0000035402-26-002569.txt : 20260424
0000035402-26-002569.hdr.sgml : 20260424
20260424165831
ACCESSION NUMBER: 0000035402-26-002569
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20260228
FILED AS OF DATE: 20260424
DATE AS OF CHANGE: 20260424
PERIOD START: 20260831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIDELITY INCOME FUND /MA/
CENTRAL INDEX KEY: 0000751199
ORGANIZATION NAME:
EIN: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04085
FILM NUMBER: 26895367
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: FIDELITY MORTGAGE SECURITIES FUND
DATE OF NAME CHANGE: 19851103
0000751199
S000007069
Fidelity Government Income Fund
C000019283
Fidelity Government Income Fund
FGOVX
C000038098
Fidelity Advisor Government Income Fund: Class A
FVIAX
C000038100
Fidelity Advisor Government Income Fund: Class C
FVICX
C000038101
Fidelity Advisor Government Income Fund: Class M
FVITX
C000038102
Fidelity Advisor Government Income Fund: Class I
FVIIX
C000205069
Fidelity Advisor Government Income Fund: Class Z
FIKPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000751199
XXXXXXXX
S000007069
C000019283
C000038098
C000038100
C000038101
C000038102
C000205069
Fidelity Income Fund
811-04085
0000751199
D66RCKM57LC8ELZCAY58
245 Summer Street
Boston
02210
1-800-FIDELITY
Fidelity Government Income Fund
S000007069
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2026-02-28
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USD
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Bloomberg US Government Bond Index
19808145
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 08/01/2027#
31283G3U9
38.89870000
PA
USD
39.50000000
0.000002565798
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.08500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 08/01/2027#
31283G6U6
1.02260000
PA
USD
1.03000000
0.000000066905
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.08500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 01/01/2027#
31283GW60
2.35070000
PA
USD
2.37000000
0.000000153947
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 05/01/2027#
31283GYU5
1.44570000
PA
USD
1.46000000
0.000000094837
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.08500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 10/32 #G01766
31283H6B6
1727.71340000
PA
USD
1815.92000000
0.000117956577
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 5/33 #G01785
31283H6W0
5417.11610000
PA
USD
5613.79000000
0.000364654529
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7% 04/01/2032#
31283HRL1
539.39880000
PA
USD
567.09000000
0.000036836421
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 08/01/2032#
31283HS89
649.32160000
PA
USD
681.01000000
0.000044236314
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 7/32 #G01433
31283HSW6
44.50990000
PA
USD
46.73000000
0.000003035437
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 10/01/2032#
31283HTS4
220.29050000
PA
USD
229.70000000
0.000014920605
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 12/01/2032#
31283HUA1
117.75860000
PA
USD
122.72000000
0.000007971513
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 04/01/2033#
31283HWZ4
779.43680000
PA
USD
812.68000000
0.000052789192
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 09/01/2033#
31283HX75
4541.93660000
PA
USD
4744.82000000
0.000308208911
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 8/33 #G01584
31283HXM2
174.48750000
PA
USD
179.06000000
0.000011631186
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 07/01/2033#
31283HYM1
765.70000000
PA
USD
801.02000000
0.000052031795
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 1/32 #C62372
31287MT59
1835.40120000
PA
USD
1919.52000000
0.000124686114
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 01/01/2032#
31287NDD7
449.39040000
PA
USD
467.15000000
0.000030344626
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 01/01/2032#
31287NUQ9
276.61500000
PA
USD
287.55000000
0.000018678363
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 8/32 #C70220
31287XG59
449.33530000
PA
USD
471.77000000
0.000030644727
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 07/01/2032#
31288AFU4
591.95220000
PA
USD
614.42000000
0.000039910833
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 7.00% 9/26 #G30299
3128CUKL9
94.35150000
PA
USD
94.66000000
0.000006148822
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 4.889% 3/33 #847126
3128HD4K2
958.03570000
PA
USD
983.23000000
0.000063867596
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Variable
0.06658000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 4.24% 6/33 #847147
3128HD5G0
3494.14020000
PA
USD
3586.79000000
0.000232986844
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Variable
0.06321000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.11% 4/38 #1B3803
3128JPDH0
1470.32680000
PA
USD
1543.89000000
0.000100286345
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Variable
0.07010000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 7.00% 11/34 #A45143
3128K5WC2
1515.47170000
PA
USD
1603.36000000
0.000104149333
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 2/35 #A47133
3128K74S4
2092.62560000
PA
USD
2144.56000000
0.000139304020
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 11/35 #A47571
3128K8MU7
1308.70080000
PA
USD
1349.44000000
0.000087655471
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 7.00% 9/35 #A47784
3128K8UH7
3793.52870000
PA
USD
4024.24000000
0.000261402251
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 8/36 #A51069
3128KDFJ9
221.21800000
PA
USD
228.30000000
0.000014829665
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 7.00% 1/36 #A54473
3128KG6J2
909.84300000
PA
USD
964.14000000
0.000062627568
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 4/35 #A54855
3128KHMC7
5254.09370000
PA
USD
5401.12000000
0.000350840140
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 12/37 #A69815
3128L13Y4
1807.99280000
PA
USD
1921.65000000
0.000124824472
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 12/37 #A69706
3128L1YB0
6577.78130000
PA
USD
7010.00000000
0.000455348036
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 4/36 #A79236
3128LDHM9
11340.57250000
PA
USD
11691.11000000
0.000759418541
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.64% 4/36 #1J0058
3128LUB39
1796.93050000
PA
USD
1868.93000000
0.000121399943
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Variable
0.06864000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 5/35 #G01818
3128LXAT7
4978.81390000
PA
USD
5129.50000000
0.000333196540
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 7/35 #G01838
3128LXBF6
32372.21040000
PA
USD
33322.68000000
0.002164538787
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 6/35 #G01839
3128LXBG4
930.16710000
PA
USD
957.29000000
0.000062182613
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 12/01/2035#
3128LXFN5
3491.20450000
PA
USD
3601.77000000
0.000233959899
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 1/37 #G02667
3128M4JL8
843.10610000
PA
USD
868.93000000
0.000056443019
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 8/34 #G02758
3128M4MF7
7890.44090000
PA
USD
8114.42000000
0.000527087761
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 1/36 #G03506
3128M5GP9
15698.83640000
PA
USD
16474.01000000
0.001070101012
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 7/37 #G03508
3128M5GR5
520.63190000
PA
USD
553.39000000
0.000035946512
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 7.00% 12/33 #G03583
3128M5J43
1343.26870000
PA
USD
1431.53000000
0.000092987785
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 12/33 #G04895
3128M6XY9
322.05950000
PA
USD
330.49000000
0.000021467613
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 6/40 #G05898
3128M73F1
7606.46170000
PA
USD
7879.63000000
0.000511836525
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 8/40 #G05969
3128M76E1
6252.16940000
PA
USD
6469.70000000
0.000420251810
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 6/38 #G05299
3128M7GG5
2148.53850000
PA
USD
2183.39000000
0.000141826297
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 5/39 #G05457
3128M7ME3
13641.41360000
PA
USD
13888.77000000
0.000902171775
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2041#G06800
3128M83H5
8161.64260000
PA
USD
8139.67000000
0.000528727924
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 8/37 #G06089
3128M8C28
5908.32650000
PA
USD
6263.21000000
0.000406838854
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 6/41 #G06596
3128M8UV4
185849.39650000
PA
USD
192696.27000000
0.012516956935
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 9/39 #G06670
3128M8W75
22930.23590000
PA
USD
24670.74000000
0.001602535379
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 9/41 #G06719
3128M8YQ1
19968.50560000
PA
USD
20334.04000000
0.001320836687
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 1/35 #G06928
3128M9A51
18633.70910000
PA
USD
19146.27000000
0.001243682802
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 4/42 #G06973
3128M9CJ9
99741.09680000
PA
USD
99306.54000000
0.006450647355
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 12/01/42#G07240
3128M9LV2
14699.25480000
PA
USD
13858.89000000
0.000900230862
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 06/01/2035#
3128MJB82
412.43590000
PA
USD
425.08000000
0.000027611889
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 04/01/2035#
3128MJBV1
1352.88940000
PA
USD
1394.07000000
0.000090554498
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 07/01/2035#
3128MJCD0
4410.14120000
PA
USD
4546.67000000
0.000295337696
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 10/39 #G08368
3128MJMS6
21371.83670000
PA
USD
21756.72000000
0.001413249604
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 6.49% 8/37 #1A1800
3128NF7M3
1212.84700000
PA
USD
1231.04000000
0.000079964571
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Variable
0.05375000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.12% 10/36 #1A1201
3128NFKN6
11745.64210000
PA
USD
12064.19000000
0.000783652671
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
0.06178000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 6.03% 1/37 #1A1202
3128NFKP1
4088.03020000
PA
USD
4208.91000000
0.000273397846
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Variable
0.06290000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.81% 1/36 #1J1262
3128NHMK6
3914.82450000
PA
USD
4003.74000000
0.000260070634
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Variable
0.05616000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 12/01/2033#C91737
3128P74W0
40055.62180000
PA
USD
39755.24000000
0.002582378097
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 7.00% 8/26 #C90997
3128P7DA8
44.29040000
PA
USD
44.44000000
0.000002886685
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 7.00% 12/26 #C91019
3128P7DY6
26.53920000
PA
USD
26.65000000
0.000001731102
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
0.07000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2032#C91403
3128P7RY1
245529.02220000
PA
USD
243991.72000000
0.015848951574
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.12% 7/35 #1L0109
3128Q2DN0
108729.91380000
PA
USD
112715.20000000
0.007321632662
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
0.06548000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.61% 3/35 #1L0297
3128Q2KJ1
7257.23600000
PA
USD
7489.16000000
0.000486472795
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Variable
0.06328000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.01% 7/35 #1M1050
3128QFEX8
2919.24140000
PA
USD
2998.14000000
0.000194749951
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
0.05915000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 4.87% 10/35 #1M1052
3128QFEZ3
14295.70930000
PA
USD
14742.61000000
0.000957634595
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Variable
0.06307000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.80% 5/37 #1N1474
3128QHT75
2890.60660000
PA
USD
3006.27000000
0.000195278051
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Variable
0.06510000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 6.36% 7/36 #1B7105
3128QPH96
63940.23400000
PA
USD
66699.71000000
0.004332607982
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
0.06684000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.87% 7/36 #1B7380
3128QPSU7
16683.49190000
PA
USD
17227.10000000
0.001119019422
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
0.05915000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 5.21% 3/36 #1G1851
3128QSBU9
3393.35760000
PA
USD
3479.68000000
0.000226029308
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Variable
0.05884000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 6.29% 3/36 #1G1852
3128QSBV7
2572.35560000
PA
USD
2655.03000000
0.000172462581
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Variable
0.05850000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 0.0% 05/01/2041#1B8124
3128UGMY0
33135.14560000
PA
USD
34797.08000000
0.002260311275
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Variable
0.06863000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.224% 4/41#1B8179
3128UGPP6
2658.60990000
PA
USD
2791.96000000
0.000181357133
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Variable
0.06880000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.464% 5/1/41#1B8304
3128UGTL1
25781.52800000
PA
USD
27074.63000000
0.001758684678
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Variable
0.06778000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.627% 6/1/41#1B8372
3128UGVQ7
36714.73140000
PA
USD
38556.20000000
0.002504492147
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Variable
0.06672000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.283 6/1/41
3128UGXF9
2887.16310000
PA
USD
3031.97000000
0.000196947444
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Variable
0.06535000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 0.0% 07/01/2041#1B8505
3128UGZV2
4492.16600000
PA
USD
4710.00000000
0.000305947111
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Variable
0.06406000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.242% 9/1/41#1B8659
3128UHAK1
14321.68740000
PA
USD
15040.01000000
0.000976952784
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Variable
0.06630000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 12M+1.75 9/1/41 #1B8787
3128UHEK7
117675.26550000
PA
USD
123519.49000000
0.008023446105
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Variable
0.06436000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 07/01/2029#
31292G4T0
31.27600000
PA
USD
32.09000000
0.000002084467
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8.5% 08/01/2026#
31292GQ41
1.50240000
PA
USD
1.51000000
0.000000098084
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
0.08500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8% 02/01/2030#
31292HAX2
6.10540000
PA
USD
6.39000000
0.000000415074
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
0.08000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 06/01/2031#
31292HJ70
79.46480000
PA
USD
82.48000000
0.000005357647
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 04/01/2031#
31292HJK1
229.47010000
PA
USD
237.68000000
0.000015438961
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 11/31 #C01258
31292HMF8
296.45650000
PA
USD
308.34000000
0.000020028817
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 4/32 #C01343
31292HP40
169.02870000
PA
USD
177.18000000
0.000011509067
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.50% 8/32 #C01385
31292HRE6
432.59960000
PA
USD
454.45000000
0.000029519674
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/33 #C01614
31292HYK4
808.18930000
PA
USD
819.78000000
0.000053250387
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 9/33 #C01622
31292HYT5
1820.41780000
PA
USD
1869.01000000
0.000121405140
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2040#C03486
31292K2T3
3040.71660000
PA
USD
3096.06000000
0.000201110533
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.50% 4/42 #C03811
31292LGU3
292739.01440000
PA
USD
284892.64000000
0.018505749520
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 4/42 #C03856
31292LH99
76779.33500000
PA
USD
76540.21000000
0.004971816591
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 9/39 #A88585
312935RE1
10146.07090000
PA
USD
10323.76000000
0.000670599692
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 1/40 #A90893
3129387E7
8371.49240000
PA
USD
8667.53000000
0.000563016086
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 02/01/2040#
312939LZ2
1986.71460000
PA
USD
2059.70000000
0.000133791776
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/01/2040#
3129404Y2
1384.51220000
PA
USD
1409.50000000
0.000091556784
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 4/40 #A91937
312940EJ4
12452.43690000
PA
USD
12906.25000000
0.000838350298
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 05/01/2040#
312940LA5
1983.41590000
PA
USD
2053.34000000
0.000133378650
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 5/40 #A92286
312940RF8
637.28810000
PA
USD
648.83000000
0.000042146000
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 6/40 #A92350
312940TF6
6313.54990000
PA
USD
6541.36000000
0.000424906623
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/40 #A93505
3129413N5
2706.50730000
PA
USD
2755.76000000
0.000179005692
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 7/40 #A92914
312941GX9
1452.03900000
PA
USD
1502.40000000
0.000097591282
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 7/40 #A93142
312941P35
7901.66200000
PA
USD
8043.82000000
0.000522501803
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2040#
312941SD0
3504.23830000
PA
USD
3568.28000000
0.000231784492
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/40 #A93451
312941ZQ3
1946.67620000
PA
USD
1982.20000000
0.000128757614
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2040#A94586
312943CX9
10188.92330000
PA
USD
10375.38000000
0.000673952768
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 10/40 #A94662
312943FB4
5756.69660000
PA
USD
5862.20000000
0.000380790478
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 11/40 #A95028
312943SR5
1477.95980000
PA
USD
1529.88000000
0.000099376298
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2041#
3129444V0
2184.52700000
PA
USD
2223.62000000
0.000144439514
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 12/01/2040#A95413
312944AN1
3344.21080000
PA
USD
3405.41000000
0.000221204958
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 12/01/2040#
312944H79
2657.06590000
PA
USD
2653.38000000
0.000172355402
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 12/01/2040#
312944LX7
3876.03370000
PA
USD
3947.02000000
0.000256386277
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2041#
312944YF2
3672.69220000
PA
USD
3739.41000000
0.000242900570
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A97151
3129455L8
2680.71250000
PA
USD
2728.85000000
0.000177257701
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A97152
3129455M6
4123.80990000
PA
USD
4199.02000000
0.000272755422
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 01/01/2041#A96413
312945DS4
10999.14700000
PA
USD
10976.86000000
0.000713023059
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A96695
312945NL8
4407.16400000
PA
USD
4487.34000000
0.000291483802
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A96731
312945PQ5
15579.77440000
PA
USD
15863.20000000
0.001030424674
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A96766
312945QT8
1887.85180000
PA
USD
1922.37000000
0.000124871241
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 2/41 #A96807
312945R42
28166.55760000
PA
USD
28113.59000000
0.001826172324
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A96783
312945RC4
4398.45870000
PA
USD
4478.73000000
0.000290924523
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 2/41 #A96876
312945T99
3165.54670000
PA
USD
3222.93000000
0.000209351618
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/01/2041#
312946BR6
4209.38240000
PA
USD
4286.17000000
0.000278416418
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 01/01/2041#
312946FC5
5241.95000000
PA
USD
5236.69000000
0.000340159273
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 3/41 #A97528
312946LH7
2410.97440000
PA
USD
2455.06000000
0.000159473145
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 3/41 #A97620
312946PD2
960.28680000
PA
USD
977.81000000
0.000063515529
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/01/2041#A97673
312946Q25
42108.35410000
PA
USD
42878.21000000
0.002785236621
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 3/41 #A97661
312946QN9
17305.78050000
PA
USD
17621.71000000
0.001144652074
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.0% 03/01/2041#A97686
312946RF5
2834.62590000
PA
USD
2941.23000000
0.000191053253
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 4/41 #A97942
312946ZF6
52202.24910000
PA
USD
53156.82000000
0.003452903508
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 8/33 #A12833
31296MEE5
612.03830000
PA
USD
629.05000000
0.000040861152
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 10/01/2033#
31296PKS0
2195.32110000
PA
USD
2255.73000000
0.000146525281
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 10/01/2033#
31296PYK2
1597.87970000
PA
USD
1640.15000000
0.000106539098
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 12/01/2033#
31296RHY7
906.93470000
PA
USD
932.11000000
0.000060546998
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 12/33 #A16699
31296RNQ7
1768.66050000
PA
USD
1818.87000000
0.000118148200
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 4/34 #A19922
31296VAX7
737.16640000
PA
USD
758.56000000
0.000049273724
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 05/01/2034#
31296XSH9
432.03720000
PA
USD
443.92000000
0.000028835677
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 5/34 #A21977
31296YFS7
886.14880000
PA
USD
910.46000000
0.000059140680
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 5/34 #A23334
31297AV35
382.35130000
PA
USD
393.78000000
0.000025578737
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 4/35 #A32122
31297MLB2
1934.54330000
PA
USD
1993.89000000
0.000129516960
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 05/01/2035#
31297P2R1
123.21090000
PA
USD
126.24000000
0.000008200162
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 5.00% 9/35 #A37119
31297S4C6
3186.47200000
PA
USD
3286.07000000
0.000213452998
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 09/01/2035#
31297S6M2
24.74410000
PA
USD
25.55000000
0.000001659649
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 08/01/2035#
31297SPM1
577.61630000
PA
USD
594.38000000
0.000038609096
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 09/01/2035#
31297TTR4
226.42110000
PA
USD
233.15000000
0.000015144706
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8% 07/01/2030#
31297XWP5
64.50460000
PA
USD
68.06000000
0.000004420968
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
0.08000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 8% 08/01/2030#
31297YK84
143.54740000
PA
USD
149.79000000
0.000009729897
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
0.08000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 7.5% 11/01/2030#
31298C2P3
20.99840000
PA
USD
22.23000000
0.000001443992
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
0.07500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 6.00% 11/29 #C46106
31298EYB5
23.11320000
PA
USD
23.72000000
0.000001540778
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 7.00% 7/29 #C47273
31298GCJ7
2131.60280000
PA
USD
2237.89000000
0.000145366450
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 6.182% 6/37 #848188
31300LCZ6
5947.30100000
PA
USD
6184.81000000
0.000401746232
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Variable
0.06260000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 3.417% 12/01/2040#848392
31300LKD6
24343.38120000
PA
USD
25494.10000000
0.001656018312
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Variable
0.06202000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM RFT1Y+190 9 10/42#849255
31300MH89
61852.42310000
PA
USD
64949.95000000
0.004218948955
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Variable
0.06607000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 4/41 #Q00114
3132GDDT6
5972.66330000
PA
USD
6081.24000000
0.000395018643
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 04/01/2041#
3132GDGH9
5826.95470000
PA
USD
5933.77000000
0.000385439445
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 5/41 #Q00736
3132GDY97
6238.01610000
PA
USD
6351.36000000
0.000412564807
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 5/41 #Q00753
3132GDZS4
4174.53940000
PA
USD
4250.92000000
0.000276126686
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 02/01/2041#
3132GE5T3
4417.82140000
PA
USD
4498.49000000
0.000292208072
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 6/41 #Q01208
3132GEKV1
4052.14240000
PA
USD
4125.24000000
0.000267962900
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/01/2041#Q01212
3132GEKZ2
2183.64180000
PA
USD
2223.67000000
0.000144442762
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/01/2041#
3132GEQJ2
1908.93400000
PA
USD
1943.07000000
0.000126215850
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 6/41 #Q01393
3132GERN2
5736.42960000
PA
USD
5839.30000000
0.000379302965
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/01/2041#
3132GET67
4810.67440000
PA
USD
4898.68000000
0.000318203183
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 06/01/2041#
3132GEVS6
3932.15900000
PA
USD
3918.78000000
0.000254551894
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.0% 06/01/2041#Q01604
3132GEX96
3598.73480000
PA
USD
3735.02000000
0.000242615409
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/41 #Q02592
3132GF2Z9
18065.22700000
PA
USD
18395.03000000
0.001194884562
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.0% 07/01/2041#Q02067
3132GFJL2
2980.48170000
PA
USD
3093.28000000
0.000200929953
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.0% 07/01/2041#Q02130
3132GFLK1
3640.72100000
PA
USD
3777.95000000
0.000245404010
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.0% 07/01/2041#Q02189
3132GFNE3
1417.44450000
PA
USD
1451.32000000
0.000094273282
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.0% 07/01/2041#Q02345
3132GFTA5
1066.59050000
PA
USD
1098.80000000
0.000071374667
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 7/41 #Q02385
3132GFUJ4
2581.63210000
PA
USD
2628.78000000
0.000170757462
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/41 #Q02387
3132GFUL9
3384.78330000
PA
USD
3446.53000000
0.000223875986
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/41 #Q02511
3132GFYG6
2095.07360000
PA
USD
2133.10000000
0.000138559614
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 8/41 #Q02763
3132GGB87
2818.87100000
PA
USD
2870.27000000
0.000186443909
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 9/41 #Q03090
3132GJC31
24854.11480000
PA
USD
25307.66000000
0.001643907743
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 9/41 #Q03210
3132GJGT0
2979.65820000
PA
USD
2975.92000000
0.000193306608
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 9/41 #Q03295
3132GJKG3
4084.71100000
PA
USD
4073.67000000
0.000264613071
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 9/41 #Q03358
3132GJMF3
11149.75220000
PA
USD
11119.75000000
0.000722304753
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.50% 10/41 #Q03643
3132GJWC9
27057.28890000
PA
USD
27552.51000000
0.001789726293
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 11/01/2041#
3132GK4R4
1720.72190000
PA
USD
1721.41000000
0.000111817498
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 10/41 #Q04092
3132GKF92
88137.99760000
PA
USD
87879.53000000
0.005708383937
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 10/41 #Q04113
3132GKGW0
10397.85790000
PA
USD
10367.96000000
0.000673470788
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 11/41 #Q04295
3132GKNL6
14302.86620000
PA
USD
14250.77000000
0.000925686181
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 3/42 #Q06886
3132GR6X4
6621.83400000
PA
USD
6601.51000000
0.000428813782
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 2/42 #Q06088
3132GRCZ2
6342.64530000
PA
USD
6327.52000000
0.000411016234
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2042#Q06232
3132GRHH7
38589.75100000
PA
USD
38450.06000000
0.002497597619
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 3/42 #Q07242
3132GSLX5
6773.74440000
PA
USD
6744.32000000
0.000438090280
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2042#
3132GSMY2
3495.85030000
PA
USD
3476.44000000
0.000225818848
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 4/42 #Q07351
3132GSQC6
3168.53030000
PA
USD
3163.69000000
0.000205503570
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 4/42 #Q07441
3132GSS67
1401.90800000
PA
USD
1394.08000000
0.000090555148
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 4/42 #Q07573
3132GSXA2
2525.85630000
PA
USD
2521.49000000
0.000163788233
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 4.00% 5/42 #Q08167
3132GTMQ7
12197.94990000
PA
USD
12173.28000000
0.000790738821
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2042#Q11138
3132HMHP9
11698.92080000
PA
USD
11675.81000000
0.000758424700
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2042#Q11868
3132HNCD9
2538.59010000
PA
USD
2537.49000000
0.000164827544
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.50% 10/42 #Q11886
3132HNCX5
7620.89860000
PA
USD
7389.29000000
0.000479985547
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2042#Q12164
3132HNMM8
4338.39970000
PA
USD
4318.69000000
0.000280528817
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2042#Q12215
3132HNN88
1785.02120000
PA
USD
1774.27000000
0.000115251121
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2042#Q13121
3132HPPE8
18503.94500000
PA
USD
18424.65000000
0.001196808586
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2042#Q13381
3132HPXJ8
628.46760000
PA
USD
629.46000000
0.000040887785
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 12/01/2042#Q13420
3132HPYR9
8112.99190000
PA
USD
8066.36000000
0.000523965932
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2042#Q13425
3132HPYW8
16118.78370000
PA
USD
16032.50000000
0.001041421881
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2042#Q13653
3132HQBW1
10002.70710000
PA
USD
9959.83000000
0.000646959918
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 11/01/2042#Q13654
3132HQBX9
6632.75430000
PA
USD
6594.36000000
0.000428349340
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 12/01/2042#Q13899
3132HQKL5
4494.80610000
PA
USD
4484.92000000
0.000291326606
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 1/1/43 #Q14696
3132HRGD6
9534.47050000
PA
USD
8983.43000000
0.000583535978
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3% 2/1/43 #Q15788
3132J62W3
5536.03580000
PA
USD
5220.33000000
0.000339096578
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 02/01/2043#Q15789
3132J62X1
11442.41240000
PA
USD
10815.48000000
0.000702540310
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.5% 02/43 #Q15869
3132J66F6
34616.78310000
PA
USD
33604.98000000
0.002182876126
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.5% 02/43 #Q15871
3132J66H2
13030.94190000
PA
USD
12679.68000000
0.000823633008
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2043#Q15893
3132J67F5
9048.84830000
PA
USD
8990.32000000
0.000583983531
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 02/01/2043#Q15062
3132J6B86
8264.98250000
PA
USD
7775.99000000
0.000505104390
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2043#Q15107
3132J6DM3
4982.74510000
PA
USD
4951.15000000
0.000321611473
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 12/01/2042#Q15249
3132J6H31
5447.78050000
PA
USD
5131.66000000
0.000333336847
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 01/01/2043#Q15247
3132J6HZ0
11452.51770000
PA
USD
10729.69000000
0.000696967656
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 01/01/2043#Q15372
3132J6MW1
3398.60030000
PA
USD
3378.00000000
0.000219424488
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2043#Q15400
3132J6NS9
11520.03610000
PA
USD
11450.06000000
0.000743760675
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2043#Q15992
3132J7C67
15092.00270000
PA
USD
15009.39000000
0.000974963803
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 03/01/2043#Q16049
3132J7EX6
5734.94760000
PA
USD
5717.95000000
0.000371420442
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 03/01/2043#Q16131
3132J7HH8
3061.34960000
PA
USD
3042.45000000
0.000197628192
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 03/01/2043#Q16470
3132J7T44
7063.67430000
PA
USD
6655.20000000
0.000432301319
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/01/2043#Q17578
3132J82L3
16956.52120000
PA
USD
16436.13000000
0.001067640444
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/01/2043#Q17646
3132J85G1
42781.22190000
PA
USD
41423.30000000
0.002690730143
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 04/01/2043#Q17518
3132J8YQ7
8044.42150000
PA
USD
8007.12000000
0.000520117884
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 05/01/2043#Q18481
3132J92P2
9858.16220000
PA
USD
9796.52000000
0.000636351803
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 05/01/2043#Q18363
3132J9WZ7
3716.77020000
PA
USD
3691.38000000
0.000239780689
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q19597
3132JBDB6
19406.39630000
PA
USD
19283.97000000
0.001252627370
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q19606
3132JBDL4
8852.98810000
PA
USD
8808.08000000
0.000572145781
