NPORT-P false 0001217286 XXXXXXXX S000044081 C000136811 C000136812 C000136813 C000136814 JPMorgan Trust I 811-21295 0001217286 549300DM5WZMCZZ70R78 390 Madison Avenue New York 10017 800-480-4111 JPMorgan Income Fund S000044081 549300J9G10ZQTTAFU03 2027-02-28 2026-05-31 N 21038276406.46 4235618462.35 16802657944.11 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 159106687.97000000 0.00000000 0.00000000 13435761.15000000 EUR USD N N/A N/A AB BSL CLO 1 Ltd. 549300UT754V8VGM9T25 00038KBC4 10670000.00000000 PA USD 10690337.02000000 0.063622892613 Long ABS-CBDO CORP KY Y 2 2038-10-15 Floating 5.32310040 N N N N N N ACCO Brands Corp. JCT8P4Y190IH4I1NX328 00081TAK4 10192000.00000000 PA USD 9381402.72000000 0.055832849488 Long DBT CORP US Y 2 2029-03-15 Fixed 4.25000000 N N N N N N ACC Trust N/A 00091KAD7 4181782.33000000 PA USD 234646.08000000 0.001396481918 Long ABS-O CORP US Y 2 2027-03-22 Fixed 5.25000000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 00109LAA1 3506000.00000000 PA USD 3367168.01000000 0.020039496258 Long DBT CORP US Y 2 2029-08-01 Fixed 4.12500000 N N N N N N AMSR Trust N/A 00179WAF1 9913000.00000000 PA USD 9809769.98000000 0.058382251264 Long ABS-O CORP US Y 2 2039-03-17 Fixed 4.63500000 N N N N N N AMSR Trust N/A 00179WAG9 9913000.00000000 PA USD 9895744.44000000 0.058893923050 Long ABS-O CORP US Y 2 2039-03-17 Fixed 6.02100000 N N N N N N AP Core Holdings II LLC 549300PND8ZZ4RWYRZ56 001874AA4 2462000.00000000 PA USD 2579539.70000000 0.015351974125 Long DBT CORP US Y 2 2031-05-15 Fixed 11.00000000 N N N N N N American Airlines, Inc. N/A 00253XAB7 11105625.00000000 PA USD 11093297.31000000 0.066021086347 Long DBT CORP US Y 2 2029-04-20 Fixed 5.75000000 N N N N N N Accelerated Assets LLC N/A 00436MAB1 35004.67000000 PA USD 34581.67000000 0.000205810712 Long ABS-O CORP US Y 2 2033-12-02 Fixed 4.51000000 N N N N N N Accelerated Assets LLC N/A 00436MAC9 75843.68000000 PA USD 73277.61000000 0.000436107253 Long ABS-O CORP US Y 2 2033-12-02 Fixed 6.65000000 N N N N N N Accelerated LLC N/A 00439KAA4 699119.10000000 PA USD 651795.45000000 0.003879121101 Long ABS-O CORP US Y 2 2040-10-20 Fixed 1.35000000 N N N N N N Accelerated LLC N/A 00439KAB2 859811.00000000 PA USD 802239.09000000 0.004774477303 Long ABS-O CORP US Y 2 2040-10-20 Fixed 1.90000000 N N N N N N Accelerated LLC N/A 00439KAD8 1182877.21000000 PA USD 1068865.59000000 0.006361288752 Long ABS-O CORP US Y 2 2040-10-20 Fixed 3.58000000 N N N N N N Acushnet Co. 549300H805O14KEFES79 005095AB0 1588000.00000000 PA USD 1575584.06000000 0.009376993004 Long DBT CORP US Y 2 2033-12-01 Fixed 5.62500000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAB1 1910000.00000000 PA USD 1942212.15000000 0.011558957853 Long DBT CORP JE Y 2 2028-04-15 Fixed 7.00000000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAC9 3790000.00000000 PA USD 3952363.60000000 0.023522252331 Long DBT CORP JE Y 2 2031-04-15 Fixed 8.25000000 N N N N N N Adient Global Holdings Ltd. 213800VA38VCKE6M8790 00687YAD7 3240000.00000000 PA USD 3360398.40000000 0.019999207334 Long DBT CORP JE Y 2 2033-02-15 Fixed 7.50000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007034BN0 676271.00000000 PA USD 580609.69000000 0.003455463367 Long ABS-MBS CORP US N 2 2036-05-25 Variable 4.40957160 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00766TAE0 4742000.00000000 PA USD 4749354.84000000 0.028265497374 Long DBT CORP US Y 2 2033-08-01 Fixed 6.00000000 N N N N N N Affirm Asset Securitization Trust N/A 00835AAA6 9600000.00000000 PA USD 9615196.80000000 0.057224260780 Long ABS-O CORP US Y 2 2029-09-15 Fixed 4.62000000 N N N N N N Affirm Asset Securitization Trust N/A 00835AAD0 5300000.00000000 PA USD 5304110.15000000 0.031567089966 Long ABS-O CORP US Y 2 2029-09-15 Fixed 5.50000000 N N N N N N Affirm Asset Securitization Trust N/A 00835DAD4 4000000.00000000 PA USD 3997228.00000000 0.023789260087 Long ABS-O CORP US Y 2 2030-10-15 Fixed 5.23000000 N N N N N N Ahead DB Holdings LLC 254900L07WFL833JX193 00867FAA6 1550000.00000000 PA USD 1552619.50000000 0.009240320818 Long DBT CORP US Y 2 2028-05-01 Fixed 6.62500000 N N N N N N AI Candelaria -spain- SA 213800L5KA2MJ5FKRZ02 00870WAA4 3974000.00000000 PA USD 3565234.36000000 0.021218276131 Long DBT CORP ES Y 2 2033-06-15 Fixed 5.75000000 N N N N N N Albertsons Cos., Inc. N/A 013092AE1 3232000.00000000 PA USD 3147730.45000000 0.018733526924 Long DBT CORP US Y 2 2030-02-15 Fixed 4.87500000 N N N N N N Albertsons Cos., Inc. N/A 013092AG6 8244000.00000000 PA USD 7865280.53000000 0.046809740198 Long DBT CORP US Y 2 2029-03-15 Fixed 3.50000000 N N N N N N Albertsons Cos., Inc. N/A 01309QAC2 1007000.00000000 PA USD 991545.27000000 0.005901121556 Long DBT CORP US Y 2 2031-03-31 Fixed 5.50000000 N N N N N N Albertsons Cos., Inc. N/A 01309QAE8 5721000.00000000 PA USD 5585527.86000000 0.033241930405 Long DBT CORP US Y 2 2032-03-31 Fixed 5.62500000 N N N N N N New Albertsons LP N/A 013104AF1 113000.00000000 PA USD 118012.23000000 0.000702342631 Long DBT CORP US N 2 2029-08-01 Fixed 7.45000000 N N N N N N New Albertsons LP N/A 013104AL8 870000.00000000 PA USD 927964.62000000 0.005522725172 Long DBT CORP US N 2 2031-05-01 Fixed 8.00000000 N N N N N N New Albertsons LP N/A 01310QDB8 5000.00000000 PA USD 5031.25000000 0.000029943179 Long DBT CORP US N 2 2028-06-01 Fixed 6.62500000 N N N N N N Alcoa Nederland Holding BV 5493000UL1QLQLT1VQ42 013822AH4 6109000.00000000 PA USD 6376439.80000000 0.037948994862 Long DBT CORP NL Y 2 2031-03-15 Fixed 7.12500000 N N N N N N ATI, Inc. ZW1LRE7C3H17O2ZN9B45 01741RAH5 3085000.00000000 PA USD 3090225.99000000 0.018391292617 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N Allied Universal Holdco LLC N/A 019579AA9 5817000.00000000 PA USD 5730437.22000000 0.034104349675 Long DBT CORP US Y 2 2028-06-01 Fixed 4.62500000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AE7 4133000.00000000 PA USD 4131370.77000000 0.024587602650 Long DBT CORP US Y 2 2027-10-01 Fixed 4.75000000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AF4 11311000.00000000 PA USD 11421768.62000000 0.067975963433 Long DBT CORP US Y 2 2029-06-01 Fixed 5.87500000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AG2 11357000.00000000 PA USD 10637752.10000000 0.063309936650 Long DBT CORP US Y 2 2031-01-30 Fixed 3.75000000 N N N N N N Allison Transmission, Inc. MWKQ3I0U1GXP2YDSZW75 019736AH0 1190000.00000000 PA USD 1193330.81000000 0.007102035963 Long DBT CORP US Y 2 2033-12-01 Fixed 5.87500000 N N N N N N FNMA/FHLMC N/A 01F022667 -66500000.00000000 PA USD -55634048.30000000 -0.33110266533 Short ABS-MBS USGSE US N 2 2056-06-25 Fixed 2.50000000 N N N N N N FNMA/FHLMC N/A 01F030660 -212400000.00000000 PA USD -185474175.19000000 -1.10383830824 Short ABS-MBS USGSE US N 2 2056-06-25 Fixed 3.00000000 N N N N N N FNMA/FHLMC N/A 01F032666 -131900000.00000000 PA USD -119878039.13000000 -0.71344688161 Short ABS-MBS USGSE US N 2 2056-06-25 Fixed 3.50000000 N N N N N N FNMA/FHLMC N/A 01F040669 -237213000.00000000 PA USD -222070166.56000000 -1.32163713204 Short ABS-MBS USGSE US N 2 2056-06-25 Fixed 4.00000000 N N N N N N FNMA/FHLMC N/A 01F042665 -83000000.00000000 PA USD -79671830.31000000 -0.47416206754 Short ABS-MBS USGSE US N 2 2056-06-25 Fixed 4.50000000 N N N N N N FNMA/FHLMC N/A 01F050668 -1250000.00000000 PA USD -1229675.93000000 -0.00731834174 Short ABS-MBS USGSE US N 2 2056-06-25 Fixed 5.00000000 N N N N N N FNMA/FHLMC N/A 01F052664 105980000.00000000 PA USD 106447740.61000000 0.633517274255 Long ABS-MBS USGSE US N 2 2056-06-25 Fixed 5.50000000 N N N N N N FNMA/FHLMC N/A 01F060667 -472070000.00000000 PA USD -482016595.15000000 -2.86869254110 Short ABS-MBS USGSE US N 2 2056-06-25 Fixed 6.00000000 N N N N N N FNMA/FHLMC N/A 01F062663 -80400000.00000000 PA USD -83569843.97000000 -0.49736085950 Short ABS-MBS USGSE US N 2 2056-06-25 Fixed 6.50000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02090DAA6 9155586.00000000 PA USD 9307880.02000000 0.055395283597 Long DBT CORP FR Y 2 2029-11-01 Fixed 9.50000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02090DAB4 2667686.00000000 PA USD 2619778.36000000 0.015591452070 Long DBT CORP FR Y 2 2030-10-15 Fixed 6.87500000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02090DAC2 317073.00000000 PA USD 308382.00000000 0.001835316775 Long DBT CORP FR Y 2 2031-10-15 Fixed 6.50000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02090DAE8 5804030.00000000 PA USD 5666715.94000000 0.033725116340 Long DBT CORP FR Y 2 2032-07-15 Fixed 6.87500000 N N N N N N Altice France Lux 3/Altice Holdings 1 N/A 020956AA6 2310600.00000000 PA USD 2252807.07000000 0.013407444688 Long DBT CORP LU Y 2 2033-01-15 Fixed 10.00000000 N N N N N N Alternative Loan Trust N/A 02149CBD2 449925.39720000 PA USD 207680.43000000 0.001235997487 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 5.75000000 N N N N N N Alumina Pty. Ltd. N/A 02220AAA5 1726000.00000000 PA USD 1764296.49000000 0.010500103589 Long DBT CORP AU Y 2 2030-03-15 Fixed 6.12500000 N N N N N N Alumina Pty. Ltd. N/A 02220AAB3 2166000.00000000 PA USD 2222378.81000000 0.013226352743 Long DBT CORP AU Y 2 2032-09-15 Fixed 6.37500000 N N N N N N American Airlines Pass-Through Trust N/A 02376LAA3 3290740.00000000 PA USD 3156765.09000000 0.018787296036 Long ABS-O CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 02406PBA7 1720000.00000000 PA USD 1726966.00000000 0.010277933442 Long DBT CORP US N 2 2028-07-01 Fixed 6.87500000 N N N N N N American Axle & Manufacturing, Inc. RY5TAKFOBLDUGX31MS24 02406PBB5 10935000.00000000 PA USD 10699677.71000000 0.063678483163 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02490BAG3 6350000.00000000 PA USD 6452207.70000000 0.038399922925 Long ABS-O CORP US Y 2 2030-07-12 Fixed 6.04000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02490BAJ7 8480000.00000000 PA USD 8843591.02000000 0.052632095763 Long ABS-O CORP US Y 2 2032-03-12 Fixed 7.92000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024938AE2 5585000.00000000 PA USD 5618990.87000000 0.033441083480 Long ABS-O CORP US Y 2 2031-04-14 Fixed 5.11000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024938AG7 7800000.00000000 PA USD 7895615.52000000 0.046990277051 Long ABS-O CORP US Y 2 2031-08-12 Fixed 5.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024938AJ1 6000000.00000000 PA USD 6259870.80000000 0.037255241526 Long ABS-O CORP US Y 2 2033-02-14 Fixed 7.66000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024945AG2 11581000.00000000 PA USD 11661865.49000000 0.069404885398 Long ABS-O CORP US Y 2 2031-08-12 Fixed 5.34000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024945AJ6 1000000.00000000 PA USD 1028088.90000000 0.006118608754 Long ABS-O CORP US Y 2 2032-04-12 Fixed 7.19000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528DAJ9 2000000.00000000 PA USD 2073824.60000000 0.012342241369 Long ABS-O CORP US Y 2 2032-12-13 Fixed 7.39000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528EAE8 22230000.00000000 PA USD 22280208.68000000 0.132599311097 Long ABS-O CORP US Y 2 2032-07-12 Fixed 4.95000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528EAG3 24185000.00000000 PA USD 24171860.29000000 0.143857360962 Long ABS-O CORP US Y 2 2032-07-12 Fixed 5.19000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528EAJ7 3140000.00000000 PA USD 3204842.57000000 0.019073426243 Long ABS-O CORP US Y 2 2033-06-13 Fixed 6.77000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528FAE5 10950000.00000000 PA USD 10919212.98000000 0.064985034012 Long ABS-O CORP US Y 2 2032-05-10 Fixed 4.85000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528FAG0 17745000.00000000 PA USD 17631235.03000000 0.104931226289 Long ABS-O CORP US Y 2 2032-06-08 Fixed 5.18000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02528FAJ4 8000000.00000000 PA USD 8043134.40000000 0.047868226721 Long ABS-O CORP US Y 2 2034-02-08 Fixed 6.90000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529XAE5 2420000.00000000 PA USD 2433016.45000000 0.014479949887 Long ABS-O CORP US Y 2 2030-01-14 Fixed 10.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529YAJ2 6100000.00000000 PA USD 6288319.20000000 0.037424550454 Long ABS-O CORP US Y 2 2030-02-12 Fixed 9.79000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530CAG3 6700000.00000000 PA USD 6862736.97000000 0.040843162985 Long ABS-O CORP US Y 2 2030-09-12 Fixed 7.65000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530CAJ7 3000000.00000000 PA USD 3141322.50000000 0.018695390398 Long ABS-O CORP US Y 2 2031-08-12 Fixed 9.79000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530EAJ3 6400000.00000000 PA USD 6637155.20000000 0.039500626758 Long ABS-O CORP US Y 2 2031-10-14 Fixed 9.54000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531BAG4 9856000.00000000 PA USD 10052792.78000000 0.059828586723 Long ABS-O CORP US Y 2 2030-04-12 Fixed 6.53000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531BAJ8 3450000.00000000 PA USD 3575318.49000000 0.021278291219 Long ABS-O CORP US Y 2 2031-11-12 Fixed 7.87000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531FAG5 19700000.00000000 PA USD 19569243.22000000 0.116465164529 Long ABS-O CORP US Y 2 2033-01-12 Fixed 5.10000000 N N N N N N AmeriGas Partners LP N/A 030981AM6 2553000.00000000 PA USD 2615397.08000000 0.015565377148 Long DBT CORP US Y 2 2028-06-01 Fixed 9.37500000 N N N N N N AmeriGas Partners LP N/A 030981AP9 2070000.00000000 PA USD 2226342.96000000 0.013249945142 Long DBT CORP US Y 2 2030-06-01 Fixed 9.50000000 N N N N N N AmeriGas Partners LP N/A 030981AR5 2316000.00000000 PA USD 2367395.12000000 0.014089408520 Long DBT CORP US Y 2 2031-06-01 Fixed 6.87500000 N N N N N N Amkor Technology, Inc. 529900VHLRTKPWZJBM84 031652BL3 5768000.00000000 PA USD 5794457.82000000 0.034485364394 Long DBT CORP US Y 2 2033-10-01 Fixed 5.87500000 N N N N N N ams-OSRAM AG 5299001JPPT2QFTV5D76 03217CAB2 1391000.00000000 PA USD 1476198.75000000 0.008785507357 Long DBT CORP AT Y 2 2029-03-30 Fixed 12.25000000 N N N N N N Anchor Mortgage Trust 254900S7O2LYCU17JI96 03290CAA4 4100000.00000000 PA USD 4098044.30000000 0.024389262184 Long ABS-MBS CORP US Y 2 2040-05-25 Variable 5.71799880 N N N N N N Anchor Mortgage Trust N/A 03332JAA9 4293992.17000000 PA USD 4304867.99000000 0.025620160835 Long ABS-MBS CORP US N 3 2031-03-25 Variable 8.22999960 N N N N N N Anchor Mortgage Trust N/A 03332JAB7 7500000.00000000 PA USD 7578053.25000000 0.045100324455 Long ABS-MBS CORP US N 3 2031-03-25 Variable 10.13900040 N N N N N N Angel Oak Mortgage Trust N/A 03464KAD0 8000000.00000000 PA USD 7726980.80000000 0.045986657740 Long ABS-MBS CORP US Y 2 2049-10-25 Variable 3.30400080 N N N N N N Angel Oak Mortgage Trust N/A 03464KAE8 2470000.00000000 PA USD 2303454.57000000 0.013708870213 Long ABS-MBS CORP US Y 2 2049-10-25 Variable 3.95700120 N N N N N N Angel Oak Mortgage Trust N/A 03464RAE3 1550000.00000000 PA USD 1409570.62000000 0.008388974081 Long ABS-MBS CORP US Y 2 2059-12-25 Variable 3.76400160 N N N N N N Angel Oak Mortgage Trust N/A 03464VAG9 1250000.00000000 PA USD 1119787.63000000 0.006664348186 Long ABS-MBS CORP US Y 2 2059-11-25 Variable 5.98045320 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AD2 1841000.00000000 PA USD 1872066.88000000 0.011141492531 Long DBT NUSS AO Y 2 2029-11-26 Fixed 8.00000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AF7 5266000.00000000 PA USD 5391067.50000000 0.032084611362 Long DBT NUSS AO Y 2 2032-04-14 Fixed 8.75000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AH3 3000000.00000000 PA USD 3152250.00000000 0.018760424752 Long DBT NUSS AO Y 2 2031-01-15 Fixed 9.24400000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AJ9 4500000.00000000 PA USD 4800375.00000000 0.028569140763 Long DBT NUSS AO Y 2 2035-10-15 Fixed 9.87500000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AK6 2400000.00000000 PA USD 2505000.00000000 0.014908355620 Long DBT NUSS AO Y 2 2033-03-31 Fixed 9.37500000 N N N N N N Antero Midstream Partners LP N/A 03690AAF3 5174000.00000000 PA USD 5175500.46000000 0.030801677194 Long DBT CORP US Y 2 2028-01-15 Fixed 5.75000000 N N N N N N Antero Midstream Partners LP N/A 03690AAH9 10239000.00000000 PA USD 10231987.31000000 0.060895052104 Long DBT CORP US Y 2 2029-06-15 Fixed 5.37500000 N N N N N N Antero Midstream Partners LP N/A 03690AAM8 2252000.00000000 PA USD 2228341.19000000 0.013261837486 Long DBT CORP US Y 2 2033-10-15 Fixed 5.75000000 N N N N N N APLD ComputeCo 2 LLC N/A 03772CAA1 4211000.00000000 PA USD 4244406.37000000 0.025260327170 Long DBT CORP US Y 2 2031-03-15 Fixed 6.75000000 N N N N N N Aqua Finance Trust N/A 038370AC6 2614669.09090000 PA USD 2556711.03000000 0.015216110680 Long ABS-O CORP US Y 2 2040-07-16 Fixed 4.01000000 N N N N N N Aqua Finance Trust N/A 038413AC4 2584069.04000000 PA USD 2487433.90000000 0.014803812041 Long ABS-O CORP US Y 2 2046-07-17 Fixed 3.97000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JAG5 4590000.00000000 PA USD 5087188.80000000 0.030276095704 Long DBT NUSS EG Y 2 2033-02-04 Fixed 9.45000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JAH3 1459000.00000000 PA USD 1559269.78000000 0.009279899556 Long DBT NUSS EG Y 2 2030-02-04 Fixed 8.62500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JAJ9 5818000.00000000 PA USD 5847148.18000000 0.034798947877 Long DBT NUSS EG Y 2 2034-05-20 Fixed 7.62500000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 038522AQ1 7411000.00000000 PA USD 7399306.92000000 0.044036526510 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 038923AQ1 20000000.00000000 PA USD 19293370.20000000 0.114823322977 Long DBT CORP US Y 2 2027-03-15 Fixed 4.50000000 N N N N N N Arbor Realty Trust, Inc. 549300ASFUWYQO0RW077 038923AX6 14500000.00000000 PA USD 14424184.72000000 0.085844660814 Long DBT CORP US Y 2 2026-09-01 Fixed 4.50000000 N N N N N N Archrock Services LP N/A 03958CAA7 1009000.00000000 PA USD 1009387.46000000 0.006007308268 Long DBT CORP US Y 2 2034-02-01 Fixed 6.00000000 N N N N N N Archrock Partners LP N/A 03959KAD2 2862000.00000000 PA USD 2929943.88000000 0.017437383357 Long DBT CORP US Y 2 2032-09-01 Fixed 6.62500000 N N N N N N Ardagh Group SA 6354006L1NWUUOPYX274 03969UAA4 6380000.00000000 PA USD 5927339.00000000 0.035276198680 Long DBT CORP LU Y 2 2030-12-01 Variable 12.00000000 N N Y N N N Ardagh Group SA 6354006L1NWUUOPYX274 039959AA9 6707000.00000000 PA USD 7160829.16000000 0.042617240580 Long DBT CORP LU Y 2 2030-12-01 Fixed 9.50000000 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HT0 33330000.00000000 PA USD 25680765.00000000 0.152837515858 Long DBT NUSS AR N 2 2035-07-09 Variable 4.12499880 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HU7 3400000.00000000 PA USD 2736413.50000000 0.016285599034 Long DBT NUSS AR N 2 2038-01-09 Variable 5.00000040 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HV5 4400000.00000000 PA USD 3158716.00000000 0.018798906759 Long DBT NUSS AR N 2 2041-07-09 Variable 3.49999920 N N N N N N Argentine Republic (The) 549300KPBYGYF7HCHO27 040114HX1 1400000.00000000 PA USD 1263500.00000000 0.007519643643 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N Republic of Armenia 5299000H77JSW90G7935 042207AD2 1450000.00000000 PA USD 1331288.50000000 0.007923082790 Long DBT NUSS AM Y 2 2031-02-02 Fixed 3.60000000 N N N N N N Arroyo Mortgage Trust N/A 042858AC4 173953.04000000 PA USD 169767.54000000 0.001010361221 Long ABS-MBS CORP US Y 2 2049-04-25 Variable 3.80000160 N N N N N N Arroyo Mortgage Trust N/A 04285AAD7 1000000.00000000 PA USD 950347.60000000 0.005655936121 Long ABS-MBS CORP US Y 2 2048-10-25 Variable 4.20400080 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AU8 5555000.00000000 PA USD 5516325.53000000 0.032830076933 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AV6 4091000.00000000 PA USD 3980626.46000000 0.023690457029 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AW4 1663000.00000000 PA USD 1615170.46000000 0.009612589064 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N Ascent Resources Utica Holdings LLC N/A 04364VAX1 3970000.00000000 PA USD 4074232.35000000 0.024247546808 Long DBT CORP US Y 2 2032-10-15 Fixed 6.62500000 N N N N N N Ascent Resources Utica Holdings LLC N/A 04364VBA0 2390000.00000000 PA USD 2449049.73000000 0.014575370980 Long DBT CORP US Y 2 2033-07-15 Fixed 6.62500000 N N N N N N ABFC Trust N/A 04542BBL5 33752.02000000 PA USD 38475.70000000 0.000228985795 Long ABS-O CORP US N 2 2032-05-25 Floating 4.79379960 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 045941AA9 4138000.00000000 PA USD 4315056.25000000 0.025680795647 Long DBT CORP US Y 2 2032-12-31 Fixed 8.00000000 N N N N N N Allied Universal Holdco LLC N/A 049362AA4 1622000.00000000 PA USD 1598743.76000000 0.009514826554 Long DBT CORP US Y 2 2028-06-01 Fixed 4.62500000 N N N N N N N/A N/A 05070N111 5496.00000000 NS USD 19785.60000000 0.000117752798 N/A DO US N 2 Audacy, Inc. N/A Call Purchased Audacy, Inc. Audacy, Inc. 1.00000000 1.00000000 USD 2049-12-31 XXXX -2433020.31000000 N N N N/A N/A 05070N129 6661.00000000 NS USD 6.66000000 0.000000039636 N/A DO US N 3 Audacy, Inc. N/A Call Purchased Audacy, Inc. Audacy, Inc. 1.00000000 1.00000000 USD 2049-12-31 XXXX -47242.06000000 N N N N/A N/A 05070N137 1110.00000000 NS USD 1.11000000 0.000000006606 N/A DO US N 3 Audacy, Inc. N/A Call Purchased Audacy, Inc. Audacy, Inc. 1.00000000 1.00000000 USD 2028-09-30 XXXX -7872.50000000 N N N Avantor Funding, Inc. 5493003VM0XB4U8YD238 05352TAA7 17604000.00000000 PA USD 17403377.77000000 0.103575147621 Long DBT CORP US Y 2 2028-07-15 Fixed 4.62500000 N N N N N N Avis Budget Car Rental LLC N/A 053773BC0 2546000.00000000 PA USD 2546661.96000000 0.015156304249 Long DBT CORP US Y 2 2027-07-15 Fixed 5.75000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BG1 19150000.00000000 PA USD 18870042.32000000 0.112303912766 Long DBT CORP US Y 2 2028-04-01 Fixed 4.75000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BH9 2345000.00000000 PA USD 2361415.00000000 0.014053818198 Long DBT CORP US Y 2 2031-02-15 Fixed 8.00000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BK2 3278000.00000000 PA USD 3347214.97000000 0.019920746950 Long DBT CORP US Y 2 2032-06-15 Fixed 8.37500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHA5 3530000.00000000 PA USD 3643806.49000000 0.021685893399 Long ABS-O CORP US Y 2 2029-06-20 Fixed 7.24000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJA3 2500000.00000000 PA USD 2572809.50000000 0.015311919748 Long ABS-O CORP US Y 2 2030-06-20 Fixed 6.48000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJL9 2625000.00000000 PA USD 2652813.71000000 0.015788059953 Long ABS-O CORP US Y 2 2030-12-20 Fixed 5.58000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJM7 2450000.00000000 PA USD 2468387.99000000 0.014690461462 Long ABS-O CORP US Y 2 2030-12-20 Fixed 6.11000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJU9 1600000.00000000 PA USD 1624210.40000000 0.009666389718 Long ABS-O CORP US Y 2 2029-12-20 Fixed 7.37000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RJY1 3500000.00000000 PA USD 3517349.50000000 0.020933292290 Long ABS-O CORP US Y 2 2030-02-20 Fixed 7.52000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKA1 9340000.00000000 PA USD 9442385.08000000 0.056195782306 Long ABS-O CORP US Y 2 2030-06-20 Fixed 7.20000000 N N N N N N Axalta Coating Systems LLC 549300G80QONCHILSF69 05453GAC9 7555000.00000000 PA USD 7211700.04000000 0.042919995538 Long DBT CORP US Y 2 2029-02-15 Fixed 3.37500000 N N N N N N Axalta Coating Systems LLC N/A 05454NAA7 12512000.00000000 PA USD 12486768.30000000 0.074314244457 Long DBT CORP US Y 2 2027-06-15 Fixed 4.75000000 N N N N N N Axalta Coating Systems Dutch Holding B BV 5493007DMEBZH3CQ5E51 05455JAA5 1550000.00000000 PA USD 1613810.40000000 0.009604494749 Long DBT CORP NL Y 2 2031-02-15 Fixed 7.25000000 N N N N N N Axon Enterprise, Inc. 549300QP2IEEGFE16681 05464CAC5 1295000.00000000 PA USD 1319962.42000000 0.007855676312 Long DBT CORP US Y 2 2030-03-15 Fixed 6.12500000 N N N N N N Axon Enterprise, Inc. 549300QP2IEEGFE16681 05464CAD3 2930000.00000000 PA USD 3003399.43000000 0.017874549609 Long DBT CORP US Y 2 2033-03-15 Fixed 6.25000000 N N N N N N BBCMS Mortgage Trust N/A 05493MAG9 154131537.62000000 PA USD 7184857.04000000 0.042760241051 Long ABS-MBS CORP US N 2 2054-09-15 Variable 1.32617520 N N N N N N BBCMS Mortgage Trust N/A 05493MAH7 30040000.00000000 PA USD 1366633.75000000 0.008133437903 Long ABS-MBS CORP US N 2 2054-09-15 Variable 0.95286240 N N N N N N BBCMS Mortgage Trust N/A 05493QAB1 15110000.00000000 PA USD 15730588.85000000 0.093619645786 Long ABS-MBS CORP US N 2 2056-12-15 Variable 6.67500120 N N N N N N BBCMS Mortgage Trust N/A 055292AV8 32571000.00000000 PA USD 1646157.88000000 0.009797008815 Long ABS-MBS CORP US N 2 2069-05-15 Variable 1.37508120 N N N N N N BBCMS Mortgage Trust N/A 05548WAJ6 6000000.00000000 PA USD 4915305.60000000 0.029253143260 Long ABS-MBS CORP US Y 2 2037-03-15 Floating 6.26200920 N N N N N N BBCMS Mortgage Trust N/A 05554FAD7 7100000.00000000 PA USD 7722003.31000000 0.045957034510 Long ABS-MBS CORP US N 2 2056-11-15 Variable 6.80400000 N N N N N N BCAP LLC Trust N/A N/A 13523612.31000000 PA USD 13523612.31000000 0.080484958718 Long DBT CORP US N 3 2027-09-17 Fixed 0.00000000 N N N N N N BCAP LLC N/A N/A 14138322.24000000 PA USD 14138322.24000000 0.084143367597 Long DBT CORP US N 3 2027-09-19 Fixed 0.00000000 N N N N N N BMD2 Re-Remic Trust N/A 055631EU5 10499000.00000000 PA USD 9268284.12000000 0.055159630999 Long ABS-MBS CORP US Y 3 2052-05-25 None 0.00000000 N N N N N N BMD2 Re-REMIC Trust N/A 055631FB6 5000000.00000000 PA USD 4335483.00000000 0.025802364211 Long ABS-MBS CORP US Y 3 2052-05-25 None 0.00000000 N N N N N N BMO Mortgage Trust N/A 05593FAD0 10900000.00000000 PA USD 11518130.28000000 0.068549454010 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.16000000 N N N N N N BMO Mortgage Trust N/A 05593MAD5 10710000.00000000 PA USD 11183888.58000000 0.066560234798 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 5.75920000 N N N N N N BMO Mortgage Trust N/A 05593MAF0 79973727.28000000 PA USD 4718673.84000000 0.028082901262 Long ABS-MBS CORP US N 2 2057-07-15 Variable 0.85996440 N N N N N N BMO Mortgage Trust N/A 05593QAC8 10200000.00000000 PA USD 10344351.42000000 0.061563780292 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.31610000 N N N N N N BMO Mortgage Trust N/A 055986AC7 39786000.00000000 PA USD 40970027.38000000 0.243830633916 Long ABS-MBS CORP US N 2 2056-08-15 Variable 6.53400000 N N N N N N BMO Mortgage Trust N/A 055988AD1 17900000.00000000 PA USD 18486785.27000000 0.110022981670 Long ABS-MBS CORP US N 2 2056-06-15 Fixed 5.76530000 N N N N N N BWX Technologies, Inc. 549300NP85N265KWMS58 05605HAB6 4404000.00000000 PA USD 4323032.02000000 0.025728262959 Long DBT CORP US Y 2 2028-06-30 Fixed 4.12500000 N N N N N N BMO Mortgage Trust N/A 05609MCE3 78268676.64000000 PA USD 1541689.43000000 0.009175271169 Long ABS-MBS CORP US N 2 2055-02-17 Variable 0.46182600 N N N N N N BMO Mortgage Trust N/A 05610QAC7 27530000.00000000 PA USD 28853931.47000000 0.171722423714 Long ABS-MBS CORP US N 2 2056-11-15 Variable 7.05478680 N N N N N N BX Commercial Mortgage Trust N/A 05612EAA6 7942527.28000000 PA USD 7952455.44000000 0.047328556389 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 5.06869920 N N N N N N BX Commercial Mortgage Trust N/A 05612EAC2 3223054.55000000 PA USD 3230104.98000000 0.019223773945 Long ABS-MBS CORP US Y 2 2039-02-15 Floating 5.31834120 N N N N N N Commonwealth of the Bahamas 549300W13SXC7EKNJC20 056732AP5 6247000.00000000 PA USD 6982584.25000000 0.041556426805 Long DBT NUSS BS Y 2 2036-06-24 Fixed 8.25000000 N N N N N N Kingdom of Bahrain 549300RODM1WN85LFQ95 05675M2D5 5389000.00000000 PA USD 5062561.33000000 0.030129526809 Long DBT NUSS BH Y 2 2032-09-16 Fixed 5.45000000 N N N N N N Ballyrock CLO Ltd. 254900WCB773D35B5908 05874UAE5 3775000.00000000 PA USD 3781504.33000000 0.022505393745 Long ABS-CBDO CORP KY Y 2 2037-10-25 Floating 5.26659120 N N N N N N Banc of America Funding Trust N/A 059523AL4 540728.60000000 PA USD 381014.03000000 0.002267581898 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.06879920 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAP4 10800000.00000000 PA USD 11776438.80000000 0.070086761506 Long DBT CORP ES N 2 2028-11-21 Variable 9.62500000 N N N N Y N/A USD XXXX N N N FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple N/A 05974EAA8 2523812.83000000 PA USD 2563689.07000000 0.015257640062 Long DBT CORP MX Y 2 2041-01-31 Fixed 7.25000000 N N N N N N Banco Nacional de Comercio Exterior SNC 4469000001BL6VG3DH44 05974TAB3 2091000.00000000 PA USD 2075317.50000000 0.012351126273 Long DBT CORP MX Y 2 2036-05-14 Variable 6.00000000 N N N N N N BANK N/A 060352AV3 5155000.00000000 PA USD 4239876.15000000 0.025233365840 Long ABS-MBS CORP US Y 2 2060-07-15 Fixed 3.10000000 N N N N N N BANK N/A 06035RAT3 132263000.00000000 PA USD 263362.09000000 0.001567383510 Long ABS-MBS CORP US N 2 2060-09-15 Variable 0.08758800 N N N N N N BANK N/A 06035RBB1 1000000.00000000 PA USD 548735.90000000 0.003265768438 Long ABS-MBS CORP US Y 2 2060-09-15 Fixed 3.94000000 N N N N N N BANK N/A 06036FAL5 2000000.00000000 PA USD 1572457.60000000 0.009358386067 Long ABS-MBS CORP US Y 2 2061-11-15 Fixed 3.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06055HAK9 29605000.00000000 PA USD 30045811.34000000 0.178815824495 Long DBT CORP US N 2 2030-07-26 Variable 6.25000000 N N N N N N BANK5 N/A 06211EAA9 19614384.93000000 PA USD 20111974.42000000 0.119695196360 Long ABS-MBS CORP US N 2 2056-09-15 Fixed 6.25500000 N N N N N N BANK5 N/A 06211FAV0 6665224.64000000 PA USD 6887748.50000000 0.040992017589 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.50000000 N N N N N N BANK 549300664283JRAXM588 06539LAJ9 2000000.00000000 PA USD 1543775.20000000 0.009187684502 Long ABS-MBS CORP US Y 2 2061-08-15 Fixed 3.00000000 N N N N N N BANK N/A 06539WAC0 4250000.00000000 PA USD 3010288.60000000 0.017915550087 Long ABS-MBS CORP US Y 2 2063-01-15 Fixed 2.50000000 N N N N N N BANK N/A 065402AL3 2150000.00000000 PA USD 1260638.96000000 0.007502616337 Long ABS-MBS CORP US Y 2 2062-05-15 Fixed 3.00000000 N N N N N N BANK N/A 065403AJ6 2800000.00000000 PA USD 2421724.76000000 0.014412748078 Long ABS-MBS CORP US Y 2 2052-04-15 Fixed 3.00000000 N N N N N N BANK 549300GL0Y86051URC66 065404AA3 1500000.00000000 PA USD 1291092.60000000 0.007683859329 Long ABS-MBS CORP US Y 2 2061-02-15 Fixed 2.60000000 N N N N N N BANK N/A 065405AL6 8795000.00000000 PA USD 6976060.32000000 0.041517600032 Long ABS-MBS CORP US Y 2 2052-02-15 Fixed 3.00000000 N N N N N N BANK N/A 065405AQ5 3000000.00000000 PA USD 1196945.70000000 0.007123549762 Long ABS-MBS CORP US Y 2 2052-02-15 Variable 3.67054560 N N N N N N BANK N/A 06540AAE1 48112441.02000000 PA USD 1075544.00000000 0.006401034905 Long ABS-MBS CORP US N 2 2062-09-15 Variable 0.80496720 N N N N N N BANK N/A 06540AAM3 6721000.00000000 PA USD 3983962.81000000 0.023710313113 Long ABS-MBS CORP US Y 2 2062-09-15 Fixed 2.50000000 N N N N N N BANK N/A 06540AAP6 8600000.00000000 PA USD 4581765.24000000 0.027268098030 Long ABS-MBS CORP US Y 2 2062-09-15 Fixed 2.50000000 N N N N N N BANK N/A 06540BAL3 8600000.00000000 PA USD 5958819.60000000 0.035463553562 Long ABS-MBS CORP US Y 2 2052-10-17 Fixed 2.50000000 N N N N N N BANK N/A 06540BAN9 2841000.00000000 PA USD 1671738.72000000 0.009949251633 Long ABS-MBS CORP US Y 2 2052-10-17 Fixed 2.68180000 N N N N N N BANK N/A 06540CAJ6 5300000.00000000 PA USD 3658047.28000000 0.021770646597 Long ABS-MBS CORP US Y 2 2064-06-15 Variable 2.49999840 N N N N N N BANK N/A 06540CBM8 40000000.00000000 PA USD 1111352.00000000 0.006614144046 Long ABS-MBS CORP US N 2 2064-06-15 Variable 0.59607000 N N N N N N BANK N/A 06540JAJ1 3250000.00000000 PA USD 2409477.53000000 0.014339859431 Long ABS-MBS CORP US Y 2 2063-03-15 Fixed 2.50000000 N N N N N N BANK N/A 06540JAL6 5520000.00000000 PA USD 3754293.86000000 0.022343452282 Long ABS-MBS CORP US Y 2 2063-03-15 Fixed 2.50000000 N N N N N N BANK N/A 06540JBP6 7278419.00000000 PA USD 6565422.89000000 0.039073716264 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.68700000 N N N N N N BANK N/A 06540RAU8 2149000.00000000 PA USD 1376315.23000000 0.008191056644 Long ABS-MBS CORP US Y 2 2054-11-15 Fixed 2.80000000 N N N N N N BANK N/A 06540VAJ4 7380000.00000000 PA USD 5881350.78000000 0.035002502577 Long ABS-MBS CORP US Y 2 2062-11-15 Fixed 2.50000000 N N N N N N BANK N/A 06540VBC8 97409903.51640000 PA USD 1924985.29000000 0.011456433240 Long ABS-MBS CORP US N 2 2062-11-15 Variable 0.63205920 N N N N N N BANK N/A 06540WBG7 2500000.00000000 PA USD 1855419.25000000 0.011042415171 Long ABS-MBS CORP US N 2 2061-08-15 Variable 4.03071840 N N N N N N BANK N/A 06540XAL5 4250000.00000000 PA USD 3233339.65000000 0.019243024887 Long ABS-MBS CORP US Y 2 2062-11-15 Fixed 2.50000000 N N N N N N BANK N/A 06541CAJ5 3700000.00000000 PA USD 2675306.46000000 0.015921924191 Long ABS-MBS CORP US Y 2 2064-05-15 Fixed 2.50000000 N N N N N N BANK N/A 06541CAL0 3850000.00000000 PA USD 2590076.72000000 0.015414684561 Long ABS-MBS CORP US Y 2 2064-05-15 Fixed 2.50000000 N N N N N N BANK N/A 06541FBF5 2112000.00000000 PA USD 1872368.47000000 0.011143287426 Long ABS-MBS CORP US N 2 2050-05-15 Variable 4.37199840 N N N N N N BANK N/A 06541KAJ7 1250000.00000000 PA USD 1009252.13000000 0.006006502860 Long ABS-MBS CORP US Y 2 2061-05-15 Fixed 3.00000000 N N N N N N BANK N/A 06541RBC6 37988550.25000000 PA USD 748682.15000000 0.004455736422 Long ABS-MBS CORP US N 2 2052-12-15 Variable 0.68120280 N N N N N N BANK N/A 06541TAJ8 5000000.00000000 PA USD 3904667.00000000 0.023238388908 Long ABS-MBS CORP US Y 2 2053-11-15 Fixed 2.50000000 N N N N N N BANK N/A 06541TAL3 3500000.00000000 PA USD 2574479.95000000 0.015321861330 Long ABS-MBS CORP US Y 2 2053-11-15 Fixed 2.50000000 N N N N N N BANK N/A 06541UAJ5 5231252.00000000 PA USD 4068585.84000000 0.024213941946 Long ABS-MBS CORP US Y 2 2053-12-15 Variable 2.49999840 N N N N N N BANK N/A 06541UAL0 4145008.00000000 PA USD 3020665.88000000 0.017977309840 Long ABS-MBS CORP US Y 2 2053-12-15 Variable 2.49999840 N N N N N N BANK N/A 06541WAC6 1000000.00000000 PA USD 904785.80000000 0.005384777831 Long ABS-MBS CORP US Y 2 2060-06-15 Variable 3.07800000 N N N N N N BANK N/A 06541WBC5 2050000.00000000 PA USD 1972525.17000000 0.011739363953 Long ABS-MBS CORP US N 2 2060-06-15 Variable 4.20372360 N N N N N N BANK N/A 06541XAV2 3000000.00000000 PA USD 2448533.40000000 0.014572298074 Long ABS-MBS CORP US Y 2 2060-09-15 Fixed 2.70800000 N N N N N N BANK5 N/A 06644EAG3 26446000.00000000 PA USD 27019362.50000000 0.160804097719 Long ABS-MBS CORP US N 2 2056-04-15 Variable 6.26000040 N N N N N N Barings CLO Ltd. 549300P3XUH38MXFT836 06762VAH9 5250000.00000000 PA USD 5259807.00000000 0.031303422455 Long ABS-CBDO CORP KY Y 2 2037-10-20 Floating 5.26523040 N N N N N N Barings CLO Ltd. 5493000KFDA0OKC5JK34 06763MAU9 6380000.00000000 PA USD 6390252.66000000 0.038031201261 Long ABS-CBDO CORP KY Y 2 2039-01-20 Floating 6.14522880 N N N N N N Barings CLO Ltd. N/A 067932AY9 2270000.00000000 PA USD 2247181.96000000 0.013373967187 Long ABS-CBDO CORP KY Y 2 2038-10-15 Floating 7.57310040 N N N N N N Bausch + Lomb Corp. 549300NY6OZM39SO6475 071705AA5 1480000.00000000 PA USD 1528100.00000000 0.009094394500 Long DBT CORP CA Y 2 2028-10-01 Fixed 8.37500000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AM9 9902000.00000000 PA USD 6855150.24000000 0.040798011021 Long DBT CORP CA Y 2 2029-02-15 Fixed 5.00000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AN7 3390000.00000000 PA USD 3134665.20000000 0.018655769881 Long DBT CORP CA Y 2 2028-06-01 Fixed 4.87500000 N N N N N N BBCMS Mortgage Trust N/A 07332VAA3 1000000.00000000 PA USD 742155.60000000 0.004416894056 Long ABS-MBS CORP US Y 2 2050-02-15 Variable 3.54465000 N N N N N N Barclays Commercial Mortgage Trust N/A 07335CAT1 8451000.00000000 PA USD 5509802.70000000 0.032791256706 Long ABS-MBS CORP US Y 2 2052-08-15 Fixed 3.25000000 N N N N N N Bayview Opportunity Master Fund VII LLC 254900S53K9VTUR1UX42 07336QAC6 567462.19000000 PA USD 569312.34000000 0.003388227873 Long ABS-O CORP US Y 2 2031-12-26 Floating 5.11210080 N N N N N N Bayview Opportunity Master Fund VII LLC 254900S53K9VTUR1UX42 07336QAD4 143601.83000000 PA USD 144472.29000000 0.000859818074 Long ABS-O CORP US Y 2 2031-12-26 Floating 5.66210160 N N N N N N Bayview Opportunity Master Fund VII LLC 254900S53K9VTUR1UX42 07336QAE2 430805.51000000 PA USD 436034.71000000 0.002595034139 Long ABS-O CORP US Y 2 2031-12-26 Floating 7.21209960 N N N N N N Bear Stearns Asset-Backed Securities Trust N/A 07384YKH8 53806.59000000 PA USD 45643.82000000 0.000271646427 Long ABS-MBS CORP US N 2 2033-09-25 Variable 5.65800120 N N N N N N Bear Stearns ALT-A Trust N/A 07386HKK6 44080.32000000 PA USD 43396.13000000 0.000258269436 Long ABS-MBS CORP US N 2 2034-08-25 Variable 5.48389080 N N N N N N Benchmark Mortgage Trust N/A 08160JAK3 2640000.00000000 PA USD 2297470.03000000 0.013673253586 Long ABS-MBS CORP US N 2 2052-03-15 Variable 4.97059920 N N N N N N Benchmark Mortgage Trust N/A 08160JAY3 2000000.00000000 PA USD 1354300.40000000 0.008060036718 Long ABS-MBS CORP US Y 2 2052-03-15 Fixed 3.00000000 N N N N N N Benchmark Mortgage Trust N/A 08160JBC0 6000000.00000000 PA USD 2696701.20000000 0.016049253689 Long ABS-MBS CORP US Y 2 2052-03-15 Variable 3.73655880 N N N N N N Benchmark Mortgage Trust N/A 08160KAN4 9150000.00000000 PA USD 5363609.22000000 0.031921195074 Long ABS-MBS CORP US Y 2 2072-12-15 Fixed 2.75000000 N N N N N N Benchmark Mortgage Trust N/A 08161BBC6 1989000.00000000 PA USD 1701252.17000000 0.010124899141 Long ABS-MBS CORP US N 2 2051-04-10 Variable 4.54455720 N N N N N N Benchmark Mortgage Trust N/A 08161CAG6 31851305.80500000 PA USD 162989.50000000 0.000970022127 Long ABS-MBS CORP US N 2 2051-02-15 Variable 0.42782760 N N N N N N Benchmark Mortgage Trust N/A 08161NAY3 7250000.00000000 PA USD 4963492.83000000 0.029539926638 Long ABS-MBS CORP US Y 2 2053-02-15 Fixed 2.50000000 N N N N N N Benchmark Mortgage Trust N/A 08162BAJ1 1900000.00000000 PA USD 992954.44000000 0.005909508146 Long ABS-MBS CORP US Y 2 2052-05-15 Fixed 3.00000000 N N N N N N Benchmark Mortgage Trust N/A 08162PAG6 2000000.00000000 PA USD 764648.80000000 0.004550760972 Long ABS-MBS CORP US Y 2 2051-01-15 Fixed 2.75000000 N N N N N N Benchmark Mortgage Trust N/A 08162PBB6 5140000.00000000 PA USD 4228803.42000000 0.025167467159 Long ABS-MBS CORP US N 2 2051-01-15 Variable 4.19978520 N N N N N N Benchmark Mortgage Trust N/A 08162UAC4 3050000.00000000 PA USD 2307216.12000000 0.013731256850 Long ABS-MBS CORP US Y 2 2052-01-15 Fixed 3.00000000 N N N N N N Benchmark Mortgage Trust N/A 08162YAR3 3000000.00000000 PA USD 1086213.60000000 0.006464534382 Long ABS-MBS CORP US Y 2 2062-12-15 Fixed 2.50000000 N N N N N N Benchmark Mortgage Trust N/A 08163LBE8 2500000.00000000 PA USD 1396888.50000000 0.008313497213 Long ABS-MBS CORP US Y 2 2053-12-17 Fixed 2.00000000 N N N N N N Benchmark Mortgage Trust N/A 08163VAC1 278000.00000000 PA USD 285999.73000000 0.001702110052 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.36289920 N N N N N N Benchmark Mortgage Trust N/A 08163XAY9 4132621.00000000 PA USD 4236765.94000000 0.025214855614 Long ABS-MBS CORP US N 2 2057-01-10 Fixed 5.80530000 N N N N N N Benchmark Mortgage Trust N/A 08163YAC5 27131000.00000000 PA USD 28150352.37000000 0.167535115358 Long ABS-MBS CORP US N 2 2056-05-15 Variable 6.22757160 N N N N N N Benchmark Mortgage Trust N/A 08164HBE6 95758994.05000000 PA USD 5764815.93000000 0.034308952483 Long ABS-MBS CORP US N 2 2059-03-15 Variable 1.43051040 N N N N N N Benchmark Mortgage Trust N/A 08164JAH6 35000000.00000000 PA USD 2472872.50000000 0.014717150752 Long ABS-MBS CORP US N 2 2063-04-15 Variable 1.24049520 N N N N N N Benchmark Mortgage Trust N/A 08164JAJ2 51800000.00000000 PA USD 2144944.76000000 0.012765508689 Long ABS-MBS CORP US N 2 2063-04-15 Variable 0.68880960 N N N N N N Benchmark Mortgage Trust N/A 08164KAX8 19992931.96000000 PA USD 1014091.49000000 0.006035304017 Long ABS-MBS CORP US N 2 2059-02-15 Variable 1.22437440 N N N N N N Benchmark Mortgage Trust N/A 081919AN2 15500000.00000000 PA USD 15848790.30000000 0.094323114549 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 5.60190000 N N N N N N BMARK N/A 081926AC1 28900000.00000000 PA USD 30042648.20000000 0.178796999260 Long ABS-MBS CORP US N 2 2056-11-15 Variable 6.84093960 N N N N N N Benin Government International Bond 635400Q11P6AE5A5Y230 08205QAA6 8132000.00000000 PA USD 8578202.84000000 0.051052654101 Long DBT NUSS BJ Y 2 2038-02-13 Fixed 7.96000000 N N N N N N BHMS Commercial Mortgage Trust N/A 088928AA4 21450000.00000000 PA USD 21476902.59000000 0.127818483607 Long ABS-MBS CORP US Y 2 2042-08-15 Floating 5.47709040 N N N N N N Big River Steel LLC N/A 08949LAB6 3031000.00000000 PA USD 3030238.92000000 0.018034283207 Long DBT CORP US Y 2 2029-01-31 Fixed 6.62500000 N N N N N N Blue Racer Midstream LLC N/A 095796AJ7 2230000.00000000 PA USD 2293318.62000000 0.013648546721 Long DBT CORP US Y 2 2029-07-15 Fixed 7.00000000 N N N N N N Blue Racer Midstream LLC N/A 095796AK4 1795000.00000000 PA USD 1865977.89000000 0.011105254277 Long DBT CORP US Y 2 2032-07-15 Fixed 7.25000000 N N N N N N BlueMountain CLO Ltd. N/A 09630GAS2 6000000.00000000 PA USD 6008382.00000000 0.035758521181 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 6.13684080 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2W3 5030000.00000000 PA USD 5133321.63000000 0.030550652444 Long DBT CORP FR Y 2 2030-05-20 Variable 5.49700000 N N N N N N BMO Mortgage Trust N/A 09660QAT1 18530000.00000000 PA USD 18918407.33000000 0.112591754191 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.73930000 N N N N N N BMO Mortgage Trust N/A 09660SAU4 24700000.00000000 PA USD 25788585.81000000 0.153479204872 Long ABS-MBS CORP US N 2 2057-05-15 Variable 6.52619880 N N N N N N BMO Mortgage Trust N/A 09660WAU5 7000000.00000000 PA USD 7154624.40000000 0.042580313327 Long ABS-MBS CORP US N 2 2057-11-15 Variable 5.56570080 N N N N N N BMO Mortgage Trust N/A 09660WAV3 91943809.76000000 PA USD 2584310.63000000 0.015380368026 Long ABS-MBS CORP US Y 2 2057-11-15 Variable 0.93055680 N N N N N N BMO Mortgage Trust N/A 09660WAX9 1550000.00000000 PA USD 1565109.25000000 0.009314652807 Long ABS-MBS CORP US N 2 2057-11-15 Variable 5.88759840 N N N N N N BMO Mortgage Trust N/A 096920AF0 379460098.42000000 PA USD 17896097.16000000 0.106507537197 Long ABS-MBS CORP US N 2 2057-11-15 Variable 0.62262720 N N N N N N BMO Mortgage Trust N/A 096941AD1 48243719.05000000 PA USD 1976916.65000000 0.011765499580 Long ABS-MBS CORP US N 2 2058-07-15 Variable 1.10971440 N N N N N N BMO Mortgage Trust N/A 096942AX5 48760717.98000000 PA USD 3861078.44000000 0.022978974236 Long ABS-MBS CORP US N 2 2059-02-15 Variable 1.12718880 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CA7 5095000.00000000 PA USD 5401759.76000000 0.032148245699 Long DBT CORP CA Y 2 2030-11-15 Fixed 8.75000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CB5 4339000.00000000 PA USD 4559152.53000000 0.027133519858 Long DBT CORP CA Y 2 2031-07-01 Fixed 7.25000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CC3 2432000.00000000 PA USD 2532916.86000000 0.015074501120 Long DBT CORP CA Y 2 2032-06-01 Fixed 7.00000000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751CD1 1745000.00000000 PA USD 1817508.24000000 0.010816790093 Long DBT CORP CA Y 2 2033-06-15 Fixed 6.75000000 N N N N N N Bond US Bidco 1, Inc. N/A 097947AA3 1585000.00000000 PA USD 1597392.37000000 0.009506783839 Long DBT CORP US Y 2 2033-06-15 Fixed 7.12500000 N N N N N N Boyne USA, Inc. N/A 103557AC8 5048000.00000000 PA USD 4972338.05000000 0.029592568428 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 10554TAG0 1302000.00000000 PA USD 748650.00000000 0.004455545083 Long DBT CORP NL Y 2 2033-02-13 Fixed 7.25000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756CJ7 2605000.00000000 PA USD 2607839.45000000 0.015520398371 Long DBT NUSS BR N 2 2054-05-13 Fixed 7.12500000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107927AF2 5490000.00000000 PA USD 5444293.01000000 0.032401379758 Long ABS-O CORP US N 2 2031-11-17 Fixed 4.99000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107927AG0 1600000.00000000 PA USD 1583213.60000000 0.009422399749 Long ABS-O CORP US Y 2 2033-02-15 Fixed 6.63000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107933AF0 2600000.00000000 PA USD 2636676.64000000 0.015692021159 Long ABS-O CORP US N 2 2029-11-15 Fixed 6.03000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805MAG2 10000000.00000000 PA USD 10321213.00000000 0.061426073388 Long ABS-O CORP US Y 2 2031-01-15 Fixed 8.21000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805NAF2 8430000.00000000 PA USD 8535251.92000000 0.050797034304 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.83000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806EAF1 17000000.00000000 PA USD 17050025.90000000 0.101472195391 Long ABS-O CORP US N 2 2030-08-15 Fixed 5.23000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806EAG9 10000000.00000000 PA USD 10225602.00000000 0.060857050319 Long ABS-O CORP US Y 2 2031-08-15 Fixed 7.47000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10806HAF4 10237000.00000000 PA USD 10341657.97000000 0.061547750388 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.64000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807HAF3 3710000.00000000 PA USD 3754368.63000000 0.022343897272 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.62000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807HAG1 7600000.00000000 PA USD 7825138.60000000 0.046570837935 Long ABS-O CORP US Y 2 2032-06-15 Fixed 7.74000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807UAG2 8000000.00000000 PA USD 8118731.20000000 0.048318136493 Long ABS-O CORP US Y 2 2032-11-15 Fixed 7.18000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807VAE5 2880000.00000000 PA USD 2874883.10000000 0.017109692463 Long ABS-O CORP US N 2 2032-02-17 Fixed 4.88000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807VAF2 9310000.00000000 PA USD 9269971.66000000 0.055169674291 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.19000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807VAG0 7300000.00000000 PA USD 7336680.31000000 0.043663808038 Long ABS-O CORP US Y 2 2033-05-16 Fixed 7.17000000 N N N N N N N/A N/A N/A 5000000.00000000 PA USD -765665.13000000 -0.00455680959 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 215480.70000000 USD 5000000.00000000 USD -765665.13000000 N N N N/A N/A N/A 2500000.00000000 PA USD -382832.57000000 -0.00227840482 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 107740.35000000 USD 2500000.00000000 USD -382832.57000000 N N N N/A N/A N/A 12500000.00000000 PA USD -2127635.58000000 -0.01266249415 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 325229.00000000 USD 12500000.00000000 USD -2127635.58000000 N N N Brink's Co. (The) XFP140TFNOQMIVFTVQ13 109696AA2 3018000.00000000 PA USD 3002692.40000000 0.017870341763 Long DBT CORP US Y 2 2027-10-15 Fixed 4.62500000 N N N N N N N/A N/A N/A 12500000.00000000 PA USD -2331608.70000000 -0.01387642781 N/A DCR GB N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 121255.88000000 USD 12500000.00000000 USD -2331608.70000000 N N N N/A N/A N/A 5500000.00000000 PA USD -1022132.37000000 -0.00608315882 N/A DCR GB N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 57128.05000000 USD 5500000.00000000 USD -1022132.37000000 N N N N/A N/A N/A 8017000.00000000 PA USD -1489897.31000000 -0.00886703350 N/A DCR GB N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 83271.92000000 USD 8017000.00000000 USD -1489897.31000000 N N N N/A N/A N/A 12500000.00000000 PA USD -2401371.95000000 -0.01429161956 N/A DCR GB N 2 Morgan Stanley 4PQUHN3JPFGFNF3BB653 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 51492.63000000 USD 12500000.00000000 USD -2401371.95000000 N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AQ4 3120000.00000000 PA USD 3102479.33000000 0.018464217627 Long DBT CORP US N 2 2026-12-01 Fixed 3.95000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AU5 8127000.00000000 PA USD 8041282.91000000 0.047857207691 Long DBT CORP US Y 2 2028-03-01 Fixed 4.50000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AW1 4763000.00000000 PA USD 4932623.34000000 0.029356208740 Long DBT CORP US Y 2 2030-02-01 Fixed 6.75000000 N N N N N N Ciudad Autonoma De Buenos Aires 5299007MC8RF52X0ON96 11942GAF9 2500000.00000000 PA USD 2430425.00000000 0.014464527029 Long DBT NUSS AR Y 2 2036-05-13 Fixed 7.05000000 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAP2 4443000.00000000 PA USD 4087722.17000000 0.024327830653 Long DBT CORP US Y 2 2032-02-01 Fixed 4.25000000 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAR8 4125000.00000000 PA USD 4163251.74000000 0.024777340310 Long DBT CORP US Y 2 2032-06-15 Fixed 6.37500000 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAS6 2845000.00000000 PA USD 2842573.50000000 0.016917403838 Long DBT CORP US Y 2 2034-03-01 Fixed 6.37500000 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAT4 1797000.00000000 PA USD 1814897.76000000 0.010801253980 Long DBT CORP US Y 2 2035-05-15 Fixed 6.75000000 N N N N N N Business Jet Securities LLC N/A 12327CAA2 8721867.74000000 PA USD 8817321.60000000 0.052475754903 Long ABS-O CORP US Y 3 2039-05-15 Fixed 6.19700000 N N N N N N Business Jet Securities LLC N/A 12327CAC8 1151311.01000000 PA USD 1169560.33000000 0.006960567392 Long ABS-O CORP US Y 3 2039-05-15 Fixed 9.13200000 N N N N N N BX Mortgage Trust N/A 123911AG4 15700000.00000000 PA USD 15681740.90000000 0.093328930173 Long ABS-MBS CORP US Y 2 2042-02-10 Variable 6.96092040 N N N N N N BX Mortgage Trust N/A 123911AJ8 7900000.00000000 PA USD 7844883.28000000 0.046688347201 Long ABS-MBS CORP US Y 2 2042-02-10 Variable 6.96092040 N N N N N N CCO Holdings LLC N/A 1248EPCB7 3694000.00000000 PA USD 3626112.52000000 0.021580588809 Long DBT CORP US Y 2 2029-06-01 Fixed 5.37500000 N N N N N N CCO Holdings LLC N/A 1248EPCD3 58076000.00000000 PA USD 54886942.30000000 0.326656309273 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N CCO Holdings LLC N/A 1248EPCE1 38508000.00000000 PA USD 35837805.22000000 0.213286524901 Long DBT CORP US Y 2 2030-08-15 Fixed 4.50000000 N N N N N N CCO Holdings LLC N/A 1248EPCK7 26952000.00000000 PA USD 24402370.45000000 0.145229228204 Long DBT CORP US Y 2 2031-02-01 Fixed 4.25000000 N N N N N N CCO Holdings LLC N/A 1248EPCN1 10855000.00000000 PA USD 9524540.64000000 0.056684726140 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N N CCO Holdings LLC N/A 1248EPCS0 12831000.00000000 PA USD 12890882.28000000 0.076719304308 Long DBT CORP US Y 2 2029-09-01 Fixed 6.37500000 N N N N N N CCO Holdings LLC N/A 1248EPCT8 9620000.00000000 PA USD 9756194.86000000 0.058063402185 Long DBT CORP US Y 2 2031-03-01 Fixed 7.37500000 N N N N N N CD Mortgage Trust N/A 125039AK3 913793.00000000 PA USD 858569.66000000 0.005109725275 Long ABS-MBS CORP US N 2 2050-11-13 Variable 4.26692160 N N N N N N CARS-DB4 LP N/A 12510HAH3 4290000.00000000 PA USD 4243907.81000000 0.025257360020 Long ABS-O CORP US Y 2 2050-02-15 Fixed 4.52000000 N N N N N N CARS-DB4 LP N/A 12510HAJ9 4510000.00000000 PA USD 4232538.04000000 0.025189693523 Long ABS-O CORP US Y 2 2050-02-15 Fixed 4.95000000 N N N N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 12511VAA6 4566000.00000000 PA USD 4566246.56000000 0.027175739547 Long DBT CORP US Y 2 2030-04-01 Fixed 5.75000000 N N N N N N CD Mortgage Trust N/A 12512JAE4 1629000.00000000 PA USD 1375499.91000000 0.008186204317 Long ABS-MBS CORP US Y 2 2051-08-15 Variable 3.08771280 N N N N N N CD Mortgage Trust N/A 12512JBA1 2700000.00000000 PA USD 2516284.98000000 0.014975517494 Long ABS-MBS CORP US N 2 2051-08-15 Variable 4.83771240 N N N N N N CD Mortgage Trust N/A 12514MBG9 3000000.00000000 PA USD 1663783.50000000 0.009901906624 Long ABS-MBS CORP US N 2 2049-08-10 Variable 3.63099960 N N N N N N CD Mortgage Trust N/A 12515BAK4 78512000.00000000 PA USD 1548492.18000000 0.009215757323 Long ABS-MBS CORP US Y 2 2057-08-15 Variable 0.69444720 N N N N N N CD Mortgage Trust N/A 12515BAT5 1910000.00000000 PA USD 1136124.35000000 0.006761575185 Long ABS-MBS CORP US Y 2 2057-08-15 Fixed 3.00000000 N N N N N N CD Mortgage Trust N/A 12515DAF1 6000000.00000000 PA USD 4586078.40000000 0.027293767541 Long ABS-MBS CORP US Y 2 2050-05-10 Fixed 3.30000000 N N N N N N CD Mortgage Trust N/A 12515GAD9 1725000.00000000 PA USD 1696053.81000000 0.010093961417 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.63100000 N N N N N N CD Mortgage Trust N/A 12515GAM9 485192.13340000 PA USD 27641.20000000 0.000164504925 Long ABS-MBS CORP US Y 2 2050-02-10 Fixed 3.25000000 N N N N N N CD Mortgage Trust N/A 12515HAA3 266000.00000000 PA USD 248854.23000000 0.001481040861 Long ABS-MBS CORP US Y 2 2050-08-15 Fixed 3.35000000 N N N N N N CD&R Smokey Buyer, Inc. N/A 12515KAA6 5232000.00000000 PA USD 3140256.34000000 0.018689045212 Long DBT CORP US Y 2 2029-10-15 Fixed 9.50000000 N N N N N N Cantor Commercial Real Estate Lending N/A 12528YAV5 2300000.00000000 PA USD 1656669.07000000 0.009859565525 Long ABS-MBS CORP US Y 2 2052-11-15 Fixed 2.50000000 N N N N N N Cantor Commercial Real Estate Lending N/A 12529TBC6 3062000.00000000 PA USD 2278856.14000000 0.013562474148 Long ABS-MBS CORP US N 2 2053-01-15 Variable 3.57869880 N N N N N N Cascade Funding Mortgage Trust N/A 12529YBA9 11000000.00000000 PA USD 10803287.00000000 0.064295107571 Long ABS-MBS CORP US Y 2 2029-09-29 Variable 2.36928960 N N N N N N Cascade Funding Mortgage Trust N/A 12529YBY7 6970000.00000000 PA USD 5563182.17000000 0.033108941385 Long ABS-MBS CORP US Y 2 2029-08-29 Fixed 0.00000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529YCG5 8000000.00000000 PA USD 6487544.00000000 0.038610224772 Long ABS-MBS CORP US Y 2 2029-09-29 Fixed 0.00000000 N N N N N N Cascade Funding Mortgage Trust N/A 12529YCJ9 14000000.00000000 PA USD 10721746.00000000 0.063809821253 Long ABS-MBS CORP US Y 2 2029-09-29 Fixed 0.00000000 N N N N N N CFIN 2022-RTL1 Issuer LLC N/A N/A 13822981.48000000 PA USD 13805702.75000000 0.082163802869 Long DBT CORP US N 3 2027-08-17 Fixed 0.00000000 N N N N N N CFIN 2022-RTL1 Issuer LLC N/A N/A 30182855.76000000 PA USD 30145127.19000000 0.179406896755 Long DBT CORP US N 3 2027-08-17 Fixed 0.00000000 N N N N N N CFIN Issuer LLC N/A 12531CAA4 1134749.28000000 PA USD 1126701.64000000 0.006705496497 Long ABS-O CORP US Y 3 2026-02-16 Variable 4.74999840 N N N N N N CFIN Issuer LLC N/A 12531CAB2 1270669.85000000 PA USD 1259487.96000000 0.007495766230 Long ABS-O CORP US Y 3 2026-02-16 Variable 6.50000160 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532AAA7 1900000.00000000 PA USD 1465148.90000000 0.008719744845 Long ABS-MBS CORP US Y 2 2049-11-10 Variable 4.27766040 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532ABC2 800000.00000000 PA USD 682744.80000000 0.004063314282 Long ABS-MBS CORP US N 2 2049-11-10 Variable 4.27766040 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBH2 7541000.00000000 PA USD 7465590.00000000 0.044431006242 Long DBT CORP US Y 2 2029-01-15 Fixed 6.00000000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBK5 3030000.00000000 PA USD 2785940.17000000 0.016580354008 Long DBT CORP US Y 2 2031-02-15 Fixed 4.75000000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBM1 3615000.00000000 PA USD 3406585.49000000 0.020274087000 Long DBT CORP US Y 2 2030-05-15 Fixed 5.25000000 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBN9 1641000.00000000 PA USD 1768164.37000000 0.010523123043 Long DBT CORP US Y 2 2032-01-15 Fixed 10.87500000 N N N N N N Commercial Mortgage Trust N/A 12591UAP8 434605.08000000 PA USD 191852.07000000 0.001141795962 Long ABS-MBS CORP US Y 2 2047-03-10 Variable 4.80070080 N N N N N N Commercial Mortgage Trust N/A 12592GAJ2 3245758.88000000 PA USD 3178798.87000000 0.018918428742 Long ABS-MBS CORP US Y 2 2047-08-10 Variable 3.95320320 N N N N N N Commercial Mortgage Trust N/A 12592KAG9 4760000.00000000 PA USD 3091893.70000000 0.018401217892 Long ABS-MBS CORP US Y 2 2047-09-10 Fixed 3.49500000 N N N N N N Commercial Mortgage Trust N/A 12592LAN2 3296246.34000000 PA USD 2093083.46000000 0.012456859307 Long ABS-MBS CORP US Y 2 2047-11-10 Fixed 3.22200000 N N N N N N Commercial Mortgage Trust N/A 12592XAG1 5773500.00000000 PA USD 4263729.75000000 0.025375329094 Long ABS-MBS CORP US Y 2 2048-03-10 Variable 3.68611560 N N N N N N Commercial Mortgage Trust N/A 12593FAL8 3000000.00000000 PA USD 1957380.00000000 0.011649228392 Long ABS-MBS CORP US Y 2 2048-07-10 Fixed 3.25000000 N N N N N N Commercial Mortgage Trust N/A 12593FBJ2 4200000.00000000 PA USD 3957324.00000000 0.023551773851 Long ABS-MBS CORP US N 2 2048-07-10 Variable 4.24487880 N N N N N N Commercial Mortgage Trust N/A 12593JBL9 1458000.00000000 PA USD 1341345.42000000 0.007982935940 Long ABS-MBS CORP US N 2 2048-08-10 Variable 3.46299840 N N N N N N Commercial Mortgage Trust N/A 12593PBB7 92993.73000000 PA USD 90665.17000000 0.000539588262 Long ABS-MBS CORP US N 2 2048-08-10 Variable 3.08251800 N N N N N N Commercial Mortgage Trust N/A 12593YAL7 3587500.00000000 PA USD 2843008.73000000 0.016919994083 Long ABS-MBS CORP US Y 2 2049-02-10 Variable 4.07559240 N N N N N N Commercial Mortgage Trust N/A 12594CBK5 2500000.00000000 PA USD 2457400.00000000 0.014625067106 Long ABS-MBS CORP US N 2 2049-02-10 Variable 4.60754640 N N N N N N Commercial Mortgage Trust N/A 12594MAA6 27554000.00000000 PA USD 760.49000000 0.000004526010 Long ABS-MBS CORP US Y 2 2049-10-10 Variable 0.36434520 N N N N N N Commercial Mortgage Trust N/A 12594MBF4 1000000.00000000 PA USD 866233.30000000 0.005155334964 Long ABS-MBS CORP US N 2 2049-10-10 Variable 4.26134520 N N N N N N CSAIL Commercial Mortgage Trust N/A 12595FAP7 1000000.00000000 PA USD 752030.50000000 0.004475663924 Long ABS-MBS CORP US Y 2 2050-09-15 Variable 4.02728760 N N N N N N CSAIL Commercial Mortgage Trust N/A 12595JAS3 7000000.00000000 PA USD 6747969.90000000 0.040160133726 Long ABS-MBS CORP US N 2 2050-11-15 Variable 3.66980040 N N N N N N COMM Mortgage Trust N/A 12595VAG2 2000000.00000000 PA USD 1728723.20000000 0.010288391311 Long ABS-MBS CORP US N 2 2051-05-10 Variable 4.51549800 N N N N N N Commercial Mortgage Trust N/A 12595VAN7 3250000.00000000 PA USD 1271730.20000000 0.007568625179 Long ABS-MBS CORP US Y 2 2051-05-10 Variable 2.81299680 N N N N N N CSAIL Commercial Mortgage Trust N/A 12596GAG4 2000000.00000000 PA USD 1425580.60000000 0.008484256507 Long ABS-MBS CORP US Y 2 2051-11-15 Variable 4.87582560 N N N N N N CSAIL Commercial Mortgage Trust N/A 12596GBF5 5545000.00000000 PA USD 5025105.79000000 0.029906612434 Long ABS-MBS CORP US N 2 2051-11-15 Variable 4.87582560 N N N N N N CSAIL Commercial Mortgage Trust N/A 12596WAE4 69035938.06000000 PA USD 2497029.88000000 0.014860921934 Long ABS-MBS CORP US N 2 2052-06-15 Variable 1.52735760 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597BAC3 5500000.00000000 PA USD 3099279.70000000 0.018445175223 Long ABS-MBS CORP US Y 2 2052-09-15 Fixed 2.50000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597DAF2 44590055.86310000 PA USD 1208033.79000000 0.007189539857 Long ABS-MBS CORP US N 2 2052-12-15 Variable 0.99032760 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597DAG0 61932000.00000000 PA USD 348119.77000000 0.002071813704 Long ABS-MBS CORP US N 2 2052-12-15 Variable 0.15929640 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597NAC7 4450000.00000000 PA USD 1671521.46000000 0.009947958623 Long ABS-MBS CORP US Y 2 2053-03-15 Fixed 2.50000000 N N N N N N COLT Mortgage Loan Trust 213800IHRVKO9R6JZ883 12598UAA4 1215668.20000000 PA USD 1213819.90000000 0.007223975540 Long ABS-MBS CORP US Y 2 2068-07-25 Variable 6.59599920 N N N N N N Commercial Mortgage Trust 549300BCCWSDWINK2593 12626LAY8 2435694.26000000 PA USD 2362623.43000000 0.014061010096 Long ABS-MBS CORP US Y 2 2050-08-10 Variable 4.47469560 N N N N N N CSAIL Commercial Mortgage Trust 549300UFJ8EKD81Y8R30 126281AL8 5241000.00000000 PA USD 4258260.09000000 0.025342776744 Long ABS-MBS CORP US Y 2 2050-04-15 Variable 3.26598840 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 3100000.00000000 PA USD 1967446.00000000 0.011709135581 Long DBT CORP US Y 2 2028-02-01 Fixed 5.37500000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AZ0 14326000.00000000 PA USD 8418357.30000000 0.050101343061 Long DBT CORP US Y 2 2029-02-01 Fixed 6.