD
            -2139936.600000000000
          
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.5% 10-31-24
        912828YM6
        
          
          
        
        500000.000000000000
        PA
        USD
        498791.050000000000
        0.0021420660
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-10-31
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.5% 11-30-24
        912828YV6
        
          
          
        
        18000000.000000000000
        PA
        USD
        17951473.800000000000
        0.0770928870
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-11-30
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 2.925% 02-01-23/02-01-28 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        2151565.740000000000
        0.0092399330
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2028-02-01
            0.000000000000
            USD
            0.000000000000
            USD
            48600000.000000000000
            USD
            2151565.740000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 2.92% 02-02-23/02-02-28 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        2020967.820000000000
        0.0086790781
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2028-02-02
            0.000000000000
            USD
            0.000000000000
            USD
            45900000.000000000000
            USD
            2020967.820000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 0.833% 04-03-20/04-03-40 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -3947488.560000000000
        -0.0169525518
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2040-04-03
            0.000000000000
            USD
            0.000000000000
            USD
            21600000.000000000000
            USD
            -3947488.560000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS RECFIX USD 0.913% 06-09-20/06-09-30 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -17747435.000000000000
        -0.0762166392
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2030-06-09
            0.000000000000
            USD
            0.000000000000
            USD
            235000000.000000000000
            USD
            -17747435.000000000000
          
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.75% 12-31-24
        912828YY0
        
          
          
        
        204000000.000000000000
        PA
        USD
        204726117.600000000000
        0.8791995373
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-12-31
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.75% 12-31-26
        912828YX2
        
          
          
        
        63900000.000000000000
        PA
        USD
        63940634.010000000000
        0.2745940601
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-12-31
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.5% 01-31-27
        912828Z78
        
          
          
        
        31000000.000000000000
        PA
        USD
        30652703.900000000000
        0.1316385198
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-01-31
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.5% 03-15-23
        912828ZD5
        
          
          
        
        30000000.000000000000
        PA
        USD
        29821080.000000000000
        0.1280670979
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.5% 06-30-27
        912828ZV5
        
          
          
        
        14000000.000000000000
        PA
        USD
        13112264.200000000000
        0.0563108252
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-06-30
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.25% 06-30-25
        912828ZW3
        
          
          
        
        17820000.000000000000
        PA
        USD
        16986544.340000000000
        0.0729489823
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-06-30
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 0.811% 07-27-20/07-27-50 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        105938250.300000000000
        0.4549534849
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2050-07-27
            0.000000000000
            USD
            0.000000000000
            USD
            411000000.000000000000
            USD
            105938250.300000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        IRS PAYFIX USD 0.81% 07-28-15/07-28-45 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        55264740.940000000000
        0.2373353006
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2045-07-28
            0.000000000000
            USD
            143632.060000000000
            USD
            242600000.000000000000
            USD
            55408373.000000000000
          
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.25% 07-31-25
        91282CAB7
        
          
          
        
        138658100.000000000000
        PA
        USD
        132096868.040000000000
        0.5672920809
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-07-31
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.375% 08-15-50
        912810SP4
        
          
          
        
        518080000.000000000000
        PA
        USD
        427025160.450000000000
        1.8338662789
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2050-08-15
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS RECFIX USD 2.5775% 07-16-21/07-16-22 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        5517920.500000000000
        0.0236967965
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2022-07-16
            0.000000000000
            USD
            0.000000000000
            USD
            694646000.000000000000
            USD
            5517920.500000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX USD 2.4325% 12-21-18/12-21-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -1825771.400000000000
        -0.0078408040
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2023-12-21
            0.000000000000
            USD
            0.000000000000
            USD
            94000000.000000000000
            USD
            -1825771.400000000000
          
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 0.625% 08-15-30
        91282CAE1
        
          
          
        
        30950000.000000000000
        PA
        USD
        28086914.540000000000
        0.1206196970
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 0.5% 08-31-27
        91282CAH4
        
          
          
        
        101955000.000000000000
        PA
        USD
        95223951.290000000000
        0.4089407590
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-08-31
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.25% 08-31-25
        91282CAJ0
        
          
          
        
        45500000.000000000000
        PA
        USD
        43273894.300000000000
        0.1858404208
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-08-31
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.375% 09-30-27
        91282CAL5
        
          
          
        
        70750000.000000000000
        PA
        USD
        65537621.100000000000
        0.2814523463
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-09-30
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX USD 2.32625% 04-18-19/04-18-29 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -2953694.700000000000
        -0.0126846884
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2029-04-18
            0.000000000000
            USD
            0.000000000000
            USD
            60500000.000000000000
            USD
            -2953694.700000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS RECFIX USD 1.2525% 02-14-20/02-14-23 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        1733604.360000000000
        0.0074449912
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2023-02-14
            0.000000000000
            USD
            0.000000000000
            USD
            586310999.000000000000
            USD
            1733604.360000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX USD 0.5385% 03-26-20/03-26-30 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        19304202.720000000000
        0.0829022027
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2030-03-26
            0.000000000000
            USD
            0.000000000000
            USD
            233200000.000000000000
            USD
            19304202.720000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX USD 0.1275% 06-25-20/06-25-25 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        6844678.460000000000
        0.0293945795
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2025-06-25
            0.000000000000
            USD
            0.000000000000
            USD
            148100000.000000000000
            USD
            6844678.460000000000
          
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.25% 09-30-25
        91282CAM3
        
          
          
        
        37000000.000000000000
        PA
        USD
        35146218.600000000000
        0.1509359895
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-09-30
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.125% 10-31-22
        91282CAR2
        
          
          
        
        53067800.000000000000
        PA
        USD
        52837400.840000000000
        0.2269110503
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2022-10-31
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX USD 0.126% 06-25-20/06-25-25 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        6851935.360000000000
        0.0294257443
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2025-06-25
            0.000000000000
            USD
            0.000000000000
            USD
            148100000.000000000000
            USD
            6851935.360000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX USD 0.106% 06-30-20/06-30-25 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        7792111.160000000000
        0.0334633441
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2025-06-30
            0.000000000000
            USD
            0.000000000000
            USD
            165373000.000000000000
            USD
            7792111.160000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        8819122.620000000000
        0.0378738610
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
              
                
              
            
            
            2030-11-19
            0.000000000000
            USD
            0.000000000000
            USD
            111300000.000000000000
            USD
            8819122.620000000000
          
        
        
          N
          N
          N
        
      
      
        RISKLESS ISSUER
        N/A
        OIS RECFIX USD 0.2405% 03-01-21/03-01-24 LCH
        N/A
        
          
        
        1.000000000000
        NC
        USD
        -10906775.000000000000
        -0.0468393171
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              LCH.CLEARNET (US) LLC
              WAM6YERMS7OXFZUOY219
            
            Y
            
            
              
                
              
            
            2024-03-01
            0.000000000000
            USD
            0.000000000000
            USD
            467500000.000000000000
            USD
            -10906775.000000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        EURO$ 90DAY FUT EDZ2 12-19-22
        N/A
        
          
          
        
        5309.000000000000
        NC
        USD
        -10552564.400000000000
        -0.0453181541
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                EURO$ 90DAY FUT EDZ2 12-19-22
                
                  
                
              
            
            2022-12-19
            1304354937.500000000000
            USD
            -10552564.400000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        EURO$ 90DAY FUT EDU3 09-18-23
        N/A
        
          
          
        
        24746.000000000000
        NC
        USD
        -78612638.600000000000
        -0.3376032149
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                EURO$ 90DAY FUT EDU3 09-18-23
                
                  
                
              
            
            2023-09-18
            6054418225.000000000000
            USD
            -78612638.600000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        EURO$ 90DAY FUT EDZ3 12-18-23
        N/A
        
          
          
        
        15270.000000000000
        NC
        USD
        44272077.320000000000
        0.1901271335
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                EURO$ 90DAY FUT EDZ3 12-18-23
                
                  
                
              
            
            2023-12-18
            -3735614625.000000000000
            USD
            44272077.320000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        EURO$ 90DAY FUT EDZ4 12-16-24
        N/A
        
          
          
        
        17470.000000000000
        NC
        USD
        17108071.260000000000
        0.0734708815
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                EURO$ 90DAY FUT EDZ4 12-16-24
                
                  
                
              
            
            2024-12-16
            -4279713250.000000000000
            USD
            17108071.260000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        FED FUND 30DAY FUT FFJ2 04-29-22
        N/A
        
          
          
        
        6239.000000000000
        NC
        USD
        4145073.800000000000
        0.0178010847
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                FED FUND 30DAY FUT FFJ2 04-29-22
                
                  
                
              
            
            2022-05-02
            2590692030.450000000000
            USD
            4145073.800000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        FED FUND 30DAY FUT FFK2 05-31-22
        N/A
        
          
          
        
        5189.000000000000
        NC
        USD
        505765.400000000000
        0.0021720175
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                FED FUND 30DAY FUT FFK2 05-31-22
                
                  
                
              
            
            2022-06-01
            2149282762.200000000000
            USD
            505765.400000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        FED FUND 30DAY FUT FFN2 07-29-22
        N/A
        
          
          
        
        855.000000000000
        NC
        USD
        -104980.910000000000
        -0.0004508422
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                FED FUND 30DAY FUT FFN2 07-29-22
                
                  
                
              
            
            2022-08-01
            353214504.900000000000
            USD
            -104980.910000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        UST 10YR FUT TYM2 06-21-22
        N/A
        
          
          
        
        1167.000000000000
        NC
        USD
        592358.840000000000
        0.0025438944
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                UST 10YR FUT TYM2 06-21-22
                
                  
                
              
            
            2022-06-21
            148719562.500000000000
            USD
            592358.840000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        UST 20YR FUT USM2 06-21-22
        N/A
        
          
          
        
        3537.000000000000
        NC
        USD
        7884858.830000000000
        0.0338616505
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                UST 20YR FUT USM2 06-21-22
                
                  
                
              
            
            2022-06-21
            554203687.500000000000
            USD
            7884858.830000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        UST 30YR FUT ULTRA WNM2 06-21-22
        N/A
        
          
          
        
        574.000000000000
        NC
        USD
        814002.110000000000
        0.0034957449
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                UST 30YR FUT ULTRA WNM2 06-21-22
                
                  
                
              
            
            2022-06-21
            106728125.000000000000
            USD
            814002.110000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        UST 10YR FUT ULTRA UXYM2 06-21-22
        N/A
        
          
          
