NPORT-P false 0001738077 XXXXXXXX S000062381 C000202350 Master Investment Portfolio II 811-23343 0001738077 549300RCV7V0VQXTCW11 100 Bellevue Parkway Wilmington 19809 800-441-7762 Advantage CoreAlpha Bond Master Portfolio S000062381 0I7UWC3FB187VDB5KB30 2026-12-31 2026-06-30 N 764452731.83 113219709.54 651233022.29 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 225000.00000000 0.00000000 0.00000000 1455839.44000000 USD N 36% S&P 500 24% FTSE World (ex.US) 24% ICE BofA/ML Cur 5-yr US Treasury 16% FTSE Non-USD WGBI LBUSTRUU ACHV ABS TRUST N/A 00092BAB0 191183.74000000 PA USD 192159.27000000 0.029506991111 Long ABS-O CORP US N 2 2031-04-25 Fixed 6.34000000 N N N N N N ADI ESCROW ISSUER LLC N/A 00092YAA2 25000.00000000 PA USD 25457.34000000 0.003909098453 Long DBT CORP US N 2 2034-07-15 Fixed 7.13000000 N N N N N N AFLAC INC 549300N0B7DOGLXWPP39 001055AY8 45000.00000000 PA USD 39453.56000000 0.006058286150 Long DBT CORP US N 2 2049-01-15 Fixed 4.75000000 N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAM2 260000.00000000 PA USD 235458.12000000 0.036155740255 Long DBT CORP US N 2 2030-07-01 Fixed 2.10000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAQ3 140000.00000000 PA USD 126563.67000000 0.019434467489 Long DBT CORP US N 2 2052-05-15 Fixed 5.25000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 00109LAB9 74000.00000000 PA USD 72695.22000000 0.011162704824 Long DBT CORP US N 2 2033-10-15 Fixed 5.88000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAL3 30000.00000000 PA USD 19878.25000000 0.003052402031 Long DBT CORP US N 2 2049-09-15 Fixed 3.15000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAP4 130000.00000000 PA USD 108566.99000000 0.016670989689 Long DBT CORP US N 2 2052-06-15 Fixed 4.50000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCK9 77000.00000000 PA USD 78838.53000000 0.012106039973 Long DBT CORP US N 2 2055-01-15 Fixed 7.60000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCL7 36000.00000000 PA USD 35541.68000000 0.005457597938 Long DBT CORP US N 2 2055-07-15 Fixed 6.95000000 N N N N N N AMC GLOBAL MEDIA INC 549300VGG9K75226LR46 00164VAK9 166000.00000000 PA USD 170632.57000000 0.026201461559 Long DBT CORP US N 2 2032-07-15 Fixed 10.50000000 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 001877AB5 60000.00000000 PA USD 59318.34000000 0.009108619798 Long DBT CORP US N 2 2034-06-01 Fixed 5.75000000 N N N N N APLD COMPUTECO LLC N/A 00202DAA5 320000.00000000 PA USD 345211.00000000 0.053008829126 Long DBT CORP US N 2 2030-12-15 Fixed 9.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNB4 2200000.00000000 PA USD 2146758.20000000 0.329645169474 Long DBT CORP US N 2 2032-11-01 Fixed 4.55000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNK4 870000.00000000 PA USD 840820.07000000 0.129112013860 Long DBT CORP US N 2 2056-04-30 Fixed 6.00000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BH2 265000.00000000 PA USD 243676.75000000 0.037417750890 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAM1 135000.00000000 PA USD 118683.29000000 0.018224396788 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 145000.00000000 PA USD 129953.23000000 0.019954950924 Long DBT CORP US N 2 2045-05-14 Fixed 4.70000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 50000.00000000 PA USD 44060.10000000 0.006765642787 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDW6 260000.00000000 PA USD 249849.77000000 0.038365648154 Long DBT CORP US N 2 2054-03-15 Fixed 5.40000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDX4 165000.00000000 PA USD 158685.40000000 0.024366915461 Long DBT CORP US N 2 2064-03-15 Fixed 5.50000000 N N N N N N ACADEMY LTD 549300BN53IR80C35Z14 00401YAB6 65000.00000000 PA USD 65001.04000000 0.009981226039 Long DBT CORP US N 2 2031-05-15 Fixed 5.88000000 N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAD5 95000.00000000 PA USD 91102.72000000 0.013989266035 Long DBT CORP US N 2 2034-10-04 Fixed 4.50000000 N N N N N ACRISURE LLC / FIN INC N/A 004961AA6 6000.00000000 PA USD 5392.90000000 0.000828106041 Long DBT CORP US N 2 