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307BA4 4770000.00000000 PA USD 1220738.40000000 0.007265150573 Long DBT CORP US Y 2 2030-01-15 Fixed 5.75000000 N N N N N N Commercial Mortgage Trust N/A 12630DBD5 1000000.00000000 PA USD 977510.00000000 0.005817591498 Long ABS-MBS CORP US N 2 2047-02-10 Variable 3.19043880 N N N N N N CSAIL Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAZ1 1146229.38000000 PA USD 1094637.60000000 0.006514669307 Long ABS-MBS CORP US N 2 2057-06-15 Variable 4.17837240 N N N N N N CSAIL Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NBA5 4775000.00000000 PA USD 4192879.75000000 0.024953669615 Long ABS-MBS CORP US N 2 2057-06-15 Variable 4.17837240 N N N N N N CSAIL Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAZ7 1023260.66000000 PA USD 988705.15000000 0.005884218754 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.19845320 N N N N N N CSAIL Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FBA1 1750000.00000000 PA USD 1358402.50000000 0.008084450118 Long ABS-MBS CORP US N 2 2048-08-15 Variable 3.19845240 N N N N N N Commercial Mortgage Trust N/A 12635QAL4 2072000.00000000 PA USD 1802619.28000000 0.010728179351 Long ABS-MBS CORP US Y 2 2048-10-10 Variable 3.52212480 N N N N N N Commercial Mortgage Trust N/A 12636FAL7 2000000.00000000 PA USD 1717940.00000000 0.010224215750 Long ABS-MBS CORP US Y 2 2048-10-10 Variable 3.68494560 N N N N N N Commercial Mortgage Trust N/A 12636FAN3 3500000.00000000 PA USD 2835245.00000000 0.016873788715 Long ABS-MBS CORP US Y 2 2048-10-10 Variable 3.68494560 N N N N N N CSAIL Commercial Mortgage Trust 549300FU8TZDHFLQZL50 12636LAG5 2750000.00000000 PA USD 2584972.50000000 0.015384307105 Long ABS-MBS CORP US Y 2 2048-11-15 Variable 3.40149600 N N N N N N CSAIL Commercial Mortgage Trust 549300C2HE5FJAWYZL57 12636MAV0 6259000.00000000 PA USD 5319311.92000000 0.031657562379 Long ABS-MBS CORP US Y 2 2049-01-15 Variable 4.75211520 N N N N N N CSMC OA LLC 549300818AKCJ4Q9TD76 12649AAN9 12636000.00000000 PA USD 10617497.56000000 0.063189392983 Long ABS-MBS CORP US Y 2 2037-09-15 Fixed 4.37330000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12652UBA6 6734000.00000000 PA USD 6189870.58000000 0.036838639461 Long ABS-MBS CORP US N 2 2051-04-15 Variable 4.78637280 N N N N N N CNX Resources Corp. 549300JK3KH8PWM3B226 12653CAM0 1870000.00000000 PA USD 1840810.80000000 0.010955473866 Long DBT CORP US Y 2 2034-03-01 Fixed 5.87500000 N N N N N N Commercial Mortgage Trust N/A 12655TAJ8 8493000.00000000 PA USD 5761196.82000000 0.034287413569 Long ABS-MBS CORP US Y 2 2057-08-15 Fixed 2.50000000 N N N N N N Alternative Loan Trust N/A 12667FQU2 12177.81000000 PA USD 12490.06000000 0.000074333834 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.25000000 N N N N N N Alternative Loan Trust N/A 12667FVN2 8941.95000000 PA USD 9241.80000000 0.000055002012 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 6.00000000 N N N N N N Alternative Loan Trust N/A 12667GLH4 12667.58000000 PA USD 9906.28000000 0.000058956624 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.25000000 N N N N N N Alternative Loan Trust N/A 12667GMX8 35364.91000000 PA USD 28060.69000000 0.000167001495 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.50000000 N N N N N N Alternative Loan Trust N/A 12668AA21 217602.10900000 PA USD 191386.63000000 0.001139025924 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N Alternative Loan Trust N/A 12668AQ24 197500.38570000 PA USD 114223.66000000 0.000679795187 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N CHL Mortgage Pass-Through Trust N/A 126694M96 656518.75310000 PA USD 592188.38000000 0.003524373238 Long ABS-MBS CORP US N 2 2046-04-25 Floating 4.09880160 N N N N N N COMM Mortgage Trust N/A 12674GAA2 1918050.00000000 PA USD 1907817.40000000 0.011354259584 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 5.66142840 N N N N N N COMM Mortgage Trust N/A 12674GAC8 5483928.00000000 PA USD 5486548.22000000 0.032652859078 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 5.86699920 N N N N N N COMM Mortgage Trust N/A 12674GAG9 5976000.00000000 PA USD 6046228.76000000 0.035983763878 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 6.51099960 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAB6 8305000.00000000 PA USD 8403445.64000000 0.050012597220 Long DBT CORP US Y 2 2030-02-15 Fixed 7.00000000 N N N N N N Caesars Entertainment, Inc. 549300FA4CTCW903Y781 12769GAC4 9068000.00000000 PA USD 8841010.73000000 0.052616739324 Long DBT CORP US Y 2 2032-02-15 Fixed 6.50000000 N N N N N N California Housing Finance Agency 549300BOPCVLBA552Z14 13033DAH8 60656225.36000000 PA USD 2184649.20000000 0.013001807257 Long ABS-MBS MUN US N 2 2035-03-25 Variable 0.82545840 N N N N N N California Infrastructure & Economic Development Bank 549300C1OG9RDIM8ET06 13034A7E4 7140000.00000000 PA USD 3998400.00000000 0.023796235174 Long STIV MUN US Y 2 2065-01-01 Variable 12.00000000 N N N N N N Carnival Corp. Ltd. F1OF2ZSX47CR0BCWA982 143658BX9 13943000.00000000 PA USD 14121301.69000000 0.084042070825 Long DBT CORP BM Y 2 2033-02-15 Fixed 6.12500000 N N N N N N Carnival Corp. Ltd. F1OF2ZSX47CR0BCWA982 143658CA8 9112000.00000000 PA USD 9204778.38000000 0.054781680437 Long DBT CORP BM Y 2 2032-08-01 Fixed 5.75000000 N N N N N N CarNow Auto Receivables Trust N/A 14367LAJ0 5770000.00000000 PA USD 577.00000000 0.000003433980 Long ABS-O CORP US Y 2 2028-08-15 Fixed 8.29000000 N N N N N N Carpenter Technology Corp. DX6I6ZD3X5WNNCDJKP85 144285AN3 1012000.00000000 PA USD 1005430.30000000 0.005983757470 Long DBT CORP US Y 2 2034-03-01 Fixed 5.62500000 N N N N N N Cars Net Lease Mortgage Notes N/A 14576AAC6 2724166.47000000 PA USD 2608447.42000000 0.015524016668 Long ABS-O CORP US Y 2 2050-12-15 Fixed 3.10000000 N N N N N N Cascade MH Asset Trust N/A 14732FAA0 3999184.22640000 PA USD 3842750.14000000 0.022869894470 Long ABS-O CORP US Y 2 2044-11-25 Variable 3.99999960 N N N N N N Cascade MH Asset Trust N/A 14732KAA9 7783985.74000000 PA USD 7637446.76000000 0.045453801329 Long ABS-O CORP US Y 3 2054-08-25 Variable 4.25000160 N N N N N N Caturus Energy LLC 254900LM244SIFQ1QY31 149482AA9 1445000.00000000 PA USD 1443199.76000000 0.008589115869 Long DBT CORP US Y 2 2031-05-15 Fixed 7.12500000 N N N N N N Six Flags Entertainment Corp. N/A 150190AE6 5060000.00000000 PA USD 4901784.43000000 0.029172672837 Long DBT CORP US N 2 2029-07-15 Fixed 5.25000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAY0 5735000.00000000 PA USD 6158868.12000000 0.036654130200 Long DBT CORP US N 2 2033-11-15 Fixed 7.70000040 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QBC7 1828000.00000000 PA USD 1894595.87000000 0.011275572449 Long DBT CORP US N 2 2031-02-15 Fixed 7.00000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QBD5 13849000.00000000 PA USD 14464546.50000000 0.086084871501 Long DBT CORP US N 2 2034-02-15 Fixed 7.37500000 N N N N N N Center Street Lending Resi-Investor ABS Mortgage Trust N/A 151704AA1 7390000.00000000 PA USD 7359007.08000000 0.043796684455 Long ABS-MBS CORP US Y 2 2030-12-25 Variable 5.37500160 N N N N N N Axia Energia SA 254900I8KYDELP4B4Z08 15234VAA5 4730000.00000000 PA USD 4780090.70000000 0.028448419981 Long DBT CORP BR Y 2 2035-01-11 Fixed 6.50000000 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AM8 9135000.00000000 PA USD 9114305.57000000 0.054243236994 Long DBT CORP US N 2 2028-02-01 Fixed 5.12500000 N N N N N N Central Garden & Pet Co. 5493004DVZLD37DJ0H83 153527AN6 4865000.00000000 PA USD 4602249.62000000 0.027390009576 Long DBT CORP US N 2 2030-10-15 Fixed 4.12500000 N N N N N N Chart Industries, Inc. EM7QGKC1GYOF3LSZSL80 16115QAF7 8982000.00000000 PA USD 9298687.36000000 0.055340574038 Long DBT CORP US Y 2 2030-01-01 Fixed 7.50000000 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AF5 6069000.00000000 PA USD 6058148.63000000 0.036054704262 Long DBT CORP US Y 2 2028-11-15 Fixed 5.75000000 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AH1 4997000.00000000 PA USD 4795595.42000000 0.028540695382 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N Chemours Co. (The) 549300M1BOLNXL8DOV14 163851AL2 2423000.00000000 PA USD 2457753.09000000 0.014627168500 Long DBT CORP US Y 2 2034-03-15 Fixed 7.87500000 N N N N N N Churchill Downs, Inc. 529900FODTBQC8MIS994 171484AJ7 1355000.00000000 PA USD 1383350.67000000 0.008232927639 Long DBT CORP US Y 2 2031-05-01 Fixed 6.75000000 N N N N N N Cinemark USA, Inc. 54930008H2137JSCPQ09 172441BH9 3202000.00000000 PA USD 3314255.72000000 0.019724591972 Long DBT CORP US Y 2 2032-08-01 Fixed 7.00000000 N N N N N N Cipher Compute LLC N/A 17253NAA5 4925000.00000000 PA USD 5134072.06000000 0.030555118583 Long DBT CORP US Y 2 2030-11-15 Fixed 7.12500000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17291CAA3 1500000.00000000 PA USD 1443079.80000000 0.008588401934 Long ABS-MBS CORP US Y 2 2049-08-10 Variable 3.25000080 N N N N N N Citigroup Commercial Mortgage Trust N/A 17291EAA9 2000000.00000000 PA USD 1474449.80000000 0.008775098587 Long ABS-MBS CORP US Y 2 2049-12-10 Fixed 3.25000000 N N N N N N CITI Asset Receivables Trust I N/A 17292CAA2 4428356.97000000 PA USD 4272478.80000000 0.025427398535 Long ABS-MBS CORP US Y 3 2031-05-20 Fixed 24.76000000 Y N N N N N Citi Asset Receivables Trust I N/A 17292LAA2 73625855.07000000 PA USD 74546178.26000000 0.443657060138 Long ABS-MBS CORP US Y 3 2032-05-20 Fixed 25.54000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967KM2 83000.00000000 PA USD 83184.51000000 0.000495067567 Long DBT CORP US N 2 2026-08-15 Variable 6.25000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PR6 7630000.00000000 PA USD 7702629.97000000 0.045841735251 Long DBT CORP US N 2 2030-02-15 Variable 6.75000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967QJ3 3232000.00000000 PA USD 3281042.37000000 0.019526924733 Long DBT CORP US N 2 2031-02-15 Variable 6.62500000 N N N N N N Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust N/A 1729734C0 24746.87000000 PA USD 23284.62000000 0.000138577004 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N CITI Asset Receivables Trust I N/A 17302EAA6 9385231.87940000 PA USD 9102736.40000000 0.054174383780 Long ABS-O CORP US Y 3 2031-03-15 Fixed 27.07000000 Y N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17307GBU1 27789.15000000 PA USD 27410.78000000 0.000163133595 Long ABS-MBS CORP US N 2 2033-09-25 Fixed 5.25000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17307GHE1 5555.59000000 PA USD 5561.72000000 0.000033100239 Long ABS-MBS CORP US N 2 2019-08-25 Fixed 6.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322YAM2 3750000.00000000 PA USD 1612800.00000000 0.009598481415 Long ABS-MBS CORP US Y 2 2047-10-10 Fixed 3.54800000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323VAA3 8955000.00000000 PA USD 5910031.35000000 0.035173193251 Long ABS-MBS CORP US Y 2 2048-04-10 Fixed 3.11000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323YAJ8 3800000.00000000 PA USD 241625.66000000 0.001438020465 Long ABS-MBS CORP US N 2 2048-06-10 Variable 3.68903880 N N N N N N Citigroup Commercial Mortgage Trust N/A 17324DAA2 28460.72000000 PA USD 27817.51000000 0.000165554224 Long ABS-MBS CORP US Y 2 2048-09-15 Fixed 3.22500000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17324TAK5 2500000.00000000 PA USD 2379975.00000000 0.014164276913 Long ABS-MBS CORP US N 2 2049-02-10 Variable 4.64794560 N N N N N N Citigroup Commercial Mortgage Trust N/A 17324TAM1 1000000.00000000 PA USD 878180.00000000 0.005226435025 Long ABS-MBS CORP US N 2 2049-02-10 Variable 4.64794560 N N N N N N Citigroup Commercial Mortgage Trust N/A 17325GAL0 1500000.00000000 PA USD 1179022.95000000 0.007016883602 Long ABS-MBS CORP US Y 2 2049-11-15 Fixed 3.00000000 N N N N N N CGMS Commercial Mortgage Trust N/A 17326CAA2 4358750.00000000 PA USD 3912233.11000000 0.023283418153 Long ABS-MBS CORP US Y 2 2050-08-15 Fixed 3.00000000 N N N N N N CGMS Commercial Mortgage Trust N/A 17326CAC8 809000.00000000 PA USD 615080.19000000 0.003660612458 Long ABS-MBS CORP US Y 2 2050-08-15 Variable 3.30000120 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAL1 5452500.00000000 PA USD 4874297.82000000 0.029009087944 Long ABS-MBS CORP US Y 2 2050-10-12 Fixed 3.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAV5 7303000.00000000 PA USD 7432496.80000000 0.044234054068 Long DBT CORP US N 2 2030-02-15 Variable 6.95000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328HAL5 9287000.00000000 PA USD 4358134.64000000 0.025937174073 Long ABS-MBS CORP US Y 2 2052-11-10 Fixed 3.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328RAJ8 4500000.00000000 PA USD 2516786.55000000 0.014978502558 Long ABS-MBS CORP US Y 2 2053-02-15 Fixed 2.60000000 N N N N N N Citi Asset Receivables Trust I N/A 17333UAA3 57497485.00000000 PA USD 59865606.89000000 0.356286529721 Long ABS-MBS CORP US Y 3 2032-06-20 Fixed 25.42000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAB9 5852000.00000000 PA USD 6126055.01000000 0.036458844965 Long DBT CORP US Y 2 2031-07-01 Fixed 8.75000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAC7 7883000.00000000 PA USD 8333952.53000000 0.049599013190 Long DBT CORP US Y 2 2030-11-01 Fixed 8.62500000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 17888HAD5 1655000.00000000 PA USD 1842110.99000000 0.010963211868 Long DBT CORP US Y 2 2033-06-15 Fixed 9.62500000 N N N N N N Clarios Global LP N/A 18060TAC9 1580000.00000000 PA USD 1609051.46000000 0.009576172206 Long DBT CORP US Y 2 2028-05-15 Fixed 6.75000000 N N N N N N Clarios Global LP N/A 18060TAD7 3270000.00000000 PA USD 3380362.50000000 0.020118022465 Long DBT CORP US Y 2 2030-02-15 Fixed 6.75000000 N N N N N N Clarios Global LP N/A 18060TAE5 6861000.00000000 PA USD 7028065.35000000 0.041827104815 Long DBT CORP US Y 2 2032-09-15 Fixed 6.75000000 N N N N N N Clarivate Science Holdings Corp. N/A 18064PAC3 6314000.00000000 PA USD 6106385.58000000 0.036341783545 Long DBT CORP US Y 2 2028-07-01 Fixed 3.87500000 N N N N N N Clarivate Science Holdings Corp. N/A 18064PAD1 5373000.00000000 PA USD 4920515.49000000 0.029284149605 Long DBT CORP US Y 2 2029-07-01 Fixed 4.87500000 N N N N N N Clean Harbors, Inc. 5493000SJVZVZJKHJF48 184496AR8 2915000.00000000 PA USD 2929642.05000000 0.017435587034 Long DBT CORP US Y 2 2033-10-15 Fixed 5.75000000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453H106 5550.00000000 NS USD 13375.50000000 0.000079603477 Long EC CORP US N 1 N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAC0 8369000.00000000 PA USD 8386918.03000000 0.049914234152 Long DBT CORP US Y 2 2028-04-15 Fixed 7.75000000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAG1 12301000.00000000 PA USD 12715396.09000000 0.075674908888 Long DBT CORP US Y 2 2031-02-15 Fixed 7.12500000 N N N N N N Clear Channel Outdoor Holdings, Inc. 254900XBEE6V1ENYS150 18453HAH9 5481000.00000000 PA USD 5750802.23000000 0.034225550797 Long DBT CORP US Y 2 2033-03-15 Fixed 7.50000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AL5 3830000.00000000 PA USD 3561035.57000000 0.021193287287 Long DBT CORP US Y 2 2031-03-01 Fixed 4.87500000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AP6 1717000.00000000 PA USD 1735816.96000000 0.010330609393 Long DBT CORP US Y 2 2032-03-15 Fixed 7.00000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 185899AS0 2107000.00000000 PA USD 2175273.12000000 0.012946006085 Long DBT CORP US Y 2 2031-09-15 Fixed 7.50000000 N N N N N N Cleveland-Cliffs, Inc. 549300TM2WLI2BJMDD86 18589GAA3 3512000.00000000 PA USD 3614336.17000000 0.021510502576 Long DBT CORP US Y 2 2034-01-15 Fixed 7.62500000 N N N N N N Clydesdale Acquisition Holdings, Inc. 254900QKSDYFR3K5YD98 18972EAD7 8462000.00000000 PA USD 8133692.42000000 0.048407177287 Long DBT CORP US Y 2 2032-04-15 Fixed 6.75000000 N N N N N N Coinbase Global, Inc. 5493004G3J2SC154DU06 19260QAD9 982000.00000000 PA USD 866366.95000000 0.005156130374 Long DBT CORP US Y 2 2031-10-01 Fixed 3.62500000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 19416MAB5 2585000.00000000 PA USD 2587659.97000000 0.015400301420 Long DBT CORP US Y 2 2029-07-01 Fixed 5.87500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EF8 2010000.00000000 PA USD 2141655.00000000 0.012745929882 Long DBT NUSS CO N 2 2033-04-20 Fixed 8.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EG6 860000.00000000 PA USD 893755.00000000 0.005319128693 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.50000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EQ4 7200000.00000000 PA USD 7750800.00000000 0.046128416264 Long DBT NUSS CO N 2 2054-11-07 Fixed 8.37500000 N N N N N N Colorado Health Facilities Authority 5493002JB6DRFRZPEQ21 19648A4N2 175000.00000000 PA USD 167894.63000000 0.000999214710 Long DBT MUN US N 2 2045-01-15 Fixed 4.00000000 N N N N N N Columbia Pipelines Holding Co. LLC N/A 19828AAB3 5590000.00000000 PA USD 5747644.76000000 0.034206759306 Long DBT CORP US Y 2 2028-08-15 Fixed 6.04200000 N N N N N N Comision Ejecutiva Hidroelectrica del Rio Lempa 254900YU43PQQ27Q0E71 200444AA5 767000.00000000 PA USD 813020.00000000 0.004838639236 Long DBT NUSS SV Y 2 2033-01-24 Fixed 8.65000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AR1 1541000.00000000 PA USD 1496850.35000000 0.008908414103 Long DBT NUSS MX Y 2 2051-01-28 Fixed 6.50000000 N N N N N N Commercial Mortgage Trust N/A 200474AE4 3000000.00000000 PA USD 2812440.00000000 0.016738066140 Long ABS-MBS CORP US Y 2 2048-02-10 Fixed 2.86700000 N N N N N N Commercial Credit, Inc. N/A 201616AA7 12000000.00000000 PA USD 12073782.00000000 0.071856381532 Long DBT CORP US Y 2 2030-08-30 Fixed 8.75000000 N N N N N N Commercial Metals Co. 549300OQS2LO07ZJ7N73 201723AS2 2109000.00000000 PA USD 2110588.08000000 0.012561036992 Long DBT CORP US Y 2 2033-11-15 Fixed 5.75000000 N N N N N N Compass Minerals International, Inc. 2549008X9G8XP7YJGC47 20451NAJ0 1330000.00000000 PA USD 1401905.12000000 0.008343353323 Long DBT CORP US Y 2 2030-07-01 Fixed 8.00000000 N N N N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 205768AS3 14136000.00000000 PA USD 13889165.93000000 0.082660528924 Long DBT CORP US Y 2 2029-03-01 Fixed 6.75000000 N N N N N N Comstock Resources, Inc. I03QQGEA4SS774AURI46 205768AT1 6075000.00000000 PA USD 5741602.79000000 0.034170800888 Long DBT CORP US Y 2 2030-01-15 Fixed 5.87500000 N N N N N N Conduent Business Services LLC N/A 20679LAB7 2090000.00000000 PA USD 1800445.13000000 0.010715240029 Long DBT CORP US Y 2 2029-11-01 Fixed 6.00000000 N N N N N N Connect Finco SARL N/A 20752TAB0 2105000.00000000 PA USD 2222705.29000000 0.013228295769 Long DBT CORP US Y 2 2029-09-15 Fixed 9.00000000 N N N N N N Connecticut Avenue Securities Trust N/A 20753BAB8 1682000.00000000 PA USD 1729754.50000000 0.010294529030 Long ABS-MBS CORP US Y 2 2043-09-25 Floating 6.86210040 N N N N N N Connect Holding II LLC 254900LCX7S2QHYUOI31 20753PAD3 6015000.00000000 PA USD 6124785.78000000 0.036451291220 Long DBT CORP US Y 2 2031-04-03 Fixed 10.50000000 N N N N N N Connecticut Avenue Securities Trust N/A 20753QAF6 5612116.73000000 PA USD 5901818.12000000 0.035124312710 Long ABS-MBS CORP US Y 2 2031-04-25 Floating 8.07657840 N N N N N N Connecticut Avenue Securities Trust N/A 20753TAC7 8258579.54000000 PA USD 8282917.57000000 0.049295281720 Long ABS-MBS CORP US Y 2 2039-06-25 Floating 8.97657840 N N N N N N Connecticut Avenue Securities Trust N/A 20753WAE6 25137240.53000000 PA USD 25324482.81000000 0.150717124006 Long ABS-MBS CORP US Y 2 2039-10-25 Floating 7.12658160 N N N N N N Connecticut Avenue Securities Trust N/A 20753XAF1 5662000.00000000 PA USD 5887010.71000000 0.035036187307 Long ABS-MBS CORP US Y 2 2042-03-25 Floating 9.86209920 N N N N N N Connecticut Avenue Securities Trust N/A 20754AAF0 6000000.00000000 PA USD 6045000.00000000 0.035976450988 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 6.36210000 N N N N N N Connecticut Avenue Securities Trust N/A 20754CAF6 22660000.00000000 PA USD 22944745.56000000 0.136554262047 Long ABS-MBS CORP US Y 2 2040-01-25 Floating 6.97658040 N N N N N N Connecticut Avenue Securities Trust N/A 20754EAB1 2960000.00000000 PA USD 3034000.00000000 0.018056667046 Long ABS-MBS CORP US Y 2 2043-07-25 Floating 6.31209960 N N N N N N Connecticut Avenue Securities Trust N/A 20754GAE0 3160000.00000000 PA USD 3181740.80000000 0.018935937460 Long ABS-MBS CORP US Y 2 2044-02-25 Floating 5.41209960 N N N N N N Connecticut Avenue Securities Trust N/A 20754HAD0 6047271.91000000 PA USD 6074719.87000000 0.036153326992 Long ABS-MBS CORP US Y 2 2039-07-25 Floating 7.82658000 N N N N N N Connecticut Avenue Securities Trust N/A 20754JAC8 25616309.54000000 PA USD 25817761.32000000 0.153652841150 Long ABS-MBS CORP US Y 2 2039-09-25 Floating 7.47658080 N N N N N N Connecticut Avenue Securities Trust B1V7KEBTPIMZEU4LTD58 20754KAB7 11482897.59000000 PA USD 11490031.91000000 0.068382228265 Long ABS-MBS CORP US Y 2 2041-11-25 Floating 5.61210120 N N N N N N Connecticut Avenue Securities Trust B1V7KEBTPIMZEU4LTD58 20754KAF8 4983000.00000000 PA USD 5034258.63000000 0.029961085006 Long ABS-MBS CORP US Y 2 2041-11-25 Floating 6.91210080 N N N N N N Connecticut Avenue Securities Trust 549300Z5THZ1JXIHVK60 20754PAD2 58683956.97000000 PA USD 60736686.57000000 0.361470707622 Long ABS-MBS CORP US Y 2 2039-11-25 Floating 12.97658160 N N N N N N Connecticut Avenue Securities Trust N/A 20754QAB4 5000000.00000000 PA USD 5205997.00000000 0.030983175503 Long ABS-MBS CORP US Y 2 2043-05-25 Floating 7.16209920 N N N N N N Connecticut Avenue Securities Trust N/A 20754QAF5 4000000.00000000 PA USD 4289428.00000000 0.025528270671 Long ABS-MBS CORP US Y 2 2043-05-25 Floating 8.96209920 N N N N N N Connecticut Avenue Securities Trust N/A 20754RAF3 2600000.00000000 PA USD 2620461.74000000 0.015595519165 Long ABS-MBS CORP US Y 2 2041-10-25 Floating 6.71209920 N N N N N N Connecticut Avenue Securities Trust N/A 20754WAC9 14634000.00000000 PA USD 14792192.08000000 0.088034834305 Long ABS-MBS CORP US Y 2 2040-01-25 Floating 6.72657840 N N N N N N Connecticut Avenue Securities Trust N/A 20755AAC6 11850000.00000000 PA USD 12242590.50000000 0.072861035085 Long ABS-MBS CORP US Y 2 2043-01-25 Floating 6.96210120 N N N N N N Connecticut Avenue Securities Trust N/A 20755AAD4 7600000.00000000 PA USD 8094361.00000000 0.048173098725 Long ABS-MBS CORP US Y 2 2043-01-25 Floating 9.16210080 N N N N N N Connecticut Avenue Securities Trust N/A 20755CAB4 4495000.00000000 PA USD 4573553.72000000 0.027219227667 Long ABS-MBS CORP US Y 2 2043-10-25 Floating 6.11210160 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AG5 1105000.00000000 PA USD 1099396.35000000 0.006542990720 Long DBT CORP US Y 2 2029-02-01 Fixed 4.62500000 N N N N N N Constellium SE 724500KRJEMC79KAAU28 21039CAD6 1500000.00000000 PA USD 1533937.50000000 0.009129136027 Long DBT CORP FR Y 2 2032-08-15 Fixed 6.37500000 N N N N N N N/A N/A N/A 12500000.00000000 PA USD -1251628.02000000 -0.00744898827 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 9 137BERAI8 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 1655947.14000000 USD 12500000.00000000 USD -1251628.02000000 N N N N/A N/A N/A 7500000.00000000 PA USD -988455.19000000 -0.00588273113 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 9 137BERAI8 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 756089.90000000 USD 7500000.00000000 USD -988455.19000000 N N N N/A N/A N/A 7500000.00000000 PA USD -897793.46000000 -0.00534316334 N/A DCR US N 2 Citigroup Global Markets MBNUM2BPBDO7JBLYG310 Markit CMBX North American BBB- 12 137BERAL1 Y Payout of notional amount upon default event with regard to the reference instrument 2061-08-17 0.00000000 USD 573925.29000000 USD 7500000.00000000 USD -897793.46000000 N N N N/A N/A N/A 2500000.00000000 PA USD -328310.32000000 -0.00195391896 N/A DCR US N 2 Citigroup Global Markets MBNUM2BPBDO7JBLYG310 Markit CMBX North American BBB- 9 137BERAI8 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 253204.71000000 USD 2500000.00000000 USD -328310.32000000 N N N N/A N/A N/A 7500000.00000000 PA USD -984875.69000000 -0.00586142795 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 9 137BERAI8 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 759669.40000000 USD 7500000.00000000 USD -984875.69000000 N N N N/A N/A N/A 12500000.00000000 PA USD -857263.70000000 -0.00510195293 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 11 137BERAK3 Y Payout of notional amount upon default event with regard to the reference instrument 2054-11-18 0.00000000 USD 568257.13000000 USD 12500000.00000000 USD -857263.70000000 N N N N/A N/A N/A 5000000.00000000 PA USD -331919.24000000 -0.00197539723 N/A DCR US N 2 Citigroup Global Markets MBNUM2BPBDO7JBLYG310 Markit CMBX North American BBB- 11 137BERAK3 Y Payout of notional amount upon default event with regard to the reference instrument 2054-11-18 0.00000000 USD 238289.09000000 USD 5000000.00000000 USD -331919.24000000 N N N N/A N/A N/A 5000000.00000000 PA USD -724769.02000000 -0.00431341887 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 9 137BERAI8 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 438261.04000000 USD 5000000.00000000 USD -724769.02000000 N N N N/A N/A N/A 10000000.00000000 PA USD -1485459.90000000 -0.00884062453 N/A DCR US N 2 Citigroup Global Markets MBNUM2BPBDO7JBLYG310 Markit CMBX North American BBB- 9 137BERAI8 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 840600.23000000 USD 10000000.00000000 USD -1485459.90000000 N N N N/A N/A N/A 10000000.00000000 PA USD -735895.23000000 -0.00437963584 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 11 137BERAK3 Y Payout of notional amount upon default event with regard to the reference instrument 2054-11-18 0.00000000 USD 404521.44000000 USD 10000000.00000000 USD -735895.23000000 N N N N/A N/A N/A 20000000.00000000 PA USD -1597770.99000000 -0.00950903717 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 11 137BERAK3 Y Payout of notional amount upon default event with regard to the reference instrument 2054-11-18 0.00000000 USD 683062.34000000 USD 20000000.00000000 USD -1597770.99000000 N N N N/A N/A N/A 15000000.00000000 PA USD -1256842.03000000 -0.00748001913 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Markit CMBX North American BBB- 11 137BERAK3 Y Payout of notional amount upon default event with regard to the reference instrument 2054-11-18 0.00000000 USD 453782.97000000 USD 15000000.00000000 USD -1256842.03000000 N N N N/A N/A N/A 8000000.00000000 PA USD -1294533.51000000 -0.00770433769 N/A DCR US N 2 Citigroup Global Markets MBNUM2BPBDO7JBLYG310 Markit CMBX North American BBB- 9 137BERAI8 Y Payout of notional amount upon default event with regard to the reference instrument 2058-09-17 0.00000000 USD 566314.59000000 USD 8000000.00000000 USD -1294533.51000000 N N N Cooper-Standard Automotive, Inc. ITCH5B3Q4RTX2PH9UN62 216762AK0 16074000.00000000 PA USD 16254832.50000000 0.096739650084 Long DBT CORP US Y 2 2031-03-01 Fixed 9.25000000 N N N N N N CoreCivic, Inc. 529900JFA3K6PTLT8B15 21871NAC5 5105000.00000000 PA USD 5321722.57000000 0.031671909216 Long DBT CORP US N 2 2029-04-15 Fixed 8.25000000 N N N N N N CoreVest American Finance Trust N/A 21872FAG2 1493000.00000000 PA USD 1481279.95000000 0.008815747811 Long ABS-O CORP US Y 2 2052-03-15 Variable 5.65360200 N N N N N N CoreVest American Finance Trust N/A 21872GAN5 5576000.00000000 PA USD 5165319.24000000 0.030741084280 Long ABS-O CORP US Y 2 2052-06-15 Variable 5.11714440 N N N N N N CoreVest American Finance Trust N/A 21872NAC4 1820897.01750000 PA USD 211.59000000 0.000001259265 Long ABS-O CORP US Y 2 2052-10-15 Variable 1.99337040 N N N N N N CoreVest American Finance Trust N/A 21872NAE0 53875000.00000000 PA USD 1931639.64000000 0.011496036201 Long ABS-O CORP US Y 2 2052-10-15 Variable 1.35003240 N N N N N N CoreVest American Finance Trust N/A 21872NAL4 8689000.00000000 PA USD 8061710.68000000 0.047978782326 Long ABS-O CORP US Y 2 2052-10-15 Fixed 3.76000000 N N N N N N CoreVest American Finance Trust N/A 21872NAN0 5810000.00000000 PA USD 5321732.83000000 0.031671970278 Long ABS-O CORP US Y 2 2052-10-15 Variable 4.69837080 N N N N N N CoreWeave, Inc. 984500511DP2B6186053 21873SAB4 3603000.00000000 PA USD 3675879.93000000 0.021876776532 Long DBT CORP US Y 2 2030-06-01 Fixed 9.25000000 N N N N N N CoreWeave, Inc. 984500511DP2B6186053 21873SAC2 5495000.00000000 PA USD 5571488.04000000 0.033158373267 Long DBT CORP US Y 2 2031-02-01 Fixed 9.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H032662 -87500000.00000000 PA USD -78813513.63000000 -0.46905384786 Short ABS-MBS USGA US N 2 2056-06-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H042661 24990000.00000000 PA USD 24036746.70000000 0.143053240623 Long ABS-MBS USGA US N 2 2056-06-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H052660 1351970313.00000000 PA USD 1360308305.99000000 8.095792406860 Long ABS-MBS USGA US N 2 2056-06-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H060663 380800000.00000000 PA USD 387962783.26000000 2.308936982175 Long ABS-MBS USGA US N 2 2056-06-15 Fixed 6.00000000 N N N N N N Republic of Costa Rica 549300S1EK2VN6XVJP58 221597CV7 4403000.00000000 PA USD 4916277.08000000 0.029258924965 Long DBT NUSS CR Y 2 2054-11-13 Fixed 7.30000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 221625AU0 1488000.00000000 PA USD 1637730.00000000 0.009746850798 Long DBT NUSS CI Y 2 2037-01-30 Fixed 8.25000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 221625AV8 10750000.00000000 PA USD 11697343.75000000 0.069616032111 Long DBT NUSS CI Y 2 2036-04-01 Fixed 8.07500000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 221625AX4 18842000.00000000 PA USD 18005886.25000000 0.107160940310 Long DBT NUSS CI Y 2 2041-02-25 Fixed 6.75000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224936AC8 2295000.00000000 PA USD 2311565.77000000 0.013757143528 Long ABS-O CORP US Y 2 2033-10-17 Fixed 7.09000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22534QAG6 12507238.17000000 PA USD 12524404.35000000 0.074538233127 Long ABS-O CORP US Y 2 2033-04-18 Fixed 9.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535LAC5 8645000.00000000 PA USD 8646869.91000000 0.051461322004 Long ABS-O CORP US Y 2 2034-11-15 Fixed 4.85000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535LAE1 5320000.00000000 PA USD 5343145.72000000 0.031799407794 Long ABS-O CORP US Y 2 2035-01-16 Fixed 5.39000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535PAB8 3866000.00000000 PA USD 3912366.48000000 0.023284211896 Long ABS-O CORP US Y 2 2034-02-15 Fixed 6.71000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535XAE5 8200000.00000000 PA USD 8147195.28000000 0.048487538739 Long ABS-O CORP US Y 2 2036-08-15 Fixed 5.28000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAC4 5988000.00000000 PA USD 6045684.20000000 0.035980522963 Long ABS-O CORP US Y 2 2034-05-15 Fixed 6.03000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537GAE0 7860000.00000000 PA USD 7986960.22000000 0.047533909495 Long ABS-O CORP US Y 2 2034-07-17 Fixed 6.71000000 N N N N N N CSFB Mortgage-Backed Pass-Through Certificates N/A 225458PS1 138048.05610000 PA USD 86904.58000000 0.000517207338 Long ABS-MBS CORP US N 2 2035-06-25 Floating 4.24879920 N N N N N N CSAIL Commercial Mortgage Trust N/A 22945EAE1 5659000.00000000 PA USD 3745879.41000000 0.022293374193 Long ABS-MBS CORP US Y 2 2054-03-15 Fixed 2.25000000 N N N N N N Cyprium Corp. N/A 23292NAA6 2518000.00000000 PA USD 2518866.29000000 0.014990880004 Long DBT CORP US Y 2 2031-04-15 Fixed 6.12500000 N N N N N N DBGS Mortgage Trust N/A 23307DAG8 1000000.00000000 PA USD 750452.10000000 0.004466270172 Long ABS-MBS CORP US Y 2 2051-10-15 Variable 2.87179560 N N N N N N DBJPM Mortgage Trust N/A 23312JAQ6 1800000.00000000 PA USD 1490648.76000000 0.008871505716 Long ABS-MBS CORP US Y 2 2050-06-10 Variable 3.18513960 N N N N N N DBJPM Mortgage Trust N/A 23312VAS5 2950000.00000000 PA USD 1830900.69000000 0.010896494448 Long ABS-MBS CORP US Y 2 2049-08-10 Variable 3.40825320 N N N N N N DBJPM Mortgage Trust N/A 23312VAU0 1250000.00000000 PA USD 500780.38000000 0.002980364068 Long ABS-MBS CORP US Y 2 2049-08-10 Variable 4.15825200 N N N N N N DT Midstream, Inc. N/A 23345MAB3 5485000.00000000 PA USD 5308893.65000000 0.031595558676 Long DBT CORP US Y 2 2031-06-15 Fixed 4.37500000 N N N N N N DT Auto Owner Trust N/A 23345RAJ5 8500000.00000000 PA USD 8777595.55000000 0.052239327725 Long ABS-O CORP US Y 2 2029-07-16 Fixed 10.99000000 N N N N N N DailyPay Securitization Trust 2025-1 N/A 233824AA9 2690000.00000000 PA USD 2694921.09000000 0.016038659472 Long ABS-O CORP US Y 2 2028-06-26 Fixed 5.63000000 N N N N N N Dana, Inc. KVWHW7YLZPFJM8QYNJ51 235825AH9 1041000.00000000 PA USD 989518.28000000 0.005889058048 Long DBT CORP US N 2 2030-09-01 Fixed 4.25000000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAS7 2090000.00000000 PA USD 2030818.72000000 0.012086294482 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N DaVita, Inc. M2XHYMU3TZNEZURC6H66 23918KAT5 7767000.00000000 PA USD 7221714.66000000 0.042979596942 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N DRC International Bond N/A 24811WAA6 4590000.00000000 PA USD 4640260.50000000 0.027616229024 Long DBT NUSS CD Y 2 2032-04-16 Fixed 8.75000000 N N N N N N DRC International Bond N/A 24811WAB4 2450000.00000000 PA USD 2498657.00000000 0.014870605640 Long DBT NUSS CD Y 2 2037-04-16 Fixed 9.50000000 N N N N N N Deutsche Mortgage Securities, Inc. Mortgage Loan Trust N/A 251563CA8 30310.30000000 PA USD 30117.10000000 0.000179240094 Long ABS-MBS CORP US N 2 2033-12-25 Variable 6.15999960 N N N N N N Dexko Global, Inc. 549300SMZ4OV1KBH1M19 252142AB0 4831950.00000000 PA USD 4178622.04000000 0.024868815718 Long DBT CORP US Y 2 2032-04-15 Fixed 7.50000000 N N N N N N Diamond Foreign Asset Co. N/A 25260WAD3 2125000.00000000 PA USD 2235363.79000000 0.013303632064 Long DBT CORP KY Y 2 2030-10-01 Fixed 8.50000000 N N N N N N Diebold Nixdorf, Inc. 549300XZK6EWDBAZSY16 253651AK9 2639000.00000000 PA USD 2760853.19000000 0.016431050368 Long DBT CORP US Y 2 2030-03-31 Fixed 7.75000000 N N N N N N Digicel International Finance Ltd. N/A 25381MAA5 5820000.00000000 PA USD 6037668.00000000 0.035932815034 Long DBT CORP US Y 2 2032-08-01 Fixed 8.62500000 N N N N N N State of Nevada Department of Business & Industry N/A 25457VBV7 9665000.00000000 PA USD 5412400.00000000 0.032211570443 Long DBT MUN US Y 2 2065-01-01 Variable 12.00000000 N N N N N N Directv Financing LLC N/A 25461LAA0 1265000.00000000 PA USD 1268425.62000000 0.007548958172 Long DBT CORP US Y 2 2027-08-15 Fixed 5.87500000 N N N N N N DISH Network Corp. 529900U350CWHH15G169 25470MAG4 19297000.00000000 PA USD 19883242.86000000 0.118333914349 Long DBT CORP US Y 2 2027-11-15 Fixed 11.75000000 N N N N N N DISH DBS Corp. N/A 25470XAY1 19231000.00000000 PA USD 19134975.77000000 0.113880648131 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N DISH DBS Corp. N/A 25470XBE4 12365000.00000000 PA USD 12318666.24000000 0.073313795239 Long DBT CORP US Y 2 2026-12-01 Fixed 5.25000000 N N N N N N DISH DBS Corp. N/A 25470XBF1 5645000.00000000 PA USD 5539689.70000000 0.032969127375 Long DBT CORP US Y 2 2028-12-01 Fixed 5.75000000 N N N N N N Diversified ABS Phase VIII LLC N/A 255123AB7 14182583.33000000 PA USD 14269380.74000000 0.084923354313 Long ABS-O CORP US Y 2 2044-05-30 Fixed 7.67000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PEE4 11450000.00000000 PA USD 10028768.75000000 0.059685609165 Long DBT NUSS DO Y 2 2060-01-30 Fixed 5.87500000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PFB9 1300000.00000000 PA USD 1365910.00000000 0.008129130549 Long DBT NUSS DO Y 2 2037-03-15 Fixed 6.95000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 25714PFH6 5880000.00000000 PA USD 5796210.00000000 0.034495792387 Long DBT NUSS DO Y 2 2038-05-17 Fixed 6.15000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDM8 5240000.00000000 PA USD 5228983.95000000 0.031119980942 Long DBT CORP US N 2 2027-01-15 Variable 4.35000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDZ9 15875000.00000000 PA USD 15960874.38000000 0.094990176155 Long DBT CORP US N 2 2056-02-15 Variable 6.00000000 N N N N N N Drive Auto Receivables Trust N/A 262102AF3 7900000.00000000 PA USD 7953288.66000000 0.047333515247 Long ABS-O CORP US N 2 2032-09-15 Fixed 5.41000000 N N N N N N Dycom Industries, Inc. 549300F56EKTHQI3WT60 267475AD3 3935000.00000000 PA USD 3865669.63000000 0.023006298425 Long DBT CORP US Y 2 2029-04-15 Fixed 4.50000000 N N N N N N ELM Trust N/A 26860XBC4 12915000.00000000 PA USD 12896308.12000000 0.076751595865 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 6.18941160 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 27034RAC7 9552000.00000000 PA USD 10079576.06000000 0.059987985790 Long DBT CORP US Y 2 2031-07-15 Fixed 9.87500000 N N N N N N EchoStar Corp. 549300EE20907QZ9GT38 278768AA4 4807074.00000000 PA USD 4910113.63000000 0.029222243566 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N Y N N N EchoStar Corp. 549300EE20907QZ9GT38 278768AC0 9910000.00000000 PA USD 10769593.74000000 0.064094584177 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AJ8 855000.00000000 PA USD 643088.25000000 0.003827300729 Long DBT NUSS CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AS8 5025000.00000000 PA USD 5308912.50000000 0.031595670861 Long DBT NUSS CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AV1 974000.00000000 PA USD 998720.12000000 0.005943822241 Long DBT NUSS CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAQ5 4836000.00000000 PA USD 4906073.64000000 0.029198199810 Long DBT NUSS EC Y 2 2034-01-29 Fixed 8.75000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAR3 33259000.00000000 PA USD 34189254.23000000 0.203475273636 Long DBT NUSS EC Y 2 2039-01-29 Fixed 9.25000000 N N N N N N Edged Compute LLC N/A 28002AAA4 3320000.00000000 PA USD 3328572.31000000 0.019809796289 Long DBT CORP US Y 2 2031-04-30 Fixed 7.50000000 N N N N N N Edgewell Personal Care Co. 549300CY8QZDL4Z3RU59 28035QAA0 16770000.00000000 PA USD 16710584.39000000 0.099452029825 Long DBT CORP US Y 2 2028-06-01 Fixed 5.50000000 N N N N N N Edgewell Personal Care Co. 549300CY8QZDL4Z3RU59 28035QAB8 3838000.00000000 PA USD 3668051.06000000 0.021830183487 Long DBT CORP US Y 2 2029-04-01 Fixed 4.12500000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 283875CE0 9300000.00000000 PA USD 9937747.50000000 0.059143901715 Long DBT NUSS SV Y 2 2030-04-17 Fixed 9.25000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 283875CG5 7327000.00000000 PA USD 8227488.30000000 0.048965397780 Long DBT NUSS SV Y 2 2054-11-21 Fixed 9.65000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -381048.17000000 -0.00226778508 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 32432946.60000000 CHF 35326082.07000000 EUR 2026-06-15 -381048.17000000 N N N Elanco Animal Health, Inc. 549300SHPNDCE059M934 28414HAG8 6832000.00000000 PA USD 7010034.75000000 0.041719796792 Long DBT CORP US N 2 2028-08-28 Fixed 6.40000080 N N N N N N N/A N/A N/A 1.00000000 NC N/A 596508.84000000 0.003550086194 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6480689241.00000000 JPY 41331717.07000000 USD 2026-06-15 596508.84000000 N N N Elara HGV Timeshare Issuer LLC N/A 28416LAD4 837023.94000000 PA USD 801134.36000000 0.004767902570 Long ABS-O CORP US Y 2 2035-08-27 Fixed 3.32000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -344016.86000000 -0.00204739548 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 35348408.30000000 NZD 20833468.14000000 USD 2026-06-15 -344016.86000000 N N N N/A N/A N/A 1.00000000 NC N/A 221526.76000000 0.001318403080 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20861015.37000000 USD 35189934.36000000 NZD 2026-06-15 221526.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -40770.21000000 -0.00024264143 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 20562416.91000000 USD 139469404.33000000 CNY 2026-06-15 -40770.21000000 N N N N/A N/A N/A 1.00000000 NC N/A 440622.29000000 0.002622336843 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 58485084.83000000 USD 956501513.45000000 ZAR 2026-06-15 440622.29000000 N N N N/A N/A N/A 1.00000000 NC N/A 237338.66000000 0.001412506645 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 15190020.27000000 GBP 20693191.45000000 USD 2026-06-15 237338.66000000 N N N N/A N/A N/A 1.00000000 NC N/A -149790.23000000 -0.00089146747 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 15366942.26000000 USD 13038684.37000000 EUR 2026-06-15 -149790.23000000 N N N N/A N/A N/A 1.00000000 NC N/A -258706.42000000 -0.00153967557 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 44438336.24000000 USD 34436413.26000000 CHF 2026-06-15 -258706.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -706495.30000000 -0.00420466394 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 81856893.87000000 USD 112933663.05000000 AUD 2026-06-15 -706495.30000000 N N N N/A N/A N/A 1.00000000 NC N/A -810175.97000000 -0.00482171316 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 38864891.82000000 USD 6054241485.00000000 JPY 2026-06-15 -810175.97000000 N N N N/A N/A N/A 1.00000000 NC N/A 169083.60000000 0.001006290793 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 82919305.76000000 USD 138687021.24000000 NZD 2026-06-15 169083.60000000 N N N N/A N/A N/A 1.00000000 NC N/A 690461.95000000 0.004109242432 N/A DFE N/A N 2 HSBC Bank MP6I5ZYZBEU3UXPYFY54 77062973.27000000 CAD 56619259.19000000 USD 2026-06-15 690461.95000000 N N N N/A N/A N/A 1.00000000 NC N/A -832296.17000000 -0.00495336019 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 41527282.14000000 USD 6474290158.00000000 JPY 2026-06-15 -832296.17000000 N N N N/A N/A N/A 1.00000000 NC N/A -346217.38000000 -0.00206049174 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 20508682.91000000 USD 102002600.60000000 BRL 2026-06-15 -346217.38000000 N N N N/A N/A N/A 1.00000000 NC N/A -485746.60000000 -0.00289089143 N/A DFE N/A N 2 Morgan Stanley & Co. International 4PQUHN3JPFGFNF3BB653 41456287.21000000 USD 30423730.00000000 GBP 2026-06-15 -485746.60000000 N N N N/A N/A N/A 1.00000000 NC N/A -819382.83000000 -0.00487650723 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 42125133.09000000 USD 208967198.95000000 BRL 2026-06-15 -819382.83000000 N N N N/A N/A N/A 1.00000000 NC N/A -127547.65000000 -0.00075909210 N/A DFE N/A N 2 Standard Chartered Bank U4LOSYZ7YG4W3S5F2G91 20711810.62000000 USD 18318975140.00000000 CLP 2026-06-15 -127547.65000000 N N N N/A N/A N/A 1.00000000 NC N/A -416014.63000000 -0.00247588584 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 343853562.39000000 ZAR 20767239.16000000 USD 2026-06-15 -416014.63000000 N N N N/A N/A N/A 1.00000000 NC N/A 136898.78000000 0.000814744788 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 17629235.29000000 EUR 20711578.39000000 USD 2026-06-15 136898.78000000 N N N N/A N/A N/A 1.00000000 NC N/A -156596.06000000 -0.00093197195 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34820991.21000000 NZD 20704909.58000000 USD 2026-06-15 -156596.06000000 N N N N/A N/A N/A 1.00000000 NC N/A 73295.06000000 0.000436211105 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 15347039.55000000 GBP 20740600.06000000 USD 2026-06-15 73295.06000000 N N N N/A N/A N/A 1.00000000 NC N/A -51700.11000000 -0.00030769007 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 17684038.46000000 EUR 28366258.73000000 CAD 2026-06-15 -51700.