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q19690
3132JBF81
15999.64900000
PA
USD
15918.91000000
0.001034043424
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 06/01/2043#Q19744
3132JBHW6
9056.70230000
PA
USD
9032.16000000
0.000586701329
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q19764
3132JBJJ3
6750.94910000
PA
USD
6704.81000000
0.000435523832
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q19988
3132JBRJ4
4926.96750000
PA
USD
4891.95000000
0.000317766023
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 08/01/2043#Q20785
3132JM2S7
5542.07680000
PA
USD
5529.93000000
0.000359207241
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q20358
3132JMMF3
5125.94730000
PA
USD
5089.88000000
0.000330622947
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2043#Q20360
3132JMMH9
2238.54600000
PA
USD
2223.31000000
0.000144419378
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 08/01/2043#Q20707
3132JMYC7
9356.88120000
PA
USD
9296.81000000
0.000603892179
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 08/01/2043#Q20763
3132JMZ44
7610.71270000
PA
USD
7590.48000000
0.000493054231
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21255
3132JNMC8
11600.36980000
PA
USD
11518.25000000
0.000748190088
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21258
3132JNMF1
14087.66350000
PA
USD
14002.46000000
0.000909556727
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21524
3132JNVR5
413.79800000
PA
USD
414.49000000
0.000026923995
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21526
3132JNVT1
8065.28570000
PA
USD
8020.28000000
0.000520972717
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21605
3132JNYA9
13491.99940000
PA
USD
13416.31000000
0.000871482226
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2043#Q22677
3132JP6N7
8474.86840000
PA
USD
8411.05000000
0.000546355934
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21835
3132JPBC5
15041.52270000
PA
USD
14956.79000000
0.000971547068
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21845
3132JPBN1
11863.39150000
PA
USD
11786.04000000
0.000765584902
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/2043#Q21900
3132JPDD1
4902.64470000
PA
USD
4866.07000000
0.000316084938
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/2043#Q22499
3132JPX49
21099.12760000
PA
USD
20959.34000000
0.001361454252
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 01/01/2044#V80950
3132L6BT7
8461.92540000
PA
USD
8398.66000000
0.000545551118
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/01/2044#V81065
3132L6FE6
2731.83500000
PA
USD
2778.63000000
0.000180491257
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 02/01/2044#Q24572
3132M4W92
2909.77060000
PA
USD
2960.79000000
0.000192323810
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2044#Q24546
3132M4WF8
9026.38690000
PA
USD
8969.80000000
0.000582650615
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 02/01/2044#Q24973
3132M5FN7
5473.73510000
PA
USD
5429.97000000
0.000352714147
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 03/01/2044#Q25226
3132M5PK2
12161.84520000
PA
USD
12072.19000000
0.000784172326
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 09/01/44#Q28370
3132M86F8
8526.05140000
PA
USD
8469.79000000
0.000550171503
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 08/01/2044#Q27808
3132M8KV7
2336.93600000
PA
USD
2328.12000000
0.000151227513
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 10/01/44#Q28991
3132M9UQ5
14906.53640000
PA
USD
14781.34000000
0.000960150376
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2045#Q31974
3132QNFQ7
18130.51920000
PA
USD
17491.34000000
0.001136183640
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2045#Q32008
3132QNGS2
83509.47660000
PA
USD
80452.34000000
0.005225936522
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2045#Q32124
3132QNLE7
7258.31280000
PA
USD
7038.16000000
0.000457177223
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2045#Q32328
3132QNSS9
22778.68600000
PA
USD
21987.91000000
0.001428266995
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 05/01/2045#Q33468
3132QP2A1
7845.65260000
PA
USD
7305.15000000
0.000474520072
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2045#Q33547
3132QP5H3
151615.71440000
PA
USD
145834.14000000
0.009472937125
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2045#Q33578
3132QP6Q2
10796.79810000
PA
USD
10392.50000000
0.000675064831
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 05/01/2045#Q33138
3132QPPY4
15815.40580000
PA
USD
15666.04000000
0.001017617767
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2045#Q33347
3132QPWH3
6505.90630000
PA
USD
6270.19000000
0.000407292254
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 07/01/2045#Q34458
3132QQ5U2
29597.99430000
PA
USD
29344.47000000
0.001906126503
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 06/01/2045#Q34467
3132QQ6D9
10392.96570000
PA
USD
10308.97000000
0.000669638979
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2045#Q33623
3132QQAZ5
2897.35440000
PA
USD
2812.80000000
0.000182710835
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2045#Q33724
3132QQD66
17290.64780000
PA
USD
16679.75000000
0.001083465250
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2045#Q33791
3132QQF98
29976.04780000
PA
USD
28908.29000000
0.001877793591
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2045#Q34164
3132QQTW2
183704.53640000
PA
USD
176844.84000000
0.011487296803
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2045#Q34311
3132QQYH9
319938.94650000
PA
USD
308477.97000000
0.020037780004
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 3.0% 8/45#Q35375
3132QR6M7
4760.51440000
PA
USD
4454.61000000
0.000289357762
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 07/01/2045#Q34759
3132QRJD3
16544.64450000
PA
USD
15427.39000000
0.001002115797
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 07/01/2045#Q34979
3132QRQ94
6964.28440000
PA
USD
6598.72000000
0.000428632552
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 11/01/2045#Q37070
3132QT2C9
4689.09420000
PA
USD
4515.55000000
0.000293316237
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2412 FK SOFR30A+91.448 1/32
31339DTC2
227.90580000
PA
USD
229.10000000
0.000014881631
Long
ABS-CBDO
USGSE
US
N
2
2032-01-15
Variable
0.04572670
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2432 FE SOFR30A+101.448 6/31
31339NNM4
437.05520000
PA
USD
439.82000000
0.000028569354
Long
ABS-CBDO
USGSE
US
N
2
2031-06-15
Variable
0.04672670
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2432 FG SOFR30A+101.448 3/32
31339NNN2
160.40500000
PA
USD
161.54000000
0.000010493141
Long
ABS-CBDO
USGSE
US
N
2
2032-03-15
Variable
0.04672670
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2423 FA SOFR30A+101.448 3/32
31339WBA3
308.39570000
PA
USD
310.46000000
0.000020166526
Long
ABS-CBDO
USGSE
US
N
2
2032-03-15
Variable
0.04672670
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2424 FM SOFR30A+111.448 3/32
31339WJT4
298.24970000
PA
USD
301.12000000
0.000019559828
Long
ABS-CBDO
USGSE
US
N
2
2032-03-15
Variable
0.04772670
N
N
N
N
N
N
FHLMC MFD HSG COP GTD (FREDMAC
N/A
FHR 2043 ZH 6% 4/28
3133TDPN0
470.80060000
PA
USD
478.35000000
0.000031072144
Long
ABS-CBDO
USGSE
US
N
2
2028-04-15
Fixed
0.06000000
N
N
N
N
N
N
FHLMC MFD HSG COP GTD (FREDMAC
N/A
FHR 2056 Z 6% 5/28
3133TDZM1
1805.43510000
PA
USD
1835.18000000
0.000119207647
Long
ABS-CBDO
USGSE
US
N
2
2028-05-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHR 2101 PD 6% 11/28
3133TGPD5
1127.03460000
PA
USD
1148.22000000
0.000074584839
Long
ABS-CBDO
USGSE
US
N
2
2028-11-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHR 2095 PE 6% 11/28
3133TGWC9
2068.55930000
PA
USD
2108.16000000
0.000136939588
Long
ABS-CBDO
USGSE
US
N
2
2028-11-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2121 MG 6% 2/29
3133TJA60
893.21440000
PA
USD
912.05000000
0.000059243962
Long
ABS-CBDO
USGSE
US
N
2
2029-02-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2137 PG 6% 3/29
3133TJR70
965.03430000
PA
USD
983.98000000
0.000063916313
Long
ABS-CBDO
USGSE
US
N
2
2029-03-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2135 JE 6% 3/29
3133TJWJ8
365.59840000
PA
USD
371.96000000
0.000024161377
Long
ABS-CBDO
USGSE
US
N
2
2029-03-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2131 BG 6% 3/29
3133TK2P4
6902.30210000
PA
USD
7022.75000000
0.000456176236
Long
ABS-CBDO
USGSE
US
N
2
2029-03-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2145 MZ 6.5% 4/29
3133TKE22
8003.30690000
PA
USD
8144.93000000
0.000529069597
Long
ABS-CBDO
USGSE
US
N
2
2029-04-15
Fixed
0.06500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2154 PT 6% 5/29
3133TKW97
1899.63440000
PA
USD
1940.80000000
0.000126068397
Long
ABS-CBDO
USGSE
US
N
2
2029-05-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHR 2162 PH 6 6/29
3133TLBA5
316.22100000
PA
USD
321.40000000
0.000020877155
Long
ABS-CBDO
USGSE
US
N
2
2029-06-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2218 ZB 6% 3/30
3133TNM84
1129.74690000
PA
USD
1153.87000000
0.000074951845
Long
ABS-CBDO
USGSE
US
N
2
2030-03-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2274 ZM 6.5% 1/31
3133TR4H5
605.39650000
PA
USD
614.76000000
0.000039932918
Long
ABS-CBDO
USGSE
US
N
2
2031-01-15
Fixed
0.06500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2303 ZV 6% 4/31
3133TSTH6
4248.38650000
PA
USD
4336.85000000
0.000281708435
Long
ABS-CBDO
USGSE
US
N
2
2031-04-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2357 ZB 6.5% 9/31
3133TUUS5
15970.84840000
PA
USD
16604.42000000
0.001078572045
Long
ABS-CBDO
USGSE
US
N
2
2031-09-15
Fixed
0.06500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 4.56% 6/33 #780605
31342AU64
18468.75820000
PA
USD
18925.27000000
0.001229327322
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Variable
0.06095000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 4.00% 4/34 #781481
31349SUE1
6134.03780000
PA
USD
6319.38000000
0.000410487485
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Variable
0.06480000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNR 1997-41 J 7.5% 6/27
31359PQC3
141.54860000
PA
USD
143.46000000
0.000009318720
Long
ABS-CBDO
USGSE
US
N
2
2027-06-18
Fixed
0.07500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2001-20 Z 6% 5/31
31359SXB1
2455.49620000
PA
USD
2502.63000000
0.000162563146
Long
ABS-CBDO
USGSE
US
N
2
2031-05-25
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 1999-17 PG 6% 4/29
31359VSD6
1539.17900000
PA
USD
1561.57000000
0.000101434783
Long
ABS-CBDO
USGSE
US
N
2
2029-04-25
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 1999-25 Z 6% 6/29
31359VU27
1876.81840000
PA
USD
1893.30000000
0.000122982943
Long
ABS-CBDO
USGSE
US
N
2
2029-06-25
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 1999-32 PL 6% 7/29
31359WHX2
2310.63700000
PA
USD
2353.71000000
0.000152889761
Long
ABS-CBDO
USGSE
US
N
2
2029-07-25
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 1999-33 PK 6% 7/29
31359WKN0
1734.19240000
PA
USD
1765.48000000
0.000114680149
Long
ABS-CBDO
USGSE
US
N
2
2029-07-25
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/27 #190284
31368HJ53
10.45000000
PA
USD
10.57000000
0.000000686594
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/27 #190289
31368HKA0
7.00220000
PA
USD
7.35000000
0.000000477433
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/28 #190294
31368HKF9
21.58510000
PA
USD
22.66000000
0.000001471923
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 4.25% 03/25/2042
3136A4CM9
2224906.20120000
PA
USD
2221471.84000000
0.144299977131
Long
ABS-CBDO
USGSE
US
N
2
2042-03-25
Fixed
0.04250000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 4.5% 07/25/2027
3136A7HT2
6.32610000
PA
USD
0.01000000
0.000000000649
Long
ABS-CBDO
USGSE
US
N
2
2027-07-25
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2015-70 JC 3% 10/45
3136AQCV0
87379.54760000
PA
USD
84645.08000000
0.005498284015
Long
ABS-CBDO
USGSE
US
N
2
2045-10-25
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES
N/A
FNS 343 16 5.5% 5/34
3136FA6N5
2685.38930000
PA
USD
357.28000000
0.000023207809
Long
ABS-CBDO
USGSE
US
N
2
2034-05-25
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES
N/A
FNS 339 5 5.5% 8/33
3136FAZ78
2842.23140000
PA
USD
367.73000000
0.000023886609
Long
ABS-CBDO
USGSE
US
N
2
2033-07-25
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES
N/A
FNS 348 14 6.5% 8/34
3136FCEU6
1776.16420000
PA
USD
296.18000000
0.000019238941
Long
ABS-CBDO
USGSE
US
N
2
2034-08-25
Variable
0.06500000
N
N
N
N
N
N
FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES
N/A
FNS 351 12 5.5% 4/34
3136FCJB3
1240.53290000
PA
USD
174.55000000
0.000011338231
Long
ABS-CBDO
USGSE
US
N
2
2034-04-25
Variable
0.05500000
N
N
N
N
N
N
FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES
N/A
FNS 351 13 6% 3/34
3136FCJC1
1699.41090000
PA
USD
268.47000000
0.000017438985
Long
ABS-CBDO
USGSE
US
N
2
2034-03-25
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES
N/A
FNS 359 19 6% 7/35
3136FCUL8
1141.94760000
PA
USD
191.35000000
0.000012429507
Long
ABS-CBDO
USGSE
US
N
2
2035-07-25
Variable
0.06000000
N
N
N
N
N
N
FNMA STRIPPED MTG BKD SECS
N/A
FNS 384 6 5% 7/37
3136FER61
11738.47190000
PA
USD
1780.73000000
0.000115670742
Long
ABS-CBDO
USGSE
US
N
2
2037-07-25
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 5/27 #250912
31371FVD1
2.45500000
PA
USD
2.47000000
0.000000160443
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 7.5% 06/01/2027#250951
31371FWL2
22.01030000
PA
USD
22.30000000
0.000001448539
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/27 #250990
31371FXT4
2.87300000
PA
USD
2.91000000
0.000000189024
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/28 #251975
31371G2G4
10.56620000
PA
USD
10.86000000
0.000000705432
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #251298
31371GDB3
15.32850000
PA
USD
15.55000000
0.000001010080
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/28 #251410
31371GGT1
20.38160000
PA
USD
20.77000000
0.000001349155
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 2/28 #251500
31371GKM1
3.63560000
PA
USD
3.69000000
0.000000239691
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 3/28 #251570
31371GMT4
17.52330000
PA
USD
17.94000000
0.000001165327
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 4/28 #251615
31371GN89
20.51040000
PA
USD
20.95000000
0.000001360847
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/28 #251822
31371GVP2
35.42900000
PA
USD
36.40000000
0.000002364432
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 5/29 #252492
31371HNH7
10.32470000
PA
USD
10.71000000
0.000000695688
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/29 #252805
31371HYA0
15.11530000
PA
USD
15.87000000
0.000001030866
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/29 #252806
31371HYB8
24.81080000
PA
USD
25.81000000
0.000001676538
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/31 #254058
31371KE72
7.57660000
PA
USD
7.64000000
0.000000496270
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 3/32 #254240
31371KLV1
693.89990000
PA
USD
732.81000000
0.000047601083
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 7/32 #254379
31371KQ87
82.01300000
PA
USD
86.85000000
0.000005641508
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 1/34 #255070
31371LJP5
71187.40700000
PA
USD
74554.93000000
0.004842858910
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/26 #256469
31371M2A4
59.63130000
PA
USD
59.75000000
0.000003881176
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/26 #256507
31371M3Q8
28.65530000
PA
USD
28.71000000
0.000001864913
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 7.00% 12/26 #256589
31371M7A9
24.56330000
PA
USD
24.64000000
0.000001600538
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 9/35 #255844
31371MER4
6123.99170000
PA
USD
6461.00000000
0.000419686684
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 7.00% 8/26 #256430
31371MY35
45.10390000
PA
USD
45.15000000
0.000002932805
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/27 #256630
31371NA70
43.43150000
PA
USD
43.60000000
0.000002832121
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 06/01/2035#310165
31374CQS8
22033.78290000
PA
USD
22650.50000000
0.001471306803
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/27 #313644
31374GLZ8
45.93270000
PA
USD
46.33000000
0.000003009454
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/27 #313711
31374GN45
4.58390000
PA
USD
4.66000000
0.000000302699
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/27 #313687
31374GNC7
9.33850000
PA
USD
9.80000000
0.000000636577
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #313835
31374GSY4
17.57580000
PA
USD
17.81000000
0.000001156882
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/28 #313947
31374GWG8
3.21550000
PA
USD
3.38000000
0.000000219554
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/28 #323317
31374TDW6
50.85270000
PA
USD
53.39000000
0.000003468050
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 12/28 #323424
31374TG94
29.54710000
PA
USD
30.18000000
0.000001960399
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/29 #323500
31374TKM0
8.79380000
PA
USD
9.23000000
0.000000599552
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/29 #323542
31374TLX5
98.33870000
PA
USD
103.24000000
0.000006706152
Long
ABS-MBS
USGSE
US
N
2
2029-02-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 3/29 #323688
31374TRH4
23.95440000
PA
USD
24.33000000
0.000001580401
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/29 #323819
31374TVL0
12.15550000
PA
USD
12.49000000
0.000000811311
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/29 #323961
31374TZ28
44.28520000
PA
USD
46.49000000
0.000003019847
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/29 #323968
31374TZ93
12.11610000
PA
USD
12.72000000
0.000000826252
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/28 #331338
31375DBF9
45.80470000
PA
USD
48.09000000
0.000003123778
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 6/26 #349356
31376ABZ0
8.43860000
PA
USD
8.44000000
0.000000548236
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 2/27 #356391
31376H2Y8
19.95940000
PA
USD
20.13000000
0.000001307582
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/29 #357040
31376JS59
68.21440000
PA
USD
70.95000000
0.000004608693
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 10/34 #357634
31376KHK5
4425.39260000
PA
USD
4656.88000000
0.000302496599
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 7/35 #357843
31376KP42
1968.47520000
PA
USD
2076.62000000
0.000134890847
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 8/35 #357953
31376KTJ5
1177.09340000
PA
USD
1239.49000000
0.000080513457
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 9/26 #358466
31376LFF6
8.64060000
PA
USD
8.68000000
0.000000563826
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/27 #368817
31376XVJ4
39.04540000
PA
USD
39.23000000
0.000002548260
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 5/27 #379801
31377K3J2
65.33640000
PA
USD
66.20000000
0.000004300148
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 5/27 #379219
31377KG41
4.47120000
PA
USD
4.50000000
0.000000292306
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 7/27 #394197
31378B3E2
10.06200000
PA
USD
10.17000000
0.000000660611
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/27 #401788
31378LJ94
4.97650000
PA
USD
5.08000000
0.000000329981
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #404971
31378P2C6
3.83780000
PA
USD
3.92000000
0.000000254631
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #404745
31378PTA1
11.38610000
PA
USD
11.55000000
0.000000750252
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/28 #405455
31378QMC2
1249.66400000
PA
USD
1278.06000000
0.000083018846
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 7/28 #406815
31378R3Y3
185.55330000
PA
USD
194.81000000
0.000012654258
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/28 #409486
31378U2T8
29.84700000
PA
USD
30.24000000
0.000001964297
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/28 #413578
31379AM36
23.27060000
PA
USD
23.72000000
0.000001540778
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 1/28 #413862
31379AWX9
65.91430000
PA
USD
67.10000000
0.000004358609
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/28 #416823
31379EAY3
10.04140000
PA
USD
10.54000000
0.000000684645
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/27 #417739
31379FBG8
9.60040000
PA
USD
9.61000000
0.000000624236
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 3/28 #420501
31379JDE3
80.45310000
PA
USD
81.41000000
0.000005288143
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/28 #432548
31379XP90
175.22460000
PA
USD
183.96000000
0.000011949475
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3832 PE 5% 3/41
3137A7WV8
62771.76130000
PA
USD
64481.80000000
0.004188539371
Long
ABS-CBDO
USGSE
US
N
2
2041-03-15
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5.0% 04/15/2041
3137A9MV5
1967050.23980000
PA
USD
1995400.35000000
0.129615068572
Long
ABS-CBDO
USGSE
US
N
2
2041-04-15
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3949 MK 4.5% 10/34
3137AFZS4
9098.24380000
PA
USD
9170.94000000
0.000595716051
Long
ABS-CBDO
USGSE
US
N
2
2034-10-15
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
N/A
FEDERAL HOME LN MTG CORP 4.5% 11/15/2040
3137BE3R3
136802.68770000
PA
USD
136924.41000000
0.008894188472
Long
ABS-CBDO
USGSE
US
N
2
2040-11-15
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2040
3137BJGM9
22532.61610000
PA
USD
22497.81000000
0.001461388530
Long
ABS-CBDO
USGSE
US
N
2
2040-12-15
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/28 #457257
31381C5S2
15.55050000
PA
USD
15.75000000
0.000001023071
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/29 #479545
31382DWE0
22.05400000
PA
USD
23.15000000
0.000001503752
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/29 #494945
31382WZJ4
437.10320000
PA
USD
458.90000000
0.000029808732
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/29 #500286
31383DXP3
114.52300000
PA
USD
120.23000000
0.000007809770
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 7/29 #505740
31383KZD2
46.09280000
PA
USD
48.39000000
0.000003143265
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/29 #511373
31383SCJ7
17.44170000
PA
USD
17.52000000
0.000001138045
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 10/29 #520559
31384DJC7
199.09060000
PA
USD
208.27000000
0.000013528578
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 12/29 #524241
31384HLW1
19.25070000
PA
USD
19.90000000
0.000001292642
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/28 #527248
31384LWH3
11.03400000
PA
USD
11.58000000
0.000000752201
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/29 #527286
31384LXP4
105.28240000
PA
USD
110.53000000
0.000007179688
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 2/30 #531078
31384Q6P3
61.56940000
PA
USD
64.64000000
0.000004198815
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 2/30 #535143
31384VP48
81.39150000
PA
USD
84.66000000
0.000005499253
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 11/31 #545304
31385HX98
52.50350000
PA
USD
55.13000000
0.000003581075
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/32 #545759
31385JJC3
19750.59100000
PA
USD
20679.44000000
0.001343272809
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/32 #545762
31385JJF6
3967.10520000
PA
USD
4151.32000000
0.000269656977
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/30 #549602
31385QRX2
27.52040000
PA
USD
28.98000000
0.000001882451
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 10/32 #555144
31385WWD7
32.60930000
PA
USD
34.24000000
0.000002224125
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.428% 7/36 #555923
31385XSL2
1393.51090000
PA
USD
1432.24000000
0.000093033904
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Variable
0.06164000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 12/30 #563583
31386HCU3
113.23950000
PA
USD
119.86000000
0.000007785736
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.50% 8/30 #567034
31386L4T6
905.60840000
PA
USD
924.03000000
0.000060022146
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
0.07500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 11/28 #572167
31386STY3
7.50100000
PA
USD
7.88000000
0.000000511860
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/30 #590851
31387QL81
925.46570000
PA
USD
971.61000000
0.000063112796
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/31 #604620
31388GVM0
29.15220000
PA
USD
30.61000000
0.000001988331
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/32 #611797
31388QUW7
628.93050000
PA
USD
668.58000000
0.000043428900
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 12/31 #622219
31389DG43
117.71890000
PA
USD
123.59000000
0.000008028026
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/31 #622547
31389DTC1
268.90420000
PA
USD
282.56000000
0.000018354228
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 1/32 #624486
31389FXP2
110.36350000
PA
USD
116.70000000
0.000007580473
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 12/40 #AH0851
3138A15M9
1532.44260000
PA
USD
1526.44000000
0.000099152846
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 1/41 #AH1256
3138A2ME6
8877.59250000
PA
USD
8843.81000000
0.000574466692
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 02/01/2041#AH3520
3138A44E2
11107.23150000
PA
USD
11070.60000000
0.000719112121
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 2/41 #AH4471
3138A56H0
3624.52790000
PA
USD
3612.22000000
0.000234638699
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 9/41 #AH4609
3138A6DP2
629.52700000
PA
USD
627.17000000
0.000040739033
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 1/41 #AH4987
3138A6RH5
3626.60000000
PA
USD
3613.51000000
0.000234722493
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/41 #AH6233
3138A74T2
4338.09210000
PA
USD
4322.13000000
0.000280752269
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/41 #AH6075
3138A7XD5
2386.67090000
PA
USD
2378.06000000
0.000154471462
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/36 #AH8017
3138A94B7
2462.69880000
PA
USD
2462.40000000
0.000159949929
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 04/01/2041#AH9677
3138ABXF1
1440.93290000
PA
USD
1491.19000000
0.000096863115
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/41 #AI2509
3138AFYF1
910.50630000
PA
USD
908.90000000
0.000059039348
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.228% 7/41#AI3469
3138AG2B3
15515.18320000
PA
USD
16293.37000000
0.001058367194
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Variable
0.06508000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 06/01/2041#AI5034
3138AJSY9
3527.66970000
PA
USD
3651.69000000
0.000237202549
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 08/01/2041#AI5189
3138AJXT4
523.14380000
PA
USD
541.90000000
0.000035200157
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 0.0% 07/01/2041#AI6050
3138AKWL9
7599.67760000
PA
USD
7980.85000000
0.000518411465
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Variable
0.06478000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 0.0% 10/01/2041#AI6819
3138ALSH1
4471.18450000
PA
USD
4651.93000000
0.000302175062
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Variable
0.06580000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.967% 8/41#AI8879
3138AN2M4
3815.94260000
PA
USD
4007.34000000
0.000260304479
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Variable
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 0.0% 09/01/2041#AI9813
3138AP3X4
13106.45720000
PA
USD
13763.83000000
0.000894056057
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Variable
0.06568000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 9/41 #AI9685
3138APXP8
1248.98650000
PA
USD
1246.88000000
0.000080993489
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 9/41 #AI9692
3138APXW3
2662.77960000
PA
USD
2646.93000000
0.000171936430
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 9/41 #AJ0165
3138ARFF6
5146.59490000
PA
USD
5124.98000000
0.000332902935
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/41 #AJ3485
3138AU2T3
4630.32810000
PA
USD
4608.15000000
0.000299331248
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/41 #AJ4047
3138AVP90
110684.21420000
PA
USD
110251.88000000
0.007161622972
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 12/41 #AJ4198
3138AVUY9
11030.23330000
PA
USD
10984.08000000
0.000713492048
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 11/41 #AJ5385
3138AW6X6
31233.24460000
PA
USD
31097.12000000
0.002019973255
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 01/01/2042#AJ5572
3138AXFN6
130660.43570000
PA
USD
130216.11000000
0.008458437940
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 02/01/2042#AJ5602
3138AXGL9
92091.15690000
PA
USD
91666.22000000
0.005954355671
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 12/41 #AJ8098
3138E07L7
12851.01290000
PA
USD
12791.16000000
0.000830874405
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 12/41 #AJ7472
3138E0JS9
2441.33350000
PA
USD
2430.88000000
0.000157902487
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2042#AJ7531
3138E0LM9
15839.20850000
PA
USD
15358.84000000
0.000997663000
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 0.0% 01/01/2042#AJ8357
3138E1JB4
118546.83980000
PA
USD
124492.70000000
0.008086662832
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Variable
0.06070000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 2/42 #AK1110
3138E5GU6
5858.67320000
PA
USD
5823.68000000
0.000378288338
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/42 #AK1385
3138E5RF7
5136.25840000
PA
USD
5114.43000000
0.000332217640
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/42 #AK1510
3138E5VC9
5728.20020000
PA
USD
5705.26000000
0.000370596139
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.691% 02/01/2042#AK2344
3138E6TA4
51494.70300000
PA
USD
54077.48000000
0.003512706750
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Variable
0.06593000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 2/42 #AK2525
3138E6YX8
1861.69990000
PA
USD
1859.52000000
0.000120788699
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 2/42 #AK3455
3138E7ZV9
6047.51500000
PA
USD
6027.49000000
0.000391527208
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/42 #AK5316
3138E94A5
3171.19340000
PA
USD
3156.32000000
0.000205024837
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 4/42 #AK6409
3138EBDP7
4772.25310000
PA
USD
4746.30000000
0.000308305047
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 4/42 #AK6572
3138EBJS5
8154.90500000
PA
USD
7900.98000000
0.000513223356
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 4/42 #AK8228
3138EDEA5
22706.42130000
PA
USD
22610.21000000
0.001468689689
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 4/42 #AK8237
3138EDEK3
32501.55370000
PA
USD
32361.89000000
0.002102128824
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 4/42 #AK9019
3138EEAV1
10640.03370000
PA
USD
10594.24000000
0.000688169240
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 4/42 #AK9701
3138EEX79
6409.52940000
PA
USD
6378.88000000
0.000414352422
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 7/41 #AL0913
3138EHAP7
25336.56440000
PA
USD
26926.04000000
0.001749032729
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 11/41 #AL1193
3138EHKF8
38590.20970000
PA
USD
38432.83000000
0.002496478411
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 3/42 #AL1521
3138EHVP4
37382.84260000
PA
USD
37174.63000000
0.002414749609
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 5/40 #AL2129
3138EJLK2
13393.50920000
PA
USD
14224.08000000
0.000923952481
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 10/34 #AL2130
3138EJLL0
8303.51050000
PA
USD
8715.54000000
0.000566134668
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2042#AL2266
3138EJQU5
42163.14660000
PA
USD
40842.31000000
0.002652990820
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 9/42 #AL2537
3138EJZB7
28009.01700000
PA
USD
27119.51000000
0.001761599945
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AL2884
3138EKF26
8746.39950000
PA
USD
8231.01000000
0.000534661089
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AL2860
3138EKFA8
6578.10340000
PA
USD
6192.25000000
0.000402229511
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/1/42 #AL3046
3138EKL45
34933.44910000
PA
USD
32938.64000000
0.002139592729
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AL3181
3138EKRB3
129627.86490000
PA
USD
122061.54000000
0.007928742157
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 10/01/2041#AL4242
3138ELWC3
30239.22640000
PA
USD
31306.85000000
0.002033596671
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2033#AL5321
3138EM4F5
4884.62440000
PA
USD
4949.35000000
0.000321494551
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 09/01/2043#AL5059
3138EMTR2
60586.72670000
PA
USD
56978.28000000
0.003701133794
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.947% 07/01/2043#AL5652
3138ENH69
15019.63950000
PA
USD
15750.94000000
0.001023132610
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Variable
0.06305000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2042#AL5881
3138ENRB7
61135.55880000
PA
USD
62176.17000000
0.004038772739
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2045#AL7147
3138EP5H3
25088.83140000
PA
USD
25492.91000000
0.001655941013
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 06/01/2044#AL7195
3138EP7H1
74479.03090000
PA
USD
70000.45000000
0.004547013899
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2042#AL6997
3138EPX33
286740.49570000
PA
USD
291623.20000000
0.018942945993
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2041#AL7018
3138EPYQ1
39117.56480000
PA
USD
39688.51000000
0.002578043521
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/43#AL7261
3138EQB76
59783.04740000
PA
USD