2032-07-01 Fixed 6.75000000 N N N N N N ACUSHNET CO 549300H805O14KEFES79 005095AB0 65000.00000000 PA USD 64655.94000000 0.009928234255 Long DBT CORP US N 2 2033-12-01 Fixed 5.63000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBM6 1300000.00000000 PA USD 1267336.12000000 0.194605629110 Long DBT CORP IE N 2 2034-09-10 Fixed 4.95000000 N N N N N N ADVANTAGE SALES & MARKET 549300T4O24KQDED1182 00775DAC8 233000.00000000 PA USD 207661.25000000 0.031887395585 Long DBT CORP US N 2 2030-11-15 Fixed 9.00000000 N N N N N N ADVANCED DRAINAGE SYSTEM 6QQTOZ5MF5DHM7K92I60 00790RAC8 17000.00000000 PA USD 16609.54000000 0.002550475702 Long DBT CORP US N 2 2034-03-01 Fixed 5.38000000 N N N N N N OSAIC HOLDINGS INC 549300XL60BDV6UW5C86 00791GAB3 41000.00000000 PA USD 41070.11000000 0.006306515270 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N OSAIC HOLDINGS INC 549300XL60BDV6UW5C86 00791GAC1 25000.00000000 PA USD 25092.33000000 0.003853049391 Long DBT CORP US N 2 2033-08-01 Fixed 8.00000000 N N N N N AETHON UN/AETHIN UN FIN N/A 00810GAD6 96000.00000000 PA USD 99840.58000000 0.015331006964 Long DBT CORP US N 2 2029-10-01 Fixed 7.50000000 N N N N N N Affirm Master Trust N/A 00833BAP3 1460000.00000000 PA USD 1448110.64000000 0.222364436451 Long ABS-O CORP US N 2 2034-10-16 Fixed 4.75000000 N N N N N N Affirm Master Trust N/A 00833BAQ1 2600000.00000000 PA USD 2576585.96000000 0.395647313912 Long ABS-O CORP US N 2 2034-10-16 Fixed 4.89000000 N N N N N N Affirm Inc N/A 00833QAC9 122897.20000000 PA USD 122939.00000000 0.018877881770 Long ABS-O CORP US N 2 2029-12-17 Fixed 5.62000000 N N N N N N Affirm Inc N/A 00833QAD7 525000.00000000 PA USD 526386.00000000 0.080829132120 Long ABS-O CORP US N 2 2029-12-17 Fixed 6.08000000 N N N N N N Affirm Inc N/A 00834KAD9 86451.13000000 PA USD 86638.58000000 0.013303775612 Long ABS-O CORP US N 2 2028-11-15 Fixed 9.55000000 N N N N N N Affirm Inc N/A 00834MAB9 480787.67000000 PA USD 481042.49000000 0.073866415481 Long ABS-O CORP US N 2 2030-04-15 Fixed 5.19000000 N N N N N N Affirm Inc N/A 00834MAD5 2000000.00000000 PA USD 2008676.60000000 0.308442067777 Long ABS-O CORP US N 2 2030-04-15 Fixed 6.11000000 N N N N N N Affirm Inc N/A 00834XAD1 1135854.21000000 PA USD 1135969.73000000 0.174433680590 Long ABS-O CORP US N 2 2029-05-15 Fixed 7.29000000 N N N N N N Affirm Inc N/A 00835AAC2 3500000.00000000 PA USD 3500625.10000000 0.537538020982 Long ABS-O CORP US N 2 2029-09-15 Fixed 5.06000000 N N N N N N Affirm Inc N/A 00835DAC6 750000.00000000 PA USD 750000.08000000 0.115166162391 Long ABS-O CORP US N 2 2030-10-15 Fixed 4.93000000 N N N N N N AIR PRODUCTS & CHEMICALS 7QEON6Y1RL5XR3R1W237 009158AZ9 87000.00000000 PA USD 64381.30000000 0.009886061946 Long DBT CORP US N 2 2040-05-15 Fixed 2.70000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FT0 370000.00000000 PA USD 262458.50000000 0.040301780010 Long DBT CORP US N 2 2049-10-01 Fixed 3.45000000 N N N N N N ALBERTSONS COS/SAFEWAY 549300YKWOC0AOR16R51 01309QAD0 111000.00000000 PA USD 105710.33000000 0.016232335643 Long DBT CORP US N 2 2034-03-31 Fixed 5.75000000 N N N N N ALGOMA STEEL INC 5493006RXIB5GVHWJS53 01566MAD7 74000.00000000 PA USD 69161.38000000 0.010620066494 Long DBT CORP CA N 2 2029-04-15 Fixed 9.13000000 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAP7 20000.00000000 PA USD 20277.84000000 0.003113761020 Long DBT CORP US N 2 2033-06-15 Fixed 5.88000000 N N N N N ALLEGION PLC 984500560CAC2E6FB757 01748TAB7 90000.00000000 PA USD 86381.53000000 0.013264304333 Long DBT CORP IE N 2 2029-10-01 Fixed 3.50000000 N N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AQ1 70000.00000000 PA USD 73071.25000000 0.011220446061 Long DBT CORP US N 2 2035-06-15 Fixed 8.38000000 N N N N N BREAD FINANCIAL HLDGS 549300G8S4PO686J7H97 018581AR9 44000.00000000 PA USD 44997.17000000 0.006909534446 Long DBT CORP US N 2 2031-05-15 Fixed 6.75000000 N N N N N ALLINA HEALTH SYSTEM 5493001V00JCD7SQ0G44 01959LAE2 230000.00000000 PA USD 141649.06000000 0.021750902542 Long DBT CORP US N 2 2051-11-15 Fixed 2.90000000 N N N N N UMBS, TBA N/A 01F030678 