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -207589.48000000 -0.00123545620 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 34905566.31000000 NZD 20704585.71000000 USD 2026-06-15 -207589.48000000 N N N Element Solutions, Inc. 549300FLGN6P5CU20J91 28618MAA4 7751000.00000000 PA USD 7538455.95000000 0.044864663525 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 295504.67000000 0.001758678126 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 41217880.63000000 USD 30826833.31000000 GBP 2026-06-15 295504.67000000 N N N N/A N/A N/A 1.00000000 NC N/A 201319.40000000 0.001198140202 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 6578933026.00000000 JPY 41554051.62000000 USD 2026-06-15 201319.40000000 N N N N/A N/A N/A 1.00000000 NC N/A 469916.11000000 0.002796677237 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 20782172.33000000 USD 35472932.67000000 NZD 2026-06-15 469916.11000000 N N N N/A N/A N/A 1.00000000 NC N/A -560009.24000000 -0.00333286103 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 35472418.59000000 NZD 20691771.21000000 USD 2026-06-15 -560009.24000000 N N N N/A N/A N/A 1.00000000 NC N/A 279141.37000000 0.001661292939 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 29223477.27000000 AUD 35516460.87000000 NZD 2026-06-15 279141.37000000 N N N N/A N/A N/A 1.00000000 NC N/A 185122.68000000 0.001101746405 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 41890508.67000000 USD 36052138.79000000 EUR 2026-06-15 185122.68000000 N N N N/A N/A N/A 1.00000000 NC N/A 349176.66000000 0.002078103721 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 41735463.82000000 USD 58567458.58000000 AUD 2026-06-15 349176.66000000 N N N N/A N/A N/A 1.00000000 NC N/A 34367.04000000 0.000204533354 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 20926581.48000000 USD 15565092.11000000 GBP 2026-06-15 34367.04000000 N N N N/A N/A N/A 1.00000000 NC N/A 32747.02000000 0.000194891904 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 20986417.47000000 USD 18010088.29000000 EUR 2026-06-15 32747.02000000 N N N N/A N/A N/A 1.00000000 NC N/A 317021.69000000 0.001886735366 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 29146262.21000000 CAD 35836746.20000000 NZD 2026-06-15 317021.69000000 N N N N/A N/A N/A 1.00000000 NC N/A -25636.50000000 -0.00015257407 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 28916921.51000000 CAD 15565092.11000000 GBP 2026-06-15 -25636.50000000 N N N N/A N/A N/A 1.00000000 NC N/A -66497.76000000 -0.00039575738 N/A DFE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 58015664.15000000 CAD 36020434.31000000 EUR 2026-06-15 -66497.76000000 N N N N/A N/A N/A 1.00000000 NC N/A -196394.42000000 -0.00116882948 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2013585529.27000000 INR 20971572.46000000 USD 2026-06-15 -196394.42000000 N N N N/A N/A N/A 1.00000000 NC N/A -195509.56000000 -0.00116356329 N/A DFE N/A N 2 Goldman Sachs FOR8UP27PHTHYVLBNG30 21143679.02000000 USD 31582313357.00000000 KRW 2026-06-15 -195509.56000000 N N N Elmwood CLO III Ltd. N/A 29002HBA6 8200000.00000000 PA USD 8209003.60000000 0.048855387209 Long ABS-CBDO CORP KY Y 2 2037-07-18 Floating 5.37522840 N N N N N N EMRLD Borrower LP N/A 29103CAA6 19121000.00000000 PA USD 19548417.45000000 0.116341221222 Long DBT CORP US Y 2 2030-12-15 Fixed 6.62500000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAA8 3126000.00000000 PA USD 3112348.45000000 0.018522953096 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAB6 4469000.00000000 PA USD 4396884.19000000 0.026167789671 Long DBT CORP US N 2 2030-02-01 Fixed 4.75000000 N N N N N N Encompass Health Corp. 549300FVRPM9DRQZRG64 29261AAE0 6522000.00000000 PA USD 6312039.86000000 0.037565722524 Long DBT CORP US N 2 2031-04-01 Fixed 4.62500000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAC3 11808000.00000000 PA USD 11667329.41000000 0.069437403587 Long DBT CORP US Y 2 2028-06-15 Fixed 4.75000000 N N N N N N Energizer Holdings, Inc. 5493000D6NN0V57UME20 29272WAD1 1932000.00000000 PA USD 1859676.35000000 0.011067751043 Long DBT CORP US Y 2 2029-03-31 Fixed 4.37500000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 430000.00000000 PA USD 386692.66000000 0.002301377920 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBG4 7633000.00000000 PA USD 7695972.25000000 0.045802112234 Long DBT CORP US N 2 2056-02-15 Variable 6.50000000 N N N N N N Endo GUC Trust N/A 29281F105 10295.00000000 NS USD 5919.63000000 0.000035230319 Long PF US N 3 N N N Endo Finance Holdings LP N/A 29281RAA7 1521000.00000000 PA USD 1621106.14000000 0.009647914903 Long DBT CORP US Y 2 2031-04-15 Fixed 8.50000000 N N N N N N Enpro, Inc. 549300Y5CFT2LKCFDN54 29355XAH0 1236000.00000000 PA USD 1258372.84000000 0.007489129661 Long DBT CORP US Y 2 2033-06-01 Fixed 6.12500000 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29362UAC8 4053000.00000000 PA USD 3996324.47000000 0.023783882783 Long DBT CORP US Y 2 2028-04-15 Fixed 4.37500000 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29362UAD6 1001000.00000000 PA USD 956189.63000000 0.005690704608 Long DBT CORP US Y 2 2029-05-01 Fixed 3.62500000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAQ6 11327000.00000000 PA USD 11745883.79000000 0.069904915216 Long DBT CORP US N 2 2054-12-01 Variable 7.12500000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAR4 7570000.00000000 PA USD 7598713.01000000 0.045223279764 Long DBT CORP US N 2 2056-06-15 Variable 5.87500000 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29365BAA1 10250000.00000000 PA USD 10182658.53000000 0.060601474861 Long DBT CORP US Y 2 2029-04-15 Fixed 4.75000000 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29365BAB9 6435000.00000000 PA USD 6501409.20000000 0.038692742669 Long DBT CORP US Y 2 2030-06-15 Fixed 5.95000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29425AAJ2 9000000.00000000 PA USD 5399820.00000000 0.032136701335 Long ABS-MBS CORP US N 2 2058-09-10 Fixed 3.17200000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29425AAP8 4330000.00000000 PA USD 1948413.40000000 0.011595864216 Long ABS-MBS CORP US Y 2 2058-09-10 Variable 4.33584000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429CAG0 1200000.00000000 PA USD 1171488.00000000 0.006972039804 Long ABS-MBS CORP US N 2 2049-04-15 Variable 4.27100040 N N N N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 29450YAA7 12765000.00000000 PA USD 13244798.06000000 0.078825612614 Long DBT CORP US Y 2 2028-05-15 Fixed 9.00000000 N N N N N N EquipmentShare.com, Inc. 254900PWJK48CGPKPI80 29450YAB5 1015000.00000000 PA USD 1066662.55000000 0.006348177493 Long DBT CORP US Y 2 2032-05-15 Fixed 8.62500000 N N N N N N Esab Corp. 549300ZNV0SWBXEIWT04 29605JAA4 2700000.00000000 PA USD 2748756.60000000 0.016359058246 Long DBT CORP US Y 2 2029-04-15 Fixed 6.25000000 N N N N N N Esab Corp. 549300ZNV0SWBXEIWT04 29605JAB2 1476000.00000000 PA USD 1483312.10000000 0.008827842029 Long DBT CORP US Y 2 2031-04-01 Fixed 5.62500000 N N N N N N Esentia Energy Development SAB de CV 254900Q2VJTZZLC8UL64 29642EAB8 1314000.00000000 PA USD 1301517.00000000 0.007745899513 Long DBT CORP MX Y 2 2038-07-30 Fixed 6.50000000 N N N N N N Plurinational State of Bolivia 529900TGIRPY3SZXEB56 29731QAF4 3335000.00000000 PA USD 3251625.00000000 0.019351849039 Long DBT NUSS BO Y 2 2031-05-14 Fixed 9.45000000 N N N N N N EUSHI Finance, Inc. N/A 29882DAC7 12107000.00000000 PA USD 12021564.53000000 0.071545612426 Long DBT CORP US N 2 2056-04-01 Variable 6.25000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166BAG7 1138000.00000000 PA USD 1157266.91000000 0.006887403849 Long ABS-O CORP US Y 2 2030-03-15 Fixed 8.23000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166QAG4 6000000.00000000 PA USD 5833587.00000000 0.034718239336 Long ABS-O CORP US Y 2 2029-10-15 Fixed 6.34000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166TAF0 5000000.00000000 PA USD 5093780.00000000 0.030315322831 Long ABS-O CORP US N 2 2029-12-17 Fixed 6.95000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166VAN8 5570000.00000000 PA USD 5587753.82000000 0.033255178071 Long ABS-O CORP US Y 2 2033-06-15 Fixed 7.15000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166WAF3 6310000.00000000 PA USD 6339037.99000000 0.037726400258 Long ABS-O CORP US N 2 2032-08-16 Fixed 5.51000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166XAF1 7370000.00000000 PA USD 7433337.78000000 0.044239059110 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.57000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166XAG9 2000000.00000000 PA USD 2040159.20000000 0.012141883782 Long ABS-O CORP US Y 2 2032-12-15 Fixed 7.52000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167JAG9 1330000.00000000 PA USD 1322870.80000000 0.007872985359 Long ABS-O CORP US Y 2 2029-10-15 Fixed 5.02000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167KAF8 10895000.00000000 PA USD 10893595.63000000 0.064832573907 Long ABS-O CORP US N 2 2032-01-15 Fixed 5.23000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168BAG5 4350000.00000000 PA USD 4739958.36000000 0.028209574793 Long ABS-O CORP US Y 2 2030-09-16 Fixed 12.07000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168CAF5 3000000.00000000 PA USD 3039306.60000000 0.018088248955 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.32000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168HAF4 14570000.00000000 PA USD 14418125.23000000 0.085808598127 Long ABS-O CORP US N 2 2032-05-17 Fixed 5.00000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAE5 7000000.00000000 PA USD 6906064.20000000 0.041101022367 Long ABS-MBS CORP US Y 2 2028-01-25 Variable 4.44999960 N N N N N N FMC GMSR Issuer Trust N/A 30259RAH8 25000000.00000000 PA USD 24066022.50000000 0.143227473772 Long ABS-O CORP US Y 2 2026-07-25 Variable 3.62000160 N N N N N N FMC GMSR Issuer Trust N/A 30259RAL9 19140000.00000000 PA USD 18545174.74000000 0.110370483060 Long ABS-O CORP US Y 2 2026-10-25 Variable 4.43999880 N N N N N N FMC GMSR Issuer Trust N/A 30259RAN5 10000000.00000000 PA USD 10016320.00000000 0.059611521185 Long ABS-O CORP US Y 2 2027-04-25 Fixed 7.17000000 N N N N N N FMC GMSR Issuer Trust N/A 30259RAR6 15000000.00000000 PA USD 14864190.00000000 0.088463325561 Long ABS-O CORP US Y 2 2027-03-26 Variable 6.50000160 N N N N N N Tierra Mojada Luxembourg II SARL 254900H2U8PBIY32VI94 30260LAA3 6518803.81550000 PA USD 6357867.59000000 0.037838463480 Long DBT CORP LU Y 2 2040-12-01 Fixed 5.75000000 N N N N N N FREMF Mortgage Trust N/A 30265DAC2 81410434.00000000 PA USD 456403.18000000 0.002716255853 Long ABS-MBS USGSE US Y 2 2034-01-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 302673AG3 25000000.00000000 PA USD 18508402.50000000 0.110151635304 Long ABS-MBS USGSE US Y 2 2053-09-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 302673AJ7 266170303.53000000 PA USD 857041.76000000 0.005100632071 Long ABS-MBS USGSE US Y 2 2053-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 302673AL2 60800000.00000000 PA USD 206343.04000000 0.001228038091 Long ABS-MBS USGSE US Y 2 2053-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30289SAN7 119391761.40000000 PA USD 90355.69000000 0.000537746410 Long ABS-MBS USGSE US Y 2 2053-11-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30289SAQ0 31000000.00000000 PA USD 30476.10000000 0.000181376661 Long ABS-MBS USGSE US Y 2 2053-11-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30289SAS6 12500000.00000000 PA USD 10819633.75000000 0.064392394262 Long ABS-MBS USGSE US Y 2 2053-11-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30294SAA8 1164130.12000000 PA USD 1091346.61000000 0.006495083180 Long ABS-MBS USGSE US Y 2 2029-12-25 Floating 6.01364880 N N N N N N FREMF Mortgage Trust N/A 302957AL9 146159731.10000000 PA USD 663989.04000000 0.003951690513 Long ABS-MBS USGSE US Y 2 2036-07-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 302958AS2 16800000.00000000 PA USD 13673773.68000000 0.081378635008 Long ABS-MBS USGSE US Y 2 2051-11-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30295SAN9 16737000.00000000 PA USD 15274243.11000000 0.090903731783 Long ABS-MBS USGSE US Y 2 2029-07-25 Variable 4.09596120 N N N N N N FREMF Mortgage Trust N/A 30296PAN4 436627715.27000000 PA USD 550412.90000000 0.003275749002 Long ABS-MBS USGSE US Y 2 2051-04-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30296PAQ7 114000000.00000000 PA USD 159440.40000000 0.000948899873 Long ABS-MBS USGSE US Y 2 2051-04-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30296PAW4 30000000.00000000 PA USD 25397691.00000000 0.151152818110 Long ABS-MBS USGSE US Y 2 2051-04-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 302973AL6 16000000.00000000 PA USD 12632353.60000000 0.075180686543 Long ABS-MBS USGSE US Y 2 2052-05-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 302973AU6 168029751.42000000 PA USD 364826.20000000 0.002171241009 Long ABS-MBS USGSE US Y 2 2029-04-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 302973AW2 37520000.00000000 PA USD 94978.13000000 0.000565256582 Long ABS-MBS USGSE US Y 2 2029-07-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 302975BA4 347954841.04000000 PA USD 957119.38000000 0.005696237959 Long ABS-MBS USGSE US Y 2 2053-03-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 302975BC0 81000000.00000000 PA USD 249836.40000000 0.001486886186 Long ABS-MBS USGSE US Y 2 2053-03-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 302975BJ5 33000000.00000000 PA USD 23294066.40000000 0.138633223847 Long ABS-MBS USGSE US Y 2 2053-03-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30297NAE8 1000000.00000000 PA USD 915277.50000000 0.005447218547 Long ABS-MBS USGSE US Y 2 2031-10-25 Variable 4.10716080 N N N N N N FREMF Mortgage Trust N/A 30297NAG3 12089138.00000000 PA USD 9902107.76000000 0.058931793963 Long ABS-MBS USGSE US Y 2 2031-10-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30297NAN8 98444346.58000000 PA USD 165750.75000000 0.000986455539 Long ABS-MBS USGSE US Y 2 2031-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30297NAQ1 16500000.00000000 PA USD 31648.65000000 0.000188355021 Long ABS-MBS USGSE US Y 2 2031-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30297VAA8 765494.78000000 PA USD 737058.95000000 0.004386561652 Long ABS-MBS USGSE US Y 2 2029-01-25 Floating 6.01364880 N N N N N N FREMF Mortgage Trust N/A 30297YAE4 16320000.00000000 PA USD 15586216.90000000 0.092760424879 Long ABS-MBS USGSE US Y 2 2029-01-25 Variable 4.24439640 N N N N N N FREMF Mortgage Trust N/A 302982AA1 19000000.00000000 PA USD 15710638.30000000 0.093500911297 Long ABS-MBS USGSE US Y 2 2030-02-25 Variable 3.50519040 N N N N N N FREMF Mortgage Trust N/A 302988AN0 9977000.00000000 PA USD 8490849.03000000 0.050532773197 Long ABS-MBS USGSE US Y 2 2029-10-25 Variable 3.57991200 N N N N N N FREMF Mortgage Trust N/A 30298CAS0 3000000.00000000 PA USD 2747766.00000000 0.016353162750 Long ABS-MBS USGSE US Y 2 2029-04-25 Variable 4.34120040 N N N N N N FREMF Mortgage Trust N/A 30298GAJ1 202107063.57000000 PA USD 459187.25000000 0.002732825077 Long ABS-MBS USGSE US Y 2 2029-05-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30298GAL6 20000000.00000000 PA USD 49524.00000000 0.000294739083 Long ABS-MBS USGSE US Y 2 2029-06-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30298GAN2 15670000.00000000 PA USD 14626088.11000000 0.087046276598 Long ABS-MBS USGSE US Y 2 2029-05-25 Variable 3.99770280 N N N N N N FREMF Mortgage Trust N/A 30298GAQ5 22210000.00000000 PA USD 17331695.66000000 0.103148535890 Long ABS-MBS USGSE US Y 2 2029-06-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30298JAG1 3776963.90000000 PA USD 3505450.43000000 0.020862475696 Long ABS-MBS USGSE US Y 2 2029-07-25 Floating 6.16365000 N N N N N N FREMF Mortgage Trust N/A 30298KAC7 11000000.00000000 PA USD 9892931.40000000 0.058877181413 Long ABS-MBS USGSE US Y 2 2029-06-25 Variable 4.81755960 N N N N N N FREMF Mortgage Trust N/A 30298NAG2 1474382.94000000 PA USD 1409919.82000000 0.008391052324 Long ABS-MBS USGSE US Y 2 2029-08-25 Floating 6.01364880 N N N N N N FREMF Mortgage Trust N/A 30298NAJ6 4423147.35000000 PA USD 3879597.83000000 0.023089191263 Long ABS-MBS USGSE US Y 2 2029-08-25 Floating 9.76365000 N N N N N N FREMF Mortgage Trust N/A 30298UAG6 789969.80000000 PA USD 781105.55000000 0.004648702321 Long ABS-MBS USGSE US Y 2 2029-09-25 Floating 6.06364920 N N N N N N FREMF Mortgage Trust N/A 30298XAE5 121117997.68000000 PA USD 301838.16000000 0.001796371508 Long ABS-MBS USGSE US Y 2 2032-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30298XAF2 14881889.00000000 PA USD 39386.41000000 0.000234405831 Long ABS-MBS USGSE US Y 2 2032-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30298XAH8 11011889.00000000 PA USD 8323465.14000000 0.049536598124 Long ABS-MBS USGSE US Y 2 2032-10-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30303CAG9 3884821.13000000 PA USD 3787852.11000000 0.022543172173 Long ABS-MBS USGSE US Y 2 2027-06-25 Floating 6.31365120 N N N N N N FREMF Mortgage Trust N/A 30305MAG5 159254.37000000 PA USD 159198.30000000 0.000947459030 Long ABS-MBS USGSE US Y 2 2024-09-25 Floating 6.26365080 N N N N N N FREMF Mortgage Trust N/A 30306JAG1 124253.83000000 PA USD 123460.67000000 0.000734768692 Long ABS-MBS USGSE US Y 2 2027-11-25 Floating 6.46364880 N N N N N N FREMF Mortgage Trust N/A 30306KAC7 124656.49000000 PA USD 129538.59000000 0.000770941064 Long ABS-MBS USGSE US Y 2 2024-11-25 Floating 6.26365080 N N N N N N FREMF Mortgage Trust N/A 30306WAJ6 99742717.42400000 PA USD 145315.17000000 0.000864834423 Long ABS-MBS USGSE US Y 2 2028-06-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30306WAL1 16000000.00000000 PA USD 26588.80000000 0.000158241631 Long ABS-MBS USGSE US Y 2 2028-06-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30306WAN7 6326000.00000000 PA USD 6093659.30000000 0.036266043862 Long ABS-MBS USGSE US Y 2 2028-06-25 Variable 4.26937680 N N N N N N FREMF Mortgage Trust N/A 30306WAQ0 12000000.00000000 PA USD 10326494.40000000 0.061457505320 Long ABS-MBS USGSE US Y 2 2028-06-25 Fixed 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30307QAC3 258281.41000000 PA USD 244849.80000000 0.001457208739 Long ABS-MBS USGSE US Y 2 2028-11-25 Floating 6.21365040 N N N N N N FREMF Mortgage Trust N/A 30308PAL4 1750000.00000000 PA USD 1519892.85000000 0.009045550144 Long ABS-MBS USGSE US Y 2 2033-10-25 Variable 4.26534120 N N N N N N FREMF Mortgage Trust N/A 30309FAL5 26000000.00000000 PA USD 24947262.60000000 0.148472120797 Long ABS-MBS USGSE US Y 2 2027-12-25 Variable 3.89986560 N N N N N N FREMF Mortgage Trust N/A 30309KAN0 18000000.00000000 PA USD 9517636.80000000 0.056643638355 Long ABS-MBS USGSE US Y 2 2034-04-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30311FAC1 3396211.53000000 PA USD 3207813.49000000 0.019091107494 Long ABS-MBS USGSE US Y 2 2029-05-25 Floating 6.11364960 N N N N N N FREMF Mortgage Trust N/A 30311LAG9 1341410.13000000 PA USD 1289731.37000000 0.007675758051 Long ABS-MBS USGSE US Y 2 2029-04-25 Floating 5.96364840 N N N N N N FREMF Mortgage Trust N/A 30311NAE0 3600000.00000000 PA USD 3361703.76000000 0.020006976105 Long ABS-MBS USGSE US Y 2 2029-02-25 Variable 4.37059080 N N N N N N FREMF Mortgage Trust N/A 30311NAG5 10000000.00000000 PA USD 9068318.00000000 0.053969544759 Long ABS-MBS USGSE US Y 2 2029-02-25 Fixed 4.37000000 N N N N N N FREMF Mortgage Trust N/A 30311TAE7 3276061.78000000 PA USD 3175018.86000000 0.018895932242 Long ABS-MBS USGSE US Y 2 2029-01-25 Floating 8.51365080 N N N N N N FREMF Mortgage Trust N/A 30312MAL5 7609000.00000000 PA USD 7521653.25000000 0.044764663275 Long ABS-MBS USGSE US Y 2 2026-09-25 Variable 3.85203600 N N N N N N FREMF Mortgage Trust N/A 30313BAA2 5036264.94000000 PA USD 4705502.20000000 0.028004511046 Long ABS-MBS USGSE US Y 2 2029-11-25 Floating 6.21365040 N N N N N N FREMF Mortgage Trust N/A 30313MAA8 742374.86000000 PA USD 738637.37000000 0.004395955523 Long ABS-MBS USGSE US Y 2 2027-01-25 Floating 5.91365160 N N N N N N FREMF Mortgage Trust N/A 30314CAG6 1084419.13000000 PA USD 1028171.39000000 0.006119099688 Long ABS-MBS USGSE US Y 2 2029-07-25 Floating 6.16365000 N N N N N N FREMF Mortgage Trust N/A 30314GAA0 2421944.95000000 PA USD 2283286.42000000 0.013588840691 Long ABS-MBS USGSE US Y 2 2029-10-25 Floating 6.06364920 N N N N N N FREMF Mortgage Trust N/A 30314MAQ2 526191240.04000000 PA USD 2909258.75000000 0.017314277060 Long ABS-MBS USGSE US Y 2 2034-08-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30314RAN8 274357908.42000000 PA USD 824472.95000000 0.004906800773 Long ABS-MBS USGSE US Y 2 2053-05-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30314RAQ1 65781399.00000000 PA USD 210770.18000000 0.001254385947 Long ABS-MBS USGSE US Y 2 2053-05-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30314RAS7 25000000.00000000 PA USD 17265027.50000000 0.102751764378 Long ABS-MBS USGSE US Y 2 2053-05-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30315AAB0 13000000.00000000 PA USD 6775861.30000000 0.040326127702 Long ABS-MBS USGSE US Y 2 2034-10-25 Fixed 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30315KAE2 26843404.00000000 PA USD 19048447.23000000 0.113365678771 Long ABS-MBS USGSE US Y 2 2053-05-25 None 0.00000000 N N N N N N FREMF N/A 30315VAN8 18000000.00000000 PA USD 9036426.60000000 0.053779745026 Long ABS-MBS USGSE US Y 2 2035-08-25 None 0.00000000 N N N N N N FS Luxembourg Sarl 222100EKR3JUJPGGOY81 30315XAC8 2753000.00000000 PA USD 2835590.00000000 0.016875841961 Long DBT CORP LU Y 2 2031-02-12 Fixed 8.87500000 N N N N N N FS Luxembourg Sarl 222100EKR3JUJPGGOY81 30315XAD6 2510000.00000000 PA USD 2491175.00000000 0.014826076971 Long DBT CORP LU Y 2 2033-06-25 Fixed 8.62500000 N N N N N N FREMF Mortgage Trust N/A 30316EAE5 738943.98000000 PA USD 723336.89000000 0.004304895644 Long ABS-MBS USGSE US Y 2 2030-01-25 Floating 6.51364920 N N N N N N FREMF Mortgage Trust N/A 30316JAJ3 132492517.23000000 PA USD 427341.37000000 0.002543296253 Long ABS-MBS USGSE US Y 2 2030-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30316JAL8 10900000.00000000 PA USD 37981.05000000 0.000226041916 Long ABS-MBS USGSE US Y 2 2030-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30316JAN4 10900000.00000000 PA USD 7721561.09000000 0.045954402664 Long ABS-MBS USGSE US Y 2 2030-09-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30316TAN2 246327384.85000000 PA USD 816082.63000000 0.004856866292 Long ABS-MBS USGSE US Y 2 2053-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30316TAQ5 50947305.00000000 PA USD 177490.22000000 0.001056322283 Long ABS-MBS USGSE US Y 2 2053-10-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30316TAS1 22812305.00000000 PA USD 16334719.06000000 0.097215090102 Long ABS-MBS USGSE US Y 2 2053-10-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30319DAA2 259236294.44000000 PA USD 917411.32000000 0.005459917847 Long ABS-MBS USGSE US Y 2 2054-01-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30319DAC8 66000000.00000000 PA USD 251486.40000000 0.001496706061 Long ABS-MBS USGSE US Y 2 2054-01-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30319DAE4 25000000.00000000 PA USD 17131565.00000000 0.101957470401 Long ABS-MBS USGSE US Y 2 2054-01-25 None 0.00000000 N N N N N N FHLMC Multi-Family ML Certificates S6XOOCT0IEG5ABCC6L87 30319NAA0 54202758.31000000 PA USD 5469014.95000000 0.032548510885 Long ABS-MBS USGSE US Y 2 2040-02-25 Variable 1.49022000 N N N N N N FREMF Mortgage Trust N/A 30320XAE7 21996606.03360000 PA USD 21875105.58000000 0.130188364559 Long ABS-MBS USGSE US Y 2 2028-06-25 Floating 10.04916960 N N N N N N FREMF Mortgage Trust N/A 30323AAN4 11071000.00000000 PA USD 10172930.44000000 0.060543578723 Long ABS-MBS USGSE US Y 2 2028-09-25 Variable 2.40093000 N N N N N N Fair Isaac Corp. RI6HET5SJUEY30V1PS26 303250AG9 2019000.00000000 PA USD 1999417.09000000 0.011899409585 Long DBT CORP US Y 2 2033-05-15 Fixed 6.00000000 N N N N N N FREMF Mortgage Trust N/A 30325VAE6 25795196.93000000 PA USD 23993221.86000000 0.142794205177 Long ABS-MBS USGSE US Y 2 2032-02-25 Floating 10.04916960 N N N N N N FREMF Mortgage Trust N/A 30333RAG0 13100000.00000000 PA USD 9253369.71000000 0.055070868792 Long ABS-MBS USGSE US Y 2 2030-08-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 30333RAQ8 216030514.16000000 PA USD 674382.46000000 0.004013546322 Long ABS-MBS USGSE US Y 2 2060-09-25 Fixed 0.10000000 N N N N N N FREMF Mortgage Trust N/A 30333RAS4 44900000.00000000 PA USD 150450.92000000 0.000895399528 Long ABS-MBS USGSE US Y 2 2030-08-25 Fixed 0.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711X3M4 16560000.00000000 PA USD 17722654.42000000 0.105475303246 Long ABS-MBS CORP US N 2 2031-03-25 Floating 7.47658080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711X5V2 2860000.00000000 PA USD 3069717.79000000 0.018269239308 Long ABS-MBS CORP US N 2 2031-03-25 Floating 7.82658000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XDY7 7925971.66000000 PA USD 8143457.15000000 0.048465291485 Long ABS-MBS CORP US N 2 2029-04-25 Floating 12.97658160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XGQ1 28544000.00000000 PA USD 29666130.29000000 0.176556175747 Long ABS-MBS CORP US N 2 2029-09-25 Floating 9.22658040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XJ62 16054400.00000000 PA USD 16956463.02000000 0.100915361583 Long ABS-MBS CORP US N 2 2030-10-25 Floating 7.47658080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XNW0 11760000.00000000 PA USD 12146968.68000000 0.072291947621 Long ABS-MBS CORP US N 2 2030-01-25 Floating 7.32657960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XQW7 7255000.00000000 PA USD 7561768.97000000 0.045003409550 Long ABS-MBS CORP US N 2 2030-02-25 Floating 7.87658040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XR30 4250000.00000000 PA USD 4567784.40000000 0.027184891909 Long ABS-MBS CORP US N 2 2030-12-25 Floating 8.22657960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XSW5 8015000.00000000 PA USD 8376559.86000000 0.049852588131 Long ABS-MBS CORP US N 2 2030-02-25 Floating 8.17657920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XY32 3000000.00000000 PA USD 3236729.70000000 0.019263200564 Long ABS-MBS CORP US N 2 2031-01-25 Floating 7.97658120 N N N N N N FARM Mortgage Trust N/A 30768WAC2 1294829.52000000 PA USD 975459.82000000 0.005805389976 Long ABS-MBS CORP US Y 2 2051-07-25 Variable 3.22543800 N N N N N N Forvia SE 969500F0VMZLK2IULV85 31209DAC9 1210000.00000000 PA USD 1217809.34000000 0.007247718450 Long DBT CORP FR Y 2 2033-09-15 Fixed 6.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288RHQ4 6232232.16000000 PA USD 6275299.19000000 0.037347062654 Long ABS-MBS USGSE US N 2 2055-10-01 Variable 5.23199880 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31325UPM2 10373.29000000 PA USD 121.80000000 0.000000724885 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31325VM50 5298879.25000000 PA USD 518753.07000000 0.003087327443 Long ABS-MBS USGSE US N 2 2045-02-15 Floating 2.35266840 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQ2N5 20734583.15000000 PA USD 21666306.16000000 0.128945707471 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DT6D7 14320281.00000000 PA USD 15097263.65000000 0.089850449257 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DTRC6 16282082.90000000 PA USD 17138469.01000000 0.101998559198 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DTUC2 32141893.63000000 PA USD 32989384.72000000 0.196334322996 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DUFA0 10024944.45000000 PA USD 10566085.34000000 0.062883416273 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DUUV7 58337136.40000000 PA USD 60441213.40000000 0.359712216966 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0PP1 5387686.28000000 PA USD 5678219.26000000 0.033793577652 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0YR7 54744563.22000000 PA USD 56734893.24000000 0.337654277250 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0ZE5 12974326.66000000 PA USD 13682853.08000000 0.081432670506 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XGSQ0 2160000.00000000 PA USD 2137726.64000000 0.012722550486 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.45000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XGXW1 7916202.88000000 PA USD 7938649.91000000 0.047246393614 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 4.93000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C4TT1 1247627.24000000 PA USD 1231900.35000000 0.007331580242 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CMP32 427616.01000000 PA USD 464479.59000000 0.002764322118 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A0UA3 1149303.82270000 PA USD 94020.98000000 0.000559560161 Long ABS-MBS USGSE US N 2 2041-08-25 Floating 2.27342160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A0WN3 2314906.37000000 PA USD 256091.38000000 0.001524112321 Long ABS-MBS USGSE US N 2 2041-08-25 Floating 2.17342080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8JC5 1036758.23000000 PA USD 86703.57000000 0.000516011039 Long ABS-MBS USGSE US N 2 2032-09-25 Floating 2.42341920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AAYZ2 128411.58000000 PA USD 12768.07000000 0.000075988394 Long ABS-MBS USGSE US N 2 2042-12-25 Floating 2.42341920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABMF7 998402.55000000 PA USD 828317.89000000 0.004929683700 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 1.35348480 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AEQT7 970707.64000000 PA USD 71528.63000000 0.000425698304 Long ABS-MBS USGSE US N 2 2033-06-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQ5C0 176529.68000000 PA USD 17993.35000000 0.000107086331 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ASWZ5 199932.45000000 PA USD 30681.47000000 0.000182598908 Long ABS-MBS USGSE US N 2 2045-10-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ATAH7 3584537.23000000 PA USD 368545.63000000 0.002193376971 Long ABS-MBS USGSE US N 2 2046-08-25 Floating 2.27342160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ATQ80 231880.86000000 PA USD 10427.15000000 0.000062056551 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AULA7 48835493.24450000 PA USD 68.37000000 0.000000406899 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 0.02700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AUMX6 242027.67000000 PA USD 37121.55000000 0.000220926654 Long ABS-MBS USGSE US N 2 2046-12-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AUWF4 1099769.71000000 PA USD 114567.96000000 0.000681844267 Long ABS-MBS USGSE US N 2 2046-12-25 Floating 2.27342160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVDL0 76895.00000000 PA USD 8026.59000000 0.000047769763 Long ABS-MBS USGSE US N 2 2047-02-25 Floating 2.32341840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AW7K7 32445431.55000000 PA USD 13773.09000000 0.000081969710 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 0.08628840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWHF7 936075.60000000 PA USD 99020.79000000 0.000589316228 Long ABS-MBS USGSE US N 2 2047-05-25 Floating 2.37341880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AYQT3 1747748.47000000 PA USD 193902.56000000 0.001153999329 Long ABS-MBS USGSE US N 2 2047-11-25 Floating 2.42341920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B0QA7 2398450.17000000 PA USD 260937.47000000 0.001552953531 Long ABS-MBS USGSE US N 2 2048-01-25 Floating 2.42341920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B3YT1 5905952.14300000 PA USD 123709.62000000 0.000736250302 Long ABS-MBS USGSE US N 2 2036-01-25 Variable 0.62444880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4C71 11776250.47000000 PA USD 257687.91000000 0.001533613972 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 1.04159880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4YN2 599023.91000000 PA USD 106550.66000000 0.000634129792 Long ABS-MBS USGSE US N 2 2048-10-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4Z76 2450811.36000000 PA USD 235724.18000000 0.001402898165 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 2.32341840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B56Y6 78543382.99000000 PA USD 1153904.40000000 0.006867392074 Long ABS-MBS USGSE US N 2 2029-09-25 Variable 0.60522120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B5SB2 1109555.98000000 PA USD 234045.85000000 0.001392909685 Long ABS-MBS USGSE US N 2 2049-06-25 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7F97 69217052.13100000 PA USD 244564.61000000 0.001455511448 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 0.23146920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7G62 82724532.71000000 PA USD 46044.47000000 0.000274030871 Long ABS-MBS USGSE US N 2 2029-12-25 Variable 0.29294000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7G96 16509884.59000000 PA USD 1092.95000000 0.000006504625 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 1.11800160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7GF2 13131078.56320000 PA USD 65749.94000000 0.000391306781 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 0.22236120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7GL9 8498893.57290000 PA USD 6796.57000000 0.000040449374 Long ABS-MBS USGSE US N 2 2027-02-25 Variable 0.82202040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7GP0 23450699.40840000 PA USD 318338.55000000 0.001894572579 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 0.60836040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7H53 91356693.38000000 PA USD 932295.06000000 0.005548497524 Long ABS-MBS USGSE US N 2 2033-05-25 Variable 0.33477840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7S93 37747910.86000000 PA USD 2008132.24000000 0.011951277272 Long ABS-MBS USGSE US N 2 2034-04-25 Variable 1.02175920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7T84 24645384.12930000 PA USD 529661.34000000 0.003152247351 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 1.31008320 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7U41 22994848.62000000 PA USD 603410.12000000 0.003591158744 Long ABS-MBS USGSE US N 2 2029-10-25 Variable 1.12132080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8MM8 14661932.93000000 PA USD 106832.71000000 0.000635808396 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 0.32210280 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8TR0 13003076.23000000 PA USD 121613.87000000 0.000723777573 Long ABS-MBS USGSE US N 2 2028-02-25 Variable 0.73892160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8TZ2 71294808.52000000 PA USD 901508.59000000 0.005365273714 Long ABS-MBS USGSE US N 2 2028-02-25 Variable 1.01891880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8UC1 29967976.84000000 PA USD 1498332.91000000 0.008917237469 Long ABS-MBS USGSE US N 2 2049-11-25 Variable 1.05081840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B8UU1 5532101.08000000 PA USD 55403.99000000 0.000329733487 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 1.08912960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9DH7 25698560.58000000 PA USD 634646.51000000 0.003777060225 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 1.00809720 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9DS3 104270260.99000000 PA USD 5278171.04000000 0.031412714926 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 1.77099120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9DY0 44852288.88000000 PA USD 985516.92000000 0.005865244196 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 1.31225040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9ED5 44520392.24920000 PA USD 1139370.33000000 0.006780893438 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 1.42904880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9EF0 17111480.45000000 PA USD 403329.57000000 0.002400391481 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 1.37739960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9EH6 27203308.27000000 PA USD 433503.76000000 0.002579971344 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 1.62532080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9G76 28765823.37000000 PA USD 340552.83000000 0.002026779519 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 0.41832000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9H59 65958909.49000000 PA USD 1400459.35000000 0.008334748910 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.83666880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9L62 60606119.54130000 PA USD 2594414.64000000 0.015440501429 Long ABS-MBS USGSE US N 2 2032-03-25 Variable 1.01338920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BARA4 20461194.40000000 PA USD 324989.24000000 0.001934153757 Long ABS-MBS USGSE US N 2 2032-04-25 Variable 0.49984920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BARE6 20125635.73000000 PA USD 67964.27000000 0.000404485232 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 1.73055960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BARS5 17581434.25000000 PA USD 546344.83000000 0.003251538130 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 0.89892000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BASF2 88936601.01000000 PA USD 1026541.82000000 0.006109401401 Long ABS-MBS USGSE US N 2 2032-10-25 Variable 0.82377000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBAL6 17732823.97540000 PA USD 152447.31000000 0.000907280922 Long ABS-MBS USGSE US N 2 2028-06-25 Variable 1.88744040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBGX4 82689033.54060000 PA USD 2528134.51000000 0.015046039254 Long ABS-MBS USGSE US N 2 2032-04-25 Variable 0.98273520 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBTG7 35754940.11000000 PA USD 1611539.51000000 0.009590979685 Long ABS-MBS USGSE US N 2 2031-08-25 Variable 1.40968080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BC5D8 41599042.42000000 PA USD 6895698.55000000 0.041039331830 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BCHA1 50432176.80000000 PA USD 374998.54000000 0.002231781074 Long ABS-MBS USGSE US N 2 2032-10-25 Variable 0.55955520 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BDDQ8 70006365.88000000 PA USD 11615519.23000000 0.069129058442 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFQV8 4006101.44000000 PA USD 383399.93000000 0.002281781437 Long ABS-MBS USGSE US N 2 2036-01-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BGGA3 103413562.80000000 PA USD 789955.52000000 0.004701372381 Long ABS-MBS USGSE US N 2 2031-01-01 Variable 0.53258040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BK7C0 64945877.29400000 PA USD 520417.81000000 0.003097235042 Long ABS-MBS USGSE US N 2 2032-01-25 Variable 0.19567080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BP7G0 4762907.56000000 PA USD 4851794.85000000 0.028875162882 Long ABS-MBS USGSE US N 2 2053-07-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQAM1 3453107.98000000 PA USD 3502312.70000000 0.020843801686 Long ABS-MBS USGSE US N 2 2053-07-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQEN5 2962007.20000000 PA USD 3031681.01000000 0.018042865718 Long ABS-MBS USGSE US N 2 2053-08-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BRTP2 14726342.54000000 PA USD 14996983.26000000 0.089253636596 Long ABS-MBS USGSE US N 2 2053-09-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BRTR8 10874791.83000000 PA USD 10665782.68000000 0.063476758947 Long ABS-MBS USGSE US N 2 2054-03-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BRU62 21093092.83000000 PA USD 1414698.97000000 0.008419495145 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 2.33790120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSQQ1 3241285.34000000 PA USD 3302871.06000000 0.019656836858 Long ABS-MBS USGSE US N 2 2054-07-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BSWY7 19575409.56000000 PA USD 1006890.55000000 0.005992448059 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 2.23790040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BT5E9 18006571.20000000 PA USD 1208833.34000000 0.007194298330 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 2.33790120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BTHF3 11500000.00000000 PA USD 11238364.65000000 0.066884445826 Long ABS-MBS USGSE US N 2 2034-08-25 Variable 4.44999960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BUWE6 27189738.69000000 PA USD 1641526.09000000 0.009769442998 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 2.23790040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BUZ52 28265888.29000000 PA USD 1873595.93000000 0.011150592580 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 2.28790080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BVSL3 39216242.48000000 PA USD 2390304.49000000 0.014225752246 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 2.31789960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BW5D4 4388579.69000000 PA USD 4397913.76000000 0.026173917094 Long ABS-MBS USGSE US N 2 2055-09-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BW7H3 2845080.66000000 PA USD 2874398.65000000 0.017106809289 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWD29 4862314.50000000 PA USD 4846289.77000000 0.028842399732 Long ABS-MBS USGSE US N 2 2055-08-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWKR6 85900169.00000000 PA USD 5120371.63000000 0.030473581305 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 2.18790000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWPN0 1140819.10000000 PA USD 1138899.79000000 0.006778093048 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWSE7 35451108.00000000 PA USD 2659223.06000000 0.015826204811 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 2.80789920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWTT3 51303829.14000000 PA USD 3124121.02000000 0.018593016833 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 2.28790080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWTV8 2142440.24000000 PA USD 2129393.64000000 0.012672957142 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BWZW9 33353630.62000000 PA USD 2244886.12000000 0.013360303634 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 2.18790000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BYB92 2102774.81000000 PA USD 2048322.83000000 0.012190469131 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BYBF8 4330571.34000000 PA USD 4269909.56000000 0.025412107859 Long ABS-MBS USGSE US N 2 2055-12-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BYN24 3917852.04000000 PA USD 3519799.45000000 0.020947873019 Long ABS-MBS USGSE US N 2 2056-03-25 Floating 4.16369880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AUKS7 178832.51000000 PA USD 1808.39000000 0.000010762523 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AXRF2 133548.26000000 PA USD 7639.90000000 0.000045468401 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AXUK7 441356.00000000 PA USD 25939.77000000 0.000154378968 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B2RB8 629095.78000000 PA USD 47152.49000000 0.000280625185 Long ABS-MBS USGSE US N 2 2033-06-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B8GR2 179071.04000000 PA USD 28156.34000000 0.000167570750 Long ABS-MBS USGSE US N 2 2044-01-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BKQV5 104270.72000000 PA USD 4988.51000000 0.000029688814 Long ABS-MBS USGSE US N 2 2043-09-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BMZ33 71882.28260000 PA USD 4047.02000000 0.000024085594 Long ABS-MBS USGSE US N 2 2044-03-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BPGA1 169454.17320000 PA USD 19250.55000000 0.000114568481 Long ABS-MBS USGSE US N 2 2045-05-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BRSE6 14452.35000000 PA USD 1359.27000000 0.000008089612 Long ABS-MBS USGSE US N 2 2044-06-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BRSR7 148064.96530000 PA USD 12346.09000000 0.000073477006 Long ABS-MBS USGSE US N 2 2044-05-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BSWW9 112266.91420000 PA USD 10915.23000000 0.000064961329 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BTU58 95480.15000000 PA USD 19.18000000 0.000000114148 Long ABS-MBS USGSE US N 2 2044-12-25 Variable 3.81566880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BVPS9 126365.31000000 PA USD 6369.68000000 0.000037908764 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BWFF6 97233.95000000 PA USD 3602.19000000 0.000021438215 Long ABS-MBS USGSE US N 2 2044-01-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BXR38 18830000.00000000 PA USD 341291.87000000 0.002031177871 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 2.14418160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BYHQ6 298651.29000000 PA USD 32071.18000000 0.000190869683 Long ABS-MBS USGSE US N 2 2047-05-15 Floating 2.39267160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BYWM8 519860.67570000 PA USD 57896.00000000 0.000344564533 Long ABS-MBS USGSE US N 2 2047-06-15 Floating 2.34267120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F1DW5 427853.27000000 PA USD 45955.72000000 0.000273502681 Long ABS-MBS USGSE US N 2 2047-06-15 Floating 2.39267160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F1G77 13000000.00000000 PA USD 273107.90000000 0.001625385108 Long ABS-MBS USGSE US N 2 2045-07-25 Variable 2.18806200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F2LM6 25000122.00000000 PA USD 594140.40000000 0.003535990567 Long ABS-MBS USGSE US N 2 2045-08-25 Variable 2.16027000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4XA5 5471000.00000000 PA USD 176478.59000000 0.001050301628 Long ABS-MBS USGSE US N 2 2028-05-25 Variable 2.12339160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F64S3 39674788.00000000 PA USD 1073437.10000000 0.006388495817 Long ABS-MBS USGSE US N 2 2048-11-25 Variable 2.80447560 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F6GV3 33970114.15000000 PA USD 1118785.33000000 0.006658383058 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 0.91437480 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F72D6 111835933.60000000 PA USD 792368.77000000 0.004715734692 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 0.71883720 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F72E4 21422537.00000000 PA USD 646658.56000000 0.003848549212 Long ABS-MBS USGSE US N 2 2047-11-25 Variable 2.48158080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F72J3 4940551.75000000 PA USD 686497.57000000 0.004085648665 Long ABS-MBS USGSE US N 2 2055-10-25 Variable 2.73385080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F72S3 38372365.00000000 PA USD 3882868.92000000 0.023108658956 Long ABS-MBS USGSE US N 2 2048-11-25 Variable 2.74064400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F7HC2 22705041.91000000 PA USD 3724560.05000000 0.022166493315 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F82T9 36429764.81000000 PA USD 1171595.81000000 0.006972681428 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 0.86294880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F83T8 52191816.00000000 PA USD 5552849.10000000 0.033047444746 Long ABS-MBS USGSE US N 2 2048-11-25 Variable 2.77211160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F84K6 36631000.00000000 PA USD 3602801.71000000 0.021441855937 Long ABS-MBS USGSE US N 2 2049-01-25 Variable 2.62914480 N N N N N N FHLMC, Multi-Class Certificates N/A 3137F85E9 31380905.00000000 PA USD 3821262.22000000 0.022742010417 Long ABS-MBS USGSE US N 2 2034-03-27 Variable 2.12608080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F8ZX4 12422806.09000000 PA USD 351621.31000000 0.002092652907 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 0.75880440 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F96G1 28418195.74000000 PA USD 4690852.32000000 0.027917323173 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9YZ8 64832837.15000000 PA USD 1766506.80000000 0.010513258115 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 0.71083440 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9Z38 17689000.00000000 PA USD 674409.05000000 0.004013704571 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.93484800 N N N N N N FHLMC, Multi-Class Certificates N/A 3137F9ZN4 40000000.00000000 PA USD 2451124.00000000 0.014587715873 Long ABS-MBS USGSE US N 2 2034-10-27 Variable 0.95900040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FAWV6 91000000.00000000 PA USD 2262378.30000000 0.013464407283 Long ABS-MBS USGSE US N 2 2044-09-25 Variable 2.11502880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FCJN5 42244907.00000000 PA USD 1222998.51000000 0.007278601481 Long ABS-MBS USGSE US N 2 2044-12-25 Variable 2.04217920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FDDW9 5212726.57000000 PA USD 574674.96000000 0.003420143181 Long ABS-MBS USGSE US N 2 2048-01-15 Floating 2.39267160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FEBT6 20640000.00000000 PA USD 667109.57000000 0.003970262158 Long ABS-MBS USGSE US N 2 2045-12-25 Variable 2.14082280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FGR64 2680000.00000000 PA USD 106931.46000000 0.000636396100 Long ABS-MBS USGSE US N 2 2046-06-25 Variable 2.21315400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FGZW8 9000000.00000000 PA USD 365227.20000000 0.002173627536 Long ABS-MBS USGSE US N 2 2046-07-25 Variable 2.25470520 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FHPL1 136173144.50000000 PA USD 405864.06000000 0.002415475345 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 0.11453040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FJEL9 29425000.00000000 PA USD 1375768.82000000 0.008187804718 Long ABS-MBS USGSE US N 2 2046-09-25 Variable 2.23583400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FJKH1 49000000.00000000 PA USD 2417214.10000000 0.014385903159 Long ABS-MBS USGSE US N 2 2046-10-25 Variable 2.21404680 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FJXY0 15000000.00000000 PA USD 782781.00000000 0.004658673661 Long ABS-MBS USGSE US N 2 2046-11-25 Variable 2.29318920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FJZC6 19450000.00000000 PA USD 986834.65000000 0.005873086587 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 2.24271720 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FKUS3 87707499.29000000 PA USD 4579120.83000000 0.027252359985 Long ABS-MBS USGSE US N 2 2046-01-25 Variable 2.27084760 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FL2P8 200000.00000000 PA USD 40142.32000000 0.000238904583 Long ABS-MBS USGSE US N 2 2037-01-25 Variable 3.40108560 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FL6H2 94986525.00000000 PA USD 5491228.00000000 0.032680710505 Long ABS-MBS USGSE US N 2 2047-02-25 Variable 2.34920160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FL6S8 132506354.00000000 PA USD 7637427.73000000 0.045453688073 Long ABS-MBS USGSE US N 2 2046-01-25 Variable 2.29841280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FLMY7 147080000.00000000 PA USD 9121901.60000000 0.054288444306 Long ABS-MBS USGSE US N 2 2029-10-25 Variable 2.31412680 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FLN67 6517042.74000000 PA USD 1443.52000000 0.000008591021 Long ABS-MBS USGSE US N 2 2026-07-25 Variable 4.09534560 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FLNB6 8764566.63000000 PA USD 125481.42000000 0.000746795063 Long ABS-MBS USGSE US N 2 2029-03-25 Variable 0.55709640 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FLNC4 81933000.00000000 PA USD 5308873.31000000 0.031595437624 Long ABS-MBS USGSE US N 2 2046-04-25 Variable 2.28106080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FLYY4 103000000.00000000 PA USD 6120342.40000000 0.036424846713 Long ABS-MBS USGSE US N 2 2047-05-25 Variable 2.24829720 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMCG5 20589473.42000000 PA USD 135285.19000000 0.000805141605 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 1.27166400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMCU4 136527499.00000000 PA USD 8108846.01000000 0.048259305384 Long ABS-MBS USGSE US N 2 2047-05-25 Variable 2.20790160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMTV4 7134407.00000000 PA USD 1435633.89000000 0.008544088053 Long ABS-MBS USGSE US N 2 2034-10-25 Variable 3.15493920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMU34 35331062.00000000 PA USD 2184282.85000000 0.012999626947 Long ABS-MBS USGSE US N 2 2047-07-25 Variable 2.12389200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMU91 1118805.35000000 PA USD 248.49000000 0.000001478873 Long ABS-MBS USGSE US N 2 2047-05-25 Variable 2.15902080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMUR1 117285061.00000000 PA USD 2231160.63000000 0.013278617212 Long ABS-MBS USGSE US N 2 2029-05-25 Variable 0.75652200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNAH3 91253142.00000000 PA USD 5443833.94000000 0.032398647631 Long ABS-MBS USGSE US N 2 2047-08-25 Variable 2.09737800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNAJ9 9000000.00000000 PA USD 326183.40000000 0.001941260728 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 1.23411240 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNBB5 48669127.00000000 PA USD 2619377.28000000 0.015589065067 Long ABS-MBS USGSE US N 2 2051-08-25 Variable 2.04317280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNHC7 1393604.96000000 PA USD 303934.93000000 0.001808850308 Long ABS-MBS USGSE US N 2 2049-07-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNX21 89230486.00000000 PA USD 179165.89000000 0.001066294931 Long ABS-MBS USGSE US N 2 2047-09-25 Variable 1.98428400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNX88 93876048.00000000 PA USD 5457765.68000000 0.032481561537 Long ABS-MBS USGSE US N 2 2046-09-25 Variable 2.01854880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPA39 7968128.62000000 PA USD 778036.76000000 0.004630438604 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 2.27342160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPHN8 145702259.00000000 PA USD 8385674.96000000 0.049906836096 Long ABS-MBS USGSE US N 2 2047-10-25 Variable 2.00277360 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPHS7 23429853.05000000 PA USD 560186.70000000 0.003333917180 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.01087280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPJB2 12475100.00000000 PA USD 2320987.36000000 0.013813215550 Long ABS-MBS USGSE US N 2 2037-12-25 Variable 2.93077800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPJK2 49100000.00000000 PA USD 2716943.59000000 0.016169725046 Long ABS-MBS USGSE US N 2 2047-10-25 Variable 1.95268320 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPJQ9 91241780.25500000 PA USD 718237.05000000 0.004274544255 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 1.11675960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQ3C5 226224089.55000000 PA USD 4151641.87000000 0.024708244872 Long ABS-MBS USGSE US N 2 2029-09-25 Variable 0.64288440 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQ4C4 81000000.00000000 PA USD 4704463.80000000 0.027998331071 Long ABS-MBS USGSE US N 2 2029-10-25 Variable 1.89021600 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQK28 48945916.99000000 PA USD 1764187.05000000 0.010499452264 Long ABS-MBS USGSE US N 2 2034-10-25 Variable 0.57546360 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQKF9 69791338.00000000 PA USD 4235426.93000000 0.025206886577 Long ABS-MBS USGSE US N 2 2046-12-25 Variable 1.89146160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQKR3 80100000.00000000 PA USD 4594431.87000000 0.027343482711 Long ABS-MBS USGSE US N 2 2046-12-25 Variable 1.85267880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQXM0 74853020.00000000 PA USD 629004.90000000 0.003743484525 Long ABS-MBS USGSE US N 2 2048-01-25 Variable 1.78242840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FREK3 6552339.63000000 PA USD 224972.62000000 0.001338910907 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.10425320 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FREL1 45985000.00000000 PA USD 2877332.03000000 0.017124267122 Long ABS-MBS USGSE US N 2 2047-02-25 Variable 1.89333360 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FRUL3 63386740.08000000 PA USD 2960490.37000000 0.017619178940 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.51220880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FRUM1 118746000.00000000 PA USD 7903484.39000000 0.047037108154 Long ABS-MBS USGSE US N 2 2048-03-25 Variable 1.91825280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FRUW9 100621542.00000000 PA USD 6042826.70000000 0.035963516725 Long ABS-MBS USGSE US N 2 2048-03-25 Variable 1.90899360 N N N N N N FHLMC, Multi-Class Certificates N/A 3137FRV24 38620000.00000000 PA USD 1691069.39000000 0.010064296944 Long ABS-MBS USGSE US N 2 2029-01-27 Fixed 2.01300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FRZC8 182678104.65000000 PA USD 9026673.19000000 0.053721698198 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.58234760 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTBQ9 63492000.00000000 PA USD 7037078.68000000 0.041880747102 Long ABS-MBS USGSE US N 2 2048-04-25 Variable 3.49107840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTFV4 71537135.00000000 PA USD 1776860.82000000 0.010574879438 Long ABS-MBS USGSE US N 2 2048-05-25 Variable 3.31756560 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTG27 38506373.11000000 PA USD 1956651.29000000 0.011644891519 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.56427920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTG35 13770000.00000000 PA USD 1578690.57000000 0.009395481210 Long ABS-MBS USGSE US N 2 2048-05-25 Variable 3.38303520 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZM2 19627667.70000000 PA USD 1787036.34000000 0.010635438428 Long ABS-MBS USGSE US N 2 2035-02-25 Variable 1.50421320 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZN0 6000000.00000000 PA USD 1453060.20000000 0.008647799680 Long ABS-MBS USGSE US N 2 2038-03-25 Variable 3.67866360 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZS9 123230838.78000000 PA USD 6386438.22000000 0.038008499853 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.63531440 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZT7 28200000.00000000 PA USD 3221128.08000000 0.019170348469 Long ABS-MBS USGSE US N 2 2048-06-25 Variable 3.37458960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZF4 52233991.00000000 PA USD 5859149.45000000 0.034870372708 Long ABS-MBS USGSE US N 2 2048-04-25 Variable 3.17838960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZL1 2500000.00000000 PA USD 593191.50000000 0.003530343246 Long ABS-MBS USGSE US N 2 2038-10-25 Variable 3.45549960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZY3 47630000.00000000 PA USD 5091932.78000000 0.030304329213 Long ABS-MBS USGSE US N 2 2048-07-25 Variable 3.00477960 N N N N N N FHLMC, Multi-Class Certificates S6XOOCT0IEG5ABCC6L87 3137FV2D3 13019277.03000000 PA USD 289272.71000000 0.001721588994 Long ABS-MBS USGSE US N 2 2028-12-27 Variable 2.51777880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVNK4 10750000.00000000 PA USD 999691.95000000 0.005949606028 Long ABS-MBS USGSE US N 2 2048-08-25 Variable 2.73414240 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVNQ1 25248052.59000000 PA USD 3501384.78000000 0.020838279227 Long ABS-MBS USGSE US N 2 2035-09-25 Variable 3.93905520 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVSU7 26671155.17000000 PA USD 4210431.24000000 0.025058126244 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWHN3 49911049.73000000 PA USD 1546229.35000000 0.009202290227 Long ABS-MBS USGSE US N 2 2034-01-25 Variable 1.32571080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWHW3 23000000.00000000 PA USD 2468665.90000000 0.014692115427 Long ABS-MBS USGSE US N 2 2047-09-25 Variable 3.01780800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FX3T3 86002928.63000000 PA USD 3624679.43000000 0.021572059861 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 1.21115880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FX3U0 36500000.00000000 PA USD 3765241.45000000 0.022408606201 Long ABS-MBS USGSE US N 2 2048-10-25 Variable 2.86693920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXQS0 8000000.00000000 PA USD 817282.40000000 0.004864006651 Long ABS-MBS USGSE US N 2 2048-09-25 Variable 2.72677680 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXQX9 14462489.25000000 PA USD 812437.56000000 0.004835172879 Long ABS-MBS USGSE US N 2 2035-10-25 Variable 0.85473720 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXYY8 39727360.00000000 PA USD 4178547.56000000 0.024868372455 Long ABS-MBS USGSE US N 2 2049-01-25 Variable 2.62752840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXZ68 8065740.00000000 PA USD 844672.52000000 0.005027017289 Long ABS-MBS USGSE US N 2 2049-03-25 Variable 2.64875760 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUL8 94591858.39000000 PA USD 1876475.45000000 0.011167729868 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.50664960 N N N N N N FHLMC STACR Debt Notes N/A 3137G0PR4 11000000.00000000 PA USD 11410644.30000000 0.067909757717 Long ABS-MBS CORP US N 2 2029-10-25 Floating 8.87658120 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes N/A 3137G0RJ0 15800000.00000000 PA USD 16509162.46000000 0.098253279421 Long ABS-MBS CORP US N 2 2030-03-25 Floating 8.17657920 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes N/A 3137G0UX5 34415000.00000000 PA USD 36450860.62000000 0.216935086944 Long ABS-MBS CORP US N 2 2030-09-25 Floating 8.07657840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H0GP7 21407113.86000000 PA USD 192017.53000000 0.001142780687 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 0.60299640 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H0GY8 16000000.00000000 PA USD 724396.80000000 0.004311203634 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 2.65071240 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H13S3 26500000.00000000 PA USD 3517933.30000000 0.020936766740 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 3.15985320 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H14D5 3891295.44000000 PA USD 59556.28000000 0.000354445589 Long ABS-MBS USGSE US N 2 2028-05-25 Variable 0.90123840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H14E3 5000000.00000000 PA USD 266605.00000000 0.001586683493 Long ABS-MBS USGSE US N 2 2049-06-25 Variable 2.95346520 