        
        5739.000000000000
        NC
        USD
        5316609.600000000000
        0.0228322637
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                UST 10YR FUT ULTRA UXYM2 06-21-22
                
                  
                
              
            
            2022-06-21
            811082138.070000000000
            USD
            5316609.600000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        UST 5YR FUT FVM2 06-30-22
        N/A
        
          
          
        
        129.000000000000
        NC
        USD
        53584.020000000000
        0.0002301174
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                UST 5YR FUT FVM2 06-30-22
                
                  
                
              
            
            2022-06-30
            15258281.250000000000
            USD
            53584.020000000000
          
        
        
          N
          N
          N
        
      
      
        CME CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        UST 2YR FUT TUM2 06-30-22
        N/A
        
          
          
        
        16765.000000000000
        NC
        USD
        -9862811.860000000000
        -0.0423560009
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              CME Clearing
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CME CHICAGO MERCANTILE EXCHANGE
                UST 2YR FUT TUM2 06-30-22
                
                  
                
              
            
            2022-06-30
            -3608273278.400000000000
            USD
            -9862811.860000000000
          
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 8.0 735571 11-01-31
        31402RFL8
        
          
          
        
        88037.630000000000
        PA
        USD
        94285.840000000000
        0.0004049120
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2031-11-01
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT
        N/A
        HUD 15-A 10 2.85% 08-01-24
        911759MF2
        
          
          
        
        750000.000000000000
        PA
        USD
        771714.230000000000
        0.0033141389
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2024-08-01
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT
        N/A
        HUD 15-A 13 3.15% 08-01-27
        911759MJ4
        
          
          
        
        3850000.000000000000
        PA
        USD
        3968478.750000000000
        0.0170426945
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2027-08-01
          Fixed
          3.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT
        N/A
        HUD 15-A 12 3.10% 08-01-26
        911759MH8
        
          
          
        
        875000.000000000000
        PA
        USD
        902482.880000000000
        0.0038757269
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2026-08-01
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT
        N/A
        HUD 15-A 18 3.60% 08-01-32
        911759MP0
        
          
          
        
        800000.000000000000
        PA
        USD
        838194.400000000000
        0.0035996391
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2032-08-01
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 0.5% 10-31-27
        91282CAU5
        
          
          
        
        22750000.000000000000
        PA
        USD
        21196677.780000000000
        0.0910294667
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-10-31
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.25% 10-31-25
        91282CAT8
        
          
          
        
        71150000.000000000000
        PA
        USD
        67487617.790000000000
        0.2898266378
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-10-31
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.375% 11-30-25
        91282CAZ4
        
          
          
        
        72302800.000000000000
        PA
        USD
        68803807.220000000000
        0.2954790340
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-11-30
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 0.625% 12-31-27
        91282CBB6
        
          
          
        
        47531000.000000000000
        PA
        USD
        44501459.620000000000
        0.1911122194
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2027-12-31
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 0.75% 01-31-28
        91282CBJ9
        
          
          
        
        4698800.000000000000
        PA
        USD
        4425943.970000000000
        0.0190072861
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-01-31
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.375% 01-31-26
        91282CBH3
        
          
          
        
        304840000.000000000000
        PA
        USD
        289334557.270000000000
        1.2425518144
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-01-31
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.125% 02-29-28
        91282CBP5
        
          
          
        
        64705000.000000000000
        PA
        USD
        62314887.890000000000
        0.2676122678
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-02-29
          Fixed
          1.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 0.5% 02-28-26
        91282CBQ3
        
          
          
        
        3000000.000000000000
        PA
        USD
        2858173.500000000000
        0.0122744711
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-02-28
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.25% 03-31-28
        91282CBS9
        
          
          
        
        523798800.000000000000
        PA
        USD
        507608912.410000000000
        2.1799344712
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-03-31
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.125% 03-31-23
        91282CBU4
        
          
          
        
        79428000.000000000000
        PA
        USD
        78569335.660000000000
        0.3374172498
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-03-31
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.75% 03-31-26
        91282CBT7
        
          
          
        
        97900400.000000000000
        PA
        USD
        94135767.390000000000
        0.4042675361
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-03-31
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.375% 04-15-24
        91282CBV2
        
          
          
        
        150000000.000000000000
        PA
        USD
        146447310.000000000000
        0.6289202799
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q47615 04-01-47
        3132WMN91
        
          
          
        
        595253.640000000000
        PA
        USD
        620931.690000000000
        0.0026666009
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 AT3954 04-01-43
        3138WRMC1
        
          
          
        
        86675.110000000000
        PA
        USD
        89772.360000000000
        0.0003855288
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.25% 04-30-28
        91282CBZ3
        
          
          
        
        170166600.000000000000
        PA
        USD
        164807934.650000000000
        0.7077702717
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-04-30
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE FRN 04-30-23
        91282CBY6
        
          
          
        
        50000000.000000000000
        PA
        USD
        50066185.000000000000
        0.2150100202
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-04-30
          Variable
          0.4143653600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.625% 05-15-31
        91282CCB5
        
          
          
        
        330004400.000000000000
        PA
        USD
        324612986.120000000000
        1.3940555829
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-05-15
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.375% 05-15-51
        912810SX7
        
          
          
        
        59320400.000000000000
        PA
        USD
        61919244.520000000000
        0.2659131711
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2051-05-15
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.25% 05-31-28
        91282CCE9
        
          
          
        
        6300000.000000000000
        PA
        USD
        6096956.040000000000
        0.0261834738
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-05-31
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.75% 05-31-26
        91282CCF6
        
          
          
        
        1500000.000000000000
        PA
        USD
        1439668.200000000000
        0.0061826778
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-05-31
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 4.0 Q56599 06-01-48
        3132Y0KM1
        
          
          
        
        1406005.780000000000
        PA
        USD
        1497129.010000000000
        0.0064294441
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-06-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q18236 05-01-43
        3132J9S25
        
          
          
        
        574058.400000000000
        PA
        USD
        604292.910000000000
        0.0025951454
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.125% 06-30-23
        91282CCK5
        
          
          
        
        30000000.000000000000
        PA
        USD
        29558253.000000000000
        0.1269383832
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2023-06-30
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.25% 06-30-28
        91282CCH2
        
          
          
        
        70500000.000000000000
        PA
        USD
        68161980.300000000000
        0.2927226982
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-06-30
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.625% 07-31-26
        91282CCP4
        
          
          
        
        34274800.000000000000
        PA
        USD
        32653588.250000000000
        0.1402313492
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-07-31
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 2.0% 08-15-51
        912810SZ2
        
          
          
        
        169919800.000000000000
        PA
        USD
        163173270.280000000000
        0.7007501799
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2051-08-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 BE8740 05-01-47
        3140FUWA2
        
          
          
        
        694135.170000000000
        PA
        USD
        725536.460000000000
        0.0031158278
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q54782 03-01-48
        3132XXJ42
        
          
          
        
        464702.920000000000
        PA
        USD
        482211.530000000000
        0.0020708650
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 AW8240 10-01-44
        3138XYEN0
        
          
          
        
        38120.930000000000
        PA
        USD
        39300.960000000000
        0.0001687786
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-10-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 4.5 Q57242 07-01-48
        3132Y1BL1
        
          
          
        
        561038.880000000000
        PA
        USD
        602376.790000000000
        0.0025869166
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-07-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.375% 08-15-24
        91282CCT6
        
          
          
        
        23000000.000000000000
        PA
        USD
        22336224.600000000000
        0.0959232684
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 1.25% 08-15-31
        91282CCS8
        
          
          
        
        4538000.000000000000
        PA
        USD
        4313212.890000000000
        0.0185231607
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-08-15
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.75% 08-31-26
        91282CCW9
        
          
          
        
        111519100.000000000000
        PA
        USD
        106766356.690000000000
        0.4585098008
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2026-08-31
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.125% 08-31-28
        91282CCV1
        
          
          
        
        3000000.000000000000
        PA
        USD
        2873927.100000000000
        0.0123421252
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2028-08-31
          Fixed
          1.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 4.5 Q58411 09-01-48
        3132Y2KZ8
        
          
          
        
        1856555.850000000000
        PA
        USD
        2008433.260000000000
        0.0086252483
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-09-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 4.0 Q55970 05-01-48
        3132XYT49
        
          
          
        
        468311.450000000000
        PA
        USD
        501044.080000000000
        0.0021517417
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-05-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q17696 04-01-43
        3132J87J3
        
          
          
        
        353234.050000000000
        PA
        USD
        371857.260000000000
        0.0015969469
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.0 AJ1873 10-01-41
        3138ATCK4
        
          
          
        
        270533.100000000000
        PA
        USD
        290303.660000000000
        0.0012467136
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q55060 04-01-48
        3132XXTS8
        
          
          
        
        202198.980000000000
        PA
        USD
        210040.260000000000
        0.0009020212
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q54698 03-01-48
        3132XXGG8
        
          
          
        
        195380.750000000000
        PA
        USD
        205445.010000000000
        0.0008822868
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.625% 10-15-24
        91282CDB4
        
          
          
        
        428000000.000000000000
        PA
        USD
        417433236.400000000000
        1.7926736100
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-10-15
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.375% 11-15-31
        91282CDJ7
        
          
          
        
        160242700.000000000000
        PA
        USD
        153774551.490000000000
        0.6603872339
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2031-11-15
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 AL3829 06-01-43
        3138ELHF3
        
          
          
        
        1425113.970000000000
        PA
        USD
        1503785.960000000000
        0.0064580325
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 4.5 Q58436 09-01-48
        3132Y2LS3
        
          
          
        
        845184.880000000000
        PA
        USD
        920372.530000000000
        0.0039525543
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-09-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY BOND 1.875% 11-15-51
        912810TB4
        
          
          
        
        92644700.000000000000
        PA
        USD
        86497548.130000000000
        0.3714650831
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2051-11-15
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        254900HROIFWPRGM1V77
        US TREASURY NOTE 0.875% 01-31-24
        91282CDV0
        
          
          
        
        32292900.000000000000
        PA
        USD
        31951069.970000000000
        0.1372143733
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-01-31
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC - SCRT SCRT_17-3
        N/A
        SCRT 17-3 HT 3.25% 07-25-56
        35563PBX6
        
          
          
        
        2129252.560000000000
        PA
        USD
        2200182.220000000000
        0.0094487172
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2056-07-25
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC - SCRT SCRT_17-3
        N/A
        SCRT 17-3 MT 3.0% 07-25-56
        35563PBS7
        
          
          