57943.67000000
0.003763842559
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 11/01/2044#AL7307
3138EQDM1
40302.86300000
PA
USD
41366.33000000
0.002687029547
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 06/01/2039#AL7550
3138EQL83
46008.85030000
PA
USD
47211.44000000
0.003066709912
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 09/01/2033#AL7521
3138EQLB6
107588.66070000
PA
USD
110399.84000000
0.007171233999
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 06/01/2042#AO2244
3138LSP61
23555.98430000
PA
USD
24713.51000000
0.001605313586
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Variable
0.06592000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/01/2042#AO7372
3138LYFN2
4725.03790000
PA
USD
4574.89000000
0.000297170781
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 8/42 #AO9892
3138M17E2
16874.95960000
PA
USD
16374.91000000
0.001063663781
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 7/42 #AO9368
3138M1MS4
4409.54430000
PA
USD
4268.68000000
0.000277280321
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2042#AP0495
3138M3RR7
7137.34610000
PA
USD
6902.79000000
0.000448384004
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 9/42 #AP3391
3138M6XV4
6176.30020000
PA
USD
5995.34000000
0.000389438843
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 9/42 #AP4410
3138M73U7
25786.61860000
PA
USD
24975.90000000
0.001622357634
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 10/01/2042#AP3667
3138M7CD5
27988.93380000
PA
USD
27212.57000000
0.001767644837
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 9/42 #AP5129
3138M8VX8
13867.61130000
PA
USD
13427.68000000
0.000872220787
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 10/42 #AP7148
3138MA5J3
6857.47500000
PA
USD
6642.54000000
0.000431478964
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 9/42 #AP6523
3138MAG93
2359.81850000
PA
USD
2290.20000000
0.000148764346
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 10/42 #AP7882
3138MBXL5
41476.67080000
PA
USD
40167.21000000
0.002609138400
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 10/42 #AP9735
3138MDY97
120833.07500000
PA
USD
116993.54000000
0.007599540467
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 11/42 #AQ0170
3138MFFL6
6942.45250000
PA
USD
6706.76000000
0.000435650498
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 11/42 #AQ0206
3138MFGQ4
7585.78210000
PA
USD
7335.95000000
0.000476520745
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 01/01/43#AQ1113
3138MGGX7
18162.17420000
PA
USD
17145.47000000
0.001113716989
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 10/42 #AQ1181
3138MGJ30
11382.39300000
PA
USD
11023.43000000
0.000716048103
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 11/01/2042#AQ1978
3138MHFU2
5417.23090000
PA
USD
5074.88000000
0.000329648593
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 11/01/2042#AQ2171
3138MHMV2
9645.06560000
PA
USD
9072.39000000
0.000589314546
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2042#AQ3314
3138MJVG1
7824.23560000
PA
USD
7957.33000000
0.000516883678
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 11/01/2042#AQ4673
3138MLFP4
7866.84270000
PA
USD
7412.23000000
0.000481475659
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/1/42 #AQ7097
3138MN3F5
8486.18170000
PA
USD
8228.44000000
0.000534494150
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2043#AQ7316
3138MPDW2
25419.81780000
PA
USD
23084.94000000
0.001499526689
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AQ8634
3138MQSY0
6168.55420000
PA
USD
5779.10000000
0.000375392558
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2043#AQ9316
3138MRK67
87226.97220000
PA
USD
79430.29000000
0.005159547298
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2043#AQ9328
3138MRLJ8
49621.40790000
PA
USD
48032.11000000
0.003120018111
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2043#AQ9947
3138MSBR9
7293.67690000
PA
USD
7057.44000000
0.000458429592
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AQ9994
3138MSC80
19950.37800000
PA
USD
18781.16000000
0.001219966379
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR0015
3138NWAR0
17974.55170000
PA
USD
16894.72000000
0.001097429040
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AR0530
3138NWSU4
6385.94260000
PA
USD
6010.59000000
0.000390429436
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR0739
3138NWZD4
11955.26480000
PA
USD
11227.47000000
0.000729301913
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 1/1/43 #AR1183
3138NXJ57
13301.02040000
PA
USD
12514.25000000
0.000812887184
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR1276
3138NXM20
6531.85130000
PA
USD
6186.02000000
0.000401824830
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR1584
3138NXXN2
53057.96420000
PA
USD
49952.93000000
0.003244788669
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AR1624
3138NXYW1
5499.15330000
PA
USD
5162.14000000
0.000335316734
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 02/01/2043#AR2626
3138NY4L6
50705.71420000
PA
USD
46097.78000000
0.002994369984
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR1812
3138NYAN5
7486.55050000
PA
USD
7081.59000000
0.000459998302
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR1910
3138NYDQ5
14905.37800000
PA
USD
14009.06000000
0.000909985443
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2043#AR2466
3138NYW43
6883.59470000
PA
USD
6265.53000000
0.000406989555
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR3493
3138W03B3
9195.34720000
PA
USD
8648.15000000
0.000561757220
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 01/01/2043#AR2887
3138W0F53
7478.94080000
PA
USD
6804.39000000
0.000441992243
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AR2904
3138W0GN3
14183.12560000
PA
USD
13353.80000000
0.000867421769
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR2943
3138W0HV4
8135.21070000
PA
USD
7651.01000000
0.000496986073
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR3691
3138W1C54
8899.98200000
PA
USD
8332.04000000
0.000541223687
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR5360
3138W25W1
5139.29260000
PA
USD
4820.42000000
0.000313119654
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 2/1/43#AR5364
3138W26A8
23227.81950000
PA
USD
22418.73000000
0.001456251737
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR5858
3138W3QL0
16531.39460000
PA
USD
15506.77000000
0.001007272077
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 2/1/43 #AR5859
3138W3QM8
5270.27250000
PA
USD
5100.34000000
0.000331302396
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 3/1/43#AR6743
3138W4P54
23413.56650000
PA
USD
22591.94000000
0.001467502926
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AR7033
3138W4Y70
9855.85830000
PA
USD
9296.78000000
0.000603890230
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.5% 03/43 #AR8173
3138W6CK0
23459.85740000
PA
USD
22682.42000000
0.001473380228
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 04/01/2043#AR8236
3138W6EJ1
10377.80580000
PA
USD
9421.76000000
0.000612008546
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 03/01/2043#AR9089
3138W7C36
28882.73240000
PA
USD
27191.45000000
0.001766272946
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2043#AS0076
3138W9CN8
9539.14800000
PA
USD
9238.58000000
0.000600109737
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 08/01/2043#AS0203
3138W9GM6
44681.32510000
PA
USD
41911.64000000
0.002722451207
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 08/01/2043#AS0205
3138W9GP9
22285.29690000
PA
USD
20882.64000000
0.001356472056
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 09/01/2043#AS0407
3138W9NZ9
7948.09310000
PA
USD
7442.08000000
0.000483414623
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 09/01/2043#AS0961
3138WAB71
11191.41600000
PA
USD
10494.11000000
0.000681665104
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2044#AS3651
3138WDBV2
106382.01710000
PA
USD
108092.59000000
0.007021362136
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2045#AS4972
3138WEQ28
12360.81260000
PA
USD
11501.31000000
0.000747089717
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.0% 08/45#AS5634
3138WFHL3
25774.58760000
PA
USD
23954.71000000
0.001556024273
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 03/01/2043#AT0162
3138WMFC0
5315.93110000
PA
USD
4830.15000000
0.000313751685
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 4/1/43 #AT0668
3138WMW64
5849.42450000
PA
USD
5656.66000000
0.000367439232
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 4/1/43 #AT0648
3138WMWJ6
57701.67020000
PA
USD
55762.88000000
0.003622185149
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 4/1/43 #AT1745
3138WN5F2
44619.50350000
PA
USD
43088.63000000
0.002798904857
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 04/01/2043#AT2008
3138WPGS7
38326.94330000
PA
USD
34846.59000000
0.002263527292
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 5/1/43 #AT2720
3138WQAW2
77677.75640000
PA
USD
73038.63000000
0.004744364726
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2043#AT2721
3138WQAX0
94846.78920000
PA
USD
89038.14000000
0.005783643679
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 4/1/43 #AT3073
3138WQMX7
9612.00820000
PA
USD
9290.30000000
0.000603469309
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2043#AT3989
3138WRNF3
48598.36620000
PA
USD
46954.26000000
0.003050004290
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2043#AT3998
3138WRNQ9
1896.56830000
PA
USD
1827.64000000
0.000118717872
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2043#AT5177
3138WSXF0
11585.76510000
PA
USD
10888.32000000
0.000707271773
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2043#AU1335
3138X0PV4
5625.24770000
PA
USD
5425.42000000
0.000352418593
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2043#AU6807
3138X6R56
3822.47080000
PA
USD
3886.34000000
0.000252444691
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 04/01/2044#AV7161
3138XJ5X1
12719.53910000
PA
USD
12630.50000000
0.000820438426
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2044#AW1064
3138XQFE6
4325.85110000
PA
USD
4397.42000000
0.000285642876
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2044#AW3253
3138XSTK3
9066.33350000
PA
USD
9215.47000000
0.000598608582
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2044#AW3982
3138XTM85
2135.08980000
PA
USD
2171.18000000
0.000141033173
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 05/44#AW4672
3138XUFN7
2958.45550000
PA
USD
3066.17000000
0.000199168971
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 12/01/2044#AW9502
3138XZRY9
7249.70730000
PA
USD
7186.98000000
0.000466844112
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/45#AX3256
3138Y4TN9
12756.81300000
PA
USD
12057.91000000
0.000783244741
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2044#AX6333
3138Y8BB5
2188.43800000
PA
USD
2217.99000000
0.000144073807
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 03/01/2045#AX9831
3138YB4R1
8353.18700000
PA
USD
7748.47000000
0.000503316775
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.0% 3/45#AY0609
3138YDVB2
20893.47400000
PA
USD
19548.20000000
0.001269790938
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.0% 04/01/2045#AY7471
3138YMJR1
11186.81020000
PA
USD
11079.25000000
0.000719673998
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.0% 03/01/2045#AY9025
3138YPA36
11907.52930000
PA
USD
11790.81000000
0.000765894747
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 08/01/2045#AZ3728
3138YVEA3
8623.93350000
PA
USD
7982.83000000
0.000518540080
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 08/01/2045#AZ4663
3138YWFD4
15904.72510000
PA
USD
15726.77000000
0.001021562601
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 4/32 #643105
31390DNW0
66.95400000
PA
USD
71.17000000
0.000004622984
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/32 #644164
31390ETV4
128.13250000
PA
USD
134.63000000
0.000008745150
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/32 #644809
31390FKW8
250.90230000
PA
USD
263.41000000
0.000017110303
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 5/32 #646414
31390HDT9
36.60670000
PA
USD
38.49000000
0.000002500191
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 7/32 #648070
31390J6F3
99.07570000
PA
USD
105.47000000
0.000006851006
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 6/32 #648542
31390KP36
68.63450000
PA
USD
73.06000000
0.000004745752
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 8/32 #659161
31390XJE1
1273.86630000
PA
USD
1355.10000000
0.000088023127
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/28 #660494
31390YXX1
26.84950000
PA
USD
28.19000000
0.000001831135
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
0.07000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2001-31 ZC 6.5% 7/31
313920CW8
1002.28650000
PA
USD
1017.24000000
0.000066076781
Long
ABS-CBDO
USGSE
US
N
2
2031-07-25
Fixed
0.06500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2001-38 QF SOFR30A+109.448 8/31
313920QV5
13545.98500000
PA
USD
13672.61000000
0.000888130686
Long
ABS-CBDO
USGSE
US
N
2
2031-08-25
Variable
0.04761690
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2001-52 YZ 6.5% 10/31
313921MN5
468.13930000
PA
USD
485.07000000
0.000031508655
Long
ABS-CBDO
USGSE
US
N
2
2031-10-25
Fixed
0.06500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2002-7 FC SOFR30A+86.448 1/32
31392B2Z8
258.60640000
PA
USD
259.47000000
0.000016854373
Long
ABS-CBDO
USGSE
US
N
2
2032-01-25
Variable
0.04531690
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2002-18 FD SOFR30A+91.448 2/32
31392CHM9
285.34880000
PA
USD
286.87000000
0.000018634192
Long
ABS-CBDO
USGSE
US
N
2
2032-02-25
Variable
0.04581690
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2002-16 ZD 6.50% 4/32
31392CVK7
1426.54650000
PA
USD
1486.54000000
0.000096561065
Long
ABS-CBDO
USGSE
US
N
2
2032-04-25
Fixed
0.06500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2002-39 FD SOFR30A+111.448 3/32
31392DPW6
523.49930000
PA
USD
528.83000000
0.000034351170
Long
ABS-CBDO
USGSE
US
N
2
2032-03-18
Variable
0.04772670
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2002-49 FB SOFR30A+71.448 11/31
31392DYV8
10455.35290000
PA
USD
10456.39000000
0.000679214928
Long
ABS-CBDO
USGSE
US
N
2
2031-11-18
Variable
0.04372670
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2002-63 FN SOFR30A+111.448 10/32
31392ED23
653.89490000
PA
USD
660.37000000
0.000042895603
Long
ABS-CBDO
USGSE
US
N
2
2032-10-25
Variable
0.04781690
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2002-60 FV SOFR30A+111.448 4/32
31392EVD9
5102.25980000
PA
USD
5148.17000000
0.000334409286
Long
ABS-CBDO
USGSE
US
N
2
2032-04-25
Variable
0.04781690
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2002-75 FA SOFR30A+111.448 11/32
31392FMU8
9334.06980000
PA
USD
9418.06000000
0.000611768206
Long
ABS-CBDO
USGSE
US
N
2
2032-11-25
Variable
0.04781690
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2002-74 FV SOFR30A+56.448 11/32
31392FRJ8
1783.74820000
PA
USD
1784.49000000
0.000115914981
Long
ABS-CBDO
USGSE
US
N
2
2032-11-25
Variable
0.04231690
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2002-74 SV SOFR30A+743.552 11/32
31392FRK5
371.68900000
PA
USD
7.86000000
0.000000510561
Long
ABS-CBDO
USGSE
US
N
2
2032-11-25
Variable
0.03768310
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2003-21 SK SOFR30A+798.552 3/33
31392JY37
638.49620000
PA
USD
67.40000000
0.000004378096
Long
ABS-CBDO
USGSE
US
N
2
2033-03-25
Variable
0.04318310
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2502 ZC 6 9/32
31392UTM6
2005.47550000
PA
USD
2082.39000000
0.000135265648
Long
ABS-CBDO
USGSE
US
N
2
2032-09-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2520 BE 6% 11/32
31392XV96
5346.10200000
PA
USD
5550.39000000
0.000360536260
Long
ABS-CBDO
USGSE
US
N
2
2032-11-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2003-70 BJ 5% 7/33
31393DAN1
18950.26650000
PA
USD
19145.03000000
0.001243602255
Long
ABS-CBDO
USGSE
US
N
2
2033-07-25
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2530 FE SOFR30A+71.448 2/32
31393FAU0
5915.47700000
PA
USD
5934.38000000
0.000385479069
Long
ABS-CBDO
USGSE
US
N
2
2032-02-15
Variable
0.04372670
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2519 ZD 5.50% 11/32
31393FCL8
3079.77480000
PA
USD
3161.10000000
0.000205335331
Long
ABS-CBDO
USGSE
US
N
2
2032-11-15
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2526 FC SOFR30A+51.448 11/32
31393FGG5
3473.74910000
PA
USD
3472.46000000
0.000225560319
Long
ABS-CBDO
USGSE
US
N
2
2032-11-15
Variable
0.04172670
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2587 AD 4.71 3/33
31393N5L9
239880.21370000
PA
USD
242563.99000000
0.015756210625
Long
ABS-CBDO
USGSE
US
N
2
2033-03-15
Fixed
0.04710000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2003-118 S SOFR30A+798.552 12/33
31393UNH2
11871.22190000
PA
USD
1469.47000000
0.000095452250
Long
ABS-CBDO
USGSE
US
N
2
2033-12-25
Variable
0.04318310
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 5.5% 07/25/2034
31394AEQ5
88547.66750000
PA
USD
90292.08000000
0.005865095764
Long
ABS-CBDO
USGSE
US
N
2
2034-07-25
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2004-91 Z 5 12/34
31394BZJ6
888314.55540000
PA
USD
904905.52000000
0.058779878948
Long
ABS-CBDO
USGSE
US
N
2
2034-12-25
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2005-14 ZB 5% 3/35
31394CXY3
271213.58910000
PA
USD
274047.15000000
0.017801259852
Long
ABS-CBDO
USGSE
US
N
2
2035-03-25
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+660.552 06/25/2035
31394D4V9
13825.10830000
PA
USD
950.55000000
0.000061744803
Long
ABS-CBDO
USGSE
US
N
2
2035-06-25
Variable
0.02938310
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 5.5% 08/25/2035
31394E3H9
919816.91890000
PA
USD
949313.06000000
0.061664456141
Long
ABS-CBDO
USGSE
US
N
2
2035-08-25
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2005-73 SA SOFR30A+1725.235 8/35
31394EB64
259.16130000
PA
USD
276.58000000
0.000017965785
Long
ABS-CBDO
USGSE
US
N
2
2035-08-25
Variable
0.07717606
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 5.5% 08/25/2035
31394EWW4
44414.79100000
PA
USD
46259.64000000
0.003004883912
Long
ABS-CBDO
USGSE
US
N
2
2035-08-25
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2005-81 PC 5.5% 9/35
31394FCS2
6475.84260000
PA
USD
6685.21000000
0.000434250676
Long
ABS-CBDO
USGSE
US
N
2
2035-09-25
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5.5% 10/15/2033
31394KF41
12570.42820000
PA
USD
12943.80000000
0.000840789430
Long
ABS-CBDO
USGSE
US
N
2
2033-10-15
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2682 FB SOFR30A+101.448 10/33
31394KHG2
329580.33070000
PA
USD
331869.13000000
0.021557197803
Long
ABS-CBDO
USGSE
US
N
2
2033-10-15
Variable
0.04672670
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2682 LD 4.5% 10/33
31394KK78
74314.30330000
PA
USD
75313.29000000
0.004892119642
Long
ABS-CBDO
USGSE
US
N
2
2033-10-15
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2711 FC SOFR30A+101.448 2/33
31394LYV8
249979.62960000
PA
USD
251700.84000000
0.016349712295
Long
ABS-CBDO
USGSE
US
N
2
2033-02-15
Variable
0.04672670
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2770 FH SOFR30A+51.448 3/34
31394TZB4
83898.75480000
PA
USD
83735.86000000
0.005439223880
Long
ABS-CBDO
USGSE
US
N
2
2034-03-15
Variable
0.04172670
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2005-102 CO 0% 11/35
31394UHV7
1690.43200000
PA
USD
1490.58000000
0.000096823491
Long
ABS-CBDO
USGSE
US
N
2
2035-11-25
Fixed
0.00000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2005-117 JN 4.5% 1/36
31394VDE7
45064.34800000
PA
USD
45475.00000000
0.002953916111
Long
ABS-CBDO
USGSE
US
N
2
2036-01-25
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2006-12 BO 0% 10/35
31394VS43
6368.90070000
PA
USD
5804.61000000
0.000377049609
Long
ABS-CBDO
USGSE
US
N
2
2035-10-25
Fixed
0.00000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2802 OB 6% 5/34
31394YPA6
6923.97680000
PA
USD
7143.02000000
0.000463988606
Long
ABS-CBDO
USGSE
US
N
2
2034-05-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2802 ZG 5.5% 5/15/34
31394YRN6
1024918.33680000
PA
USD
1054600.69000000
0.068503616705
Long
ABS-CBDO
USGSE
US
N
2
2034-05-15
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2006-15 OP 0% 3/36
31395BTU7
11221.14780000
PA
USD
9871.96000000
0.000641252153
Long
ABS-CBDO
USGSE
US
N
2
2036-03-25
Fixed
0.00000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2006-37 OW 0% 5/36
31395DMG1
1459.56730000
PA
USD
1238.07000000
0.000080421218
Long
ABS-CBDO
USGSE
US
N
2
2036-05-25
Fixed
0.00000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2877 ZD 5% 10/34
31395HNX4
1021940.85580000
PA
USD
1033730.27000000
0.067147938423
Long
ABS-CBDO
USGSE
US
N
2
2034-10-15
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNR 2006-62 KP PO 0% 4/36
31395N6X0
5953.60410000
PA
USD
5154.79000000
0.000334839301
Long
ABS-CBDO
USGSE
US
N
2
2036-04-25
Fixed
0.00000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNR 2006-45 OP 0 6/36
31395NEN3
113936.97640000
PA
USD
98930.43000000
0.006426216407
Long
ABS-CBDO
USGSE
US
N
2
2036-06-25
Fixed
0.00000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2947 XZ 6% 3/35
31395RA81
24622.32370000
PA
USD
25699.00000000
0.001669327985
Long
ABS-CBDO
USGSE
US
N
2
2035-03-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2996 MK 5.5% 6/35
31395UYX3
2387.59130000
PA
USD
2456.01000000
0.000159534854
Long
ABS-CBDO
USGSE
US
N
2
2035-06-15
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3002 NE 5% 7/35
31395WMR5
12815.65220000
PA
USD
13231.21000000
0.000859458700
Long
ABS-CBDO
USGSE
US
N
2
2035-07-15
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+648.552 02/15/2036
31396HLM9
4035.68450000
PA
USD
383.24000000
0.000024894091
Long
ABS-CBDO
USGSE
US
N
2
2036-02-15
Variable
0.02827330
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3119 PO 0 2/36
31396HSG5
13729.53820000
PA
USD
11607.74000000
0.000754003083
Long
ABS-CBDO
USGSE
US
N
2
2036-02-15
Fixed
0.00000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3121 KO 0 3/36
31396JG74
2196.00160000
PA
USD
1972.50000000
0.000128127532
Long
ABS-CBDO
USGSE
US
N
2
2036-03-15
Fixed
0.00000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3123 LO 0% 3/36
31396JPR0
7505.72540000
PA
USD
6430.67000000
0.000417716541
Long
ABS-CBDO
USGSE
US
N
2
2036-03-15
Fixed
0.00000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2006-72 CY 6% 8/26
31396KHM7
4922.01430000
PA
USD
4914.44000000
0.000319226904
Long
ABS-CBDO
USGSE
US
N
2
2026-08-25
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2006-104 GI SOFR30A+656.552 11/36
31396LMA5
8683.01510000
PA
USD
753.44000000
0.000048941144
Long
ABS-CBDO
USGSE
US
N
2
2036-11-25
Variable
0.02898310
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+652.552 12/25/2036
31396LZK9
5009.84390000
PA
USD
511.95000000
0.000033254697
Long
ABS-CBDO
USGSE
US
N
2
2036-12-25
Variable
0.02858310
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3145 GO 4/36
31396NCS3
8708.67410000
PA
USD
7488.14000000
0.000486406539
Long
ABS-CBDO
USGSE
US
N
2
2036-04-15
Fixed
0.00000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2009-59 HB 5% 8/25/39
31396QRH4
454420.15960000
PA
USD
462989.93000000
0.030074401623
Long
ABS-CBDO
USGSE
US
N
2
2039-08-25
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3189 PD 6% 7/36
31396UAR1
13387.20920000
PA
USD
14076.74000000
0.000914381728
Long
ABS-CBDO
USGSE
US
N
2
2036-07-15
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA SOFR30A+632.552 05/25/2037
31396VYS1
3200.30660000
PA
USD
305.48000000
0.000019843041
Long
ABS-CBDO
USGSE
US
N
2
2037-05-25
Variable
0.02658310
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2007-57 SA 4062-6*1ML 6/37
31396WJV9
2238.67270000
PA
USD
3062.75000000
0.000198946818
Long
ABS-CBDO
USGSE
US
N
2
2037-06-25
Variable
0.17929860
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2007-66 SA SOFR30A+3891.312 7/37
31396WYX8
3426.80600000
PA
USD
4632.39000000
0.000300905804
Long
ABS-CBDO
USGSE
US
N
2
2037-07-25
Variable
0.16909860
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2007-66 SB SOFR30A+3891.312 7/37
31396WYZ3
524.58980000
PA
USD
604.68000000
0.000039278152
Long
ABS-CBDO
USGSE
US
N
2
2037-07-25
Variable
0.16909861
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHR 3225 EO 0% 10/36
31397BQR5
4249.33760000
PA
USD
3603.77000000
0.000234089813
Long
ABS-CBDO
USGSE
US
N
2
2036-10-15
Fixed
0.00000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3244 SG SOFR30A+654.552 11/36
31397CDA4
17061.38120000
PA
USD
1616.67000000
0.000105013910
Long
ABS-CBDO
USGSE
US
N
2
2036-11-15
Variable
0.02887330
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3258 PM 5.5 12/36
31397CXF1
3678.37340000
PA
USD
3806.56000000
0.000247262428
Long
ABS-CBDO
USGSE
US
N
2
2036-12-15
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3336 LI SOFR30A+646.552 6/37
31397J7J7
12617.85470000
PA
USD
1287.78000000
0.000083650227
Long
ABS-CBDO
USGSE
US
N
2
2037-06-15
Variable
0.02807330
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3366 FD SOFR30A+36.448 5/37
31397KMB4
14469.87830000
PA
USD
14310.14000000
0.000929542674
Long
ABS-CBDO
USGSE
US
N
2
2037-05-15
Variable
0.04022670
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 3415 PC 5% 12/37
31397R3R5
131651.26490000
PA
USD
134458.99000000
0.008734042373
Long
ABS-CBDO
USGSE
US
N
2
2037-12-15
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNCL 2011-39 ZA 6% 11/32
31397SVY7
12926.22870000
PA
USD
13432.09000000
0.000872507247
Long
ABS-CBDO
USGSE
US
N
2
2032-11-25
Fixed
0.06000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNR 2010-15 FJ SOFR30A+104.448 6/36
31398MRG3
1007313.89680000
PA
USD
1019408.01000000
0.066217608470
Long
ABS-CBDO
USGSE
US
N
2
2036-06-25
Variable
0.04711690
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNR 2010-118 PB 4.5% 10/40
31398NUY8
1142392.68540000
PA
USD
1154058.80000000
0.074964109582
Long
ABS-CBDO
USGSE
US
N
2
2040-10-25
Fixed
0.04500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FNR 2010-39 FG SOFR30A+103.448 3/36
31398PU56
750735.73490000
PA
USD
759848.39000000
0.049357414001
Long
ABS-CBDO
USGSE
US
N
2
2036-03-25
Variable
0.04701690
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.801% 2/33 #695019
31400RDY4
4291.54700000
PA
USD
4380.59000000
0.000284549651
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Variable
0.05760000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 7.00% 9/30 #710936
31401KY90
168.01820000
PA
USD
176.40000000
0.000011458401
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
0.07000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #713686
31401N2T5
875.09710000
PA
USD
886.70000000
0.000057597304
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2033#720240
31401WEM7
210.42010000
PA
USD
211.88000000
0.000013763073
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.89% 3/33 #725130
31402CST0
4021.32840000
PA
USD
4143.58000000
0.000269154210
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Variable
0.06220000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 2/34 #725162
31402CTT9
5352.50970000
PA
USD
5600.82000000
0.000363812038
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 3/34 #725228
31402CVV1
5267.78040000
PA
USD
5512.14000000
0.000358051658
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 8/34 #725703
31402DGL8
124992.44760000
PA
USD
131294.90000000
0.008528512820
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #726923
31402ESL3
2560.89130000
PA
USD
2593.28000000
0.000168451491
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #726928
31402ESR0
1719.58860000
PA
USD
1742.64000000
0.000113196533
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #726949
31402ETE8
5744.82730000
PA
USD
5816.56000000
0.000377825844
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #726956
31402ETM0
1915.69680000
PA
USD
1942.49000000
0.000126178174
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2033#727029
31402EVW5
210.67020000
PA
USD
213.39000000
0.000013861157
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 9/33 #727147
31402EZL5
2870.31650000
PA
USD
2908.32000000
0.000188915520
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #727160
31402EZZ4
438.28570000
PA
USD
443.63000000
0.000028816840
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2033#729327
31402HHC8
385.13980000
PA
USD
389.22000000
0.000025282533
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2033#729380
31402HJZ5
2868.69960000
PA
USD
2906.68000000
0.000188808991
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 8/33 #729713
31402HVE8
448.86520000
PA
USD
453.25000000
0.000029441725
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 9/33 #734922
31402QPF2
967.60480000
PA
USD
980.71000000
0.000063703904
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 11/34 #735061
31402QTS0
98227.07270000
PA
USD
103367.70000000
0.006714447816
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 12/32 #735415
31402RAQ2
6778.88120000
PA
USD
7097.73000000
0.000461046707
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 4/35 #735503
31402RDG1
190559.50320000
PA
USD
200095.02000000
0.012997556975
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 8/35 #735744
31402RLZ0
313.33440000
PA
USD
330.05000000
0.000021439032
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.60% 8/35 #735810
31402RN39
9099.55840000
PA
USD
9369.53000000
0.000608615846
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Variable
0.06246000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.87% 1/35 #735833
31402RPS2
1788.86340000
PA
USD
1844.72000000
0.000119827336
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
0.05960000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 7/35 #745092
31403CXV8
8237.76120000
PA
USD
8671.69000000
0.000563286306
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 1/36 #745154
31403CZT1
601.46800000
PA
USD
634.98000000
0.000041246347
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 5/36 #745550
31403DH36
252.96160000
PA
USD
267.07000000
0.000017348045
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 6/36 #745640
31403DLV9
6750.53810000
PA
USD
7131.14000000
0.000463216917
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.753% 10/33 #746320
31403EDZ7
10790.52870000
PA
USD
11137.00000000
0.000723425260
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
0.06379000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.19% 9/33 #748643
31403GWC2
17583.79200000
PA
USD
17984.25000000
0.001168201557
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Variable
0.06142000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.752% 10/33 #755148
31403Q5H9
11495.86160000
PA
USD
11745.62000000
0.000762959343
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
0.06030000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.358% 10/33 #754672
31403QMV9
4428.32200000
PA
USD
4530.57000000
0.000294291890
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
0.06066000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.60% 2/35 #779905
31404VNW4
2861.92470000
PA
USD
2975.86000000
0.000193302711
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Variable
0.06587000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 7/35 #787578
31405E6P5
675.99790000
PA
USD
711.50000000
0.000046216851
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 9/29 #793986
31405NCX1
569.22190000
PA
USD
584.06000000
0.000037938740
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.05% 7/34 #801635
31405WSY2
5583.32840000
PA
USD
5734.04000000
0.000372465599
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Variable
0.06105000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.64% 1/35 #813730
31406MA71
315.45800000
PA
USD
323.33000000
0.000021002522
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Variable
0.05755000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.293% 3/35 #815586
31406PCX5
8487.51370000
PA
USD
8761.35000000
0.000569110344
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Variable
0.06458000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 8/35 #824358
31406YZX1
147.40540000
PA
USD
155.10000000
0.000010074818
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 7/35 #826613
31407CK22
664.12720000
PA
USD
700.24000000
0.000045485436
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 6/35 #828385
31407EJ61
2022.50490000
PA
USD
2124.48000000
0.000137999685
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/35 #830779
31407G6Q6
481.97560000
PA
USD
515.12000000
0.000033460610
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 8/35 #830989
31407HF68
545.01100000
PA
USD
574.05000000
0.000037288522
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.344% 7/35 #834917
31407MSE6
6328.84400000
PA
USD
6504.51000000
0.000422512960
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
0.05744000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 10/35 #835485
31407NF24
728.57260000
PA
USD
770.26000000
0.000050033720
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 1/36 #839064
31407SFD9
128.84170000
PA
USD
135.79000000
0.000008820500
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 11/35 #842191
31407VUQ6
1512.94730000
PA
USD
1590.21000000
0.000103295149
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.349% 12/34 #843013
31407WSA2
12249.01480000
PA
USD
12553.63000000
0.000815445187
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Variable
0.05907000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.280% 3/35 #843014
31407WSB0
10359.69170000
PA
USD
10630.86000000
0.000690547963
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Variable
0.05785000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 11/35 #843132
31407WVZ3
3417.91970000
PA
USD
3599.45000000
0.000233809199
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.0% 07/01/2035#843431
31407XA84
46241.68040000
PA
USD
47543.77000000
0.003088297047