300000.00000000 PA USD 261515.63000000 0.040156997733 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 3.00000000 N N N N N N UMBS, TBA N/A 01F040479 1075000.00000000 PA USD 1043903.78000000 0.160296505900 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F050676 27975000.00000000 PA USD 27485487.30000000 4.220530341558 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F052672 350000.00000000 PA USD 351118.33000000 0.053915928397 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F062671 400000.00000000 PA USD 413746.92000000 0.063532853193 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 6.50000000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BL4 470000.00000000 PA USD 475724.72000000 0.073049846017 Long DBT CORP US N 2 2029-06-24 Fixed 5.05000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBY5 28000.00000000 PA USD 27697.59000000 0.004253099743 Long DBT CORP US N 2 2040-01-17 Fixed 6.65000000 N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NCB4 98000.00000000 PA USD 99322.71000000 0.015251485505 Long DBT CORP US N 2 2031-08-15 Fixed 7.10000000 N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAC5 29000.00000000 PA USD 28535.57000000 0.004381775650 Long DBT CORP US N 2 2034-01-15 Fixed 6.25000000 N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAG2 335000.00000000 PA USD 167502.25000000 0.025720785689 Long DBT CORP US N 2 2060-08-15 Fixed 2.25000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAL1 1975000.00000000 PA USD 1927720.08000000 0.296010800131 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N ALTAGAS LTD 2549008X5V70MOS4HM10 021361AD2 83000.00000000 PA USD 87017.53000000 0.013361965229 Long DBT CORP CA N 2 2054-10-15 Fixed 7.20000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBE2 727000.00000000 PA USD 737567.47000000 0.113257074619 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBF9 600000.00000000 PA USD 589375.66000000 0.090501500972 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBK8 215000.00000000 PA USD 169731.37000000 0.026063077913 Long DBT CORP US N 2 2050-05-06 Fixed 4.45000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 1550000.00000000 PA USD 1363679.74000000 0.209399660847 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBN2 430000.00000000 PA USD 299222.81000000 0.045947118736 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBP7 965000.00000000 PA USD 672314.06000000 0.103237095937 Long DBT CORP US N 2 2061-02-04 Fixed 4.00000000 N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBT9 135000.00000000 PA USD 138687.29000000 0.021296108344 Long DBT CORP US N 2 2035-02-06 Fixed 5.63000000 N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DH6 110000.00000000 PA USD 109298.24000000 0.016783276685 Long DBT CORP US N 2 2056-03-13 Fixed 5.80000000 N N N N N N AMEREN ILLINOIS CO RC71E2BZ6UOMFPDJSE79 02361DBB5 75000.00000000 PA USD 72896.13000000 0.011193555533 Long DBT CORP US N 2 2054-07-01 Fixed 5.55000000 N N N N N N AMERICAN NATIONAL GROUP 549300RK5RZQ740FPL83 025676AR8 60000.00000000 PA USD 58588.22000000 0.008996506318 Long DBT CORP US N 2 2055-12-01 Fixed 7.00000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CW7 186000.00000000 PA USD 184236.31000000 0.028290382043 Long DBT CORP US N 2 2029-05-03 Fixed 4.05000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DK2 255000.00000000 PA USD 260940.64000000 0.040068705220 Long DBT CORP US N 2 2034-07-28 Fixed 5.63000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DP1 720000.00000000 PA USD 722866.97000000 0.110999741299 Long DBT CORP US N 2 2028-02-16 Fixed 5.10000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DZ9 1155000.00000000 PA USD 1178577.37000000 0.180976291075 Long DBT CORP US N 2 2036-01-30 Fixed 5.44000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EM7 390000.00000000 PA USD 377661.96000000 0.057991831966 Long DBT CORP US N 2 2036-10-24 Fixed 4.80000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WFE6 450000.00000000 PA USD 452681.94000000 0.069511515003 Long DBT CORP US N 2 2029-03-13 Fixed 4.90000000 N N N