        
        10673259.050000000000
        PA
        USD
        10910963.200000000000
        0.0468573034
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2056-07-25
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_18-1SC
        N/A
        SCRT 18-1 HT 3.0% 05-25-57
        35563PDT3
        
          
          
        
        11622128.350000000000
        PA
        USD
        11853373.840000000000
        0.0509045007
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2057-05-25
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 BN6708 06-01-49
        3140JPN27
        
          
          
        
        14086178.910000000000
        PA
        USD
        14674544.520000000000
        0.0630200626
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCI UMBS 3.5 AY1948 01-01-30
        3138YFEW0
        
          
          
        
        110867.560000000000
        PA
        USD
        114841.610000000000
        0.0004931891
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2030-01-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCI UMBS 3.5 AZ0554 10-01-30
        3138YRTL2
        
          
          
        
        135900.310000000000
        PA
        USD
        140953.900000000000
        0.0006053287
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2030-10-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 3.0 SD0187 01-01-50
        3132DMF42
        
          
          
        
        7718619.280000000000
        PA
        USD
        7880849.220000000000
        0.0338444311
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-01-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 FM2179 01-01-50
        3140X5M59
        
          
          
        
        18787465.780000000000
        PA
        USD
        19128214.050000000000
        0.0821464166
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-01-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 FM2664 03-01-50
        3140X56A6
        
          
          
        
        25622378.060000000000
        PA
        USD
        26715531.200000000000
        0.1147302696
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 FM2777 03-01-50
        3140X6CP4
        
          
          
        
        5049303.220000000000
        PA
        USD
        5130238.500000000000
        0.0220318901
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS ZA6700 04-01-49
        31329QNR8
        
          
          
        
        13118156.890000000000
        PA
        USD
        13616213.950000000000
        0.0584750453
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 CA5539 04-01-50
        3140QDEM2
        
          
          
        
        22691118.160000000000
        PA
        USD
        23079113.590000000000
        0.0991136169
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 3.0 RA1339 09-01-49
        3133KGPY8
        
          
          
        
        4923537.710000000000
        PA
        USD
        5003082.390000000000
        0.0214858161
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 3.5 SD7502 07-01-49
        3132DVKP9
        
          
          
        
        9055805.640000000000
        PA
        USD
        9400668.830000000000
        0.0403713204
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-07-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 FM2656 01-01-49
        3140X55S8
        
          
          
        
        2869123.340000000000
        PA
        USD
        2990203.210000000000
        0.0128414748
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-01-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 FM2389 02-01-50
        3140X5UP6
        
          
          
        
        2379221.900000000000
        PA
        USD
        2472846.660000000000
        0.0106196789
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 3.5 QA1442 08-01-49
        31334XS75
        
          
          
        
        4819856.300000000000
        PA
        USD
        5021499.810000000000
        0.0215649100
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 FM1220 07-01-49
        3140X4LA2
        
          
          
        
        3483162.070000000000
        PA
        USD
        3628793.080000000000
        0.0155839091
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-07-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHR 3156 PO PAC PO .0% 05-15-36
        31396RAU1
        
          
          
        
        544278.660000000000
        PA
        USD
        492319.100000000000
        0.0021142721
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2036-05-15
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHR 3146 PO PAC PO .0% 04-15-36
        31396JXH3
        
          
          
        
        207400.380000000000
        PA
        USD
        184713.060000000000
        0.0007932531
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2036-04-15
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 BO2890 11-01-49
        3140JXF86
        
          
          
        
        3819639.750000000000
        PA
        USD
        3882587.410000000000
        0.0166738328
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS AS8804 02-01-47
        3138WJYA0
        
          
          
        
        13479017.790000000000
        PA
        USD
        14060408.260000000000
        0.0603826448
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 FM2822 03-01-50
        3140X6D40
        
          
          
        
        14446944.770000000000
        PA
        USD
        14690968.110000000000
        0.0630905940
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 3.5 SD7513 04-01-50
        3132DVK20
        
          
          
        
        88921600.500000000000
        PA
        USD
        92665377.720000000000
        0.3979529245
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 CA5338 03-01-50
        3140QC4Y9
        
          
          
        
        6404091.010000000000
        PA
        USD
        6496117.800000000000
        0.0278976802
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 3.0 RA2319 03-01-50
        3133KHSG2
        
          
          
        
        10854314.870000000000
        PA
        USD
        11013222.040000000000
        0.0472964556
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 BO2264 10-01-49
        3140JWQS2
        
          
          
        
        42493662.840000000000
        PA
        USD
        43207513.880000000000
        0.1855553491
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-10-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCT UMBS 4.0 MA3099 08-01-37
        31418CNR1
        
          
          
        
        3657118.640000000000
        PA
        USD
        3869677.690000000000
        0.0166183918
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2037-08-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 4.5 SD8053 03-01-50
        3132DV5N1
        
          
          
        
        500525.600000000000
        PA
        USD
        529956.510000000000
        0.0022759066
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-03-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER SCRT_18-2
        N/A
        SCRT 18-2 MA 3.5% 11-25-57
        35563PFG9
        
          
          
        
        4196772.040000000000
        PA
        USD
        4314642.580000000000
        0.0185293005
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2057-11-26
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCN UMBS 1.5 QS0124 11-01-30
        3133HMD55
        
          
          
        
        715712.800000000000
        PA
        USD
        701546.700000000000
        0.0030128034
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2030-11-01
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNMDI6 3.0 BF0497 07-01-60
        3140FXRT1
        
          
          
        
        11171111.280000000000
        PA
        USD
        11408139.920000000000
        0.0489924366
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2060-07-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCI UMBS 4.0 MA2717 08-01-36
        31418CAT1
        
          
          
        
        4490019.460000000000
        PA
        USD
        4792319.000000000000
        0.0205806894
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-08-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCI UMBS 4.0 MA2746 09-01-36
        31418CBQ6
        
          
          
        
        3955482.420000000000
        PA
        USD
        4212149.720000000000
        0.0180891433
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-09-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNMDI4 3.5 BF0481 06-01-60
        3140FXRB0
        
          
          
        
        16815358.500000000000
        PA
        USD
        17583870.830000000000
        0.0755142103
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2060-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNMDI4 3.5 BF0379 04-01-59
        3140FXM58
        
          
          
        
        24064269.480000000000
        PA
        USD
        25164223.170000000000
        0.1080681528
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2059-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 CB0041 04-01-51
        3140QKBK3
        
          
          
        
        36761564.430000000000
        PA
        USD
        37582633.970000000000
        0.1613992137
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNMDI4 3.5 BF0480 06-01-60
        3140FXRA2
        
          
          
        
        10409528.030000000000
        PA
        USD
        10945702.000000000000
        0.0470064897
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2060-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCT UMBS 2.0 MA4387 07-01-41
        31418D2V3
        
          
          
        
        2245137.940000000000
        PA
        USD
        2188306.760000000000
        0.0093977179
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-07-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNMDI3 5.5 BF0320 01-01-49
        3140FXLA8
        
          
          
        
        4346151.450000000000
        PA
        USD
        4912207.250000000000
        0.0210955514
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-01-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCT UMBS 4.0 MA2588 04-01-36
        31418B2W5
        
          
          
        
        5037928.100000000000
        PA
        USD
        5364975.280000000000
        0.0230399709
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-04-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCT UMBS 4.0 AS6870 03-01-36
        3138WGT46
        
          
          
        
        2256909.270000000000
        PA
        USD
        2394228.660000000000
        0.0102820527
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 FM7694 06-01-51
        3140XBRQ5
        
          
          
        
        52673598.340000000000
        PA
        USD
        53600969.710000000000
        0.2301902089
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-06-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 G67700 08-01-46
        3132XCRV9
        
          
          
        
        3675050.320000000000
        PA
        USD
        3859464.350000000000
        0.0165745305
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 G60238 10-01-45
        31335AHP6
        
          
          
        
        9993419.560000000000
        PA
        USD
        10496748.130000000000
        0.0450784502
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-10-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 FM9632 11-01-51
        3140XDV29
        
          
          
        
        19907657.760000000000
        PA
        USD
        20264582.160000000000
        0.0870265673
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 FM9631 11-01-51
        3140XDVZ6
        
          
          
        
        8375387.120000000000
        PA
        USD
        8544620.190000000000
        0.0366950060
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 CB2292 11-01-51
        3140QMRN6
        
          
          
        
        31257879.540000000000
        PA
        USD
        31983624.990000000000
        0.1373541814
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 CB2293 12-01-51
        3140QMRP1
        
          
          
        
        31191716.570000000000
        PA
        USD
        31822038.780000000000
        0.1366602469
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNMDI4 3.5 BM6693 08-01-59
        3140JBNK8
        
          
          
        
        9880172.400000000000
        PA
        USD
        10331656.760000000000
        0.0443694627
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2059-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 2.5 CB2371 12-01-51
        3140QMT53
        
          
          
        
        8855193.620000000000
        PA
        USD
        8799928.360000000000
        0.0377914310
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 CB2414 12-01-51
        3140QMVG6
        
          
          
        
        66824429.030000000000
        PA
        USD
        68582245.640000000000
        0.2945275343
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCT UMBS 4.0 MA2787 10-01-36
        31418CCZ5
        
          
          
        
        7894270.130000000000
        PA
        USD
        8388277.770000000000
        0.0360235910
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCT UMBS 4.0 MA2819 11-01-36
        31418CDZ4
        
          
          
        
        489984.560000000000
        PA
        USD
        521810.040000000000
        0.0022409214
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-11-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGTW 4.0 C91909 11-01-36
        3128P8DN8
        
          
          
        
        79247.170000000000
        PA
        USD
        84237.920000000000
        0.0003617611
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-11-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCT UMBS 4.0 MA2856 12-01-36
        31418CE67
        
          
          
        
        11440.890000000000
        PA
        USD
        12139.530000000000
        0.0000521334
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-12-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 2.5 SD7545 09-01-51
        3132DVL29
        
          
          
        
        7389551.820000000000
        PA
        USD
        7345687.440000000000
        0.0315461704
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 2.5 FM9492 11-01-51
        3140XDRN8
        
          
          
        
        15421617.460000000000
        PA
        USD
        15321006.830000000000
        0.0657963052
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-11-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_12-M13
        N/A
        FNA 12-M13 A2 (MF) 2.377% 05-25-22
        3136A8G61
        
          
          
        
        64037.520000000000
        PA
        USD
        64151.960000000000
        0.0002755016
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2022-05-25
          Fixed
          2.377000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIEMAE-ACES FNMA_15-M4
        N/A
        FNA 15-M4 AV2 (MF) FRN 07-25-22
        3136AMM48
        