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 11/35 #843567
31407XFG1
195.01500000
PA
USD
206.51000000
0.000013414254
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.893% 10/35 #847787
31408C2U9
4823.55770000
PA
USD
4955.15000000
0.000321871301
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Variable
0.06095000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.80% 7/34 #849923
31408FG86
525.80790000
PA
USD
541.99000000
0.000035206003
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Variable
0.06392000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.16% 9/35 #850124
31408FPH6
296.99220000
PA
USD
308.27000000
0.000020024270
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Variable
0.06585000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.66% 4/36 #868559
31409D5U3
15849.83140000
PA
USD
16478.78000000
0.001070410857
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Variable
0.06753000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 08/01/2045#AZ7222
3140E0AY1
26228.73320000
PA
USD
25958.69000000
0.001686196649
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 08/01/2045#AZ8288
3140E1F65
23368.28490000
PA
USD
21698.12000000
0.001409443128
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 08/01/2045#BA2698
3140E67L0
16124.71480000
PA
USD
15990.87000000
0.001038717724
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/01/2045#BA3906
3140E8KU1
7423.93630000
PA
USD
7176.62000000
0.000466171158
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 6.25% 6/36 #886983
31410EM88
5903.91260000
PA
USD
6101.30000000
0.000396321679
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Variable
0.06178000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 3/36 #888342
31410F5B7
5904.81010000
PA
USD
6187.33000000
0.000401909923
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #888034
31410FSX4
10882.70090000
PA
USD
11449.43000000
0.000743719752
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.44% 2/37 #888171
31410FW84
20556.78250000
PA
USD
21338.91000000
0.001386109951
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
0.05974000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 3/38 #889219
31410G4C4
3864.75880000
PA
USD
4111.20000000
0.000267050905
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #888544
31410GER0
59985.26380000
PA
USD
62979.71000000
0.004090968226
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 28YR 6.00% 6/36 #889046
31410GWF6
301651.05380000
PA
USD
317449.39000000
0.020620535850
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 1/38 #889371
31410KCG7
11458.68690000
PA
USD
12158.63000000
0.000789787202
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 7/38 #889733
31410KPS7
1776.55620000
PA
USD
1890.41000000
0.000122795218
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 6.34% 9/36 #893580
31410PXH1
268.15220000
PA
USD
277.81000000
0.000018045683
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Variable
0.06315000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 6.22% 3/37 #910296
31411KKH5
69774.53590000
PA
USD
72394.97000000
0.004702554552
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Variable
0.06440000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.37% 6/36 #916726
31411WPK7
1595.56530000
PA
USD
1650.87000000
0.000107235436
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Variable
0.06217000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 5/37 #917965
31411XZ65
703.63430000
PA
USD
744.86000000
0.000048383814
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 6.54% 4/37 #918912
31411Y3V3
1108.40780000
PA
USD
1146.02000000
0.000074441933
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Variable
0.06320000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 7/39 #931504
31412P3M1
28496.70790000
PA
USD
28974.16000000
0.001882072304
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 7/39 #931506
31412P3P4
3838.63790000
PA
USD
3903.97000000
0.000253589881
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 4/39 #930854
31412PE31
701.45510000
PA
USD
713.21000000
0.000046327927
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 11/39 #935695
31412U7G9
2749.23230000
PA
USD
2795.99000000
0.000181618909
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 3/39 #935009
31412UGS3
387.95580000
PA
USD
413.03000000
0.000026829158
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.65% 7/37 #942609
31413DVA2
3282.81030000
PA
USD
3435.00000000
0.000223127033
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Variable
0.06705000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 9/37 #942981
31413ECS2
808.54330000
PA
USD
859.32000000
0.000055818783
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 12/38 #970918
31414NDX9
4512.51540000
PA
USD
4810.70000000
0.000312488273
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 10/37 #995073
31416BMW5
10656.84380000
PA
USD
11286.67000000
0.000733147363
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.898% 5/35 #995272
31416BT57
1391.47930000
PA
USD
1435.62000000
0.000093253459
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Variable
0.06369000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 4.58% 7/35 #995273
31416BT65
12884.13800000
PA
USD
13319.48000000
0.000865192447
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
0.06279000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 11/36 #995606
31416CAF3
6553.23580000
PA
USD
6779.74000000
0.000440391054
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
0.06391000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 5.869% 5/36 #995608
31416CAH9
10267.06950000
PA
USD
10637.24000000
0.000690962388
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Variable
0.06511000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/40 #AA4740
31416NHS4
3259.96470000
PA
USD
3250.85000000
0.000211165215
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 4/39 #AB0042
31416VBL7
143257.15840000
PA
USD
145289.36000000
0.009437549892
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 4/39 #AB0043
31416VBM5
40445.06670000
PA
USD
41004.28000000
0.002663511893
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2039#AB0051
31416VBV5
8266.72310000
PA
USD
8381.78000000
0.000544454645
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 11/01/2040#AB1801
31416XAB6
133421.79980000
PA
USD
133000.19000000
0.008639283212
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 12/40 #AB1887
31416XCZ1
1147.83960000
PA
USD
1167.37000000
0.000075828764
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 12/40 #AB1898
31416XDC1
4414.93540000
PA
USD
4489.26000000
0.000291608519
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 1/41 #AB2079
31416XJZ4
89788.30000000
PA
USD
89499.77000000
0.005813629743
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 6/41 #AB3143
31416YP51
12696.07180000
PA
USD
12652.42000000
0.000821862282
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 4.50% 7/26 #AB3303
31416YU55
22.50880000
PA
USD
22.47000000
0.000001459582
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/41 #AB3687
31417ACZ0
77592.04880000
PA
USD
77268.60000000
0.005019130565
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 11/41 #AB3872
31417AJS9
69489.35320000
PA
USD
69212.76000000
0.004495847980
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% 6/42 #AB5423
31417CAZ8
61121.85270000
PA
USD
59212.85000000
0.003846284588
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 07/01/2042#AB5542
31417CEQ4
18202.89160000
PA
USD
17172.70000000
0.001115485766
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 07/01/2042 #AB5652
31417CH65
4893.92290000
PA
USD
4600.77000000
0.000298851866
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 10/01/2042#AB6493
31417DGB3
11674.30750000
PA
USD
10970.10000000
0.000712583950
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 11/01/2042#AB6904
31417DU68
64280.02730000
PA
USD
60590.18000000
0.003935751707
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AB7273
31417ECK5
6929.78890000
PA
USD
6522.87000000
0.000423705569
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AB7280
31417ECS8
15092.19550000
PA
USD
14196.29000000
0.000922147328
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 12/01/2042#AB7425
31417EHB0
6113.19070000
PA
USD
5760.97000000
0.000374214889
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 01/01/2043#AB7755
31417ETM3
27373.84150000
PA
USD
25753.47000000
0.001672866189
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AB7766
31417ETY7
33481.50540000
PA
USD
31473.43000000
0.002044417195
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AB7767
31417ETZ4
95635.38150000
PA
USD
89870.01000000
0.005837679395
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AB7846
31417EWG2
42530.38590000
PA
USD
40006.97000000
0.002598729703
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 4/1/43 #AB8881
31417F2P2
18955.10580000
PA
USD
17828.93000000
0.001158112448
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2035#AB8198
31417FDC9
6839.62570000
PA
USD
6935.69000000
0.000450521087
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 02/01/2043#AB8529
31417FPP7
69921.16910000
PA
USD
65729.18000000
0.004269565339
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 03/01/2043#AB8610
31417FR83
7628.38730000
PA
USD
7175.72000000
0.000466112697
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 03/01/2043#AB8830
31417FY44
6276.54260000
PA
USD
5901.07000000
0.000383315354
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2043#AB9238
31417GHQ2
5774.47520000
PA
USD
5421.94000000
0.000352192543
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2043#AB9239
31417GHR0
6461.41740000
PA
USD
6066.86000000
0.000394084562
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 05/01/2043#AB9341
31417GLX2
7003.92360000
PA
USD
6583.06000000
0.000427615327
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2043#AB9376
31417GM29
75973.68560000
PA
USD
73383.60000000
0.004766772916
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2043#AB9671
31417GW93
48673.98210000
PA
USD
47028.21000000
0.003054807855
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 10/39 #AC0435
31417JPV6
2630.70910000
PA
USD
2675.44000000
0.000173788352
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2039#AC6492
31417TGA0
1377.28700000
PA
USD
1400.64000000
0.000090981265
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 12/39 #AC6795
31417TRR1
21735.30270000
PA
USD
22098.51000000
0.001435451231
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.54% 12/39 #AC8301
31417VGK3
775.01530000
PA
USD
811.07000000
0.000052684612
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Variable
0.06060000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 5.00% 10/29 #MA0214
31417YGY7
314.02280000
PA
USD
317.74000000
0.000020639412
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 04/01/2042#MA1028
31418AEA2
3689.79570000
PA
USD
3671.72000000
0.000238503636
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 04/01/2043#MA1412
31418ASA7
6675.64600000
PA
USD
6079.40000000
0.000394899122
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.47% 3/40 #AD0820
31418M4E9
110684.16910000
PA
USD
115712.42000000
0.007516322853
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Variable
0.06152000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6% 11/35 #AD0687
31418MXR8
19329.35290000
PA
USD
20279.73000000
0.001317308877
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 1/40 #AD0732
31418MY63
11056.75400000
PA
USD
11756.26000000
0.000763650485
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 12/35 #AD0723
31418MYV8
65512.87530000
PA
USD
68856.89000000
0.004472731759
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.00% 8/37 #AE0265
31419AJK4
29378.41500000
PA
USD
30741.10000000
0.001996847291
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 3.472% 12/01/2040#AE0653
31419AWP8
41761.00620000
PA
USD
43855.58000000
0.002848723570
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Variable
0.06388000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2040#AE0675
31419AXD4
4461.85530000
PA
USD
4538.06000000
0.000294778417
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 6.50% 8/36 #AE0746
31419AZL4
46998.73510000
PA
USD
49344.42000000
0.003205261732
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 03/01/2041#AE1147
31419BHZ1
4427.86600000
PA
USD
4406.15000000
0.000286209949
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/40 #AE4428
31419E4N6
4266.27560000
PA
USD
4253.29000000
0.000276280634
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 10/40 #AE3832
31419EHJ1
2735.08890000
PA
USD
2781.27000000
0.000180662743
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.50% 11/40 #AE3874
31419EJU4
11111.61490000
PA
USD
11300.91000000
0.000734072350
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 9/40 #AE3950
31419EL80
2476.46670000
PA
USD
2466.77000000
0.000160233791
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 09/01/2040#AE3951
31419EL98
4304.23630000
PA
USD
4287.56000000
0.000278506708
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/40 #AE4113
31419ESB6
23337.58040000
PA
USD
23270.46000000
0.001511577498
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 10/40 #AE4645
31419FET9
4556.10230000
PA
USD
4546.90000000
0.000295352637
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 2/41 #AE6390
31419HC42
74138.29140000
PA
USD
73903.78000000
0.004800562209
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 11/40 #AE6775
31419HQ54
25684.12600000
PA
USD
25615.20000000
0.001663884595
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 11/40 #AE8271
31419KFM2
1120.77680000
PA
USD
1117.45000000
0.000072586114
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 11/40 #AE9065
31419LCB7
3153.48460000
PA
USD
3143.71000000
0.000204205731
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 1/41 #AE9338
31419LLU5
3257.70630000
PA
USD
3247.97000000
0.000210978139
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 4.00% 12/40 #AE9416
31419LPA5
1014.77030000
PA
USD
1008.66000000
0.000065519450
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04000000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
34339966.07800000
NS
USD
34346834.07000000
2.231064684947
Long
STIV
RF
US
N
1
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 5/42 #766751
36176HTG9
5008.66420000
PA
USD
4806.08000000
0.000312188172
Long
ABS-MBS
USGA
US
N
2
2042-05-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 6/41 #768770
36176K2B2
3174.32450000
PA
USD
3121.73000000
0.000202777977
Long
ABS-MBS
USGA
US
N
2
2041-06-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 9/41 #772063
36176PQQ2
13885.52960000
PA
USD
13650.67000000
0.000886705531
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #772072
36176PQZ2
6084.23850000
PA
USD
5979.80000000
0.000388429413
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 02/15/2045#777576
36176VT94
20750.33330000
PA
USD
19223.03000000
0.001248668895
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 03/15/2045#777581
36176VUE1
34171.30050000
PA
USD
31665.96000000
0.002056923352
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/41 #778681
36176W2N0
9498.27460000
PA
USD
9331.66000000
0.000606155927
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 02/15/2042#778869
36176XCE7
4145.73970000
PA
USD
4073.54000000
0.000264604627
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 2/42 #778882
36176XCT4
18456.71280000
PA
USD
17659.89000000
0.001147132129
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 05/15/2042#779220
36176XPD5
5828.69490000
PA
USD
5467.97000000
0.000355182510
Long
ABS-MBS
USGA
US
N
2
2042-05-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #779843
36176YEQ6
3025.73440000
PA
USD
2974.18000000
0.000193193583
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 3/42 #794582
36177PCU7
3945.11890000
PA
USD
3788.22000000
0.000246071118
Long
ABS-MBS
USGA
US
N
2
2042-03-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 04/15/2043#AA6286
36178D6X4
4365.03880000
PA
USD
4082.68000000
0.000265198333
Long
ABS-MBS
USGA
US
N
2
2043-04-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 7/42 #AA5451
36178DBU4
12313.39650000
PA
USD
11763.18000000
0.000764099987
Long
ABS-MBS
USGA
US
N
2
2042-07-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 9/42 #AA5658
36178DJB8
3480.32760000
PA
USD
3318.20000000
0.000215540064
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.0% 12/20/2042#AA5872
36178DQZ7
48581.11840000
PA
USD
45450.08000000
0.002952297385
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 12/15/2042#AA5897
36178DRS2
38967.01090000
PA
USD
36422.45000000
0.002365890310
Long
ABS-MBS
USGA
US
N
2
2042-12-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 04/15/2043#AA6309
36178EAJ8
13855.09350000
PA
USD
13186.87000000
0.000856578510
Long
ABS-MBS
USGA
US
N
2
2043-04-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 7/42 #AA8273
36178GFN9
4238.86340000
PA
USD
4049.45000000
0.000263039815
Long
ABS-MBS
USGA
US
N
2
2042-07-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 07/15/2042#AA8275
36178GFQ2
1224.49550000
PA
USD
1169.26000000
0.000075951532
Long
ABS-MBS
USGA
US
N
2
2042-07-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 08/15/2042#AB2238
36178MPX3
1263.86710000
PA
USD
1206.58000000
0.000078375725
Long
ABS-MBS
USGA
US
N
2
2042-08-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 09/15/2042#AB2330
36178MST9
1453.62270000
PA
USD
1387.13000000
0.000090103697
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 11/15/2042#AB9211
36178WGU7
43324.78870000
PA
USD
41370.38000000
0.002687292623
Long
ABS-MBS
USGA
US
N
2
2042-11-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 04/15/2043#AC1092
36179AF92
10807.73000000
PA
USD
10606.07000000
0.000688937681
Long
ABS-MBS
USGA
US
N
2
2043-04-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 06/15/2043#AC2222
36179BPF5
2509.63030000
PA
USD
2367.13000000
0.000153761483
Long
ABS-MBS
USGA
US
N
2
2043-06-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 06/15/2043#AC9654
36179KWP5
4301.59030000
PA
USD
4108.46000000
0.000266872923
Long
ABS-MBS
USGA
US
N
2
2043-06-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 02/20/2043#MA0783
36179M2Q2
20836.87960000
PA
USD
20028.12000000
0.001300965065
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 01/20/2043#MA0852
36179M5M8
25620.68720000
PA
USD
24621.67000000
0.001599347943
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 4/42 #MA0023
36179MAY6
49701.83240000
PA
USD
48997.16000000
0.003182704790
Long
ABS-MBS
USGA
US
N
2
2042-04-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.0% 08/20/2042#MA0317
36179MK66
3574.49140000
PA
USD
3360.53000000
0.000218289691
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.0% 12/20/2042#MA0624
36179MVR8
22622.51510000
PA
USD
21249.03000000
0.001380271623
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.0% 01/20/2043#MA0698
36179MX39
257714.00800000
PA
USD
242073.73000000
0.015724364844
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 03/20/44#MA1760
36179N5V6
3898.41240000
PA
USD
3737.06000000
0.000242747921
Long
ABS-MBS
USGA
US
N
2
2044-03-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 04/20/2043#MA0934
36179NBB3
27769.76310000
PA
USD
26681.97000000
0.001733178693
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 05/43 #MA1012
36179NDR6
264229.45460000
PA
USD
252721.87000000
0.016416035263
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 03/20/2043 #MA1090
36179NF78
52016.69760000
PA
USD
49959.30000000
0.003245202445
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 08/20/2043#MA1225
36179NLE6
18443.03000000
PA
USD
18147.71000000
0.001178819416
Long
ABS-MBS
USGA
US
N
2
2043-08-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 09/20/2043#MA1285
36179NNA2
307553.55360000
PA
USD
295131.96000000
0.019170864249
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.0% 07/20/2043#MA1374
36179NQ35
20756.53090000
PA
USD
19448.88000000
0.001263339417
Long
ABS-MBS
USGA
US
N
2
2043-10-20
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 01/20/2044#MA1600
36179NX52
3482.20590000
PA
USD
3338.84000000
0.000216880775
Long
ABS-MBS
USGA
US
N
2
2044-01-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 07/20/2044#MA2074
36179QJT9
8048.10440000
PA
USD
7905.75000000
0.000513533200
Long
ABS-MBS
USGA
US
N
2
2044-07-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 08/20/2044#MA2149
36179QL66
20788.08940000
PA
USD
20418.16000000
0.001326300864
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 10/20/2044#MA2304
36179QRZ6
148925.40720000
PA
USD
146242.71000000
0.009499476576
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 11/20/2044#MA2372
36179QT50
320792.39560000
PA
USD
314943.52000000
0.020457762243
Long
ABS-MBS
USGA
US
N
2
2044-11-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 12/20/44#MA2446
36179QWF4
8690.50000000
PA
USD
8532.06000000
0.000554216371
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 06/20/2045#MA2893
36179RGA1
145645.91520000
PA
USD
142893.53000000
0.009281924145
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 08/20/2045#MA3035
36179RLQ0
477329.82700000
PA
USD
468006.38000000
0.030400254783
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 12/20/2045#MA3311
36179RVC0
3319.06360000
PA
USD
3253.49000000
0.000211336702
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 05/15/2043#AD0745
36180BZJ3
3315.08100000
PA
USD
3103.71000000
0.000201607454
Long
ABS-MBS
USGA
US
N
2
2043-05-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 02/15/2043#AD1736
36180C4V8
85105.98850000
PA
USD
81413.20000000
0.005288351032
Long
ABS-MBS
USGA
US
N
2
2043-02-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 01/15/2043#AD2150
36180DL70
19528.77380000
PA
USD
18643.67000000
0.001211035452
Long
ABS-MBS
USGA
US
N
2
2043-01-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 02/15/2043#AD2180
36180DM53
3794.24060000
PA
USD
3625.51000000
0.000235501976
Long
ABS-MBS
USGA
US
N
2
2043-02-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 06/15/2043#AD2454
36180DWP8
4865.03950000
PA
USD
4557.87000000
0.000296065214
Long
ABS-MBS
USGA
US
N
2
2043-06-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 06/15/2043#AD3626
36180FA36
5253.98040000
PA
USD
4891.84000000
0.000317758878
Long
ABS-MBS
USGA
US
N
2
2043-06-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 05/15/2043#AD9112
36180NDR3
3227.06570000
PA
USD
3092.00000000
0.000200846808
Long
ABS-MBS
USGA
US
N
2
2043-05-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 06/15/2043#AE4597
36180XDA8
2529.46840000
PA
USD
2431.46000000
0.000157940162
Long
ABS-MBS
USGA
US
N
2
2043-06-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 06/15/2043#AE4598
36180XDB6
4975.19360000
PA
USD
4731.23000000
0.000307326146
Long
ABS-MBS
USGA
US
N
2
2043-06-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 07/15/2043#AF1083
36181GFY0
2645.44740000
PA
USD
2521.12000000
0.000163764199
Long
ABS-MBS
USGA
US
N
2
2043-07-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 2/44 #AG9361
36182EMJ9
13043.31550000
PA
USD
12380.49000000
0.000804198546
Long
ABS-MBS
USGA
US
N
2
2044-02-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 02/15/2045#AK7288
36183RCZ4
21162.80300000
PA
USD
19647.96000000
0.001276271041
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 04/15/2045#AK8698
36183SUX7
13089.46390000
PA
USD
12114.82000000
0.000786941440
Long
ABS-MBS
USGA
US
N
2
2045-04-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 02/15/2045#AL4767
36184BJL2
14792.68700000
PA
USD
14474.01000000
0.000940187165
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 05/15/2045#AN1263
36185GML6
13843.34810000
PA
USD
13529.13000000
0.000878810667
Long
ABS-MBS
USGA
US
N
2
2045-05-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 06/15/2045#AN5671
36186NJQ3
3691.66730000
PA
USD
3613.87000000
0.000234745878
Long
ABS-MBS
USGA
US
N
2
2045-06-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 07/15/2045#AN5744
36186NLZ0
10081.92090000
PA
USD
9850.79000000
0.000639877015
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 6.50% 11/34 #605771
36200N6G1
425.10010000
PA
USD
444.41000000
0.000028867506
Long
ABS-MBS
USGA
US
N
2
2034-11-15
Fixed
0.06500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 6.50% 8/34 #605311
36200NN49
1952.98590000
PA
USD
2081.28000000
0.000135193546
Long
ABS-MBS
USGA
US
N
2
2034-08-15
Fixed
0.06500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/32 #569328
36200QPM0
30.26820000
PA
USD
31.43000000
0.000002041596
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/32 #569840
36200RBH4
34.12570000
PA
USD
35.36000000
0.000002296876
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 6.50% 9/34 #574764
36200WQR5
659.95020000
PA
USD
702.94000000
0.000045660820
Long
ABS-MBS
USGA
US
N
2
2034-09-15
Fixed
0.06500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/32 #578193
36201BKE5
261.37080000
PA
USD
267.26000000
0.000017360387
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/32 #579242
36201CP32
303.59380000
PA
USD
314.73000000
0.000020443892
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/32 #582029
36201FSS7
63.50630000
PA
USD
65.39000000
0.000004247533
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/32 #582105
36201FU62
140.65020000
PA
USD
146.07000000
0.000009488257
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/32 #593188
36201T6Z5
48.93730000
PA
USD
50.93000000
0.000003308256
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.5% 3/31 #003053
36202DMA6
156.92870000
PA
USD
163.15000000
0.000010597722
Long
ABS-MBS
USGA
US
N
2
2031-03-20
Fixed
0.06500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.00% 11/31 #003160
36202DQM6
716.20880000
PA
USD
740.52000000
0.000048101901
Long
ABS-MBS
USGA
US
N
2
2031-11-20
Fixed
0.06000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.5% 11/31 #003161
36202DQN4
127.74590000
PA
USD
133.07000000
0.000008643817
Long
ABS-MBS
USGA
US
N
2
2031-11-20
Fixed
0.06500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 7% 2/32 #003202
36202DRX1
903.04050000
PA
USD
942.63000000
0.000061230345
Long
ABS-MBS
USGA
US
N
2
2032-02-20
Fixed
0.07000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6.00% 5/32 #003238
36202DS36
3365.62930000
PA
USD
3489.24000000
0.000226650296
Long
ABS-MBS
USGA
US
N
2
2032-05-20
Fixed
0.06000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 7.00% 3/32 #003216
36202DSD4
465.01310000
PA
USD
485.93000000
0.000031564518
Long
ABS-MBS
USGA
US
N
2
2032-03-20
Fixed
0.07000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 6/33 #003401
36202DX63
575.13910000
PA
USD
580.03000000
0.000037676964
Long
ABS-MBS
USGA
US
N
2
2033-06-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5% 9/33 #003442
36202DZF1
26135.36560000
PA
USD
26680.59000000
0.001733089052
Long
ABS-MBS
USGA
US
N
2
2033-09-20
Fixed
0.05000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 3/36 #003828
36202EHD4
1269.81440000
PA
USD
1283.55000000
0.000083375459
Long
ABS-MBS
USGA
US
N
2
2036-03-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.50% 1/42 #005279
36202F2L9
2293.82240000
PA
USD
2210.49000000
0.000143586630
Long
ABS-MBS
USGA
US
N
2
2042-01-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 10/41 #005280
36202F2M7
13815.41490000
PA
USD
13624.39000000
0.000884998463
Long
ABS-MBS
USGA
US
N
2
2042-01-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 5/40 #004696
36202FGD2
4216.82010000
PA
USD
4266.34000000
0.000277128322
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 7/40 #004746
36202FHX7
6992.03430000
PA
USD
7074.21000000
0.000459518920
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 8/40 #004771
36202FJQ0
920.39940000
PA
USD
931.21000000
0.000060488537
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 9/40 #004800
36202FKM7
67224.85740000
PA
USD
66378.18000000
0.004311722383
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 9/40 #004801
36202FKN5
37790.03320000
PA
USD
38234.26000000
0.002483579915
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 10/40 #004833
36202FLN4
14732.07950000
PA
USD
14546.89000000
0.000944921225
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 10/40 #004834
36202FLP9
3634.94980000
PA
USD
3677.68000000
0.000238890779
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 11/40 #004853
36202FMA1
185093.46440000
PA
USD
182753.03000000
0.011871074651
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 11/40 #004854
36202FMB9
3654.11080000
PA
USD
3697.08000000
0.000240150944
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 2/41 #004945
36202FP67
3953.08370000
PA
USD
3902.44000000
0.000253490497
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 1/41 #004946
36202FP75
60998.78790000
PA
USD
61716.16000000
0.004008891905
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 1/41 #004922
36202FPF7
1670.22890000
PA
USD
1648.99000000
0.000107113317
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 7/40 #004923
36202FPG5
16978.04360000
PA
USD
17177.70000000
0.001115810550
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 3/41 #004977
36202FQ66
15505.38310000
PA
USD
15306.51000000
0.000994263804
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 3/41 #004978
36202FQ74
3992.10940000
PA
USD
4039.06000000
0.000262364912
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 4/41 #005017
36202FSE7
36785.07480000
PA
USD
37217.72000000
0.002417548603
Long
ABS-MBS
USGA
US
N
2
2041-04-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 5/41 #005055
36202FTL0
158221.14640000
PA
USD
160082.13000000
0.010398442727
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.50% 6/41 #005082
36202FUF1
99638.32610000
PA
USD
100810.22000000
0.006548321783
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 8/41 #005139
36202FV86
1716.21450000
PA
USD
1693.12000000
0.000109979866
Long
ABS-MBS
USGA
US
N
2
2041-08-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 10/41 #005203
36202FX84
245639.61970000
PA
USD
242320.29000000
0.015740380623
Long
ABS-MBS
USGA
US
N
2
2041-10-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.50% 11/41 #005232
36202FY59
105752.04880000
PA
USD
101928.92000000
0.006620989093
Long
ABS-MBS
USGA
US
N
2
2041-11-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.00% 11/41 #005233
36202FY67
8176.72230000
PA
USD
8064.58000000
0.000523850308
Long
ABS-MBS
USGA
US
N
2
2041-11-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 12/20/2041#005258
36202FZX7
45680.43860000
PA
USD
44029.42000000
0.002860015681
Long
ABS-MBS
USGA
US
N
2
2041-12-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.50% 10/35 #612663
36202XTU1
2371.42330000
PA
USD
2482.93000000
0.000161283494
Long
ABS-MBS
USGA
US
N
2
2035-10-15
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/28 #433616
36207JVH3
14.70930000
PA
USD
14.90000000
0.000000967858
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/28 #433685
36207JXN8
40.18290000
PA
USD
40.80000000
0.000002650242
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/28 #433689
36207JXS7
9.17560000
PA
USD
9.24000000
0.000000600201
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 10/28 #434034
36207KEF3
97.20010000
PA
USD
98.77000000
0.000006415795
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/29 #434145
36207KHW3
13.15350000
PA
USD
13.40000000
0.000000870422
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.50% 1/31 #435013
36207LGW2
204.32020000
PA
USD
212.64000000
0.000013812440
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
0.08500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 12/27 #436017
36207MK62
11.07210000
PA
USD
11.16000000
0.000000724919
Long
ABS-MBS
USGA
US
N
2
2027-12-15
Fixed
0.08000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 4/27 #440301
36207SDE0
1.60130000
PA
USD
1.61000000
0.000000104580
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 5/27 #447102
36208CU39
10.08820000
PA
USD
10.13000000
0.000000658013
Long
ABS-MBS
USGA
US
N
2
2027-05-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 7/27 #447756
36208DMD4
26.28460000
PA
USD
26.58000000
0.000001726555
Long
ABS-MBS
USGA
US
N
2
2027-07-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #447984
36208DUH6
49.06230000
PA
USD
49.78000000
0.000003233555
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 9/27 #449474
36208FJT8
63.24020000
PA
USD
64.25000000
0.000004173482
Long
ABS-MBS
USGA
US
N
2
2027-09-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 7/27 #451321
36208HLA2
2.38040000
PA
USD
2.40000000
0.000000155896
Long
ABS-MBS
USGA
US
N
2
2027-07-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 7/27 #451326
36208HLF1
11.70520000
PA
USD
11.83000000
0.000000768440
Long
ABS-MBS
USGA
US
N
2
2027-07-15
Fixed
0.08000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 12/27 #452821
36208KAW9
37.87710000
PA
USD
38.43000000
0.000002496294
Long
ABS-MBS
USGA
US
N
2
2027-12-15
Fixed
0.08000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/28 #454375
36208LXC6
12.27810000
PA
USD
12.37000000
0.000000803517
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 8/27 #455273
36208MXA8
11.78760000
PA
USD
11.94000000
0.000000775585
Long
ABS-MBS
USGA
US
N
2
2027-08-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/28 #456151
36208NWL3
18.17060000
PA
USD
18.24000000
0.000001184814
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 3/28 #456712
36208PKZ0
710.57670000
PA
USD
722.66000000
0.000046941770
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 2/28 #458387
36208RF41
20.50890000
PA
USD
20.79000000
0.000001350454
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/28 #458374
36208RFP4
16.36820000
PA
USD
16.44000000
0.000001067891
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/28 #458926
36208RYX6
41.55430000
PA
USD
42.33000000
0.000002749626
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #460857
36208T5S5
45.23000000
PA
USD
45.89000000
0.000002980873
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 10/27 #460697
36208TX21
59.88500000
PA
USD
60.32000000
0.000003918201
Long
ABS-MBS
USGA
US
N
2