N N AMERICAN INTERNATIONAL ODVCVCQG2BP6VHV36M30 026874DW4 470000.00000000 PA USD 472351.32000000 0.072531844030 Long DBT CORP US N 2 2030-05-07 Fixed 4.85000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCE8 280000.00000000 PA USD 286893.63000000 0.044053913143 Long DBT US N 2 2028-11-15 Fixed 5.80000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCL2 60000.00000000 PA USD 60471.23000000 0.009285651668 Long DBT US N 2 2030-01-31 Fixed 5.00000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCM0 70000.00000000 PA USD 70831.42000000 0.010876509264 Long DBT US N 2 2035-01-31 Fixed 5.40000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WAW5 270000.00000000 PA USD 252591.85000000 0.038786707884 Long DBT CORP US N 2 2030-05-01 Fixed 2.80000000 N N N N N N AMERICAN WATER CAPITAL C 5IDHQUFVC8Q2KIBBFF06 03040WBC8 65000.00000000 PA USD 62268.88000000 0.009561689574 Long DBT CORP US N 2 2054-03-01 Fixed 5.45000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAP0 1427000.00000000 PA USD 1405654.36000000 0.215845068030 Long DBT CORP US N 2 2027-12-15 Fixed 3.45000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAT2 117000.00000000 PA USD 106660.98000000 0.016378312577 Long DBT CORP US N 2 2031-03-15 Fixed 2.70000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAW5 420000.00000000 PA USD 422527.47000000 0.064881149379 Long DBT CORP US N 2 2029-12-15 Fixed 4.85000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAY1 155000.00000000 PA USD 154778.31000000 0.023766962777 Long DBT CORP US N 2 2035-02-15 Fixed 5.15000000 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAN6 720000.00000000 PA USD 739028.53000000 0.113481427492 Long DBT CORP US N 2 2028-12-15 Fixed 5.70000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AM6 47000.00000000 PA USD 48061.17000000 0.007380026558 Long DBT CORP US N 2 2028-06-01 Fixed 9.38000000 N N N N N AMERIGAS PART/FIN CORP N/A 030981AP9 76000.00000000 PA USD 81549.90000000 0.012522384032 Long DBT CORP US N 2 2030-06-01 Fixed 9.50000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CJ7 800000.00000000 PA USD 798320.38000000 0.122585979622 Long DBT CORP US N 2 2026-08-19 Fixed 2.60000000 N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DY3 115000.00000000 PA USD 112276.32000000 0.017240575363 Long DBT CORP US N 2 2056-02-19 Fixed 5.65000000 N N N N N N AMKOR TECHNOLOGY INC 529900VHLRTKPWZJBM84 031652BL3 79000.00000000 PA USD 79274.33000000 0.012172959184 Long DBT CORP US N 2 2033-10-01 Fixed 5.88000000 N N N N N N AMNEAL PHARMACEUTICALS L 54930037VIXE7LRZ1M66 03168LAA3 176000.00000000 PA USD 182689.58000000 0.028052874124 Long DBT CORP US N 2 2032-08-01 Fixed 6.88000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AU9 385000.00000000 PA USD 362554.89000000 0.055672067845 Long DBT CORP US N 2 2028-10-01 Fixed 1.70000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AX3 30000.00000000 PA USD 19392.71000000 0.002977845001 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAM8 20000.00000000 PA USD 19807.05000000 0.003041468924 Long DBT CORP US N 2 2033-10-15 Fixed 5.75000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAN6 43000.00000000 PA USD 42462.27000000 0.006520288214 Long DBT CORP US N 2 2034-07-01 Fixed 5.75000000 N N N N N N APLD COMPUTECO 2 LLC N/A 03772CAA1 64000.00000000 PA USD 64229.95000000 0.009862821417 Long DBT CORP US N 2 2031-03-15 Fixed 6.75000000 N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CW5 90000.00000000 PA USD 89024.23000000 0.013670103780 Long DBT CORP US N 2 2027-06-01 Fixed 3.30000000 N N N N N N APLD COMPUTECO 3 LLC N/A 03790NAA5 55000.00000000 PA USD 54887.27000000 0.008428207434 Long DBT CORP US N 2 2031-06-15 Fixed 7.00000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAB4 350000.00000000 PA USD 352904.49000000 0.054190201958 Long DBT CORP US N 2 2029-12-01 Fixed 5.13000000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831WAC2 815000.00000000 PA USD 826367.95000000 0.126892820498 Long DBT CORP US N 2 2031-12-01 Fixed 5.38000000 N N N N N N APTIV SWISS HOLDINGS LTD N/A 03837AAD2 