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H1YX8 29732257.36000000 PA USD 1279051.98000000 0.007612200309 Long ABS-MBS USGSE US N 2 2031-06-25 Variable 1.03361760 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2HC1 2372179.03000000 PA USD 255832.87000000 0.001522573814 Long ABS-MBS USGSE US N 2 2051-05-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2N83 18815676.96000000 PA USD 597593.43000000 0.003556541066 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 0.72434520 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2N91 19368680.00000000 PA USD 2476661.49000000 0.014739700696 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 2.94663960 N N N N N N FHLMC, Multi-Class Certificates N/A 3137H2NR1 9361197.73000000 PA USD 955008.80000000 0.005683676970 Long ABS-MBS USGSE US N 2 2045-09-25 Variable 1.74116160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2NZ3 17749620.95000000 PA USD 1278780.32000000 0.007610583541 Long ABS-MBS USGSE US N 2 2036-08-25 Variable 0.97763400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2P24 10834295.00000000 PA USD 2677574.67000000 0.015935423305 Long ABS-MBS USGSE US N 2 2039-09-25 Variable 3.35213640 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2UZ5 6693936.60000000 PA USD 630325.17000000 0.003751342032 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2YQ1 9212710.26000000 PA USD 953889.55000000 0.005677015821 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2YT5 11091931.80000000 PA USD 7121782.23000000 0.042384855144 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4C73 55963874.01000000 PA USD 1311311.92000000 0.007804193386 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 0.53135640 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4SK7 98373882.41000000 PA USD 1483714.24000000 0.008830235340 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.39137760 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H6M36 169602666.66000000 PA USD 2583404.78000000 0.015374976914 Long ABS-MBS USGSE US N 2 2032-01-25 Variable 0.29029680 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H74T7 100000000.00000000 PA USD 729460.00000000 0.004341336962 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 0.21717720 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H8C74 15000000.00000000 PA USD 2775255.00000000 0.016516761867 Long ABS-MBS USGSE US N 2 2050-06-25 Variable 3.80163960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H8UC3 18414000.00000000 PA USD 3837429.72000000 0.022838230313 Long ABS-MBS USGSE US N 2 2054-08-25 Variable 4.14616680 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9CB3 24913709.27000000 PA USD 484688.74000000 0.002884595649 Long ABS-MBS USGSE US N 2 2032-09-25 Variable 0.31022640 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9MB2 2625000.00000000 PA USD 586408.73000000 0.003489976002 Long ABS-MBS USGSE US N 2 2055-11-25 Variable 4.33415880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9PD5 21974986.66000000 PA USD 601688.32000000 0.003580911555 Long ABS-MBS USGSE US N 2 2032-12-25 Variable 0.44170200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9UF4 10889857.11000000 PA USD 249330.90000000 0.001483877734 Long ABS-MBS USGSE US N 2 2033-01-25 Variable 0.35287560 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HB3A0 8038000.00000000 PA USD 2501753.55000000 0.014889034570 Long ABS-MBS USGSE US N 2 2033-11-25 Variable 5.47725600 N N N N N N FHLMC, Multi-Class Certificates N/A 3137HBCL6 186283329.00000000 PA USD 35803003.84000000 0.213079406597 Long ABS-MBS USGSE US N 2 2036-04-27 Variable 3.39159960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBSQ8 9906690.00000000 PA USD 10316568.40000000 0.061398431333 Long ABS-MBS USGSE US N 2 2054-03-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCRC8 5663977.90000000 PA USD 5766637.50000000 0.034319793446 Long ABS-MBS USGSE US N 2 2054-05-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCVR0 14992218.60000000 PA USD 966761.22000000 0.005753620785 Long ABS-MBS USGSE US N 2 2054-05-25 Floating 2.23790040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HFP33 67000000.00000000 PA USD 1603035.30000000 0.009540367395 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 0.81586800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HJW29 26107115.74000000 PA USD 1458594.11000000 0.008680734410 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 2.23790040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HJZV2 4588679.00000000 PA USD 1147887.42000000 0.006831582383 Long ABS-MBS USGSE US N 2 2057-02-25 Variable 5.25653280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HK3P7 67051781.16000000 PA USD 4238430.25000000 0.025224760654 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 2.26789920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HK3Q5 32314800.46000000 PA USD 1796828.93000000 0.010693718434 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 2.26789920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HKPH1 296389162.53000000 PA USD 1604265.62000000 0.009547689569 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 0.10305720 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HKR89 68185448.24000000 PA USD 4216901.77000000 0.025096635211 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 2.36790000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HLTF9 39502636.53000000 PA USD 2325192.34000000 0.013838241233 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 2.13789960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HLYX4 1465163.37000000 PA USD 1439314.37000000 0.008565992206 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HM3G3 2809887.00000000 PA USD 2840902.81000000 0.016907460828 Long ABS-MBS USGSE US N 2 2036-05-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HME22 20181844.76000000 PA USD 19260226.69000000 0.114626071387 Long ABS-MBS USGSE US N 2 2055-08-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HMFK1 3440106.98000000 PA USD 3125306.23000000 0.018600070538 Long ABS-MBS USGSE US N 2 2055-08-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HMGY0 47938868.18000000 PA USD 2998892.60000000 0.017847727484 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 2.23790040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HMVR8 4189164.49000000 PA USD 4127986.35000000 0.024567460479 Long ABS-MBS USGSE US N 2 2055-09-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HMYG9 5725792.41000000 PA USD 5447878.48000000 0.032422718465 Long ABS-MBS USGSE US N 2 2055-06-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HP2L6 14492566.09000000 PA USD 14207771.22000000 0.084556688990 Long ABS-MBS USGSE US N 2 2032-11-15 Fixed 4.25000000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HPJG9 13433150.64000000 PA USD 13143576.24000000 0.078223197090 Long ABS-MBS USGSE US N 2 2056-01-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HPKU6 13631029.13000000 PA USD 13271133.16000000 0.078982344365 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 4.15000000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HPLY7 15908442.08000000 PA USD 15695275.32000000 0.093409479453 Long ABS-MBS USGSE US N 2 2031-07-15 Fixed 4.35000000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HPVR1 11812875.51000000 PA USD 11430159.61000000 0.068025901902 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HPZZ9 4969491.76000000 PA USD 4961914.78000000 0.029530534969 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HQ6G1 2573981.84000000 PA USD 2540293.05000000 0.015118400067 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HQ6H9 6571544.13000000 PA USD 6217349.73000000 0.037002179956 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HR5Q8 7297676.29000000 PA USD 7162572.22000000 0.042627614296 Long ABS-MBS USGSE US N 2 2056-04-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393D5Z0 837817.39430000 PA USD 76702.77000000 0.000456491885 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 3.32341920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395DVD8 719007.37000000 PA USD 73361.47000000 0.000436606340 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 2.83341960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396NCP9 965285.03000000 PA USD 80942.24000000 0.000481722833 Long ABS-MBS USGSE US N 2 2036-04-15 Floating 2.84267160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397VEB9 14706.65660000 PA USD 373.43000000 0.000002222446 Long ABS-MBS USGSE US N 2 2030-05-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397VGA9 74687.64000000 PA USD 2613.02000000 0.000015551230 Long ABS-MBS USGSE US N 2 2030-07-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A7DC5 317358.51000000 PA USD 344716.94000000 0.002051561968 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A7DN1 436945.84000000 PA USD 474613.64000000 0.002824634302 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ASK23 870842.93000000 PA USD 875289.97000000 0.005209235187 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140AUYV9 6547321.41000000 PA USD 6689469.00000000 0.039811969167 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140B9NV7 11672212.83000000 PA USD 11925625.91000000 0.070974639546 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BNDZ8 1900843.20000000 PA USD 1910346.77000000 0.011369312976 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BQSQ5 1491219.16000000 PA USD 1498674.75000000 0.008919271909 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BRR68 1493668.26000000 PA USD 1508362.58000000 0.008976928442 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BSD46 1334295.08000000 PA USD 1340966.10000000 0.007980678440 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BUL59 1364066.56000000 PA USD 1370886.43000000 0.008158747470 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BUSY9 6322743.98000000 PA USD 6362674.64000000 0.037867072347 Long ABS-MBS USGSE US N 2 2055-11-01 Variable 5.31900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BUYM8 811426.26000000 PA USD 815483.12000000 0.004853298345 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BVXP0 902844.07000000 PA USD 907357.98000000 0.005400086004 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BWZQ4 2365826.48000000 PA USD 2380465.43000000 0.014167195677 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BWZU5 1998547.51000000 PA USD 2013657.53000000 0.011984160700 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BWZW1 888904.31000000 PA USD 910452.95000000 0.005418505530 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BXHE9 1861646.03000000 PA USD 1874604.54000000 0.011156595261 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BXHM1 2591177.13000000 PA USD 2638474.97000000 0.015702723811 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BXK39 2325368.15000000 PA USD 2355824.08000000 0.014020544177 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BXK54 3579486.65000000 PA USD 3615141.20000000 0.021515293663 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BXVB9 501840.01000000 PA USD 534374.40000000 0.003180296842 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JCWV2 14411675.25000000 PA USD 14413978.96000000 0.085783921852 Long ABS-MBS USGSE US N 2 2055-11-01 Variable 4.87299960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JCWY6 3377212.92000000 PA USD 3388388.59000000 0.020165789253 Long ABS-MBS USGSE US N 2 2055-10-01 Variable 5.02099920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JCXC3 20661988.46000000 PA USD 20708698.40000000 0.123246562947 Long ABS-MBS USGSE US N 2 2055-11-01 Variable 4.98399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LDXF1 2190000.00000000 PA USD 1906590.68000000 0.011346958834 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 1.72000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LDXU8 10793424.61000000 PA USD 9481797.83000000 0.056430344898 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 1.69000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LEXY8 2400000.00000000 PA USD 2014916.90000000 0.011991655764 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 1.97000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LH3C2 23000000.00000000 PA USD 23156201.97000000 0.137812732051 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 4.78000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NVKZ9 4700000.00000000 PA USD 4804920.83000000 0.028596194994 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NX4X8 11286674.98000000 PA USD 11479676.11000000 0.068320596349 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.97000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QS4W8 15736737.64000000 PA USD 16597479.59000000 0.098778893465 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QS5B3 34132730.27000000 PA USD 35666924.13000000 0.212269536454 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QT3N7 10158892.80000000 PA USD 10477525.56000000 0.062356358112 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QUNM4 33435875.99000000 PA USD 34370162.30000000 0.204551937046 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QVE34 43064446.74000000 PA USD 44761437.44000000 0.266394981013 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U03Z8 617644.27000000 PA USD 620732.28000000 0.003694250529 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U0DC8 448038.09000000 PA USD 451349.33000000 0.002686178171 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U0V38 1504958.96000000 PA USD 1512483.24000000 0.009001452300 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U0WS2 788483.20000000 PA USD 814296.14000000 0.004846234105 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U12G9 2850478.23000000 PA USD 2942324.52000000 0.017511065986 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U12S3 740848.12000000 PA USD 760367.36000000 0.004525280241 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U12X2 1167051.91000000 PA USD 1221159.82000000 0.007267658629 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U13H6 490834.69000000 PA USD 510915.50000000 0.003040682621 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1N43 1050429.18000000 PA USD 1099460.55000000 0.006543372802 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1N50 918678.10000000 PA USD 964744.71000000 0.005741619648 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1N68 1003775.92000000 PA USD 1052750.93000000 0.006265383331 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NJ0 4621377.67000000 PA USD 4754502.46000000 0.028296133122 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NL5 6170708.97000000 PA USD 6346943.43000000 0.037773449004 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NN1 5965498.68000000 PA USD 6132689.65000000 0.036498330623 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NS0 5483425.85000000 PA USD 5616341.19000000 0.033425314070 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NT8 6685760.62000000 PA USD 6880089.94000000 0.040946438134 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NU5 2363210.97000000 PA USD 2439402.88000000 0.014517958337 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NV3 2002360.64000000 PA USD 2066267.08000000 0.012297263247 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NX9 1468313.63000000 PA USD 1538181.92000000 0.009154396436 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NY7 499930.16000000 PA USD 522361.26000000 0.003108801367 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1NZ4 492259.10000000 PA USD 513243.98000000 0.003054540428 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1TB1 1912803.45000000 PA USD 1931645.31000000 0.011496069945 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1TN5 3477762.30000000 PA USD 3512002.33000000 0.020901468932 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1TQ8 656396.33000000 PA USD 660688.69000000 0.003932048680 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U1ZZ1 1075053.29000000 PA USD 1144200.16000000 0.006809637878 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U34B4 2433166.35000000 PA USD 2502116.57000000 0.014891195061 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U34C2 2045558.88000000 PA USD 2136207.84000000 0.012713511440 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U34U2 2566998.77000000 PA USD 2643831.20000000 0.015734601089 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U3JX0 781422.26000000 PA USD 785329.11000000 0.004673838583 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4SW0 1474633.08000000 PA USD 1485522.12000000 0.008840994829 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4SZ3 2071779.16000000 PA USD 2125303.26000000 0.012648613493 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4TV1 3224420.72000000 PA USD 3250282.80000000 0.019343861017 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4UB3 1225306.38000000 PA USD 1238394.42000000 0.007370229306 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4W54 3391705.03000000 PA USD 3424811.70000000 0.020382559184 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4W96 2357726.12000000 PA USD 2383463.51000000 0.014185038569 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4X38 638555.49000000 PA USD 667986.30000000 0.003975479964 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4X46 465900.90000000 PA USD 487364.27000000 0.002900518903 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4XA2 6007422.82000000 PA USD 6037457.89000000 0.035931564577 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4XL8 1957859.32000000 PA USD 2015128.11000000 0.011992912768 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4XM6 4318456.99000000 PA USD 4442852.39000000 0.026441366626 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4XP9 2707477.66000000 PA USD 2784808.34000000 0.016573617991 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U4XU8 1648096.78000000 PA USD 1697235.81000000 0.010100996018 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U52D7 928515.21000000 PA USD 939050.00000000 0.005588699139 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U52Q8 3810084.10000000 PA USD 3902445.00000000 0.023225164810 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U54T0 1757763.07000000 PA USD 1798115.70000000 0.010701376567 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U5GR1 2231185.88000000 PA USD 2252942.98000000 0.013408253548 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U5GS9 3037803.68000000 PA USD 3057766.21000000 0.018198110204 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U5JD9 804537.15000000 PA USD 843962.42000000 0.005022791172 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U5Z41 3343238.98000000 PA USD 3376506.58000000 0.020095074191 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U6FL3 1364120.82000000 PA USD 1428934.61000000 0.008504217694 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U6FU3 424482.31000000 PA USD 428665.40000000 0.002551176137 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U6LX0 2594567.87000000 PA USD 2645219.52000000 0.015742863592 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U75K4 2450708.14000000 PA USD 2472991.62000000 0.014717859687 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U75T5 557687.38000000 PA USD 564014.81000000 0.003356699945 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U77L0 1282844.27000000 PA USD 1293752.49000000 0.007699689503 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7B68 591162.40000000 PA USD 600496.53000000 0.003573818689 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7B92 1002373.59000000 PA USD 1011864.64000000 0.006022051055 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7C26 994315.90000000 PA USD 1035835.25000000 0.006164710687 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7C34 652225.86000000 PA USD 684975.39000000 0.004076589503 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7C75 472950.74000000 PA USD 495475.12000000 0.002948790135 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CE0 1140819.53000000 PA USD 1156639.65000000 0.006883670749 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CF7 663656.91000000 PA USD 674125.12000000 0.004012014779 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CK6 1043274.59000000 PA USD 1076398.77000000 0.006406122017 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CU4 524680.42000000 PA USD 550757.49000000 0.003277799809 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CV2 492610.22000000 PA USD 516345.06000000 0.003072996318 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CW0 491290.31000000 PA USD 512958.68000000 0.003052842483 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7CY6 728720.28000000 PA USD 760794.92000000 0.004527824838 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7ER9 513045.22000000 PA USD 521337.49000000 0.003102708462 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U7EV0 1059052.37000000 PA USD 1079727.96000000 0.006425935489 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U8A26 1386330.62000000 PA USD 1367601.29000000 0.008139196159 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U8AY6 917503.09000000 PA USD 905689.28000000 0.005390154837 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U8BJ8 319342.79000000 PA USD 322726.65000000 0.001920688090 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9C89 777720.14000000 PA USD 785083.94000000 0.004672379468 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9DA3 907687.92000000 PA USD 915588.65000000 0.005449070337 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9DB1 439118.57000000 PA USD 442852.46000000 0.002635609565 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9DF2 1546234.69000000 PA USD 1553965.34000000 0.009248330503 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9Y44 3063406.26000000 PA USD 3159455.63000000 0.018803308622 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9Y77 838786.09000000 PA USD 876083.70000000 0.005213959023 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9Y93 519229.16000000 PA USD 542083.11000000 0.003226174762 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9YM4 3034067.50000000 PA USD 3049236.81000000 0.018147347997 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9YR3 578774.32000000 PA USD 585341.81000000 0.003483626292 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9ZB7 1775441.51000000 PA USD 1855912.38000000 0.011045350004 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9ZD3 579142.97000000 PA USD 605835.63000000 0.003605594019 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140U9ZF8 319607.07000000 PA USD 339038.12000000 0.002017764815 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UAS30 1147618.02000000 PA USD 1180974.34000000 0.007028497181 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UAS48 349228.35000000 PA USD 359641.03000000 0.002140381784 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UAS63 239647.05000000 PA USD 245608.29000000 0.001461722846 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UASS5 249404.24000000 PA USD 256527.54000000 0.001526708100 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UASY2 229806.63000000 PA USD 235341.99000000 0.001400623584 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UATJ4 1518253.49000000 PA USD 1581652.16000000 0.009413106933 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UATK1 269694.26000000 PA USD 281108.65000000 0.001673001086 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UATP0 309667.36000000 PA USD 323938.90000000 0.001927902722 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UATU9 239830.61000000 PA USD 254321.60000000 0.001513579582 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UEBN6 3497429.77000000 PA USD 3652949.39000000 0.021740306814 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UEBV8 6668139.07000000 PA USD 6946591.42000000 0.041342217660 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UGF98 1450000.00000000 PA USD 1538046.81000000 0.009153592337 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UGFR8 2440000.00000000 PA USD 2549491.51000000 0.015173144144 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UGFS6 1520000.00000000 PA USD 1587590.08000000 0.009448446104 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UGFU1 1550000.00000000 PA USD 1618365.71000000 0.009631605400 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UGFW7 890000.00000000 PA USD 929173.88000000 0.005529922010 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UGGA4 1270000.00000000 PA USD 1346735.53000000 0.008015014853 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UHE22 300000.00000000 PA USD 318058.85000000 0.001892907961 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UHEG1 1420000.00000000 PA USD 1482495.44000000 0.008822981726 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UHEJ5 1700000.00000000 PA USD 1770991.69000000 0.010539949666 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UHEX4 300000.00000000 PA USD 318216.66000000 0.001893847158 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UHEZ9 200000.00000000 PA USD 212039.27000000 0.001261938859 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UHV56 1883059.00000000 PA USD 1937797.72000000 0.011532685640 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UHWA4 3565931.00000000 PA USD 3643350.21000000 0.021683177876 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W0P66 789530.07000000 PA USD 793477.45000000 0.004722332934 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W0S71 41961619.74000000 PA USD 43524218.85000000 0.259031749588 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W2D73 32449453.79000000 PA USD 33346727.27000000 0.198461025517 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W3GJ2 91884767.00000000 PA USD 95241027.18000000 0.566821198746 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W3PD5 6526766.03000000 PA USD 6668609.49000000 0.039687825058 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140W3YV5 34494322.98000000 PA USD 35754301.94000000 0.212789560192 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XQ3V7 19191507.72000000 PA USD 20280284.94000000 0.120696886215 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FTB3 85930582.50000000 PA USD 86360206.20000000 0.513967531132 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FUY1 4688797.92000000 PA USD 4712240.32000000 0.028044612558 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427D5P2 2984407.03000000 PA USD 3006218.30000000 0.017891325943 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427D5S6 4492365.19000000 PA USD 4517352.85000000 0.026884751597 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427GW42 3311234.91000000 PA USD 3327789.96000000 0.019805140181 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427H6N7 3411601.88000000 PA USD 3428658.73000000 0.020405454550 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427HB35 1147638.73000000 PA USD 1153529.74000000 0.006865162308 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427KDX0 2302172.08000000 PA USD 2318320.14000000 0.013797341752 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427PZJ6 26307070.27000000 PA USD 27712576.80000000 0.164929720596 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427QHR6 2222673.86000000 PA USD 2240098.51000000 0.013331810463 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427QRN4 102580159.00000000 PA USD 106327109.60000000 0.632799346113 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427RCY4 18518505.67000000 PA USD 18640668.36000000 0.110938807550 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3142BBEC0 6372853.18000000 PA USD 6392058.28000000 0.038041947299 Long ABS-MBS USGSE US N 2 2055-06-01 Variable 5.21899920 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3142BBK66 11007894.36000000 PA USD 10977894.77000000 0.065334275127 Long ABS-MBS USGSE US N 2 2055-11-01 Variable 5.04399960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3142BBKA7 3950825.40000000 PA USD 3946363.57000000 0.023486543516 Long ABS-MBS USGSE US N 2 2055-11-01 Variable 4.89700080 N Y N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GUD34 2907156.63000000 PA USD 2921926.58000000 0.017389668882 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6CX9 38942784.71000000 PA USD 39137485.39000000 0.232924371371 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6CY7 22011382.72000000 PA USD 22489267.45000000 0.133843511692 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6DH3 43723945.01000000 PA USD 43942549.87000000 0.261521421290 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JNKC9 4338336.17000000 PA USD 4363445.29000000 0.025968780085 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JPKC4 1393151.49000000 PA USD 1400116.77000000 0.008332710066 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JR3D7 2028452.08000000 PA USD 2038603.10000000 0.012132622748 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JS2H7 8220849.37000000 PA USD 8295608.54000000 0.049370811258 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JS2J3 8382543.56000000 PA USD 8455510.67000000 0.050322459090 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JS2N4 3327000.61000000 PA USD 3359576.27000000 0.019994314477 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JSKD6 7528764.12000000 PA USD 7566405.38000000 0.045031002863 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JSXE0 351063.88000000 PA USD 352819.08000000 0.002099781363 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JSZ57 2152641.37000000 PA USD 2173025.96000000 0.012932632249 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JSZN8 3073319.48000000 PA USD 3106875.61000000 0.018490381821 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JSZP3 3063319.03000000 PA USD 3095778.66000000 0.018424338996 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JSZS7 6503025.85000000 PA USD 6567747.87000000 0.039087553242 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JSZT5 6411597.56000000 PA USD 6472311.99000000 0.038519572388 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTT45 12091659.37000000 PA USD 12233145.45000000 0.072804823443 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTTE3 2611937.45000000 PA USD 2632886.60000000 0.015669464966 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTWU3 1307438.59000000 PA USD 1345589.61000000 0.008008194980 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTWX7 1253276.14000000 PA USD 1291942.35000000 0.007688916564 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTXG3 463738.35000000 PA USD 483544.46000000 0.002877785536 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTXT5 720809.30000000 PA USD 769284.37000000 0.004578349285 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 7.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTZT3 1253184.42000000 PA USD 1316709.98000000 0.007836319613 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JTZX4 923454.21000000 PA USD 930436.02000000 0.005537433560 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUA59 1448260.98000000 PA USD 1493580.64000000 0.008888954622 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUB25 679587.07000000 PA USD 684649.62000000 0.004074650702 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUB41 641593.98000000 PA USD 645534.00000000 0.003841856461 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUB58 999786.70000000 PA USD 1010380.83000000 0.006013220249 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBA7 8439566.50000000 PA USD 8481761.46000000 0.050478689075 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBC3 1134580.88000000 PA USD 1168410.83000000 0.006953726213 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBD1 517818.49000000 PA USD 541685.01000000 0.003223805494 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBE9 2568544.22000000 PA USD 2640543.85000000 0.015715036625 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBM1 2697050.57000000 PA USD 2774751.30000000 0.016513764127 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBN9 1035390.35000000 PA USD 1082313.00000000 0.006441320198 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBR0 786624.61000000 PA USD 821240.83000000 0.004887565007 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBS8 516474.26000000 PA USD 522334.17000000 0.003108640143 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUBT6 506680.90000000 PA USD 529416.91000000 0.003150792641 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUFX3 1285450.15000000 PA USD 1302856.69000000 0.007753872597 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUJ76 2280346.75000000 PA USD 2291874.72000000 0.013639953438 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUJZ4 717150.64000000 PA USD 724184.44000000 0.004309939786 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUT91 477813.30000000 PA USD 481030.13000000 0.002862821653 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUWL0 1500000.50000000 PA USD 1507499.99000000 0.008971794789 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUWY2 389542.43000000 PA USD 394638.10000000 0.002348664725 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JUYW4 2204320.21000000 PA USD 2220985.51000000 0.013218060603 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV4A3 337513.35000000 PA USD 352521.15000000 0.002098008250 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV4B1 276007.28000000 PA USD 288227.16000000 0.001715366467 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV4E5 307915.32000000 PA USD 321706.17000000 0.001914614765 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV4K1 314077.44000000 PA USD 329033.55000000 0.001958223223 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV4M7 1998136.57000000 PA USD 2015529.93000000 0.011995304175 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JV4P0 1337132.24000000 PA USD 1349793.56000000 0.008033214533 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVKE7 973507.77000000 PA USD 985347.04000000 0.005864233166 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVKM9 1339510.11000000 PA USD 1379093.40000000 0.008207590754 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVKN7 329939.70000000 PA USD 347067.58000000 0.002065551659 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVN46 3673860.46000000 PA USD 3709632.99000000 0.022077655822 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVNW4 912559.56000000 PA USD 920319.43000000 0.005477225288 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVP28 2834175.01000000 PA USD 2915126.56000000 0.017349198976 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVP44 2671138.16000000 PA USD 2746009.49000000 0.016342708987 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVP85 564404.39000000 PA USD 590240.05000000 0.003512777870 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPB8 2656980.23000000 PA USD 2739374.22000000 0.016303219580 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPC6 2682901.04000000 PA USD 2760190.83000000 0.016427108372 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPJ1 7294188.47000000 PA USD 7330656.93000000 0.043627960257 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPL6 558592.28000000 PA USD 587278.89000000 0.003495154706 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPM4 476316.70000000 PA USD 499520.83000000 0.002972867933 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPP7 377199.19000000 PA USD 395492.52000000 0.002353749753 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVPQ5 1018861.50000000 PA USD 1065039.63000000 0.006338518784 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JVY28 586540.60000000 PA USD 592294.38000000 0.003525004091 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JWQR0 775536.23000000 PA USD 799854.30000000 0.004760284370 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JWQS8 333428.29000000 PA USD 341919.27000000 0.002034911804 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JWRE8 3420250.49000000 PA USD 3446109.05000000 0.020509309071 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JWRF5 310544.23000000 PA USD 313485.01000000 0.001865687030 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JWRJ7 452232.29000000 PA USD 455733.82000000 0.002712272198 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JWSB3 763762.66000000 PA USD 772101.57000000 0.004595115680 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX2C7 778148.37000000 PA USD 797011.88000000 0.004743367880 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX2G8 229538.64000000 PA USD 240470.62000000 0.001431146315 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX2H6 79158.31000000 PA USD 82842.13000000 0.000493029913 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX2L7 209439.66000000 PA USD 218836.88000000 0.001302394423 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX2N3 109702.30000000 PA USD 114540.76000000 0.000681682388 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX2V5 957938.37000000 PA USD 966649.50000000 0.005752955890 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX2Y9 359018.52000000 PA USD 369454.08000000 0.002198783556 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JX3A0 119523.43000000 PA USD 124978.31000000 0.000743800834 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JXBS2 3817618.79000000 PA USD 3847184.80000000 0.022896287080 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JXBV5 1890812.21000000 PA USD 1906890.41000000 0.011348742659 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JXZ49 777496.52000000 PA USD 781383.74000000 0.004650357952 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JXZP2 209518.05000000 PA USD 211696.15000000 0.001259896801 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JXZV9 259289.23000000 PA USD 262120.21000000 0.001559992537 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JXZW7 778070.11000000 PA USD 785438.04000000 0.004674486873 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JXZY3 289230.30000000 PA USD 297825.22000000 0.001772488739 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JYAA0 864097.96000000 PA USD 869358.93000000 0.005173936962 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JYPS5 519400.68000000 PA USD 542262.74000000 0.003227243819 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JYPZ9 437873.33000000 PA USD 450380.95000000 0.002680414917 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142JYQH8 3821888.89000000 PA USD 3840997.04000000 0.022859461001 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K1M25 4053759.21000000 PA USD 4223042.45000000 0.025133181095 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K1M33 614473.50000000 PA USD 632025.45000000 0.003761461145 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K1ML3 3533113.74000000 PA USD 3632151.69000000 0.021616530563 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K1MM1 2083790.84000000 PA USD 2149132.23000000 0.012790430163 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K1MQ2 551535.04000000 PA USD 575811.15000000 0.003426905147 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K3D47 499583.02000000 PA USD 511693.86000000 0.003045314983 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K3LV8 129913.20000000 PA USD 132924.54000000 0.000791092340 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5CC5 3540000.00000000 PA USD 3574473.51000000 0.021273262372 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5CZ4 530000.00000000 PA USD 542390.27000000 0.003228002806 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5D34 470000.00000000 PA USD 498292.34000000 0.002965556649 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 7.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5D75 410000.00000000 PA USD 434680.46000000 0.002586974402 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 7.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5DC4 1600000.00000000 PA USD 1671796.51000000 0.009949595567 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5DK6 1110000.00000000 PA USD 1161156.95000000 0.006910555186 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5DP5 2140000.00000000 PA USD 2234191.69000000 0.013296656382 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5DV2 500000.00000000 PA USD 530473.91000000 0.003157083312 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 7.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K5DX8 1070000.00000000 PA USD 1134972.75000000 0.006754721507 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 7.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K6R29 3450000.00000000 PA USD 3524902.26000000 0.020978242083 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K6R78 3920000.00000000 PA USD 4073376.51000000 0.024242453328 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K6R86 1190000.00000000 PA USD 1239691.95000000 0.007377951477 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K6RM5 3700000.00000000 PA USD 3796540.47000000 0.022594880420 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K6RT0 440000.00000000 PA USD 451597.47000000 0.002687654962 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K6RW3 1110000.00000000 PA USD 1136099.35000000 0.006761426399 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K6SD4 400000.00000000 PA USD 417533.64000000 0.002484926143 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K6SE2 380000.00000000 PA USD 396724.87000000 0.002361084010 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K6SG7 420000.00000000 PA USD 436715.68000000 0.002599086891 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 6.50000000 N N N N N N First Student Bidco, Inc. N/A 337120AA7 2655000.00000000 PA USD 2568033.62000000 0.015283496388 Long DBT CORP US Y 2 2029-07-31 Fixed 4.00000000 N N N N N N FirstKey Homes Trust N/A 33767WAN3 7333000.00000000 PA USD 7289622.37000000 0.043383745561 Long ABS-O CORP US Y 2 2038-08-17 Fixed 3.23800000 N N N N N N FirstKey Homes Trust N/A 33768EAQ5 9500000.00000000 PA USD 9432776.10000000 0.056138595044 Long ABS-O CORP US Y 3 2038-07-17 None 0.00000000 N N N N N N FirstKey Homes Trust N/A 33768EAS1 8000000.00000000 PA USD 7941713.60000000 0.047264626979 Long ABS-O CORP US Y 3 2038-07-17 None 0.00000000 N N N N N N FirstKey Homes Trust N/A 33768NAN2 12700000.00000000 PA USD 11948358.12000000 0.071109928915 Long ABS-O CORP US Y 3 2039-05-19 None 0.00000000 N N N N N N FirstKey Homes Trust N/A 33768NAQ5 5559000.00000000 PA USD 5227559.63000000 0.031111504188 Long ABS-O CORP US Y 3 2039-05-19 None 0.00000000 N N N N N N Flash Compute LLC N/A 33853QAA9 3572000.00000000 PA USD 3682492.43000000 0.021916130425 Long DBT CORP US Y 2 2030-12-31 Fixed 7.25000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A86 1565000.00000000 PA USD 1552877.26000000 0.009241854861 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B36 6000000.00000000 PA USD 5668728.12000000 0.033737091708 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397D42 2816000.00000000 PA USD 2985557.64000000 0.017768365278 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397D59 2000000.00000000 PA USD 2073207.78000000 0.012338570402 Long DBT CORP US N 2 2028-11-07 Fixed 6.79800000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397H48 13527000.00000000 PA USD 13681874.28000000 0.081426845237 Long DBT CORP US N 2 2030-09-05 Fixed 5.73000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397J38 10137000.00000000 PA USD 10113097.87000000 0.060187488810 Long DBT CORP US N 2 2033-04-06 Fixed 5.75300000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397J95 2908000.00000000 PA USD 2982997.03000000 0.017753125963 Long DBT CORP US N 2 2036-05-22 Fixed 6.46700000 N N N N N N Fortiva Retail Credit Master Note Business Trust N/A 34962ABD3 12500000.00000000 PA USD 12500142.50000000 0.074393840198 Long ABS-O CORP US Y 2 2031-05-15 Fixed 5.92000000 N N N N N N FHLMC 549300XWC4JMK6CH6K84 35563FAA9 145262.71000000 PA USD 145083.34000000 0.000863454701 Long ABS-MBS USGSE US Y 2 2051-01-25 Floating 5.61210120 N N N N N N FHLMC 549300XWC4JMK6CH6K84 35563FAB7 14639988.00000000 PA USD 15157898.07000000 0.090211311331 Long ABS-MBS USGSE US Y 2 2051-01-25 Floating 7.36210080 N N N N N N FHLMC 549300XWC4JMK6CH6K84 35563FAC5 2100455.00000000 PA USD 2302834.05000000 0.013705177226 Long ABS-MBS USGSE US Y 2 2051-01-25 Floating 11.36210040 N N N N N N FHLMC 549300FK6HM4FW58SP67 35563GAB5 18800000.00000000 PA USD 19420591.76000000 0.115580474378 Long ABS-MBS USGSE US Y 2 2051-11-25 Floating 7.61209920 N N N N N N FHLMC 549300FK6HM4FW58SP67 35563GAC3 3500000.00000000 PA USD 3700167.45000000 0.022021322235 Long ABS-MBS USGSE US Y 2 2051-11-25 Floating 10.46210040 N N N N N N FHLMC N/A 35563HAB3 2000000.00000000 PA USD 2192196.40000000 0.013046723960 Long ABS-MBS USGSE US Y 2 2052-05-25 Floating 10.11210120 N N N N N N FHLMC 549300OXOJE8K5OHDX86 35563JAB9 11336290.93000000 PA USD 11336337.41000000 0.067467524767 Long ABS-MBS USGSE US Y 2 2041-07-25 Floating 6.96210120 N N N N N N FHLMC 549300OXOJE8K5OHDX86 35563JAC7 2000000.00000000 PA USD 2000022.60000000 0.011903013241 Long ABS-MBS USGSE US Y 2 2041-07-25 Floating 9.11210040 N N N N N N FHLMC STACR Trust 5493007222WHFWMBOC78 35563KBE9 8135000.00000000 PA USD 9856065.82000000 0.058657778149 Long ABS-MBS CORP US Y 2 2049-01-25 Floating 14.47657920 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563P4Q9 4857748.55000000 PA USD 3635452.06000000 0.021636172515 Long ABS-MBS CORP US Y 2 2060-11-25 Variable 12.76094880 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PCH0 16302345.53170000 PA USD 0.16000000 0.000000000952 Long ABS-MBS CORP US N 3 2056-07-25 Variable 0.00001080 N N N N N N FHLMC 529900NYZHC090WEXH18 35563QAA5 2819770.43000000 PA USD 2824075.09000000 0.016807311672 Long ABS-MBS USGSE US Y 2 2043-09-25 Floating 7.21209960 N N N N N N FHLMC 529900NYZHC090WEXH18 35563QAB3 10000000.00000000 PA USD 10680307.00000000 0.063563199557 Long ABS-MBS USGSE US Y 2 2043-09-25 Floating 9.31209840 N N N N N N FHLMC 529900NYZHC090WEXH18 35563QAC1 11000000.00000000 PA USD 12680369.90000000 0.075466452642 Long ABS-MBS USGSE US Y 2 2043-09-25 Floating 12.46209840 N N N N N N FHLMC 529900XKEN78GROIG538 35563RAA3 3847427.66000000 PA USD 3868997.11000000 0.023026101720 Long ABS-MBS USGSE US Y 2 2044-05-25 Floating 6.46210080 N N N N N N FHLMC 529900XKEN78GROIG538 35563RAB1 12025000.00000000 PA USD 12548202.94000000 0.074679868992 Long ABS-MBS USGSE US Y 2 2044-05-25 Floating 7.86210120 N N N N N N FHLMC 529900XKEN78GROIG538 35563RAC9 8300000.00000000 PA USD 9549067.83000000 0.056830698225 Long ABS-MBS USGSE US Y 2 2044-05-25 Floating 10.96210080 N N N N N N FHLMC STACR Trust 549300L8K4CLYS7FCQ06 35563TAV3 1000000.00000000 PA USD 1053699.60000000 0.006271029283 Long ABS-MBS CORP US Y 2 2030-12-25 Floating 7.42658040 N N N N N N FHLMC 529900M14O2Z3FO2N217 35563UAA6 11317239.72000000 PA USD 11222057.21000000 0.066787393085 Long ABS-MBS USGSE US Y 2 2045-02-25 Floating 5.66210160 N N N N N N FHLMC 529900M14O2Z3FO2N217 35563UAB4 9700000.00000000 PA USD 9733290.40000000 0.057927087680 Long ABS-MBS USGSE US Y 2 2045-02-25 Floating 6.46210080 N N N N N N FHLMC 529900M14O2Z3FO2N217 35563UAC2 820000.00000000 PA USD 836196.07000000 0.004976570211 Long ABS-MBS USGSE US Y 2 2045-02-25 Floating 8.56209960 N N N N N N FHLMC STACR Trust 5493005RUXPCBST1N217 35563XBD3 3935000.00000000 PA USD 4137798.10000000 0.024625854515 Long ABS-MBS CORP US Y 2 2048-10-25 Floating 7.97658120 N N N N N N FHLMC 529900E2V0BG2KXC9E18 35563YAA8 5973552.43000000 PA USD 5965515.02000000 0.035503400949 Long ABS-MBS USGSE US Y 2 2045-07-25 Floating 5.26209840 N N N N N N FHLMC 529900E2V0BG2KXC9E18 35563YAB6 2000000.00000000 PA USD 1986599.80000000 0.011823128261 Long ABS-MBS USGSE US Y 2 2045-07-25 Floating 6.26209920 N N N N N N FHLMC 529900E2V0BG2KXC9E18 35563YAC4 6300000.00000000 PA USD 6285878.55000000 0.037410025074 Long ABS-MBS USGSE US Y 2 2045-07-25 Floating 8.01209880 N N N N N N STACR Trust 549300YG8OJES76WL398 35564ACB5 2825000.00000000 PA USD 3008768.23000000 0.017906501697 Long ABS-MBS CORP US Y 2 2047-02-25 Floating 7.92658080 N N N N N N FHLMC 5493000KIGZAWUOW4E32 35564K2G3 15655000.00000000 PA USD 16045031.80000000 0.095491033938 Long ABS-MBS CORP US Y 2 2043-06-25 Floating 6.96210120 N N N N N N FHLMC 5493000KIGZAWUOW4E32 35564K2K4 18040000.00000000 PA USD 18850856.51000000 0.112189729581 Long ABS-MBS CORP US Y 2 2043-06-25 Floating 7.46210160 N N N N N N FHLMC 5493000IRLADKYZNON28 35564KB65 6412000.00000000 PA USD 6751902.68000000 0.040183539428 Long ABS-MBS CORP US Y 2 2042-07-25 Floating 9.61210080 N N N N N N FHLMC STACR REMIC Trust 5493000IT1PBTE7DAT80 35564KBE8 9000000.00000000 PA USD 9993510.00000000 0.059475768853 Long ABS-MBS CORP US Y 2 2051-01-25 Floating 8.36210160 N N N N N N FHLMC STACR REMIC Trust 5493000ISMYB8CLVZD05 35564KCN7 6600000.00000000 PA USD 7198002.90000000 0.042838477840 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 6.61209840 N N N N N N FHLMC STACR REMIC Trust 5493000ISMYB8CLVZD05 35564KCP2 22700000.00000000 PA USD 26740254.96000000 0.159143006118 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 8.61210000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes 5493007ZK0X40BI7UF30 35564KDX4 18555000.00000000 PA USD 20554343.93000000 0.122327931678 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 7.01210160 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes 5493007ZK0X40BI7UF30 35564KDY2 23320000.00000000 PA USD 28688424.91000000 0.170737421456 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 9.61210080 N N N N N N FHLMC STACR REMIC Trust 5493000IRJ8RDHSNEL96 35564KE47 5000000.00000000 PA USD 5149363.00000000 0.030646121685 Long ABS-MBS CORP US Y 2 2042-08-25 Floating 7.16209920 N N N N N N FHLMC STACR REMIC Trust 5493000ISUYHCRLRBE46 35564KFH7 24618000.00000000 PA USD 30713251.86000000 0.182788056283 Long ABS-MBS CORP US Y 2 2033-10-25 Floating 9.86209920 N N N N N N FHLMC STACR REMIC Trust 5493000ISM9M3KNO6J64 35564KGS2 24250000.00000000 PA USD 29356271.58000000 0.174712070421 Long ABS-MBS CORP US Y 2 2033-12-25 Floating 9.06210000 N N N N N N FHLMC 5493000IS30HKV5IAS29 35564KH77 7000000.00000000 PA USD 7419468.70000000 0.044156518121 Long ABS-MBS CORP US Y 2 2042-09-25 Floating 9.36209880 N N N N N N FHLMC STACR REMIC Trust 5493000ISU5NYXNHD479 35564KJB6 19900000.00000000 PA USD 24220489.00000000 0.144146771781 Long ABS-MBS CORP US Y 2 2034-01-25 Floating 9.11210040 N N N N N N FHLMC STACR REMIC Trust 5493000ISHRHX47NOH65 35564KKL2 3125000.00000000 PA USD 3171086.25000000 0.018872527552 Long ABS-MBS CORP US Y 2 2041-09-25 Floating 9.86209920 N N N N N N FHLMC 5493000ISONLNOUKGB71 35564KLV9 7450000.00000000 PA USD 7623138.00000000 0.045368643611 Long ABS-MBS CORP US Y 2 2041-10-25 Floating 11.11209840 N N N N N N FHLMC 5493000ISOMSKCX2AW62 35564KND7 27000000.00000000 PA USD 27323028.00000000 0.162611344531 Long ABS-MBS CORP US Y 2 2041-11-25 Floating 7.26210000 N N N N N N FHLMC 5493000IRILHAKSCHN59 35564KP37 860130.60000000 PA USD 869780.66000000 0.005176446862 Long ABS-MBS CORP US Y 2 2043-03-25 Floating 5.70809160 N N N N N N FHLMC STACR REMIC Trust 5493000ISA3AUOXQEF68 35564KSQ3 3000000.00000000 PA USD 3147300.00000000 0.018730965127 Long ABS-MBS CORP US Y 2 2042-02-25 Floating 12.11209920 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes 5493000IRI80KQJUNK40 35564KT58 3495934.09000000 PA USD 3528644.15000000 0.021000511715 Long ABS-MBS CORP US Y 2 2043-04-25 Floating 5.71209840 N N N N N N FHLMC 5493000IRODEKU3J3Q16 35564KUL1 8900000.00000000 PA USD 9565435.20000000 0.056928107635 Long ABS-MBS CORP US Y 2 2042-03-25 Floating 14.61210120 N N N N N N FHLMC 5493000IS4M3TZMRB410 35564KUX5 10000000.00000000 PA USD 10160346.00000000 0.060468683191 Long ABS-MBS CORP US Y 2 2042-04-25 Floating 6.51210120 N N N N N N FHLMC 5493000IRI80KQJUNK40 35564KW70 9350000.00000000 PA USD 10380534.56000000 0.061779122056 Long ABS-MBS CORP US Y 2 2043-04-25 Floating 11.21209920 N N N N N N FHLMC 5493000IS4M3TZMRB410 35564KWA3 6250000.00000000 PA USD 6486918.75000000 0.038606503635 Long ABS-MBS CORP US Y 2 2042-04-25 Floating 9.26210160 N N N N N N FHLMC STACR REMIC Trust 5493000IS4CDPWRMWB65 35564KWT2 4000000.00000000 PA USD 4106146.80000000 0.024437483722 Long ABS-MBS CORP US Y 2 2042-05-25 Floating 6.96210120 N N N N N N FHLMC 5493000IS4CDPWRMWB65 35564KXA2 3100000.00000000 PA USD 3223168.89000000 0.019182494226 Long ABS-MBS CORP US Y 2 2042-05-25 Floating 8.86209840 N N N N N N FHLMC 5493000IS349P4O9HR58 35564KYW3 12000000.00000000 PA USD 12710820.00000000 0.075647674566 Long ABS-MBS CORP US Y 2 2042-06-25 Floating 10.36209960 N N N N N N FHLMC STACR Trust 549300NKHCH87PYOHD44 35564MBE4 3500000.00000000 PA USD 4130783.30000000 0.024584106358 Long ABS-MBS CORP US Y 2 2049-04-25 Floating 14.97657960 N N N N N N FHLMC 529900N6M839KA246662 35564NBA0 8500000.00000000 PA USD 8582365.00000000 0.051077424944 Long ABS-MBS CORP US Y 2 2044-02-25 Floating 5.56210080 N N N N N N FHLMC 529900S8M5IMFAIV8785 35564UEP8 16260000.00000000 PA USD 16407992.02000000 0.097651169681 Long ABS-MBS CORP US Y 2 2046-03-25 Floating 5.71209840 N N N N N N FHLMC 5299002728NGTS7IC376 35564UFB8 3000000.00000000 PA USD 3000933.00000000 0.017859870801 Long ABS-MBS CORP US Y 2 2046-05-25 Floating 5.14284840 N N N N N N FHLMC STACR Trust N/A 35565ABE9 5000000.00000000 PA USD 5497614.50000000 0.032718719373 Long ABS-MBS CORP US Y 2 2049-10-25 Floating 9.97657920 N N N N N N FHLMC 5493000ITF7RKPWPZQ19 35566ABE8 33000000.00000000 PA USD 45127500.00000000 0.268573580144 Long ABS-MBS CORP US Y 2 2050-10-25 Floating 15.11210160 N N N N N N FHLMC STACR REMIC Trust 5493000ITBQFEOXM0S98 35566CBE4 2000000.00000000 PA USD 2307513.20000000 0.013733024904 Long ABS-MBS CORP US Y 2 2050-12-25 Floating 9.26210160 N N N N N N FHLMC 529900KABSM46L5D1T20 355913AC8 4370000.00000000 PA USD 4402554.32000000 0.026201535106 Long ABS-MBS CORP US Y 2 2045-11-25 Floating 8.11209960 N N N N N N FHLMC 529900KWKEUIIIV9P337 355917AA3 1990652.54000000 PA USD 2006295.29000000 0.011940344775 Long ABS-MBS USGSE US Y 2 2044-10-25 Floating 6.05809080 N N N N N N FHLMC 529900KWKEUIIIV9P337 355917AB1 8900000.00000000 PA USD 9024665.86000000 0.053709751695 Long ABS-MBS USGSE US Y 2 2044-10-25 Floating 6.85809000 N N N N N N FHLMC 529900KWKEUIIIV9P337 355917AC9 2000000.00000000 PA USD 2078892.60000000 0.012372403264 Long ABS-MBS CORP US Y 2 2044-10-25 Floating 9.60809040 N N N N N N FHLMC 529900U9LKQ0M8OUKJ53 355921AB3 14300000.00000000 PA USD 14332599.71000000 0.085299598180 Long ABS-MBS CORP US Y 2 2046-03-25 Floating 6.56210160 N N N N N N FREMF Mortgage Trust N/A 35708RAN1 9625000.00000000 PA USD 9283168.13000000 0.055248212282 Long ABS-MBS USGSE US Y 2 2027-02-25 Variable 3.90822120 N N N N N N FREMF Mortgage Trust 549300LI8XT0ZWPV2P54 35709BAC9 145449.42000000 PA USD 142682.04000000 0.000849163510 Long ABS-MBS USGSE US Y 2 2028-07-25 Floating 5.66364960 N N N N N N FREMF 2020-K740 Mortgage Trust N/A 35709FAN6 249707127.30000000 PA USD 239044.63000000 0.001422659622 Long ABS-MBS USGSE US Y 2 2052-11-25 Fixed 0.10000000 N N N N N N FREMF 2020-K740 Mortgage Trust N/A 35709FAQ9 59133537.00000000 PA USD 65874.76000000 0.000392049640 Long ABS-MBS USGSE US Y 2 2052-11-25 Fixed 0.10000000 N N N N N N FREMF 2020-K740 Mortgage Trust N/A 35709FAS5 24122537.00000000 PA USD 21602064.77000000 0.128563378733 Long ABS-MBS USGSE US Y 2 2052-11-25 None 0.00000000 N N N N N N FREMF Mortgage Trust N/A 35709HAE2 6490524.79000000 