          
          
        
        114201.860000000000
        PA
        USD
        114249.820000000000
        0.0004906477
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2022-07-25
          Variable
          2.5090000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIEMAE-ACES FNMA_13-M12
        N/A
        FNA 13-M12 APT (MF) FRN 03-25-23
        3136AGMB5
        
          
          
        
        1075127.720000000000
        PA
        USD
        1079426.080000000000
        0.0046356123
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2023-03-25
          Variable
          2.4090000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNR 06-56 OG PAC PO 0.0% 07-25-36
        31395NXW2
        
          
          
        
        301658.240000000000
        PA
        USD
        278467.060000000000
        0.0011958812
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2036-07-25
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 2.5 CB2319 12-01-51
        3140QMSH8
        
          
          
        
        3421923.180000000000
        PA
        USD
        3399639.620000000000
        0.0145998059
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 2.5 CB2372 12-01-51
        3140QMT61
        
          
          
        
        1657567.500000000000
        PA
        USD
        1647282.290000000000
        0.0070742797
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNR 06-83 AO PAC PO .0% 09-25-36
        31396KD74
        
          
          
        
        470586.250000000000
        PA
        USD
        429275.840000000000
        0.0018435319
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2036-09-25
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIEMAE-ACES FNMA_16-M2
        N/A
        FNA 16-M2 AV2 (MF) 2.152% 01-25-23
        3136AQ5E6
        
          
          
        
        1007988.770000000000
        PA
        USD
        1010503.700000000000
        0.0043396241
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2023-01-25
          Fixed
          2.152000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 2.5 FM9804 12-01-51
        3140XD3N4
        
          
          
        
        8328590.150000000000
        PA
        USD
        8291436.310000000000
        0.0356077039
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 2.5 FM9694 11-01-51
        3140XDXY7
        
          
          
        
        7655877.150000000000
        PA
        USD
        7627887.260000000000
        0.0327580820
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-11-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE-ACES FNMA_16-M5
        N/A
        FNA 16-M5 A1 (MF) 2.073% 04-25-26
        3136AR4Z8
        
          
          
        
        1232736.350000000000
        PA
        USD
        1238245.450000000000
        0.0053176646
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2026-04-25
          Fixed
          2.073000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHR 3213 OG PAC PO .0% 09-15-36
        31397B2P5
        
          
          
        
        266084.840000000000
        PA
        USD
        248208.200000000000
        0.0010659340
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2036-09-15
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 2.5 BT9510 12-01-51
        3140LYR88
        
          
          
        
        1290673.370000000000
        PA
        USD
        1282618.280000000000
        0.0055082244
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 3.0 RA5971 09-01-51
        3133KMT47
        
          
          
        
        2368249.110000000000
        PA
        USD
        2416101.950000000000
        0.0103759879
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNR 01-25 ZA 6.5% 06-25-31
        31359SU65
        
          
          
        
        121111.020000000000
        PA
        USD
        131688.010000000000
        0.0005655362
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2031-06-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE ACES FNMA_16-M4
        N/A
        FNA 16-M4 A1 (MF) 2.187% 03-25-26
        3136ARTY4
        
          
          
        
        849249.900000000000
        PA
        USD
        852437.980000000000
        0.0036608083
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2026-03-25
          Fixed
          2.187000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 2.5 QD3220 12-01-51
        3133B0SH7
        
          
          
        
        1587145.590000000000
        PA
        USD
        1577240.210000000000
        0.0067734829
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 2.5 BT9483 12-01-51
        3140LYRD7
        
          
          
        
        1293899.020000000000
        PA
        USD
        1283870.010000000000
        0.0055136000
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHR 3156 PF PAC1 FRN (L+25) 05-15-36
        31396RAR8
        
          
          
        
        646361.040000000000
        PA
        USD
        648023.480000000000
        0.0027829470
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2036-05-15
          Variable
          0.4411400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNR 06-65 PF PAC1 FRN (L+28) 07-25-36
        31396KAC6
        
          
          
        
        335453.760000000000
        PA
        USD
        336617.780000000000
        0.0014456104
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2036-07-25
          Variable
          0.4668600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 BM1179 04-01-47
        3140J5JZ3
        
          
          
        
        161600.140000000000
        PA
        USD
        165641.270000000000
        0.0007113490
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 AS8310 11-01-46
        3138WJGU6
        
          
          
        
        156256.860000000000
        PA
        USD
        160752.840000000000
        0.0006903556
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNMDI4 5.5 BF0141 09-01-56
        3140FXEP3
        
          
          
        
        504658.440000000000
        PA
        USD
        575059.810000000000
        0.0024696034
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2056-09-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 CB2544 01-01-52
        3140QMZJ6
        
          
          
        
        23030233.630000000000
        PA
        USD
        23435105.140000000000
        0.1006424282
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-01-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE ACES FNMA_16-M3
        N/A
        FNA 16-M3 ASQ2 (MF) 2.263% 02-25-23
        3136ARTB4
        
          
          
        
        52523.960000000000
        PA
        USD
        52497.590000000000
        0.0002254517
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2023-02-25
          Fixed
          2.263000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIEMAE-ACES FNMA_16-M6
        N/A
        FNA 16-M6 A1 (MF) 2.137% 05-26-26
        3136ASVY9
        
          
          
        
        87849.030000000000
        PA
        USD
        88055.040000000000
        0.0003781538
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2026-05-25
          Fixed
          2.137000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCT UMBS 2.0 RB5148 03-01-42
        3133KYWH8
        
          
          
        
        21986139.000000000000
        PA
        USD
        21417093.750000000000
        0.0919760465
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-03-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCT UMBS 2.0 MA4540 02-01-42
        31418EBJ8
        
          
          
        
        11281680.150000000000
        PA
        USD
        10989698.990000000000
        0.0471954354
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-02-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 MA2833 12-01-46
        31418CEF7
        
          
          
        
        7538318.950000000000
        PA
        USD
        7770099.640000000000
        0.0333688153
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-12-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE ACES FNMA_16-M9
        N/A
        FNA 16-M9 A1 (MF) 2.003% 06-25-26
        3136ATYS7
        
          
          
        
        111620.810000000000
        PA
        USD
        112113.840000000000
        0.0004814747
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2026-06-25
          Fixed
          2.003000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCT UMBS 2.0 MA4570 03-01-42
        31418ECG3
        
          
          
        
        11032474.000000000000
        PA
        USD
        10750208.150000000000
        0.0461669383
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-03-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCT UMBS 2.0 RB5153 04-01-42
        3133KYWN5
        
          
          
        
        13349123.000000000000
        PA
        USD
        13001511.840000000000
        0.0558351974
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-03-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCT UMBS 2.0 MA4586 04-01-42
        31418ECY4
        
          
          
        
        3448212.000000000000
        PA
        USD
        3358420.560000000000
        0.0144227900
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-03-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 2.5 FS0433 12-01-51
        3140XFPT2
        
          
          
        
        48789938.280000000000
        PA
        USD
        48697774.090000000000
        0.2091333580
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHR 1567 A FRN (L+40) 08-15-23
        3133T0WA8
        
          
          
        
        3803.680000000000
        PA
        USD
        3801.690000000000
        0.0000163264
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2023-08-15
          Variable
          0.5062900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.5 AH0351 02-01-41
        3138A1L90
        
          
          
        
        319381.030000000000
        PA
        USD
        343105.290000000000
        0.0014734711
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-02-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 5.0 AI3510 06-01-41
        3138AG3U0
        
          
          
        
        481433.650000000000
        PA
        USD
        534962.330000000000
        0.0022974042
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 5.0 AI1862 05-01-41
        3138AFB82
        
          
          
        
        823276.560000000000
        PA
        USD
        914832.320000000000
        0.0039287618
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIEMAE-ACES FNMA_16-M11
        N/A
        FNA 16-M11 A1 (MF) 2.08% 07-25-26
        3136ATZ80
        
          
          
        
        1872592.200000000000
        PA
        USD
        1873187.680000000000
        0.0080444340
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2026-07-25
          Fixed
          2.080000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K058
        N/A
        FHLMC K058 A2 (MF) 2.653% 08-25-26
        3137BSP72
        
          
          
        
        3507000.000000000000
        PA
        USD
        3590989.140000000000
        0.0154215594
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2026-08-25
          Fixed
          2.653000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 5.0 AJ0704 09-01-41
        3138ARYA6
        
          
          
        
        430906.390000000000
        PA
        USD
        480130.980000000000
        0.0020619301
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-09-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 5.0 AJ5391 11-01-41
        3138AW7D9
        
          
          
        
        268241.440000000000
        PA
        USD
        298758.730000000000
        0.0012830241
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-11-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIEMAE-ACES FNMA_16-M12
        N/A
        FNA 16-M12 A1 (MF) 2.132% 09-25-26
        3136AUKW0
        
          
          
        
        445013.880000000000
        PA
        USD
        447147.280000000000
        0.0019202810
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2026-09-25
          Fixed
          2.132000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 G60744 200K MAX 07-01-46
        31335AZH4
        
          
          
        
        2191141.460000000000
        PA
        USD
        2299903.150000000000
        0.0098769703
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-07-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHARM FRN 760014 08-01-45
        31342WAP6
        
          
          
        
        872860.540000000000
        PA
        USD
        891211.560000000000
        0.0038273221
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-08-01
          Variable
          2.8320000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNIONP 6.5 888372 04-01-37
        31410F6H3
        
          
          
        
        18797.450000000000
        PA
        USD
        21057.110000000000
        0.0000904301
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2037-04-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 5.0 G06459 05-01-41
        3128M8QL1
        
          
          
        
        1480086.180000000000
        PA
        USD
        1650125.880000000000
        0.0070864916
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHMS KS01 A2 (MF) 2.522% 01-25-23
        3137B1U75
        
          
          
        
        3175433.670000000000
        PA
        USD
        3189469.090000000000
        0.0136972253
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2023-01-25
          Fixed
          2.522000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHMS K029 A2 (MF) 3.32% 02-25-23
        3137B36J2
        
          
          
        
        1353791.940000000000
        PA
        USD
        1375726.080000000000
        0.0059080773
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2023-02-25
          Fixed
          3.320000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHMS K031 A2 (MF) 3.3% 07-25-46/04-25-23
        3137B3NX2
        
          
          
        
        17787434.000000000000
        PA
        USD
        18124452.510000000000
        0.0778357468
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2023-04-25
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE ACES FNMA_17-M3
        N/A
        FNA 17-M3 AV2 (MF) FRN 05-25-24
        3136AVPR4
        