2027-10-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 4/28 #462669
36208V6E0
25.26290000
PA
USD
25.63000000
0.000001664845
Long
ABS-MBS
USGA
US
N
2
2028-04-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #462816
36208WDV2
10.06920000
PA
USD
10.22000000
0.000000663859
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 8/28 #464767
36208YJL4
22.17900000
PA
USD
22.70000000
0.000001474522
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/28 #465988
36209AUM0
22.66690000
PA
USD
22.90000000
0.000001487513
Long
ABS-MBS
USGA
US
N
2
2028-03-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/28 #466842
36209BS74
14.08390000
PA
USD
14.32000000
0.000000930183
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/31 #468613
36209DSA3
112.78210000
PA
USD
117.02000000
0.000007601259
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 1/31 #474760
36209LMH6
52.90500000
PA
USD
54.50000000
0.000003540152
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/31 #474767
36209LMQ6
19.69870000
PA
USD
20.38000000
0.000001323822
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 7/28 #475908
36209MU93
47.83250000
PA
USD
48.50000000
0.000003150410
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 7/28 #475895
36209MUU6
110.53750000
PA
USD
113.16000000
0.000007350525
Long
ABS-MBS
USGA
US
N
2
2028-07-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #479430
36209RST1
15816.62450000
PA
USD
15554.57000000
0.001010377018
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #479494
36209RUT8
33886.08170000
PA
USD
33295.91000000
0.002162799890
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #479596
36209RXZ1
715.15570000
PA
USD
702.08000000
0.000045604957
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #479607
36209RYC1
11733.55300000
PA
USD
11543.82000000
0.000749851036
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 7/29 #481600
36209T7M5
21.40650000
PA
USD
21.97000000
0.000001427103
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 9/28 #484261
36209W5W8
66.94330000
PA
USD
68.65000000
0.000004459292
Long
ABS-MBS
USGA
US
N
2
2028-09-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 10/39 #717997
3620A3UW2
1920.74290000
PA
USD
1989.53000000
0.000129233748
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/39 #720064
3620A55Z8
5418.03400000
PA
USD
5484.00000000
0.000356223770
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #719216
3620A5AR0
11576.89200000
PA
USD
11719.74000000
0.000761278258
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 7/40 #719217
3620A5AS8
3934.28250000
PA
USD
4076.19000000
0.000264776763
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 8/40 #719262
3620A5B73
4700.80550000
PA
USD
4870.36000000
0.000316363603
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 11/39 #722699
3620A83G6
1448.59830000
PA
USD
1466.49000000
0.000095258679
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 11/39 #722701
3620A83J0
3943.07470000
PA
USD
3991.85000000
0.000259298296
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 8/39 #722204
3620A8KR3
4833.39100000
PA
USD
4892.59000000
0.000317807596
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 10/39 #723224
3620A9PH8
3125.59160000
PA
USD
3235.34000000
0.000210157733
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 10/39 #723228
3620A9PM7
1236.82000000
PA
USD
1280.13000000
0.000083153306
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/39 #723339
3620A9S44
2570.39200000
PA
USD
2661.58000000
0.000172888049
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 8/39 #724220
3620AASH2
22378.62390000
PA
USD
22653.41000000
0.001471495828
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 8/39 #724223
3620AASL3
27971.06860000
PA
USD
28315.01000000
0.001839255948
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/39 #726323
3620AC4G6
1119.27050000
PA
USD
1158.67000000
0.000075263638
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5.47% 8/59 #725598
3620ACDB7
1182.81440000
PA
USD
1183.27000000
0.000076861579
Long
ABS-MBS
USGA
US
N
2
2059-08-20
Variable
0.05470000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 11/39 #726095
3620ACUU6
2973.06600000
PA
USD
3080.06000000
0.000200071222
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 11/39 #728315
3620AFDU8
2561.52140000
PA
USD
2592.55000000
0.000168404072
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 12/39 #728451
3620AFH42
3086.57250000
PA
USD
3197.65000000
0.000207709507
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 4/41 #734392
3620AM2Z4
3924.31250000
PA
USD
4061.99000000
0.000263854375
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 6/40 #733726
3620AMD74
64425.01440000
PA
USD
66738.15000000
0.004335104927
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/40 #733919
3620AMK84
1735.89870000
PA
USD
1796.46000000
0.000116692515
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/40 #733989
3620AMNE8
1917.44270000
PA
USD
1887.79000000
0.000122625031
Long
ABS-MBS
USGA
US
N
2
2040-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 1/41 #734151
3620AMTG7
15554.94510000
PA
USD
15304.98000000
0.000994164420
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 2/40 #735358
3620AN5T3
4505.71890000
PA
USD
4561.36000000
0.000296291914
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 2/40 #735359
3620AN5U0
2510.07080000
PA
USD
2541.07000000
0.000165060090
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 2/40 #735365
3620AN6A3
2836.91210000
PA
USD
2871.98000000
0.000186554986
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 4/40 #737177
3620AQ6N8
21154.17690000
PA
USD
21910.13000000
0.001423214645
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 5/40 #736729
3620AQPN7
10489.68950000
PA
USD
10619.32000000
0.000689798360
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 2/40 #737007
3620AQYC1
5743.83430000
PA
USD
5814.55000000
0.000377695281
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 2/40 #737015
3620AQYL1
8402.15510000
PA
USD
8506.02000000
0.000552524893
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 2/41 #738002
3620AR3K5
3791.54300000
PA
USD
3732.14000000
0.000242428333
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 8/40 #737311
3620ARDQ1
5581.16800000
PA
USD
5784.26000000
0.000375727736
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/40 #737454
3620ARH79
3069.54080000
PA
USD
3180.01000000
0.000206563667
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/40 #737559
3620ARMG3
14745.87500000
PA
USD
14514.84000000
0.000942839356
Long
ABS-MBS
USGA
US
N
2
2040-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #738885
3620AS2S7
8635.79220000
PA
USD
8494.43000000
0.000551772042
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/41 #738886
3620AS2T5
5720.34790000
PA
USD
5632.46000000
0.000365867275
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 3/41 #738106
3620ASAF6
3002.41540000
PA
USD
3108.49000000
0.000201917948
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 6/41 #738418
3620ASK73
481.41310000
PA
USD
498.27000000
0.000032366086
Long
ABS-MBS
USGA
US
N
2
2041-06-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 4/40 #739091
3620ATC47
8722.06610000
PA
USD
8829.39000000
0.000573530013
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #739184
3620ATFZ5
843.26340000
PA
USD
853.70000000
0.000055453725
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 12/41 #739352
3620ATL96
15667.85000000
PA
USD
14957.74000000
0.000971608778
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 7/40 #739706
3620ATYB7
3149.48940000
PA
USD
3263.35000000
0.000211977177
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 5/40 #741269
3620AVQW5
1214.22250000
PA
USD
1229.30000000
0.000079851546
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 8/40 #741372
3620AVT51
2555.35970000
PA
USD
2586.95000000
0.000168040314
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 12/41 #741817
3620AWDW7
9619.35340000
PA
USD
9218.89000000
0.000598830735
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 6/40 #743475
3620AX6L7
1661.32820000
PA
USD
1721.11000000
0.000111798011
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 7/40 #743665
3620AYFE1
1697.00670000
PA
USD
1758.62000000
0.000114234545
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #745196
3620C03D8
7484.49380000
PA
USD
7577.11000000
0.000492185757
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #745228
3620C04M7
16869.86920000
PA
USD
17078.42000000
0.001109361627
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #745231
3620C04Q8
15178.67210000
PA
USD
15366.25000000
0.000998144331
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #745232
3620C04R6
8801.66760000
PA
USD
8910.40000000
0.000578792174
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/40 #745236
3620C04V7
8147.39320000
PA
USD
8248.05000000
0.000535767955
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #745083
3620C0XL7
10290.38300000
PA
USD
10417.72000000
0.000676703044
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #745088
3620C0XR4
5665.03500000
PA
USD
5735.05000000
0.000372531206
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #745094
3620C0XX1
22586.79480000
PA
USD
22865.83000000
0.001485293977
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #745127
3620C0YY8
4907.47260000
PA
USD
4968.14000000
0.000322715091
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #745138
3620C0ZB7
5862.89520000
PA
USD
5935.30000000
0.000385538830
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/40 #746823
3620C2VQ4
2111.00260000
PA
USD
2082.48000000
0.000135271494
Long
ABS-MBS
USGA
US
N
2
2040-12-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 7/41 #748144
3620C4ER7
890.22580000
PA
USD
874.17000000
0.000056783394
Long
ABS-MBS
USGA
US
N
2
2041-07-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 8/40 #748482
3620C4RB8
4171.23780000
PA
USD
4323.66000000
0.000280851653
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 11/40 #749953
3620C6E27
4495.64070000
PA
USD
4422.95000000
0.000287301226
Long
ABS-MBS
USGA
US
N
2
2040-11-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 02/15/2041#750185
3620C6NA9
2745.86040000
PA
USD
2698.38000000
0.000175278464
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 11/41 #489862
36210EFB0
29422.93490000
PA
USD
28928.99000000
0.001879138200
Long
ABS-MBS
USGA
US
N
2
2041-11-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/31 #520104
36211QX97
83.80820000
PA
USD
86.05000000
0.000005589543
Long
ABS-MBS
USGA
US
N
2
2031-05-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/31 #544721
36212VD22
27.78510000
PA
USD
28.76000000
0.000001868161
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 3/40 #545934
36212WPT8
2197.17180000
PA
USD
2224.37000000
0.000144488232
Long
ABS-MBS
USGA
US
N
2
2040-03-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 5/32 #552576
36213E2H8
77.33520000
PA
USD
79.67000000
0.000005175118
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/41 #552550
36213EZP4
5430.32250000
PA
USD
5336.43000000
0.000346638077
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/41 #552552
36213EZR0
3453.30600000
PA
USD
3394.03000000
0.000220465748
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/41 #552554
36213EZT6
12583.73890000
PA
USD
12376.50000000
0.000803939367
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 6/31 #564650
36213UH37
222.21180000
PA
USD
230.26000000
0.000014956981
Long
ABS-MBS
USGA
US
N
2
2031-06-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 9/31 #564867
36213UQU7
12.24360000
PA
USD
12.72000000
0.000000826252
Long
ABS-MBS
USGA
US
N
2
2031-09-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 8/31 #565049
36213UWJ5
142.06310000
PA
USD
147.14000000
0.000009557761
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 3/32 #565867
36213VTY4
174.71620000
PA
USD
181.83000000
0.000011811117
Long
ABS-MBS
USGA
US
N
2
2032-03-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 4/27 #780545
36225ATA8
14.62840000
PA
USD
14.72000000
0.000000956165
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 6/27 #780580
36225AUD0
36.52360000
PA
USD
36.86000000
0.000002394312
Long
ABS-MBS
USGA
US
N
2
2027-06-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 8/27 #780618
36225AVK3
3.45280000
PA
USD
3.49000000
0.000000226699
Long
ABS-MBS
USGA
US
N
2
2027-08-15
Fixed
0.08000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.00% 8/27 #780622
36225AVP2
3.46960000
PA
USD
3.50000000
0.000000227349
Long
ABS-MBS
USGA
US
N
2
2027-08-15
Fixed
0.08000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.00% 12/28 #780931
36225BA81
16.04790000
PA
USD
16.29000000
0.000001058148
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.50% 8/29 #781078
36225BFT0
11.96650000
PA
USD
12.27000000
0.000000797021
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
0.08500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 8.50% 7/30 #781205
36225BKS6
15.66080000
PA
USD
16.20000000
0.000001052302
Long
ABS-MBS
USGA
US
N
2
2030-07-15
Fixed
0.08500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 7.50% 1/31 #781247
36225BL48
21.15930000
PA
USD
22.01000000
0.000001429701
Long
ABS-MBS
USGA
US
N
2
2031-01-15
Fixed
0.07500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 7.00% 4/32 #781432
36225BSV1
3014.61420000
PA
USD
3143.22000000
0.000204173902
Long
ABS-MBS
USGA
US
N
2
2032-04-20
Fixed
0.07000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 5.0% 05/15/2039#783724
3622A2D58
7191.32290000
PA
USD
7442.48000000
0.000483440606
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.5% 04/15/2043#783836
3622A2HM7
72930.26430000
PA
USD
69781.67000000
0.004532802623
Long
ABS-MBS
USGA
US
N
2
2043-04-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 11/40 #756928
36230RVV5
2349.29880000
PA
USD
2253.59000000
0.000146386274
Long
ABS-MBS
USGA
US
N
2
2040-11-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 1/42 #757487
36230SJ88
17668.66570000
PA
USD
16849.28000000
0.001094477397
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 2/42 #757488
36230SJ96
15403.52690000
PA
USD
14698.88000000
0.000954794028
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 2/42 #757489
36230SKA1
13832.01410000
PA
USD
13193.45000000
0.000857005926
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 1/42 #757490
36230SKB9
14902.23100000
PA
USD
14236.34000000
0.000924748853
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.50% 3/39 #782604
36241K3M8
536.15420000
PA
USD
561.49000000
0.000036472663
Long
ABS-MBS
USGA
US
N
2
2039-03-15
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 6.00% 6/36 #782394
36241KUT3
940756.93920000
PA
USD
990361.27000000
0.064330821592
Long
ABS-MBS
USGA
US
N
2
2036-06-15
Fixed
0.06000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 2/39 #782562
36241KZ35
560.96510000
PA
USD
580.66000000
0.000037717887
Long
ABS-MBS
USGA
US
N
2
2039-02-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/41 #783501
36241L3J3
49136.05450000
PA
USD
50879.13000000
0.003304951772
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 2/42 #783532
36241L4R4
6362.43120000
PA
USD
6089.14000000
0.000395531803
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 3/42 #783550
36241L5K8
1751.56500000
PA
USD
1675.56000000
0.000108839223
Long
ABS-MBS
USGA
US
N
2
2042-03-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 7/39 #782727
36241LA48
5441.50900000
PA
USD
5630.51000000
0.000365740609
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 4/40 #782918
36241LG34
29245.27210000
PA
USD
30295.30000000
0.001967889494
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #783008
36241LKV7
38862.92640000
PA
USD
39346.32000000
0.002555815911
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 3/41 #783276
36241LT97
1233.81160000
PA
USD
1249.07000000
0.000081135744
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 3/41 #783267
36241LTY2
33583.44030000
PA
USD
33060.65000000
0.002147518124
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 3/41 #783295
36241LUU8
46264.90810000
PA
USD
46839.12000000
0.003042525150
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 6.0% 05/15/2040#783362
36241LWX0
37267.36280000
PA
USD
39289.82000000
0.002552145845
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
0.06000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 6.50% 10/34 #635855
36291RMC3
1501.24880000
PA
USD
1604.28000000
0.000104209093
Long
ABS-MBS
USGA
US
N
2
2034-10-15
Fixed
0.06500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 6.50% 8/36 #657024
36294Q4H1
334.29530000
PA
USD
357.74000000
0.000023237689
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
0.06500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 3.0% 04/15/2043#666342
36295CHT1
5402.44040000
PA
USD
5034.91000000
0.000327052265
Long
ABS-MBS
USGA
US
N
2
2043-04-15
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/40 #677235
36295QLQ1
4510.82800000
PA
USD
4566.61000000
0.000296632937
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 11/39 #678648
36295R5H7
10372.33550000
PA
USD
10501.52000000
0.000682146434
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 2/40 #678654
36295R5P9
8933.21990000
PA
USD
8794.16000000
0.000571241581
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 2/40 #678655
36295R5Q7
7938.68660000
PA
USD
8037.19000000
0.000522071138
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 10/40 #682568
36295WJM0
15734.68360000
PA
USD
15492.93000000
0.001006373074
Long
ABS-MBS
USGA
US
N
2
2040-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 7/39 #692706
36296JR31
4419.20280000
PA
USD
4473.42000000
0.000290579602
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 8/39 #698474
36296Q6K0
43819.53090000
PA
USD
44358.36000000
0.002881382612
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 8/39 #698479
36296Q6Q7
2460.83850000
PA
USD
2426.57000000
0.000157622522
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 8/39 #698480
36296Q6R5
747.70890000
PA
USD
756.92000000
0.000049167194
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 5/39 #698329
36296QY29
1563.42820000
PA
USD
1582.63000000
0.000102802776
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.50% 1/39 #701582
36296UM72
2997.63750000
PA
USD
3141.64000000
0.000204071270
Long
ABS-MBS
USGA
US
N
2
2039-01-15
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 7/39 #704628
36296XYZ1
3026.20520000
PA
USD
3132.74000000
0.000203493153
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 8/39 #704665
36296XZ64
2615.69580000
PA
USD
2708.02000000
0.000175904648
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 12/39 #704808
36296YAH5
2877.67950000
PA
USD
2912.67000000
0.000189198083
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 6/40 #704995
36296YGC0
1176.37410000
PA
USD
1217.49000000
0.000079084405
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.0% 10/15/2040#705890
36297AF73
18100.89710000
PA
USD
17815.47000000
0.001157238128
Long
ABS-MBS
USGA
US
N
2
2040-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 2/40 #706789
36297BF63
9098.59740000
PA
USD
8965.31000000
0.000582358958
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 9/39 #706762
36297BFB2
2674.13040000
PA
USD
2639.68000000
0.000171465492
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 12/39 #711029
36297F4N9
1778.04430000
PA
USD
1840.96000000
0.000119583098
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 8/39 #710776
36297FT93
2315.40260000
PA
USD
2397.13000000
0.000155710190
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 9/39 #710839
36297FV82
8287.24410000
PA
USD
8389.34000000
0.000544945719
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.50% 9/39 #710868
36297FW57
14904.53840000
PA
USD
15643.93000000
0.001016181569
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.50% 9/39 #710869
36297FW65
10353.07710000
PA
USD
10862.42000000
0.000705589388
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/39 #710848
36297FWH1
4133.27940000
PA
USD
4279.54000000
0.000277985753
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 9/39 #710849
36297FWJ7
17720.19090000
PA
USD
18340.73000000
0.001191357401
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 10/39 #710924
36297FYV8
2426.78950000
PA
USD
2513.51000000
0.000163269877
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 2/40 #711174
36297GCK4
3584.10900000
PA
USD
3627.74000000
0.000235646830
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 3/40 #711223
36297GD49
19611.59270000
PA
USD
19853.87000000
0.001289646321
Long
ABS-MBS
USGA
US
N
2
2040-03-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.50% 7/38 #711379
36297GJY7
467.16560000
PA
USD
486.72000000
0.000031615833
Long
ABS-MBS
USGA
US
N
2
2038-07-15
Fixed
0.05500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 12/39 #711476
36297GMZ0
9043.21130000
PA
USD
8906.11000000
0.000578513509
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 2/40 #711491
36297GNG1
13373.79990000
PA
USD
13165.61000000
0.000855197526
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.00% 3/40 #711495
36297GNL0
66766.61610000
PA
USD
65740.80000000
0.004270320139
Long
ABS-MBS
USGA
US
N
2
2040-03-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 3.50% 12/41 #711616
36297GSD3
16871.41640000
PA
USD
16121.14000000
0.001047179663
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 8/39 #713740
36297J4Z4
8925.49320000
PA
USD
9035.57000000
0.000586922832
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 5.00% 5/39 #713327
36297JPL2
3144.07100000
PA
USD
3254.47000000
0.000211400359
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
0.05000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 4.50% 6/39 #713471
36297JT46
4990.10290000
PA
USD
5051.61000000
0.000328137046
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.5% 09/15/2039#713871
36297KCG4
4089.43980000
PA
USD
4139.69000000
0.000268901528
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
0.04500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2008-2 FD TSFR1M+59.448 1/38
38374DMX4
60352.58790000
PA
USD
60450.34000000
0.003926668131
Long
ABS-CBDO
USGA
US
N
2
2038-01-20
Variable
0.04261720
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNMA 2004-24 ZM 5% 04/34
38374F2L7
19498.62600000
PA
USD
19900.16000000
0.001292653177
Long
ABS-CBDO
USGA
US
N
2
2034-04-20
Fixed
0.05000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2004-32 GS 650-1ML 5/34
38374GZM7
3870.95730000
PA
USD
225.85000000
0.000014670521
Long
ABS-CBDO
USGA
US
N
2
2034-05-16
Variable
0.02725870
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2004-73 AL TSFR1M+708.552 8/34
38374H2N9
4036.36810000
PA
USD
401.38000000
0.000026072410
Long
ABS-CBDO
USGA
US
N
2
2034-08-17
Variable
0.03425870
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM TSFR1M+60 08/20/2063
38375B5N8
16983.62600000
PA
USD
17016.85000000
0.001105362229
Long
ABS-CBDO
USGA
US
N
2
2063-08-20
Variable
0.04396910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2010-H010 FA TSFR1M+44.448 5/60
38375BBV3
9957.00070000
PA
USD
9938.06000000
0.000645545806
Long
ABS-CBDO
USGA
US
N
2
2060-05-20
Variable
0.04115880
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2010-H19 FG TSFR1M+41.448 8/60
38375BFQ0
160574.47640000
PA
USD
160061.52000000
0.010397103964
Long
ABS-CBDO
USGA
US
N
2
2060-08-20
Variable
0.04096910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2010-H27 FA TSFR1M+38 12/60
38375BJK9
115129.90150000
PA
USD
114297.64000000
0.007424423096
Long
ABS-CBDO
USGA
US
N
2
2060-12-20
Variable
0.04176910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H05 FA TSFR1M+61.448 12/60
38375BKD3
86022.25510000
PA
USD
86041.67000000
0.005589002205
Long
ABS-CBDO
USGA
US
N
2
2060-12-20
Variable
0.04296910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H07 FA TSFR1M+61.448 3/61
38375BKP6
96089.09820000
PA
USD
96110.69000000
0.006243054770
Long
ABS-CBDO
USGA
US
N
2
2061-02-20
Variable
0.04296910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H12 FA TSFR1M+60.448 5/61
38375BLS9
109581.16130000
PA
USD
109589.71000000
0.007118610446
Long
ABS-CBDO
USGA
US
N
2
2061-02-20
Variable
0.04286910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H13 FA TSFR1M+61.448 4/61
38375BLW0
71186.21240000
PA
USD
71206.65000000
0.004625364941
Long
ABS-CBDO
USGA
US
N
2
2061-04-20
Variable
0.04296910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H14 FB TSFR1M+61.448 5/61
38375BLZ3
92430.44780000
PA
USD
92453.29000000
0.006005481317
Long
ABS-CBDO
USGA
US
N
2
2061-05-20
Variable
0.04296910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H14 FC TSFR1M+61.448 5/61
38375BMB5
80067.81070000
PA
USD
80084.23000000
0.005202025229
Long
ABS-CBDO
USGA
US
N
2
2061-05-20
Variable
0.04296910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H17 FA TSFR1M+64.448 6/61
38375BML3
79588.96280000
PA
USD
79641.51000000
0.005173267499
Long
ABS-CBDO
USGA
US
N
2
2061-06-20
Variable
0.04326910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM TSFR1M+66.448 09/20/2061
38375BNA6
401245.14080000
PA
USD
401600.48000000
0.026086731794
Long
ABS-CBDO
USGA
US
N
2
2061-09-20
Variable
0.04346910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2011-H21 FA TSFR1M+71.448 10/61
38375BNE8
282560.78210000
PA
USD
283093.78000000
0.018388901108
Long
ABS-CBDO
USGA
US
N
2
2061-10-20
Variable
0.04396910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2012-H01 FA TSFR1M+81.448 11/61
38375BNX6
274788.69430000
PA
USD
275489.19000000
0.017894930334
Long
ABS-CBDO
USGA
US
N
2
2061-11-20
Variable
0.04496910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2012-H03 FA TSFR1M+81.448 1/20/62 RVM
38375BPJ5
175849.39840000
PA
USD
176353.00000000
0.011455348390
Long
ABS-CBDO
USGA
US
N
2
2062-01-20
Variable
0.04496910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2012-H06 FA TSFR1M+74.448 1/62
38375BPQ9
368283.67640000
PA
USD
369085.28000000
0.023974644424
Long
ABS-CBDO
USGA
US
N
2
2062-01-20
Variable
0.04426910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2012-H07 FA TSFR1M+74.448 3/20/62
38375BQA3
215483.98950000
PA
USD
215802.26000000
0.014017850968
Long
ABS-CBDO
USGA
US
N
2
2062-03-20
Variable
0.04426910
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2007-37 TS TSFR1M+657.552 6/37
38375KNC2
7366.82170000
PA
USD
663.57000000
0.000043103465
Long
ABS-CBDO
USGA
US
N
2
2037-06-16
Variable
0.02915870
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2007-59 FC TSFR1M+61.448 7/37
38375LQB9
59236.21970000
PA
USD
59384.87000000
0.003857458478
Long
ABS-CBDO
USGA
US
N
2
2037-07-20
Variable
0.04281720
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM TSFR1M+65 12/20/2063
38375UCK4
772330.30120000
PA
USD
774736.34000000
0.050324489436
Long
ABS-CBDO
USGA
US
N
2
2063-12-20
Variable
0.04446910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM TSFR1M+71.448 12/20/2063
38375UDY3
14577.23660000
PA
USD
14600.62000000
0.000948411361
Long
ABS-CBDO
USGA
US
N
2
2063-12-20
Variable
0.04396910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM TSFR1M+71.448 01/20/2064
38375UEJ5
326886.35510000
PA
USD
327504.79000000
0.021273703702
Long
ABS-CBDO
USGA
US
N
2
2064-01-20
Variable
0.04396910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM TSFR1M+61.448 06/20/2064
38375UKG4
21028.67810000
PA
USD
21034.04000000
0.001366306534
Long
ABS-CBDO
USGA
US
N
2
2064-06-20
Variable
0.04296910
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2008-73 FA TSFR1M+97.448 8/38
38375XJZ8
398836.34810000
PA
USD
405191.85000000
0.026320016142
Long
ABS-CBDO
USGA
US
N
2
2038-08-20
Variable
0.04641720
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2008-83 FB TSFR1M+101.448 9/38
38375YFB3
301688.39710000
PA
USD
306845.52000000
0.019931741074
Long
ABS-CBDO
USGA
US
N
2
2038-09-20
Variable
0.04681720
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2009-108 CF TSFR1M+71.448 11/39
38376ENU5
334979.29550000
PA
USD
336614.33000000
0.021865431398
Long
ABS-CBDO
USGA
US
N
2
2039-11-16
Variable
0.04374130
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2009-116 KF TSFR1M+64.448 12/39
38376PA42
48340.95610000
PA
USD
48497.22000000
0.003150230226
Long
ABS-CBDO
USGA
US
N
2
2039-12-16
Variable
0.04304130
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2015-H13 FL TSFR1M+39.448 05/63
38376RCN4
12112.66070000
PA
USD
12060.08000000
0.000783385698
Long
ABS-CBDO
USGA
US
N
2
2063-05-20
Variable
0.04076910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2015-H13 HA 2.5% 08/64
38376RCQ7
519.30870000
PA
USD
493.15000000
0.000032033506
Long
ABS-CBDO
USGA
US
N
2
2064-08-20
Fixed
0.02500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM 2015-H19 FA TSFR1M+31.448 04/63
38376RFZ4
16878.06140000
PA
USD
16759.23000000
0.001088628026
Long
ABS-CBDO
USGA
US
N
2
2063-04-20
Variable
0.03996910
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM 2015-H30 HA VAR 11/20/2065
38376RLC8
113522.20800000
PA
USD
110853.45000000
0.007200699109
Long
ABS-CBDO
USGA
US
N
2
2062-09-20
Variable
0.01750000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2010-31 BP 5% 3/20/40
38376XL68
3076495.12610000
PA
USD
3174508.57000000
0.206206311421
Long
ABS-CBDO
USGA
US
N
2
2040-03-20
Fixed
0.05000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2010-H03 FA TSFR1M+66.448 3/60
38376XNT6
24133.71250000
PA
USD
24157.04000000
0.001569167007
Long
ABS-CBDO
USGA
US
N
2
2060-03-20
Variable
0.04335880
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2011-69 GX 4.5% 5/40
38377VH66
52449.98870000
PA
USD
52338.51000000
0.003399748608
Long
ABS-CBDO
USGA
US
N
2
2040-05-16
Fixed
0.04500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2011-68 EC 3.5% 4/20/41
38377VW93
23995.44390000
PA
USD
23841.43000000
0.001548665952
Long
ABS-CBDO
USGA
US
N
2
2041-04-20
Fixed
0.03500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2011-136 WI 4.5% 5/40
38377YTR1
10527.20620000
PA
USD
286.03000000
0.000018579628
Long
ABS-CBDO
USGA
US
N
2
2040-05-20
Fixed
0.04500000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 5.375% 04/01/2056
880591DZ2
2737000.00000000
PA
USD
2876575.09000000
0.186853469051
Long
DBT
USGSE
US
N
2
2056-04-01
Fixed
0.05375000
N
N
N
N
N
N
TENNESSEE VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY 5.25% 09/15/2039
880591EH1
2235000.00000000
PA
USD
2430107.95000000
0.157852337039
Long
DBT
USGSE
US
N
2
2039-09-15
Fixed
0.05250000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.5% 02/15/2045
912810RK6
6150700.00000000
PA
USD
4514517.73000000
0.293249184377
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 07/01/2043#AL3931
3138ELLM3
2841.55330000
PA
USD
2820.17000000
0.000183189567
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2011-94 SA TSFR1M+598.552 07/41
38377WN83
16897.72400000
PA
USD
1795.14000000
0.000116606772
Long
ABS-CBDO
USGA
US
N
2
2041-07-20
Variable
0.02318280
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.0% 10/01/2042#C04268
31292LW50
4545.62690000
PA
USD
4274.99000000
0.000277690199
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.0% 07/01/2043#AB9858
31417G5U6
158378.96000000
PA
USD
148403.51000000
0.009639835497
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 01/01/2046#G08687
3128MJXR6
32920.91970000
PA
USD
31600.17000000
0.002052649836
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.0% 04/01/2043#G07345
3128M9P63
146272.68880000
PA
USD
145685.42000000
0.009463276732
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.264% 08/01/2041#AL6552
3138EPH64
36614.58050000
PA
USD
37401.09000000
0.002429459754
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Variable
0.05310000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4.0% 01/46#MA3377
36179RXE4
2948.86010000
PA
USD
2889.98000000
0.000187724210
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.0% 10/01/2045#AL7413
3138EQGX4
12554.65010000
PA
USD
12434.54000000
0.000807709467
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/45#AZ9583
3140E2UH2
18529.16970000
PA
USD
18320.39000000
0.001190036178
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 06/45#AZ3341
3138YUWB3
25367.70060000
PA
USD
25131.02000000
0.001632433752
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 01/01/2042#AJ6217
3138AX4B4
9760.39640000
PA
USD
9715.24000000
0.000631072104
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 10/01/2045#Q37045
3132QTZK5
5555.65440000
PA
USD
5519.99000000
0.000358561570
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4% 01/15/2041
3137ADSL2
9224659.30660000
PA
USD
9175430.99000000
0.596007772048
Long
ABS-CBDO
USGSE
US
N
2
2041-01-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2040#V81771
3132L66G1
10844.16010000
PA
USD
10559.73000000
0.000685927577
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 10/01/2040#V81966
3132L7FF1
12933.72060000
PA
USD
12559.06000000
0.000815797903
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 7/40#V81831
3132L7A82
5144.42300000
PA
USD
5003.65000000
0.000325021711
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 11/01/2040#V82091
3132L7KC2
26935.30020000
PA
USD
26208.00000000
0.001702391060
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 12/40#V82128
3132L7LH0
25885.23690000
PA
USD
25181.19000000
0.001635692641
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 08/01/2040#V81886
3132L7CX5
34599.30410000
PA
USD
33696.17000000
0.002188799548
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 9/40#V81958
3132L7E70
27901.77980000
PA
USD
27197.11000000
0.001766640603
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2040#V81750
3132L65K3
60892.63210000
PA
USD
59310.43000000
0.003852623084
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 06/01/2040#V81792
3132L67D7
53976.86150000
PA
USD
52633.24000000
0.003418893362
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/40#V81744
3132L65D9
31945.33250000
PA
USD
31106.32000000
0.002020570859
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.501% 04/01/2044#AV5913
3138XHSB8
35580.88420000
PA
USD
36994.27000000
0.002403033979
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Variable
0.06455000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.543% 01/44#AV5544
3138XHES6
47036.16790000
PA
USD
48965.26000000
0.003180632664