PA USD 6602305.26000000 0.039293219453 Long ABS-MBS USGSE US Y 2 2032-12-25 Floating 9.79917120 N N N N N N GCI LLC 549300N3IE9H88Q20221 36166TAB6 7781000.00000000 PA USD 7508929.09000000 0.044688936208 Long DBT CORP US Y 2 2028-10-15 Fixed 4.75000000 N N N N N N GCAT Trust N/A 36167FAD1 10871000.00000000 PA USD 10392032.44000000 0.061847550992 Long ABS-MBS CORP US Y 2 2060-01-25 Variable 2.93400000 N N N N N N GCAT Trust N/A 36167FAE9 3000000.00000000 PA USD 2662768.20000000 0.015847303497 Long ABS-MBS CORP US Y 2 2060-01-25 Variable 3.63800160 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAL8 5618000.00000000 PA USD 5493916.36000000 0.032696710117 Long DBT CORP CA Y 2 2028-08-01 Fixed 4.00000000 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAN4 4300000.00000000 PA USD 4234500.90000000 0.025201375366 Long DBT CORP CA Y 2 2029-06-15 Fixed 4.75000000 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAP9 5000.00000000 PA USD 4868.92000000 0.000028977082 Long DBT CORP CA Y 2 2029-08-15 Fixed 4.37500000 N N N N N N GFL Environmental, Inc. 894500E7NLBY9VZRT696 36168QAQ7 10386000.00000000 PA USD 10723846.19000000 0.063822320407 Long DBT CORP CA Y 2 2031-01-15 Fixed 6.75000000 N N N N N N GGAM Master Trust International Ltd. N/A 36173XAB8 17839838.79000000 PA USD 17944854.79000000 0.106797715276 Long ABS-O CORP KY Y 3 2060-09-30 Fixed 9.70200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179X2P0 76035.56000000 PA USD 79239.42000000 0.000471588603 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XBV7 52.55000000 PA USD 52.21000000 0.000000310724 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XLM6 31581.26000000 PA USD 32959.43000000 0.000196156049 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617HX4Y0 71565.27000000 PA USD 69088.66000000 0.000411176971 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.37500000 N N N N N N GMACM Mortgage Loan Trust N/A 36185N2E9 18421.98000000 PA USD 18442.75000000 0.000109760908 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618FUSM6 91200.58000000 PA USD 94499.29000000 0.000562406794 Long ABS-MBS USGA US N 2 2063-09-20 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618H03N5 0.01000000 PA USD 0.01000000 0.000000000059 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618H3VN8 960716.85000000 PA USD 996976.91000000 0.005933447632 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618H96T0 757183.63000000 PA USD 783924.34000000 0.004665478179 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HAK95 2591483.00000000 PA USD 2667308.96000000 0.015874327555 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HCAK7 762715.37000000 PA USD 783183.45000000 0.004661068817 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HMD48 1647105.78000000 PA USD 1709274.22000000 0.010172641886 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HMD55 1103752.57000000 PA USD 1142736.06000000 0.006800924376 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HMFB0 1391717.36000000 PA USD 1445932.32000000 0.008605378534 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HMFD6 6709991.21000000 PA USD 6922583.59000000 0.041199336515 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HML72 6706305.06000000 PA USD 6918784.68000000 0.041176727533 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HNTT4 7615754.92000000 PA USD 7857050.98000000 0.046760762530 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HPG30 297240.10000000 PA USD 307724.48000000 0.001831403585 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HPG48 558136.49000000 PA USD 577849.91000000 0.003439038704 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618HSU61 0.02000000 PA USD 0.02000000 0.000000000119 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618J6A51 403883.29000000 PA USD 420987.74000000 0.002505483009 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618J6CG5 659353.95000000 PA USD 680244.58000000 0.004048434374 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618J7B74 3716137.55000000 PA USD 3834231.57000000 0.022819196717 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618J92B1 2361586.55000000 PA USD 2436407.49000000 0.014500131456 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618J92E5 1636988.80000000 PA USD 1688856.25000000 0.010051125575 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JM5T0 405954.74000000 PA USD 421830.85000000 0.002510500727 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JM5W3 541704.51000000 PA USD 557226.60000000 0.003316300324 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JM6N2 1414149.47000000 PA USD 1472624.90000000 0.008764237806 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JN2K0 651219.11000000 PA USD 671853.35000000 0.003998494477 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JSF82 8196555.03000000 PA USD 8456260.25000000 0.050326920170 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JWCX1 149443.19000000 PA USD 155287.38000000 0.000924183426 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JWD85 749266.59000000 PA USD 778567.99000000 0.004633600187 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JWDH5 510957.28000000 PA USD 530939.53000000 0.003159854421 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JWDU6 579640.97000000 PA USD 599756.57000000 0.003569414862 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JWDX0 440352.43000000 PA USD 457595.35000000 0.002723350981 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JWDY8 731394.46000000 PA USD 761149.22000000 0.004529933433 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618JWEK7 111447.15000000 PA USD 115805.54000000 0.000689209649 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K52C5 250646.41000000 PA USD 260461.37000000 0.001550120051 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5XX5 164844.97000000 PA USD 171299.28000000 0.001019477278 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5Y22 702302.68000000 PA USD 732046.03000000 0.004356727563 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5YH9 273571.24000000 PA USD 284270.24000000 0.001691817097 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5YX4 430349.01000000 PA USD 447857.94000000 0.002665399376 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5YY2 1434068.53000000 PA USD 1490153.50000000 0.008868558206 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5YZ9 573991.09000000 PA USD 592108.89000000 0.003523900158 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5ZD7 321014.16000000 PA USD 333584.58000000 0.001985308402 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5ZE5 846525.47000000 PA USD 879631.87000000 0.005235075741 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5ZF2 226167.74000000 PA USD 232648.57000000 0.001384593858 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618K5ZG0 427868.87000000 PA USD 444531.39000000 0.002645601615 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618M23C9 10913148.26000000 PA USD 11112098.66000000 0.066132981442 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618M8T38 34141873.80000000 PA USD 35142274.75000000 0.209147117479 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618M8T87 3666124.85000000 PA USD 3767181.18000000 0.022420150386 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618M8TM6 4221366.00000000 PA USD 4379983.28000000 0.026067204930 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618M8TW4 22960962.05000000 PA USD 23691266.45000000 0.140997135862 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N53Y3 364347005.51000000 PA USD 366976971.50000000 2.184041195867 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N56J3 49423747.72000000 PA USD 49780503.16000000 0.296265646337 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6FN2 31780387.76000000 PA USD 32442228.95000000 0.193077958605 Long ABS-MBS USGA US N 2 2056-04-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6HW0 50240000.00000000 PA USD 51261921.79000000 0.305082219494 Long ABS-MBS USGA US N 2 2056-05-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6K89 59400000.00000000 PA USD 60759703.42000000 0.361607691009 Long ABS-MBS USGA US N 2 2056-06-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6K97 45131544.00000000 PA USD 47134256.27000000 0.280516668415 Long ABS-MBS USGA US N 2 2056-06-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618NHHP1 3795788.98000000 PA USD 3884406.46000000 0.023117809532 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust 549300WF5YRKNHB1FX69 36198EAS4 1500000.00000000 PA USD 1470090.00000000 0.008749151502 Long ABS-MBS CORP US Y 2 2046-07-10 Variable 3.85367040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADGY8 47787613.48000000 PA USD 49214705.02000000 0.292898333011 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADH68 38788924.65000000 PA USD 40037689.86000000 0.238281883694 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADKE7 5317716.02000000 PA USD 5400834.31000000 0.032142737940 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADKG2 6862646.52000000 PA USD 7092439.15000000 0.042210221582 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADKH0 17808493.78000000 PA USD 18448274.96000000 0.109793789895 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADUJ5 71141260.00000000 PA USD 73395362.29000000 0.436808048667 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADUP1 36925736.90000000 PA USD 38102710.79000000 0.226765973078 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADUR7 26565289.44000000 PA USD 26956168.45000000 0.160428002162 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADV47 14782107.36000000 PA USD 14982786.74000000 0.089169146868 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADV54 46524247.04000000 PA USD 47322590.56000000 0.281637528523 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622ADZ43 14600593.80000000 PA USD 15063212.30000000 0.089647794712 Long ABS-MBS USGA US N 2 2055-07-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AEAD8 18326973.26000000 PA USD 18887947.62000000 0.112410475073 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AEBN5 35571153.08000000 PA USD 37422823.33000000 0.222719664082 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AEDT0 14807650.84000000 PA USD 15269467.41000000 0.090875309494 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AEDV5 34153293.28000000 PA USD 34532282.13000000 0.205516783385 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3622AEFQ4 12038806.09000000 PA USD 12650801.33000000 0.075290477090 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 6.50000000 N N N N N N GSMSC Pass-Through Trust N/A 3622X1AC3 156116.49000000 PA USD 14847.37000000 0.000088363222 Long ABS-MBS CORP US Y 2 2036-10-25 Variable 7.49999880 N N N N N N GSR Mortgage Loan Trust N/A 362341RX9 55628.58000000 PA USD 53639.46000000 0.000319231994 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.85237880 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAX3 4000000.00000000 PA USD 2477920.00000000 0.014747190642 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.38400000 N N N N N N GS Mortgage Securities Trust 5493002EPQ51IPGGFX73 36251FAG1 842570.58000000 PA USD 806727.63000000 0.004801190577 Long ABS-MBS CORP US Y 2 2048-02-10 Variable 4.42369440 N N N N N N GS Mortgage Securities Trust 549300WZ62L3Y22NOZ64 36252AAK2 5780000.00000000 PA USD 5061199.20000000 0.030121420175 Long ABS-MBS CORP US N 2 2048-11-10 Variable 4.34315160 N N N N N N GS Mortgage Securities Trust N/A 36252HAL5 3052060.00000000 PA USD 193125.20000000 0.001149372918 Long ABS-MBS CORP US Y 2 2050-03-10 Variable 3.50899920 N N N N N N GS Mortgage Securities Trust N/A 36253BAZ6 1730000.00000000 PA USD 1353403.05000000 0.008054696194 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.39099920 N N N N N N GS Mortgage Securities Trust N/A 36257HAE6 4950000.00000000 PA USD 3235234.37000000 0.019254301199 Long ABS-MBS CORP US Y 2 2052-07-10 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust N/A 36257UAA5 11880000.00000000 PA USD 8720820.50000000 0.051901434457 Long ABS-MBS CORP US Y 2 2052-09-10 Fixed 2.80000000 N N N N N N GS Mortgage Securities Trust N/A 36258RBC6 80099860.77000000 PA USD 2790855.37000000 0.016609606523 Long ABS-MBS CORP US N 2 2053-05-12 Variable 1.12069080 N N N N N N GS Mortgage Securities Trust N/A 36258YAA6 3000000.00000000 PA USD 2243689.20000000 0.013353180237 Long ABS-MBS CORP US Y 2 2053-02-13 Variable 2.85000120 N N N N N N GS Mortgage Securities Trust N/A 36258YAE8 7000000.00000000 PA USD 4949669.90000000 0.029457660308 Long ABS-MBS CORP US Y 2 2053-02-13 Variable 2.85000120 N N N N N N GS Mortgage Securities Trust N/A 36258YBJ6 69043985.21000000 PA USD 1235252.13000000 0.007351528157 Long ABS-MBS CORP US N 2 2053-02-13 Variable 0.61143480 N N N N N N GS Mortgage Securities Trust N/A 36261PAW2 39035000.00000000 PA USD 400214.14000000 0.002381850189 Long ABS-MBS CORP US N 2 2052-11-10 Variable 0.29145960 N N N N N N GS Mortgage Securities Trust N/A 36264KAD2 4000000.00000000 PA USD 2503564.80000000 0.014899814114 Long ABS-MBS CORP US Y 2 2053-12-12 Fixed 2.25000000 N N N N N N GS Mortgage Securities Trust N/A 36264KBD1 18158167.00000000 PA USD 12950114.17000000 0.077071819310 Long ABS-MBS CORP US Y 2 2053-12-12 Fixed 2.25000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36265NAF0 10680000.00000000 PA USD 10707337.60000000 0.063724070534 Long ABS-O CORP US Y 2 2029-06-15 Fixed 5.50000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36266XAF7 1000000.00000000 PA USD 1072186.70000000 0.006381054137 Long ABS-O CORP US Y 2 2030-03-15 Fixed 11.42000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36270YAL6 12035000.00000000 PA USD 12174145.06000000 0.072453686199 Long ABS-O CORP US Y 2 2030-07-15 Fixed 5.65000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36272KAA8 5978404.33000000 PA USD 6040992.24000000 0.035952599047 Long ABS-MBS CORP US Y 2 2055-11-25 Variable 6.00000120 N N N N N N GS Mortgage-Backed Securities Trust N/A 36272MAA4 12197397.29000000 PA USD 12325091.84000000 0.073352036808 Long ABS-MBS CORP US Y 2 2055-12-25 Variable 6.00000120 N N N N N N GS Mortgage-Backed Securities Trust N/A 36273FAA8 34858509.26000000 PA USD 35223442.99000000 0.209630185338 Long ABS-MBS CORP US Y 2 2056-03-25 Variable 6.00000120 N N N N N N GS Mortgage-Backed Securities Trust N/A 36275BAA5 21335000.00000000 PA USD 21334850.66000000 0.126973070159 Long ABS-O CORP US Y 2 2056-09-25 Variable 5.35799880 N N N N N N GS Mortgage-Backed Securities Corp. Trust 254900X1ABPQ6D4G6D07 362933AA1 10867506.14000000 PA USD 10815607.28000000 0.064368430970 Long ABS-MBS CORP US Y 2 2066-02-25 Variable 5.02099920 N N N N N N GS Mortgage-Backed Securities Trust 25490056GA5WA3XCJP18 362980AA2 6401522.88000000 PA USD 6374853.50000000 0.037939554094 Long ABS-O CORP US Y 2 2056-06-25 Variable 5.22699840 N N N N N N Gap, Inc. (The) T2ZG1WRWZ4BUCMQL9224 364760AP3 2605000.00000000 PA USD 2438647.04000000 0.014513460002 Long DBT CORP US Y 2 2029-10-01 Fixed 3.62500000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36485MAP4 2118000.00000000 PA USD 2194472.51000000 0.013060270091 Long DBT CORP CA Y 2 2032-11-15 Fixed 8.37500000 N N N N N N Garda World Security Corp. 549300ZF1NDXLMCHNO20 36485MAQ2 2398000.00000000 PA USD 2439083.33000000 0.014516056555 Long DBT CORP CA Y 2 2031-01-15 Fixed 6.50000000 N N N N N N Generadora de Gatun SA 549300BC48TWBTNIBO28 36875RAB2 3099000.00000000 PA USD 3160112.28000000 0.018807216635 Long DBT CORP PA Y 2 2044-09-30 Fixed 6.87400000 N N N N N N Genesee & Wyoming, Inc. G617XSG94Z7G0RMW3L02 371559AB1 1950000.00000000 PA USD 1979378.84000000 0.011780153155 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N Genesis Energy LP N/A 37185LAP7 1217000.00000000 PA USD 1262967.31000000 0.007516473371 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N Genesis Energy LP N/A 37185LAQ5 1757000.00000000 PA USD 1827188.64000000 0.010874402407 Long DBT CORP US N 2 2032-05-15 Fixed 7.87500000 N N N N N N Genesis Energy LP N/A 37185LAR3 1241000.00000000 PA USD 1301651.39000000 0.007746699327 Long DBT CORP US N 2 2033-05-15 Fixed 8.00000000 N N N N N N Genesis Energy LP N/A 37185LAS1 1940000.00000000 PA USD 1947484.99000000 0.011590338840 Long DBT CORP US N 2 2034-03-15 Fixed 6.75000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 374422AL7 59520.00000000 PA USD 59222.40000000 0.000352458522 Long DBT NUSS GH Y 2 2026-07-03 None 0.00000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 374422AM5 5031460.00000000 PA USD 4955635.90000000 0.029493166595 Long DBT NUSS GH Y 2 2029-07-03 Variable 5.00000040 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 374422AP8 3394560.00000000 PA USD 3177036.60000000 0.018907940699 Long DBT NUSS GH Y 2 2035-07-03 Variable 5.00000040 N N N N N N Global Medical Response, Inc. 549300ZFWD4ZFCEJCQ87 37960BAD7 2532000.00000000 PA USD 2630823.96000000 0.015657189289 Long DBT CORP US Y 2 2032-10-01 Fixed 7.37500000 N N N N N N Global Infrastructure Solutions, Inc. 2549003BGLQITAJ6ZT28 37960XAA5 1695000.00000000 PA USD 1692486.08000000 0.010072728288 Long DBT CORP US Y 2 2029-06-01 Fixed 5.62500000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989KAL6 5500000.00000000 PA USD 5510917.50000000 0.032797891371 Long ABS-O CORP US Y 2 2032-01-15 Fixed 5.38000000 N N N N N N Goat Holdco LLC N/A 38021MAA4 2732000.00000000 PA USD 2780148.77000000 0.016545886842 Long DBT CORP US Y 2 2032-02-01 Fixed 6.75000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA38 6225000.00000000 PA USD 6550050.83000000 0.038982230381 Long DBT CORP US N 2 2029-02-10 Variable 7.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA79 8361000.00000000 PA USD 8769501.74000000 0.052191157905 Long DBT CORP US N 2 2029-05-10 Variable 7.50000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BJ9 2506000.00000000 PA USD 2237998.34000000 0.013319311429 Long DBT CORP US N 2 2031-04-30 Fixed 5.25000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BN0 10321000.00000000 PA USD 9857496.28000000 0.058666291445 Long DBT CORP US N 2 2029-07-15 Fixed 5.00000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BR1 2935000.00000000 PA USD 2605359.20000000 0.015505637314 Long DBT CORP US N 2 2031-07-15 Fixed 5.25000000 N N N N N N Goodyear Tire & Rubber Co. (The) 5493002BI0S2ZQUY3437 382550BS9 1432000.00000000 PA USD 1400271.18000000 0.008333629028 Long DBT CORP US N 2 2030-07-15 Fixed 6.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376MNL7 5105615.99310000 PA USD 642894.06000000 0.003826145019 Long ABS-MBS USGA US N 2 2047-03-16 Floating 2.46045960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCK0 189835.47000000 PA USD 5732.65000000 0.000034117518 Long ABS-MBS USGA US N 2 2065-04-20 Variable 1.54680120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378BXV6 5375646.38480000 PA USD 53.76000000 0.000000319949 Long ABS-MBS USGA US N 2 2053-12-16 Variable 0.18775000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378N7C1 4501344.91000000 PA USD 3935781.08000000 0.023423562469 Long ABS-MBS USGA US N 2 2055-03-16 Variable 2.99000160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378PFB9 5939468.36000000 PA USD 571251.53000000 0.003399768845 Long ABS-MBS USGA US N 2 2043-12-20 Floating 2.42287920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379KXU7 5887917.84000000 PA USD 6606.83000000 0.000039320148 Long ABS-MBS USGA US N 2 2055-05-16 Variable 0.07301160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YYJ1 1966893.00000000 PA USD 258188.73000000 0.001536594572 Long ABS-MBS USGA US N 2 2046-08-20 Floating 2.38287960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YYP7 8522979.10000000 PA USD 1056404.51000000 0.006287127390 Long ABS-MBS USGA US N 2 2046-08-20 Floating 2.36288160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380A2K2 3753470.30000000 PA USD 477796.88000000 0.002843579162 Long ABS-MBS USGA US N 2 2046-10-20 Floating 2.38287960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380JLG1 3940133.57000000 PA USD 132254.13000000 0.000787102436 Long ABS-MBS USGA US N 2 2059-10-16 Variable 0.56721960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380M4K4 4136179.08000000 PA USD 201001.76000000 0.001196249787 Long ABS-MBS USGA US N 2 2061-06-16 Variable 0.74896920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380MDA6 6441069.53000000 PA USD 318485.12000000 0.001895444881 Long ABS-MBS USGA US N 2 2060-04-16 Variable 0.65922120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380MH46 11599726.17000000 PA USD 625891.06000000 0.003724952695 Long ABS-MBS USGA US N 2 2060-08-16 Variable 0.89618040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380MMF5 7504718.06000000 PA USD 409768.86000000 0.002438714525 Long ABS-MBS USGA US N 2 2060-05-16 Variable 0.68492880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380N3R8 16218367.49000000 PA USD 881028.76000000 0.005243389247 Long ABS-MBS USGA US N 2 2061-11-16 Variable 0.81555840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380NBW8 7855402.64000000 PA USD 428000.83000000 0.002547220989 Long ABS-MBS USGA US N 2 2060-02-16 Variable 0.90716040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380NP78 12693689.45000000 PA USD 706552.33000000 0.004205003353 Long ABS-MBS USGA US N 2 2062-10-16 Variable 0.70000920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380NSZ3 13690590.69000000 PA USD 772428.60000000 0.004597061980 Long ABS-MBS USGA US N 2 2062-01-16 Variable 0.79522920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380NT41 19204692.08000000 PA USD 754396.79000000 0.004489746756 Long ABS-MBS USGA US N 2 2062-04-16 Variable 0.58501080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380NY52 61934563.11000000 PA USD 2783574.62000000 0.016566275581 Long ABS-MBS USGA US N 2 2062-04-16 Variable 0.65783160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380P2T0 33430499.19000000 PA USD 1706212.45000000 0.010154419947 Long ABS-MBS USGA US N 2 2063-03-16 Variable 0.73208880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380P3R3 45193592.69000000 PA USD 2781389.95000000 0.016553273650 Long ABS-MBS USGA US N 2 2062-03-16 Variable 0.88385040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380P4H4 54035976.45950000 PA USD 3540420.97000000 0.021070600745 Long ABS-MBS USGA US N 2 2062-10-16 Variable 0.92184120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380P8J6 200478170.29100000 PA USD 12853397.27000000 0.076496214543 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.91242000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PCQ5 9956296.68000000 PA USD 564449.34000000 0.003359286024 Long ABS-MBS USGA US N 2 2062-04-16 Variable 0.80888040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PFX7 156654094.60000000 PA USD 9651662.42000000 0.057441283707 Long ABS-MBS USGA US N 2 2062-04-16 Variable 0.91929960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PHR8 30816233.35000000 PA USD 2596369.35000000 0.015452134767 Long ABS-MBS USGA US N 2 2062-07-16 Variable 1.20195000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PKN3 92896290.35000000 PA USD 6078037.06000000 0.036173069047 Long ABS-MBS USGA US N 2 2062-05-16 Variable 1.00190880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PLS1 46558556.20000000 PA USD 2477399.40000000 0.014744092323 Long ABS-MBS USGA US N 2 2062-04-16 Variable 0.76421160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PSK1 18321331.82000000 PA USD 1196976.58000000 0.007123733542 Long ABS-MBS USGA US N 2 2062-05-16 Variable 0.96477840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PT20 69334157.59000000 PA USD 3741825.82000000 0.022269249498 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.79918920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PTL8 37092317.63000000 PA USD 2939221.21000000 0.017492596824 Long ABS-MBS USGA US N 2 2062-04-16 Variable 1.16325000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PU36 8322982.31000000 PA USD 466535.62000000 0.002776558456 Long ABS-MBS USGA US N 2 2061-12-16 Variable 0.99078840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PV76 7612544.49000000 PA USD 432643.74000000 0.002574852987 Long ABS-MBS USGA US N 2 2062-05-16 Variable 0.75962880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PVD3 67003732.16000000 PA USD 3997677.17000000 0.023791933295 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.83607120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380PYF5 15605119.28000000 PA USD 889842.91000000 0.005295846127 Long ABS-MBS USGA US N 2 2062-09-15 Variable 0.85627080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RA75 17013318.19000000 PA USD 1108528.27000000 0.006597338788 Long ABS-MBS USGA US N 2 2061-03-16 Variable 0.99237960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RBL3 79285496.73000000 PA USD 5415040.86000000 0.032227287361 Long ABS-MBS USGA US N 2 2062-12-16 Variable 0.97063920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RCM0 51477108.69000000 PA USD 2895417.49000000 0.017231901640 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.78693120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RE71 46365106.18000000 PA USD 2761241.44000000 0.016433361014 Long ABS-MBS USGA US N 2 2063-02-16 Variable 0.82256040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RFW5 185477843.88460000 PA USD 11809485.61000000 0.070283437592 Long ABS-MBS USGA US N 2 2062-07-16 Variable 0.85246920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RLL2 8742348.54000000 PA USD 686952.77000000 0.004088357760 Long ABS-MBS USGA US N 2 2062-12-16 Variable 1.13370840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RMP2 12268748.57000000 PA USD 855514.56000000 0.005091543033 Long ABS-MBS USGA US N 2 2062-06-16 Variable 1.07457120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RNB2 58757033.44000000 PA USD 3923965.09000000 0.023353240320 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.94033080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RP95 40405263.70000000 PA USD 37614294.35000000 0.223859192248 Long ABS-MBS USGA US N 2 2063-02-16 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RQC7 73008062.20000000 PA USD 4527288.34000000 0.026943882063 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.87086160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RR44 39458245.08000000 PA USD 2902355.16000000 0.017273190763 Long ABS-MBS USGA US N 2 2063-08-16 Variable 1.04303880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RSU5 31896861.71000000 PA USD 2055905.84000000 0.012235598956 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.96985080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RUJ7 47910243.77000000 PA USD 3286331.31000000 0.019558401539 Long ABS-MBS USGA US N 2 2063-05-16 Variable 0.98300880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RV49 155668629.90000000 PA USD 10063369.82000000 0.059891535336 Long ABS-MBS USGA US N 2 2062-10-16 Variable 0.86438880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RVE7 88298466.70000000 PA USD 5609107.12000000 0.033382260941 Long ABS-MBS USGA US N 2 2062-10-16 Variable 0.84421080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381D2W9 62286784.81000000 PA USD 4335521.49000000 0.025802593282 Long ABS-MBS USGA US N 2 2063-12-16 Variable 0.86905080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381D4F4 72933589.83000000 PA USD 4314204.17000000 0.025675724545 Long ABS-MBS USGA US N 2 2063-05-16 Variable 0.79763040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381D5B2 30912370.20000000 PA USD 1181272.95000000 0.007030274340 Long ABS-MBS USGA US N 2 2061-10-16 Floating 0.00848160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381D6B1 18659992.55000000 PA USD 1266645.89000000 0.007538366216 Long ABS-MBS USGA US N 2 2063-11-16 Variable 0.91632960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DCE8 17946232.92000000 PA USD 409093.35000000 0.002434694268 Long ABS-MBS USGA US N 2 2061-04-16 Floating 0.00848160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DD56 31087016.84000000 PA USD 2424296.14000000 0.014428051490 Long ABS-MBS USGA US N 2 2063-11-16 Variable 1.04344920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DDS6 60829899.11000000 PA USD 4071144.41000000 0.024229169120 Long ABS-MBS USGA US N 2 2062-12-16 Variable 0.90460080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DET3 63112745.15000000 PA USD 3901661.46000000 0.023220501619 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.79207920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DF96 29318964.45000000 PA USD 2070217.94000000 0.012320776551 Long ABS-MBS USGA US N 2 2061-06-16 Variable 0.98556120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DJV3 23471137.45000000 PA USD 877712.57000000 0.005223653144 Long ABS-MBS USGA US N 2 2061-06-01 Floating 0.00848160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DM23 97467459.73000000 PA USD 6591763.29000000 0.039230479558 Long ABS-MBS USGA US N 2 2063-04-16 Variable 0.90704160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DMB3 91313430.88000000 PA USD 5828956.33000000 0.034690680185 Long ABS-MBS USGA US N 2 2063-04-16 Variable 0.85233960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DND8 2692503.62000000 PA USD 176893.18000000 0.001052769035 Long ABS-MBS USGA US N 2 2063-11-16 Variable 0.87608880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DP87 28207205.92000000 PA USD 1650699.79000000 0.009824039717 Long ABS-MBS USGA US N 2 2063-04-16 Variable 0.82074960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DPK0 67267690.16000000 PA USD 4687710.43000000 0.027898624405 Long ABS-MBS USGA US N 2 2061-06-16 Variable 0.97112160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DQ86 64011768.31000000 PA USD 5251627.89000000 0.031254744978 Long ABS-MBS USGA US N 2 2063-10-16 Variable 1.06864920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DQY9 16338575.55000000 PA USD 1215295.93000000 0.007232760043 Long ABS-MBS USGA US N 2 2063-10-16 Variable 0.99339840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DRX0 77656536.26000000 PA USD 3767312.72000000 0.022420933238 Long ABS-MBS USGA US N 2 2063-04-16 Variable 0.66372840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DT91 39744288.15000000 PA USD 2692425.13000000 0.016023804917 Long ABS-MBS USGA US N 2 2063-10-16 Variable 0.94929840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DTB6 14323829.41000000 PA USD 926516.85000000 0.005514108857 Long ABS-MBS USGA US N 2 2063-05-16 Variable 0.84870000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DW22 13926058.24000000 PA USD 1000577.54000000 0.005954876563 Long ABS-MBS USGA US N 2 2063-05-16 Variable 0.99349920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DXB1 83685506.24000000 PA USD 5401112.78000000 0.032144395237 Long ABS-MBS USGA US N 2 2063-07-16 Variable 0.88318080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381EAC2 35124281.60000000 PA USD 3022022.94000000 0.017985386300 Long ABS-MBS USGA US N 2 2063-11-16 Variable 1.16295120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381EBB3 132903804.45000000 PA USD 8966833.62000000 0.053365566625 Long ABS-MBS USGA US N 2 2063-07-16 Variable 0.98129880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381ECK2 49844581.12000000 PA USD 4616779.56000000 0.027476483633 Long ABS-MBS USGA US N 2 2063-08-16 Variable 1.20377160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381EKC1 14492708.84170000 PA USD 1039286.64000000 0.006185251425 Long ABS-MBS USGA US N 2 2061-10-16 Variable 0.96408000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381EMC9 78071351.69000000 PA USD 4853086.98000000 0.028882852916 Long ABS-MBS USGA US N 2 2064-04-16 Variable 0.78567120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381EU55 144165684.66600000 PA USD 6645302.82000000 0.039549116824 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.76888080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381GBR3 29962384.94000000 PA USD 1582613.17000000 0.009418826326 Long ABS-MBS USGA US N 2 2045-09-16 Fixed 1.40000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381H5Y3 19614941.51000000 PA USD 1457756.95000000 0.008675752103 Long ABS-MBS USGA US N 2 2065-07-16 Variable 1.15608960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HL25 33554808.59000000 PA USD 1771136.88000000 0.010540813756 Long ABS-MBS USGA US N 2 2064-07-16 Variable 0.70342920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HLT6 28375400.19200000 PA USD 1061901.11000000 0.006319840072 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.50729040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HMW8 128194372.26000000 PA USD 5447812.14000000 0.032422323647 Long ABS-MBS USGA US N 2 2064-09-16 Variable 0.55639080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HQB0 11422269.83000000 PA USD 693257.53000000 0.004125880157 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.78545880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HU41 31171926.34000000 PA USD 2028294.90000000 0.012071274120 Long ABS-MBS USGA US N 2 2064-08-16 Variable 0.92148840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HV32 8496458.24000000 PA USD 8073688.92000000 0.048050070095 Long ABS-MBS USGA US N 2 2063-08-16 Variable 3.99998880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HX48 24330103.17000000 PA USD 1556462.39000000 0.009263191544 Long ABS-MBS USGA US N 2 2065-02-16 Variable 0.85551840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HZU8 31564864.36000000 PA USD 1830440.17000000 0.010893753691 Long ABS-MBS USGA US N 2 2064-07-16 Variable 0.75890160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381J2J5 123724449.42000000 PA USD 6351171.91000000 0.037798614547 Long ABS-MBS USGA US N 2 2063-06-16 Variable 0.69901920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381J8E0 4805977.46000000 PA USD 4740186.51000000 0.028210932614 Long ABS-MBS USGA US N 2 2056-03-16 Variable 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381JBM8 57841365.35000000 PA USD 3545386.49000000 0.021100152736 Long ABS-MBS USGA US N 2 2065-04-16 Variable 0.96946920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381JMN4 197302921.71000000 PA USD 6819736.03000000 0.040587245498 Long ABS-MBS USGA US N 2 2059-08-16 Variable 0.67348080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381JMQ7 383579690.10000000 PA USD 6375056.09000000 0.037940759796 Long ABS-MBS USGA US N 2 2057-07-16 Variable 0.39480120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381JQB6 62278298.20000000 PA USD 4011033.80000000 0.023871424469 Long ABS-MBS USGA US N 2 2065-07-16 Variable 0.88031880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381JZQ3 354082309.91000000 PA USD 15356585.19000000 0.091393785680 Long ABS-MBS USGA US N 2 2063-09-16 Variable 0.60892920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381L5V0 317058141.87000000 PA USD 22132941.12000000 0.131722857143 Long ABS-MBS USGA US N 2 2065-04-16 Variable 0.94851000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381L8C9 149474288.74000000 PA USD 5932275.78000000 0.035305579627 Long ABS-MBS USGA US N 2 2062-01-16 Variable 0.64330920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381LA77 135253454.97000000 PA USD 7575478.39000000 0.045085000332 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.73986840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381LCC4 10576260.38000000 PA USD 732042.21000000 0.004356704828 Long ABS-MBS USGA US N 2 2065-11-16 Variable 1.01126880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381LFZ0 19169928.71000000 PA USD 1202217.16000000 0.007154922536 Long ABS-MBS USGA US N 2 2066-07-16 Variable 0.80493120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381LLB6 9895241.13000000 PA USD 909312.30000000 0.005411717021 Long ABS-MBS USGA US N 2 2066-07-01 Variable 1.37712960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381LR46 219887299.93000000 PA USD 8364732.78000000 0.049782199981 Long ABS-MBS USGA US N 2 2061-07-16 Variable 0.59348880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MBQ2 153920992.24000000 PA USD 7088261.79000000 0.042185360277 Long ABS-MBS USGA US N 2 2065-11-16 Variable 0.54066960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381ME63 28851401.60000000 PA USD 28371949.01000000 0.168853934326 Long ABS-MBS USGA US N 2 2056-05-16 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MPH7 10900000.00000000 PA USD 10612299.95000000 0.063158459722 Long ABS-MBS USGA US N 2 2054-12-16 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MPY0 255774074.87000000 PA USD 18587306.64000000 0.110621228509 Long ABS-MBS USGA US N 2 2063-11-16 Variable 1.00023840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MR93 23133006.54000000 PA USD 1546038.97000000 0.009201157192 Long ABS-MBS USGA US N 2 2068-02-16 Variable 0.71154000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MS27 20692297.86000000 PA USD 20555788.70000000 0.122336530139 Long ABS-MBS USGA US N 2 2054-07-16 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MUH1 135331716.71000000 PA USD 6702817.53000000 0.039891412134 Long ABS-MBS USGA US N 2 2066-03-16 Variable 0.56970000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MVS6 10379223.21000000 PA USD 10331910.56000000 0.061489739268 Long ABS-MBS USGA US N 2 2055-07-16 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MZA1 2792456.73000000 PA USD 2793859.66000000 0.016627486373 Long ABS-MBS USGA US N 2 2056-10-16 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381MZC7 13836480.30000000 PA USD 13715625.56000000 0.081627713934 Long ABS-MBS USGA US N 2 2054-03-16 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381N7M4 6529931.10000000 PA USD 6676435.33000000 0.039734400070 Long ABS-MBS USGA US N 2 2055-07-20 Floating 8.15785920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381N7N2 4529334.97000000 PA USD 4619244.53000000 0.027491153752 Long ABS-MBS USGA US N 2 2055-07-20 Floating 8.08453080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381NAN8 2103496.58000000 PA USD 2151585.67000000 0.012805031663 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381NAY4 7610237.68000000 PA USD 6985826.05000000 0.041575720182 Long ABS-MBS USGA US N 2 2055-06-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381NBC1 91470187.79000000 PA USD 5896232.33000000 0.035091069220 Long ABS-MBS USGA US N 2 2055-06-20 Floating 2.22486840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381PEY5 15472555.79000000 PA USD 687700.95000000 0.004092810508 Long ABS-MBS USGA US N 2 2055-07-20 Floating 1.57487040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381PFN8 102388074.64000000 PA USD 6490707.69000000 0.038629053281 Long ABS-MBS USGA US N 2 2055-07-20 Floating 2.22486840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381PP49 6647420.62000000 PA USD 6625379.77000000 0.039430546000 Long ABS-MBS USGA US N 2 2055-07-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381PR54 14801277.78000000 PA USD 1163857.03000000 0.006926624548 Long ABS-MBS USGA US N 2 2055-07-20 Floating 2.91486960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381PZ55 3737272.02000000 PA USD 3387305.27000000 0.020159341940 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381Q3X7 1765645.70000000 PA USD 1762357.71000000 0.010488565058 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381QA50 6100695.00000000 PA USD 5945734.30000000 0.035385677193 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381QFM8 23739496.89000000 PA USD 24274167.33000000 0.144466235108 Long ABS-MBS USGA US N 2 2055-08-20 Floating 8.15785920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381QQ53 2862817.44000000 PA USD 2857973.84000000 0.017009058028 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381QZB0 59761646.99000000 PA USD 5005229.17000000 0.029788317935 Long ABS-MBS USGA US N 2 2055-08-20 Floating 2.92487040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381SC88 306310000.00000000 PA USD 18641833.62000000 0.110945742524 Long ABS-MBS USGA US N 2 2065-07-16 Variable 0.83131200 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381SEL7 2157330.04000000 PA USD 2102799.21000000 0.012514682004 Long ABS-MBS USGA US N 2 2068-02-16 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381SQX8 44877037.06000000 PA USD 43665267.31000000 0.259871190946 Long ABS-MBS USGA US N 2 2060-01-16 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381SRT6 38863538.59000000 PA USD 39512299.30000000 0.235155053631 Long ABS-MBS USGA US N 2 2067-11-16 Variable 5.00033880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381SZD2 27623939.21000000 PA USD 27874800.49000000 0.165895185051 Long ABS-MBS USGA US N 2 2068-05-16 Variable 5.00105160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381TCG8 56779.05030000 PA USD 9970.14000000 0.000059336683 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381UNN8 52229154.54000000 PA USD 2710943.82000000 0.016134017778 Long ABS-MBS USGA US N 2 2055-09-20 Floating 2.27486880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381UQE5 71864658.40000000 PA USD 4168358.59000000 0.024807733418 Long ABS-MBS USGA US N 2 2055-09-20 Floating 2.27486880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381VLL2 7273241.98000000 PA USD 634046.32000000 0.003773488230 Long ABS-MBS USGA US N 2 2049-05-20 Floating 2.33287920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381WF60 3458533.75000000 PA USD 291007.60000000 0.001731914087 Long ABS-MBS USGA US N 2 2049-07-20 Floating 2.38287960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381Y4X9 5683626.65000000 PA USD 583996.05000000 0.003475617083 Long ABS-MBS USGA US N 2 2049-10-20 Floating 2.33287920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381Y6X7 146515.91880000 PA USD 2807.00000000 0.000016705690 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381YSU9 6609471.33000000 PA USD 754703.14000000 0.004491569979 Long ABS-MBS USGA US N 2 2049-09-20 Floating 2.33287920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382GAP7 8666331.56000000 PA USD 968186.96000000 0.005762105990 Long ABS-MBS USGA US N 2 2050-06-20 Floating 1.88287920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382MF61 128679441.72800000 PA USD 18436585.62000000 0.109724221497 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382NVT1 63589360.63060000 PA USD 9446568.34000000 0.056220678724 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TPA6 13402441.76000000 PA USD 2311705.42000000 0.013757974647 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TWP5 15743950.53000000 PA USD 2593699.34000000 0.015436244364 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382WFH5 45047274.67000000 PA USD 7830090.25000000 0.046600307380 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382XTB1 52439880.49000000 PA USD 9174399.04000000 0.054600879637 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383BDE9 8281501.40000000 PA USD 7504175.66000000 0.044660646458 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383BFT4 1854714.10000000 PA USD 1677476.32000000 0.009983398612 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383BFV9 3928529.36000000 PA USD 3704467.65000000 0.022046914615 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383BYM8 3577168.56000000 PA USD 3558229.24000000 0.021176585584 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383CUR9 16545493.31000000 PA USD 2793019.91000000 0.016622488652 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383JBZ7 13625793.94000000 PA USD 11898648.25000000 0.070814083638 Long ABS-MBS USGA US N 2 2067-08-16 Variable 5.00000040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383JCS2 240064606.45000000 PA USD 14326023.44000000 0.085260459908 Long ABS-MBS USGA US N 2 2064-04-16 Variable 0.80335080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384ANH2 7832237.76000000 PA USD 7684665.09000000 0.045734818357 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384BD81 2518566.00000000 PA USD 2516828.19000000 0.014978750376 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384CFG9 2905113.65000000 PA USD 2797815.60000000 0.016651029910 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384CUW7 5814427.64000000 PA USD 5845598.21000000 0.034789723324 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384CZU6 10550166.47000000 PA USD 549667.89000000 0.003271315120 Long ABS-MBS USGA US N 2 2053-08-20 Floating 2.07487080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384H5Q7 27803032.91000000 PA USD 1773232.95000000 0.010553288389 Long ABS-MBS USGA US N 2 2054-01-20 Floating 2.22486840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384JEA8 2000000.00000000 PA USD 1896557.40000000 0.011287246376 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384JKR4 16960894.15000000 PA USD 1411365.19000000 0.008399654356 Long ABS-MBS USGA US N 2 2054-02-20 Floating 2.82486960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384LB65 72381250.99000000 PA USD 6764954.39000000 0.040261215889 Long ABS-MBS USGA US N 2 2075-09-20 Variable 0.85646160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384MTC1 13214554.08000000 PA USD 611128.20000000 0.003637092429 Long ABS-MBS USGA US N 2 2054-04-20 Floating 1.62487080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384PBS8 9634642.24000000 PA USD 1070575.43000000 0.006371464762 Long ABS-MBS USGA US N 2 2054-05-20 Floating 3.62486880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384PCD0 19246412.02000000 PA USD 879593.75000000 0.005234848872 Long ABS-MBS USGA US N 2 2054-05-20 Floating 1.62487080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384QTR9 18312870.54000000 PA USD 1374001.86000000 0.008177288763 Long ABS-MBS USGA US N 2 2054-07-20 Floating 2.37486960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384QUB2 15437653.91000000 PA USD 1387321.75000000 0.008256561281 Long ABS-MBS USGA US N 2 2054-07-20 Floating 3.02487120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384REX0 11288345.19000000 PA USD 10810493.73000000 0.064337997987 Long ABS-MBS USGA US N 2 2068-02-16 Variable 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TA36 15086158.85000000 PA USD 15606463.87000000 0.092880923493 Long ABS-MBS USGA US N 2 2068-10-16 Variable 5.01680160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TBG6 84086828.93000000 PA USD 5713111.42000000 0.034001236227 Long ABS-MBS USGA US N 2 2067-10-16 Variable 0.72808920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TDX7 64745488.30000000 PA USD 4584653.92000000 0.027285289834 Long ABS-MBS USGA US N 2 2067-09-16 Variable 0.72047160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TEQ1 10924120.79000000 PA USD 10505220.08000000 0.062521180368 Long ABS-MBS USGA US N 2 2068-04-16 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TF49 4500000.00000000 PA USD 4475500.20000000 0.026635668088 Long ABS-MBS USGA US N 2 2064-12-16 Variable 5.00000040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TFU1 7840971.49000000 PA USD 7713273.43000000 0.045905079158 Long ABS-MBS USGA US N 2 2066-12-16 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TGL0 10954429.75000000 PA USD 10636375.55000000 0.063301744196 Long ABS-MBS USGA US N 2 2068-01-16 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384THR6 9720410.58000000 PA USD 9457759.25000000 0.056287280747 Long ABS-MBS USGA US N 2 2057-08-16 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TLY6 8961919.90000000 PA USD 8712127.89000000 0.051849700916 Long ABS-MBS USGA US N 2 2057-06-16 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TMU3 32160821.08000000 PA USD 31199653.13000000 0.185682843951 Long ABS-MBS USGA US N 2 2057-12-16 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TNE8 37560805.44000000 PA USD 3050966.57000000 0.018157642559 Long ABS-MBS USGA US N 2 2068-02-16 Variable 0.96194160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TNQ1 11142788.37000000 PA USD 10842539.25000000 0.064528714957 Long ABS-MBS USGA US N 2 2060-01-16 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TRU8 11181800.42000000 PA USD 10878117.26000000 0.064740455326 Long ABS-MBS USGA US N 2 2063-01-16 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TSA1 22114007.08000000 PA USD 22544199.71000000 0.134170437706 Long ABS-MBS USGA US N 2 2068-11-16 Variable 5.00031000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TSB9 15856655.39000000 PA USD 16082844.24000000 0.095716072382 Long ABS-MBS USGA US N 2 2068-11-16 Variable 5.00020920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TWR9 47885904.67000000 PA USD 49268021.17000000 0.293215640846 Long ABS-MBS USGA US N 2 2068-11-16 Variable 5.00099040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384TXU1 18232447.39000000 PA USD 17790536.62000000 0.105879300043 Long ABS-MBS USGA US N 2 2058-05-16 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384UAU3 12654236.84000000 PA USD 979744.16000000 0.005830887965 Long ABS-MBS USGA US N 2 2054-07-20 Floating 2.97487080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384UML0 26329295.19000000 PA USD 2274658.90000000 0.013537494529 Long ABS-MBS USGA US N 2 2054-08-20 Floating 3.02487120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384URZ4 21409064.77000000 PA USD 1458558.91000000 0.008680524919 Long ABS-MBS USGA US N 2 2054-08-20 Floating 2.37486960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384UUY3 48282596.42000000 PA USD 2601939.46000000 0.015485284939 Long ABS-MBS USGA US N 2 2054-08-20 Floating 2.32486920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384UVQ9 17998377.32000000 PA USD 1173281.82000000 0.006982715615 Long ABS-MBS USGA US N 2 2054-08-20 Floating 2.32486920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384UVX4 16518508.83000000 PA USD 1390009.39000000 0.008272556607 Long ABS-MBS USGA US N 2 2054-08-20 Floating 3.02487120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384VBE6 25580879.87000000 PA USD 1625247.95000000 0.009672564634 Long ABS-MBS USGA US N 2 2054-08-20 Floating 2.32486920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384WET8 16904417.43000000 PA USD 1496422.98000000 0.008905870636 Long ABS-MBS USGA US N 2 2054-09-20 Floating 2.98487160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384YAD3 14117015.15000000 PA USD 1018680.99000000 0.006062618148 Long ABS-MBS USGA US N 2 2054-10-20 Floating 2.47487040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385AFC1 18522526.88000000 PA USD 1102516.37000000 0.006561559329 Long ABS-MBS USGA US N 2 2054-11-20 Floating 2.37486960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385BG61 16379417.43000000 PA USD 1203654.59000000 0.007163477314 Long ABS-MBS USGA US N 2 2055-01-20 Floating 2.82486960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385BH37 66234772.23000000 PA USD 3927496.80000000 0.023374259078 Long ABS-MBS USGA US N 2 2055-01-20 Floating 2.32486920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385BJ27 16097960.28000000 PA USD 1131833.10000000 0.006736036070 Long ABS-MBS USGA US N 2 2055-01-20 Floating 2.97487080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385BRT9 25609879.94000000 PA USD 1711147.18000000 0.010183788693 Long ABS-MBS USGA US N 2 2054-12-20 Floating 2.38487040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385C7C6 39544695.79000000 PA USD 3011083.41000000 0.017920280350 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.92487040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385CEB0 17453362.66000000 PA USD 806469.27000000 0.004799652963 Long ABS-MBS USGA US N 2 2055-01-20 Floating 1.57487040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385CEC8 16834675.51000000 PA USD 725911.21000000 0.004320216553 Long ABS-MBS USGA US N 2 2055-01-20 Floating 1.57487040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385CGD4 18587422.28000000 PA USD 1444149.77000000 0.008594769796 Long ABS-MBS USGA US N 2 2055-01-20 Floating 2.97487080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385CJT6 36751699.96000000 PA USD 2249060.71000000 0.013385148453 Long ABS-MBS USGA US N 2 2055-01-20 Floating 2.27486880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385CS82 19314393.45000000 PA USD 1469236.25000000 0.008744070461 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.92487040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385CX29 27179809.34000000 PA USD 1611746.39000000 0.009592210919 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.32486920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385DAV8 35650559.58000000 PA USD 3093498.88000000 0.018410771023 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.92487040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385DBA3 26560860.24000000 PA USD 1575946.14000000 0.009379147901 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.32486920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385DBD7 33786195.36000000 PA USD 2572720.80000000 0.015311391855 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.92487040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385DYZ3 43218876.39000000 PA USD 2827512.87000000 0.016827771412 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.32486920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385DZ74 50489704.18000000 PA USD 3113023.49000000 0.018526970556 Long ABS-MBS USGA US N 2 2055-03-20 Floating 2.32486920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385DZN9 24588067.94000000 PA USD 1590410.33000000 0.009465230651 Long ABS-MBS USGA US N 2 2055-02-20 Floating 2.32486920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385EBS2 6437143.77000000 PA USD 6484904.80000000 0.038594517733 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385EKL7 31995775.95000000 PA USD 1614750.02000000 0.009610086840 Long ABS-MBS USGA US N 2 2055-03-20 Floating 1.67487120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385EKP8 83955612.72000000 PA USD 3766937.22000000 0.022418698473 Long ABS-MBS USGA US N 2 2055-03-20 Floating 1.67487120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385EMK7 8785766.86000000 PA USD 838638.35000000 0.004991105292 Long ABS-MBS USGA US N 2 2055-03-20 Floating 3.57486840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385EMP6 13093708.76000000 PA USD 1407102.32000000 0.008374284144 Long ABS-MBS USGA US N 2 2055-03-20 Floating 3.57486840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385FAN1 2430523.13000000 PA USD 2295578.78000000 0.013661997926 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385FAU5 22754608.41000000 PA USD 915035.62000000 0.005445779013 Long ABS-MBS USGA US N 2 2055-04-20 Floating 1.50486840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385FAV3 56252724.03000000 PA USD 2332789.21000000 0.013883453545 Long ABS-MBS USGA US N 2 2055-04-20 Floating 1.50486840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385FK67 10555417.39000000 PA USD 9992327.04000000 0.059468728538 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385FMY4 51322444.03000000 PA USD 3768165.69000000 0.022426009638 Long ABS-MBS USGA US N 2 2055-04-20 Floating 2.82486960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385FSG7 8549888.09000000 PA USD 7941040.30000000 0.047260619875 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385G5X3 32807049.27000000 PA USD 2166456.15000000 0.012893532423 Long ABS-MBS USGA US N 2 2055-06-20 Floating 2.27486880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GAV1 49340743.10000000 PA USD 2075399.94000000 0.012351616910 Long ABS-MBS USGA US N 2 2055-05-20 Floating 1.52487000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GEN5 26022849.29000000 PA USD 2080144.26000000 0.012379852443 Long ABS-MBS USGA US N 2 2055-05-20 Floating 2.82486960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GEP0 44526075.84000000 PA USD 1827038.47000000 0.010873508679 Long ABS-MBS USGA US N 2 2055-05-20 Floating 1.47486960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GGB9 36602991.96000000 PA USD 2687435.59000000 0.015994109973 Long ABS-MBS USGA US N 2 2055-05-20 Floating 2.82486960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GMT3 6000000.00000000 PA USD 5834649.00000000 0.034724559765 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 5.