84000.00000000 PA USD 85858.58000000 0.013184002816 Long DBT CORP JE N 2 2054-12-15 Fixed 6.88000000 N N N N N N ARCHROCK SERVICES/PARTNE N/A 03958CAA7 9000.00000000 PA USD 8945.96000000 0.001373695696 Long DBT CORP US N 2 2034-02-01 Fixed 6.00000000 N N N N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 03969UAA4 128433.00000000 PA USD 122653.52000000 0.018834044927 Long DBT CORP LU N 2 2030-12-01 Fixed 11.00000000 N N Y N N N ARES MANAGEMENT CORP 529900JUV61FH7B8VW38 03990BAB7 463000.00000000 PA USD 419410.15000000 0.064402469722 Long DBT CORP US N 2 2054-10-11 Fixed 5.60000000 N N N N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 039959AA9 60000.00000000 PA USD 64131.66000000 0.009847728509 Long DBT CORP LU N 2 2030-12-01 Fixed 9.50000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBA0 352000.00000000 PA USD 351641.85000000 0.053996317441 Long DBT CORP US N 2 2026-07-15 Fixed 2.15000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 425000.00000000 PA USD 406640.67000000 0.062441653921 Long DBT CORP US N 2 2028-06-15 Fixed 2.88000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBL6 200000.00000000 PA USD 193471.51000000 0.029708491949 Long DBT CORP US N 2 2031-01-15 Fixed 5.10000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555CW2 300000.00000000 PA USD 294829.77000000 0.045272546063 Long DBT CORP US N 2 2027-09-15 Fixed 2.95000000 N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555DH4 50000.00000000 PA USD 51659.07000000 0.007932501613 Long DBT CORP US N 2 2034-08-15 Fixed 5.70000000 N N N N N N ARKO CORP N/A 041242AA6 46000.00000000 PA USD 42549.95000000 0.006533751905 Long DBT CORP US N 2 2029-11-15 Fixed 5.13000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAE1 880000.00000000 PA USD 905672.37000000 0.139070400148 Long DBT CORP US N 2 2034-04-10 Fixed 5.88000000 N N N N N ASSURED GUARANTY US HLDG 5493007YCE0652G9TZ64 04621WAF7 335000.00000000 PA USD 344451.62000000 0.052892222631 Long DBT CORP US N 2 2028-09-15 Fixed 6.13000000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAK4 108000.00000000 PA USD 110001.92000000 0.016891330174 Long DBT CORP US N 2 2048-03-27 Fixed 7.00000000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAQ1 305000.00000000 PA USD 303435.76000000 0.046594037712 Long DBT CORP US N 2 2036-02-15 Fixed 5.55000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 046353AM0 200000.00000000 PA USD 174360.66000000 0.026773927923 Long DBT CORP GB N 2 2045-11-16 Fixed 4.38000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAD3 30000.00000000 PA USD 20582.09000000 0.003160480088 Long DBT CORP US N 2 2051-05-25 Fixed 3.95000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAE1 55000.00000000 PA USD 34326.75000000 0.005271039524 Long DBT CORP US N 2 2052-05-15 Fixed 3.45000000 N N N N N ATLANTIC CITY ELECTRIC 549300S5TW3VP5V06B73 048303CJ8 370000.00000000 PA USD 331958.27000000 0.050973807936 Long DBT CORP US N 2 2031-03-15 Fixed 2.30000000 N N N N N ATLANTICUS HOLDINGS CORP N/A 04914AAA2 148000.00000000 PA USD 149789.26000000 0.023000869868 Long DBT CORP US N 2 2030-09-01 Fixed 9.75000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AT2 30000.00000000 PA USD 26190.74000000 0.004021715592 Long DBT CORP US N 2 2031-01-15 Fixed 1.50000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AY1 105000.00000000 PA USD 105722.68000000 0.016234232046 Long DBT CORP US N 2 2052-10-15 Fixed 5.75000000 N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560BE4 40000.00000000 PA USD 38564.98000000 0.005921840367 Long DBT CORP US N 2 2056-01-15 Fixed 5.45000000 N N N N N AUTOMATIC DATA PROCESSNG HGBOLILQXWER4SAL2I23 053015AJ2 680000.00000000 PA USD 681412.34000000 0.104634181111 Long DBT CORP US N 2 2032-05-08 Fixed 4.75000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BC5 180000.00000000 PA USD 179878.50000000 0.027621219109 Long DBT CORP US N 2 2028-02-01 Fixed 4.50000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BE1 920000.00000000 PA USD 920244.57000000 0.141308032378 Long DBT CORP US N 2 2026-07-15 Fixed 