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Variable
0.05848000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.686% 04/01/2044#AL5128
3138EMVW8
59717.91150000
PA
USD
62252.04000000
0.004043701021
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Variable
0.06373000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.457% 02/01/2044#AL5114
3138EMVG3
48963.97530000
PA
USD
50943.35000000
0.003309123306
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Variable
0.06068000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA ARM 2.562% 02/44#AL5596
3138ENGE3
13754.73260000
PA
USD
14311.53000000
0.000929632964
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Variable
0.06120000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 07/01/2042#Q09230
3132GUST2
154488.68330000
PA
USD
153738.12000000
0.009986355352
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2046#G60440
31335APZ5
334716.66800000
PA
USD
322486.99000000
0.020947762849
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/42#AQ3065
3138MJMP1
8332.80810000
PA
USD
8091.14000000
0.000525575564
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM ARM 2.986% 10/01/2041#1B8864
3128UHGY5
281458.80060000
PA
USD
295575.70000000
0.019199688234
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Variable
0.06380000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/01/2046#AS7024
3138WGYW8
29491.38490000
PA
USD
29151.23000000
0.001893574227
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 11/01/2042#G07368
3128M9QV7
147561.71240000
PA
USD
147107.75000000
0.009555666913
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2046#AS7000
3138WGX66
87732.41100000
PA
USD
81937.30000000
0.005322394956
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 11/42#G60488
31335ARH3
186559.28690000
PA
USD
186071.45000000
0.012086629007
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 09/01/2040#G06016
3128M8AR5
5000.93650000
PA
USD
5091.98000000
0.000330759357
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/46#Q39901
3132QXAB3
6873.93710000
PA
USD
6607.67000000
0.000429213916
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 04/01/2046#BC0824
3140EU4J5
94909.62840000
PA
USD
91127.39000000
0.005919354932
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/01/2046#Q40046
3132WDBQ6
77876.27170000
PA
USD
74689.33000000
0.004851589120
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 04/01/2046#Q40085
3132WDCX0
63866.77830000
PA
USD
61392.86000000
0.003987891331
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/42#G60517
31335ASE9
108789.63480000
PA
USD
110774.37000000
0.007195562315
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 02/01/2035#AB0067
31416VCD4
124195.12340000
PA
USD
127475.49000000
0.008280415695
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 07/01/2033#709470
31401JFK9
4736.14460000
PA
USD
4848.51000000
0.000314944294
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2046#AS7241
3138WHBK7
378381.41910000
PA
USD
363302.58000000
0.023599018021
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 05/01/2046#G60553
31335ATJ7
638132.13220000
PA
USD
615407.86000000
0.039975001494
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 05/46#MA3664
36179SB97
45915.22400000
PA
USD
44987.87000000
0.002922273645
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 10/20/2042#AC0073
36178YCJ2
57177.13630000
PA
USD
56086.79000000
0.003643225346
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 10/15/2041#775540
36176TLV8
4545.69010000
PA
USD
4462.56000000
0.000289874170
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 12/15/2041#792596
36177L3E2
636.95810000
PA
USD
626.18000000
0.000040674726
Long
ABS-MBS
USGA
US
N
2
2041-12-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 01/15/2042#794559
36177PB53
1399.63140000
PA
USD
1375.08000000
0.000089320966
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 03/15/2042#796180
36177Q2N2
3019.01840000
PA
USD
2963.06000000
0.000192471262
Long
ABS-MBS
USGA
US
N
2
2042-03-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 06/15/2042#799330
36177ULL6
3349.26340000
PA
USD
3284.72000000
0.000213365306
Long
ABS-MBS
USGA
US
N
2
2042-06-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 03/15/2042#733816
3620AMGZ9
15194.09470000
PA
USD
14923.77000000
0.000969402191
Long
ABS-MBS
USGA
US
N
2
2042-03-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 06/01/2032#C91456
3128P7TM5
175825.35440000
PA
USD
174691.35000000
0.011347412718
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
N/A
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 3.5% 11/15/2031
3137BAMN9
1109815.41450000
PA
USD
1106391.30000000
0.071867775415
Long
ABS-CBDO
USGSE
US
N
2
2031-11-15
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 05/20/2046#AT2645
36194A5E3
3620.59290000
PA
USD
3462.04000000
0.000224883468
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 05/20/2046#AS9183
36193VFY3
3331.33830000
PA
USD
3191.91000000
0.000207336654
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 06/20/2046#AR3124
36192XPH6
7883.49230000
PA
USD
7553.54000000
0.000490654722
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 05/20/2046#AR3062
36192XMK2
6006.44350000
PA
USD
5755.05000000
0.000373830344
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 3.5% 05/20/2046#AS9175
36193VFQ0
11712.43960000
PA
USD
11222.23000000
0.000728961539
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 05/20/2046#AS6967
36193SW47
5779.93280000
PA
USD
5538.02000000
0.000359732743
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 05/20/2046#AT1323
36193YPG5
7850.53340000
PA
USD
7521.96000000
0.000488603382
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 06/20/2046#AS4297
36193NX21
27128.40510000
PA
USD
25992.99000000
0.001688424671
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 06/20/2046#AR3125
36192XPJ2
8577.40050000
PA
USD
8218.41000000
0.000533842632
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 06/20/2046#AU2287
36194PRG1
4593.11200000
PA
USD
4400.87000000
0.000285866977
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 05/20/2046#AS6968
36193SW54
13513.22750000
PA
USD
12947.65000000
0.000841039515
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2039#AB0050
31416VBU7
25297.91500000
PA
USD
25641.21000000
0.001665574125
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2035#AB8197
31417FDB1
14843.85880000
PA
USD
15063.40000000
0.000978472126
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2033#727139
31402EZC5
6268.06130000
PA
USD
6350.16000000
0.000412486859
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2033#727060
31402EWV6
2884.39040000
PA
USD
2923.42000000
0.000189896370
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2033#727221
31402E4E5
2293.51440000
PA
USD
2323.55000000
0.000150930660
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 08/01/2037#AB8009
31417E3T6
888.26700000
PA
USD
896.93000000
0.000058261813
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2033#741529
31402XY26
1079.84670000
PA
USD
1094.47000000
0.000071093404
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2038#AB8124
31417FA24
1225.91920000
PA
USD
1242.78000000
0.000080727165
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 06/46#AS7008
36193SYD5
8573.87020000
PA
USD
8215.02000000
0.000533622428
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 06/46#AS7009
36193SYE3
7581.52450000
PA
USD
7264.21000000
0.000471860735
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 3% 09/25/2027
3136A8PY0
13142.21270000
PA
USD
191.92000000
0.000012466532
Long
ABS-CBDO
USGSE
US
N
2
2027-09-25
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 02/34#G30703
3132J4AD1
418541.54330000
PA
USD
415462.67000000
0.026987177014
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
0.03500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2016-H13 FB T1Y+50 05/20/2066
38376RUU8
439514.70860000
PA
USD
439977.43000000
0.028579580413
Long
ABS-CBDO
USGA
US
N
2
2066-05-20
Variable
0.03980000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/46#AS7533
3138WHLP5
769130.50720000
PA
USD
714961.11000000
0.046441674373
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 06/01/2031#J34598
31307RDB8
4791.76040000
PA
USD
4721.41000000
0.000306688269
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 06/01/2031#J34653
31307RE27
20932.35470000
PA
USD
20633.00000000
0.001340256209
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 06/01/2031#J34584
31307RCV5
3148.41460000
PA
USD
3105.60000000
0.000201730222
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 06/01/2031#J34571
31307RCG8
8092.75490000
PA
USD
7978.58000000
0.000518264013
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 04/01/2046#Q39717
3132QWYP8
15096.11020000
PA
USD
14049.13000000
0.000912588267
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 04/01/2046#Q40165
3132WDFF6
16548.74670000
PA
USD
15401.02000000
0.001000402883
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 5/46#Q40310
3132WDKY9
40843.50810000
PA
USD
38010.83000000
0.002469066589
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 6/46#V82414
3132L7VF3
265811.10650000
PA
USD
247375.94000000
0.016068780095
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 05/01/2046#V82275
3132L7Q44
268257.72610000
PA
USD
249652.87000000
0.016216682463
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA GTD MTG 2013-51 GI 3% 10/25/2032
3136AECM7
9752.36610000
PA
USD
289.17000000
0.000018783593
Long
ABS-CBDO
USGSE
US
N
2
2032-10-25
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 08/01/2043#AS9172
3138WKFN0
2317.64360000
PA
USD
2299.96000000
0.000149398326
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2042#AQ9061
3138MRB75
4494.12850000
PA
USD
4477.16000000
0.000290822541
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 08/01/2043#AU2854
3138X2E42
6737.33210000
PA
USD
6690.59000000
0.000434600145
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 427 LI 3.5% 02/15/2034
3137BGB32
22238.68320000
PA
USD
539.96000000
0.000035074140
Long
ABS-CBDO
USGSE
US
N
2
2034-02-15
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.673% 03/25/2026
3137BPW21
675050.27000000
PA
USD
673261.93000000
0.043733023913
Long
ABS-MBS
USGSE
US
N
2
2026-03-25
Fixed
0.02673000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.525% 05/25/2026
3137BQYS0
24138443.66000000
PA
USD
24033675.57000000
1.561153633678
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Fixed
0.02525000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 10/20/2040#004828
36202FLH7
36704.42570000
PA
USD
36489.85000000
0.002370268407
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 04/20/2040#004673
36202FFN1
6902.67790000
PA
USD
6860.86000000
0.000445660360
Long
ABS-MBS
USGA
US
N
2
2040-04-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 11/20/2040#004850
36202FL79
15424.71420000
PA
USD
15324.96000000
0.000995462259
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4.5% 06/15/2041#366975
36204DT82
71709.82470000
PA
USD
72597.62000000
0.004715718073
Long
ABS-MBS
USGA
US
N
2
2041-06-15
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 03/01/2046#BC8334
3140F4HL3
9665.87130000
PA
USD
9554.39000000
0.000620623783
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2046#BC0214
3140EUGY9
76211.53520000
PA
USD
75363.74000000
0.004895396719
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG 3237 C 5.5% 11/15/2036
31397CDM8
51211.27740000
PA
USD
52713.17000000
0.003424085369
Long
ABS-CBDO
USGSE
US
N
2
2036-11-15
Fixed
0.05500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 02/20/2041#004948
36202FP91
636.91450000
PA
USD
632.81000000
0.000041105390
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 12/20/2040#004880
36202FM52
7358.48810000
PA
USD
7311.35000000
0.000474922805
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 06/20/2040#004709
36202FGS9
6695.84800000
PA
USD
6659.14000000
0.000432557249
Long
ABS-MBS
USGA
US
N
2
2040-06-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 12/20/2039#004592
36202FC53
14523.35940000
PA
USD
14442.31000000
0.000938128030
Long
ABS-MBS
USGA
US
N
2
2039-12-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 07/20/2039#004488
36202E6Z7
555.49400000
PA
USD
554.12000000
0.000035993930
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 10/39#004553
36202FBW5
2608.86760000
PA
USD
2593.91000000
0.000168492414
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 06/20/2039#004461
36202E5W5
2866.29770000
PA
USD
2851.04000000
0.000185194788
Long
ABS-MBS
USGA
US
N
2
2039-06-20
Fixed
0.04500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII 30YR 4.5% 07/20/2040#004737
36202FHN9
588.07230000
PA
USD
584.77000000
0.000037984860
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN 2014 SER 4314 A1 5% 03/15/2034
3137B9ED3
1.29880000
PA
USD
0.00000000
0.000000
Long
ABS-CBDO
USGSE
US
N
2
2034-03-15
Fixed
0.05000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM 1.65% 01/20/2063
38375BE73
2.15390000
PA
USD
1.96000000
0.000000127315
Long
ABS-CBDO
USGA
US
N
2
2063-01-20
Fixed
0.01650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 08/01/2034#C91782
3128P76T5
78998.35600000
PA
USD
78323.71000000
0.005087667265
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 05/01/2034#C91764
3128P75Z2
46733.24330000
PA
USD
46344.62000000
0.003010403951
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2041#A96822
312945SK5
1668.06380000
PA
USD
1663.37000000
0.000108047398
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 07/01/2046#Q43088
3132WGNE3
8873.23010000
PA
USD
8510.11000000
0.000552790567
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2046#BC2817
3140EXDX8
801614.47370000
PA
USD
744656.24000000
0.048370578671
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FGLMC 30YR 3.5% 09/46#Q43176
3132WGQ67
88668.56890000
PA
USD
85012.27000000
0.005522135548
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 08/01/2046#AS7822
3138WHVQ2
66458.07050000
PA
USD
63643.51000000
0.004134086632
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.57% 07/25/2026
3137BRQJ7
6980460.36000000
PA
USD
6939848.74000000
0.450791226089
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Fixed
0.02570000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 10/42#AP9654
3138MDWQ1
3200.37360000
PA
USD
3108.36000000
0.000201909503
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/42#AP5393
3138M87F4
9045.92390000
PA
USD
8755.42000000
0.000568725150
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/42#AB6934
31417DV42
12884.12300000
PA
USD
12461.96000000
0.000809490586
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.679% 02/01/2039#AL8741
3138ETWB8
10248.98760000
PA
USD
10726.50000000
0.000696760443
Long
ABS-MBS
USGSE
US
N
2
2039-02-01
Variable
0.06783000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 12/01/2042#C04320
31292LYR0
164623.05710000
PA
USD
155185.74000000
0.010080388294
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
0.03000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MA 2016-H20 FM TSFR1M+51.448 12/20/2062
38376RYJ9
28606.50120000
PA
USD
28559.16000000
0.001855115181
Long
ABS-CBDO
USGA
US
N
2
2062-12-20
Variable
0.04196910
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/01/2046#AL9058
3138ERB41
465986.63700000
PA
USD
447416.65000000
0.029062809260
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 06/01/2046#BC1130
3140EVHG5
156441.51210000
PA
USD
154539.36000000
0.010038401438
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 07/20/2043#635118
36291QSF2
22948.69260000
PA
USD
21856.46000000
0.001419728407
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 03/01/2046#AL8321
3138ETG75
147962.67420000
PA
USD
146468.21000000
0.009514124362
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026
3137BSP72
15475000.00000000
PA
USD
15371130.25000000
0.998461337036
Long
ABS-MBS
USGSE
US
N
2
2026-08-25
Fixed
0.02653000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG 2010-169 Z 4.5% 12/20/2040
38377RM51
4554675.79270000
PA
USD
4494748.56000000
0.291965039907
Long
ABS-CBDO
USGA
US
N
2
2040-12-20
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHMS K059 A2 CSTR 09/25/2026
3137BSRE5
20934984.07000000
PA
USD
20822644.85000000
1.352574955740
Long
ABS-MBS
USGSE
US
N
2
2026-09-25
Variable
0.03120000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT 3857 ZP 5% 05/15/2041
3137AAL35
3164000.12750000
PA
USD
3209519.02000000
0.208480482556
Long
ABS-CBDO
USGSE
US
N
2
2041-05-15
Fixed
0.05000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM 2016-H21 DF TSFR1M+76.448 05/20/2061
38375BWC2
1060.50300000
PA
USD
1063.38000000
0.000069073893
Long
ABS-CBDO
USGA
US
N
2
2061-05-20
Variable
0.04446910
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.3% 10/25/2026
3137BTAC5
18000000.00000000
PA
USD
17909510.40000000
1.163346703125
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Fixed
0.03300000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2996 ZD 5.5% 06/35
31395UZR5
38608.23920000
PA
USD
39230.06000000
0.002548264019
Long
ABS-CBDO
USGSE
US
N
2
2035-06-15
Fixed
0.05500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 2933 ZM 5.75% 02/15/2035
31395MT74
63032.13290000
PA
USD
64375.06000000
0.004181605869
Long
ABS-CBDO
USGSE
US
N
2
2035-02-15
Fixed
0.05750000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2010-150 ZC 4.75% 01/41
31397QAV0
130847.40120000
PA
USD
129930.59000000
0.008439891439
Long
ABS-CBDO
USGSE
US
N
2
2041-01-25
Fixed
0.04750000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE 2010-95 ZC 5% 09/25/2040
31398NFC3
268892.54140000
PA
USD
265861.26000000
0.017269529618
Long
ABS-CBDO
USGSE
US
N
2
2040-09-25
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 6% 06/25/2045
3136ANY68
73813.01800000
PA
USD
10214.53000000
0.000663504447
Long
ABS-CBDO
USGSE
US
N
2
2045-06-25
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.347% 11/25/2026
3137BTUM1
27228228.87900000
PA
USD
27100784.43000000
1.760383590316
Long
ABS-MBS
USGSE
US
N
2
2026-11-25
Fixed
0.03347000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNMA 2017-H06 FA T1Y+35 08/66
38376RV60
528590.61810000
PA
USD
528008.48000000
0.034297806624
Long
ABS-CBDO
USGA
US
N
2
2066-08-20
Variable
0.03830000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2047#AL9776
3138ER2J8
407543.78830000
PA
USD
390283.94000000
0.025351644167
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/47#AL9779
3138ER2M1
24291.37210000
PA
USD
24018.79000000
0.001560186712
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2011-4 PZ 5% 2/41
31397QKY3
53940.83470000
PA
USD
53890.46000000
0.003500558506
Long
ABS-CBDO
USGSE
US
N
2
2041-02-25
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2046#AL9515
3138ERSD3
131528.47290000
PA
USD
125999.23000000
0.008184522387
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/46#BC9077
3140F5CP6
135878.42760000
PA
USD
130123.85000000
0.008452445014
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2046#AS7844
3138WHWE8
281084.69250000
PA
USD
261112.39000000
0.016961057631
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 8/46#BC1509
3140EVVB0
338403.00580000
PA
USD
314357.98000000
0.020419727366
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 01/01/2035#787546
31405E5F8
134242.25150000
PA
USD
141588.48000000
0.009197152112
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.43% 01/25/2027
3137BVZ82
1692384.83000000
PA
USD
1685208.27000000
0.109465945254
Long
ABS-MBS
USGSE
US
N
2
2027-01-25
Fixed
0.03430000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 11/01/2032#C73584
31288B6V0
2478.08370000
PA
USD
2579.88000000
0.000167581068
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 03/20/2047#MA4322
36179SYT8
3262552.15160000
PA
USD
3206643.43000000
0.208293693075
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 4% 04/20/2047#MA4383
36179S2Q9
666690.45160000
PA
USD
655265.71000000
0.042564044821
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2017-30 AI 5.5% 05/47
3136AWQD2
43673.65360000
PA
USD
5690.88000000
0.000369662058
Long
ABS-CBDO
USGSE
US
N
2
2047-05-25
Fixed
0.05500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2010-160 DY 4% 12/20/2040
38377RLW3
183651.49590000
PA
USD
182812.54000000
0.011874940238
Long
ABS-CBDO
USGA
US
N
2
2040-12-20
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2010-170 B 4% 12/40
38377NRP1
40558.18290000
PA
USD
40372.30000000
0.002622460416
Long
ABS-CBDO
USGA
US
N
2
2040-12-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 10/01/2045#AZ4750
3138YWH42
52187.59440000
PA
USD
50127.35000000
0.003256118456
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
0.03500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM 1.65% 02/20/2063
38375BK84
346.98040000
PA
USD
333.80000000
0.000021682621
Long
ABS-CBDO
USGA
US
N
2
2063-02-20
Fixed
0.01650000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 01/01/2046#G60393
31335ANJ3
10996.36910000
PA
USD
10577.90000000
0.000687107844
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 2005-79 ZC 5.9% 09/25/2035
31394FGT6
28829.48350000
PA
USD
29296.62000000
0.001903018314
Long
ABS-CBDO
USGSE
US
N
2
2035-09-25
Fixed
0.05900000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2047#AS9394
3138WKNL5
14493.41860000
PA
USD
14575.88000000
0.000946804327
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3% 02/01/2037#C91917
3128P8DW8
47451.51110000
PA
USD
46160.12000000
0.002998419399
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
0.03000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNMA 13-149 MA 2.5% 5/20/40
38378UQY6
45029.13380000
PA
USD
44636.21000000
0.002899430893
Long
ABS-CBDO
USGA
US
N
2
2040-05-20
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 04/15/2046#784232
3622A2VZ2
92873.00420000
PA
USD
90818.29000000
0.005899276747
Long
ABS-MBS
USGA
US
N
2
2046-04-15
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 06/47#Q48877
3132WN2K7
49281.64600000
PA
USD
48707.18000000
0.003163868581
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/47#Q48876
3132WN2J0
37432.27060000
PA
USD
37724.24000000
0.002450450584
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FHR 4683 LM 3% 05/15/2047
3137BYKR0
105734.64500000
PA
USD
103258.57000000
0.006707359067
Long
ABS-CBDO
USGSE
US
N
2
2047-05-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2047#BE8819
3140FUYR3
134679.02440000
PA
USD
132662.69000000
0.008617360251
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2040#A90709
312938YE7
3454.22500000
PA
USD
3516.11000000
0.000228395689
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 03/41#A97555
312946MC7
4318.46250000
PA
USD
4396.86000000
0.000285606500
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 12/01/2044#Q30263
3132QLJH7
7158.08620000
PA
USD
7249.71000000
0.000470918860
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/01/2035#A38837
31297UZA1
1767.96260000
PA
USD
1796.63000000
0.000116703558
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 11/01/2044#Q29663
3132MAML2
31439.81240000
PA
USD
31842.24000000
0.002068373958
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/43#Q22414
3132JPVF6
6002.05820000
PA
USD
6104.83000000
0.000396550977
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 08/01/2035#G02836
3128M4PV9
256.46110000
PA
USD
260.52000000
0.000016922577
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2045#Q30829
3132QL4P5
4051.57610000
PA
USD
4105.97000000
0.000266711180
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 02/01/2037#G02671
3128M4JQ7
288.65940000
PA
USD
293.47000000
0.000019062908
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 11/31#G05173
3128M7CJ3
780.38380000
PA
USD
785.55000000
0.000051026911
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/01/2045#Q33769
3132QQFK3
33793.13300000
PA
USD
34204.56000000
0.002221822999
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.25% 11/01/2041#AJ7445
3138E0HX0
4355.03610000
PA
USD
4373.02000000
0.000284057927
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.04250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.4% 08/01/2042#AP5087
3138M8UM3
13478.98410000
PA
USD
12911.62000000
0.000838699117
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
0.03400000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.4% 09/01/2042#AP9959
3138MEB58
6288.86990000
PA
USD
6017.73000000
0.000390893229
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03400000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 2004-22 AZ 5.5% 04/20/2034
38374GDS8
930818.14660000
PA
USD
970747.92000000
0.063056798710
Long
ABS-CBDO
USGA
US
N
2
2034-04-20
Fixed
0.05500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC 2010-116 QB 4% 09/16/2040
38377LAL2
13783.49880000
PA
USD
13724.24000000
0.000891484412
Long
ABS-CBDO
USGA
US
N
2
2040-09-16
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 01/15/2047#AX5831
36196HPQ7
11163.75050000
PA
USD
10895.76000000
0.000707755052
Long
ABS-MBS
USGA
US
N
2
2047-01-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 01/15/2047#AX5857
36196HQJ2
10744.62420000
PA
USD
10486.70000000
0.000681183773
Long
ABS-MBS
USGA
US
N
2
2047-01-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 07/15/2046#AT7623
36194GPG3
5992.76010000
PA
USD
5862.01000000
0.000380778137
Long
ABS-MBS
USGA
US
N
2
2046-07-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 07/15/2046#AT7536
36194GLR3
7479.93850000
PA
USD
7316.74000000
0.000475272922
Long
ABS-MBS
USGA
US
N
2
2046-07-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 12/15/2046#AX5803
36196HNU0
2435.01140000
PA
USD
2380.36000000
0.000154620863
Long
ABS-MBS
USGA
US
N
2
2046-12-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 01/15/2047#AX5855
36196HQG8
3939.20160000
PA
USD
3844.64000000
0.000249735987
Long
ABS-MBS
USGA
US
N
2
2047-01-15
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA 30YR 4% 01/15/2047#AX5815
36196HN89
8265.33070000
PA
USD
8066.92000000
0.000524002308
Long
ABS-MBS
USGA
US
N
2
2047-01-15
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 2013-134 SA SOFR30A+593.552 01/25/2044
3136AHTW0
15925.20840000
PA
USD
1848.42000000
0.000120067677
Long
ABS-CBDO
USGSE
US
N
2
2044-01-25
Variable
0.02268310
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.243% 04/25/2027
3137F1G44
9000000.00000000
PA
USD
8944524.00000000
0.581008764283
Long
ABS-MBS
USGSE
US
N
2
2027-04-25
Fixed
0.03243000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3% 03/20/2043#AA6146
36178DZK0
31633.95420000
PA
USD
29607.07000000
0.001923184191
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3% 03/20/2043#AD8812
36180MYH4
13164.65500000
PA
USD
12329.24000000
0.000800869503
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 03/20/2043#AA6141
36178DZE4
10948.89490000
PA
USD
10471.01000000
0.000680164599
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 02/20/2043#AD1755
36180C5Q8
25670.56190000
PA
USD
24550.15000000
0.001594702223
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 07/01/2032#J37270
31307UCF3
5117.35750000
PA
USD
5030.45000000
0.000326762557
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 08/01/2032#J37406
31307UGP7
6939.35880000
PA
USD
6821.62000000
0.000443111450
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 08/01/2032#J37452
31307UH50
4549.35340000
PA
USD
4471.27000000
0.000290439944
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 12/01/2046#G60989
31335BC20
352907.77700000
PA
USD
328211.50000000
0.021319609410
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2045#AY5719
3138YKK93
14911.09740000
PA
USD
15084.47000000
0.000979840769
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 01/01/2044#AV6341
3138XJBK2
1621.53860000
PA
USD
1648.38000000
0.000107073694
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2044#AX6510
3138Y8GU8
14512.10980000
PA
USD
14680.84000000
0.000953622205
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2045#AY5316
3138YJ4A1
5306.41010000
PA
USD
5368.11000000
0.000348695912
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2045#AS5393
3138WE7F0
6110.25090000
PA
USD
6181.29000000
0.000401517583
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2044#AX6493
3138Y8GB0
2487.85120000
PA
USD
2516.78000000
0.000163482286
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2045#AZ7335
3140E0EH4
49352.09710000
PA
USD
48839.73000000
0.003172478622
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2046#G60824
31335A4H8
45735.42450000
PA
USD
45403.74000000
0.002949287281
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/46#AL9397
3138ERNP1
50590.69340000
PA
USD
46996.00000000
0.003052715592
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 11/20/2047#784391
3622A22Y7
247528.65880000
PA
USD
237400.78000000
0.015420824386
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 07/01/2046#BC1216
3140EVK63
218400.88000000
PA
USD
209219.66000000
0.013590265521
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/45#BM1415
3140J5SD2
26608.29680000
PA
USD
27062.95000000
0.001757925982
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 09/01/2041#G60405
31335ANW4
46255.59150000
PA
USD
47093.13000000
0.003059024858
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 01/01/2036#G30933
3132J4HK8
140136.94880000
PA
USD
142173.33000000
0.009235142169
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 2012-149 DA 1.75% 01/25/2043
3136AA4A0
152086.23860000
PA
USD
143137.56000000
0.009297775584
Long
ABS-CBDO
USGSE
US
N
2
2043-01-25
Fixed
0.01750000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 2012-149 GA 1.75% 06/25/2042
3136AA2T1
210156.55630000
PA
USD
199566.41000000
0.012963220096
Long
ABS-CBDO
USGSE
US
N
2
2042-06-25
Fixed
0.01750000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4135 AB 1.75% 06/15/2042
3137AWAE5
165124.71850000
PA
USD
157241.17000000
0.010213902704
Long
ABS-CBDO
USGSE
US
N
2
2042-06-15
Fixed
0.01750000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 2014-5 A 3% 01/20/2044
38376MAY3
184730.97090000
PA
USD
174771.11000000
0.011352593682
Long
ABS-CBDO
USGA
US
N
2
2044-01-20
Fixed
0.03000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GNR 2014-25 HC 3% 2/44
38379AEF3
228730.38820000
PA
USD
214601.14000000
0.013939829907
Long
ABS-CBDO
USGA
US
N
2
2044-02-20
Fixed
0.03000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 2014-2 BA 3% 01/20/2044
38378YG78
351033.59160000
PA
USD
332154.27000000
0.021575719620
Long
ABS-CBDO
USGA
US
N
2
2044-01-20
Fixed
0.03000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 3% 02/20/2044
38378Y2R9
135801.98140000
PA
USD
128617.28000000
0.008354582861
Long
ABS-CBDO
USGA
US
N
2
2044-02-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 12/01/2047#Q53034
3132XVLQ4
69816.58130000
PA
USD
66741.29000000
0.004335308891
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 02/01/2048#Q54334
3132XWY88
213668.61640000
PA
USD
204256.92000000
0.013267901196
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/01/2047#CA0855
3140Q75R4
111026.70690000
PA
USD
106116.45000000
0.006892998161
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 02/01/2048#BM3532
3140J74S1
41428.07990000
PA
USD
40717.22000000
0.002644865358
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/48#G61343
31335BP42
118484.93390000
PA
USD
116770.55000000
0.007585055723
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2048#Q55141
3132XXWB1
2100.95210000
PA
USD
2069.90000000
0.000134454336
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 11/01/2047#Q52086
3132XUJ89
17193.52330000
PA
USD
16436.18000000
0.001067643692
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/01/2047#AS9990
3138WLC43
24967.66640000
PA
USD
25078.51000000
0.001629022864
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIEMAE 20YR 3.5% 12/01/2036#BM3680
3140J8CS0
27981.01560000
PA
USD
27648.13000000
0.001795937474
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
0.03500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIEMAE 20YR 3.5% 05/01/2036#BM3697
3140J8DB6
21282.22980000
PA
USD
21075.32000000
0.001368987956
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2047#AS9417
3138WKPB5
12039.96750000
PA
USD
12098.68000000
0.000785893035
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/47#AS9614
3138WKVG7
9164.26150000
PA
USD
9216.40000000
0.000598668992
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 05/01/2047#AS9602
3138WKU45
12557.76930000
PA
USD
12629.21000000
0.000820354632
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2047#BH3646
3140GSBQ4
3351.65370000
PA
USD
3366.53000000
0.000218679432
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/47#BH0885
3140GN6X6
3235.74580000
PA
USD
3254.15000000
0.000211379573
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2047#BH3647
3140GSBR2
2353.21650000
PA
USD
2368.81000000
0.000153870610
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2047#AS9422
3138WKPG4
2917.14230000
PA
USD
2933.74000000
0.000190566725
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2047#BE5550
3140FREY7
11865.54500000
PA
USD
11933.05000000
0.000775134220
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2048#Q55504
3132XYDJ3
19050.68240000
PA
USD
18769.08000000
0.001219181700
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2048#Q55725
3132XYLF2
41531.64760000
PA
USD
40917.74000000
0.002657890521
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2048#Q55720
3132XYLA3
7150.77640000
PA
USD
7045.08000000
0.000457626725
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2048#Q55661
3132XYJF5
35116.67680000
PA
USD
34597.59000000
0.002247353018
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FNR 2010-135 ZA 4.5% 12/40
31398SE82
17568.95330000
PA
USD
17034.41000000
0.001106502873
Long
ABS-CBDO
USGSE
US
N
2
2040-12-25
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 12/01/2047#G61305
31335BNW2
182352.31900000
PA
USD
179428.90000000
0.011655149392
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2048#Q54192
3132XWUS8
10751.09350000
PA
USD
10598.89000000
0.000688471290
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 04/01/2046#V82292
3132L7RM3
44100.99910000
PA
USD
43642.05000000
0.002834853318