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GNA3 4700000.00000000 PA USD 4507140.67000000 0.026823974427 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GR27 54074937.89000000 PA USD 3536089.97000000 0.021044825061 Long ABS-MBS USGA US N 2 2055-06-20 Floating 2.22486840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385GVT3 13833120.01000000 PA USD 1053429.44000000 0.006269421442 Long ABS-MBS USGA US N 2 2055-05-20 Floating 2.92487040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385HSZ1 13452958.83000000 PA USD 737448.15000000 0.004388877952 Long ABS-MBS USGA US N 2 2055-10-20 Floating 1.77486840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385HWA1 8790326.00000000 PA USD 8721557.52000000 0.051905820787 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 5.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385JEP4 8162909.17000000 PA USD 8039108.04000000 0.047844264084 Long ABS-MBS USGA US N 2 2055-11-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385JXW8 2944146.48000000 PA USD 2898987.10000000 0.017253145958 Long ABS-MBS USGA US N 2 2055-11-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385K5Q9 23384384.22000000 PA USD 23297347.54000000 0.138652751353 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385KDX5 8991028.27000000 PA USD 8935098.68000000 0.053176698054 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385KLN8 4988814.68000000 PA USD 4795488.13000000 0.028540056852 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385KQC7 39317732.68000000 PA USD 39334045.61000000 0.234094187603 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385LD39 17925127.56000000 PA USD 17790710.61000000 0.105880335534 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385LEL8 16890767.57000000 PA USD 15693126.01000000 0.093396687965 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385LFU7 3893006.13000000 PA USD 3835862.25000000 0.022828901610 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385LJW9 57175028.77000000 PA USD 3707257.45000000 0.022063517940 Long ABS-MBS USGA US N 2 2056-01-20 Floating 1.92486960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385LNS3 5320932.98000000 PA USD 5025671.75000000 0.029909980710 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385M5R3 12197917.37000000 PA USD 12175484.18000000 0.072461655890 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385MA22 32821548.77000000 PA USD 2219169.94000000 0.013207255348 Long ABS-MBS USGA US N 2 2056-02-20 Floating 2.02487040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385MAY2 2126867.62000000 PA USD 2109110.40000000 0.012552242669 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385ML20 5105359.19000000 PA USD 4934667.63000000 0.029368375208 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385MMB9 3204155.51000000 PA USD 3019515.41000000 0.017970462887 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385MMQ6 5208155.04000000 PA USD 4724838.77000000 0.028119591470 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385NUD4 54923435.04000000 PA USD 3856245.77000000 0.022950212893 Long ABS-MBS USGA US N 2 2056-03-20 Floating 2.06247960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385NVT8 52813060.42000000 PA USD 3250680.84000000 0.019346229928 Long ABS-MBS USGA US N 2 2056-03-20 Floating 2.04486840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38385QDQ7 45070186.16000000 PA USD 4151315.69000000 0.024706303632 Long ABS-MBS USGA US N 2 2076-04-20 Variable 0.72659160 N N N N N N Granite Construction, Inc. 549300OM4BWMCIXVCZ39 387328AG2 1558000.00000000 PA USD 1589956.20000000 0.009462527924 Long DBT CORP US Y 2 2034-06-15 Fixed 6.37500000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389286AA3 7058000.00000000 PA USD 5064679.64000000 0.030142133803 Long DBT CORP US Y 2 2031-11-15 Fixed 5.37500000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AL0 7645000.00000000 PA USD 5791475.87000000 0.034467617499 Long DBT CORP US Y 2 2030-10-15 Fixed 4.75000000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AM8 12153000.00000000 PA USD 12865481.78000000 0.076568134772 Long DBT CORP US Y 2 2029-07-15 Fixed 10.50000000 N N N N N N Gray Media, Inc. 529900TM5726KDN7UU35 389375AP1 5717000.00000000 PA USD 5666845.27000000 0.033725886040 Long DBT CORP US Y 2 2033-08-15 Fixed 7.25000000 N N N N N N Great Ajax Operating Partnership LP 549300IMX0KE8QJMZ613 38982GAA4 11000000.00000000 PA USD 11059682.48000000 0.065821029725 Long DBT CORP US Y 2 2027-09-01 Fixed 9.87500160 N N N N N N Grifols SA 959800HSSNXWRKBK4N60 39843UAA0 6077000.00000000 PA USD 5981687.12000000 0.035599648221 Long DBT CORP ES Y 2 2028-10-15 Fixed 4.75000000 N N N N N N Grupo Nutresa SA 254900KKAX7B7RJUE255 40055CAB9 3900000.00000000 PA USD 4277520.00000000 0.025457400931 Long DBT CORP CO Y 2 2035-05-12 Fixed 9.00000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 401494AW9 1420000.00000000 PA USD 1509917.95000000 0.008986185132 Long DBT NUSS GT Y 2 2036-06-13 Fixed 6.60000000 N N N N N N Republic of Guatemala 529900QKDFFU9UWW5315 401494BA6 4103000.00000000 PA USD 4268473.99000000 0.025403564151 Long DBT NUSS GT Y 2 2036-08-15 Fixed 6.25000000 N N N N N N Gulfport Energy Corp. 254900DJRGZBUZ3F5038 402635502 12871.00000000 NS USD 2169921.89000000 0.012914158564 Long EC CORP US N 1 N N N Gulfport Energy Operating Corp. 549300FJX18IDUFPHD40 402635AT3 3554000.00000000 PA USD 3646489.30000000 0.021701859980 Long DBT CORP US Y 2 2029-09-01 Fixed 6.75000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CN7 6731000.00000000 PA USD 6298724.41000000 0.037486476430 Long DBT CORP GB N 2 2030-12-17 Variable 4.60000000 N N N N Y N/A USD XXXX N N N HINNT LLC N/A 40486JAD9 2130109.63000000 PA USD 2112565.20000000 0.012572803701 Long ABS-O CORP US Y 2 2041-05-15 Fixed 6.50000000 N N N N N N HINNT LLC N/A 40486JAE7 401070.30000000 PA USD 395164.06000000 0.002351794944 Long ABS-O CORP US Y 2 2041-05-15 Fixed 8.00000000 N N N N N N HarborView Mortgage Loan Trust N/A 41162NAA5 4750543.29360000 PA USD 4655725.77000000 0.027708269640 Long ABS-MBS CORP US N 2 2047-01-25 Floating 4.08728880 N N N N N N Harriman Park CLO Ltd. 549300BI9STOGTECXV18 413717BG3 5700000.00000000 PA USD 5696243.70000000 0.033900849014 Long ABS-CBDO CORP KY Y 2 2038-07-20 Floating 5.62523040 N N N N N N Harvest Midstream I LP 549300DW5M17KJOXCY66 417558AD5 1282000.00000000 PA USD 1316190.34000000 0.007833227007 Long DBT CORP US Y 2 2034-05-15 Fixed 6.75000000 N N N N N N Harvest Commercial Capital Loan Trust N/A 41757CAA0 17391151.72000000 PA USD 17650768.57000000 0.105047478968 Long ABS-MBS CORP US N 2 2057-06-25 Variable 5.96779920 N N N N N N Harvest Commercial Capital Loan Trust N/A 417927AA8 7661442.79000000 PA USD 7757195.50000000 0.046166478695 Long ABS-MBS CORP US N 2 2056-10-25 Fixed 6.16350000 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 418097AP6 12182000.00000000 PA USD 11968815.00000000 0.071231676796 Long DBT NUSS JO Y 2 2032-11-12 Fixed 5.75000000 N N N N N N Herc Holdings, Inc. 549300TP80QLITMSBP82 42704LAF1 2193000.00000000 PA USD 2278687.09000000 0.013561468058 Long DBT CORP US Y 2 2030-06-15 Fixed 7.00000000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428040DA4 763000.00000000 PA USD 720734.99000000 0.004289410594 Long DBT CORP US Y 2 2026-12-01 Fixed 4.62500000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428040DB2 13191000.00000000 PA USD 5850736.14000000 0.034820301403 Long DBT CORP US Y 2 2029-12-01 Fixed 5.00000000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428040DC0 8511000.00000000 PA USD 7752093.71000000 0.046136115701 Long DBT CORP US Y 2 2029-07-15 Fixed 12.62500000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAR0 10000000.00000000 PA USD 9859201.00000000 0.058676436982 Long ABS-O CORP US Y 2 2028-06-26 Fixed 5.16000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MBQ1 5000000.00000000 PA USD 4990220.50000000 0.029698994745 Long ABS-O CORP US Y 2 2028-09-25 Fixed 6.78000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MBU2 665000.00000000 PA USD 665779.18000000 0.003962344423 Long ABS-O CORP US Y 2 2027-06-25 Fixed 6.91000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MBV0 1666666.70000000 PA USD 1669483.20000000 0.009935828043 Long ABS-O CORP US Y 2 2027-06-25 Fixed 9.13000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MBZ1 4600000.00000000 PA USD 4766673.18000000 0.028368566424 Long ABS-O CORP US Y 2 2029-09-25 Fixed 9.40000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MCH0 3200000.00000000 PA USD 3316141.12000000 0.019735812816 Long ABS-O CORP US Y 2 2030-03-25 Fixed 9.44000000 N N N N N N Hertz Vehicle Financing III LLC N/A 42806MDA4 1990000.00000000 PA USD 1995833.09000000 0.011878079626 Long ABS-O CORP US Y 2 2031-09-25 Fixed 8.34000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MDG1 7905000.00000000 PA USD 7992279.90000000 0.047565569248 Long ABS-O CORP US Y 2 2031-12-25 Fixed 5.90000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MDJ5 250000.00000000 PA USD 259351.23000000 0.001543513120 Long ABS-O CORP US Y 2 2031-12-25 Fixed 9.34000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MDP1 3130000.00000000 PA USD 3124558.50000000 0.018595620469 Long ABS-O CORP US Y 2 2030-05-25 Fixed 7.74000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MDT3 1690000.00000000 PA USD 1687812.97000000 0.010044916557 Long ABS-O CORP US Y 2 2032-05-25 Fixed 8.30000000 N N N N N N Hess Midstream Operations LP N/A 428102AE7 5000.00000000 PA USD 4846.13000000 0.000028841448 Long DBT CORP US Y 2 2030-02-15 Fixed 4.25000000 N N N N N N Hess Midstream Operations LP N/A 428102AH0 1131000.00000000 PA USD 1142336.01000000 0.006798543503 Long DBT CORP US Y 2 2028-03-01 Fixed 5.87500000 N N N N N N Hess Midstream Operations LP N/A 428104AA1 4610000.00000000 PA USD 4601650.83000000 0.027386445914 Long DBT CORP US Y 2 2028-06-15 Fixed 5.12500000 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428ESCAA5 185000.00000000 PA USD 18.50000000 0.000000110101 Long DBT CORP US N 3 2022-10-15 Fixed 6.25000000 Y N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428ESCAB3 5875000.00000000 PA USD 587.50000000 0.000003496470 Long DBT CORP US N 3 2024-10-15 Fixed 5.50000000 Y N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428ESCAC1 2755000.00000000 PA USD 275.50000000 0.000001639621 Long DBT CORP US N 3 2026-08-01 Fixed 7.12500000 Y N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428ESCAD9 1450000.00000000 PA USD 145.00000000 0.000000862958 Long DBT CORP US N 3 2028-01-15 Fixed 6.00000000 Y N N N N N Hilcorp Energy I LP N/A 431318AZ7 3175000.00000000 PA USD 3126558.07000000 0.018607520788 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AJ0 6709000.00000000 PA USD 6478351.96000000 0.038555518903 Long DBT CORP US Y 2 2029-05-01 Fixed 3.75000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AR2 9232000.00000000 PA USD 9336617.02000000 0.055566310110 Long DBT CORP US Y 2 2033-03-15 Fixed 5.87500000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AS0 7831000.00000000 PA USD 7900351.34000000 0.047018461997 Long DBT CORP US Y 2 2033-09-15 Fixed 5.75000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AT8 3224000.00000000 PA USD 3209296.01000000 0.019099930622 Long DBT CORP US Y 2 2034-03-31 Fixed 5.50000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AU5 2161000.00000000 PA USD 2173519.80000000 0.012935571308 Long DBT CORP US Y 2 2031-09-15 Fixed 5.50000000 N N N N N N Home RE Ltd. N/A 43730GAC5 7127895.64000000 PA USD 7300694.36000000 0.043449639838 Long ABS-MBS CORP BM Y 2 2034-10-25 Floating 9.11210040 N N N N N N Home Partners of America Trust N/A 43730XAG9 14028742.91000000 PA USD 12983935.45000000 0.077273104607 Long ABS-O CORP US Y 2 2041-01-17 Fixed 4.24200000 N N N N N N Republic of Honduras 5493002DW1JNBNG17615 438180AK7 3660000.00000000 PA USD 4170570.00000000 0.024820894491 Long DBT NUSS HN Y 2 2034-11-27 Fixed 8.62500000 N N N N N N Honey Hill Park CLO Ltd. N/A 438453AN2 6270000.00000000 PA USD 6301350.00000000 0.037502102470 Long ABS-CBDO CORP KY Y 2 2039-04-24 Floating 6.16953960 N N N N N N Honey Hill Park CLO Ltd. N/A 438453AQ5 890000.00000000 PA USD 890987.01000000 0.005302655168 Long ABS-CBDO CORP KY Y 3 2039-04-24 Floating 7.36953840 N N N N N N Honey Hill Park CLO Ltd. N/A 43845QAA9 9250000.00000000 PA USD 9220400.00000000 0.054874651562 Long ABS-CBDO CORP KY Y 2 2039-04-24 Floating 8.21954160 N N N N N N Howard Midstream Energy Partners LLC N/A 442722AC8 2365000.00000000 PA USD 2444617.73000000 0.014548994201 Long DBT CORP US Y 2 2032-07-15 Fixed 7.37500000 N N N N N N Howard Midstream Energy Partners LLC N/A 442722AD6 5228000.00000000 PA USD 5289491.42000000 0.031480087481 Long DBT CORP US Y 2 2034-01-15 Fixed 6.62500000 N N N N N N HUB International Ltd. 549300JQT6ATTUNS5E06 44332PAH4 40000.00000000 PA USD 41057.96000000 0.000244353959 Long DBT CORP US Y 2 2030-06-15 Fixed 7.25000000 N N N N N N Hughes Satellite Systems Corp. N/A 444454AF9 1425000.00000000 PA USD 897750.00000000 0.005342904693 Long DBT CORP US N 2 2026-08-01 Fixed 6.62500000 N N N N N N Huntington Bank Auto Credit-Linked Notes N/A 44644NAG4 6918361.05000000 PA USD 6967401.16000000 0.041466065566 Long ABS-O CORP US Y 2 2032-10-20 Fixed 5.44200000 N N N N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAF5 5818000.00000000 PA USD 6015259.29000000 0.035799450955 Long DBT CORP DE Y 2 2030-11-15 Fixed 7.75000080 N N Y N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAG3 1020000.00000000 PA USD 1064604.60000000 0.006335929729 Long DBT CORP DE Y 2 2032-11-15 Fixed 7.99999920 N N Y N N N IHO Verwaltungs GmbH 529900JL0HDVGZMUJF32 44963BAJ7 924678.00000000 PA USD 951536.20000000 0.005663010002 Long DBT CORP DE Y 2 2033-05-15 Fixed 7.37499960 N N Y N N N INEOS Finance plc 2138002D68XDR4LZCG32 44984WAH0 1400000.00000000 PA USD 1408636.60000000 0.008383415318 Long DBT CORP GB Y 2 2028-05-15 Fixed 6.75000000 N N N N N N INEOS Finance plc 2138002D68XDR4LZCG32 44984WAJ6 9500000.00000000 PA USD 9453152.65000000 0.056259864846 Long DBT CORP GB Y 2 2029-04-15 Fixed 7.50000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 449934AD0 2703000.00000000 PA USD 2701648.23000000 0.016078695638 Long DBT CORP US Y 2 2026-10-15 Fixed 5.00000000 N N N N N N IRV Trust N/A 45006HAA9 53700000.00000000 PA USD 54227602.50000000 0.322732288429 Long ABS-MBS CORP US Y 2 2047-03-14 Variable 5.29458840 N N N N N N IRV Trust N/A 45006HAC5 27350000.00000000 PA USD 27227206.71000000 0.162041069934 Long ABS-MBS CORP US Y 2 2047-03-14 Variable 5.43993120 N N N N N N IRV Trust N/A 45006HAE1 17600000.00000000 PA USD 17521778.56000000 0.104279802744 Long ABS-MBS CORP US Y 2 2047-03-14 Variable 5.73036840 N N N N N N IRV Trust N/A 45006HAG6 4000000.00000000 PA USD 4048280.00000000 0.024093092970 Long ABS-MBS CORP US Y 2 2047-03-14 Variable 6.16546080 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBJ5 9589804.00000000 PA USD 9295428.76000000 0.055321180678 Long DBT CORP US Y 2 2029-05-01 Fixed 9.12500000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBL0 3423352.00000000 PA USD 2909140.43000000 0.017313572886 Long DBT CORP US Y 2 2030-05-01 Fixed 10.87500000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBM8 2713120.00000000 PA USD 2491376.70000000 0.014827277376 Long DBT CORP US Y 2 2030-08-15 Fixed 7.75000000 N N N N N N iHeartMedia, Inc. N/A 45174J509 2360.00000000 NS USD 10171.60000000 0.000060535660 Long EC CORP US N 1 N N N Identity Digital Capital LLC N/A 45175XAF8 13000000.00000000 PA USD 12948000.00000000 0.077059236955 Long ABS-O CORP US N 3 2065-03-20 Fixed 6.79300000 N N N N N N Ingram Micro, Inc. 549300KJMEWPKRQZHX63 45258LAA5 23368000.00000000 PA USD 22967500.52000000 0.136689686812 Long DBT CORP US Y 2 2029-05-15 Fixed 4.75000000 N N N N N N Incora Top Holdco LLC N/A 45338U101 2784.00000000 NS USD 85246.08000000 0.000507336876 Long EC CORP US N 3 N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAE3 2645000.00000000 PA USD 2687785.52000000 0.015996192560 Long DBT CORP US Y 2 2033-01-15 Fixed 7.37500000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAG8 2351000.00000000 PA USD 2466104.96000000 0.014676874148 Long DBT CORP US Y 2 2034-01-15 Fixed 8.37500000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAJ2 2055000.00000000 PA USD 2189766.90000000 0.013032264938 Long DBT CORP US Y 2 2030-10-15 Fixed 9.75000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45670BAL3 10190236.19530000 PA USD 5966324.19000000 0.035508216675 Long ABS-MBS CORP US N 2 2037-09-25 Variable 3.39653880 N N N N N N INEOS Quattro Finance 2 plc 213800V48W4Y5MT5Q131 45674GAB0 2205000.00000000 PA USD 2104672.50000000 0.012525830776 Long DBT CORP GB Y 2 2029-03-15 Fixed 9.62500000 N N N N N N Infinity Natural Resources LLC 54930021094IFVB5ND43 45690BAA3 1099000.00000000 PA USD 1110153.75000000 0.006607012733 Long DBT CORP US Y 2 2031-04-01 Fixed 7.62500000 N N N N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 45777VAE7 8210000.00000000 PA USD 8537579.00000000 0.050810883780 Long DBT NUSS CR Y 2 2031-10-07 Fixed 6.75000000 N N N N N N Installed Building Products, Inc. 549300I95Y9P9YM5FI86 45780RAB7 1223000.00000000 PA USD 1200671.93000000 0.007145726193 Long DBT CORP US Y 2 2034-02-01 Fixed 5.62500000 N N N N N N ION Platform Finance US, Inc. 213800FKHT3BRRKMCC89 46205QAB4 3530000.00000000 PA USD 2733794.03000000 0.016270009418 Long DBT CORP US Y 2 2032-09-30 Fixed 7.87500000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAA6 12998000.00000000 PA USD 12991746.66000000 0.077319592550 Long DBT CORP US Y 2 2027-05-15 Fixed 5.00000000 N N N N N N IQVIA, Inc. 549300PLWY28YB00C717 46266TAG3 10871000.00000000 PA USD 11105814.69000000 0.066095582775 Long DBT CORP US Y 2 2032-06-01 Fixed 6.25000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAE1 3147000.00000000 PA USD 3147289.52000000 0.018730902756 Long DBT CORP US Y 2 2028-03-15 Fixed 5.25000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAG6 4177000.00000000 PA USD 4165710.82000000 0.024791975375 Long DBT CORP US Y 2 2028-07-15 Fixed 5.00000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAJ0 3030000.00000000 PA USD 2997248.73000000 0.017837944091 Long DBT CORP US Y 2 2030-07-15 Fixed 5.25000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAQ4 499000.00000000 PA USD 506754.96000000 0.003015921419 Long DBT CORP US Y 2 2033-01-15 Fixed 6.25000000 N N N N N N Istanbul Metropolitan Municipality 213800T1VDQSNKA2MD76 46522TAC2 2870000.00000000 PA USD 3079911.80000000 0.018329908340 Long DBT NUSS TR Y 2 2028-12-06 Fixed 10.50000000 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46590KAK0 4647000.00000000 PA USD 4204372.79000000 0.025022069746 Long ABS-MBS CORP US N 2 2049-01-15 Variable 4.75398720 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust N/A 46590RAK5 2000000.00000000 PA USD 1864009.40000000 0.011093538928 Long ABS-MBS CORP US N 2 2049-08-15 Variable 3.39670080 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46590RAP4 8121750.00000000 PA USD 4848722.92000000 0.028856880477 Long ABS-MBS CORP US Y 2 2049-08-15 Variable 3.45663000 N N N N N N JH North America Holdings, Inc. 254900A6FXA0D81TL967 46593WAA3 1417000.00000000 PA USD 1416457.15000000 0.008429958847 Long DBT CORP US Y 2 2031-01-31 Fixed 5.87500000 N N N N N N JH North America Holdings, Inc. 254900A6FXA0D81TL967 46593WAB1 2129000.00000000 PA USD 2134018.05000000 0.012700479037 Long DBT CORP US Y 2 2032-07-31 Fixed 6.12500000 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 465968AM7 367000.00000000 PA USD 276173.15000000 0.001643627757 Long ABS-MBS CORP US Y 2 2050-09-15 Variable 4.41537480 N N N N N N JPMorgan Mortgage Trust N/A 466247M67 22558.39000000 PA USD 22674.14000000 0.000134943769 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N JPMorgan Alternative Loan Trust N/A 46628VAG1 691709.55000000 PA USD 682498.47000000 0.004061848263 Long ABS-MBS CORP US N 2 2036-08-25 Variable 6.81000120 N N N N N N JPMBB Commercial Mortgage Securities Trust 549300UOGMFS1M8XVM16 46640NAR9 3000000.00000000 PA USD 840210.00000000 0.005000458872 Long ABS-MBS CORP US Y 2 2045-11-15 Fixed 3.50000000 N N N N N N Moran Foods Backstop Equity N/A N/A 9333313899.81000000 NS USD 9333.31000000 0.000055546628 Long EC CORP US N 3 N N N JPMBB Commercial Mortgage Securities Trust N/A 46644FAX9 1000000.00000000 PA USD 920490.00000000 0.005478240425 Long ABS-MBS CORP US Y 2 2048-10-15 Variable 3.77538840 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644UBF4 10630000.00000000 PA USD 10097968.50000000 0.060097447282 Long ABS-MBS CORP US N 2 2048-07-15 Variable 4.10684040 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644UBG2 3750000.00000000 PA USD 3060825.00000000 0.018216314408 Long ABS-MBS CORP US N 2 2048-07-15 Variable 4.10684040 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644YBB5 5000000.00000000 PA USD 3887150.00000000 0.023134137544 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.53294720 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46645JAH5 3350000.00000000 PA USD 3214961.50000000 0.019133648442 Long ABS-MBS CORP US N 2 2048-12-15 Variable 4.79540880 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46645JBJ0 1000000.00000000 PA USD 816390.00000000 0.004858695586 Long ABS-MBS CORP US Y 2 2048-12-15 Variable 4.29540840 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46645LAC1 1500000.00000000 PA USD 1396126.20000000 0.008308960431 Long ABS-MBS CORP US Y 2 2049-03-17 Variable 4.26349440 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 46647TAA6 4669000.00000000 PA USD 3903612.70000000 0.023232114305 Long ABS-MBS CORP US Y 2 2050-03-15 Variable 4.48698960 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 46647TAV0 31917000.00000000 PA USD 106293.19000000 0.000632597475 Long ABS-MBS CORP US N 2 2050-03-15 Variable 0.40958640 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 46647TAY4 1000000.00000000 PA USD 953610.40000000 0.005675354477 Long ABS-MBS CORP US N 2 2050-03-15 Variable 4.07739960 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 46647TAZ1 2460000.00000000 PA USD 2190557.18000000 0.013036968242 Long ABS-MBS CORP US N 2 2050-03-15 Variable 3.73698720 N N N N N N Jaguar Land Rover Automotive plc 529900L73GEWN1O5NH84 47010BAF1 1000000.00000000 PA USD 989976.80000000 0.005891786902 Long DBT CORP GB Y 2 2027-10-01 Fixed 4.50000000 N N N N N N James Hardie International Finance DAC 635400G32A4Q1LVQ8M88 47032FAB5 2000000.00000000 PA USD 1987878.80000000 0.011830740152 Long DBT CORP IE Y 2 2028-01-15 Fixed 5.00000000 N N N N N N JELD-WEN, Inc. 549300XWE6NM0N1HFW16 475795AD2 2803000.00000000 PA USD 2303155.03000000 0.013707087519 Long DBT CORP US Y 2 2027-12-15 Fixed 4.87500000 N N N N N N JetBlue Airways Corp. N/A 476920AA1 8283000.00000000 PA USD 7619047.14000000 0.045344297106 Long DBT CORP US Y 2 2031-09-20 Fixed 9.87500000 N N N N N N Jonah Energy Abs I LLC 2549003KXV9PPFRCPA79 47987EAE7 17500000.00000000 PA USD 17550750.00000000 0.104452224513 Long ABS-O CORP US Y 3 2039-08-10 Fixed 12.66200000 N N N N N N Jonah Energy ABS II LLC 254900MMTK6TS4MGMV20 479913AF2 21266911.49000000 PA USD 21232884.43000000 0.126366224323 Long ABS-O CORP US Y 2 2040-12-10 Fixed 11.24700000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 48129RAA3 9875000.00000000 PA USD 4898208.36000000 0.029151390073 Long ABS-MBS CORP US Y 2 2052-11-13 Fixed 2.50000000 N N N N N N JPMorgan Prime Money Market Fund 549300YD7H8SEEU7VG41 4812A2603 412294637.20400000 NS USD 412377096.13000000 2.454237284968 Long STIV RF US N 1 N N N KKR CLO 40 Ltd. N/A 48254UAG0 5300000.00000000 PA USD 5310366.80000000 0.031604326039 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 5.37522840 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AM6 3666000.00000000 PA USD 3959389.98000000 0.023564069405 Long DBT NUSS KE Y 2 2031-02-16 Fixed 9.75000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AN4 8350000.00000000 PA USD 8714227.00000000 0.051862193642 Long DBT NUSS KE Y 2 2036-03-05 Fixed 9.50000000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AP9 2490000.00000000 PA USD 2453272.50000000 0.014600502540 Long DBT NUSS KE Y 2 2033-10-09 Fixed 7.87500000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 491798AQ7 6520000.00000000 PA USD 6505786.40000000 0.038718793310 Long DBT NUSS KE Y 2 2038-10-09 Fixed 8.80000000 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAA8 9464000.00000000 PA USD 9511393.25000000 0.056606480246 Long DBT CORP US Y 2 2030-06-15 Fixed 5.87500000 N N N N N N Kioxia Holdings Corp. 35380080RTKRARNH4R73 49726JAA6 6198000.00000000 PA USD 6381400.12000000 0.037978515906 Long DBT CORP JP Y 2 2030-07-24 Fixed 6.25000000 N N N N N N Kioxia Holdings Corp. 35380080RTKRARNH4R73 49726JAB4 2850000.00000000 PA USD 2987961.38000000 0.017782670991 Long DBT CORP JP Y 2 2033-07-24 Fixed 6.62500000 N N N N N N Knife River Corp. N/A 498894AA2 3340000.00000000 PA USD 3467574.64000000 0.020637060229 Long DBT CORP US Y 2 2031-05-01 Fixed 7.75000000 N N N N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAD6 1112000.00000000 PA USD 1131670.17000000 0.006735066402 Long DBT CORP US Y 2 2033-10-01 Fixed 6.50000000 N N N N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAF1 1255000.00000000 PA USD 1262646.72000000 0.007514565399 Long DBT CORP US Y 2 2031-04-01 Fixed 5.87500000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 501797AM6 4685000.00000000 PA USD 4623043.22000000 0.027513761426 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 501797AR5 4184000.00000000 PA USD 4246856.23000000 0.025274907363 Long DBT CORP US N 2 2029-06-15 Fixed 7.50000000 N N N N N N LHOME Mortgage Trust N/A 50205GAA0 13810000.00000000 PA USD 13858786.59000000 0.082479728124 Long ABS-MBS CORP US Y 2 2029-05-25 Variable 6.90000120 N N N N N N LHOME Mortgage Trust N/A 50205JAA4 2784727.29000000 PA USD 2786078.72000000 0.016581178580 Long ABS-MBS CORP US Y 2 2029-03-25 Variable 7.12800000 N N N N N N LHOME Mortgage Trust N/A 50205PAA0 4329000.00000000 PA USD 4339792.63000000 0.025828012713 Long ABS-MBS CORP US Y 2 2039-07-25 Variable 5.92099920 N N N N N N LHOME Mortgage Trust N/A 50205PAB8 2673354.00000000 PA USD 2680683.53000000 0.015953925497 Long ABS-MBS CORP US Y 2 2039-07-25 Variable 6.09199920 N N N N N N LHOME Mortgage Trust 5299002NGIWITLMXOH85 50205UAA9 4975000.00000000 PA USD 4996717.87000000 0.029737663449 Long ABS-MBS CORP US Y 2 2040-01-25 Variable 5.65200000 N N N N N N LHOME Mortgage Trust 529900ZQNJ23BIJVY871 50205WAA5 9582000.00000000 PA USD 9592418.51000000 0.057088697168 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 5.32299960 N N N N N N Lhome Mortgage Trust 529900COAFD3IY51O355 50206RAA5 4000000.00000000 PA USD 4020160.80000000 0.023925743256 Long ABS-MBS CORP US Y 2 2040-04-25 Variable 5.61200040 N N N N N N LP LMS Asset Securitization Trust N/A 50214JAC9 103221.08000000 PA USD 103087.62000000 0.000613519720 Long ABS-O CORP US Y 2 2029-01-15 Fixed 3.85000000 N N N N N N Lamar Media Corp. N/A 513075BW0 7086000.00000000 PA USD 7030087.21000000 0.041839137792 Long DBT CORP US N 2 2029-01-15 Fixed 4.87500000 N N N N N N Lamb Weston Holdings, Inc. 5493005SMYID1D2OY946 513272AD6 3225000.00000000 PA USD 3080817.99000000 0.018335301475 Long DBT CORP US Y 2 2030-01-31 Fixed 4.12500000 N N N N N N N/A N/A N/A 31878000.00000000 PA USD -605938.81000000 -0.00360620808 N/A DCR US N 2 Citibank, NA E57ODZWZ7FF32TWEFA76 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 134675.63000000 USD 0.00000000 USD 31878000.00000000 USD -605938.81000000 N N N N/A N/A N/A 31878000.00000000 PA USD -528779.59000000 -0.00314699966 N/A DCR US N 2 Citibank, NA E57ODZWZ7FF32TWEFA76 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 57516.41000000 USD 0.00000000 USD 31878000.00000000 USD -528779.59000000 N N N N/A N/A N/A 15942000.00000000 PA USD -252883.40000000 -0.00150502022 N/A DCR US N 2 Citibank, NA E57ODZWZ7FF32TWEFA76 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 17207.46000000 USD 0.00000000 USD 15942000.00000000 USD -252883.40000000 N N N N/A N/A N/A 7971000.00000000 PA USD -132153.36000000 -0.00078650270 N/A DCR US N 2 Citibank, NA E57ODZWZ7FF32TWEFA76 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 14315.39000000 USD 0.00000000 USD 7971000.00000000 USD -132153.36000000 N N N N/A N/A N/A 15935000.00000000 PA USD -270082.87000000 -0.00160738182 N/A DCR US N 2 Citibank, NA E57ODZWZ7FF32TWEFA76 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 34510.41000000 USD 0.00000000 USD 15935000.00000000 USD -270082.87000000 N N N N/A N/A N/A 4770000.00000000 PA USD -91157.47000000 -0.00054251815 N/A DCR US N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 20640.96000000 USD 0.00000000 USD 4770000.00000000 USD -91157.47000000 N N N N/A N/A N/A 7721000.00000000 PA USD -155800.07000000 -0.00092723467 N/A DCR US N 2 Citibank, NA E57ODZWZ7FF32TWEFA76 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 41657.93000000 USD 0.00000000 USD 7721000.00000000 USD -155800.07000000 N N N N/A N/A N/A 44000000.00000000 PA USD -801492.00000000 -0.00477003104 N/A DCR US N 2 Citibank, NA E57ODZWZ7FF32TWEFA76 Bank of America Corp. Bank of America Corp. Y Receipt of notional amount upon default event with regard to the reference instrument 2028-06-20 151025.22000000 USD 0.00000000 USD 44000000.00000000 USD -801492.00000000 N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 516806AK2 2624000.00000000 PA USD 2689463.55000000 0.016006179254 Long DBT CORP US Y 2 2032-04-15 Fixed 7.87500000 N N N N N N Lehman Mortgage Trust N/A 52519BBP4 10642796.20630000 PA USD 4263405.18000000 0.025373397436 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.50000000 N N N N N N Lendmark Funding Trust N/A 52590AAA2 4646000.00000000 PA USD 4622888.01000000 0.027512837703 Long ABS-O CORP US Y 2 2034-02-21 Fixed 4.47000000 N N N N N N Lendmark Funding Trust N/A 52590AAD6 2300000.00000000 PA USD 2302581.29000000 0.013703672940 Long ABS-O CORP US Y 2 2034-02-21 Fixed 5.69000000 N N N N N N Lendmark Funding Trust N/A 52590AAE4 3700000.00000000 PA USD 3768134.39000000 0.022425823358 Long ABS-O CORP US Y 2 2034-02-21 Fixed 8.47000000 N N N N N N Lendingpoint Asset Securitization Trust N/A 525919AC0 361694.61000000 PA USD 361351.98000000 0.002150564400 Long ABS-O CORP US Y 2 2030-02-15 Fixed 8.68000000 N N N N N N Lendmark Funding Trust N/A 525951AD1 1900000.00000000 PA USD 1866768.62000000 0.011109960258 Long ABS-O CORP US Y 2 2035-05-21 Fixed 5.64000000 N N N N N N Lendmark Funding Trust N/A 52603DAA1 3050000.00000000 PA USD 3071259.72000000 0.018278416011 Long ABS-O CORP US Y 2 2032-06-21 Fixed 5.53000000 N N N N N N Lendmark Funding Trust N/A 52603GAA4 19200000.00000000 PA USD 19151479.68000000 0.113978870150 Long ABS-O CORP US Y 2 2034-10-20 Fixed 4.78000000 N N N N N N Lendmark Funding Trust N/A 52603GAC0 13600000.00000000 PA USD 13555321.28000000 0.080673672731 Long ABS-O CORP US Y 2 2034-10-20 Fixed 5.28000000 N N N N N N Lendmark Funding Trust N/A 52603KAC1 2000000.00000000 PA USD 1988245.40000000 0.011832921949 Long ABS-O CORP US Y 2 2035-11-20 Fixed 5.40000000 N N N N N N Lendmark Funding Trust N/A 52603KAD9 1200000.00000000 PA USD 1193019.24000000 0.007100181673 Long ABS-O CORP US Y 2 2035-11-20 Fixed 5.90000000 N N N N N N Lendmark Funding Trust N/A 52604DAB8 1000000.00000000 PA USD 944305.80000000 0.005619978714 Long ABS-O CORP US Y 2 2032-04-20 Fixed 2.37000000 N N N N N N Lendmark Funding Trust N/A 52604DAC6 1100000.00000000 PA USD 1040847.06000000 0.006194538170 Long ABS-O CORP US Y 2 2032-04-20 Fixed 3.09000000 N N N N N N Lendmark Funding Trust N/A 52604QAA1 7615000.00000000 PA USD 7645195.00000000 0.045499914510 Long ABS-O CORP US Y 2 2034-09-20 Fixed 4.94000000 N N N N N N Lendmark Funding Trust N/A 52604QAD5 4400000.00000000 PA USD 4460466.56000000 0.026546196291 Long ABS-O CORP US Y 2 2034-09-20 Fixed 6.48000000 N N N N N N Lendingpoint Asset Securitization Trust N/A 52605AAD9 10486013.51000000 PA USD 4232651.04000000 0.025190366036 Long ABS-O CORP US Y 2 2029-06-15 Fixed 4.54000000 N N N N N N LendingClub Loan Certificate Issuer Trust N/A 52606UAA0 800000.00000000 PA USD 3912708.00000000 0.023286244432 Long ABS-O CORP US Y 3 2037-07-15 Fixed 12.85755100 N N N N N N LendingPoint Asset Securitization Trust N/A 52606YAD6 6500000.00000000 PA USD 852780.50000000 0.005075271441 Long ABS-O CORP US Y 3 2028-10-15 Fixed 10.00000000 N N N N N N Lendingpoint Asset Securitization Trust N/A 52607FAD6 1161628.05000000 PA USD 481797.08000000 0.002867386109 Long ABS-O CORP US Y 2 2028-12-15 Fixed 5.73000000 N N N N N N Lendingpoint Asset Securitization Trust N/A 52607HAD2 1881170.78000000 PA USD 397803.47000000 0.002367503232 Long ABS-O CORP US Y 2 2029-02-15 Fixed 6.12000000 N N N N N N Lendmark Funding Trust N/A 52607MAD1 4500000.00000000 PA USD 4313780.55000000 0.025673203396 Long ABS-O CORP US Y 2 2031-11-20 Fixed 5.05000000 N N N N N N LendingClub Loan Certificate Issuer Trust N/A 52607PAA0 700000.00000000 PA USD 4001211.90000000 0.023812970027 Long ABS-O CORP US Y 3 2037-07-15 Fixed 25.45636500 N N N N N N LendingClub Loan Certificate Issuer Trust N/A 52608CAA8 400000.00000000 PA USD 905736.00000000 0.005390432888 Long ABS-O CORP US Y 3 2037-06-15 Fixed 0.00000000 N N N N N N LendingClub Loan Certificate Issuer Trust N/A 52608RAA5 400000.00000000 PA USD 2479946.80000000 0.014759253019 Long ABS-O CORP US Y 3 2037-06-15 Fixed 0.00000000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CM3 14180000.00000000 PA USD 14605853.76000000 0.086925853091 Long DBT CORP US Y 2 2033-06-30 Fixed 6.87500000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298CN1 4854005.00000000 PA USD 5031111.72000000 0.029942356362 Long DBT CORP US Y 2 2034-03-31 Fixed 7.00000000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AG8 11447000.00000000 PA USD 10971634.71000000 0.065297018760 Long DBT CORP US Y 2 2029-06-01 Fixed 3.87500000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 536797AJ2 2413000.00000000 PA USD 2392441.24000000 0.014238468984 Long DBT CORP US Y 2 2030-10-01 Fixed 5.50000000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AR0 17292000.00000000 PA USD 17226248.90000000 0.102520975891 Long DBT CORP US Y 2 2027-10-15 Fixed 4.75000000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AV1 13511000.00000000 PA USD 13525809.95000000 0.080498037840 Long DBT CORP US Y 2 2027-05-15 Fixed 6.50000000 N N N N N N Live Nation Entertainment, Inc. 5493007B9BM9ZXJINO78 538034AX7 2715000.00000000 PA USD 2661642.38000000 0.015840603247 Long DBT CORP US Y 2 2028-01-15 Fixed 3.75000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YBB8 11751000.00000000 PA USD 12018922.80000000 0.071529890330 Long DBT CORP GB N 2 2031-09-27 Variable 6.75000000 N N N N Y N/A USD XXXX N N N LOANDEPOT GMSR Master Trust N/A 53946TAF9 11350000.00000000 PA USD 11370602.52000000 0.067671451491 Long ABS-MBS CORP US Y 2 2030-07-16 Floating 6.77505960 N N N N N N Los Angeles Community College District/CA N/A 54438CPA4 100000.00000000 PA USD 109728.95000000 0.000653045192 Long DBT MUN US N 2 2049-08-01 Fixed 6.75000000 N N N N N N Lsf12 Helix Parent LLC 254900H70V4IL22BHL88 548916AA3 1677000.00000000 PA USD 1643313.93000000 0.009780083219 Long DBT CORP US Y 2 2033-02-01 Fixed 7.12500000 N N N N N N MASTR Asset Securitization Trust N/A 55265K2G3 10582.40000000 PA USD 10648.58000000 0.000063374378 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 5.25000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CD1 4489000.00000000 PA USD 4487704.03000000 0.026708298442 Long DBT CORP US N 2 2026-09-01 Fixed 4.62500000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CF6 2820000.00000000 PA USD 2822794.62000000 0.016799691033 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CJ8 2090000.00000000 PA USD 2129820.77000000 0.012675499180 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 552953CK5 3874000.00000000 PA USD 3931370.38000000 0.023397312455 Long DBT CORP US N 2 2029-09-15 Fixed 6.12500000 N N N N N N MIWD Holdco II LLC N/A 55337PAA0 3405000.00000000 PA USD 3181181.18000000 0.018932606916 Long DBT CORP US Y 2 2030-02-01 Fixed 5.50000000 N N N N N N MRCD MARK Mortgage Trust N/A 55348UAW8 13337000.00000000 PA USD 6335741.85000000 0.037706783480 Long ABS-MBS CORP US Y 2 2036-12-15 Fixed 2.71752000 N N N N N N MRCD MARK Mortgage Trust N/A 55348UBA5 20000000.00000000 PA USD 8491000.00000000 0.050533671686 Long ABS-MBS CORP US Y 2 2036-12-15 Fixed 4.25000000 N N N N N N MSWF Commercial Mortgage Trust N/A 55361AAU8 37271633.00000000 PA USD 39480212.07000000 0.234964088427 Long ABS-MBS CORP US N 2 2056-12-15 Variable 6.01400160 N N N N N N MV24 Capital BV N/A 55388RAA4 3060672.30000000 PA USD 3082709.14000000 0.018346556540 Long DBT CORP NL Y 2 2034-06-01 Fixed 6.74800000 N N N N N N MYT Holding LLC N/A 55406N202 13909.00000000 NS USD 17984.34000000 0.000107032709 Long EP CORP US N 3 N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 12141000.00000000 PA USD 11989409.90000000 0.071354246095 Long DBT CORP US Y 2 2028-06-30 Fixed 4.12500000 N N N N N N Madison IAQ LLC 549300IXDNBXNHUPBU73 55760LAB3 4864000.00000000 PA USD 4863419.72000000 0.028944347591 Long DBT CORP US Y 2 2029-06-30 Fixed 5.87500000 N N N N N N Madison Park Funding Ltd. N/A 55817EBC9 2000000.00000000 PA USD 1979532.00000000 0.011781064677 Long ABS-CBDO CORP KY Y 2 2037-04-15 Floating 7.42309920 N N N N N N Madison Park Funding Ltd. N/A 55820BAU1 16950000.00000000 PA USD 16953322.20000000 0.100896669184 Long ABS-CBDO CORP KY Y 2 2034-07-15 Floating 5.32310040 N N N N N N Discovery Global Holdings, Inc. 549300DXR29GD4N0A520 55903VBQ5 4135000.00000000 PA USD 3731837.50000000 0.022209804617 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Discovery Global Holdings, Inc. 549300DXR29GD4N0A520 55903VBW2 2300000.00000000 PA USD 1681875.00000000 0.010009577089 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Magnetite Ltd. 529900R1XWW85WSHQ318 55952EAB7 14750000.00000000 PA USD 14742625.00000000 0.087739838834 Long ABS-CBDO CORP KY Y 2 2037-04-15 Floating 5.67309960 N N N N N N Mariner Finance issuance Trust N/A 56847GAA1 10000000.00000000 PA USD 9979837.00000000 0.059394394822 Long ABS-O CORP US Y 2 2038-11-20 Fixed 4.91000000 N N N N N N Mariner Finance issuance Trust N/A 56847GAC7 3246000.00000000 PA USD 3264808.95000000 0.019430312518 Long ABS-O CORP US Y 2 2038-11-20 Fixed 5.73000000 N N N N N N Mariner Finance Issuance Trust N/A 56847JAE7 5030000.00000000 PA USD 4717991.11000000 0.028078838036 Long ABS-O CORP US Y 2 2036-11-20 Fixed 4.68000000 N N N N N N Masterbrand, Inc. 549300E0Y4BR5Z9RDZ64 57638PAA2 7300000.00000000 PA USD 7286430.03000000 0.043364746543 Long DBT CORP US Y 2 2032-07-15 Fixed 7.00000000 N N N N N N MASTR Alternative Loan Trust N/A 576434FU3 15329.67300000 PA USD 7584.42000000 0.000045138215 Long ABS-MBS CORP US N 2 2033-08-25 Variable 5.80640040 N N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AH9 8093000.00000000 PA USD 8137681.45000000 0.048430917757 Long DBT CORP US Y 2 2033-04-15 Fixed 6.25000000 N N N N N N Matador Resources Co. 549300CI3Q2UUK5R4G79 576485AJ5 1899000.00000000 PA USD 1876336.00000000 0.011166899940 Long DBT CORP US Y 2 2034-04-15 Fixed 6.00000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAE7 16749000.00000000 PA USD 16916774.57000000 0.100679158180 Long DBT CORP US Y 2 2030-04-15 Fixed 7.87500000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 57763RAF4 6699000.00000000 PA USD 6418668.02000000 0.038200313553 Long DBT CORP US Y 2 2030-04-15 Fixed 9.25000000 N N N N N N MFA Trust N/A 58004YAA7 14983750.34000000 PA USD 15006916.72000000 0.089312754981 Long ABS-O CORP US Y 2 2054-09-25 Variable 6.32999880 N N N N N N Medline Borrower LP N/A 58506DAA6 3127000.00000000 PA USD 3209365.18000000 0.019100342283 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BBK1 15090000.00000000 PA USD 15076604.61000000 0.089727498233 Long ABS-O CORP US Y 2 2032-02-20 Fixed 5.34000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BBL9 3540000.00000000 PA USD 3536400.88000000 0.021046675423 Long ABS-O CORP US Y 2 2032-02-20 Fixed 6.31000000 N N N N N N Meridian Arc Holdco LLC N/A 58990CAA1 16355000.00000000 PA USD 16439098.39000000 0.097836297356 Long DBT CORP US Y 2 2031-04-30 Fixed 6.25000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 5899293T3 19086.53000000 PA USD 18631.32000000 0.000110883171 Long ABS-MBS CORP US N 2 2033-08-25 Variable 6.04253880 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCR7 3656000.00000000 PA USD 3614856.47000000 0.021513599110 Long DBT CORP US N 2 2056-03-15 Variable 5.85000000 N N N N N N MFA Trust 25490048OKUKCESK4V59 59319DAA1 17102913.21000000 PA USD 17073060.07000000 0.101609281857 Long ABS-MBS CORP US Y 2 2070-11-25 Variable 5.18600160 N N N N N N MFA Trust N/A 59319PAA4 18890000.00000000 PA USD 18945068.13000000 0.112750424325 Long ABS-MBS CORP US Y 2 2039-11-25 Variable 5.91300000 N N N N N N Stagwell Global LLC 984500904E015Z0C1F82 59565JAA9 7955000.00000000 PA USD 7742549.79000000 0.046079315640 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N Midcontinent Communications 549300ZI9GDQBS28C408 59565XAD2 2820000.00000000 PA USD 2663227.18000000 0.015850035088 Long DBT CORP US Y 2 2032-08-15 Fixed 8.00000000 N N N N N N Millrose Properties, Inc. N/A 601137AA0 3716000.00000000 PA USD 3767165.60000000 0.022420057663 Long DBT CORP US Y 2 2030-08-01 Fixed 6.37500000 N N N N N N Millrose Properties, Inc. N/A 601137AB8 1748000.00000000 PA USD 1755890.47000000 0.010450075671 Long DBT CORP US Y 2 2032-09-15 Fixed 6.25000000 N N N N N N AthenaHealth Group, Inc. 254900AA3KZN4Q7A5Z33 60337JAA4 5415000.00000000 PA USD 5219785.46000000 0.031065236686 Long DBT CORP US Y 2 2030-02-15 Fixed 6.50000000 N N N N N N Miter Brands Acquisition Holdco, Inc. N/A 60672JAA7 5418000.00000000 PA USD 5327297.26000000 0.031705086645 Long DBT CORP US Y 2 2032-04-01 Fixed 6.75000000 N N N N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855RAN0 2434000.00000000 PA USD 2468179.57000000 0.014689221063 Long DBT CORP US Y 2 2031-02-15 Fixed 6.50000000 N N N N N N Government of Mongolia N/A 60937LAE5 5600000.00000000 PA USD 5278000.00000000 0.031411696991 Long DBT NUSS MN Y 2 2031-07-07 Fixed 4.45000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61690VAE8 1999847.79000000 PA USD 1913834.34000000 0.011390069037 Long ABS-MBS CORP US Y 2 2048-10-15 Fixed 3.06000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691DAL1 1000000.00000000 PA USD 833087.10000000 0.004958067365 Long ABS-MBS CORP US Y 2 2040-07-11 Variable 4.27600080 N N N N N N Morgan Stanley Capital I N/A 61691NAK1 1200000.00000000 PA USD 1147959.84000000 0.006832013386 Long ABS-MBS CORP US N 2 2050-12-15 Variable 4.31409600 N N N N N N Morgan Stanley Capital I Trust N/A 61691QAN8 1310000.00000000 PA USD 1087707.80000000 0.006473427023 Long ABS-MBS CORP US Y 2 2051-10-15 Fixed 3.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691UAJ8 4500000.00000000 PA USD 3480639.75000000 0.020714816439 Long ABS-MBS CORP US Y 2 2052-11-15 Fixed 2.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691YAQ4 60000000.00000000 PA USD 1924332.00000000 0.011452545224 Long ABS-MBS CORP US N 2 2054-05-15 Variable 0.74797920 N N N N N N Morgan Stanley Capital I Trust N/A 61691YBQ3 4234285.00000000 PA USD 2958053.72000000 0.017604677366 Long ABS-MBS CORP US Y 2 2054-05-15 Fixed 2.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692BBU3 17208642.27620000 PA USD 982914.63000000 0.005849756825 Long ABS-MBS CORP US N 2 2053-07-15 Variable 1.77902280 N N N N N N Morgan Stanley Capital I Trust N/A 61692CAG3 13685000.00000000 PA USD 9988882.67000000 0.059448229579 Long ABS-MBS CORP US Y 2 2054-06-15 Variable 2.49999840 N N N N N N Morgan Stanley Capital I Trust N/A 61692CAJ7 5500000.00000000 PA USD 3422723.70000000 0.020370132578 Long ABS-MBS CORP US Y 2 2054-06-15 Variable 2.49999840 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61764PAN2 1292101.95000000 PA USD 1269477.24000000 0.007555216824 Long ABS-MBS CORP US Y 2 2047-12-15 Fixed 3.25000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61764PAQ5 6500000.00000000 PA USD 5409885.00000000 0.032196602573 Long ABS-MBS CORP US Y 2 2047-12-15 Fixed 3.25000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61764XBM6 1596041.01000000 PA USD 1559124.58000000 0.009279035407 Long ABS-MBS CORP US N 2 2048-03-15 Variable 3.85400160 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61765XAS3 5403095.98000000 PA USD 4763261.35000000 0.028348261125 Long ABS-MBS CORP US Y 2 2047-12-15 Variable 3.23700120 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61766RAJ5 13260000.00000000 PA USD 10210024.97000000 0.060764344569 Long ABS-MBS CORP US Y 2 2049-11-15 Variable 2.99999880 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61766RBD7 1750000.00000000 PA USD 1704651.90000000 0.010145132428 Long ABS-MBS CORP US N 2 2049-11-15 Variable 3.88000080 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61766RBE5 1000000.00000000 PA USD 933086.80000000 0.005553209516 Long ABS-MBS CORP US N 2 2049-11-15 Variable 4.24837440 N N N N N N Morgan Stanley Capital I Trust N/A 61767YAC4 1800000.00000000 PA USD 1499566.14000000 0.008924576962 Long ABS-MBS CORP US Y 2 2051-07-15 Fixed 3.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61768HBB1 6755000.00000000 PA USD 5859619.35000000 0.034873169289 Long ABS-MBS CORP US N 2 2052-03-15 Variable 4.96541160 N N N N N N Morgan Stanley Capital I Trust N/A 61770KAE5 7175000.00000000 PA USD 5300742.91000000 0.031547050041 Long ABS-MBS CORP US Y 2 2053-02-15 Fixed 2.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61772TAJ3 8091000.00000000 PA USD 5148144.72000000 0.030638871166 Long ABS-MBS CORP US Y 2 2054-10-15 Fixed 2.50000000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAA0 13268000.00000000 PA USD 12912444.53000000 0.076847630731 Long DBT CORP US Y 2 2029-04-01 Fixed 3.87500000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAB8 11052000.00000000 PA USD 11033059.08000000 0.065662582174 Long DBT CORP US Y 2 2029-10-01 Fixed 5.25000000 N N N N N N Multi-Family Connecticut Avenue Securities Trust 549300HG8ZEWVWVSN227 62547NAB5 50367164.18000000 PA USD 50857946.86000000 0.302677987192 Long ABS-MBS CORP US Y 2 2049-10-25 Floating 6.97658040 N N N N N N Multi-Family Connecticut Avenue Securities Trust 254900JAK6X5OPMD5925 62548NAA6 3235022.76000000 PA USD 3329934.12000000 0.019817901019 Long ABS-MBS CORP US Y 2 2053-11-25 Floating 7.61209920 N N N N N N Multi-Family Connecticut Avenue Securities Trust 254900JAK6X5OPMD5925 62548NAB4 18075000.00000000 PA USD 20646944.17000000 0.122879036392 Long ABS-MBS CORP US Y 2 2053-11-25 Floating 10.11210120 N N N N N N Multi-Family Connecticut Avenue Securities Trust 5493002KQF9IH3CTQZ40 62548QAD3 71149752.29000000 PA USD 72202220.77000000 0.429707139252 Long ABS-MBS CORP US Y 2 2050-03-25 Floating 7.47658080 N N N N N N Multi-Family Connecticut Avenue Securities Trust 254900QY3MMJFMNKXA93 62548RAA7 1698601.57000000 PA USD 1716398.67000000 0.010215042618 Long ABS-MBS CORP US Y 2 2054-07-25 Floating 6.36210000 N N N N N N Multi-Family Connecticut Avenue Securities Trust 254900QY3MMJFMNKXA93 62548RAB5 1100000.00000000 PA USD 1134728.87000000 0.006753270070 Long ABS-MBS CORP US Y 2 2054-07-25 Floating 7.46210160 N N N N N N Multifamily Connecticut Avenue Securities Trust N/A 62549CAA9 20381226.67000000 PA USD 20664262.80000000 0.122982107168 Long ABS-MBS CORP US Y 2 2055-05-25 Floating 6.01210080 N N N N N N Multifamily Connecticut Avenue Securities Trust N/A 62549CAB7 12900000.00000000 PA USD 13025759.52000000 0.077522018024 Long ABS-MBS CORP US Y 2 2055-05-25 Floating 6.71209920 N N N N N N Multifamily Connecticut Avenue Securities Trust N/A 62549CAC5 7800000.00000000 PA USD 8156911.62000000 0.048545364948 Long ABS-MBS CORP US Y 2 2055-05-25 Floating 8.81210160 N N N N N N NCR Voyix Corp. 549300YKTY8JX1DV2R67 62886EAY4 6644000.00000000 PA USD 6530243.43000000 0.038864347841 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N NCR Voyix Corp. 549300YKTY8JX1DV2R67 62886EBA5 1416000.00000000 PA USD 1386408.15000000 0.008251124046 Long DBT CORP US Y 2 2029-04-15 Fixed 5.12500000 N N N N N N NCL Corp. Ltd. UNZWILHE4KMRP9K2L524 62886HBY6 2149000.00000000 PA USD 2076766.74000000 0.012359751337 Long DBT CORP BM Y 2 2031-01-15 Fixed 5.87500000 N N N N N N NGL Energy Operating LLC N/A 62922LAC2 2728000.00000000 PA USD 2834533.56000000 0.016869554623 Long DBT CORP US Y 2 2029-02-15 Fixed 8.12500000 N N N N N N NGL Energy Operating LLC N/A 62922LAD0 3476000.00000000 PA USD 3652189.82000000 0.021735786279 Long DBT CORP US Y 2 2032-02-15 Fixed 8.37500000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CE0 10532000.00000000 PA USD 10546091.82000000 0.062764426051 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CH3 1464000.00000000 PA USD 1456575.47000000 0.008668720596 Long DBT CORP US Y 2 2029-06-15 Fixed 5.25000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CR1 8220000.00000000 PA USD 7623597.90000000 0.045371380678 Long DBT CORP US Y 2 2031-02-15 Fixed 3.62500000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CW0 4568000.00000000 PA USD 4602540.61000000 0.027391741385 Long DBT CORP US Y 2 2033-02-01 Fixed 6.00000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DC3 3433000.00000000 PA USD 3395689.81000000 0.020209242021 Long DBT CORP US Y 2 2034-01-15 Fixed 5.75000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DD1 3424000.00000000 PA USD 3401134.87000000 0.020241647966 Long DBT CORP US Y 2 2036-01-15 Fixed 6.00000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DF6 3150000.00000000 PA USD 3130193.24000000 0.018629155282 Long DBT CORP US Y 2 2034-05-15 Fixed 5.87500000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DG4 785000.00000000 PA USD 783296.27000000 0.004661740259 Long DBT CORP US Y 2 2036-05-15 Fixed 6.12500000 N N N N N N NW Re-REMIC TRUST N/A 62955LAC2 8000000.00000000 PA USD 6951758.40000000 0.041372968628 Long ABS-MBS CORP US Y 3 2051-12-18 Variable 2.59304040 N N N N N N NRM FNT1 Excess LLC N/A 62956YAA7 38308250.97000000 PA USD 38367985.03000000 0.228344736634 Long ABS-O CORP US Y 2 2031-11-25 Variable 7.39800000 N N N N N N NMG Parent LLC N/A 629ESC039 5.00000000 NS USD 2.50000000 0.000000014878 Long EC CORP US N 3 N N N NCR Atleos Corp. 9845005FC3S0VA714741 638962AA8 6807000.00000000 PA USD 7277581.52000000 0.043312085172 Long DBT CORP US Y 2 2029-04-01 Fixed 9.50000000 N N N N N N N/A N/A N/A 252330000.00000000 PA USD -13723181.67000000 -0.08167268366 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 46-V1 2I65BRAE1 Y Receipt of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 9409796.33000000 USD 252330000.00000000 USD -13723181.67000000 N N N N/A N/A N/A 248270000.00000000 PA USD -12965812.86000000 -0.07716524911 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 46-V1 2I65BRAE1 Y Receipt of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 9794954.14000000 USD 248270000.00000000 USD -12965812.86000000 N N N N/A N/A N/A 248270000.00000000 PA USD -12824170.14000000 -0.07632227105 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 46-V1 2I65BRAE1 Y Receipt of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 9936596.86000000 USD 248270000.00000000 USD -12824170.14000000 N N N N/A N/A N/A 124135000.00000000 PA USD -6589378.04000000 -0.03921628388 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 46-V1 2I65BRAE1 Y Receipt of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 4791004.96000000 USD 124135000.00000000 USD -6589378.04000000 N N N N/A N/A N/A 202234000.00000000 PA USD -8938600.82000000 -0.05319754082 N/A DCR US N 2 ICE Clear US 549300HWWR1D8OTS2G29 Markit CDX North American High Yield Index Series 46-V1 2I65BRAE1 Y Receipt of notional amount upon default event with regard to the reference instrument 2031-06-20 0.00000000 USD 9601702.18000000 USD 202234000.00000000 USD -8938600.82000000 N N N Neptune Bidco US, Inc. 549300VG15T3VCYZ4531 640695AD4 2882000.00000000 PA USD 2948147.66000000 0.017545722050 Long DBT CORP US Y 2 2033-02-15 Fixed 9.50000000 N N N N N N NESCO Holdings II, Inc. 254900FAHT0HW9T6L409 64083YAA9 2725000.00000000 PA USD 2713139.17000000 0.016147083271 Long DBT CORP US Y 2 2029-04-15 Fixed 5.50000000 N N N N N N Neuberger Berman Loan Advisers CLO Ltd. 5493009EGZQAPYYVLD80 64132YBJ0 11435000.00000000 PA USD 11456486.37000000 0.068182584018 Long ABS-CBDO CORP KY Y 2 2039-07-20 Floating 5.32523160 N N N N N N Neuberger Berman Loan Advisers CLO 38 Ltd. 549300SM4FYZ8US63U33 64133RAY2 11300000.00000000 PA USD 11305017.20000000 0.067281124436 Long ABS-CBDO CORP KY Y 2 2036-10-20 Floating 5.55522840 N N N N N N New Economy Assets-Phase 1 Sponsor LLC N/A 643821AB7 2550000.00000000 PA USD 1552312.50000000 0.009238493726 Long ABS-O CORP US Y 2 2061-10-20 Fixed 2.41000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 13761.42000000 0.000081900256 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 5232195.25000000 EUR 6116875.75000000 USD 2026-06-03 13761.42000000 N N N New Residential Mortgage Loan Trust 213800UD7J2W19Q88M79 64790AAC1 26623178.04000000 PA USD 26451059.19000000 0.157421875027 Long ABS-MBS CORP US Y 2 2066-02-25 Variable 5.00299920 N N N N N N New Residential Mortgage Loan Trust 213800DDGILJL8IB2R39 647913AE2 40383211.97000000 PA USD 40256921.55000000 0.239586627805 Long ABS-MBS CORP US Y 2 2066-04-25 Variable 5.17500000 N N N N N N New Residential Mortgage Loan Trust N/A 64830DAG8 5197958.99000000 PA USD 156519.38000000 0.000931515600 Long ABS-MBS CORP US Y 2 2057-12-25 Variable 1.00000080 N N N N N N New Residential Mortgage Loan Trust 549300U48YU2VDL8N523 64830KAH0 13420346.14750000 PA USD 537687.51000000 0.003200014615 Long ABS-MBS CORP US Y 2 2058-05-25 Variable 1.50000120 N N N N N N New Residential Mortgage Loan Trust N/A 64830PAE6 3042000.00000000 PA USD 2691217.85000000 0.016016619864 Long ABS-MBS CORP US Y 2 2059-11-25 Variable 4.04422920 N N N N N N New Residential Mortgage Loan Trust 2138008C4H1F2CU67V53 64831YAC0 11597477.66000000 PA USD 11531135.45000000 0.068626853491 Long ABS-MBS CORP US Y 2 2065-10-26 Variable 5.01000120 N N N N N N NRM FHT1 Excess Owner LLC N/A 64832EAA7 25696979.42000000 PA USD 25712608.32000000 0.153027029446 Long ABS-MBS CORP US Y 2 2032-03-25 Variable 6.54500160 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64832FAC0 9740239.93000000 PA USD 9744003.56000000 0.057990846403 Long ABS-MBS CORP US Y 2 2065-07-25 Variable 5.34999960 N N N N N N New Residential Mortgage Loan Trust 213800USJ6KQFZEWGZ76 64832GAC8 6438273.93000000 PA USD 6409631.34000000 0.038146532300 Long ABS-MBS CORP US Y 2 2065-08-25 Variable 5.10900120 N N N N N N NRZT N/A 64832KAC9 11469348.27000000 PA USD 11417892.19000000 0.067952893095 Long ABS-MBS CORP US Y 2 2065-10-25 Variable 5.08500000 N N N N N N New Residential Mortgage Loan Trust 213800ECBEJHYYK9P940 64832LAC7 12556187.64000000 PA USD 12442783.92000000 0.074052474087 Long ABS-MBS CORP US Y 2 2065-11-25 Variable 4.82400000 N