5.05000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BK7 65000.00000000 PA USD 66097.42000000 0.010149580524 Long DBT CORP US N 2 2034-07-15 Fixed 5.40000000 N N N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAC5 41000.00000000 PA USD 41818.40000000 0.006421418842 Long DBT CORP US N 2 2030-03-15 Fixed 6.13000000 N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AC2 145000.00000000 PA USD 161510.57000000 0.024800734064 Long DBT CORP US N 2 2043-08-02 Fixed 7.08000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AD0 170000.00000000 PA USD 191832.60000000 0.029456829342 Long DBT CORP US N 2 2053-08-02 Fixed 7.08000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 420000.00000000 PA USD 384094.10000000 0.058979518367 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBX2 25000.00000000 PA USD 28492.22000000 0.004375119047 Long DBT CORP US N 2 2032-10-19 Fixed 7.75000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBY0 190000.00000000 PA USD 197917.71000000 0.030391227598 Long DBT CORP US N 2 2031-02-20 Fixed 5.83000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBZ7 1200000.00000000 PA USD 1265282.82000000 0.194290334902 Long DBT CORP US N 2 2034-02-20 Fixed 6.00000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AZ1 1575000.00000000 PA USD 1583971.75000000 0.243226571102 Long DBT CORP AU N 2 2028-02-28 Fixed 4.75000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BA5 565000.00000000 PA USD 565506.66000000 0.086836299856 Long DBT CORP AU N 2 2033-02-28 Fixed 4.90000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05554FAD7 600000.00000000 PA USD 651126.00000000 0.099983566206 Long ABS-MBS CORP US N 2 2056-11-15 Variable 6.80000000 N N N N N N BKV UPSTREAM MIDSTREAM L 254900LG75NBYHBBAU18 05619CAA3 134000.00000000 PA USD 134542.70000000 0.020659686378 Long DBT CORP US N 2 2030-10-15 Fixed 7.50000000 N N N N N BALDWIN INSUR GRP/FIN N/A 05825XAA7 118000.00000000 PA USD 118511.29000000 0.018197985351 Long DBT CORP US N 2 2031-05-15 Fixed 7.13000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165EM8 170000.00000000 PA USD 106972.09000000 0.016426085032 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 400000.00000000 PA USD 397727.19000000 0.061072945687 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAU9 1800000.00000000 PA USD 1831421.81000000 0.281223732107 Long DBT CORP ES N 2 2028-08-08 Fixed 5.59000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJA8 91000.00000000 PA USD 72060.70000000 0.011065271190 Long DBT CORP US N 2 2051-03-20 Fixed 4.08000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 830000.00000000 PA USD 828739.48000000 0.127256980471 Long DBT CORP US N 2 2027-07-22 Fixed 1.73000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKJ7 225000.00000000 PA USD 222458.45000000 0.034159577660 Long DBT CORP US N 2 2028-02-04 Fixed 2.55000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKW8 775000.00000000 PA USD 778196.46000000 0.119495853767 Long DBT CORP US N 2 2028-07-22 Fixed 4.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLC1 735000.00000000 PA USD 750445.57000000 0.115234569549 Long DBT CORP US N 2 2028-11-10 Fixed 6.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMA4 325000.00000000 PA USD 331361.25000000 0.050882132609 Long DBT CORP US N 2 2035-01-23 Fixed 5.47000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMM8 1370000.00000000 PA USD 1398991.83000000 0.214822004123 Long DBT CORP US N 2 2036-01-24 Fixed 5.51000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMQ9 780000.00000000 PA USD 795729.96000000 0.122188208024 Long DBT CORP US N 2 2036-02-12 Fixed 5.74000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368FAJ8 435000.00000000 PA USD 430248.26000000 0.066066714259 Long DBT CORP CA N 2 2027-03-08 Fixed 2.65000000 N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368L8K5 215000.00000000 PA USD 215033.79000000 0.033019484983 Long DBT CORP CA N 2 2027-09-10 Fixed 4.57000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LWU6 20000.00000000 PA USD 20476.05000000 0.003144197130 Long DBT CORP CA N 2 2028-09-25 Fixed 