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/2047#AS9968
3138WLCE1
79308.11670000
PA
USD
78120.76000000
0.005074484257
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 04/01/2048#BM3700
3140J8DE0
141262.14770000
PA
USD
139235.54000000
0.009044312368
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 05/47#BM1277
3140J5M30
142898.24360000
PA
USD
140848.17000000
0.009149063852
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 05/01/2048#Q55992
3132XYUS4
244537.56000000
PA
USD
240999.30000000
0.015654573176
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 3.5% 07/01/2032#G31067
3132J4MR7
721015.56720000
PA
USD
716412.60000000
0.046535958698
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 01/01/2047#Q45635
3132WKHM3
8214.37320000
PA
USD
8275.88000000
0.000537575706
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 12/01/2046#Q45028
3132WJSS1
8332.38630000
PA
USD
8394.77000000
0.000545298435
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/01/2047#Q48095
3132WM7H1
95398.82930000
PA
USD
96113.12000000
0.006243212616
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 02/01/2047#Q46222
3132WK4G0
34426.85490000
PA
USD
34684.62000000
0.002253006219
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 06/01/2047#Q48759
3132WNWV0
136869.47310000
PA
USD
137851.50000000
0.008954409387
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/47#Q47942
3132WMZG2
32854.36730000
PA
USD
33100.36000000
0.002150097563
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 05/01/2047#Q47935
3132WMY99
70221.80650000
PA
USD
70747.59000000
0.004595545815
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2046#BC9079
3140F5CR2
13852.79740000
PA
USD
13953.26000000
0.000906360847
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/47#BE9387
3140FVND4
6281.97000000
PA
USD
6319.67000000
0.000410506322
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2047#Q49393
3132WPNK9
57997.44380000
PA
USD
58413.57000000
0.003794365817
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/46#BC0287
3140EUJ91
10440.86860000
PA
USD
10532.90000000
0.000684184783
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2047#BE3663
3140FPB99
178936.00460000
PA
USD
180009.94000000
0.011692891963
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 07/47#BE3749
3140FPEX3
144240.47160000
PA
USD
145106.17000000
0.009425650433
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GNR 2017-134 BA 2.5% 11/46
38380GF25
254575.02970000
PA
USD
238582.50000000
0.015497585282
Long
ABS-CBDO
USGA
US
N
2
2046-11-20
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/48#CA1564
3140Q8W27
15053.38390000
PA
USD
15082.58000000
0.000979718000
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3.5% 05/38#MA3360
31418CWW0
14042.00740000
PA
USD
13868.58000000
0.000900860294
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 01/01/2048#MA3240
31418CS62
37935.47260000
PA
USD
38044.61000000
0.002471260834
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 01/01/2048#CA0983
3140Q8CV5
5272.37540000
PA
USD
5287.54000000
0.000343462333
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.04500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 17-186 HK 3% 11/16/2045
38380T6K7
196038.41140000
PA
USD
185611.91000000
0.012056778702
Long
ABS-CBDO
USGA
US
N
2
2045-11-16
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% #BM4385 08/48
3140J82T9
151962.70100000
PA
USD
154546.95000000
0.010038894461
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 02/01/2045#G07949
3128MAEW5
121465.40810000
PA
USD
120606.33000000
0.007834216192
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
0.04000000
N
N
N
N
N
N
GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
N/A
GOVERNMENT NAT MTG ASSN HECM 2018-H12 HA 3.25% 08/20/2068
38380LGR8
555505.76730000
PA
USD
545560.27000000
0.035437916910
Long
ABS-CBDO
USGA
US
N
2
2068-08-20
Fixed
0.03250000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 03/01/2048#Q54900
3132XXNS4
84188.76180000
PA
USD
80401.48000000
0.005222632813
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2048#MA3307
31418CU93
21766.61290000
PA
USD
21829.23000000
0.001417959630
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2047#CA0324
3140Q7LE5
26618.73100000
PA
USD
26736.90000000
0.001736746777
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2048#CA1713
3140Q83X1
24966.18920000
PA
USD
25038.01000000
0.001626392108
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2048#CA1218
3140Q8K87
19638.18960000
PA
USD
19694.68000000
0.001279305828
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 10/01/2047#CA0623
3140Q7VR5
15308.55850000
PA
USD
15376.52000000
0.000998811438
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2048#BK0200
3140HDGJ7
4551.78450000
PA
USD
4564.88000000
0.000296520562
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 09/01/2047#BH9459
3140GYQM4
5981.82920000
PA
USD
6008.38000000
0.000390285882
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 04/01/2047#AS9459
3138WKQM0
3721.81640000
PA
USD
3742.99000000
0.000243133116
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 11/01/2047#CA1780
3140Q86S9
5080.60570000
PA
USD
5103.16000000
0.000331485575
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2039#A89270
312936JP3
5128.78930000
PA
USD
5222.00000000
0.000339205056
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 11/01/2040#A94862
312943MK6
2553.11870000
PA
USD
2599.69000000
0.000168867865
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2046#BC4754
3140F0H80
99021.12480000
PA
USD
97971.86000000
0.006363950648
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 07/01/46#BC1443
3140EVS99
139868.69770000
PA
USD
138474.01000000
0.008994845721
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 09/46#BC2843
3140EXER0
167305.83890000
PA
USD
165533.00000000
0.010752514474
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 03/01/2046#BM4548
3140J9BS9
127301.73710000
PA
USD
129460.33000000
0.008409344796
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 08/01/2047#CA0181
3140Q7FX0
347277.59060000
PA
USD
341644.26000000
0.022192160178
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 09/01/2046#G61420
31335BSH0
806948.93520000
PA
USD
776574.41000000
0.050443884809
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 02/01/2045#Q31307
3132QMNZ0
3531.80340000
PA
USD
3418.55000000
0.000222058492
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 11/47#V84700
3132LAGH9
46100.01350000
PA
USD
44285.49000000
0.002876649201
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 09/42#G07184
3128M9J52
62410.22690000
PA
USD
62179.82000000
0.004039009832
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 11/47#Q52377
3132XUUB9
114859.33840000
PA
USD
113017.95000000
0.007341298371
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 06/01/2047#Q48754
3132WNWQ1
703577.29440000
PA
USD
693836.83000000
0.045069506126
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2048#Q58998
3132Y27L4
22607.99110000
PA
USD
22650.10000000
0.001471280820
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2039#G05645
3128M7TA4
2003.65110000
PA
USD
2039.63000000
0.000132488090
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 06/01/2044#AL5512
3138ENDS5
39301.55550000
PA
USD
39934.80000000
0.002594041762
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 12/01/2041#AJ7242
3138E0BL2
24179.93840000
PA
USD
24588.36000000
0.001597184227
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
0.04500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3% 02/15/2049
912810SF6
95773600.00000000
PA
USD
73214427.33000000
4.755783980315
Long
DBT
UST
US
N
2
2049-02-15
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/01/2043#BM1167
3140J5JM2
31697.80710000
PA
USD
31560.63000000
0.002050081439
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 01/01/2043#AL7626
3138EQPL0
19771.37510000
PA
USD
19684.25000000
0.001278628328
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 07/01/2044#G61831
31335CA87
11561.72870000
PA
USD
11533.82000000
0.000749201467
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4% 05/01/2045#G61807
31335CAG9
60066.04180000
PA
USD
59896.84000000
0.003890714474
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 04/20/2048#BG3507
3617GM3Q3
11500.93130000
PA
USD
11239.15000000
0.000730060610
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 04/20/2048#BG7744
3617GSS91
13023.08770000
PA
USD
12726.66000000
0.000826684684
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 12/01/2045#G61796
31335B7H3
19679.13890000
PA
USD
20031.75000000
0.001301200859
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/01/2032#BM5345
3140J95F4
110770.65080000
PA
USD
108925.69000000
0.007075477749
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 02/01/2048#G61896
31335CC93
37705.61710000
PA
USD
36044.76000000
0.002341356730
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047
38380HC42
193536.88740000
PA
USD
180316.36000000
0.011712796064
Long
ABS-CBDO
USGA
US
N
2
2047-09-20
Fixed
0.03000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 3% 04/20/2047
38380UVE0
175626.37720000
PA
USD
168250.81000000
0.010929055051
Long
ABS-CBDO
USGA
US
N
2
2047-04-20
Fixed
0.03000000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 3% 10/20/2047
38380UAT0
156521.66690000
PA
USD
146274.01000000
0.009501509727
Long
ABS-CBDO
USGA
US
N
2
2047-10-20
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 12/01/2032#J38057
31307U5S3
6675.87810000
PA
USD
6555.66000000
0.000425835507
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE7386
31419JF45
10041.71420000
PA
USD
9999.66000000
0.000649547153
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 10/40#AE3576
31419D6N6
12251.70110000
PA
USD
12195.64000000
0.000792191258
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE8603
31419KRZ0
9256.15950000
PA
USD
9226.98000000
0.000599356237
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE8185
31419KCX1
6802.76350000
PA
USD
6770.59000000
0.000439796699
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE7382
31419JFY9
4030.35860000
PA
USD
4025.90000000
0.000261510079
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE4056
31419EQJ1
15086.50590000
PA
USD
15022.56000000
0.000975819285
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE8135
31419KBD6
4761.84290000
PA
USD
4739.58000000
0.000307868537
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/40#AE7390
31419JF86
17821.10290000
PA
USD
17780.98000000
0.001154997763
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE7679
31419JQ92
16134.33630000
PA
USD
16071.13000000
0.001043931167
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE9771
31419L2D4
12272.14770000
PA
USD
12233.73000000
0.000794665467
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE7374
31419JFQ6
10395.62630000
PA
USD
10366.69000000
0.000673388292
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE7376
31419JFS2
6064.32110000
PA
USD
6041.91000000
0.000392463887
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE4058
31419EQL6
10685.68210000
PA
USD
10645.94000000
0.000691527513
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/40#AE8996
31419K7J8
14263.44010000
PA
USD
14212.93000000
0.000923228211
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE8538
31419KPY5
11716.21700000
PA
USD
11661.82000000
0.000757515953
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/01/2040#AE8186
31419KCY9
13774.06930000
PA
USD
13735.39000000
0.000892208682
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/40#AE6588
31419HKA9
6012.39590000
PA
USD
5998.79000000
0.000389662945
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 11/40#AE7364
31419JFE3
7164.67550000
PA
USD
7134.17000000
0.000463413737
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4% 12/01/2040#AE9804
31419L3N1
36726.44800000
PA
USD
36590.27000000
0.002376791381
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 01/01/2049#CA2963
3140QAJH4
4210.91550000
PA
USD
4213.82000000
0.000273716784
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 04/01/2037#BM1257
3140J5MF3
600097.36790000
PA
USD
566925.79000000
0.036825755365
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
0.02500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.875% 05/15/2049
912810SH2
4458100.00000000
PA
USD
3320413.79000000
0.215683865685
Long
DBT
UST
US
N
2
2049-05-15
Fixed
0.02875000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 3% 04/01/2034#G16829
3128MFY28
61377.86970000
PA
USD
60132.95000000
0.003906051453
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 4.5% 02/01/2049#MA3593
31418C7F5
11895.40950000
PA
USD
11903.61000000
0.000773221888
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2047#Q49499
3132WPRV1
30033.70790000
PA
USD
30267.97000000
0.001966114222
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 07/01/2047#G61047
31335BEU6
68074.04520000
PA
USD
68796.47000000
0.004468807062
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 10YR 3% 01/01/2028#MA3250
31418CTG9
912.33100000
PA
USD
904.55000000
0.000058756785
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 4.5% 10/01/2048#G67716
3132XCSD8
143473.58810000
PA
USD
144861.68000000
0.009409769115
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
0.04500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 05/20/2049#BN2615
3617K53Y8
22870.45500000
PA
USD
22228.39000000
0.001443887836
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 12/01/2046#Q45023
3132WJSM4
61756.72500000
PA
USD
59210.15000000
0.003846109204
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/01/2046#AL9489
3138ERRK8
64488.65520000
PA
USD
61757.50000000
0.004011577224
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT TSFR1M+51.448 08/20/2042
38375GZX2
62837.08330000
PA
USD
62435.71000000
0.004055631659
Long
ABS-CBDO
USGA
US
N
2
2042-08-20
Variable
0.04181720
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 06/01/2031#G18604
3128MMU68
22575.61930000
PA
USD
22029.70000000
0.001430981545
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 07/01/2031#V61246
3132KFL34
38355.86680000
PA
USD
37428.71000000
0.002431253865
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 08/01/2031#V61273
3132KFMW9
64751.05720000
PA
USD
63163.92000000
0.004102933941
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
0.02500000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 2016-69 WA 3% 02/20/2046
38379WN73
70374.74060000
PA
USD
67055.71000000
0.004355732647
Long
ABS-CBDO
USGA
US
N
2
2046-02-20
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2019-K735 A2 2.862% 05/25/2026
3137FMU67
4574843.59800000
PA
USD
4557212.15000000
0.296022482565
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Fixed
0.02862000
N
N
N
N
N
N
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
549300M8ZYFG0OCMTT87
GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047
38380HES7
2736781.12790000
PA
USD
2543786.33000000
0.165236534911
Long
ABS-CBDO
USGA
US
N
2
2047-09-20
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 09/01/2049#
31418DFQ0
40520.58070000
PA
USD
37134.91000000
0.002412169520
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 10/01/2031#G15963
3128MEZ46
37425.83380000
PA
USD
36508.71000000
0.002371493495
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.282% 07/25/2026
3137FNWX4
6701229.89000000
PA
USD
6661845.42000000
0.432732985603
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Fixed
0.02282000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 2.5% 06/01/2031#J34501
31307RAA3
23596.33590000
PA
USD
23049.97000000
0.001497255145
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 5% 04/48#784805
3622AAGN8
272315.27940000
PA
USD
280789.68000000
0.018239233859
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 01/01/2039#K94441
3132LQZE0
16003.05160000
PA
USD
16120.58000000
0.001047143287
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 06/01/2038#K94293
3132LQUS4
8248.20130000
PA
USD
8321.66000000
0.000540549434
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 08/01/2038#K94341
3132LQWA1
31316.12060000
PA
USD
31546.10000000
0.002049137615
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4% 09/01/2039#CA4213
3140QBVF2
83955.11880000
PA
USD
84482.24000000
0.005487706429
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 06/01/2038#K94286
3132LQUK1
6091.70060000
PA
USD
6145.96000000
0.000399222655
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 08/01/2038#K94337
3132LQV61
41776.30960000
PA
USD
42148.39000000
0.002737829759
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 11/01/2039#MA3831
31418DHH8
46716.17880000
PA
USD
44958.86000000
0.002920389245
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 4% 06/25/2048
3136B2EX6
641315.94250000
PA
USD
131860.97000000
0.008565282986
Long
ABS-CBDO
USGSE
US
N
2
2048-06-25
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 08/01/2039#FM1353
3140X4QF6
50600.73710000
PA
USD
51568.57000000
0.003349735674
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 06/01/2039#FM1045
3140X4ET9
19031.95270000
PA
USD
19395.97000000
0.001259902546
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4.5% 03/01/2039#FM1774
3140X46L5
37337.68300000
PA
USD
38051.83000000
0.002471729823
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
0.04500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 4% 05/01/2038#C91994
3128P8GB1
197966.02640000
PA
USD
199729.19000000
0.012973793784
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
0.04000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL II 3.5% 12/20/2049#BR8984
3617M76V5
8834.32130000
PA
USD
8442.49000000
0.000548398179
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 12/49#BR8986
3617M76X1
2055.13810000
PA
USD
1966.43000000
0.000127733243
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 12/20/2049#BR8987
3617M76Y9
6876.01880000
PA
USD
6592.53000000
0.000428230469
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3.5% 12/20/2049#BR8985
3617M76W3
19337.43430000
PA
USD
18516.01000000
0.001202743051
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 01/01/2040#MA3890
31418DKC5
6154.24140000
PA
USD
5913.12000000
0.000384098085
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 12/34#FM0045
3140X3BP2
53759.09790000
PA
USD
52531.86000000
0.003412308029
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#
31418DMJ8
701655.54070000
PA
USD
640321.16000000
0.041593292825
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 3% 02/20/2050#BQ4127
3617LNSQ8
156198.02420000
PA
USD
143443.02000000
0.009317617326
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
0.03000000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 4% 03/20/2047#784299
3622A2X49
29265.48370000
PA
USD
28763.98000000
0.001868419658
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 3% 01/01/2035#CA5039
3140QCS56
117936.71150000
PA
USD
115649.80000000
0.007512255251
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 03/01/2050#BP2187
3140K9ND7
157862.31990000
PA
USD
145362.88000000
0.009442325525
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2050#BK2255
3140HFQH5
410684.04620000
PA
USD
378037.99000000
0.024556184926
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 04/01/2050#RA2457
3133KHWS1
308781.08680000
PA
USD
284235.49000000
0.018463063077
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 04/01/2050#MA3991
31418DNH1
75532.43430000
PA
USD
69008.93000000
0.004482607810
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 06/01/2050#SD7518
3132DVK79
146452.18220000
PA
USD
134810.42000000
0.008756870185
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2050#CA5122
3140QCVQ6
593318.33320000
PA
USD
546339.74000000
0.035488548883
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/01/2050#CA6312
3140QEAN2
979090.86670000
PA
USD
900649.14000000
0.058503397596
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 06/01/2050#RA2677
3133KH6N1
1169446.29710000
PA
USD
984839.84000000
0.063972166484
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 07/01/2050#RA2976
3133KJJV5
1349557.69520000
PA
USD
1191859.31000000
0.077419514431
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 05/50#FM3269
3140X6T35
147062.98100000
PA
USD
135418.62000000
0.008796376986
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 07/01/2050#CA6399
3140QEDD1
5126146.42880000
PA
USD
4527146.48000000
0.294069509129
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 07/01/2050#CA6416
3140QEDW9
4730537.94800000
PA
USD
4351541.91000000
0.282662776449
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4% 09/01/2039#MA3773
31418DFP2
14938.75430000
PA
USD
14995.20000000
0.000974042064
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 4% 03/01/2039#MA3612
31418DAN2
13072.66270000
PA
USD
13154.74000000
0.000854491444
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 03/01/2048#ZS4758
3132A5JB2
5924.55360000
PA
USD
5473.97000000
0.000355572252
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 11/20/2050#MA6994
36179VXX3
5093977.10500000
PA
USD
4318195.97000000
0.280496726764
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 10/20/2050#MA6930
36179VVX5
7791994.54500000
PA
USD
6603861.09000000
0.428966501895
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 12/01/2040#MA4204
31418DU67
14080.02000000
PA
USD
12655.22000000
0.000822044161
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 11/01/2050#SD7530
3132DVLK9
1321303.97280000
PA
USD
1166907.09000000
0.075798694977
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 12/20/2050#MA7051
36179VZQ6
11689879.10100000
PA
USD
9906842.88000000
0.643518038484
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 11/01/2050#SD8106
3132DWAF0
6232179.34000000
PA
USD
5217219.08000000
0.338894502454
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 02/01/2041#
31418DW65
15077.79200000
PA
USD
13536.39000000
0.000879282254
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 03/01/2051#MA4281
31418DXK3
4716966.41600000
PA
USD
3944348.54000000
0.256212747724
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 03/01/2051#SD8134
3132DWBB8
1855094.81300000
PA
USD
1551238.63000000
0.100763689551
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 01/20/2051#MA7135
36179V4U1
11647811.44300000
PA
USD
9873921.98000000
0.641379598090
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 02/20/2051#MA7192
36179V7D6
357668.16800000
PA
USD
303099.74000000
0.019688426728
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 03/01/2041#MA4287
31418DXR8
959040.16100000
PA
USD
860542.90000000
0.055898219619
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 12/01/2040#MA4202
31418DU42
1498999.35000000
PA
USD
1298215.13000000
0.084328061331
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.01500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 02/01/2050#SD0265
3132DMJJ5
898359.26200000
PA
USD
827227.71000000
0.053734167359
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 04/51#MA7311
36179WDQ8
125152.27900000
PA
USD
106053.25000000
0.006888892883
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 06/01/2048#BM4426
3140J84L4
525011.05450000
PA
USD
502612.30000000
0.032648148893
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 09/20/2050#MA6864
36179VTV2
1858723.55900000
PA
USD
1579136.59000000
0.102575855215
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 07/01/2050#SD7521
3132DVLA1
160044.13990000
PA
USD
141692.77000000
0.009203926470
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 06/01/2041#MA4364
31418DZ62
16564.87800000
PA
USD
14833.91000000
0.000963565162
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 06/20/2051#MA7418
36179WG36
4943402.50300000
PA
USD
4363624.93000000
0.283447652259
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 06/01/2051#FM7507
3140XBKV1
2492863.68250000
PA
USD
2200009.78000000
0.142905867734
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2050#CA6009
3140QDVB7
54967.18760000
PA
USD
51831.95000000
0.003366844028
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 05/01/2051#MA4347
31418DZM7
386630.26910000
PA
USD
366269.00000000
0.023791707539
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 02/01/2051#SD7532
3132DVLM5
5522955.85400000
PA
USD
4668372.33000000
0.303243105912
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 05/51#QC1514
3133AKVF4
142110.95520000
PA
USD
119633.19000000
0.007771004011
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/51#BT1461
3140LPTT9
68362.11950000
PA
USD
57549.25000000
0.003738222249
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 07/51#QC4163
3133ANTU8
84430.52240000
PA
USD
71076.10000000
0.004616884814
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 07/20/2051#MA7472
36179WJR0
454234.77490000
PA
USD
400960.71000000
0.026045174303
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 07/01/2040#FM7867
3140XBW55
101104.78080000
PA
USD
97143.56000000
0.006310146828
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/01/2050#FM3897
3140X7KK4
213213.93020000
PA
USD
179556.41000000
0.011663432049
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 11/01/2050#CA7616
3140QFPA1
343262.23020000
PA
USD
288753.73000000
0.018756554049
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2% 08/20/2051#MA7533
36179WLN6
880455.92100000
PA
USD
746092.80000000
0.048463893189
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 07/01/2051#RA5574
3133KMFP5
1726192.60650000
PA
USD
1519089.37000000
0.098675372518
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2% 08/15/2051
912810SZ2
33422000.00000000
PA
USD
19985311.56000000
1.298184360990
Long
DBT
UST
US
N
2
2051-08-15
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 02/01/2051#SD7535
3132DVLQ6
1532072.38670000
PA
USD
1353525.59000000
0.087920858669
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 10/01/2050#CA7323
3140QFD55
482001.45800000
PA
USD
407871.80000000
0.026494097450
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 1.125% 08/31/2028
91282CCV1
94478000.00000000
PA
USD
89407188.12000000
5.807615909766
Long
DBT
UST
US
N
2
2028-08-31
Fixed
0.01125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/01/2050#CA6275
3140QD6M1
364643.50390000
PA
USD
307081.61000000
0.019947076754
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 06/01/2050#SD8080
3132DV6R1
9263172.25700000
PA
USD
7766169.51000000
0.504466481416
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/51#MA4468
31418D6E7
895121.24700000
PA
USD
846862.22000000
0.055009564730
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 10/01/2051#FM9210
3140XDGU4
8935062.86900000
PA
USD
8177330.22000000
0.531174216343
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2.5% 12/01/2051#RA6434
3133KNEF6
1032653.21220000
PA
USD
904886.23000000
0.058778625929
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 01/01/2052#
31418EAQ3
124868.33200000
PA
USD
118019.19000000
0.007666163536
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/01/2051#CB2446
3140QMWG5
91390.93610000
PA
USD
86463.74000000
0.005616418574
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 12/01/2051#SD8184
3132DWCV3
399305.65490000
PA
USD
363321.47000000
0.023600245057
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.03000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 2.5% 12/20/2051#MA7767
36179WTY4
153088.15580000
PA
USD
135133.50000000
0.008777856468
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 01/01/2052#SD8190
3132DWC35
54426.87930000
PA
USD
49522.10000000
0.003216803278
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2051#CB2166
3140QMMQ4
4705715.21600000
PA
USD
4303708.79000000
0.279555684116
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 02/01/2052#
31418EBU3
25190583.96500000
PA
USD
23775795.12000000
1.544402512926
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.03500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 2.375% 02/15/2042
912810TF5
353100.00000000
PA
USD
268405.40000000
0.017434789126
Long
DBT
UST
US
N
2
2042-02-15
Fixed
0.02375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2051#CB3005
3140QNKT8
38815.24840000
PA
USD
35317.34000000
0.002294105764
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 01/01/2052#BV1314
3140MEN85
60120.91880000
PA
USD
54515.13000000
0.003541135147
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2052#FS0631
3140XFVZ1
3413191.71150000
PA
USD
3120538.17000000
0.202700560259
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 11/01/2051#QD1240
3133AXLV2
672277.25750000
PA
USD
611693.72000000
0.039733742385
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 09/01/2051#QC7496
3133ASKH5
695385.44620000
PA
USD
634023.31000000
0.041184203862
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 03/01/2052#CB3174
3140QNQ47
4432849.69490000
PA
USD
4191089.17000000
0.272240260036
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 11/01/2051#
3140QMKN3
75740.96920000
PA
USD
71657.52000000
0.004654652069
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 07/01/2051#
3132DWB93
2190670.24600000
PA
USD
2073932.93000000
0.134716303390
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 09/01/2051#
3140XCYJ1
44345.50620000
PA
USD
42010.12000000
0.002728848165
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 04/01/2051#
3140QKGV4
904257.00010000
PA
USD
856918.33000000
0.055662778701
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 02/01/2051#
3140QHK87
3063523.56500000
PA
USD
2903145.35000000
0.188579391406
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2% 10/01/2041#RB5131
3133KYVY2
17161.87200000
PA
USD
15308.23000000
0.000994375530
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 10/01/2041#
31418D5G3
16783.94600000
PA
USD
14970.96000000
0.000972467508
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2% 07/01/2041#
3133KYVK2
16464.95900000
PA
USD
14732.86000000
0.000957001265
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 1.5% 12/01/2040#RB5089
3133KYUN7
890553.86100000
PA
USD
771252.86000000
0.050098213291
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 11/01/2040#MA4175
31418DT93
1468396.70200000
PA
USD
1272635.19000000
0.082666467117
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 1.5% 01/01/2041#MA4231
31418DVZ2
1496007.62500000
PA
USD
1294712.47000000
0.084100539312
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 02/01/2052#CB2886
3140QNF49
2295764.29100000
PA
USD
2098921.10000000
0.136339458046
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 07/31/2027
91282CFB2
5260000.00000000
PA
USD
5209454.66000000
0.338390149615
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.02750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.625% 07/31/2029
91282CFC0
25679000.00000000
PA
USD
25027997.29000000
1.625741713920
Long
DBT
UST
US
N
2
2029-07-31
Fixed
0.02625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 2.75% 08/15/2032
91282CFF3
1800000.00000000
PA
USD
1703882.81000000
0.110678985927
Long
DBT
UST
US
N
2
2032-08-15
Fixed
0.02750000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 05/01/2052#QE2376
3133BBT90
366199.34700000
PA
USD
374976.12000000
0.024357295269
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 06/01/2052#QE4073
3133BDQ24
1049105.54800000
PA
USD
1074249.67000000
0.069779954003
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 06/01/2052#BU8753
3140MAWP5
885581.34300000
PA
USD
906252.76000000
0.058867391514
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 05/01/2052#CB3647
3140QPBR7
2392503.24800000
PA
USD
2449844.85000000
0.159134385349
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 12/01/2051#CB2420
3140QMVN1
884838.72100000
PA
USD
810077.02000000
0.052620111295
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 11/01/2051#FM9632
3140XDV29
2038670.87700000
PA
USD
1868330.96000000
0.121361031883
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3% 08/01/2051#FM9973
3140XECK8
1213121.61200000
PA
USD
1113276.37000000
0.072315008382
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
0.03000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 12/01/2052#SD1924
3132DPD54
7051901.81600000
PA
USD
7181249.21000000
0.466471858034
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 11/01/2052#CB5128
3140QQVW2
4950525.86100000
PA
USD
5056799.79000000
0.328474158850
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 11/01/2052#SD1862
3132DPB72
2975427.61400000
PA
USD
3039301.71000000
0.197423689713
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 12/01/2052#RA8292
3133KQF92
975635.58000000
PA
USD
992921.11000000
0.064497100924
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 12/01/2052#RA8291
3133KQF84
1070003.79000000
PA
USD
1089630.01000000
0.070779013577
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 11/01/2052#FS3248
3140XJTE3
1942593.68900000
PA
USD
1979439.25000000
0.128578284614
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 12/01/2052#CB5273
3140QQ2F1
1324711.22800000
PA
USD
1349009.35000000
0.087627497612
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 11/01/2052#FS3295
3140XJUV3
1222785.04900000
PA
USD
1244449.38000000
0.080835603603
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5% 10/01/2052#SD1733
3132DN4S9
3933887.17400000
PA
USD
4008502.00000000
0.260379959140
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5% 10/01/2052#CB4893
3140QQNK7
4708597.20800000
PA
USD
4797906.11000000
0.311657221795
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
0.05000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3% 12/01/2050#BQ8507
3140KUNZ1
30796.33200000
PA
USD
28396.39000000
0.001844542142
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 11/01/2051#FM9505
3140XDR32
1183169.97400000
PA
USD
1036780.02000000
0.067346040801
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2.5% 11/01/2051#FM9517
3140XDSF4
1563501.90000000
PA
USD
1370054.66000000
0.088994536210
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
0.02500000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 3.625% 02/15/2053
912810TN8
54399000.00000000
PA
USD
45665410.27000000
2.966284577187
Long
DBT
UST
US
N
2
2053-02-15
Fixed