          
          
        
        947773.660000000000
        PA
        USD
        953584.460000000000
        0.0040951835
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2024-05-25
          Variable
          2.5460000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNIONP 6.5 256810 07-01-37
        31371NGT6
        
          
          
        
        43391.800000000000
        PA
        USD
        49244.660000000000
        0.0002114820
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2037-07-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHMS K031 A1 (MF) 2.778% 09-25-22
        3137B3NW4
        
          
          
        
        286652.200000000000
        PA
        USD
        287985.420000000000
        0.0012367579
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2022-09-25
          Fixed
          2.778000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNA 14-M3 A2 (MF) 3.46% 01-25-24
        3136AJLC8
        
          
          
        
        2360130.470000000000
        PA
        USD
        2412570.210000000000
        0.0103608208
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2024-01-25
          Variable
          3.5010000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNGT 99-T2 A1 7.5% 01-19-39
        31359VYH0
        
          
          
        
        111434.900000000000
        PA
        USD
        118011.120000000000
        0.0005068006
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2039-01-19
          Variable
          7.4999900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNR 2001-4 NA WAC FRN 10-25-25
        31359SGT1
        
          
          
        
        836.420000000000
        PA
        USD
        885.470000000000
        0.0000038027
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2025-10-25
          Variable
          9.0000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNIONP 7.0 256828 07-01-37
        31371NHD0
        
          
          
        
        14339.300000000000
        PA
        USD
        16177.710000000000
        0.0000694754
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2037-07-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNIONP 6.5 256860 08-01-37
        31371NJD8
        
          
          
        
        41750.100000000000
        PA
        USD
        47348.120000000000
        0.0002033372
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2037-08-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNGT 01-T10 A1 7.0% 12-25-41
        3139216A1
        
          
          
        
        39154.960000000000
        PA
        USD
        43605.040000000000
        0.0001872625
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2041-12-25
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K033
        N/A
        FHMS K033 A2 (MF) 3.06% 07-25-23
        3137B4WB8
        
          
          
        
        21150000.000000000000
        PA
        USD
        21531630.600000000000
        0.0924679268
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2023-07-25
          Variable
          3.0600000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 AT5898 06-01-43
        3138WTRU2
        
          
          
        
        9081648.140000000000
        PA
        USD
        9340547.770000000000
        0.0401131295
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-06-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNA 14-M1 A2 (MF) FRN 07-25-23
        3136AH2E9
        
          
          
        
        1899432.650000000000
        PA
        USD
        1931614.740000000000
        0.0082953499
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2023-07-25
          Variable
          3.0900000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 4.0 4367 02-20-39
        36202EZ85
        
          
          
        
        20948.900000000000
        PA
        USD
        22432.000000000000
        0.0000963346
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2039-02-20
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 4.35 AG8194 09-20-64
        36182DC78
        
          
          
        
        17685.030000000000
        PA
        USD
        18168.910000000000
        0.0000780267
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2064-09-20
          Fixed
          4.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K065
        N/A
        FHMS K065 A2 (MF) 3.243% 04-25-27/04-26-27
        3137F1G44
        
          
          
        
        1370000.000000000000
        PA
        USD
        1441115.330000000000
        0.0061888925
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2027-04-25
          Fixed
          3.243000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA_17-M10
        N/A
        FNA 17-M10 AV2 (MF) FRN 07-25-24
        3136AXVB8
        
          
          
        
        1608143.380000000000
        PA
        USD
        1631516.140000000000
        0.0070065718
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2024-07-25
          Variable
          2.5540000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNIONP 7.0 888698 10-01-37
        31410GKK8
        
          
          
        
        66450.830000000000
        PA
        USD
        75552.200000000000
        0.0003244601
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2037-10-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 CA0770 11-01-47
        3140Q72C0
        
          
          
        
        10684439.520000000000
        PA
        USD
        11096858.890000000000
        0.0476556353
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-11-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE ACES FNMA_17-M15
        N/A
        FNA 17-M15 AV2 (MF) FRN 11-15-24
        3136AY6S7
        
          
          
        
        1078426.630000000000
        PA
        USD
        1097694.880000000000
        0.0047140680
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2024-11-25
          Variable
          2.5760000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074
        N/A
        FHMS K074 A2 (MF) 3.6% 01-25-28
        3137F4D41
        
          
          
        
        560000.000000000000
        PA
        USD
        602981.120000000000
        0.0025895119
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2028-01-25
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCT UMBS 6.5 256993 11-01-27
        31371NNJ0
        
          
          
        
        102339.110000000000
        PA
        USD
        111782.350000000000
        0.0004800511
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2027-11-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCI UMBS 6.5 257055 12-01-27
        31371NQG3
        
          
          
        
        216174.100000000000
        PA
        USD
        236116.160000000000
        0.0010140046
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2027-12-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNIONP 6.0 970343 02-01-38
        31414MP42
        
          
          
        
        34116.180000000000
        PA
        USD
        35374.590000000000
        0.0001519167
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2038-02-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHARM FRN 1H1354 11-01-36
        3128NGE35
        
          
          
        
        106687.360000000000
        PA
        USD
        112692.150000000000
        0.0004839582
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2036-11-01
          Variable
          2.3400000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 12-H23 FI I/O FRN 10-20-62
        38375BXS6
        
          
          
        
        153479.930000000000
        PA
        USD
        1834.390000000000
        0.0000078778
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2062-10-20
          Variable
          0.5468500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 11-H02 BI I/O FRN 02-20-61
        38375BJX1
        
          
          
        
        483995.230000000000
        PA
        USD
        4490.020000000000
        0.0000192825
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2061-02-20
          Variable
          0.0368300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 03-46 NB PAC1 5.0% 06-20-33
        38373Q3R0
        
          
          
        
        178114.400000000000
        PA
        USD
        184394.000000000000
        0.0007918829
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2033-06-20
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
        549300M8ZYFG0OCMTT87
        GNSF 6.0 782365 07-15-38
        36241KTW8
        
          
          
        
        159966.110000000000
        PA
        USD
        182634.590000000000
        0.0007843271
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2038-07-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
        549300M8ZYFG0OCMTT87
        GNSF 5.5 700778 10-15-38
        36296TQ71
        
          
          
        
        72877.580000000000
        PA
        USD
        82473.440000000000
        0.0003541835
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2038-10-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
        549300M8ZYFG0OCMTT87
        GNSF 5.0 698406 07-15-39
        36296Q3P2
        
          
          
        
        332064.300000000000
        PA
        USD
        376049.870000000000
        0.0016149521
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2039-07-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNIONP 7.0 889388 03-01-38
        31410KCZ5
        
          
          
        
        140090.500000000000
        PA
        USD
        157713.180000000000
        0.0006773017
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2038-03-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 BD2440 01-01-47
        3140F9WA9
        
          
          
        
        456999.400000000000
        PA
        USD
        476667.740000000000
        0.0020470571
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-01-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC Z40130 01-01-46
        3132FCEB7
        
          
          
        
        2554642.550000000000
        PA
        USD
        2635021.820000000000
        0.0113161427
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-01-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.0 G61082 07-01-43
        31335BFX9
        
          
          
        
        6415454.020000000000
        PA
        USD
        6619202.420000000000
        0.0284262691
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-07-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 4.5 004636 02-20-40
        36202FEH5
        
          
          
        
        494995.780000000000
        PA
        USD
        538876.170000000000
        0.0023142122
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-02-20
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 4.5 MA5764 02-20-49
        36179UMM1
        
          
          
        
        15201910.510000000000
        PA
        USD
        15954572.300000000000
        0.0685171621
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-02-20
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.0 AY3880 11-01-45
        3138YHJ27
        
          
          
        
        113863.150000000000
        PA
        USD
        119499.490000000000
        0.0005131924
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-11-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.0 BJ4342 01-01-48
        3140H5ZG9
        
          
          
        
        137648.650000000000
        PA
        USD
        144083.040000000000
        0.0006187669
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
        549300M8ZYFG0OCMTT87
        GNSF 4.0 741910 100% MOD 02-15-39
        3620AWGT1
        
          
          
        
        134280.030000000000
        PA
        USD
        140896.950000000000
        0.0006050842
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2039-02-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 4.5 MA5877 04-20-49
        36179UQ62
        
          
          
        
        7134801.550000000000
        PA
        USD
        7509050.430000000000
        0.0322477354
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-04-20
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS BC3465 02-01-46
        3140EXZ71
        
          
          
        
        8719.760000000000
        PA
        USD
        9273.190000000000
        0.0000398239
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.0 BK4740 08-01-48
        3140HJHS3
        
          
          
        
        100696.940000000000
        PA
        USD
        105464.440000000000
        0.0004529187
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-08-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
        549300M8ZYFG0OCMTT87
        GNSF 5.0 736084 100% MOD 06-15-40
        3620APXM2
        
          
          
        
        108924.170000000000
        PA
        USD
        120903.980000000000
        0.0005192240
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-06-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I
        549300M8ZYFG0OCMTT87
        GNSF 736089 06-15-40
        3620APXS9
        
          
          
        
        135836.850000000000
        PA
        USD
        150747.390000000000
        0.0006473870
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-06-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.0 BJ6169 01-01-48
        3140H72B2
        
          
          
        
        40166.930000000000
        PA
        USD
        42018.830000000000
        0.0001804505
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCI UMBS 3.0 CA1442 03-01-33
        3140Q8S89
        
          
          
        
        525642.160000000000
        PA
        USD
        544089.050000000000
        0.0023365990
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2033-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCI UMBS 3.0 BJ5302 03-01-33
        3140H63L1
        
          
          
        
        324207.200000000000
        PA
        USD
        332801.610000000000
        0.0014292218
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2033-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.5 BJ8318 01-01-48
        3140HAG46
        
          
          
        
        177538.610000000000
        PA
        USD
        187665.770000000000
        0.0008059336
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-01-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF MA5332 07-20-48
        36179T4R3
        
          
          
        
        16768.550000000000
        PA
        USD
        17866.770000000000
        0.0000767291
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-07-20
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 5.0 MA6042 07-20-49
        36179UWB4
        
          
          
        
        34269.320000000000
        PA
        USD
        36347.210000000000
        0.0001560937
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-07-20
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 4.5 MA6092 08-20-49
        36179UXV9
        
          
          
        
        3176194.560000000000
        PA
        USD
        3332952.470000000000
        0.0143134169
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-08-20
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 6.5 738836 11-20-38
        3620ASY94
        