5.72000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBP1 270000.00000000 PA USD 265579.84000000 0.040781076958 Long DBT CORP US N 2 2034-02-01 Fixed 4.71000000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAC1 119000.00000000 PA USD 79655.48000000 0.012231486622 Long DBT CORP US N 2 2050-01-01 Fixed 3.18000000 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 071705AA5 140000.00000000 PA USD 143850.00000000 0.022088867590 Long DBT CORP CA N 2 2028-10-01 Fixed 8.38000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024ND0 100000.00000000 PA USD 104229.71000000 0.016004979236 Long DBT MUN US N 2 2049-04-01 Fixed 6.26000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024XW7 140000.00000000 PA USD 92515.26000000 0.014206168427 Long DBT MUN US N 2 2055-04-01 Fixed 3.13000000 N N N N N N BAYLOR SCOTT & WHITE HOL 549300JQDKSBWYRGGV95 072863AJ2 92000.00000000 PA USD 58312.57000000 0.008954178919 Long DBT CORP US N 2 2050-11-15 Fixed 2.84000000 N N N N N N BELL CANADA 5493000G3EFX9S7TDE29 0778FPAP4 78000.00000000 PA USD 79728.79000000 0.012242743729 Long DBT CORP CA N 2 2055-09-15 Fixed 6.88000000 N N N N N N BELL CANADA 5493000G3EFX9S7TDE29 0778FPAQ2 76000.00000000 PA USD 78534.14000000 0.012059299407 Long DBT CORP CA N 2 2055-09-15 Fixed 7.00000000 N N N N N N BELRON UK FINANCE PLC 9845006BC9D1A77B8178 080782AA3 136000.00000000 PA USD 136629.27000000 0.020980089357 Long DBT CORP GB N 2 2029-10-15 Fixed 5.75000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659AR2 200000.00000000 PA USD 164404.80000000 0.025245157166 Long DBT CORP US N 2 2049-01-15 Fixed 4.45000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CQ2 975000.00000000 PA USD 796503.64000000 0.122307010353 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CV1 95000.00000000 PA USD 60393.89000000 0.009273775735 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664DB4 175000.00000000 PA USD 132412.99000000 0.020332659043 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N BETH ISRAEL LAHEY HEALTH 549300X0AUMNEAKC6J55 08661UAB2 169000.00000000 PA USD 108096.95000000 0.016598812759 Long DBT CORP US N 2 2051-07-01 Fixed 3.08000000 N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AX7 150000.00000000 PA USD 155866.29000000 0.023934027401 Long DBT CORP US N 2 2035-01-15 Fixed 6.00000000 N N N N N N BLACK PEARL COMPUTE LLC N/A 09216NAA8 63000.00000000 PA USD 63807.35000000 0.009797929130 Long DBT CORP US N 2 2031-02-15 Fixed 6.13000000 N N N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 09257WAF7 145000.00000000 PA USD 150219.57000000 0.023066946063 Long DBT US N 2 2029-12-01 Fixed 7.75000000 N N N N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 09257WAG5 113000.00000000 PA USD 109312.47000000 0.016785461771 Long DBT US N 2 2031-06-01 Fixed 6.25000000 N N N N N Blue Bridge Funding LLC N/A 09531MAA8 61922.26000000 PA USD 62164.38000000 0.009545643091 Long ABS-O CORP US N 2 2030-11-15 Fixed 7.37000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751AL5 26000.00000000 PA USD 28744.73000000 0.004413893186 Long DBT CORP CA N 2 2034-05-01 Fixed 7.45000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 168000.00000000 PA USD 175782.26000000 0.026992221521 Long DBT CORP CA N 2 2031-07-01 Fixed 7.25000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CD1 156000.00000000 PA USD 161480.44000000 0.024796107456 Long DBT CORP CA N 2 2033-06-15 Fixed 6.75000000 N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAH6 120000.00000000 PA USD 68747.13000000 0.010556456390 Long DBT CORP US N 2 2051-12-22 Fixed 3.85000000 N N N N N N BRISTOW GROUP INC 5493005Q24EN3UC1PV68 11040GAB9 99000.00000000 PA USD 99286.90000000 0.015245986705 Long DBT CORP US N 2 2033-02-01 Fixed 6.75000000 N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBR1 80000.00000000 PA USD 78779.69000000 0.012097004805 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N BROOKFIELD CAPITAL FIN 254900P8CLQEIJ039941 11259NAA2 145000.00000000 PA USD 152098.91000000 0.023355527866 Long DBT CORP US N 2 2033-06-14 Fixed 