N N N N N New Residential Mortgage Loan Trust 213800ZF5DPBUAR45104 64832MAH4 3800000.00000000 PA USD 3714375.74000000 0.022105882011 Long ABS-MBS CORP US Y 2 2065-12-25 Variable 5.47599960 N N N N N N New Residential Mortgage Loan Trust 213800XSOMP22QWB9350 64832QAE2 41840000.00000000 PA USD 41795247.94000000 0.248741884046 Long ABS-MBS CORP US Y 2 2066-05-25 Variable 5.29300080 N N N N N N New York City Housing Development Corp. 549300SQWVHKBRF8D702 64966TGS7 26666000.00000000 PA USD 27000572.97000000 0.160692272971 Long DBT MUN US N 2 2031-12-15 Fixed 5.45800000 N N N N N N New York City Housing Development Corp. 549300SQWVHKBRF8D702 64966TGT5 3200000.00000000 PA USD 3257372.48000000 0.019386054818 Long DBT MUN US N 2 2031-12-15 Fixed 6.03300000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229AX4 3885000.00000000 PA USD 3734779.60000000 0.022227314347 Long DBT CORP US N 2 2036-04-01 Fixed 7.37499960 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BE5 4151000.00000000 PA USD 4038272.95000000 0.024033536619 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BF2 5597000.00000000 PA USD 5522347.10000000 0.032865913942 Long DBT CORP US N 2 2030-05-15 Fixed 6.37500000 N N N N N N Newell Brands, Inc. 549300LWGYFM1TVO1Z12 651229BG0 2840000.00000000 PA USD 2965377.48000000 0.017648264279 Long DBT CORP US Y 2 2028-06-01 Fixed 8.50000000 N N N N N N NRZ Excess Spread-Collateralized Notes N/A 65246QAA7 4047889.42000000 PA USD 4007811.67000000 0.023852248158 Long ABS-O CORP US Y 2 2026-11-25 Fixed 3.47400000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65336YAN3 10956000.00000000 PA USD 10784922.06000000 0.064185809744 Long DBT CORP US Y 2 2028-11-01 Fixed 4.75000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDE7 4802000.00000000 PA USD 4915639.33000000 0.029255129434 Long DBT CORP US N 2 2055-08-15 Variable 6.37500000 N N N N N N NGF Holdings LLC N/A 65346FAA0 7500000.00000000 PA USD 7540125.00000000 0.044874596775 Long DBT CORP US N 2 2029-12-23 Fixed 9.62500000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65346UAA7 12663000.00000000 PA USD 12742688.26000000 0.075837336583 Long DBT CORP US Y 2 2034-04-15 Fixed 7.25000000 N N N N N N Nexstar Media, Inc. 5493006PK6I4I2OOT688 65346UAB5 18823000.00000000 PA USD 18972981.66000000 0.112916550007 Long DBT CORP US Y 2 2033-09-15 Fixed 6.50000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412AFG2 2460000.00000000 PA USD 2749050.00000000 0.016360804398 Long DBT NUSS NG Y 2 2046-01-13 Fixed 9.12970000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 65412JAR4 6347000.00000000 PA USD 6404567.29000000 0.038116393914 Long DBT NUSS NG Y 2 2028-09-28 Fixed 6.12500000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AY6 3060000.00000000 PA USD 2822407.83000000 0.016797389076 Long DBT CORP US N 2 2031-08-01 Fixed 4.25000000 N N N N N N North Texas Tollway Authority PQGZGRE0F2WPMYQQ1B78 66285WFB7 131000.00000000 PA USD 141337.97000000 0.000841164359 Long DBT MUN US N 2 2049-01-01 Fixed 6.71800000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAR0 17145000.00000000 PA USD 17196400.71000000 0.102343336198 Long DBT CORP CA Y 2 2027-06-01 Fixed 5.25000000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAS8 3230000.00000000 PA USD 3153287.50000000 0.018766599370 Long DBT CORP CA Y 2 2029-05-15 Fixed 4.25000000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAT6 2880000.00000000 PA USD 2988728.64000000 0.017787237292 Long DBT CORP CA Y 2 2028-11-15 Fixed 8.50000000 N N N N N N NOVA Chemicals Corp. 549300ZOD6N7RI2FJP09 66977WAU3 2568000.00000000 PA USD 2704525.15000000 0.016095817453 Long DBT CORP CA Y 2 2030-02-15 Fixed 9.00000000 N N N N N N AMSR Trust N/A 66981YAG4 11000000.00000000 PA USD 10580680.00000000 0.062970275507 Long ABS-O CORP US Y 2 2039-10-17 Fixed 4.00000000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AE6 8245000.00000000 PA USD 7942078.70000000 0.047266799850 Long DBT CORP US Y 2 2030-01-30 Fixed 4.75000000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AH9 3170000.00000000 PA USD 2883225.32000000 0.017159340680 Long DBT CORP US Y 2 2031-08-15 Fixed 3.87500000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AL0 996000.00000000 PA USD 1023405.94000000 0.006090738402 Long DBT CORP US Y 2 2030-01-30 Fixed 6.87500000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AN6 3524000.00000000 PA USD 3558351.95000000 0.021177315885 Long DBT CORP US Y 2 2033-08-15 Fixed 6.37500000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAE5 6497000.00000000 PA USD 6516763.87000000 0.038784125057 Long DBT CORP US N 2 2027-04-28 Fixed 5.62500000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059TAH8 2649000.00000000 PA USD 2750456.70000000 0.016369176288 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N NYC Commercial Mortgage Trust N/A 67076XAJ4 5000000.00000000 PA USD 3620135.00000000 0.021545013961 Long ABS-MBS CORP US Y 2 2043-04-10 Variable 3.20550120 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAG0 2160000.00000000 PA USD 2313964.80000000 0.013771421210 Long DBT NUSS MA Y 2 2054-05-02 Fixed 7.50000000 N N N N N N OCP SA 213800D26TAPVTCVWG40 67091TAJ4 2130000.00000000 PA USD 2209662.00000000 0.013150669419 Long DBT NUSS MA Y 2 2036-03-01 Fixed 6.70000000 N N N N N N OnDeck Asset Securitization Trust IV LLC N/A 67108SAA6 4680000.00000000 PA USD 4697875.73000000 0.027959122572 Long ABS-O CORP US Y 2 2030-08-19 Fixed 7.00000000 N N N N N N OnDeck Asset Securitization Trust IV LLC N/A 67108SAD0 3100000.00000000 PA USD 3094409.15000000 0.018416188440 Long ABS-O CORP US Y 2 2031-10-17 Fixed 4.98000000 N N N N N N OnDeck Asset Securitization Trust IV LLC N/A 67108SAE8 1900000.00000000 PA USD 1899046.77000000 0.011302061711 Long ABS-O CORP US Y 2 2031-10-17 Fixed 5.42000000 N N N N N N OBX Trust N/A 67117VAA8 1731573.79000000 PA USD 1734464.65000000 0.010322561202 Long ABS-MBS CORP US Y 2 2063-07-25 Variable 6.51999960 N N N N N N OBX Trust 254900K7TTKPUWNMSZ83 67117XAA4 3067442.01000000 PA USD 3075698.03000000 0.018304830344 Long ABS-MBS CORP US Y 2 2063-04-25 Variable 6.84399960 N N N N N N NYMT Loan Trust 254900Q6RDCV3HGA6340 67119RAA5 1668879.82000000 PA USD 1668782.86000000 0.009931660012 Long ABS-MBS CORP US Y 2 2039-09-25 Variable 5.26799880 N N N N N N OBX Trust 2549006BC0G3YEF5SL09 67120VAA3 3299732.74000000 PA USD 3315477.74000000 0.019731864750 Long ABS-MBS CORP US Y 2 2064-11-25 Variable 5.59699920 N N N N N N OBX Trust 254900NDJVO62R77II89 67121LAA4 9225159.99000000 PA USD 9258365.03000000 0.055100598136 Long ABS-MBS CORP US Y 2 2065-05-25 Variable 5.45299920 N N N N N N OBX Trust 2549007DTHVTGCMU8X03 67123VAD4 16172944.68000000 PA USD 16063295.35000000 0.095599728349 Long ABS-MBS CORP US Y 2 2065-12-01 Variable 4.81799880 N N N N N N OBX Trust 2549007DTHVTGCMU8X03 67123VAE2 3104193.36000000 PA USD 3077023.91000000 0.018312721238 Long ABS-MBS CORP US Y 2 2065-12-01 Variable 4.81799880 N N N N N N OAK-Eagle Acquireco, Inc. 6488ICS9P20290MA1H31 67124CAA1 5559000.00000000 PA USD 5797184.19000000 0.034501590220 Long DBT CORP US Y 2 2033-07-01 Fixed 7.25000000 N N N N N N OAK-Eagle Acquireco, Inc. 6488ICS9P20290MA1H31 67124CAB9 3607000.00000000 PA USD 3812054.34000000 0.022687210277 Long DBT CORP US Y 2 2034-07-01 Fixed 8.75000000 N N N N N N OBX Trust 254900MNFOG277G50H13 67124EAD1 24264144.99000000 PA USD 24163948.63000000 0.143810275197 Long ABS-MBS CORP US Y 2 2066-04-26 Variable 5.06300040 N N N N N N OBX Trust N/A 67124HAC6 21255000.00000000 PA USD 21214296.68000000 0.126255600456 Long ABS-MBS CORP US Y 2 2066-04-25 Variable 5.22000000 N N N N N N OBX Trust N/A 67124KAA3 46000000.00000000 PA USD 46851717.60000000 0.278835156651 Long ABS-MBS CORP US Y 2 2056-05-25 Variable 6.00000120 N N N N N N N/A N/A N/A 435300000.00000000 PA USD -1977191.09000000 -0.01176713289 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2030-11-29 2934.09000000 USD 0.00000000 USD 435300000.00000000 USD -1977191.09000000 N N N N/A N/A N/A 295000000.00000000 PA USD -2121469.57000000 -0.01262579751 N/A DIR GB N 2 LCH Clearnet 549300TXTCI7WVVJS380 Y 2033-04-29 143261.57000000 USD 0.00000000 USD 295000000.00000000 USD -2121469.57000000 N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 674215AN8 3496000.00000000 PA USD 3589353.69000000 0.021361820861 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N Chord Energy Corp. 529900FA4V2YNIKZ0M71 674215AQ1 4256000.00000000 PA USD 4308995.29000000 0.025644724211 Long DBT CORP US Y 2 2030-10-01 Fixed 6.00000000 N N N N N N OBX Trust N/A 67449NAA5 10378853.69000000 PA USD 10549783.03000000 0.062786394063 Long ABS-MBS CORP US Y 2 2056-04-25 Variable 6.00000120 N N N N N N Octagon 64 Ltd. N/A 67579ABE6 14900000.00000000 PA USD 14446056.60000000 0.085974829982 Long ABS-CBDO CORP KY Y 2 2037-07-21 Floating 7.27214040 N N N N N N OCP Aegis CLO Ltd. N/A 675953AE3 18200000.00000000 PA USD 18226044.20000000 0.108471197001 Long ABS-CBDO CORP KY Y 2 2037-04-21 Floating 5.42214000 N N N N N N ON Semiconductor Corp. ZV20P4CNJVT8V1ZGJ064 682189AQ8 10671000.00000000 PA USD 10411212.37000000 0.061961699182 Long DBT CORP US Y 2 2028-09-01 Fixed 3.87500000 N N N N N N 1011778 BC ULC N/A 68245XAH2 1445000.00000000 PA USD 1419776.40000000 0.008449713162 Long DBT CORP CA Y 2 2028-01-15 Fixed 3.87500000 N N N N N N 1011778 BC ULC N/A 68245XAM1 5195000.00000000 PA USD 4923180.46000000 0.029300010012 Long DBT CORP CA Y 2 2030-10-15 Fixed 4.00000000 N N N N N N OneMain Direct Auto Receivables Trust N/A 682684AD7 7104000.00000000 PA USD 7213412.97000000 0.042930189937 Long ABS-O CORP US Y 2 2037-07-14 Fixed 6.10000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AC4 8155000.00000000 PA USD 7889842.62000000 0.046955919987 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N Onemain Financial Issuance Trust N/A 68270DAD3 5300000.00000000 PA USD 5281351.42000000 0.031431642764 Long ABS-O CORP US Y 2 2038-07-14 Fixed 5.79000000 N N N N N N Altar Bidco, Inc. N/A 02090CAE0 3312957.05980000 PA USD 3296988.61000000 0.019621827814 Long LON CORP US N 2 2029-02-01 Variable 6.85766000 N N N N N N 1261229 BC Ltd. N/A 68288AAA5 9083000.00000000 PA USD 9299331.45000000 0.055344407301 Long DBT CORP CA Y 2 2032-04-15 Fixed 10.00000000 N N N N N N OneMain Direct Auto Receivables Trust N/A 682940AD3 12255000.00000000 PA USD 12114725.59000000 0.072100054826 Long ABS-O CORP US Y 2 2036-10-14 Fixed 5.30000000 N N N N N N Eldik Bank OAO 529900MRXI5QEMS86V46 68370XAA4 2087000.00000000 PA USD 2083347.75000000 0.012398917819 Long DBT NUSS KG Y 2 2031-04-23 Fixed 8.50000000 N N N N N N Oportun Issuance Trust N/A 68377GAC0 116246.25000000 PA USD 115312.62000000 0.000686276066 Long ABS-O CORP US Y 2 2031-05-08 Fixed 3.65000000 N N N N N N Oportun Issuance Trust N/A 68377GAD8 189965.96000000 PA USD 188857.62000000 0.001123974674 Long ABS-O CORP US Y 2 2031-05-08 Fixed 5.41000000 N N N N N N Oportun Funding Trust N/A 68377NAB7 936615.84000000 PA USD 936988.05000000 0.005576427569 Long ABS-O CORP US Y 2 2029-08-15 Fixed 5.48000000 N N N N N N Fibercop SpA 8156007022402E114A31 683879AB6 3705000.00000000 PA USD 3705333.45000000 0.022052067371 Long DBT CORP IT Y 2 2033-11-15 Fixed 6.37500000 N N N N N N Fibercop SpA 8156007022402E114A31 683879AH3 2137000.00000000 PA USD 2163191.07000000 0.012874100497 Long DBT CORP IT Y 2 2038-06-04 Fixed 7.72100000 N N N N N N Oportun Issuance Trust N/A 68390VAB2 15080000.00000000 PA USD 15027002.85000000 0.089432296366 Long ABS-O CORP US Y 2 2034-01-09 Fixed 5.06000000 N N N N N N Oportun Issuance Trust N/A 68390VAC0 8690000.00000000 PA USD 8666603.91000000 0.051578767709 Long ABS-O CORP US Y 2 2034-01-09 Fixed 5.45000000 N N N N N N Municipal Water District of Orange County Water Facilities Corp. 549300KBQTX6CMJ3U708 68442CCA2 290000.00000000 PA USD 257882.79000000 0.001534773789 Long DBT MUN US N 2 2041-08-15 Fixed 4.06000000 N N N N N N Organon & Co. N/A 68622TAA9 12442000.00000000 PA USD 12290153.73000000 0.073144104765 Long DBT CORP US Y 2 2028-04-30 Fixed 4.12500000 N N N N N N Organon & Co. N/A 68622TAB7 11300000.00000000 PA USD 11200661.70000000 0.066660059005 Long DBT CORP US Y 2 2031-04-30 Fixed 5.12500000 N N N N N N Outfront Media Capital LLC N/A 69007TAB0 5428000.00000000 PA USD 5424488.08000000 0.032283511918 Long DBT CORP US Y 2 2027-08-15 Fixed 5.00000000 N N N N N N Outfront Media Capital LLC N/A 69007TAE4 5075000.00000000 PA USD 4952968.07000000 0.029477289167 Long DBT CORP US Y 2 2029-01-15 Fixed 4.25000000 N N N N N N Outfront Media Capital LLC N/A 69007TAG9 1415000.00000000 PA USD 1475731.80000000 0.008782728333 Long DBT CORP US Y 2 2031-02-15 Fixed 7.37500000 N N N N N N Accendra Health, Inc. 549300LMT5KQQXCEZ733 690732AF9 8177000.00000000 PA USD 6444857.91000000 0.038356181096 Long DBT CORP US Y 2 2029-03-31 Fixed 4.50000000 N N N N N N AthenaHealth Group, Inc. 254900AA3KZN4Q7A5Z33 04686RAB9 6523872.12260000 PA USD 6515717.28000000 0.038777896340 Long LON CORP US N 2 2029-02-15 Variable 9.40220000 N N N N N N PFP Ltd. N/A 69292DAA1 13780000.00000000 PA USD 13780000.00000000 0.082010834511 Long ABS-CBDO CORP KY Y 2 2043-12-18 Floating 4.97000000 N N N N N N PFP Ltd. N/A 69292DAC7 3405000.00000000 PA USD 3405000.00000000 0.020264651052 Long ABS-CBDO CORP KY Y 2 2043-12-18 Floating 5.30000000 N N N N N N PRPM LLC N/A 69382KAA6 6054339.45000000 PA USD 6038294.24000000 0.035936542064 Long ABS-MBS CORP US Y 2 2030-06-25 Variable 6.17900040 N N N N N N PMT Loan Trust N/A 69382MAB0 21572929.50000000 PA USD 21838686.42000000 0.129971618137 Long ABS-MBS CORP US Y 2 2056-06-25 Variable 6.00000120 N N N N N N PMT Loan Trust N/A 69383NAB7 51320652.13000000 PA USD 51256501.31000000 0.305049959836 Long ABS-MBS CORP US Y 2 2057-01-25 Variable 5.50000080 N N N N N N PMT Loan Trust N/A 69383WAA9 45046253.84000000 PA USD 45968305.61000000 0.273577583754 Long ABS-MBS CORP US Y 2 2057-02-25 Variable 6.00000120 N N N N N N PMT Loan Trust N/A 69383XAA7 48365202.06000000 PA USD 48181414.29000000 0.286748765881 Long ABS-MBS CORP US Y 2 2057-04-25 Variable 5.50000080 N N N N N N PRPM LLC N/A 69392MAA0 5048723.62000000 PA USD 4917997.02000000 0.029269161083 Long ABS-MBS CORP US Y 2 2055-04-25 Variable 3.75000120 N N N N N N PR RNO Property Owner 1 LLC N/A 69393LAA1 12082000.00000000 PA USD 12098552.34000000 0.072003800709 Long DBT CORP US Y 2 2031-05-01 Fixed 6.50000000 N N N N N N PMT Loan Trust N/A 69393MAA9 15770000.00000000 PA USD 16071847.26000000 0.095650624522 Long ABS-MBS CORP US Y 2 2057-05-25 Variable 6.00000120 N N N N N N PRM5 Trust N/A 693980AA2 8695000.00000000 PA USD 8637478.23000000 0.051405427990 Long ABS-MBS CORP US Y 2 2033-03-10 Variable 4.47126120 N N N N N N Pagaya AI Debt Selection Trust N/A 69546RAC0 2699493.49000000 PA USD 2673548.66000000 0.015911462751 Long ABS-O CORP US Y 2 2029-05-15 Fixed 3.27000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 695847AT0 7413000.00000000 PA USD 7282160.55000000 0.043339336991 Long DBT NUSS PK Y 2 2031-04-08 Fixed 7.37500000 N N N N N N Palmer Square CLO Ltd. 254900HTQ89UZTKY6247 69701XAN4 18200000.00000000 PA USD 18232996.60000000 0.108512573788 Long ABS-CBDO CORP KY Y 2 2038-02-15 Floating 5.37310080 N N N N N N Palmer Square Loan Funding Ltd. N/A 69702YAN1 5000000.00000000 PA USD 5001725.00000000 0.029767463080 Long ABS-CBDO CORP KY Y 2 2031-07-24 Floating 5.31708840 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BZ6 4500000.00000000 PA USD 5422815.00000000 0.032273554684 Long DBT NUSS PA N 2 2057-03-01 Fixed 7.87500000 N N N N N N Penske Automotive Group, Inc. 549300W7UTQ0M4C7LB15 70959WAK9 6591000.00000000 PA USD 6316938.31000000 0.037594875352 Long DBT CORP US N 2 2029-06-15 Fixed 3.75000000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 71376LAE0 4486000.00000000 PA USD 4346308.65000000 0.025866792411 Long DBT CORP US Y 2 2029-08-01 Fixed 4.25000000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 71376LAH3 2195000.00000000 PA USD 2144934.03000000 0.012765444831 Long DBT CORP US Y 2 2034-03-01 Fixed 5.62500000 N N N N N N Permian Resources Operating LLC 5493004CTVUMQLRPOE23 71424VAB6 3103000.00000000 PA USD 3187975.66000000 0.018973043851 Long DBT CORP US Y 2 2033-02-01 Fixed 6.25000000 N N N N N N Petco Health & Wellness Co., Inc. 2549007TYGV6RVSE9M61 71601VAA3 1163000.00000000 PA USD 1164960.82000000 0.006933193688 Long DBT CORP US Y 2 2031-02-01 Fixed 8.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71643VAB1 13500000.00000000 PA USD 13594500.00000000 0.080906842508 Long DBT NUSS MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBR2 1000000.00000000 PA USD 836890.00000000 0.004980700093 Long DBT NUSS MX N 2 2045-01-23 Fixed 6.37500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 5100000.00000000 PA USD 4293588.00000000 0.025553028659 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 28350000.00000000 PA USD 25955275.50000000 0.154471248455 Long DBT NUSS MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDE9 14950000.00000000 PA USD 14758042.00000000 0.087831592174 Long DBT NUSS MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 2950000.00000000 PA USD 2447320.00000000 0.014565076597 Long DBT NUSS MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDP4 10105000.00000000 PA USD 11868322.50000000 0.070633601775 Long DBT NUSS MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N Petroleos del Peru SA 549300ZMGDLC9JT2OR80 716564AB5 3110000.00000000 PA USD 2254750.00000000 0.013419007918 Long DBT NUSS PE Y 2 2047-06-19 Fixed 5.62500000 N N N N N N PetSmart LLC N/A 71677KAC2 6728000.00000000 PA USD 6779321.18000000 0.040346718968 Long DBT CORP US Y 2 2032-09-15 Fixed 7.50000000 N N N N N N Pioneer Opco LLC N/A 72382NAA4 1068000.00000000 PA USD 1091069.87000000 0.006493436179 Long DBT CORP US Y 2 2033-05-15 Fixed 7.00000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAJ2 6400000.00000000 PA USD 6337111.04000000 0.037714932132 Long ABS-O CORP US Y 2 2055-12-06 Fixed 5.64900000 N N N N N N PMT Loan Trust N/A 729907AB1 14058637.36000000 PA USD 14258537.12000000 0.084858819166 Long ABS-MBS CORP US Y 2 2056-05-25 Variable 6.00000120 N N N N N N PMT Loan Trust N/A 729910AA7 39824599.58000000 PA USD 40191742.56000000 0.239198718998 Long ABS-MBS CORP US Y 2 2055-04-25 Variable 6.00000120 N N N N N N PMT Loan Trust N/A 729912AA3 44182977.82000000 PA USD 44072520.38000000 0.262294932900 Long ABS-MBS CORP US Y 2 2057-05-25 Variable 5.50000080 N N N N N N Popular ABS Mortgage Pass-Through Trust N/A 73316PDS6 24728.25630000 PA USD 24455.69000000 0.000145546556 Long ABS-O CORP US N 2 2035-07-25 Variable 3.34738440 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AQ7 11815000.00000000 PA USD 11493768.82000000 0.068404468258 Long DBT CORP US Y 2 2030-04-15 Fixed 4.62500000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AR5 1745000.00000000 PA USD 1637454.78000000 0.009745212843 Long DBT CORP US Y 2 2031-09-15 Fixed 4.50000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AU8 8894000.00000000 PA USD 9035316.77000000 0.053773139940 Long DBT CORP US Y 2 2032-02-15 Fixed 6.25000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 740840AD5 1900000.00000000 PA USD 1864375.00000000 0.011095714774 Long DBT NUSS PK Y 2 2029-04-24 Fixed 6.97500000 N N N N N N Prestige Brands, Inc. 549300JBVP4J6D42I235 74112BAL9 5243000.00000000 PA USD 5224362.71000000 0.031092477912 Long DBT CORP US Y 2 2028-01-15 Fixed 5.12500000 N N N N N N Prestige Brands, Inc. 549300JBVP4J6D42I235 74112BAM7 3755000.00000000 PA USD 3446170.40000000 0.020509674192 Long DBT CORP US Y 2 2031-04-01 Fixed 3.75000000 N N N N N N PRET LLC 2549000L41AJEKAJNL30 74143LAA4 18306718.78000000 PA USD 18323564.62000000 0.109051583868 Long ABS-MBS CORP US Y 2 2055-05-25 Variable 6.24409920 N N N N N N PRET LLC N/A 74144AAA7 23880000.00000000 PA USD 23878925.40000000 0.142113976725 Long ABS-O CORP US Y 2 2056-05-25 Variable 5.69300040 N N N N N N Prime Security Services Borrower LLC N/A 74166MAF3 9504000.00000000 PA USD 9318795.55000000 0.055460246712 Long DBT CORP US Y 2 2027-08-31 Fixed 3.37500000 N N N N N N ADT Security Corp. (The) 5493009JEEDYLVRA0J13 74166NAA2 5956000.00000000 PA USD 5639791.20000000 0.033564875383 Long DBT CORP US Y 2 2032-07-15 Fixed 4.87500000 N N N N N N Primo Water Holdings, Inc. N/A 74168RAC7 6410000.00000000 PA USD 6426085.70000000 0.038244459426 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N Progress Residential Trust N/A 74333XAN0 8000000.00000000 PA USD 7750587.20000000 0.046127149798 Long ABS-O CORP US Y 2 2039-01-17 Fixed 4.42000000 N N N N N N Progress Residential Trust N/A 74333YAN8 10211000.00000000 PA USD 9852000.64000000 0.058633584476 Long ABS-O CORP US Y 2 2041-02-17 Fixed 4.88000000 N N N N N N Provident Funding Mortgage Trust N/A 74388PAA9 31993782.18000000 PA USD 32268736.74000000 0.192045430236 Long ABS-MBS CORP US Y 2 2055-08-25 Variable 6.00000120 N N N N N N Provident Funding Mortgage Trust N/A 74389DAA5 8805133.77000000 PA USD 8886308.30000000 0.052886325065 Long ABS-MBS CORP US Y 2 2055-06-25 Variable 6.00000120 N N N N N N Provincia de Cordoba 5299006CLM2Z97AATT29 74408DAG9 3858000.00000000 PA USD 3751586.72000000 0.022327340903 Long DBT NUSS AR Y 2 2035-02-03 Fixed 8.60000000 N N N N N N PRPM LLC N/A 74448KAB6 2000000.00000000 PA USD 2005406.40000000 0.011935054600 Long ABS-MBS CORP US Y 2 2029-12-25 Variable 8.83599840 N N N N N N PRPM LLC N/A 74448LAA6 3370579.59000000 PA USD 3372696.99000000 0.020072401647 Long ABS-MBS CORP US Y 2 2029-11-25 Variable 5.87000160 N N N N N N PRPM N/A 74449DAA3 5188466.23000000 PA USD 5172091.95000000 0.030781391653 Long ABS-MBS CORP US Y 2 2030-05-25 Variable 6.25500000 N N N N N N Purewest ABS Issuer LLC 254900N011GHBESCKS35 74628AAB0 5925608.31000000 PA USD 5902498.44000000 0.035128361593 Long ABS-O CORP US Y 3 2040-04-05 Fixed 6.53100000 N N N N N N Purewest ABS Issuer LLC 254900N011GHBESCKS35 74628AAC8 15204417.75000000 PA USD 15204417.75000000 0.090488170386 Long ABS-O CORP US Y 3 2040-04-05 Fixed 10.27900000 N N N N N N Qnity Electronics, Inc. 254900RSUG4J9TFFZX53 74743LAA8 6277000.00000000 PA USD 6317882.10000000 0.037600492261 Long DBT CORP US Y 2 2032-08-15 Fixed 5.75000000 N N N N N N Qnity Electronics, Inc. 254900RSUG4J9TFFZX53 74743LAB6 3761000.00000000 PA USD 3835181.96000000 0.022824852905 Long DBT CORP US Y 2 2033-08-15 Fixed 6.25000000 N N N N N N QXO Building Products, Inc. 549300HDXQWWCBOYXP31 74825NAA5 5465000.00000000 PA USD 5568589.08000000 0.033141120283 Long DBT CORP US Y 2 2032-04-30 Fixed 6.75000000 N N N N N N Rocket Mortgage LLC N/A 74841CAA9 8740000.00000000 PA USD 8403918.16000000 0.050015409395 Long DBT CORP US Y 2 2029-03-01 Fixed 3.62500000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74843PAA8 10135000.00000000 PA USD 10320105.64000000 0.061419483002 Long DBT CORP US Y 2 2032-03-01 Fixed 6.37500000 N N N N N N RCKT Mortgage Trust N/A 74940CAA9 11031478.31000000 PA USD 10999277.42000000 0.065461532672 Long ABS-O CORP US Y 2 2056-04-25 Variable 5.12399880 N N N N N N RHP Hotel Properties LP N/A 749571AG0 1455000.00000000 PA USD 1428806.94000000 0.008503457874 Long DBT CORP US Y 2 2029-02-15 Fixed 4.50000000 N N N N N N RHP Hotel Properties LP N/A 749571AJ4 2070000.00000000 PA USD 2115376.47000000 0.012589534804 Long DBT CORP US Y 2 2028-07-15 Fixed 7.25000000 N N N N N N RHP Hotel Properties LP N/A 749571AK1 3870000.00000000 PA USD 3968139.33000000 0.023616140632 Long DBT CORP US Y 2 2032-04-01 Fixed 6.50000000 N N N N N N RHP Hotel Properties LP N/A 749571AL9 1242000.00000000 PA USD 1277544.80000000 0.007603230418 Long DBT CORP US Y 2 2033-06-15 Fixed 6.50000000 N N N N N N ROCK Trust N/A 74970WAA8 13539048.00000000 PA USD 13729654.78000000 0.081711207986 Long ABS-MBS CORP US Y 2 2041-11-13 Fixed 5.38834000 N N N N N N ROCK Trust N/A 74970WAG5 20727000.00000000 PA USD 21546593.25000000 0.128233243345 Long ABS-MBS CORP US Y 2 2041-11-13 Fixed 7.10914000 N N N N N N ROCK Trust N/A 74970WAJ9 63500000.00000000 PA USD 66181592.30000000 0.393875733947 Long ABS-MBS CORP US Y 2 2041-11-13 Fixed 8.81906000 N N N N N N RHP Hotel Properties LP N/A 74984CAA6 1315000.00000000 PA USD 1304582.18000000 0.007764141746 Long DBT CORP US Y 2 2034-03-15 Fixed 5.75000000 N N N N N N RR Ltd. N/A 74988DAE2 4000000.00000000 PA USD 4004748.00000000 0.023834014911 Long ABS-CBDO CORP KY Y 2 2040-01-15 Floating 5.37310080 N N N N N N Radiology Partners, Inc. 549300SFTAG2177WUZ08 75041VAE4 7678000.00000000 PA USD 7869950.00000000 0.046837530265 Long DBT CORP US Y 2 2032-07-15 Fixed 8.50000000 N N N N N N Radnor RE Ltd. 254900E0VCENS5C16U77 75049XAB8 5288645.01000000 PA USD 5465984.38000000 0.032530474631 Long ABS-MBS CORP BM Y 2 2032-09-25 Floating 10.36209960 N N N N N N Range Resources Corp. H3Y3WLYCX0BTO1TRW162 75281ABK4 1250000.00000000 PA USD 1223268.25000000 0.007280206822 Long DBT CORP US Y 2 2030-02-15 Fixed 4.75000000 N N N N N N Raven Acquisition Holdings LLC N/A 75420NAA1 3656000.00000000 PA USD 3584807.92000000 0.021334766987 Long DBT CORP US Y 2 2031-11-15 Fixed 6.87500000 N N N N N N ReadyCap Holdings LLC 549300W908MAGNC9E420 755763AC3 20000000.00000000 PA USD 19527642.00000000 0.116217577391 Long DBT CORP US Y 2 2026-10-20 Fixed 4.50000000 N N N N N N ReadyCap Holdings LLC 549300W908MAGNC9E420 755763AE9 17000000.00000000 PA USD 16826958.02000000 0.100144620428 Long DBT CORP US Y 2 2028-03-01 Fixed 9.37500000 N N N N N N ReadyCap Lending Small Business Loan Trust N/A 75576QAA6 613046.17000000 PA USD 613158.66000000 0.003649176588 Long ABS-O CORP US Y 2 2044-12-27 Floating 6.24999960 N N N N N N Anywhere Real Estate Group LLC N/A 75606DAL5 2812000.00000000 PA USD 2774777.84000000 0.016513922078 Long DBT CORP US Y 2 2029-01-15 Fixed 5.75000000 N N N N N N Anywhere Real Estate Group LLC N/A 75606DAQ4 900000.00000000 PA USD 864472.50000000 0.005144855670 Long DBT CORP US Y 2 2030-04-15 Fixed 5.25000000 N N N N N N Anywhere Real Estate Group LLC N/A 75606DAV3 3130000.00000000 PA USD 3371820.67000000 0.020067186282 Long DBT CORP US Y 2 2030-04-15 Fixed 9.75000000 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750AP8 3011000.00000000 PA USD 3190848.75000000 0.018990142872 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N Renaissance Home Equity Loan Trust N/A 75970NAP2 354814.56000000 PA USD 336027.09000000 0.001999844852 Long ABS-O CORP US N 2 2035-08-25 Variable 5.55099840 N N N N N N Renaissance Home Equity Loan Trust N/A 759950BV9 105981.43000000 PA USD 65075.33000000 0.000387291880 Long ABS-O CORP US N 2 2034-03-25 Variable 6.24399840 N N N N N N Republic Finance Issuance Trust N/A 76041RAA9 9326000.00000000 PA USD 9355035.57000000 0.055675926993 Long ABS-O CORP US Y 2 2032-08-20 Fixed 5.91000000 N N N N N N Republic Finance Issuance Trust N/A 76042GAA2 17753000.00000000 PA USD 17859322.72000000 0.106288676347 Long ABS-O CORP US Y 2 2037-11-20 Fixed 5.42000000 N N N N N N RAMP Trust N/A 760985JL6 22510.29000000 PA USD 22204.09000000 0.000132146295 Long ABS-O CORP US N 2 2032-03-25 Variable 6.03000000 N N N N N N RAAC Trust N/A 76112BQY9 19020.76000000 PA USD 9505.37000000 0.000056570633 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 7.00000000 N N N N N N Reynolds American, Inc. 02S2RPPVO9RP4NEU2740 761713BB1 1360000.00000000 PA USD 1339283.27000000 0.007970663179 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N RFT TRUST N/A 76201AAC8 4810551.10000000 PA USD 4778171.28000000 0.028436996669 Long ABS-MBS CORP US Y 2 2028-09-27 Variable 7.11200160 N N N N N N RFT TRUST N/A 76201AAD6 11647364.66000000 PA USD 11558704.92000000 0.068790931520 Long ABS-MBS CORP US Y 2 2028-09-27 Variable 8.80599960 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAN5 1898486.04820000 PA USD 1835304.43000000 0.010922703039 Long LON CORP US N 2 2028-05-03 Variable 7.87030000 N N N N N N RingCentral, Inc. 549300C8EH0H1614VE84 76680RAJ6 4475000.00000000 PA USD 4692386.55000000 0.027926454050 Long DBT CORP US Y 2 2030-08-15 Fixed 8.50000000 N N N N N N RB Global Holdings, Inc. 254900LH3N0EGB1LQ203 76774LAB3 2645000.00000000 PA USD 2686172.07000000 0.015986590210 Long DBT CORP US Y 2 2028-03-15 Fixed 6.75000000 N N N N N N RB Global Holdings, Inc. 254900LH3N0EGB1LQ203 76774LAC1 3815000.00000000 PA USD 3966699.66000000 0.023607572523 Long DBT CORP US Y 2 2031-03-15 Fixed 7.75000000 N N N N N N Rivers Enterprise Borrower LLC N/A 76884GAA3 5190000.00000000 PA USD 5230988.18000000 0.031131908995 Long DBT CORP US Y 2 2030-10-15 Fixed 6.25000000 N N N N N N Rocket Cos., Inc. N/A 77311WAA9 5040000.00000000 PA USD 5117201.56000000 0.030454714825 Long DBT CORP US Y 2 2030-08-01 Fixed 6.12500000 N N N N N N Rocket Cos., Inc. N/A 77311WAB7 2688000.00000000 PA USD 2729666.69000000 0.016245445804 Long DBT CORP US Y 2 2033-08-01 Fixed 6.37500000 N N N N N N Rocket Mortgage LLC N/A 77313LAA1 1305000.00000000 PA USD 1294463.43000000 0.007703920619 Long DBT CORP US Y 2 2026-10-15 Fixed 2.87500000 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAU1 2578000.00000000 PA USD 2680619.87000000 0.015953546628 Long DBT CORP US Y 2 2033-03-15 Fixed 6.75000000 N N N N N N Romania 315700IASY927EDWBK92 77586RAW0 3564000.00000000 PA USD 3847551.84000000 0.022898471496 Long DBT NUSS RO Y 2 2037-02-10 Fixed 7.50000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BU5 10667000.00000000 PA USD 10895430.71000000 0.064843495274 Long DBT CORP LR Y 2 2032-03-15 Fixed 6.25000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BV3 3751000.00000000 PA USD 3802676.14000000 0.022631396488 Long DBT CORP LR Y 2 2033-02-01 Fixed 6.00000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BW1 5499000.00000000 PA USD 5547252.08000000 0.033014134421 Long DBT CORP LR Y 2 2031-09-30 Fixed 5.62500000 N N N N N N Republic of Rwanda 213800DQC28OBRZDYJ87 78347YAL7 8000000.00000000 PA USD 7546320.00000000 0.044911465942 Long DBT NUSS RW Y 2 2031-08-09 Fixed 5.50000000 N N N N N N SBALR Commercial Mortgage Trust N/A 78397EAJ5 68981792.09200000 PA USD 2323831.02000000 0.013830139420 Long ABS-MBS CORP US Y 2 2053-02-13 Variable 1.20368160 N N N N N N SBALR Commercial Mortgage Trust N/A 78397EAQ9 11440000.00000000 PA USD 8266072.67000000 0.049195030318 Long ABS-MBS CORP US Y 2 2053-02-13 Fixed 3.47700000 N N N N N N SBALR Commercial Mortgage Trust N/A 78397EAS5 4750000.00000000 PA USD 2380266.80000000 0.014166013543 Long ABS-MBS CORP US Y 2 2053-02-13 Variable 3.97900080 N N N N N N SBALR Commercial Mortgage Trust N/A 78397EAU0 9750000.00000000 PA USD 3920560.80000000 0.023332979895 Long ABS-MBS CORP US Y 2 2053-02-13 Variable 4.03709040 N N N N N N SCE Trust VI N/A 78410V200 199200.00000000 NS USD 3456120.00000000 0.020568888633 Long EP CORP US N 1 N N N SES AMERICOM, Inc. 529900CXBBQLCMXKBJ24 78413KAB8 110000.00000000 PA USD 84774.63000000 0.000504531070 Long DBT CORP US Y 2 2044-03-25 Fixed 5.30000000 N N N N N N SHR Trust N/A 784234AC0 3000000.00000000 PA USD 3001872.00000000 0.017865459202 Long ABS-MBS CORP US Y 2 2041-10-15 Floating 6.07709160 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAN0 2864000.00000000 PA USD 2864000.00000000 0.017044922354 Long DBT CORP US N 2 2026-09-15 Fixed 6.75000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAP5 9035000.00000000 PA USD 9046492.52000000 0.053839651738 Long DBT CORP US N 2 2027-01-15 Fixed 6.62500000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAW0 5000.00000000 PA USD 5006.98000000 0.000029798737 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAX8 3201000.00000000 PA USD 3281937.29000000 0.019532250795 Long DBT CORP US Y 2 2029-08-01 Fixed 6.75000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAY6 2745000.00000000 PA USD 2812021.92000000 0.016735577962 Long DBT CORP US Y 2 2032-08-01 Fixed 7.00000000 N N N N N N SM Energy Co. 84BUTVXV5ODI6BXNMH43 78454LAZ3 2773000.00000000 PA USD 2788046.30000000 0.016592888513 Long DBT CORP US Y 2 2034-04-15 Fixed 6.62500000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAC0 20558000.00000000 PA USD 20559603.52000000 0.122359233809 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAD8 1565000.00000000 PA USD 1578936.33000000 0.009396943836 Long DBT CORP US Y 2 2032-06-01 Fixed 6.50000000 N N N N N N SRT Issuer II LLC 2549005TCDBHPK8XA750 78475DAE3 20000000.00000000 PA USD 20008753.60000000 0.119080883908 Long ABS-O CORP US N 3 2031-12-07 Variable 0.00000000 N N N N N N SRT Issuer I LLC 2549007PUYUQCDX9UC96 78475KAC1 20000000.00000000 PA USD 19975000.00000000 0.118880001404 Long ABS-O CORP US N 3 2031-07-07 Variable 0.00000000 N N N N N N SV RNO Property Owner 1 LLC N/A 78488XAA2 2335000.00000000 PA USD 2305687.18000000 0.013722157456 Long DBT CORP US Y 2 2031-03-01 Fixed 5.87500000 N N N N N N Saavi Energia Sarl 254900A2V0IO8K56UH35 78518PAA3 4754000.00000000 PA USD 5150388.52000000 0.030652225005 Long DBT CORP LU Y 2 2035-02-10 Fixed 8.87500000 N N N N N N Rocket Software, Inc. 549300PVG26ISP5X1556 77313DAW1 4498984.54600000 PA USD 4374812.57000000 0.026036431763 Long LON CORP US N 2 2028-11-28 Variable 7.37030000 N N N N N N Santander Mortgage Asset Receivable Trust 254900I5YBWVW1B9MY58 802635AD4 24500000.00000000 PA USD 24501874.25000000 0.145821419036 Long ABS-MBS CORP US Y 2 2066-05-25 Variable 5.49000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287FAE2 404719.39000000 PA USD 410360.05000000 0.002442232957 Long ABS-O CORP US N 2 2031-03-17 Fixed 6.69000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287LAF6 12824000.00000000 PA USD 13063892.16000000 0.077748962119 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.97000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287NAF2 10000000.00000000 PA USD 10106044.00000000 0.060145508131 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.47000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288JAF0 19270000.00000000 PA USD 19280211.17000000 0.114745007808 Long ABS-O CORP US N 2 2031-09-15 Fixed 5.11000000 N N N N N N Xerox Corp. N/A 98415LAY2 1690000.00000000 PA USD 1135916.59000000 0.006760338714 Long LON CORP US N 2 2029-11-19 Variable 7.64119084 N N N N N N Santander Drive Auto Receivables Trust N/A 802919AF7 5298000.00000000 PA USD 5332759.65000000 0.031737595728 Long ABS-O CORP US N 2 2031-12-15 Fixed 5.32000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802920AG3 2984000.00000000 PA USD 2995040.50000000 0.017824801944 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.14000000 N N N N N N Santander Mortgage Asset Receivable Trust 2549005ZY4JF8SF73087 802929AD1 8158972.23000000 PA USD 8134779.25000000 0.048413645490 Long ABS-MBS CORP US Y 2 2066-03-25 Variable 5.17600080 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 89364MCA0 839321.60640000 PA USD 841453.48000000 0.005007859368 Long LON CORP US N 2 2031-02-28 Variable 6.12030000 N N N N N N Science Applications International Corp. 549300LZPNZIXQGZPZ48 808625AB3 1621000.00000000 PA USD 1600557.57000000 0.009525621335 Long DBT CORP US Y 2 2033-11-01 Fixed 5.87500000 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AP1 3125000.00000000 PA USD 3120570.63000000 0.018571886902 Long DBT CORP US N 2 2026-12-15 Fixed 5.25000000 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AS5 14252000.00000000 PA USD 13892501.85000000 0.082680382450 Long DBT CORP US N 2 2029-10-15 Fixed 4.50000000 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AW6 1635000.00000000 PA USD 1520651.53000000 0.009050065382 Long DBT CORP US N 2 2032-02-01 Fixed 4.37500000 N N N N N N Scotts Miracle-Gro Co. (The) 2TH9E0JTOUXOEGI2R879 810186AX4 6455000.00000000 PA USD 6005161.51000000 0.035739354630 Long DBT CORP US N 2 2031-04-01 Fixed 4.00000000 N N N N N N Scripps Escrow II, Inc. N/A 81105DAA3 3470000.00000000 PA USD 3215353.70000000 0.019135982596 Long DBT CORP US Y 2 2029-01-15 Fixed 3.87500000 N N N N N N SDR Commercial Mortgage Trust N/A 811304AA2 15540000.00000000 PA USD 15559425.00000000 0.092600974511 Long ABS-MBS CORP US Y 2 2039-05-15 Floating 5.01873840 N N N N N N SDR Commercial Mortgage Trust N/A 811304AE4 10267000.00000000 PA USD 10279833.75000000 0.061179807291 Long ABS-MBS CORP US Y 2 2039-05-15 Floating 5.36824080 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAK1 4455000.00000000 PA USD 4366386.04000000 0.025986281780 Long DBT CORP SG Y 2 2029-06-01 Fixed 4.09100000 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAL9 5160000.00000000 PA USD 4725115.20000000 0.028121236626 Long DBT CORP SG Y 2 2029-07-15 Fixed 3.12500000 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAM7 3725000.00000000 PA USD 3881930.53000000 0.023103074185 Long DBT CORP SG Y 2 2029-12-15 Fixed 8.25000000 N N N N N N Seagate Data Storage Technology Pte. Ltd. N/A 81180LAQ8 812000.00000000 PA USD 849023.14000000 0.005052909740 Long DBT CORP SG Y 2 2031-07-15 Fixed 8.50000000 N N N N N N WEC US Holdings, Inc. 5493002M6GRSU1IWMG57 92943LAC4 2708646.61660000 PA USD 2709567.56000000 0.016125827050 Long LON CORP US N 2 2031-01-27 Variable 5.64933000 N N N N N N Adient US LLC N/A 00687MAH4 3605092.96160000 PA USD 3600009.78000000 0.021425239935 Long LON CORP US N 2 2031-01-31 Variable 5.62030000 N N N N N N UKG, Inc. 529900FKHWSTQ1GXK240 89841EAB1 7799085.69320000 PA USD 7527755.50000000 0.044800980446 Long LON CORP US N 2 2031-02-10 Variable 5.91339000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BW8 10047000.00000000 PA USD 10162862.00000000 0.060483657013 Long DBT CORP US N 2 2056-04-01 Variable 6.37500000 N N N N N N Sensata Technologies BV PUCKW5P5O3XMOZVH7T53 81725WAK9 6493000.00000000 PA USD 6334438.99000000 0.037699029588 Long DBT CORP NL Y 2 2029-04-15 Fixed 4.00000000 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAA2 6389000.00000000 PA USD 6225255.68000000 0.037049231738 Long DBT CORP US Y 2 2030-02-15 Fixed 4.37500000 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAB0 1535000.00000000 PA USD 1439639.81000000 0.008567929043 Long DBT CORP US Y 2 2031-02-15 Fixed 3.75000000 N N N N N N Sensata Technologies, Inc. 5493002MMDDCUNV7NY90 81728UAC8 6870000.00000000 PA USD 7115059.77000000 0.042344846831 Long DBT CORP US Y 2 2032-07-15 Fixed 6.62500000 N N N N N N Serbia International Bond 254900W94OCY91V32O78 817477AH5 3400000.00000000 PA USD 3598050.00000000 0.021413576423 Long DBT NUSS RS Y 2 2033-09-26 Fixed 6.50000000 N N N N N N Sequoia Mortgage Trust N/A 81749VAA5 10252042.61000000 PA USD 10340404.97000000 0.061540293234 Long ABS-MBS CORP US Y 2 2055-08-25 Variable 6.00000120 N N N N N N Service Corp. International 549300RKVM2ME20JHZ15 817565BT0 535000.00000000 PA USD 544136.73000000 0.003238396757 Long DBT CORP US N 2 2027-04-01 Fixed 7.50000000 N N N N N N Service Corp. International 549300RKVM2ME20JHZ15 817565CF9 12131000.00000000 PA USD 11279235.18000000 0.067127684307 Long DBT CORP US N 2 2030-08-15 Fixed 3.37500000 N N N N N N Shift4 Payments LLC N/A 82453AAB3 8516000.00000000 PA USD 8508315.16000000 0.050636721810 Long DBT CORP US Y 2 2032-08-15 Fixed 6.75000000 N N N N N N Shutterfly Finance LLC N/A 82568NAC5 8614819.00000000 PA USD 8558219.64000000 0.050933725297 Long DBT CORP US Y 2 2027-10-01 Fixed 8.49999960 N N N N N N Shutterfly Finance LLC N/A 82568NAE1 961040.00000000 PA USD 961040.00000000 0.005719571291 Long DBT CORP US Y 2 2027-10-01 Fixed 9.75000000 N N N N N N MIWD Holdco II LLC 254900X3SPV5RVFJEY72 55336CAK8 2926827.12800000 PA USD 2862817.42000000 0.017037884300 Long LON CORP US N 2 2031-03-28 Variable 6.37031000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82650TAD9 904645.56000000 PA USD 920792.94000000 0.005480043354 Long ABS-O CORP US Y 2 2040-06-20 Fixed 9.22000000 N N N N N N Stifel SBA IO Trust N/A 826545AB1 58009045.70000000 PA USD 3457368.13000000 0.020576316803 Long ABS-O CORP US Y 2 2051-10-25 Variable 1.92672000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 826934AD3 1627094.79000000 PA USD 1684880.57000000 0.010027464557 Long ABS-O CORP US Y 2 2039-07-20 Fixed 10.52000000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259BH2 8317000.00000000 PA USD 8545717.50000000 0.050859319569 Long DBT CORP US Y 2 2033-02-15 Fixed 8.12500000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82966BAA3 4366000.00000000 PA USD 4345942.60000000 0.025864613887 Long DBT CORP US Y 2 2032-04-15 Fixed 5.87500000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBA5 6851000.00000000 PA USD 6840724.87000000 0.040712159306 Long DBT CORP US Y 2 2027-08-01 Fixed 5.00000000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBC1 20659000.00000000 PA USD 20578192.32000000 0.122469863925 Long DBT CORP US Y 2 2029-07-01 Fixed 5.50000000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBG2 1055000.00000000 PA USD 994541.43000000 0.005918953021 Long DBT CORP US Y 2 2030-07-01 Fixed 4.12500000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBJ6 16250000.00000000 PA USD 15829981.38000000 0.094211174402 Long DBT CORP US Y 2 2028-07-15 Fixed 4.00000000 N N N N N N Six Flags Entertainment Corp. N/A 83002YAA7 7554000.00000000 PA USD 7719206.74000000 0.045940390893 Long DBT CORP US Y 2 2032-05-01 Fixed 6.62500000 N N N N N N Six Flags Entertainment Corp. N/A 83003AAA8 1742000.00000000 PA USD 1788859.80000000 0.010646290640 Long DBT CORP US Y 2 2032-01-15 Fixed 8.62500000 N N N N N N Genesee & Wyoming, Inc. G617XSG94Z7G0RMW3L02 37156QAZ9 8656161.59690000 PA USD 8643783.29000000 0.051442952173 Long LON CORP US N 2 2031-04-10 Variable 5.44960000 N N N N N N Smyrna Ready Mix Concrete LLC 549300S7RFWHQFOIOY93 83283WAE3 10615000.00000000 PA USD 11189880.59000000 0.066595895882 Long DBT CORP US Y 2 2031-11-15 Fixed 8.87500000 N N N N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304AAL0 2529000.00000000 PA USD 2506760.48000000 0.014918833010 Long DBT CORP US Y 2 2033-03-01 Fixed 6.87500000 N N N N N N Solaris Energy Infrastructure LLC N/A 83419YAA4 2878000.00000000 PA USD 2923034.22000000 0.017396260935 Long DBT CORP US Y 2 2031-05-15 Fixed 6.37500000 N N N N N N Solstice Advanced Materials, Inc. 2138004GZ4H9TW6HK435 83443QAA1 8687000.00000000 PA USD 8588506.79000000 0.051113977434 Long DBT CORP US Y 2 2033-09-30 Fixed 5.62500000 N N N N N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 83545GBD3 12752000.00000000 PA USD 12499714.43000000 0.074391292565 Long DBT CORP US Y 2 2029-11-15 Fixed 4.62500000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BB9 1420000.00000000 PA USD 1196066.00000000 0.007118314280 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BF0 4478000.00000000 PA USD 4780265.00000000 0.028449457317 Long DBT NUSS ZA Y 2 2036-11-19 Fixed 7.10000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BG8 4489000.00000000 PA USD 4780785.00000000 0.028452552065 Long DBT NUSS ZA Y 2 2054-11-19 Fixed 7.95000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BJ2 6021000.00000000 PA USD 5932190.25000000 0.035305070600 Long DBT NUSS ZA Y 2 2055-12-11 Fixed 7.25000000 N N N N N N White Cap Supply Holdings LLC 254900L2N0T6GULCL366 96350TAH3 2368925.00010000 PA USD 2350779.03000000 0.013990518868 Long LON CORP US N 2 2029-10-19 Variable 6.89930000 N N N N N N EMRLD Borrower LP 5493000GJYE7GAQCUC61 26872NAD1 5540951.28150000 PA USD 5539233.59000000 0.032966412864 Long LON CORP US N 2 2031-08-04 Variable 5.94961000 N N N N N N Venator Materials LLC N/A L9632YAB5 2518065.86030000 PA USD 214035.60000000 0.001273819896 Long LON CORP US N 2 2028-10-12 Variable 8.25000000 N N Y N N N Venator Materials LLC N/A L9632YAD1 1189772.54780000 PA USD 951818.04000000 0.005664687355 Long LON CORP US N 2 2028-10-12 Variable 7.75000000 N N Y N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AS8 5996000.00000000 PA USD 6049227.75000000 0.036001612186 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N Expand Energy Corp. X2MT1W32SPAZ9WSKLE78 845467AT6 1124000.00000000 PA USD 1103112.10000000 0.006565104780 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAX3 783000.00000000 PA USD 681404.58000000 0.004055338043 Long DBT CORP US Y 2 2031-03-15 Fixed 3.87500000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AS2 15937000.00000000 PA USD 16239548.01000000 0.096648685368 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AT0 3351000.00000000 PA USD 3364789.37000000 0.020025339926 Long DBT CORP US Y 2 2030-08-15 Fixed 5.62500000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 852234AU7 1205000.00000000 PA USD 1205302.46000000 0.007173284512 Long DBT CORP US Y 2 2033-08-15 Fixed 6.00000000 N N N N N N Standard Building Solutions, Inc. 54930064UHXCIUWVI755 853191AC8 5801000.00000000 PA USD 5809777.15000000 0.034576536458 Long DBT CORP US Y 2 2033-08-01 Fixed 6.25000000 N N N N N N Standard Building Solutions, Inc. 54930064UHXCIUWVI755 853192AA0 1897000.00000000 PA USD 1849581.45000000 0.011007671858 Long DBT CORP US Y 2 2034-03-15 Fixed 5.87500000 N N N N N N Standard Industries, Inc. N/A 853496AD9 16034000.00000000 PA USD 15956395.44000000 0.094963520016 Long DBT CORP US Y 2 2028-01-15 Fixed 4.75000000 N N N N N N Standard Industries, Inc. N/A 853496AG2 8574000.00000000 PA USD 8165968.48000000 0.048599266301 Long DBT CORP US Y 2 2030-07-15 Fixed 4.37500000 N N N N N N Ahead DB Holdings LLC 254900L07WFL833JX193 00866HAH8 5733953.30110000 PA USD 5721797.32000000 0.034052929834 Long LON CORP US N 2 2031-02-03 Variable 6.19961000 N N N N N N Stanwich Mortgage Loan Co. LLC N/A 85501YAB6 4899519.76000000 PA USD 4928857.59000000 0.029333797107 Long ABS-O CORP US Y 2 2026-10-16 Variable 8.37500040 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855030AQ5 11205000.00000000 PA USD 10660229.04000000 0.063443706796 Long DBT CORP US Y 2 2029-09-01 Fixed 10.75000000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855030AS1 2895297.00000000 PA USD 2216179.61000000 0.013189458580 Long DBT CORP US Y 2 2030-01-15 Fixed 12.75000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573EAF4 1150000.00000000 PA USD 987580.21000000 0.005877523742 Long ABS-MBS CORP US Y 2 2055-11-25 Fixed 4.26100000 N N N N N N Republic of Montenegro 747800V014106FYLL014 857305AA4 5923000.00000000 PA USD 6248765.00000000 0.037189146031 Long DBT NUSS ME Y 2 2031-03-12 Fixed 7.25000000 N N N N N N Station Casinos LLC 5493004E7Q60TX54WL62 857691AG4 6095000.00000000 PA USD 6007732.40000000 0.035754655126 Long DBT CORP US Y 2 2028-02-15 Fixed 4.50000000 N N N N N N Stifel SBA IO Trust N/A 86063CAB2 70983709.04000000 PA USD 3247540.18000000 0.019327538481 Long ABS-O CORP US Y 2 2051-01-15 Variable 1.49119920 N N N N N N Stifel SBA IO Trust N/A 86063EAA0 128951632.51000000 PA USD 7621260.70000000 0.045357470974 Long ABS-O CORP US Y 2 2036-08-25 Variable 2.55594960 N N N N N N Jetblue Airways Corp. N/A G5112TAB9 3715924.87590000 PA USD 3242144.45000000 0.019295426121 Long LON CORP US N 2 2029-08-27 Variable 8.43526000 N N N N N N Street Capital Group, Inc. N/A N/A 8619438.77000000 PA USD 8619438.77000000 0.051298067238 Long DBT CORP CA N 3 2030-02-15 Fixed 0.00000000 N N N N N N STReAM 2008 BV N/A N/A 11155985.94000000 PA USD 11434885.59000000 0.068054028285 Long DBT CORP NL N 3 2030-02-15 Fixed 0.00000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86364JAA5 1248919.83460000 PA USD 1173932.69000000 0.006986589228 Long ABS-MBS CORP US N 2 2037-10-25 Floating 5.60387880 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86364KAA2 11950500.94080000 PA USD 9949173.25000000 0.059211901373 Long ABS-MBS CORP US N 2 2047-05-25 Floating 5.39880120 N N N N N N Subway Funding LLC N/A 864300AE8 933780.00000000 PA USD 922937.41000000 0.005492806037 Long ABS-O CORP US Y 2 2054-07-30 Fixed 6.50500000 N N N N N N BCPE Pequod Buyer, Inc. 254900HEEOS2IWC84V94 05624AAB8 4911350.85000000 PA USD 4873631.68000000 0.029005123452 Long LON CORP US N 2 2031-11-25 Variable 6.37031000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 740000.00000000 PA USD 674888.51000000 0.004016558048 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAB5 2050000.00000000 PA USD 2116329.80000000 0.012595208490 Long DBT CORP US Y 2 2029-05-01 Fixed 7.00000000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAF6 2525000.00000000 PA USD 2528181.50000000 0.015046318912 Long DBT CORP US Y 2 2031-03-15 Fixed 5.62500000 N N N N N N Sunoco LP 54930001NJU8E40NQ561 86765KAM1 1940000.00000000 PA USD 1930552.59000000 0.011489566688 Long DBT CORP US Y 2 2031-07-15 Fixed 5.37500000 N N N N N N Sunoco LP N/A 86765LAT4 4534000.00000000 PA USD 4443316.37000000 0.026444127975 Long DBT CORP US N 2 2029-05-15 Fixed 4.50000000 N N N N N N Suriname Government International Bond 254900SYU4G5JM13TN77 86886PAE2 5560000.00000000 PA USD 5739921.60000000 0.034160795387 Long DBT NUSS SR Y 2 2030-11-06 Fixed 7.70000000 N N N N N N Suriname Government International Bond 254900SYU4G5JM13TN77 86886PAF9 11220000.00000000 PA USD 12019761.60000000 0.071534882397 Long DBT NUSS SR Y 2 2035-11-06 Fixed 8.50000000 N N N N N N Symphony CLO XVI Ltd. 5493004PWOYFPAFQVT02 87165VAZ2 8224000.00000000 PA USD 8225028.00000000 0.048950755454 Long ABS-CBDO CORP KY Y 2 2031-10-15 Floating 5.37310080 N N N N N N Symphony CLO XIX Ltd. N/A 87165YAG8 1000000.00000000 PA USD 999630.00000000 0.005949237336 Long ABS-CBDO CORP KY Y 2 2031-04-16 Floating 5.69112840 N N N N N N Symphony CLO XXIII Ltd. 54930001DQI1CFLYVB48 87167NDQ5 8000000.00000000 PA USD 7991688.00000000 0.047562046591 Long ABS-CBDO CORP KY Y 2 2034-01-15 Floating 5.42310120 N N N N N N Symphony CLO Ltd. 254900H6EAUOGL2U2U64 87168GAQ2 14225000.00000000 PA USD 14236323.10000000 0.084726613773 Long ABS-CBDO CORP KY Y 2 2035-10-15 Floating 5.32310040 N N N N N N Symphony CLO Ltd. N/A 87168NAW4 2415000.00000000 PA USD 2416951.32000000 0.014384339239 Long ABS-CBDO CORP KY Y 2 2035-10-23 Floating 5.31605880 N N N N N N TPG Trust N/A 872973AA0 8600000.00000000 PA USD 8569610.18000000 0.051001515406 Long ABS-MBS CORP US Y 2 2029-11-15 Floating 5.75961120 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAM0 10308000.00000000 PA USD 10270079.96000000 0.061121758201 Long DBT CORP US Y 2 2034-02-01 Fixed 6.25000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAP3 8037000.00000000 PA USD 8005673.62000000 0.047645281161 Long DBT CORP US Y 2 2033-05-01 Fixed 6.37500000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 87422VAQ1 5353000.00000000 PA USD 5351243.15000000 0.031847599158 Long DBT CORP US Y 2 2031-05-01 Fixed 6.12500000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAD3 2899000.00000000 PA USD 2898726.91000000 0.017251597453 Long DBT CORP US Y 2 2028-01-15 Fixed 5.50000000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAJ0 6060000.00000000 PA USD 6097468.98000000 0.036288716941 Long DBT CORP US Y 2 2030-12-31 Fixed 6.00000000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAK7 2930000.00000000 PA USD 2930559.63000000 0.017441047956 Long DBT CORP US Y 2 2031-09-01 Fixed 6.00000000 N N N N N N Tallgrass Energy Partners LP N/A 87470LAM3 3802000.00000000 PA USD 3884788.55000000 0.023120083518 Long DBT CORP US Y 2 2034-03-15 Fixed 6.75000000 N N N N N N Raven Acquisition Holdings LLC N/A 75419XAC8 3031226.92620000 PA USD 3010402.40000000 0.017916227361 Long LON CORP US N 2 2031-11-19 Variable 6.62031000 N N N N N N Moran Foods LLC N/A 61647DAX0 2820186.21380000 PA USD 2679176.91000000 0.015944958939 Long LON CORP US N 3 2029-01-02 Variable 6.14396000 N N Y N N N Moran Foods LLC N/A 61647DAY8 2654594.46000000 PA USD 2521864.74000000 0.015008725098 Long LON CORP US N 3 2029-01-02 Variable 12.14396000 N N Y N N N Telecom Italia Capital SA 549300777DJZOR5C4L39 87927VAV0 36000.00000000 PA USD 40862.92000000 0.000243193190 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72100000 N N N N N N Somnigroup International, Inc. 549300HFEKVR3US71V91 88023UAH4 15045000.00000000 PA USD 14461237.30000000 0.086065176998 Long DBT CORP US Y 2 2029-04-15 Fixed 4.00000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDB3 28779000.00000000 PA USD 28804699.65000000 0.171429423522 Long DBT CORP US N 2 2027-11-01 Fixed 5.12500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDH0 5835000.00000000 PA USD 5796487.83000000 0.034497445876 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 5239000.00000000 PA USD 5288377.58000000 0.031473458530 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033GDU1 6631000.00000000 PA USD 6828099.84000000 0.040637022206 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779BA0 4780000.00000000 PA USD 4738366.68000000 0.028200102006 Long DBT CORP US Y 2 2029-05-15 Fixed 5.00000000 N N N N N N Terex Corp. YAWJZJYEQ7M1SYMOS462 880779BB8 4166000.00000000 PA USD 4229823.12000000 0.025173535842 Long DBT CORP US Y 2 2032-10-15 Fixed 6.25000000 N N N N N N Termocandelaria Power SA 549300YDORW43JL6G659 88087AAA6 2974000.00000000 PA USD 3053257.10000000 0.018171274509 Long DBT CORP ES Y 2 2031-09-17 Fixed 7.75000000 N N N N N N MH Sub I LLC 2549005VFKP807SR8N49 45567YAP0 1961972.16200000 PA USD 1690572.55000000 0.010061340030 Long LON CORP US N 2 2031-12-31 Variable 7.87030000 N N N N N N TopBuild Corp. 5493007YSKHOL4RWII46 89055FAD5 2507000.00000000 PA USD 2531322.91000000 0.015065014823 Long DBT CORP US Y 2 2034-01-31 Fixed 5.62500000 N N N N N N Toorak Mortgage Trust 254900ZRJRVK75Z6JJ57 89055KAA0 9500000.00000000 PA USD 9536113.30000000 0.056753600125 Long ABS-MBS CORP US Y 2 2031-10-25 Variable 6.32900160 N N N N N N iHeartCommunications, Inc. N/A 45174UAJ7 10496851.38550000 PA USD 9977257.24000000 0.059379041537 Long LON CORP US N 2 2029-05-01 Variable 9.50979000 N N N N N N Towd Point Mortgage Trust N/A 89175GAK2 394856.78000000 PA USD 392054.60000000 0.002333289181 Long ABS-MBS CORP US Y 2 2047-11-25 Variable 3.99999960 N N N N N N Towd Point Mortgage Trust N/A 89177EAD1 6189141.00000000 PA USD 6465882.87000000 0.038481309870 Long ABS-MBS CORP US Y 2 2048-10-25 Floating 5.69880000 N N N N N N Towd Point Mortgage Trust N/A 89179TAU8 30000000.00000000 PA USD 25029360.00000000 0.148960718496 Long ABS-MBS CORP US Y 2 2060-11-30 Fixed 3.30716000 N N N N N N Towd Point Mortgage Trust 254900HMDJT9KG22DU68 89183TAA6 9151423.37000000 PA USD 9083531.71000000 0.054060088232 Long ABS-O CORP US Y 2 2065-12-25 Variable 4.97999880 N N N N N N Towd Point Mortgage Trust N/A 89190MAA2 18228228.13000000 PA USD 17990931.23000000 0.107071936415 Long ABS-O CORP US Y 2 2066-02-25 Variable 4.71999960 N N N N N N Wand NewCo 3, Inc. N/A 93369PAM6 3955922.61550000 PA USD 3945202.07000000 0.023479630919 Long LON CORP US N 2 2031-01-30 Variable 6.15217000 N N N N N N Venator Materials LLC N/A L9632YAE9 1194802.20990000 PA USD 955841.77000000 0.005688634340 Long LON CORP US N 2 2026-07-16 Variable 24.75000000 N N Y N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HBK4 3180000.00000000 PA USD 3203417.52000000 0.019064945145 Long DBT CORP CA N 2 2056-10-17 Variable 6.12500000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HBL2 3495000.00000000 PA USD 3529429.25000000 0.021005184190 Long DBT CORP CA N 2 2056-10-17 Variable 6.37500000 N N N N N N Transcanada Trust 549300Y0MFCAXLBWUV51 89356BAE8 4594000.00000000 PA USD 4571001.52000000 0.027204038403 Long DBT CORP CA N 2 2079-09-15 Variable 5.50000000 N N N N N N Transcanada Trust 549300Y0MFCAXLBWUV51 89356BAG3 9194000.00000000 PA USD 9102316.51000000 0.054171884830 Long DBT CORP CA N 2 2082-03-07 Variable 5.60000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BT3 5460000.00000000 PA USD 5670648.77000000 0.033748522340 Long DBT CORP US Y 2 2031-12-01 Fixed 7.12500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BU0 20152000.00000000 PA USD 20547686.74000000 0.122288311815 Long DBT CORP US Y 2 2029-03-01 Fixed 6.37500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BV8 7277000.00000000 PA USD 7484635.30000000 0.044544353190 Long DBT CORP US Y 2 2032-03-01 Fixed 6.62500000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BZ9 1245000.00000000 PA USD 1274262.48000000 0.007583695890 Long DBT CORP US Y 2 2034-01-31 Fixed 6.25000000 N N N N N N Transocean International Ltd. DOL4HJ22ADYSIWES4H94 893830BX6 1095500.00000000 PA USD 1147796.98000000 0.006831044134 Long DBT CORP BM Y 2 2030-02-15 Fixed 8.75000000 N N N N N N Transocean International Ltd. DOL4HJ22ADYSIWES4H94 893830BY4 4415000.00000000 PA USD 4585167.35000000 0.027288345482 Long DBT CORP BM Y 2 2029-05-15 Fixed 8.25000000 N N N N N N HUB International Ltd. N/A 44332EAZ9 6080856.85520000 PA USD 6093140.19000000 0.036262954410 Long LON CORP US N 2 2030-06-20 Variable 5.92214000 N N N N N N Quikrete Holdings, Inc. N/A 74839XAL3 6722100.00000000 PA USD 6722436.11000000 0.040008170923 Long LON CORP US N 2 2032-02-10 Variable 5.90217000 N N N N N N Triad Resources LLC N/A N/A 23815196.05000000 PA USD 24648727.91000000 0.146695409690 Long DBT CORP US N 3 2052-04-01 Fixed 0.00000000 N N N N N N TriMas Corp. 75G1WUQ8QK4P5MZOYD78 896215AH3 2682000.00000000 PA USD 2576483.95000000 0.015333788014 Long DBT CORP US Y 2 2029-04-15 Fixed 4.12500000 N N N N N N Trinidad Generation UnLtd N/A 89636DAB2 2090000.00000000 PA USD 2210175.00000000 0.013153722508 Long DBT CORP TT Y 2 2033-06-16 Fixed 7.75000000 N N N N N N Trinseo Luxco Finance SPV SARL N/A 89668JAA2 9699654.00000000 PA USD 969.97000000 0.000005772717 Long DBT CORP LU Y 2 2029-05-03 Fixed 7.62500000 Y N Y N N N TRTX Issuer Ltd. N/A 897764AA4 12950000.00000000 PA USD 12982724.65000000 0.077265898604 Long ABS-CBDO CORP KY Y 2 2042-09-18 Floating 5.16186000 N N N N N N Republic of Turkiye (The) 5493000PCHOG3B6S3Q85 900123DK3 5000000.00000000 PA USD 5220000.00000000 0.031066513508 Long DBT NUSS TR N 2 2034-05-15 Fixed 7.62500000 N N N N N N TC Ziraat Bankasi A/S 213800K5KTZFSUS8MR51 90015JAC6 7620000.00000000 PA USD 7468819.20000000 0.044450224630 Long DBT CORP TR Y 2 2030-11-05 Variable 8.37500000 N N N N Y N/A USD XXXX N N N 20 Times Square Trust N/A 90137LAL4 600000.00000000 PA USD 509994.00000000 0.003035198369 Long ABS-MBS CORP US Y 2 2035-05-15 Variable 3.09989880 N N N N N N Coherent Corp. 549300O5C25A0MMHHU33 902104AC2 13309000.00000000 PA USD 13173285.47000000 0.078400009771 Long DBT CORP US Y 2 2029-12-15 Fixed 5.