          
          
        
        67657.080000000000
        PA
        USD
        69156.360000000000
        0.0002969931
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2038-11-20
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 6.5 754287 11-20-38
        36230NXQ3
        
          
          
        
        118616.350000000000
        PA
        USD
        125775.200000000000
        0.0005401436
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2038-11-20
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2 6.5 005112 07-20-41
        36202FVD5
        
          
          
        
        162003.080000000000
        PA
        USD
        176530.380000000000
        0.0007581125
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-07-20
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 4.0 754591 01-20-42
        36230PC40
        
          
          
        
        993189.740000000000
        PA
        USD
        1052430.530000000000
        0.0045196795
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-01-20
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 3.5 754636 11-20-41
        36230PEH9
        
          
          
        
        468873.680000000000
        PA
        USD
        483526.920000000000
        0.0020765140
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-11-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCI UMBS 4.0 BN3172 01-01-34
        3140JKQ25
        
          
          
        
        10578.990000000000
        PA
        USD
        10972.130000000000
        0.0000471200
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2034-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCI UMBS 4.0 BN1085 01-01-34
        3140JHF32
        
          
          
        
        8902.450000000000
        PA
        USD
        9272.710000000000
        0.0000398218
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2034-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 3.5 ZT0538 03-01-48
        3132ACS35
        
          
          
        
        1953179.900000000000
        PA
        USD
        2034096.240000000000
        0.0087354583
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.5 BN1172 11-01-48
        3140JHJS3
        
          
          
        
        217222.630000000000
        PA
        USD
        230475.380000000000
        0.0009897802
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-11-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 4.0 754637 01-20-42
        36230PEJ5
        
          
          
        
        585845.170000000000
        PA
        USD
        614128.600000000000
        0.0026373849
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-01-20
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 6.5 754319 01-20-37
        36230NYQ2
        
          
          
        
        199268.090000000000
        PA
        USD
        219582.080000000000
        0.0009429987
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2037-01-20
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHLMC POOL #760015 ARH5 FRN 01-01-47
        31342WAQ4
        
          
          
        
        2006938.060000000000
        PA
        USD
        2040447.900000000000
        0.0087627357
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-01-01
          Variable
          2.6220000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNMA POOL BM4488 ARH12 FRN 09-01-48
        3140J87A5
        
          
          
        
        9987940.410000000000
        PA
        USD
        10262249.210000000000
        0.0440713909
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-09-01
          Variable
          3.3550000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 6.5 754314 01-20-39
        36230NYK5
        
          
          
        
        482057.570000000000
        PA
        USD
        542134.960000000000
        0.0023282071
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2039-01-20
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 6.5 754334 10-20-32
        36230NY74
        
          
          
        
        298388.830000000000
        PA
        USD
        321522.320000000000
        0.0013807827
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2032-10-20
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN BJ8402 07-01-49
        3140HAKQ2
        
          
          
        
        1753679.850000000000
        PA
        USD
        1806839.150000000000
        0.0077594992
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-07-01
          Variable
          3.4570000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHARM FRN 760012 04-01-45
        31342WAM3
        
          
          
        
        1011283.570000000000
        PA
        USD
        1038561.930000000000
        0.0044601206
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-04-01
          Variable
          3.1130000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHARM FRN 760013 04-01-45
        31342WAN1
        
          
          
        
        730641.040000000000
        PA
        USD
        750851.300000000000
        0.0032245427
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-04-01
          Variable
          3.1720000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER SCRT_18-3
        N/A
        SCRT 18-3 MA 3.5% 08-25-57
        35563PGG8
        
          
          
        
        5083734.360000000000
        PA
        USD
        5230059.490000000000
        0.0224605729
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2057-08-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 6.5 754335 08-20-29
        36230NY82
        
          
          
        
        172544.500000000000
        PA
        USD
        183977.300000000000
        0.0007900934
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2029-08-20
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2 5.0 005040 04-20-41
        36202FS56
        
          
          
        
        29281.280000000000
        PA
        USD
        31270.060000000000
        0.0001342898
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-04-20
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2 5.5 004182 07-20-38
        36202EUF4
        
          
          
        
        25933.930000000000
        PA
        USD
        27144.450000000000
        0.0001165723
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2038-07-20
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2 5.5 005073 05-20-41
        36202FT63
        
          
          
        
        66599.850000000000
        PA
        USD
        69632.870000000000
        0.0002990395
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-05-20
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.5 BK6577 07-01-48
        3140HLJX5
        
          
          
        
        4445.160000000000
        PA
        USD
        4710.950000000000
        0.0000202312
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-07-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.5 BN3931 01-01-49
        3140JLLM4
        
          
          
        
        184188.950000000000
        PA
        USD
        194959.400000000000
        0.0008372562
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-01-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2 5.5 005187 09-20-41
        36202FXQ4
        
          
          
        
        69599.370000000000
        PA
        USD
        72806.300000000000
        0.0003126678
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-09-20
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2 4.0 005157 08-20-41
        36202FWS1
        
          
          
        
        93747.000000000000
        PA
        USD
        94869.620000000000
        0.0004074191
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-08-20
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 6.5 AA4873 12-20-38
        36178CMW0
        
          
          
        
        86763.860000000000
        PA
        USD
        89127.570000000000
        0.0003827598
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2038-12-20
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 5.5 783689 02-20-40
        3622A2C26
        
          
          
        
        1404685.740000000000
        PA
        USD
        1579274.130000000000
        0.0067822176
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-02-20
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 6.0 783690 09-20-39
        3622A2C34
        
          
          
        
        838190.190000000000
        PA
        USD
        935887.960000000000
        0.0040191856
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2039-09-20
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 5.0 783688 06-20-41
        3622A2CZ3
        
          
          
        
        2456330.060000000000
        PA
        USD
        2692638.840000000000
        0.0115635799
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-06-20
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 4.5 ZN5963 05-01-49
        3131YCTU0
        
          
          
        
        11793.340000000000
        PA
        USD
        12495.060000000000
        0.0000536602
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.0 FM1505 09-01-49
        3140X4U79
        
          
          
        
        13699708.770000000000
        PA
        USD
        13922794.830000000000
        0.0597916617
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 4.5 783687 12-20-41
        3622A2CY6
        
          
          
        
        4834866.800000000000
        PA
        USD
        5170532.260000000000
        0.0222049322
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-12-20
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 3.5 AA2589 03-20-43
        36177Y2W5
        
          
          
        
        1003980.410000000000
        PA
        USD
        1043772.170000000000
        0.0044824960
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-03-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 3.0 QA4673 11-01-49
        31346YFN8
        
          
          
        
        2819199.560000000000
        PA
        USD
        2878371.740000000000
        0.0123612128
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 AJ9327 01-01-42
        3138E2LH6
        
          
          
        
        30522.740000000000
        PA
        USD
        32056.450000000000
        0.0001376669
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-01-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCI UMBS 2.5 BO6247 12-01-34
        3140K15H5
        
          
          
        
        5060268.970000000000
        PA
        USD
        5132534.670000000000
        0.0220417510
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2034-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN AL9532 11-01-42
        3138ERSW1
        
          
          
        
        1264801.540000000000
        PA
        USD
        1316127.190000000000
        0.0056521290
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-11-01
          Variable
          1.9920000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN AP7819 09-01-42
        3138MBVM5
        
          
          
        
        103625.510000000000
        PA
        USD
        107559.240000000000
        0.0004619149
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-09-01
          Variable
          1.9100000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN AL2184 08-01-42
        3138EJNA2
        
          
          
        
        239450.260000000000
        PA
        USD
        249373.560000000000
        0.0010709387
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-08-01
          Variable
          1.9810000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN AL2000 09-01-42
        3138EJGJ1
        
          
          
        
        116109.010000000000
        PA
        USD
        120791.110000000000
        0.0005187393
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-09-01
          Variable
          1.9420000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN AL1941 08-01-42
        3138EJEP9
        
          
          
        
        138961.610000000000
        PA
        USD
        144586.500000000000
        0.0006209290
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-08-01
          Variable
          1.9510000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 2.5 TBA 03-01-52
        21H022630
        
          
          
        
        21195713.000000000000
        PA
        USD
        21179985.780000000000
        0.0909577826
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-03-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 3.0 TBA 03-01-52
        21H030633
        
          
          
        
        216288308.000000000000
        PA
        USD
        219895996.980000000000
        0.9443468233
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 2.0 TBA 03-01-52
        21H020634
        
          
          
        
        1123827.000000000000
        PA
        USD
        1098803.870000000000
        0.0047188305
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-03-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 2.0 TBA 04-01-52
        21H020642
        
          
          
        
        1776453.000000000000
        PA
        USD
        1733777.270000000000
        0.0074457338
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-04-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN AL9533 09-01-42
        3138ERSX9
        
          
          
        
        614634.590000000000
        PA
        USD
        640125.940000000000
        0.0027490309
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-09-01
          Variable
          2.0480000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN AL9530 07-01-42
        3138ERSU5
        
          
          
        
        874399.680000000000
        PA
        USD
        912816.430000000000
        0.0039201045
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-07-01
          Variable
          2.0890000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 2.5 TBA 04-01-52
        21H022648
        
          
          
        
        8634393.000000000000
        PA
        USD
        8612133.530000000000
        0.0369849431
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-04-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 4.72 710074 04-20-61
        36297E2F1
        
          
          
        
        2439.550000000000
        PA
        USD
        2482.980000000000
        0.0000106632
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2061-04-20
          Fixed
          4.720000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 4.7 710077 05-20-61
        36297E2J3
        
          
          
        
        15805.530000000000
        PA
        USD
        16176.750000000000
        0.0000694713
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2061-05-20
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 4.745 AG8068 01-20-64
        36182C6D4
        
          
          
        
        2707.050000000000
        PA
        USD
        2795.790000000000
        0.0000120066
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2064-01-20
          Fixed
          4.745000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN AL0073 04-01-41
        3138EGCK8
        
          
          
        
        73981.760000000000
        PA
        USD
        77421.760000000000
        0.0003324890
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-04-01
          Variable
          2.1850000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN AE0789 03-01-41
        31419A2X4
        
          
          
        
        95997.480000000000
        PA
        USD
        100172.700000000000
        0.0004301932
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-03-01
          Variable
          2.2510000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN AE0844 02-01-41
        31419A5E3
        
          
          
        
        101123.950000000000
        PA
        USD
        105506.060000000000
        0.0004530974
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-02-01
          Variable
          2.1450000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN AL9531 12-01-41
        3138ERSV3
        