0.03625000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 02/01/2052#BV3494
3140MG3C3
746028.74000000
PA
USD
629427.81000000
0.040885694319
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 15YR 2% 02/01/2028#FS3865
3140XKJK7
352716.07400000
PA
USD
347319.48000000
0.022560805011
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
0.02000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 5.5% 03/01/2053#SD7559
3132DVMG7
11385992.23600000
PA
USD
11804272.60000000
0.766769236305
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 04/01/2042#BV7699
3140MMRV2
574933.68500000
PA
USD
527983.97000000
0.034296214529
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 11/01/2041#CB2113
3140QMK37
521775.92600000
PA
USD
480517.07000000
0.031212910721
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 11/01/2041#FM9585
3140XDUK0
558805.91800000
PA
USD
514734.80000000
0.033435589203
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 11/01/2041#FS1573
3140XGXB0
1761343.89400000
PA
USD
1621696.62000000
0.105340423842
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 02/01/2042#FS1810
3140XHAL1
1322485.33800000
PA
USD
1218830.66000000
0.079171490359
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047
3137H5KC0
4057579.62900000
PA
USD
3783785.11000000
0.245783041230
Long
ABS-CBDO
USGSE
US
N
2
2047-11-25
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2% 11/01/2041#RB5135
3133KYV48
686750.16800000
PA
USD
612329.04000000
0.039775010818
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047
3136BLES5
11709263.67100000
PA
USD
10719863.68000000
0.696329368673
Long
ABS-CBDO
USGSE
US
N
2
2047-10-25
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 05/31/2030
91282CHF1
55440000.00000000
PA
USD
56018222.01000000
3.638771380947
Long
DBT
UST
US
N
2
2030-05-31
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 11/01/2041#CB2110
3140QMKY9
3339954.65200000
PA
USD
2978716.85000000
0.193488283576
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047
3137H5J57
843274.28900000
PA
USD
783656.90000000
0.050903941572
Long
ABS-CBDO
USGSE
US
N
2
2047-11-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049
3137H5UF2
1197193.09600000
PA
USD
1089740.11000000
0.070786165334
Long
ABS-CBDO
USGSE
US
N
2
2049-05-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047
3137H5F77
1112036.80000000
PA
USD
1032733.23000000
0.067083173771
Long
ABS-CBDO
USGSE
US
N
2
2047-11-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047
3137H62Q7
903789.64400000
PA
USD
840801.20000000
0.054615859515
Long
ABS-CBDO
USGSE
US
N
2
2047-10-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048
3136BLMF4
1472952.72500000
PA
USD
1402474.44000000
0.091100425391
Long
ABS-CBDO
USGSE
US
N
2
2048-05-25
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048
3136BLRV4
2082048.50500000
PA
USD
1982894.28000000
0.128802712735
Long
ABS-CBDO
USGSE
US
N
2
2048-05-25
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 06/01/2053#CB6538
3140QSHQ7
5270493.70500000
PA
USD
5503822.68000000
0.357511390672
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 06/01/2053#CB6539
3140QSHR5
4014710.79000000
PA
USD
4187426.86000000
0.272002367644
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 6% 06/01/2053#RA9276
3133KRJV7
3121133.30000000
PA
USD
3259308.37000000
0.211714645572
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 6% 06/01/2053#RA9277
3133KRJW5
2535587.20000000
PA
USD
2644670.19000000
0.171789640122
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 6% 06/01/2053#RA9278
3133KRJX3
3066411.28000000
PA
USD
3197372.49000000
0.207691481332
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 2% 07/01/2051#FS4654
3140XLE46
3105771.56400000
PA
USD
2601912.93000000
0.169012260041
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048
3137H8BP5
1581423.11500000
PA
USD
1604160.82000000
0.104201352217
Long
ABS-CBDO
USGSE
US
N
2
2048-04-25
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 4.5% 10/25/2044
3137H9AA7
1030452.03900000
PA
USD
1035329.58000000
0.067251824680
Long
ABS-CBDO
USGSE
US
N
2
2044-10-25
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048
3136BG6S5
1104177.92100000
PA
USD
966016.00000000
0.062749427743
Long
ABS-CBDO
USGSE
US
N
2
2048-01-25
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048
3136BG6Y2
1173424.47700000
PA
USD
1026597.98000000
0.066684646804
Long
ABS-CBDO
USGSE
US
N
2
2048-01-25
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048
3136BKJA1
969909.28300000
PA
USD
886459.94000000
0.057581710812
Long
ABS-CBDO
USGSE
US
N
2
2048-08-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050
3136BKWX6
1525760.19800000
PA
USD
1388017.92000000
0.090161374322
Long
ABS-CBDO
USGSE
US
N
2
2050-02-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049
3136BLYE4
1107596.00100000
PA
USD
1009960.86000000
0.065603950667
Long
ABS-CBDO
USGSE
US
N
2
2049-05-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
N/A
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047
3137H3SE3
870136.97200000
PA
USD
790992.36000000
0.051380430489
Long
ABS-CBDO
USGSE
US
N
2
2047-11-25
Fixed
0.02000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050
3137H4N30
5513660.49500000
PA
USD
4959080.53000000
0.322126616320
Long
ABS-CBDO
USGSE
US
N
2
2050-04-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047
3137H5BG1
1085514.75800000
PA
USD
1009088.87000000
0.065547308879
Long
ABS-CBDO
USGSE
US
N
2
2047-10-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048
3137H5BQ9
7415780.83300000
PA
USD
6794588.31000000
0.441355555400
Long
ABS-CBDO
USGSE
US
N
2
2048-10-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050
3137H5MS3
1285267.78000000
PA
USD
1154986.87000000
0.075024394154
Long
ABS-CBDO
USGSE
US
N
2
2050-04-25
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 6% 07/01/2053#RA9382
3133KRM76
2610411.91100000
PA
USD
2725976.93000000
0.177071075840
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 6% 07/01/2053#RA9383
3133KRM84
2382764.95500000
PA
USD
2485273.41000000
0.161435715623
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 06/30/2030
91282CHJ3
26780000.00000000
PA
USD
27059307.10000000
1.757689350550
Long
DBT
UST
US
N
2
2030-06-30
Fixed
0.03750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 07/31/2030
91282CHR5
6990000.00000000
PA
USD
7134168.75000000
0.463413656179
Long
DBT
UST
US
N
2
2030-07-31
Fixed
0.04000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2% 03/01/2041#SC0136
3132D9EH3
882584.76600000
PA
USD
795159.10000000
0.051651089102
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
0.02000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.375% 08/15/2043
912810TU2
85314000.00000000
PA
USD
83917649.55000000
5.451032370938
Long
DBT
UST
US
N
2
2043-08-15
Fixed
0.04375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 04/01/2041#CB0116
3140QKDW5
378498.19300000
PA
USD
340902.61000000
0.022143984875
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2% 06/01/2041#FM7891
3140XBXV7
273788.39100000
PA
USD
246555.04000000
0.016015456956
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 10/01/2040#FM7397
3140XBGF1
2878651.66100000
PA
USD
2765867.82000000
0.179662265344
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 3% 09/01/2041#FM9587
3140XDUM6
1052814.05600000
PA
USD
1001366.30000000
0.065045674488
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
0.03000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 08/31/2030
91282CHW4
1950000.00000000
PA
USD
1999892.58000000
0.129906870014
Long
DBT
UST
US
N
2
2030-08-31
Fixed
0.04125000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 2.5% 02/25/2052
3136BLLH1
837571.86300000
PA
USD
788034.01000000
0.051188265173
Long
ABS-CBDO
USGSE
US
N
2
2052-02-25
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 09/01/2053#CB7134
3140QS4U2
3519294.61500000
PA
USD
3723520.69000000
0.241868449889
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 09/01/2053#QH0277
3133CCJW7
750288.48200000
PA
USD
794121.09000000
0.051583663165
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 09/01/2053#QH0300
3133CCKM7
715848.34800000
PA
USD
756270.80000000
0.049125024760
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
0.06500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 5% 01/25/2042
3136A8GS3
36237.78900000
PA
USD
36502.01000000
0.002371058283
Long
ABS-CBDO
USGSE
US
N
2
2042-01-25
Fixed
0.05000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 3.5% 04/25/2045
3136AVBQ1
258348.86200000
PA
USD
255732.61000000
0.016611603672
Long
ABS-CBDO
USGSE
US
N
2
2045-04-25
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 4.5% 04/25/2046
3136AVT90
643048.03900000
PA
USD
642694.30000000
0.041747444699
Long
ABS-CBDO
USGSE
US
N
2
2046-04-25
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 3.5% 08/25/2047
3136AYWR0
552714.18000000
PA
USD
550669.25000000
0.035769780535
Long
ABS-CBDO
USGSE
US
N
2
2047-08-25
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 3.5% 03/25/2049
3136B54E2
114127.33400000
PA
USD
112654.50000000
0.007317689777
Long
ABS-CBDO
USGSE
US
N
2
2049-03-25
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 4.5% 06/25/2049
3136B7EZ0
1405900.62500000
PA
USD
1384404.26000000
0.089926642085
Long
ABS-CBDO
USGSE
US
N
2
2049-06-25
Fixed
0.04500000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 3% 10/25/2049
3136B7UV1
662989.76100000
PA
USD
617582.06000000
0.040116230838
Long
ABS-CBDO
USGSE
US
N
2
2049-10-25
Fixed
0.03000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 1% 11/25/2049
3136BHFA2
5810695.21600000
PA
USD
5131748.02000000
0.333342565318
Long
ABS-CBDO
USGSE
US
N
2
2049-11-25
Fixed
0.01000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 10/01/2053#RJ0002
3142GQAC6
9488805.06000000
PA
USD
10024617.96000000
0.651168345387
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6.5% 10/01/2053#RJ0001
3142GQAB8
9384495.51000000
PA
USD
9929081.54000000
0.644962593428
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
0.06500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 05/01/2041#SC0237
3132D9HN7
4046051.25600000
PA
USD
3754536.90000000
0.243883167480
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 05/01/2042#RB0806
3133KT3P3
133693.93000000
PA
USD
122908.32000000
0.007983746381
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 20YR 2.5% 05/01/2042#RB0710
3133KTYF1
324116.72800000
PA
USD
298339.08000000
0.019379188899
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 02/01/2042#SC0248
3132D9HZ0
1915759.13800000
PA
USD
1768605.66000000
0.114883183165
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
0.02500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 20YR 2.5% 11/01/2041#SC0210
3132D9GT5
10240563.90200000
PA
USD
9439407.72000000
0.613154888395
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 1.5% 06/25/2051
3137H1B70
3341133.05800000
PA
USD
2898913.05000000
0.188304474217
Long
ABS-CBDO
USGSE
US
N
2
2051-06-25
Fixed
0.01500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA GTD MTG PASS THRU CTF 3.25% 09/25/2040
3136BBWA6
8699444.07600000
PA
USD
8231241.74000000
0.534676142842
Long
ABS-CBDO
USGSE
US
N
2
2040-09-25
Fixed
0.03250000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 2.5% 09/20/2051#785619
3622ABDY5
4067897.91900000
PA
USD
3575547.62000000
0.232256574450
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 2.5% 08/20/2051#785564
3622ABB92
4055622.83700000
PA
USD
3567293.00000000
0.231720379728
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 2.5% 08/20/2051#785602
3622ABDF6
15589854.49300000
PA
USD
13702966.08000000
0.890102524087
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
0.02500000
N
N
N
N
N
N
GNMA GUARANTEED PASS THRU CERT
549300M8ZYFG0OCMTT87
GNMA II 2.5% 09/20/2051#785616
3622ABDV1
4880733.28100000
PA
USD
4290003.00000000
0.278665398159
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
0.02500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.5% 09/25/2051
3137H6XY6
4465038.23400000
PA
USD
4412684.77000000
0.286634428549
Long
ABS-CBDO
USGSE
US
N
2
2051-09-25
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2044
3137H7FZ1
2547229.83500000
PA
USD
2494638.45000000
0.162044039813
Long
ABS-CBDO
USGSE
US
N
2
2044-08-25
Fixed
0.03750000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/25/2052
3137H6RW7
1596169.73400000
PA
USD
1554808.19000000
0.100995557188
Long
ABS-CBDO
USGSE
US
N
2
2052-04-25
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 3.5% 01/25/2051
3137H77F4
2220353.84900000
PA
USD
2146820.39000000
0.139450848578
Long
ABS-CBDO
USGSE
US
N
2
2051-01-25
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2% 03/25/2039
3137H2AK0
8483730.75200000
PA
USD
7912645.02000000
0.513981079964
Long
ABS-CBDO
USGSE
US
N
2
2039-03-25
Fixed
0.02000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 12/15/2026
91282CJP7
350000.00000000
PA
USD
352190.23000000
0.022877193948
Long
DBT
UST
US
N
2
2026-12-15
Fixed
0.04375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 01/31/2031
91282CJX0
5660000.00000000
PA
USD
5778948.41000000
0.375382711763
Long
DBT
UST
US
N
2
2031-01-31
Fixed
0.04000000
N
N
N
N
N
N
FEDERAL NAT MTG ASN GTD REM PA
B1V7KEBTPIMZEU4LTD58
FEDERAL NAT MTG ASN GTD REM PA 2.5% 12/25/2049
3136BLGX2
1340354.76300000
PA
USD
1190304.86000000
0.077318542141
Long
ABS-CBDO
USGSE
US
N
2
2049-12-25
Fixed
0.02500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 02/28/2031
91282CKC4
30560000.00000000
PA
USD
31553200.00000000
2.049598809416
Long
DBT
UST
US
N
2
2031-02-28
Fixed
0.04250000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE COR PORATION
S6XOOCT0IEG5ABCC6L87
FHLM 30YR 6% 09/01/2053#RA9856
3133KR5R1
347831.50600000
PA
USD
361599.82000000
0.023488411969
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 11/01/2053#RJ0189
3142GQF72
150221.37600000
PA
USD
156167.63000000
0.010144168848
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 09/01/2053#CB7123
3140QS4H1
229743.94600000
PA
USD
238837.97000000
0.015514179828
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 11/01/2053#FS6498
3140XNGG3
988161.49300000
PA
USD
1023644.69000000
0.066492810171
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 09/01/2042#ZL3774
3131XKFP9
1160769.86700000
PA
USD
1123429.64000000
0.072974533568
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
0.03500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 3.5% 07/01/2042#ZA1228
31329JLH8
932694.00000000
PA
USD
903655.51000000
0.058698682143
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 3.5% 12/01/2046#BM5096
3140J9UW9
3481271.99200000
PA
USD
3365752.60000000
0.218628935314
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 03/01/2054#CB8112
3140QUAN6
466066.42900000
PA
USD
480327.55000000
0.031200600085
Long
ABS-MBS
USGSE
US
N
2
2054-03-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 03/01/2054#CB8113
3140QUAP1
725211.95300000
PA
USD
756814.73000000
0.049160356780
Long
ABS-MBS
USGSE
US
N
2
2054-03-01
Fixed
0.06500000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 06/01/2054#CB8711
3140QUVD5
1644480.92700000
PA
USD
1693772.43000000
0.110022246743
Long
ABS-MBS
USGSE
US
N
2
2054-06-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6.5% 06/01/2054#CB8729
3140QUVX1
459966.00900000
PA
USD
480010.09000000
0.031179978860
Long
ABS-MBS
USGSE
US
N
2
2054-06-01
Fixed
0.06500000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT 2024-K523 AS TSFR1M+55 05/25/2029
3137HDJW1
12482290.86000000
PA
USD
12489510.62000000
0.811280190185
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Variable
0.04229240
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 06/30/2031
91282CKW0
4940000.00000000
PA
USD
5103444.54000000
0.331504058323
Long
DBT
UST
US
N
2
2031-06-30
Fixed
0.04250000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 5.5% 06/01/2054#CB8689
3140QUUP9
798973.01800000
PA
USD
818524.53000000
0.053168835559
Long
ABS-MBS
USGSE
US
N
2
2054-06-01
Fixed
0.05500000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.375% 07/15/2027
91282CKZ3
3530000.00000000
PA
USD
3573308.16000000
0.232111106018
Long
DBT
UST
US
N
2
2027-07-15
Fixed
0.04375000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.875% 08/15/2034
91282CLF6
30820000.00000000
PA
USD
30864821.53000000
2.004883861565
Long
DBT
UST
US
N
2
2034-08-15
Fixed
0.03875000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.125% 08/15/2044
912810UD8
17670000.00000000
PA
USD
16734042.19000000
1.086991904128
Long
DBT
UST
US
N
2
2044-08-15
Fixed
0.04125000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 08/31/2031
91282CLJ8
10970000.00000000
PA
USD
11059988.23000000
0.718422813165
Long
DBT
UST
US
N
2
2031-08-31
Fixed
0.03750000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 11/15/2027
91282CLX7
28520000.00000000
PA
USD
28849762.50000000
1.873991825613
Long
DBT
UST
US
N
2
2027-11-15
Fixed
0.04125000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.625% 11/15/2044
912810UF3
29470000.00000000
PA
USD
29747432.35000000
1.932301697696
Long
DBT
UST
US
N
2
2044-11-15
Fixed
0.04625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 11/30/2031
91282CLZ2
6510000.00000000
PA
USD
6683176.16000000
0.434118564857
Long
DBT
UST
US
N
2
2031-11-30
Fixed
0.04125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 2% 04/01/2052#SD6932
3132DUVZ7
3026523.39800000
PA
USD
2539304.58000000
0.164945414218
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
0.02000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 12/20/2054#MB0092
3618N5C64
743291.66400000
PA
USD
754465.42000000
0.049007752829
Long
ABS-MBS
USGA
US
N
2
2054-12-20
Fixed
0.05500000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 15YR 6% 07/01/2039#SB1215
3132CXK43
3632234.48900000
PA
USD
3762299.72000000
0.244387416388
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6% 12/20/2054#MB0093
3618N5C72
642300.18000000
PA
USD
656944.62000000
0.042673101650
Long
ABS-MBS
USGA
US
N
2
2054-12-20
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.25% 01/15/2028
91282CMF5
11780000.00000000
PA
USD
11958540.63000000
0.776790012981
Long
DBT
UST
US
N
2
2028-01-15
Fixed
0.04250000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIEMAE 30YR 2% 02/01/2052#FA0353
3140W0MB8
1279803.00700000
PA
USD
1080175.49000000
0.070164877041
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA GTD MTG PASS THRU CTF SOFR30A+ 09/25/2054
3136BUW22
1102672.94000000
PA
USD
1110516.47000000
0.072135733768
Long
ABS-CBDO
USGSE
US
N
2
2054-09-25
Variable
0.04867210
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+125 10/25/2054
3137HJQ26
1687844.18000000
PA
USD
1701480.27000000
0.110522924319
Long
ABS-CBDO
USGSE
US
N
2
2054-10-25
Variable
0.04917210
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055
3137HJZC4
873856.30000000
PA
USD
878491.32000000
0.057064093770
Long
ABS-CBDO
USGSE
US
N
2
2055-02-25
Variable
0.04867210
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA GTD MTG PASS THRU CTF SOFR30A+115 02/25/2055
3136BUWD8
1105855.27000000
PA
USD
1115041.94000000
0.072429694378
Long
ABS-CBDO
USGSE
US
N
2
2055-02-25
Variable
0.04817210
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA GTD MTG PASS THRU CTF SOFR30A+140 02/25/2055
3136BUWL0
1430719.05000000
PA
USD
1445904.42000000
0.093921503294
Long
ABS-CBDO
USGSE
US
N
2
2055-02-25
Variable
0.05067210
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054
3136BUWX4
1655413.63000000
PA
USD
1672455.62000000
0.108637572339
Long
ABS-CBDO
USGSE
US
N
2
2054-09-25
Variable
0.05067210
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055
3137HJYG6
2726661.40000000
PA
USD
2746225.47000000
0.178386358711
Long
ABS-CBDO
USGSE
US
N
2
2055-02-25
Variable
0.04817210
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054
3136BUGA2
2070792.86600000
PA
USD
2087667.34000000
0.135608448414
Long
ABS-CBDO
USGSE
US
N
2
2054-06-25
Variable
0.04867210
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055
3137HJEZ6
1656422.32000000
PA
USD
1670324.84000000
0.108499163425
Long
ABS-CBDO
USGSE
US
N
2
2055-02-25
Variable
0.04817210
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
USTN TII 2.375% 02/15/2055
912810UH9
4840000.00000000
PA
USD
4900996.52000000
0.318353657706
Long
DBT
UST
US
N
2
2055-02-15
Fixed
0.02375000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA GTD MTG PASS THRU CTF SOFR30A+120 02/25/2055
3136BUVN7
2487524.72900000
PA
USD
2511023.38000000
0.163108354463
Long
ABS-CBDO
USGSE
US
N
2
2055-02-25
Variable
0.04867210
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 03/31/2032
91282CMT5
19000000.00000000
PA
USD
19499492.14000000
1.266627025923
Long
DBT
UST
US
N
2
2032-03-31
Fixed
0.04125000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 02/01/2055#SL0430
31427MPQ8
1145118.89900000
PA
USD
1198677.03000000
0.077862372550
Long
ABS-MBS
USGSE
US
N
2
2055-02-01
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 05/15/2028
91282CND9
13520000.00000000
PA
USD
13622085.46000000
0.884848767813
Long
DBT
UST
US
N
2
2028-05-15
Fixed
0.03750000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 05/01/2055#CC0404
3140Y6NW6
2734089.17800000
PA
USD
2860255.91000000
0.185793425318
Long
ABS-MBS
USGSE
US
N
2
2055-05-01
Fixed
0.06000000
N
N
N
N
N
N
FED HOME LOAN MTG CORP - GOLD
S6XOOCT0IEG5ABCC6L87
FHLG 30YR 6% 12/01/2052#RA8306
3133KQGP5
1272667.88600000
PA
USD
1330203.04000000
0.086405897565
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 07/01/2053#FS5067
3140XLTZ1
1982537.85300000
PA
USD
2070306.39000000
0.134480734507
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4.125% 05/31/2032
91282CNF4
11000000.00000000
PA
USD
11285870.20000000
0.733095411088
Long
DBT
UST
US
N
2
2032-05-31
Fixed
0.04125000
N
N
N
N
N
N
FNMA GTD MTG PASS THRU CTF
B1V7KEBTPIMZEU4LTD58
FNMA 30YR 6% 06/01/2055#CC0577
3140Y6UB4
236752.65800000
PA
USD
248066.22000000
0.016113618560
Long
ABS-MBS
USGSE
US
N
2
2055-06-01
Fixed
0.06000000
N
N
N
N
N
N
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LN MTG MLT CTF GT SOFR30A+53 06/25/2030
3137HMCF5
10300000.00000000
PA
USD
10295966.52000000
0.668794313134
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
0.04209240
N
N
N
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GSCM SWAP PAY 3.853 09/16/30
N/A
4850000.00000000
NC
USD
151913.98000000
0.009867864829
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Call
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GSCM FSWP IRS 09/18/35 3.853%VSOFR
N/A
N/A
NC
USD
N/A
N/A
DIR
CORP
US
2035-09-18
0.00000000
USD
0.00000000
USD
4850000.00000000
USD
1.00000000
3.85300000
USD
2030-09-16
XXXX
-7408.52000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GSCM SWAP REC 3.853 09/16/30
N/A
4850000.00000000
NC
USD
156037.69000000
0.010135728346
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GSCM FSWP IRS 09/18/35 SOFRV3.853%
N/A
N/A
NC
USD
N/A
N/A
DIR
CORP
US
2035-09-18
0.00000000
USD
0.00000000
USD
4850000.00000000
USD
1.00000000
3.85300000
USD
2030-09-16
XXXX
-3284.81000000
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT FUT JUN26 WNM6
N/A
-43.00000000
NC
USD
-58539.77000000
-0.00380256338
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
UNITED STATES TREASURY BOND
UNITED STATES TREASURY BOND 0% 06/30/2040
2026-06-18
-5168647.73000000
USD
-58539.77000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GSCM SWAP PAY 3.887 09/17/30
N/A
4850000.00000000
NC
USD
149051.80000000
0.009681946421
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Call
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GSCM FSWP IRS 09/19/35 3.887%VSOFR
N/A
N/A
NC
USD
N/A
N/A
DIR
CORP
US
2035-09-19
0.00000000
USD
0.00000000
USD
4850000.00000000
USD
1.00000000
3.88700000
USD
2030-09-17
XXXX
-9785.70000000
N
N
N
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GSCM SWAP REC 3.887 09/17/30
N/A
4850000.00000000
NC
USD
159584.84000000
0.010366140298
N/A
DIR
CORP
US
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
Put
Purchased
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
GSCM FSWP IRS 09/19/35 SOFRV3.887%
N/A
N/A
NC
USD
N/A
N/A
DIR
CORP
US
2035-09-19
0.00000000
USD
0.00000000
USD
4850000.00000000
USD
1.00000000
3.88700000
USD
2030-09-17
XXXX
747.34000000
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 10YR NOTE FUT (CBT)JUN26 TYM6
N/A
957.00000000
NC
USD
836784.43000000
0.054354942492
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
UST NOTES
UST NOTES 0% 06/30/2040
2026-06-18
108051871.82000000
USD
836784.43000000
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) FUT JUN26 USM6
N/A
-18.00000000
NC
USD
-21409.92000000
-0.00139072254
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
UST NOTES
UST NOTES 0% 06/30/2040
2026-06-18
-2109902.58000000
USD
-21409.92000000
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) FUT JUN26 TUM6
N/A
1616.00000000
NC
USD
455911.07000000
0.029614580653
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
UST NOTES
UST NOTES 0% 06/30/2040
2026-06-30
337666838.93000000
USD
455911.07000000
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 03/01/2056 #TBA
21H052637
-15350000.00000000
PA
USD
-15547645.07000000
-1.00992719675
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.05500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 03/01/2056 #TBA
21H052637
16450000.00000000
PA
USD
16661808.56000000
1.082299829725
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.05500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6% 03/01/2056 #TBA
21H060630
-21575000.00000000
PA
USD
-22012657.51000000
-1.42987451746
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6% 03/01/2056 #TBA
21H060630
21575000.00000000
PA
USD
22012657.51000000
1.429874517468
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 5% 03/01/2041 #TBA
01F050437
5300000.00000000
PA
USD
5380535.09000000
0.349503008078
Long
ABS-MBS
USGA
US
N
2
2041-03-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 5% 03/01/2041 #TBA
01F050437
-3675000.00000000
PA
USD
-3730842.73000000
-0.24234406708
Short
ABS-MBS
USGA
US
N
2
2041-03-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2% 03/01/2056 #TBA
01F020638
-14975000.00000000
PA
USD
-12401757.40000000
-0.80558001095
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.02000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 03/01/2056 #TBA
01F022634
16750000.00000000
PA
USD
14505108.05000000
0.942207198944
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 03/01/2056 #TBA
01F022634
-16750000.00000000
PA
USD
-14505108.05000000
-0.94220719894
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3% 03/01/2056 #TBA
01F030637
-15900000.00000000
PA
USD
-14377699.02000000
-0.93393110028
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.03000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3.5% 03/01/2056 #TBA
01F032633
12500000.00000000
PA
USD
11780273.75000000
0.765210344833
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3.5% 03/01/2056 #TBA
01F032633
-12500000.00000000
PA
USD
-11780273.75000000
-0.76521034483
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 4% 03/01/2056 #TBA
01F040636
-17975000.00000000
PA
USD
-17471559.80000000
-1.13489877935
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 4% 03/01/2056 #TBA
01F040636
5925000.00000000
PA
USD
5759053.79000000
0.374090418447
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.04000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 4.5% 03/01/2056 #TBA
01F042632
-17425000.00000000
PA
USD
-17230329.64000000
-1.11922921022
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.04500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 5% 03/01/2056 #TBA
01F050635
13200000.00000000
PA
USD
13259811.84000000
0.861316587869
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 5% 03/01/2056 #TBA
01F050635
-13200000.00000000
PA
USD
-13259811.84000000
-0.86131658786
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 5.5% 03/01/2056 #TBA
01F052631
-17100000.00000000
PA
USD
-17375203.98000000
-1.12863980169
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.05500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 6% 03/01/2056 #TBA
01F060634
-8600000.00000000
PA
USD
-8821382.92000000
-0.57300989852
Short
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 6% 03/01/2056 #TBA
01F060634
8600000.00000000
PA
USD
8821382.92000000
0.573009898528
Long
ABS-MBS
USGA
US
N
2
2056-03-01
Fixed
0.06000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 10/31/2027
91282CPE5
24689700.00000000
PA
USD
24717668.74000000
1.605583725931
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.03500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 5.5% 04/01/2056 #TBA
21H052645
14500000.00000000
PA
USD
14671407.40000000
0.953009493157
Long
ABS-MBS
USGA
US
N
2
2056-04-01
Fixed
0.05500000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6% 04/01/2056 #TBA
21H060648
8350000.00000000
PA
USD
8513512.21000000
0.553011564265
Long
ABS-MBS
USGA
US
N
2
2056-04-01
Fixed
0.06000000
N
N
N
N
N
N
GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
549300M8ZYFG0OCMTT87
GNII II 6% 04/01/2056 #TBA
21H060648
-1450000.00000000
PA
USD
-1478394.34000000
-0.09603194855
Short
ABS-MBS
USGA
US
N
2
2056-04-01
Fixed
0.06000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 15YR 5% 04/01/2041 #TBA
01F050445
3675000.00000000
PA
USD
3728689.18000000
0.242204179101
Long
ABS-MBS
USGA
US
N
2
2041-04-01
Fixed
0.05000000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 2.5% 04/01/2056 #TBA
01F022642
-16750000.00000000
PA
USD
-14505761.30000000
-0.94224963205
Short
ABS-MBS
USGA
US
N
2
2056-04-01
Fixed
0.02500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 3.5% 04/01/2056 #TBA
01F032641
-12500000.00000000
PA
USD
-11775391.25000000
-0.76489319265
Short
ABS-MBS
USGA
US
N
2
2056-04-01
Fixed
0.03500000
N
N
N
N
N
N
FNMA/FHLG TBA ISSUER
N/A
UMBS 30YR 5% 04/01/2056 #TBA
01F050643
-13200000.00000000
PA
USD
-13246407.24000000
-0.86044586628
Short
ABS-MBS
USGA
US
N
2
2056-04-01
Fixed
0.05000000
N
N
N
N
N
N
UNITED STATES TREASURY BOND
254900HROIFWPRGM1V77
UNITED STATES TREASURY BOND 4.625% 11/15/2055
912810UP1
960000.00000000
PA
USD
958350.00000000
0.062251467965
Long
DBT
UST
US
N
2
2055-11-15
Fixed
0.04625000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 4% 11/15/2035
91282CPJ4
7670000.00000000
PA
USD
7697564.06000000
0.500010082425
Long
DBT
UST
US
N
2
2035-11-15
Fixed
0.04000000
N
N
N
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.75% 11/30/2032
91282CPM7
7250000.00000000
PA
USD
7269541.00000000
0.472207021113
Long
DBT
UST
US
N
2
2032-11-30
Fixed
0.03750000
N
N
N
N
N
N
LONDON CLEARING HOUSE
N/A
LCH OIS SOFRV3.5% MAC 03/18/28
N/A
-70686000.00000000
NC
USD
-184746.59000000
-0.01200057017
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
N/A
Y
2028-03-18
0.00000000
USD
0.00000000
USD
-70912029.55000000
USD
-184746.59000000
N
N
N
LONDON CLEARING HOUSE
N/A
LCH OIS SOFRV4.0% MAC 03/18/56
N/A
3620000.00000000
NC
USD
169825.02000000
0.011031310890
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
N/A
Y
2056-03-18
0.00000000
USD
0.00000000
USD
3513106.87000000
USD
169825.02000000
N
N
N
LONDON CLEARING HOUSE
N/A
LCH OIS SOFRV3.5% MAC 03/18/30
N/A
-28468000.00000000
NC
USD
-214096.04000000
-0.01390702016
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
N/A
Y
2030-03-18
0.00000000
USD
0.00000000
USD
-28583634.85000000
USD
-214096.04000000
N
N
N
LONDON CLEARING HOUSE
N/A
LCH OIS SOFRV3.5% MAC 03/18/29
N/A
-95099000.00000000
NC
USD
-579466.73000000
-0.03764037625
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
N/A
Y
2029-03-18
0.00000000
USD
0.00000000
USD
-95425730.69000000
USD
-579466.73000000
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 01/15/2029
91282CPT2
46470000.00000000
PA
USD
46611588.51000000
3.027745405065
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.03500000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITI SWAP REC 3.828 07/14/26
N/A
3400000.00000000
NC
USD
99923.01000000
0.006490691350
N/A
DIR
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITI FSWP IRS 07/16/36 SOFRV3.828%
N/A
N/A
NC
USD
N/A
N/A
DIR
CORP
US
2036-07-16
0.00000000
USD
0.00000000
USD
3400000.00000000
USD
1.00000000
3.82800000
USD
2026-07-14
XXXX
45880.01000000
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITI SWAP PAY 3.828 07/14/26
N/A
3400000.00000000
NC
USD
22015.34000000
0.001430048763
N/A
DIR
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
CITI FSWP IRS 07/16/36 3.828%VSOFR
N/A
N/A
NC
USD
N/A
N/A
DIR
CORP
US
2036-07-16
0.00000000
USD
0.00000000
USD
3400000.00000000
USD
1.00000000
3.82800000
USD
2026-07-14
XXXX
-32027.66000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
JPSW SWAP REC 3.964 01/26/27
N/A
14900000.00000000
NC
USD
636831.66000000
0.041366625639
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
JPSW FSWP IRS 01/28/37 SOFRV3.964%
N/A
N/A
NC
USD
N/A
N/A
DIR
CORP
US
2037-01-28
0.00000000
USD
0.00000000
USD
14900000.00000000
USD
1.00000000
3.96400000
USD
2027-01-26
XXXX
285191.66000000
N
N
N
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
JPSW SWAP PAY 3.964 01/26/27
N/A
14900000.00000000
NC
USD
195700.47000000
0.012712100525
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
Call
Purchased
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK NA NEW YORK NY
7H6GLXDRUGQFU57RNE97
JPSW FSWP IRS 01/28/37 3.964%VSOFR
N/A
N/A
NC
USD
N/A
N/A
DIR
CORP
US
2037-01-28
0.00000000
USD
0.00000000
USD
14900000.00000000
USD
1.00000000
3.96400000
USD
2027-01-26
XXXX
-155939.53000000
N
N
N
UST NOTES
254900HROIFWPRGM1V77
UST NOTES 3.5% 02/15/2029
91282CQA2
10930000.00000000
PA
USD
10964156.25000000
0.712197862538
Long
DBT
UST
US
N
2
2029-02-15
Fixed
0.03500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANKS VFAC SOFR+12 06/12/2028
3133EWDR8
22930000.00000000
PA
USD
22929771.62000000
1.489447428867
Long
DBT
USGSE
US
N
2
2028-06-12
Variable
0.03790000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS
254900C5LP6DN9OP9V83
FEDERAL FARM CREDIT BANKS VFAC SOFR+16.5 01/19/2029
3133EWEB2
17080000.00000000
PA
USD
17079717.50000000
1.109445908914
Long
DBT
USGSE
US
N
2
2029-01-19
Variable
0.03835000
N
N
N
N
N
N
2026-03-30
Laura M. Del Prato
Laura M. Del Prato
Laura M. Del Prato
President and Treasurer