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BE7 1858000.00000000 PA USD 2145150.18000000 0.012766731234 Long DBT CORP CH Y 2 2033-11-13 Variable 9.25000000 N N N N Y N/A USD XXXX N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BF4 10690000.00000000 PA USD 11564609.08000000 0.068826069771 Long DBT CORP CH Y 2 2028-11-13 Variable 9.25000000 N N N N Y N/A USD XXXX N N N UBS Commercial Mortgage Trust N/A 90276CAK7 7250000.00000000 PA USD 6942338.28000000 0.041316905355 Long ABS-MBS CORP US N 2 2050-08-15 Variable 4.29500160 N N N N N N UBS Commercial Mortgage Trust N/A 90276EAK3 5330000.00000000 PA USD 5056745.82000000 0.030094916154 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 4.44000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276FAC8 6141000.00000000 PA USD 4959183.59000000 0.029514280457 Long ABS-MBS CORP US Y 2 2051-05-15 Fixed 3.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276GAW2 4000000.00000000 PA USD 3922946.80000000 0.023347180029 Long ABS-MBS CORP US N 2 2050-08-15 Variable 3.73899960 N N N N N N UBS Commercial Mortgage Trust N/A 90276TAK0 8470998.00000000 PA USD 8246030.32000000 0.049075749488 Long ABS-MBS CORP US N 2 2050-11-15 Variable 3.77700120 N N N N N N UBS Commercial Mortgage Trust N/A 90276UBE0 2510000.00000000 PA USD 2133501.51000000 0.012697404881 Long ABS-MBS CORP US N 2 2050-12-15 Variable 4.70780280 N N N N N N UBS Commercial Mortgage Trust N/A 90276XAX3 100000000.00000000 PA USD 545250.00000000 0.003245022316 Long ABS-MBS CORP US N 2 2051-06-15 Variable 0.22744800 N N N N N N UBS Commercial Mortgage Trust N/A 90276XAY1 8678528.00000000 PA USD 8497478.28000000 0.050572226776 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.49169840 N N N N N N UBS Commercial Mortgage Trust N/A 90276XAZ8 2500000.00000000 PA USD 2380170.00000000 0.014165437443 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.71290040 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAD3 2600000.00000000 PA USD 2564305.90000000 0.015261311088 Long DBT CORP US Y 2 2029-02-15 Fixed 4.75000000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAE1 2713000.00000000 PA USD 2637164.32000000 0.015694923557 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAG6 1608000.00000000 PA USD 1647145.15000000 0.009802884492 Long DBT CORP US Y 2 2028-09-15 Fixed 6.87500000 N N N N N N UBS Commercial Mortgage Trust N/A 90291JBA4 6250000.00000000 PA USD 4576576.88000000 0.027237219820 Long ABS-MBS CORP US N 2 2051-03-15 Variable 4.56999840 N N N N N N Sunrise FinCo. I BV 213800MNFBDEQRS6HZ22 90320BAA7 3485000.00000000 PA USD 3299669.69000000 0.019637784099 Long DBT CORP NL Y 2 2031-07-15 Fixed 4.87500000 N N N N N N UBS Commercial Mortgage Trust N/A 90353DBE4 4155000.00000000 PA USD 3046459.30000000 0.018130817815 Long ABS-MBS CORP US N 2 2051-08-15 Variable 5.00328000 N N N N N N US Auto Funding N/A 90355EAC5 1238115.55000000 PA USD 944960.86000000 0.005623877264 Long ABS-O CORP US Y 2 2026-05-15 Fixed 2.20000000 N N N N N N US Auto Funding N/A 90355EAD3 10392000.00000000 PA USD 103.92000000 0.000000618473 Long ABS-O CORP US Y 2 2027-03-15 Fixed 4.36000000 N N N N N N AAdvantage Loyalty IP Ltd. N/A 02376CBS3 2430158.82120000 PA USD 2418882.88000000 0.014395834802 Long LON CORP KY N 2 2028-04-20 Variable 5.92523000 N N N N N N Clydesdale Acquisition Holdings, Inc. 254900QKSDYFR3K5YD98 18972FAE2 4809909.25540000 PA USD 4541179.63000000 0.027026555233 Long LON CORP US N 2 2032-04-01 Variable 6.87030000 N N N N N N 1261229 BC Ltd. N/A C6903HAB0 4500987.50000000 PA USD 4341562.52000000 0.025838546106 Long LON CORP CA N 2 2030-10-08 Variable 9.87031000 N N N N N N United Airlines Holdings, Inc. 98450079DA0B78DD6764 910047AM1 2555000.00000000 PA USD 2521189.69000000 0.015004707578 Long DBT CORP US N 2 2029-03-01 Fixed 4.87500000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BG8 10220000.00000000 PA USD 10222125.76000000 0.060836361687 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BR4 3720000.00000000 PA USD 3817776.48000000 0.022721265246 Long DBT CORP US Y 2 2034-03-15 Fixed 6.12500000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BS2 2729000.00000000 PA USD 2694869.46000000 0.016038352199 Long DBT CORP US Y 2 2033-11-15 Fixed 5.37500000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366DF4 255000.00000000 PA USD 268682.18000000 0.001599045703 Long DBT MUN US N 2 2049-05-15 Fixed 6.58300000 N N N N N N University of California N/A 91412GXY6 100000.00000000 PA USD 90385.77000000 0.000537925430 Long DBT MUN US N 2 2045-05-15 Fixed 4.13100000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906AX0 1770000.00000000 PA USD 1762492.90000000 0.010489369633 Long DBT CORP US Y 2 2030-06-30 Fixed 7.37500000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906BA9 4103000.00000000 PA USD 4201463.79000000 0.025004757009 Long DBT CORP US Y 2 2032-08-01 Fixed 9.37500000 N N N N N N Univision Communications, Inc. 549300YQDE2JSGTL8V47 914906BB7 2169000.00000000 PA USD 2160726.89000000 0.012859435079 Long DBT CORP US Y 2 2033-04-15 Fixed 8.87500000 N N N N N N Upstart Pass-Through Trust N/A 91534HAB2 1875000.00000000 PA USD 22387.50000000 0.000133237848 Long ABS-O CORP US Y 3 2027-07-20 Fixed 0.00000000 N N N N N N Upstart Pass-Through Trust N/A 91679YAA2 421550.98790000 PA USD 421550.99000000 0.002508835158 Long ABS-O CORP US Y 3 2030-02-20 Variable 18.51320520 N N N N N N Upstart Pass-Through Trust N/A 91680JAA2 317458.35000000 PA USD 283814.75000000 0.001689106276 Long ABS-O CORP US Y 3 2029-12-20 Variable 21.55872960 N N N N N N Upstart Pass-Through Trust N/A 91680KAA9 414863.28000000 PA USD 414863.28000000 0.002469033657 Long ABS-O CORP US Y 3 2030-02-20 Variable 23.82693120 N N N N N N Upstart Pass-Through Trust N/A 91680VAB3 2900000.00000000 PA USD 92510.00000000 0.000550567656 Long ABS-O CORP US Y 3 2027-08-20 Fixed 0.00000000 N N N N N N Upstart Pass-Through Trust N/A 91681DAA4 390650.81000000 PA USD 385860.57000000 0.002296425787 Long ABS-O CORP US Y 3 2030-04-20 Variable 18.24093360 N N N N N N Upstart Pass-Through Trust N/A 91682VAA3 113852.49000000 PA USD 104331.69000000 0.000620923727 Long ABS-O CORP US Y 3 2027-09-20 Variable 24.18811560 N N N N N N Upstart Pass-Through Trust N/A 91683GAA5 127134.28000000 PA USD 117953.28000000 0.000701991794 Long ABS-O CORP US Y 3 2030-01-20 Variable 20.46775320 N N N N N N Upstart Pass-Through Trust N/A 91683KAB4 3500000.00000000 PA USD 143045.00000000 0.000851323644 Long ABS-O CORP US Y 3 2029-09-20 Fixed 0.00000000 N N N N N N Upstart Pass-Through Trust N/A 91683LAB2 2670000.00000000 PA USD 142764.90000000 0.000849656646 Long ABS-O CORP US Y 3 2029-10-20 Fixed 0.00000000 N N N N N N Upstart Pass-Through Trust N/A 91683MAB0 2830000.00000000 PA USD 237578.50000000 0.001413934038 Long ABS-O CORP US Y 3 2029-11-20 Fixed 0.00000000 N N N N N N Upstart Pass-Through Trust N/A 91683PAA5 276074.91000000 PA USD 265091.55000000 0.001577676287 Long ABS-O CORP US Y 3 2029-11-20 Variable 15.72859080 N N N N N N Upstart Pass-Through Trust N/A 91683RAA1 413208.45000000 PA USD 413208.45000000 0.002459185037 Long ABS-O CORP US Y 3 2030-05-20 Variable 22.26517200 N N N N N N Uzbekneftegaz JSC 213800LUZJZFLJD4MJ51 91825MAB9 2500000.00000000 PA USD 2431250.00000000 0.014469436966 Long DBT NUSS UZ Y 2 2028-11-16 Fixed 4.75000000 N N N N N N vMobo, Inc. N/A 91834VAC6 9995881.20000000 PA USD 9557751.73000000 0.056882379929 Long ABS-O CORP US N 3 2027-07-18 Fixed 7.46000000 N N N N N N vMobo, Inc. N/A 91834VAD4 20000000.00000000 PA USD 19542000.00000000 0.116303028157 Long ABS-O CORP US N 3 2027-07-18 Fixed 9.46000000 N N N N N N VZ Secured Financing BV 549300MG611MYCOWY949 91845AAA3 1738000.00000000 PA USD 1508946.37000000 0.008980402832 Long DBT CORP NL Y 2 2032-01-15 Fixed 5.00000000 N N N N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 91879QAP4 9952000.00000000 PA USD 10138868.70000000 0.060340862342 Long DBT CORP US Y 2 2032-05-15 Fixed 6.50000000 N N N N N N Vallourec SACA 969500P2Q1B47H4MCJ34 92023RAA8 1800000.00000000 PA USD 1888351.20000000 0.011238407675 Long DBT CORP FR Y 2 2032-04-15 Fixed 7.50000000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92257BAA0 3590100.71000000 PA USD 3530568.22000000 0.021011962701 Long ABS-MBS CORP US Y 2 2052-06-25 Variable 5.22000000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92257CAA8 738342.86000000 PA USD 711316.71000000 0.004233358272 Long ABS-MBS CORP US Y 2 2049-03-25 Variable 3.75999840 N N N N N N Velocity Commercial Capital Loan Trust N/A 92257CAB6 1639807.57000000 PA USD 1531981.86000000 0.009117497154 Long ABS-MBS CORP US Y 2 2049-03-25 Variable 3.93999840 N N N N N N Velocity Commercial Capital Loan Trust N/A 92257HAA7 1584141.07000000 PA USD 1523835.35000000 0.009069013694 Long ABS-MBS CORP US Y 2 2049-10-25 Variable 3.03000120 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259BAA8 539866.00000000 PA USD 528807.22000000 0.003147164107 Long ABS-MBS CORP US Y 2 2048-10-26 Variable 4.05000000 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259BAG5 75761.41000000 PA USD 72312.32000000 0.000430362388 Long ABS-MBS CORP US Y 2 2048-10-26 Variable 4.51000080 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259BAK6 139677.52000000 PA USD 129622.93000000 0.000771443008 Long ABS-MBS CORP US Y 2 2048-10-26 Variable 4.71999960 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259KAA8 3522817.96850000 PA USD 3492569.29000000 0.020785814373 Long ABS-MBS CORP US Y 2 2052-08-25 Variable 5.63000040 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259TAE1 2017962.34000000 PA USD 1669144.63000000 0.009933813064 Long ABS-MBS CORP US Y 2 2051-05-25 Variable 1.78999920 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259TAG6 1645889.80000000 PA USD 1329422.72000000 0.007911978714 Long ABS-MBS CORP US Y 2 2051-05-25 Variable 2.26000080 N N N N N N Velocity Commercial Capital Loan Trust N/A 92259UAA6 2221739.61000000 PA USD 2122162.57000000 0.012629921867 Long ABS-MBS CORP US Y 2 2052-04-25 Variable 4.66999920 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AC0 9159000.00000000 PA USD 9575789.45000000 0.056989730326 Long DBT CORP US Y 2 2034-01-15 Fixed 6.50000000 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AD8 3388000.00000000 PA USD 3593400.89000000 0.021385907526 Long DBT CORP US Y 2 2036-01-15 Fixed 6.75000000 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AE6 2908000.00000000 PA USD 2986976.57000000 0.017776809954 Long DBT CORP US Y 2 2030-12-15 Fixed 6.12500000 N N N N N N Venture Global Plaquemines LNG LLC 549300TKP4I6OJ02BF90 922966AF3 2048000.00000000 PA USD 2137329.66000000 0.012720187884 Long DBT CORP US Y 2 2034-06-15 Fixed 6.50000000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAB9 2825000.00000000 PA USD 2650974.92000000 0.015777116506 Long DBT CORP US Y 2 2031-08-15 Fixed 4.12500000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAC7 5140000.00000000 PA USD 4581890.06000000 0.027268840889 Long DBT CORP US Y 2 2033-11-01 Fixed 3.87500000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAF0 661000.00000000 PA USD 668433.61000000 0.003978142102 Long DBT CORP US Y 2 2036-05-01 Fixed 6.00000000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAA9 5974000.00000000 PA USD 6106796.05000000 0.036344226433 Long DBT CORP US Y 2 2028-06-01 Fixed 8.12500000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAC5 4248000.00000000 PA USD 4624988.76000000 0.027525340189 Long DBT CORP US Y 2 2029-02-01 Fixed 9.50000000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAD3 16040000.00000000 PA USD 17150219.19000000 0.102068489682 Long DBT CORP US Y 2 2032-02-01 Fixed 9.87500000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VHN7 6212000.00000000 PA USD 6305596.45000000 0.037527374960 Long DBT CORP US N 2 2056-05-14 Variable 6.20000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VHP2 5627000.00000000 PA USD 5699566.07000000 0.033920621897 Long DBT CORP US N 2 2058-05-14 Variable 6.05000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBE9 2526739.58010000 PA USD 2525552.01000000 0.015030669661 Long LON CORP US N 2 2030-09-19 Variable 7.91339000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92553PBC5 524000.00000000 PA USD 428370.00000000 0.002549418082 Long DBT CORP US N 2 2057-02-28 Variable 6.25000000 N N N N N N Viking Cruises Ltd. 549300IJP90T4MV2GL84 92676XAH0 9134000.00000000 PA USD 9152286.27000000 0.054469276827 Long DBT CORP BM Y 2 2033-10-15 Fixed 5.87500000 N N N N N N Virgin Media Secured Finance plc 213800X3RLP4NOTPY579 92769XAP0 2750000.00000000 PA USD 2643433.38000000 0.015732233488 Long DBT CORP GB Y 2 2029-05-15 Fixed 5.50000000 N N N N N N Visio Trust N/A 92837DAE7 820000.00000000 PA USD 798547.49000000 0.004752506970 Long ABS-MBS CORP US Y 2 2054-11-25 Variable 3.90999960 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAF9 14676000.00000000 PA USD 14666804.02000000 0.087288594868 Long DBT CORP US Y 2 2027-07-31 Fixed 5.00000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAH5 2661000.00000000 PA USD 2609591.34000000 0.015530824639 Long DBT CORP US Y 2 2029-05-01 Fixed 4.37500000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAP7 2590000.00000000 PA USD 2714949.37000000 0.016157856566 Long DBT CORP US Y 2 2031-10-15 Fixed 7.75000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAR3 3076000.00000000 PA USD 3200394.18000000 0.019046951920 Long DBT CORP US Y 2 2032-04-15 Fixed 6.87500000 N N N N N N VistaJet Pass Through Trust N/A 92841QAA0 20597500.00000000 PA USD 20131821.42000000 0.119813314577 Long ABS-O CORP US Y 3 2031-08-15 Fixed 9.50000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBQ2 3300000.00000000 PA USD 3418631.70000000 0.020345779289 Long DBT CORP GB N 2 2079-04-04 Variable 7.00000000 N N N N N N VOLT XCV LLC N/A 92873BAA4 91324.80000000 PA USD 91351.81000000 0.000543674758 Long ABS-O CORP US Y 2 2051-03-27 Variable 6.23959920 N N N N N N VoltaGrid LLC 254900R5BEUGIKK1FM03 92874BAA3 6992000.00000000 PA USD 7280839.10000000 0.043331472462 Long DBT CORP US Y 2 2030-11-01 Fixed 7.37500000 N N N N N N WFRBS Commercial Mortgage Trust N/A 92890KAJ4 1440000.00000000 PA USD 468764.93000000 0.002789826059 Long ABS-MBS CORP US Y 2 2057-09-15 Variable 3.75048000 N N N N N N Voya CLO Ltd. N/A 92918BAS2 8000000.00000000 PA USD 8009056.00000000 0.047665411190 Long ABS-CBDO CORP KY Y 2 2035-01-15 Floating 5.68470960 N N N N N N WaMu Mortgage Pass-Through Certificates N/A 9292274U7 20538.39000000 PA USD 20603.99000000 0.000122623397 Long ABS-MBS CORP US N 2 2033-06-25 Fixed 5.50000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FAS7 51028.72000000 PA USD 50100.89000000 0.000298172409 Long ABS-MBS CORP US N 2 2033-08-25 Variable 5.18140800 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FQ43 36085.30000000 PA USD 37789.80000000 0.000224903703 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.43297600 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FQK7 33153.94000000 PA USD 32476.07000000 0.000193279361 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 5.50000000 N N N N N N WFRBS Commercial Mortgage Trust 5493000F7E2NMQ4HIO61 92939FAE9 8152500.00000000 PA USD 6934434.98000000 0.041269869344 Long ABS-MBS CORP US Y 2 2047-08-15 Fixed 3.49700000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAA9 3766000.00000000 PA USD 3606761.47000000 0.021465422208 Long DBT CORP US Y 2 2029-08-15 Fixed 5.62500000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAF8 4554000.00000000 PA USD 4518854.51000000 0.026893688635 Long DBT CORP US Y 2 2032-08-15 Fixed 6.62500000 N N N N N N WR Grace Holdings LLC 549300WNOVFRGYOAEB12 92943GAH4 1060000.00000000 PA USD 1051488.20000000 0.006257868269 Long DBT CORP US Y 2 2033-08-01 Fixed 7.00000000 N N N N N N WHARF Commercial Mortgage Trust N/A 92987LAA5 6362000.00000000 PA USD 6448025.69000000 0.038375033946 Long ABS-MBS CORP US Y 2 2040-07-15 Variable 5.34948120 N N N N N N Wand NewCo 3, Inc. 549300Y3VZEWMSQW8494 933940AA6 3473000.00000000 PA USD 3592224.62000000 0.021378907027 Long DBT CORP US Y 2 2032-01-30 Fixed 7.62500000 N N N N N N First Advantage Holdings LLC N/A 78477MAH4 4251907.89910000 PA USD 4201437.75000000 0.025004602033 Long LON CORP US N 2 2031-10-31 Variable 6.44961000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 93935LAB4 1866355.28800000 PA USD 1665975.92000000 0.009914954678 Long ABS-MBS CORP US N 2 2046-10-25 Floating 4.61584080 N N N N N N Terex Corp. N/A 88078FBQ0 2772052.50000000 PA USD 2784194.09000000 0.016569962319 Long LON CORP US N 2 2031-10-08 Variable 5.40217000 N N N N N N Washington State Housing Finance Commission 549300YL1HU59NREG764 93978TS67 86516426.24000000 PA USD 3042877.88000000 0.018109503211 Long ABS-MBS MUN US N 2 2035-12-20 Variable 0.72672480 N N N N N N PetSmart LLC 894500NGJMHSFNESGA67 71677HAN5 6276477.58070000 PA USD 6254258.85000000 0.037221842346 Long LON CORP US N 2 2032-08-18 Variable 7.58432000 N N N N N N Icon Parent I, Inc. N/A 45115DAC2 6188608.07720000 PA USD 5909254.31000000 0.035168568744 Long LON CORP US N 2 2031-11-13 Variable 6.43744000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAA5 1699000.00000000 PA USD 1748107.90000000 0.010403758178 Long DBT CORP US Y 2 2029-10-31 Fixed 7.25000000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAB3 5388000.00000000 PA USD 5608951.10000000 0.033381332397 Long DBT CORP US Y 2 2030-09-15 Fixed 7.75000000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAD9 1255000.00000000 PA USD 1278770.90000000 0.007610527478 Long DBT CORP US Y 2 2034-05-31 Fixed 7.12500000 N N N N N N Varsity Brands, Inc. N/A 92227QAG1 8069056.71510000 PA USD 8074140.22000000 0.048052755979 Long LON CORP US N 2 2031-08-26 Variable 6.44960000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493007CD1Q2V06I4172 94989AAA3 4952000.00000000 PA USD 4761397.52000000 0.028337168654 Long ABS-MBS CORP US Y 2 2047-12-15 Variable 3.95700120 N N N N N N Wells Fargo Commercial Mortgage Trust 5493001SKB2HKIF64L70 94989DBC2 2091085.80000000 PA USD 1840782.83000000 0.010955307405 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.89400000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493002S7XBI8CVRR075 94989HBR0 9230000.00000000 PA USD 7695697.10000000 0.045800474696 Long ABS-MBS CORP US Y 2 2048-05-15 Variable 2.88100080 N N N N N N Wells Fargo Commercial Mortgage Trust 549300NYO16WLNMVJJ46 94989KBC6 255697.79000000 PA USD 247899.01000000 0.001475355927 Long ABS-MBS CORP US N 2 2048-06-15 Variable 4.12080840 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 94989MAM1 2225750.00000000 PA USD 1469865.27000000 0.008747814035 Long ABS-MBS CORP US N 2 2058-07-15 Variable 3.85116480 N N N N N N Wells Fargo Commercial Mortgage Trust 549300XO83D3BDYP0P62 94989TBH6 2106986.00000000 PA USD 1875196.47000000 0.011160118097 Long ABS-MBS CORP US N 2 2058-09-15 Variable 4.72209840 N N N N N N Wells Fargo Commercial Mortgage Trust 549300VOKB4Z9J8DIM89 94989YAJ2 193526.74000000 PA USD 189631.05000000 0.001128577696 Long ABS-MBS CORP US Y 2 2059-01-15 Variable 3.78799920 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000TAC0 1500000.00000000 PA USD 654207.45000000 0.003893475973 Long ABS-MBS CORP US Y 2 2050-03-15 Fixed 3.40100000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000XAF4 4000000.00000000 PA USD 3930944.80000000 0.023394779641 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.41800000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300AGZIS1CJS4RM30 95001JAC1 3190000.00000000 PA USD 2501268.15000000 0.014886145741 Long ABS-MBS CORP US Y 2 2051-05-15 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300AGZIS1CJS4RM30 95001JAZ0 70000000.00000000 PA USD 242452.00000000 0.001442938378 Long ABS-MBS CORP US N 2 2051-05-15 Variable 0.16922520 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001MAP5 4500000.00000000 PA USD 3663166.05000000 0.021801110646 Long ABS-MBS CORP US Y 2 2050-07-15 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001QAC5 2890000.00000000 PA USD 2463534.55000000 0.014661576508 Long ABS-MBS CORP US Y 2 2051-08-15 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001VAZ3 1930000.00000000 PA USD 1565664.25000000 0.009317955856 Long ABS-MBS CORP US N 2 2052-06-15 Variable 4.28900040 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002EAA5 4500000.00000000 PA USD 3238970.85000000 0.019276538633 Long ABS-MBS CORP US Y 2 2053-02-15 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002EAC1 6850000.00000000 PA USD 4302265.80000000 0.025604674059 Long ABS-MBS CORP US Y 2 2053-02-15 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002MAY5 12960481.47000000 PA USD 514446.87000000 0.003061699355 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.55988000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95002YAC7 17893000.00000000 PA USD 18543195.83000000 0.110358705698 Long DBT CORP US N 2 2029-09-15 Variable 6.85000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95002YAE3 16185000.00000000 PA USD 16315467.29000000 0.097100514360 Long DBT CORP US N 2 2031-06-15 Variable 6.12500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003CBE9 2500000.00000000 PA USD 1851247.75000000 0.011017588741 Long ABS-MBS CORP US Y 2 2054-04-15 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003MBX5 2500000.00000000 PA USD 2080288.75000000 0.012380712366 Long ABS-MBS CORP US N 2 2055-04-15 Variable 4.34492280 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003PAA9 4000000.00000000 PA USD 4010790.00000000 0.023869973508 Long ABS-MBS CORP US Y 2 2035-07-15 Variable 5.30749080 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003PAC5 1500000.00000000 PA USD 1502659.80000000 0.008942988692 Long ABS-MBS CORP US Y 2 2035-07-15 Variable 5.74309080 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003VAC2 3500000.00000000 PA USD 3604344.10000000 0.021451035377 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 5.92800000 N N N N N N Dayforce Bidco LLC N/A 23923YAB7 4738532.11000000 PA USD 4506438.81000000 0.026819797349 Long LON CORP US N 2 2033-02-04 Variable 6.66339000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAP9 6726000.00000000 PA USD 6737978.47000000 0.040100670336 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAQ7 6044000.00000000 PA USD 6179524.67000000 0.036777066405 Long DBT CORP US Y 2 2029-03-15 Fixed 6.37500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAR5 3560000.00000000 PA USD 3672289.52000000 0.021855408425 Long DBT CORP US Y 2 2032-03-15 Fixed 6.62500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAS3 1886000.00000000 PA USD 1937904.61000000 0.011533321790 Long DBT CORP US Y 2 2033-03-15 Fixed 6.37500000 N N N N N N WESCO Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAT1 1512000.00000000 PA USD 1497656.11000000 0.008913209534 Long DBT CORP US Y 2 2031-04-15 Fixed 5.25000000 N N N N N N Elanco Animal Health, Inc. 549300SHPNDCE059M934 28414BAJ5 572880.90900000 PA USD 572342.40000000 0.003406261092 Long LON CORP US N 2 2032-10-29 Variable 5.39930000 N N N N N N QXO Building Products, Inc. N/A 07368RAM3 848111.11110000 PA USD 846728.69000000 0.005039254460 Long LON CORP US N 2 2032-04-30 Variable 5.62031000 N N N N N N Western Funding Auto Loan Trust N/A 958250AA0 15500000.00000000 PA USD 15548842.05000000 0.092537990725 Long ABS-O CORP US Y 2 2035-07-16 Fixed 4.75000000 N N N N N N Western Funding Auto Loan Trust N/A 958250AD4 3205000.00000000 PA USD 3227180.84000000 0.019206371103 Long ABS-O CORP US Y 2 2036-01-15 Fixed 5.79000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041CAN2 3795000.00000000 PA USD 3850660.89000000 0.022916974819 Long ABS-O CORP US Y 2 2029-03-15 Fixed 6.47000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042XAG0 438000.00000000 PA USD 443824.92000000 0.002641397102 Long ABS-O CORP US Y 2 2028-11-15 Fixed 6.79000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043CAG5 19900000.00000000 PA USD 20017859.74000000 0.119135078548 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.21000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043RAG2 2304000.00000000 PA USD 2343957.35000000 0.013949920053 Long ABS-O CORP US Y 2 2029-10-15 Fixed 6.02000000 N N N N N N Williams Scotsman, Inc. 549300DAKDS8SCO1OT57 96949VAN3 1000000.00000000 PA USD 1028625.00000000 0.006121799321 Long DBT CORP US Y 2 2030-04-15 Fixed 6.62500000 N N N N N N LSF12 Crown US Commercial Bidco LLC N/A 50221UAE1 4660185.18250000 PA USD 4686981.25000000 0.027894284735 Long LON CORP US N 2 2031-12-02 Variable 6.64933000 N N N N N N Graham Packaging Co., Inc. N/A 38469EAH6 1633333.33000000 PA USD 1635032.00000000 0.009730793815 Long LON CORP US N 2 2033-01-26 Variable 5.87031000 N N N N N N LSF12 Helix Parent LLC 254900H70V4IL22BHL88 54913EAB8 1624151.11000000 PA USD 1613188.09000000 0.009600791109 Long LON CORP US N 2 2033-02-10 Variable 7.15217000 N N N N N N Belron Finance 2019 LLC N/A 08078UAQ6 1821439.66330000 PA USD 1823716.46000000 0.010853737938 Long LON CORP GB N 2 2031-10-16 Variable 5.65665000 N N N N N N Petco Health & Wellness Co., Inc. N/A 71601HAG1 4264024.45000000 PA USD 4147190.18000000 0.024681750909 Long LON CORP US N 2 2031-01-31 Variable 7.94961000 N N N N N N First Student Bidco, Inc. N/A 33718FAQ3 3346588.10900000 PA USD 3354954.58000000 0.019966808770 Long LON CORP US N 2 2030-08-15 Variable 5.67420000 N N N N N N First Student Bidco, Inc. N/A 33718FAR1 612342.30000000 PA USD 613873.16000000 0.003653428892 Long LON CORP US N 2 2030-08-15 Variable 5.94961000 N N N N N N WULF Compute LLC N/A 982911AA7 9370000.00000000 PA USD 9845621.20000000 0.058595617626 Long DBT CORP US Y 2 2030-10-15 Fixed 7.75000000 N N N N N N Wynn Las Vegas LLC N/A 983130AX3 720000.00000000 PA USD 720570.24000000 0.004288430094 Long DBT CORP US Y 2 2027-05-15 Fixed 5.25000000 N N N N N N Wynn Resorts Finance LLC N/A 983133AA7 21585000.00000000 PA USD 21423731.99000000 0.127502042005 Long DBT CORP US Y 2 2029-10-01 Fixed 5.12500000 N N N N N N Wynn Resorts Finance LLC N/A 983133AD1 2897000.00000000 PA USD 2907275.66000000 0.017302474820 Long DBT CORP US Y 2 2033-03-15 Fixed 6.25000000 N N N N N N XPO, Inc. 54930096DB9LCLPN7H13 98379KAA0 3375000.00000000 PA USD 3417228.00000000 0.020337425253 Long DBT CORP US Y 2 2028-06-01 Fixed 6.25000000 N N N N N N Xerox Corp. 4KF48RN45X1OO8UBLY20 984121CS0 1775000.00000000 PA USD 1553838.00000000 0.009247572646 Long DBT CORP US Y 2 2030-10-15 Fixed 10.25000000 N N N N N N Xerox Holdings Corp. 5493000Y33XDVO2CXC18 98421MAB2 4240000.00000000 PA USD 2459200.00000000 0.014635779697 Long DBT CORP US Y 2 2028-08-15 Fixed 5.50000000 N N N N N N Xerox Holdings Corp. 5493000Y33XDVO2CXC18 98421MAC0 3105000.00000000 PA USD 1397250.00000000 0.008315648658 Long DBT CORP US Y 2 2029-11-30 Fixed 8.87500000 N N N N N N VSE Corp. N/A 92921UAB2 1039574.71000000 PA USD 1041393.97000000 0.006197793072 Long LON CORP US N 2 2033-05-05 Variable 5.47409000 N N N N N N Yinson Boronia Production BV 5493007X12FTT746N678 98584XAA3 2192585.22000000 PA USD 2412611.15000000 0.014358508981 Long DBT CORP NL Y 2 2042-07-31 Fixed 8.94700000 N N N N N N Yinson Bergenia Production BV 549300JDIAWKPMZD5256 98585VAA6 3318272.10000000 PA USD 3550551.15000000 0.021130889897 Long DBT CORP NL Y 2 2045-01-31 Fixed 8.49800000 N N N N N N ZF North America Capital, Inc. 529900JYGMS9CW9IQX78 98877DAF2 5111000.00000000 PA USD 5088676.69000000 0.030284950791 Long DBT CORP US Y 2 2030-04-23 Fixed 6.75000000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 988895AQ1 1555532.00000000 PA USD 1540770.00000000 0.009169799237 Long DBT NUSS ZM Y 2 2033-06-30 Variable 5.74999920 N N N N N N Ziggo BV 213800TQASLF9JXH5J59 98955DAA8 2750000.00000000 PA USD 2571516.48000000 0.015304224418 Long DBT CORP NL Y 2 2030-01-15 Fixed 4.87500000 N N N N N N FGI Operating Co. LLC N/A N/A 37417.81090000 PA USD 374.18000000 0.000002226909 Long LON CORP US N 3 2026-12-31 Variable 0.00000000 N N Y N N N Moran Foods LLC N/A N/A 9758331.07870000 PA USD 9270414.52000000 0.055172309945 Long LON CORP US N 3 2026-06-30 Variable 15.23308000 N N Y N N N Medline Borrower LP N/A N/A 1222957.40900000 PA USD 1222896.26000000 0.007277992946 Long LON CORP US N 2 2028-10-23 Variable 5.41774000 N N N N N N AWS Claire's LLC N/A N/A 1074.62820000 PA USD 1074.63000000 0.000006395595 Long LON CORP US N 3 2030-09-18 Variable 10.00000000 N N N N N N GB AIT Buyer, Inc. N/A 36832FAB0 1938190.74000000 PA USD 1941214.32000000 0.011553019328 Long LON CORP US N 2 2033-04-29 Variable 7.98478000 N N N N N N Moran Foods LLC N/A 61647DAZ5 20584158.13500000 PA USD 4382367.27000000 0.026081393102 Long LON CORP US N 3 2028-12-29 Variable 11.02274000 N N N N N N Moran Foods LLC N/A 61647DBA9 5647618.64000000 PA USD 0.06000000 0.000000000357 Long LON CORP US N 3 2028-12-29 Variable 11.01580000 N N N N N N Upstart Frn N/A N/A 14000000.00000000 PA USD 13982500.00000000 0.083216000983 Long ABS-O CORP US N 3 2027-09-15 Floating 6.80000000 N N N N N N Ista Jet Seri N/A N/A 14812500.00000000 PA USD 14812500.00000000 0.088155695659 Long ABS-O CORP US N 3 2032-04-05 Fixed 6.97000000 N N N N N N Mpire N/A N/A 11989607.00000000 PA USD 12023537.59000000 0.071557354973 Long ABS-O CORP US N 3 2030-09-13 Floating 8.29000000 N N N N N N Mpire N/A N/A 4995669.00000000 PA USD 5009806.74000000 0.029815561065 Long ABS-O CORP US N 3 2030-09-19 Fixed 11.16000000 N N N N N N BAML Funding Ltd. N/A N/A 4476900.00000000 PA USD 4471303.88000000 0.026610693944 Long DBT CORP GB N 3 2029-10-26 Floating 8.00000000 N N N N N N P4 SFR N/A N/A 5921916.01000000 PA USD 5874540.68000000 0.034961972680 Long ABS-MBS CORP US N 3 2026-10-11 Fixed 0.00000000 N N N N N N Camden N/A N/A 18283996.16000000 PA USD 17958541.03000000 0.106879168103 Long ABS-MBS CORP US N 3 2031-09-15 Fixed 0.00000000 N N N N N N Tucielo 2025-assiciation Condu N/A N/A 200000.00000000 PA USD 200000.00000000 0.001190287873 Long ABS-O CORP US N 3 2033-08-09 Fixed 10.51400000 N N N N N N Tucielo 2025-assiciation Condu N/A N/A 200000.00000000 PA USD 200000.00000000 0.001190287873 Long ABS-O CORP US N 3 2033-08-09 Fixed 8.01400000 N N N N N N Al 2026-1b (R) Eec oct29 N/A N/A 16000000.00000000 PA USD 16000000.00000000 0.095223029911 Long DBT CORP US N 3 2029-10-25 Fixed 5.59000000 N N N N N N Gemini Corp. N/A N/A 11500000.00000000 PA USD 11500000.00000000 0.068441552748 Long DBT CORP CA N 3 2029-02-20 Fixed 10.50000000 N N N N N N Grit Parent, Inc. N/A N/A 28200000.00000000 PA USD 27918000.00000000 0.166152284316 Long DBT CORP US N 3 2030-03-27 Fixed 9.99600000 N N N N N N Jonah LLC N/A N/A 11280000.00000000 PA USD 11280000.00000000 0.067132236087 Long DBT CORP US N 3 2033-03-21 Fixed 12.50000000 N N N N N N Liberty 2026- Srt Frn N/A N/A 32000000.00000000 PA USD 32026570.88000000 0.190604194803 Long ABS-MBS CORP US N 3 2031-05-14 Floating 7.25000000 N N N N N N Jonah LLC N/A N/A 28655581.00000000 PA USD 28655581.00000000 0.170541952917 Long ABS-MBS CORP US N 3 2029-06-01 Fixed 12.00000000 N N N N N N Ej Hugoton 10.289 N/A N/A 16000000.00000000 PA USD 16000000.00000000 0.095223029911 Long ABS-MBS CORP US N 3 2041-10-10 Fixed 10.28900000 N N N N N N Ej Hugoton oct41 N/A N/A 9000000.00000000 PA USD 9000000.00000000 0.053562954325 Long ABS-MBS CORP US N 3 2041-10-10 Fixed 14.50000000 N N N N N N Jbhp apr41 N/A N/A 8166000.00000000 PA USD 8166000.00000000 0.048599453890 Long ABS-MBS CORP US N 3 2041-04-14 Fixed 10.28000000 N N N N N N Jbhp 14.103 N/A N/A 4700000.00000000 PA USD 4700000.00000000 0.027971765036 Long ABS-MBS CORP US N 3 2041-12-15 Fixed 14.10300000 N N N N N N Nexus Novo Executive Search SL 959800PVVSV2F1URCK65 N/A 10000000.00000000 PA USD 10000300.00000000 0.059516179126 Long ABS-MBS CORP ES N 3 2028-11-08 Fixed 6.50000000 N N N N N N Dec 6.016 144a N/A N/A 10000000.00000000 PA USD 10000000.00000000 0.059514393694 Long ABS-O CORP US N 3 2030-03-13 Fixed 6.01600000 N N N N N N Dec jan31 144a N/A N/A 8000000.00000000 PA USD 8000000.00000000 0.047611514955 Long ABS-O CORP US N 3 2031-01-15 Fixed 6.91000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 N/A 41536149.00000000 PA USD 2180647.82000000 0.012977993286 Long ABS-MBS CORP US N 3 2035-06-29 Floating 2.05000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 N/A 76499000.00000000 PA USD 3789091.09000000 0.022550545887 Long ABS-MBS CORP US N 3 2035-05-31 Floating 2.05000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 N/A 75444570.00000000 PA USD 75444570.00000000 0.449003784109 Long ABS-MBS CORP US N 3 2035-05-30 Floating 4.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 N/A 75444570.00000000 PA USD 3430370.29000000 0.020415640795 Long ABS-MBS CORP US N 3 2035-06-29 Floating 2.05000000 N N N N N N ICITII N/A N/A 1805869.34500000 PA USD 885652.50000000 0.005270907156 Long DBT CORP US N 3 2033-01-31 Fixed 6.00000000 N N N N N N Oneslt N/A N/A 9438985.13000000 PA USD 9438985.13000000 0.056175547710 Long ABS-O CORP US N 3 2030-12-15 Fixed 8.00000000 N N N N N N Prometheus sep29 N/A N/A 22000000.00000000 PA USD 21780000.00000000 0.129622349466 Long DBT CORP US N 3 2029-09-12 Fixed 0.00000000 N N N N N N New Evhc Physical Equity N/A N/A 982.00000000 NS USD 18944.25000000 0.000112745555 Long EC CORP US N 2 N N N BAML RCAP Frn 5493007M5OY1YM78LJ66 N/A 3625763.77000000 PA USD 3625763.77000000 0.021578513245 Long ABS-MBS CORP GB N 3 2027-10-25 Fixed 8.00000000 N N N N N N P2 N/A N/A 20818000.00000000 PA USD 20805509.20000000 0.123822726554 Long ABS-MBS CORP US N 3 2031-12-20 Fixed 0.00000000 N N N N N N FTF Funding LLC 549300881VLD4ANNI662 N/A 2433527.92000000 PA USD 1703469.54000000 0.010138095685 Long ABS-MBS CORP US N 3 2026-08-15 Fixed 3.00000000 N N N N N N Altice France Sa N/A N/A 32531.00000000 NS 659393.59000000 0.003924340971 Long EC CORP FR N 3 N N N New Par Health N/A N/A 64590.00000000 NS USD 251642.64000000 0.001497635914 Long EC CORP US N 2 N N N New Par Health N/A N/A 36870.00000000 NS USD 143645.52000000 0.000854897602 Long EC CORP US N 2 N N N New Keenova N/A N/A 64590.00000000 NS USD 6039165.00000000 0.035941724339 Long EC CORP US N 2 N N N New Keenova N/A N/A 36870.00000000 NS USD 3447345.00000000 0.020516664753 Long EC CORP US N 2 N N N Escrow Rite Aid N/A N/A 1155153.00000000 PA USD 0.01000000 0.000000000059 Long DBT CORP US N 3 2049-12-31 Fixed 0.00000000 N N N N N N HCFT N/A N/A 7329843.00000000 PA USD 7265340.38000000 0.043239232769 Long ABS-MBS CORP US N 3 2027-01-13 Fixed 7.25000000 N N N N N N Grene Energy Senio N/A N/A 295370.52000000 PA USD 239250.12000000 0.001423882583 Long ABS-MBS CORP US N 3 2027-01-25 Fixed 0.00000000 N N N N N N G Mitt Frn N/A N/A 5026375.01000000 PA USD 5026375.01000000 0.029914166120 Long ABS-MBS CORP US N 3 2026-12-27 Fixed 0.00000000 N N N N N N Incora Intermediate LLC N/A N/A 80995.00000000 NS USD 992188.75000000 0.005904951188 Long EC CORP US N 3 N N N Grene 2023-Senior N/A N/A 3432589.91000000 PA USD 3334417.84000000 0.019844585607 Long ABS-MBS CORP US N 3 2061-01-17 Fixed 0.00000000 N N N N N N BAML RCAP Frn 5493007M5OY1YM78LJ66 N/A 3444194.82000000 PA USD 3444194.82000000 0.020497916647 Long ABS-MBS CORP GB N 3 2027-10-25 Fixed 8.00000000 N N N N N N Ygrene Frn 549300U6Y2YJ14NVVY40 N/A 7548957.65000000 PA USD 7586702.44000000 0.045151799585 Long ABS-MBS CORP US N 3 2045-07-25 Fixed 8.50000000 N N N N N N Acrc 549300VGHLH24T0B8529 N/A 21000000.01000000 PA USD 20464500.01000000 0.121793231035 Long DBT CORP GB N 3 2026-11-15 Fixed 5.25000000 N N N N N N Nautical Solutions N/A N/A 20080975.88000000 PA USD 20407291.74000000 0.121452759485 Long ABS-O CORP US N 3 2031-08-01 Fixed 9.20000000 N N N N N N Repo Buyer RRI Trust N/A N/A 3798753.32000000 PA USD 3314412.27000000 0.019725523670 Long ABS-MBS CORP US N 3 2055-04-14 Fixed 3.06000000 N N N N N N Republic of Iraq N/A N/A 3850000.00000000 PA USD 3791046.88000000 0.022562185653 Long DBT NUSS IQ Y 2 2028-01-15 Fixed 5.80000000 N N N N N N Telecom Italia Capital SA 549300777DJZOR5C4L39 87927VAV0 997000.00000000 PA USD 1131675.76000000 0.006735099671 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72100000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 N/A 2900000.00000000 PA USD 2918306.25000000 0.017368122708 Long DBT NUSS SV Y 2 2041-02-01 Fixed 7.62500000 N N N N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 N/A 240000.00000000 PA USD 235284.00000000 0.001400278460 Long DBT NUSS CR Y 2 2043-05-15 Fixed 6.37500000 N N N N N N Peru LNG Srl 254900F70J1LOALV5K70 N/A 7068080.00000000 PA USD 6856037.60000000 0.040803292091 Long DBT CORP PE Y 2 2030-03-22 Fixed 5.37500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 2300000.00000000 PA USD 2186426.00000000 0.013012381774 Long DBT NUSS EG Y 2 2047-01-31 Fixed 8.50000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205AV6 5100000.00000000 PA USD 3978000.00000000 0.023674825811 Long DBT NUSS ZA N 2 2046-10-12 Fixed 5.00000000 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 N/A 9200000.00000000 PA USD 9011676.00000000 0.053632443331 Long DBT NUSS JO Y 2 2047-10-10 Fixed 7.37500000 N N N N N N Eskom Holdings 3789001900ED06F65111 N/A 5400000.00000000 PA USD 5687010.00000000 0.033845895208 Long DBT CORP ZA Y 2 2028-08-10 Fixed 8.45000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 16000000.00000000 PA USD 16505440.00000000 0.098231125426 Long DBT NUSS NG Y 2 2030-02-23 Fixed 7.14300000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 4700000.00000000 PA USD 4853925.00000000 0.028887840341 Long DBT NUSS NG Y 2 2038-02-23 Fixed 7.69600000 N N N N N N Telenet Finance Luxembourg Notes SARL 2138007RI9GLJPCC3E25 N/A 2400000.00000000 PA USD 2375549.30000000 0.014137937628 Long DBT CORP LU Y 2 2028-03-01 Fixed 5.50000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 N/A 2928000.00000000 PA USD 3003396.00000000 0.017874529196 Long DBT NUSS AO Y 2 2028-05-09 Fixed 8.25000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 2100000.00000000 PA USD 2011038.75000000 0.011968575190 Long DBT NUSS EG Y 2 2049-03-01 Fixed 8.70020000 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 N/A 2950000.00000000 PA USD 1814250.00000000 0.010797398876 Long DBT CORP NL Y 2 2030-01-31 Fixed 4.50000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 N/A 13200000.00000000 PA USD 11561550.00000000 0.068807863841 Long DBT NUSS DO Y 2 2060-01-30 Fixed 5.87500000 N N N N N N Banco Mercantil del Norte SA 549300QTVYRPFHS0J362 N/A 9900000.00000000 PA USD 9857925.00000000 0.058668842946 Long DBT CORP MX Y 2 2029-06-27 Variable 7.50000000 N N N N Y N/A USD XXXX N N N MV24 Capital BV N/A N/A 2082090.00000000 PA USD 2097081.05000000 0.012480650721 Long DBT CORP NL Y 2 2034-06-01 Fixed 6.74800000 N N N N N N Bioceanico Sovereign Certificate Ltd. N/A N/A 2342928.20400000 PA USD 1956872.21000000 0.011646206311 Long DBT CORP KY Y 2 2034-06-05 None 0.00000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 N/A 4400000.00000000 PA USD 4005496.00000000 0.023838466588 Long DBT NUSS SV Y 2 2050-01-20 Fixed 7.12460000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 N/A 2347000.00000000 PA USD 2381876.42000000 0.014175593099 Long DBT NUSS KE Y 2 2032-05-22 Fixed 8.00000000 N N N N N N Empresas Publicas de Medellin ESP 549300SU25TO8EMXB434 N/A 2800000.00000000 PA USD 2610244.00000000 0.015534708905 Long DBT NUSS CO Y 2 2029-07-18 Fixed 4.25000000 N N N N N N OCP SA 213800D26TAPVTCVWG40 N/A 2500000.00000000 PA USD 1996350.00000000 0.011881155985 Long DBT NUSS MA Y 2 2051-06-23 Fixed 5.12500000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BB9 5986000.00000000 PA USD 5042007.80000000 0.030007203722 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 N/A 8200000.00000000 PA USD 8338375.00000000 0.049625333252 Long DBT NUSS AO Y 2 2029-11-26 Fixed 8.00000000 N N N N N N Republic of Costa Rica 549300S1EK2VN6XVJP58 N/A 1000000.00000000 PA USD 1081612.50000000 0.006437151214 Long DBT NUSS CR Y 2 2044-04-04 Fixed 7.00000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 3800000.00000000 PA USD 3696982.00000000 0.022002364222 Long DBT NUSS EG Y 2 2031-02-16 Fixed 5.87500000 N N N N N N Pakistan Water & Power Development Authority 213800UA74QOTK6IES10 N/A 1479000.00000000 PA USD 1405419.75000000 0.008364270430 Long DBT NUSS PK Y 2 2031-06-04 Fixed 7.50000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 1100000.00000000 PA USD 1096370.00000000 0.006524979581 Long DBT NUSS EG Y 2 2033-09-30 Fixed 7.30000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 3456000.00000000 PA USD 3461080.32000000 0.020598409677 Long DBT NUSS EC Y 2 2030-07-31 Variable 6.90000120 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 12769795.00000000 PA USD 11720661.84000000 0.069754808310 Long DBT NUSS EC Y 2 2035-07-31 Variable 6.90000120 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 N/A 10000000.00000000 PA USD 8355400.00000000 0.049726656507 Long DBT NUSS EC Y 2 2040-07-31 Variable 5.00000040 N N N N N N Hashemite Kingdom of Jordan 5493000JZ4MYPVMBVN50 N/A 8800000.00000000 PA USD 8855000.00000000 0.052699995616 Long DBT NUSS JO Y 2 2030-07-07 Fixed 5.85000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 7600000.00000000 PA USD 7792508.00000000 0.046376638897 Long DBT NUSS EG Y 2 2032-05-29 Fixed 7.62500000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 7300000.00000000 PA USD 7148890.00000000 0.042546185393 Long DBT NUSS EG Y 2 2050-05-29 Fixed 8.87500000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AJ8 2790000.00000000 PA USD 2098498.50000000 0.012489086589 Long DBT NUSS CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N Commonwealth of the Bahamas 549300W13SXC7EKNJC20 N/A 1500000.00000000 PA USD 1671945.00000000 0.009950479296 Long DBT NUSS BS Y 2 2032-10-15 Fixed 8.95000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 7200000.00000000 PA USD 5973120.00000000 0.035548661526 Long DBT NUSS MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 3200000.00000000 PA USD 3284496.00000000 0.019547478803 Long DBT NUSS NG Y 2 2051-09-28 Fixed 8.25000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 1700000.00000000 PA USD 1813900.00000000 0.010795315872 Long DBT NUSS CI Y 2 2033-01-30 Fixed 7.62500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CN7 6831000.00000000 PA USD 6392302.25000000 0.038043399272 Long DBT CORP GB N 2 2030-12-17 Variable 4.60000000 N N N N Y N/A USD XXXX N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 N/A 9600000.00000000 PA USD 9276000.00000000 0.055205551591 Long DBT NUSS PK Y 2 2051-04-08 Fixed 8.87500000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 N/A 2200000.00000000 PA USD 2376066.00000000 0.014141012736 Long DBT NUSS KE Y 2 2031-02-16 Fixed 9.75000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 N/A 3200000.00000000 PA USD 3362400.00000000 0.020011119735 Long DBT NUSS AO Y 2 2031-01-15 Fixed 9.24400000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 N/A 3600000.00000000 PA USD 3536460.00000000 0.021047027272 Long DBT NUSS PK Y 2 2031-04-08 Fixed 7.37500000 N N N N N N Azule Energy Finance plc 2138006X6O82RJSQDB63 N/A 1000000.00000000 PA USD 1021250.00000000 0.006077907456 Long DBT CORP GB Y 2 2030-01-23 Fixed 8.12500000 N N N N N N Federal Republic of Nigeria 549300GSBZD84TNEQ285 N/A 3000000.00000000 PA USD 3304500.00000000 0.019666531396 Long DBT NUSS NG Y 2 2036-01-13 Fixed 8.63080000 N N N N N N Republic of Cameroon International Bond 54930021BO6NHYGBBV24 N/A 4100000.00000000 PA USD 4202582.00000000 0.025011411968 Long DBT NUSS CM Y 2 2031-07-31 Fixed 9.50000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 N/A 1600000.00000000 PA USD 1609600.00000000 0.009579436809 Long DBT NUSS DO Y 2 2033-02-22 Fixed 6.00000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 N/A 8600000.00000000 PA USD 8690128.00000000 0.051718769904 Long DBT NUSS PY Y 2 2044-08-11 Fixed 6.10000000 N N N N N N Dominican Republic 254900EHU7Q8FGVPI369 N/A 1400000.00000000 PA USD 1448370.00000000 0.008619886239 Long DBT NUSS DO Y 2 2036-06-01 Fixed 6.60000000 N N N N N N Transnet 378900B07CD6F01EA796 N/A 3000000.00000000 PA USD 3120000.00000000 0.018568490832 Long SN CORP ZA Y 2 2028-02-06 Fixed 8.25000120 N N N N N N Republic of Honduras 5493002DW1JNBNG17615 N/A 3350000.00000000 PA USD 3817325.00000000 0.022718578290 Long DBT NUSS HN Y 2 2034-11-27 Fixed 8.62500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBR2 5548000.00000000 PA USD 4643065.72000000 0.027632924120 Long DBT NUSS MX N 2 2045-01-23 Fixed 6.37500000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900IG6Y30I2QE2R92 N/A 8600000.00000000 PA USD 6847750.00000000 0.040753968942 Long DBT NUSS LK Y 2 2035-06-15 Variable 3.60000000 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 N/A 707060.00000000 PA USD 700350.00000000 0.004168090562 Long DBT NUSS ZM Y 2 2033-06-30 Variable 5.74999920 N N N N N N Republic of Zambia 213800DMLAZ6LGMMD849 N/A 5800000.00000000 PA USD 4588090.00000000 0.027305739456 Long DBT NUSS ZM Y 2 2053-12-31 Fixed 0.50000000 N N N N N N Banco del Estado de Chile 5493004R4EJC0W0XVQ72 N/A 1300000.00000000 PA USD 1382485.00000000 0.008227775656 Long DBT NUSS CL Y 2 2029-05-02 Variable 7.95000000 N N N N Y N/A USD XXXX N N N Barbados 529900UD1KUUS4SFD905 N/A 2000000.00000000 PA USD 2122420.00000000 0.012631453946 Long DBT NUSS BB Y 2 2035-06-26 Fixed 8.00000000 N N N N N N Congolese International Bond 529900BXT90HR4QTB688 N/A 5000000.00000000 PA USD 5039300.00000000 0.029991088414 Long DBT NUSS CG Y 2 2035-02-17 Fixed 9.50000000 N N N N N N Congolese International Bond 529900BXT90HR4QTB688 N/A 5505000.00000000 PA USD 5493443.90000000 0.032693898300 Long DBT NUSS CG Y 2 2036-05-26 Fixed 9.50000000 N N N N N N Greenko Wind Projects Mauritius Ltd. 254900MSUXE1FF83DP82 N/A 1379000.00000000 PA USD 1394003.52000000 0.008296327430 Long DBT CORP MU Y 2 2028-09-27 Fixed 7.25000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 N/A 2700000.00000000 PA USD 2885557.50000000 0.017173220508 Long DBT NUSS EG Y 2 2030-02-04 Fixed 8.62500000 N N N N N N Republic of Kenya 549300VVURQQYU45PR87 N/A 1350000.00000000 PA USD 1321265.25000000 0.007863430026 Long DBT NUSS KE Y 2 2039-02-26 Fixed 8.70000000 N N N N N N Republic of Honduras 5493002DW1JNBNG17615 N/A 3000000.00000000 PA USD 3010800.00000000 0.017918593653 Long DBT NUSS HN Y 2 2027-01-19 Fixed 6.25000000 N N N N N N Republic of Cote d'Ivoire 254900ICW11T82O6H590 N/A 16300000.00000000 PA USD 16216055.00000000 0.096508868144 Long DBT NUSS CI Y 2 2033-06-15 Fixed 6.12500000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 N/A 1500000.00000000 PA USD 1580850.00000000 0.009408332927 Long DBT NUSS SV Y 2 2029-02-28 Fixed 8.62500000 N N N N N N Altice France SA N/A N/A 9452.00000000 NS 157103.58000000 0.000934992431 Long EC CORP FR N 3 N N N N/A N/A N/A 3562.00000000 NC -929608.77000000 -0.00553251023 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long N/A Euro-Schatz 2026-06-08 377500760.00000000 EUR -929608.77000000 N N N EURO N/A N/A 630640.33000000 OU Currencies 735578.88000000 0.004377753105 Long STIV XX N 1 N N N N/A N/A N/A 19635.00000000 NC USD 12217941.17000000 0.072714336092 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2026-09-30 2106313955.13000000 USD 12217941.17000000 N N N N/A N/A N/A -1983.00000000 NC USD -1361439.20000000 -0.00810252285 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2026-09-30 -212723227.55000000 USD -1361439.20000000 N N N Venator Materials plc 549300WFXC4YL5IHX316 N/A 6983.00000000 NS USD 52372.50000000 0.000311691758 Long EC CORP GB N 3 N N N SES SA 5493008JPA4HYMH1HX51 N/A 147422.00000000 NS USD 2229757.75000000 0.013270268057 Long EC CORP LU N 3 N N N Diversified Gas & Oil Corp. 5493008O08WU7K5XC271 255224AA5 28000000.00000000 PA USD 28345856.84000000 0.168698648358 Long DBT CORP US Y 2 2029-04-09 Fixed 9.75000000 N N N N N N Citi Asset Receivables Trust I N/A 17302FAA3 6213273.19000000 PA USD 6034952.25000000 0.035916652413 Long ABS-MBS CORP US Y 3 2031-06-20 Fixed 25.33000000 N N N N N N Citi Asset Receivables Trust I N/A 17302GAA1 8652138.24000000 PA USD 8357100.33000000 0.049736775918 Long ABS-MBS CORP US Y 3 2031-07-20 Fixed 25.10000000 Y N N N N N Citi Asset Receivables Trust I N/A 17302HAA9 11605334.55000000 PA USD 11185221.44000000 0.066568167234 Long ABS-MBS CORP US Y 3 2031-08-20 Fixed 25.83000000 Y N N N N N Citi Asset Receivables Trust I N/A 17291VAA1 8524514.30000000 PA USD 8189500.89000000 0.048739318012 Long ABS-MBS CORP US Y 3 2031-09-20 Fixed 25.60000000 N N N N N N Citi Asset Receivables Trust I N/A 17292DAA0 10570582.89000000 PA USD 10221753.65000000 0.060834147097 Long ABS-MBS CORP US Y 3 2031-10-20 Fixed 25.54000000 N N N N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 N/A 450000.00000000 PA USD 441157.50000000 0.002625522113 Long DBT NUSS CR Y 2 2043-05-15 Fixed 6.37500000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 N/A 5475000.00000000 PA USD 5532378.00000000 0.032925612235 Long DBT NUSS PY Y 2 2044-08-11 Fixed 6.10000000 N N N N N N Citi Asset Receivables Trust I N/A 17332QAA3 25901527.77000000 PA USD 25502644.24000000 0.151777440955 Long ABS-MBS CORP US Y 3 2032-03-20 Fixed 25.72000000 N N N N N N Citi Asset Receivables Trust I N/A 17292KAA4 42348854.26000000 PA USD 42162519.30000000 0.250927677277 Long ABS-MBS CORP US Y 3 2032-04-20 Fixed 25.95000000 N N N N N N Islamic Republic of Pakistan 529900LOP29R5WKHOD86 740840AD5 1974000.00000000 PA USD 1936987.50000000 0.011527863665 Long DBT NUSS PK Y 2 2029-04-24 Fixed 6.97500000 N N N N N N ACC Trust N/A 00091HAD4 9131000.00000000 PA USD 91.31000000 0.000000543425 Long ABS-O CORP US Y 2 2028-10-20 Fixed 6.65000000 N N N N N N N/A N/A N/A 650.00000000 NC -896170.20000000 -0.00533350261 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long N/A Euro-Bund 2026-06-08 82075500.00000000 EUR -896170.20000000 N N N N/A N/A N/A 840.00000000 NC USD 358537.92000000 0.002133816692 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2026-09-30 173565000.00000000 USD 358537.92000000 N N N N/A N/A N/A -4278.00000000 NC USD -1944753.13000000 -0.01157408034 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Note 2026-09-30 -883941750.00000000 USD -1944753.13000000 N N N N/A N/A N/A 14723.00000000 NC USD 14948195.61000000 0.088963279855 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2026-09-21 1617919671.88000000 USD 14948195.61000000 N N N N/A N/A N/A 20.00000000 NC USD 41372.44000000 0.000246225568 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Long Bond 2026-09-21 2248125.00000000 USD 41372.44000000 N N N N/A N/A N/A -1885.00000000 NC USD -4316341.90000000 -0.02568844711 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2026-09-21 -211885781.25000000 USD -4316341.90000000 N N N N/A N/A N/A -10962.00000000 NC USD -17488445.94000000 -0.10408142567 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2026-09-21 -1229970656.25000000 USD -17488445.94000000 N N N N/A N/A N/A 4235.00000000 NC USD 6789863.49000000 0.040409460887 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Ultra Note 2026-09-21 475180234.38000000 USD 6789863.49000000 N N N N/A N/A N/A 55.00000000 NC USD 130957.31000000 0.000779384490 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2026-09-21 6304375.00000000 USD 130957.31000000 N N N N/A N/A N/A -4105.00000000 NC USD -10349365.50000000 -0.06159362128 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2026-09-21 -470535625.00000000 USD -10349365.50000000 N N N Republic of Ghana 213800PP4399SNNXZ126 374422AL7 42240.00000000 PA USD 42028.80000000 0.000250131854 Long DBT NUSS GH Y 2 2026-07-03 None 0.00000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 374422AP8 3132000.00000000 PA USD 2931301.44000000 0.017445462793 Long DBT NUSS GH Y 2 2035-07-03 Variable 5.00000040 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 374422AM5 1905750.00000000 PA USD 1877030.35000000 0.011171032322 Long DBT NUSS GH Y 2 2029-07-03 Variable 5.00000040 N N N N N N Democratic Socialist Republic of Sri Lanka 254900IG6Y30I2QE2R92 N/A 411600.00000000 PA USD 327736.50000000 0.001950503908 Long DBT NUSS LK Y 2 2035-06-15 Variable 3.60000000 N N N N N N Democratic Socialist Republic of Sri Lanka 254900IG6Y30I2QE2R92 N/A 740849.90000000 PA USD 712327.18000000 0.004239372022 Long DBT NUSS LK Y 2 2028-04-15 Fixed 4.00000000 N N N N N N Citi Asset Receivables Trust I N/A 17302KAA2 12791914.34000000 PA USD 12477233.25000000 0.074257497185 Long ABS-MBS CORP US Y 3 2031-11-20 Fixed 25.80000000 N N N N N N Ardagh Holdings SA 6354006L1NWUUOPYX274 985923101 564796.00000000 NS 3787973.81000000 0.022543896463 Long EC CORP LU N 3 N N N CITI ASSET RECEIVABLES TRUST I SERIES N/A 17292FAA5 16609873.61000000 PA USD 16222863.55000000 0.096549388816 Long ABS-MBS CORP US Y 3 2031-12-20 Fixed 25.14000000 N N N N N N Citi Asset Receivables Trust I N/A 17292HAA1 17689896.72000000 PA USD 17603216.23000000 0.104764474100 Long ABS-MBS CORP US Y 3 2032-01-20 Fixed 24.78000000 N N N N N N Sonangol Finance Ltd. N/A 83540CAA4 2550000.00000000 PA USD 2626933.50000000 0.015634035452 Long DBT CORP AO Y 2 2031-01-29 Fixed 10.00000000 N N N N N N Republic of Ecuador 5299003Y2U5XK0A35H71 27927WAR3 2935000.00000000 PA USD 3017091.95000000 0.017956039812 Long DBT NUSS EC Y 2 2039-01-29 Fixed 9.25000000 N N N N N N Citi Asset Receivables Trust I N/A 17302LAA0 22496837.15000000 PA USD 22366355.49000000 0.133112008614 Long ABS-MBS CORP US Y 3 2032-02-20 Fixed 25.47000000 N N N N N N 2026-06-30 JPMorgan Trust I Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer XXXX