          
          
        
        1077113.140000000000
        PA
        USD
        1126653.880000000000
        0.0048384328
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-12-01
          Variable
          2.1100000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RM FRN 894482 02-20-64
        3620E1J21
        
          
          
        
        2143971.990000000000
        PA
        USD
        2204211.170000000000
        0.0094660196
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2064-02-20
          Variable
          2.3350000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RM FRN 894475 10-20-63
        3620E1H23
        
          
          
        
        1682976.560000000000
        PA
        USD
        1730234.540000000000
        0.0074305195
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2063-10-20
          Variable
          2.3230000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN AE7629 11-01-40
        31419JPP7
        
          
          
        
        6814.350000000000
        PA
        USD
        7023.710000000000
        0.0000301634
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-11-01
          Variable
          2.0600000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN AL9326 11-01-41
        3138ERLG3
        
          
          
        
        1727252.020000000000
        PA
        USD
        1817962.110000000000
        0.0078072669
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-11-01
          Variable
          2.1260000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN AL9327 11-01-41
        3138ERLH1
        
          
          
        
        1281123.760000000000
        PA
        USD
        1341185.400000000000
        0.0057597418
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-11-01
          Variable
          2.1290000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHARM FRN 840222 11-01-40
        31347AG73
        
          
          
        
        425866.090000000000
        PA
        USD
        445221.280000000000
        0.0019120098
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-11-01
          Variable
          2.1120000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 12-H20 PT FRN  07-20-62
        38375BVS8
        
          
          
        
        1416300.850000000000
        PA
        USD
        1413954.040000000000
        0.0060722479
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2062-07-20
          Variable
          1.0403800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 4.95 751409 07-20-61
        36230KR60
        
          
          
        
        1190.530000000000
        PA
        USD
        1175.620000000000
        0.0000050487
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2061-07-20
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 4.7 756695 11-20-61
        36230RNL6
        
          
          
        
        3996.620000000000
        PA
        USD
        4264.330000000000
        0.0000183132
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2061-11-20
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 4.39 756715 04-20-62
        36230RN85
        
          
          
        
        27751.440000000000
        PA
        USD
        28057.760000000000
        0.0001204945
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2062-04-20
          Fixed
          4.390000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RM FRN AG8149 06-20-64
        36182DBS3
        
          
          
        
        213610.430000000000
        PA
        USD
        214722.700000000000
        0.0009221300
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2064-06-20
          Variable
          0.9580000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 4.746 795533 05-20-63
        36177QEF6
        
          
          
        
        598.620000000000
        PA
        USD
        618.260000000000
        0.0000026551
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2063-05-20
          Fixed
          4.746000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN 964279 07-01-38
        31414EXG4
        
          
          
        
        44763.760000000000
        PA
        USD
        45272.140000000000
        0.0001944219
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2038-07-01
          Variable
          2.0950000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN 964708 08-01-38
        31414FGR6
        
          
          
        
        5826.460000000000
        PA
        USD
        5842.240000000000
        0.0000250896
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2038-08-01
          Variable
          2.2650000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 5.1 795471 02-20-62
        36177QCH4
        
          
          
        
        834.250000000000
        PA
        USD
        869.040000000000
        0.0000037321
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2062-02-20
          Fixed
          5.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 4.732 759735 03-20-62
        36230UY86
        
          
          
        
        959.170000000000
        PA
        USD
        1004.350000000000
        0.0000043132
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2062-03-20
          Fixed
          4.732000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 4.524 767641 05-20-63
        36176JS68
        
          
          
        
        641.420000000000
        PA
        USD
        659.600000000000
        0.0000028327
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2063-05-20
          Fixed
          4.524000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 4.626 767610 11-20-62
        36176JR77
        
          
          
        
        482.450000000000
        PA
        USD
        505.300000000000
        0.0000021700
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2062-11-20
          Fixed
          4.626000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 12-H12 FT FRN 2.76% 05-20-62
        38375BRN4
        
          
          
        
        911251.750000000000
        PA
        USD
        908682.930000000000
        0.0039023532
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2062-05-20
          Variable
          1.0700000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RM FRN 892950 07-20-60
        3620E0DY9
        
          
          
        
        661416.120000000000
        PA
        USD
        669269.110000000000
        0.0028741867
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2060-07-20
          Variable
          1.5320000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 4.921 AG8150 07-20-64
        36182DBT1
        
          
          
        
        2405.230000000000
        PA
        USD
        2522.270000000000
        0.0000108319
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2064-07-20
          Fixed
          4.921000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 5.153 AG8155 07-20-64
        36182DBY0
        
          
          
        
        4209.400000000000
        PA
        USD
        4382.390000000000
        0.0000188202
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2064-07-20
          Fixed
          5.153000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN 889101 01-01-38
        31410GX65
        
          
          
        
        45719.900000000000
        PA
        USD
        46655.470000000000
        0.0002003627
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2038-01-01
          Variable
          1.5490000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN AL9335 12-01-40
        3138ERLR9
        
          
          
        
        1505853.190000000000
        PA
        USD
        1584189.180000000000
        0.0068033254
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-12-01
          Variable
          2.0700000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RM FRN AG8156 07-20-64
        36182DBZ7
        
          
          
        
        238690.800000000000
        PA
        USD
        241289.190000000000
        0.0010362202
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2064-07-20
          Variable
          1.4270000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 5.2 AG8171 07-20-64
        36182DCG8
        
          
          
        
        1016.980000000000
        PA
        USD
        1011.990000000000
        0.0000043460
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2064-07-20
          Fixed
          5.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FHARM FRN 841039 07-01-43
        31288QEL0
        
          
          
        
        5288212.010000000000
        PA
        USD
        5533632.640000000000
        0.0237642725
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-07-01
          Variable
          2.1630000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNARM FRN BM6240 05-01-44
        3140JA5A2
        
          
          
        
        6033109.220000000000
        PA
        USD
        6284732.110000000000
        0.0269898811
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-05-01
          Variable
          2.0570000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 4.5 RA2003 01-01-50
        3133KHGL4
        
          
          
        
        8979734.480000000000
        PA
        USD
        9657946.890000000000
        0.0414762051
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-01-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 4.0 G67711 03-01-48
        3132XCR80
        
          
          
        
        30686740.150000000000
        PA
        USD
        32645137.220000000000
        0.1401950561
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 6.64 AA7554 07-20-64
        36178FMB9
        
          
          
        
        43288.560000000000
        PA
        USD
        43851.010000000000
        0.0001883189
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2064-07-20
          Fixed
          6.640000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2SF 3.75 AH5901 11-20-34
        36182NRW5
        
          
          
        
        953717.140000000000
        PA
        USD
        1014610.070000000000
        0.0043572589
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2034-11-20
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 3.5 RA1580 10-01-49
        3133KGXH6
        
          
          
        
        4959383.370000000000
        PA
        USD
        5211825.900000000000
        0.0223822684
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-10-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 3.5 QA0284 06-01-49
        31334WJ51
        
          
          
        
        2493365.390000000000
        PA
        USD
        2599525.410000000000
        0.0111637028
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 4.406 AL7438 01-20-65
        36184EHP9
        
          
          
        
        2503.290000000000
        PA
        USD
        2601.710000000000
        0.0000111731
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2065-01-20
          Fixed
          4.406000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
        549300M8ZYFG0OCMTT87
        GNR 10-H23 PT FRN 10-20-60
        38375BGY2
        
          
          
        
        284412.470000000000
        PA
        USD
        288152.780000000000
        0.0012374767
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2060-10-20
          Variable
          5.5000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II
        N/A
        G2RF 5.145 AG8189 09-20-64
        36182DC29
        
          
          
        
        3610.180000000000
        PA
        USD
        3768.280000000000
        0.0000161829
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2064-09-20
          Fixed
          5.145000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER SCRT_17-1
        N/A
        SCRT 17-1 HA FRN 01-25-56
        35563PAP4
        
          
          
        
        18777141.090000000000
        PA
        USD
        19014634.370000000000
        0.0816586469
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2056-01-25
          Variable
          3.0000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 932606 02-01-40
        31412RDK0
        
          
          
        
        78652.600000000000
        PA
        USD
        85991.910000000000
        0.0003692936
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-02-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 BE5009 01-01-45
        3140FQR74
        
          
          
        
        391728.330000000000
        PA
        USD
        411219.560000000000
        0.0017659889
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-01-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER SCRT_17-2
        N/A
        SCRT 17-2 HA FRN 08-25-56
        35563PBF5
        
          
          
        
        22006830.010000000000
        PA
        USD
        22255397.150000000000
        0.0955761537
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2056-08-25
          Variable
          3.0000000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER SCRT_17-2
        N/A
        SCRT 17-2 MA 3.0% 08-25-56
        35563PBC2
        
          
          
        
        21170255.240000000000
        PA
        USD
        21470512.970000000000
        0.0922054562
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2056-08-25
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER SCRT_17-4
        N/A
        SCRT 17-4 MT 3.5% 06-25-57
        35563PCM9
        
          
          
        
        10218908.530000000000
        PA
        USD
        10741912.270000000000
        0.0461313115
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2057-06-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER SCRT_17-4
        N/A
        SCRT 17-4 HT FRN% 06-25-57
        35563PDD8
        
          
          
        
        16750194.390000000000
        PA
        USD
        17266502.380000000000
        0.0741512665
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2057-06-25
          Variable
          3.2500000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER SCRT_18-2
        N/A
        SCRT 18-2 MT 3.5% 11-25-57
        35563PFF1
        
          
          
        
        16650482.270000000000
        PA
        USD
        17413407.370000000000
        0.0747821523
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2057-11-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1
        N/A
        SLST 18-1 A1 3.5% 06-25-28
        35564CAA5
        
          
          
        
        17038940.520000000000
        PA
        USD
        17449306.360000000000
        0.0749363211
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2028-06-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC - SLST SLST_18-2
        N/A
        SLST 18-2 A1 3.5% 11-25-28
        35564CAN7
        
          
          
        
        86122963.490000000000
        PA
        USD
        88356820.920000000000
        0.3794497594
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2028-11-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER SCRT_19-2
        N/A
        SCRT 19-2 MA 3.5% 08-25-58
        35563PKG3
        
          
          
        
        26222723.590000000000
        PA
        USD
        27075276.780000000000
        0.1162752027
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2058-08-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC - SLST SLST_19-1
        N/A
        SLST 19-1 A1 3.5% 05-25-29
        35564CBB2
        
          
          
        
        9549106.700000000000
        PA
        USD
        9846074.370000000000
        0.0422841215
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2029-05-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER SCRT_19-1
        N/A
        SCRT 19-1 MA 3.5% 07-25-58
        35563PJF7
        
          
          
        
        4552696.030000000000
        PA
        USD
        4693246.860000000000
        0.0201552226
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2058-07-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC - SLST SLST_19-2
        N/A
        SLST 19-2 A1C 2.75% 09-25-29
        35564CCZ8
        
          
          
        
        49208526.120000000000
        PA
        USD
        50192253.770000000000
        0.2155514245
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2029-09-25
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER SCRT_19-4
        N/A
        SCRT 19-4 MA 3.0% 02-25-59
        35563PML0
        
          
          
        
        26442889.080000000000
        PA
        USD
        26822133.000000000000
        0.1151880727
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2059-02-25
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.0 BH3122 06-01-47
        3140GRPG3
        
          
          
        
        52541.660000000000
        PA
        USD
        54985.950000000000
        0.0002361380
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-06-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS AE1283 12-01-41
        31419BM93
        
          
          
        
        68873.340000000000
        PA
        USD
        75161.060000000000
        0.0003227804
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-12-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.5 BK9761 08-01-48
        3140HPZ34
        
          
          
        
        139722.300000000000
        PA
        USD
        149747.510000000000
        0.0006430930
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-08-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 5.0 AE1274 10-01-41
        31419BMY8
        
          
          
        
        68430.100000000000
        PA
        USD
        76249.810000000000
        0.0003274560
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q54701 03-01-48
        3132XXGK9
        
          
          
        
        660526.930000000000
        PA
        USD
        687969.180000000000
        0.0029544945
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q52069 11-01-47
        3132XUJP1
        
          
          
        
        1039658.920000000000
        PA
        USD
        1084101.220000000000
        0.0046556898
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-11-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC - SLST SLST_19-3
        N/A
        SLST 19-3 A1C 2.75% 11-25-2029
        35564CEE3
        
          
          
        
        37613728.510000000000
        PA
        USD
        38431037.220000000000
        0.1650426948
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2029-11-25
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASONED CREDIT RISK TRANSFER SCRT_19-3
        N/A
        SCRT 19-3 MT 3.5% 10-25-58
        35563PLG2
        
          
          
        
        5234393.840000000000
        PA
        USD
        5473830.720000000000
        0.0235074523
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2058-10-25
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 BJ8411 08-01-49
        3140HAKZ2
        
          
          
        
        1408035.410000000000
        PA
        USD
        1469676.380000000000
        0.0063115484
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 5.0 AE1277 11-01-41
        31419BM36
        
          
          
        
        126689.220000000000
        PA
        USD
        140731.960000000000
        0.0006043756
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-11-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.0 BJ5015 12-01-47
        3140H6SD2
        
          
          
        
        1924846.260000000000
        PA
        USD
        2046232.840000000000
        0.0087875792
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-12-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 BJ4901 03-01-48
        3140H6NT2
        
          
          
        
        500173.040000000000
        PA
        USD
        522082.120000000000
        0.0022420899
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.0 BK9743 08-01-48
        3140HPZH3
        
          
          
        
        343217.500000000000
        PA
        USD
        365281.920000000000
        0.0015687090
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-08-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 5.0 AE1290 02-01-42
        31419BNG6
        
          
          
        
        49995.010000000000
        PA
        USD
        55406.320000000000
        0.0002379433
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-02-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 BH2848 05-01-47
        3140GREW0
        
          
          
        
        77174.370000000000
        PA
        USD
        80312.670000000000
        0.0003449040
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.0 CA2850 12-01-48
        3140QAEY2
        
          
          
        
        2278808.390000000000
        PA
        USD
        2440617.460000000000
        0.0104812701
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-12-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 BE8742 05-01-47
        3140FUWC8
        
          
          
        
        215118.400000000000
        PA
        USD
        225508.830000000000
        0.0009684512
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 FM1443 09-01-49
        3140X4S98
        
          
          
        
        4054736.530000000000
        PA
        USD
        4232252.900000000000
        0.0181754768
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-09-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 FM1062 06-01-49
        3140X4FC5
        
          
          
        
        5591413.650000000000
        PA
        USD
        5861730.540000000000
        0.0251732942
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 5.0 931768 08-01-39
        31412QFH7
        
          
          
        
        12972.220000000000
        PA
        USD
        14465.450000000000
        0.0000621221
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2039-08-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS AT0300 03-01-43
        3138WMKN0
        
          
          
        
        68064.720000000000
        PA
        USD
        70715.360000000000
        0.0003036882
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 BH2847 05-01-47
        3140GREV2
        
          
          
        
        39817.440000000000
        PA
        USD
        41144.000000000000
        0.0001766936
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 5.0 AD3566 10-01-35
        31418Q6C2
        
          
          
        
        51297.530000000000
        PA
        USD
        55654.020000000000
        0.0002390071
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2035-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 BH2846 05-01-47
        3140GREU4
        
          
          
        
        83909.910000000000
        PA
        USD
        87537.670000000000
        0.0003759319
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q56591 06-01-48
        3132Y0KD1
        
          
          
        
        214333.570000000000
        PA
        USD
        222353.500000000000
        0.0009549006
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 5.0 695412 06-01-33
        31400RR94
        
          
          
        
        3959.920000000000
        PA
        USD
        4403.510000000000
        0.0000189109
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2033-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q54700 03-01-48
        3132XXGJ2
        
          
          
        
        511100.870000000000
        PA
        USD
        533531.040000000000
        0.0022912575
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q19133 06-01-43
        3132JASX4
        
          
          
        
        382539.450000000000
        PA
        USD
        402537.080000000000
        0.0017287018
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.0 BK5232 05-01-48
        3140HJY62
        
          
          
        
        854997.670000000000
        PA
        USD
        907939.980000000000
        0.0038991625
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-05-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 4.0 Q56175 05-01-48
        3132XY2H9
        
          
          
        
        934355.190000000000
        PA
        USD
        989792.350000000000
        0.0042506788
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-05-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 AT7161 06-01-43
        3138WU5X7
        
          
          
        
        388376.130000000000
        PA
        USD
        408500.230000000000
        0.0017543107
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q55056 03-01-48
        3132XXTN9
        
          
          
        
        573722.570000000000
        PA
        USD
        597754.090000000000
        0.0025670644
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 3.5 RA1463 10-01-49
        3133KGTU2
        
          
          
        
        4940712.790000000000
        PA
        USD
        5192209.890000000000
        0.0222980272
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-10-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q54781 03-01-48
        3132XXJ34
        
          
          
        
        452466.020000000000
        PA
        USD
        470883.650000000000
        0.0020222173
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q54699 03-01-48
        3132XXGH6
        
          
          
        
        274785.860000000000
        PA
        USD
        288012.680000000000
        0.0012368750
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q54831 03-01-48
        3132XXLM9
        
          
          
        
        205897.350000000000
        PA
        USD
        215977.880000000000
        0.0009275204
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 4.0 BK6840 06-01-48
        3140HLS64
        
          
          
        
        1202191.280000000000
        PA
        USD
        1279440.490000000000
        0.0054945773
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-06-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 5.0 AC0794 10-01-39
        31417J3C2
        
          
          
        
        139529.850000000000
        PA
        USD
        153549.810000000000
        0.0006594221
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2039-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 AX8521 12-01-44
        3138YAPF6
        
          
          
        
        197274.690000000000
        PA
        USD
        206996.780000000000
        0.0008889509
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-12-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP
        S6XOOCT0IEG5ABCC6L87
        FNCL UMBS 3.5 QA2748 09-01-49
        31339SBR5
        
          
          
        
        688467.570000000000
        PA
        USD
        718674.770000000000
        0.0030863601
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-09-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q28558 09-01-44
        3132M9E75
        
          
          
        
        1615599.580000000000
        PA
        USD
        1694620.170000000000
        0.0072775730
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-09-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 4.0 Q55971 05-01-48
        3132XYT56
        
          
          
        
        956097.200000000000
        PA
        USD
        1016230.930000000000
        0.0043642197
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-05-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 AR1512 01-01-43
        3138NXVE4
        
          
          
        
        340903.960000000000
        PA
        USD
        357240.080000000000
        0.0015341732
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-01-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q54709 03-01-48
        3132XXGT0
        
          
          
        
        628628.170000000000
        PA
        USD
        655338.580000000000
        0.0028143619
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q56590 06-01-48
        3132Y0KC3
        
          
          
        
        349226.660000000000
        PA
        USD
        364007.680000000000
        0.0015632367
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 5.0 AE1248 06-01-41
        31419BL60
        
          
          
        
        247196.790000000000
        PA
        USD
        273695.050000000000
        0.0011753877
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q56589 06-01-48
        3132Y0KB5
        
          
          
        
        211993.400000000000
        PA
        USD
        220167.870000000000
        0.0009455144
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 CA4151 09-01-49
        3140QBTH1
        
          
          
        
        7075632.920000000000
        PA
        USD
        7435796.790000000000
        0.0319331465
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2049-09-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 4.0 Q15874 02-01-43
        3132J66L3
        
          
          
        
        64712.120000000000
        PA
        USD
        67966.950000000000
        0.0002918851
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-02-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 BE5017 02-01-45
        3140FQSF5
        
          
          
        
        702042.410000000000
        PA
        USD
        736949.360000000000
        0.0031648406
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 4.5 Q58378 09-01-48
        3132Y2JY3
        
          
          
        
        636081.190000000000
        PA
        USD
        681475.120000000000
        0.0029266056
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2048-09-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 AY1829 12-01-44
        3138YFA79
        
          
          
        
        76342.050000000000
        PA
        USD
        78835.000000000000
        0.0003385581
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-12-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL NATIONAL MORTGAGE ASSOCIATION
        B1V7KEBTPIMZEU4LTD58
        FNCL UMBS 3.5 AT0412 03-01-43
        3138WMN64
        
          
          
        
        145265.810000000000
        PA
        USD
        152040.570000000000
        0.0006529406
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORP - GOLD
        N/A
        FGLMC 3.5 Q51622 10-01-47
        3132XTYU6
        
          
          
        
        759153.570000000000
        PA
        USD
        791347.750000000000
        0.0033984554
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2047-10-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-04-27
      AMERICAN FUNDS INCOME SERIES
      Scott Lewis
      Scott Lewis
      Analyst
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