6.09000000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAM4 250000.00000000 PA USD 254094.75000000 0.039017485493 Long DBT CORP CA N 2 2035-01-15 Fixed 5.68000000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 11271LAQ5 275000.00000000 PA USD 270505.23000000 0.041537394564 Long DBT CORP CA N 2 2036-01-15 Fixed 5.33000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LBF7 383000.00000000 PA USD 250256.90000000 0.038428164947 Long DBT CORP US N 2 2051-02-15 Fixed 3.05000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 48000.00000000 PA USD 46956.77000000 0.007210440563 Long DBT CORP US N 2 2029-06-01 Fixed 5.38000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCN1 55000.00000000 PA USD 48546.80000000 0.007454597408 Long DBT CORP US N 2 2032-05-01 Fixed 4.50000000 N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCS0 31000.00000000 PA USD 30968.73000000 0.004755399210 Long DBT CORP US N 2 2029-09-01 Fixed 6.38000000 N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCT8 241000.00000000 PA USD 241580.33000000 0.037095835397 Long DBT CORP US N 2 2031-03-01 Fixed 7.38000000 N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCU5 41000.00000000 PA USD 40208.12000000 0.006174152511 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCV3 52000.00000000 PA USD 50995.61000000 0.007830624101 Long DBT CORP US N 2 2036-02-01 Fixed 7.38000000 N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAG5 500000.00000000 PA USD 520981.28000000 0.079999211060 Long DBT CORP US N 2 2034-08-15 Fixed 5.95000000 N N N N N N VIRIDIEN 969500FCVQ5SLAAUJV59 12531QAA3 150000.00000000 PA USD 159333.43000000 0.024466423622 Long DBT CORP FR N 2 2030-10-15 Fixed 10.00000000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 126117AZ3 400000.00000000 PA USD 393054.56000000 0.060355440609 Long DBT CORP US N 2 2035-08-15 Fixed 5.20000000 N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAF9 905000.00000000 PA USD 919855.63000000 0.141248308749 Long DBT CORP US N 2 2035-01-09 Fixed 5.50000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HE6 800000.00000000 PA USD 795810.26000000 0.122200538480 Long DBT CORP US N 2 2026-11-01 Fixed 2.60000000 N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HY2 55000.00000000 PA USD 49076.04000000 0.007535864785 Long DBT CORP US N 2 2055-03-15 Fixed 4.90000000 N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAK4 112000.00000000 PA USD 114705.25000000 0.017613549386 Long DBT CORP US N 2 2031-01-15 Fixed 7.38000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAL2 136000.00000000 PA USD 140113.59000000 0.021515123650 Long DBT CORP US N 2 2032-03-01 Fixed 7.25000000 N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAM0 16000.00000000 PA USD 15570.20000000 0.002390879987 Long DBT CORP US N 2 2034-03-01 Fixed 5.88000000 N N N N N N CNX MIDSTREAM PART LP N/A 12654AAA9 126000.00000000 PA USD 120106.65000000 0.018442960643 Long DBT CORP US N 2 2030-04-15 Fixed 4.75000000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAH1 32000.00000000 PA USD 31847.70000000 0.004890369331 Long DBT CORP US N 2 2031-02-15 Fixed 7.50000000 N N N N N N CVR ENERGY INC 529900SOYZIXZBTXB558 12662PAJ7 47000.00000000 PA USD 46497.88000000 0.007139975770 Long DBT CORP US N 2 2034-02-15 Fixed 7.88000000 N N N N N N CVR PARTNERS/CVR NITROGE N/A 12663QAC9 161000.00000000 PA USD 160708.12000000 0.024677513961 Long DBT CORP US N 2 2028-06-15 Fixed 6.13000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DV9 13000.00000000 PA USD 12276.91000000 0.001885179279 Long DBT CORP US N 2 2053-02-21 Fixed 5.63000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EF3 187000.00000000 PA USD 187082.14000000 0.028727373090 Long DBT CORP US N 2 2054-06-01 Fixed 6.05000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EG1 113000.00000000 PA USD 117727.92000000 0.018077695075 Long DBT CORP US N 2 2054-12-10 Fixed 6.75000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EH9 128000.00000000 PA USD 132889.86000000 0.020405884752 Long DBT CORP US N 2 2055-03-10 Fixed 7.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EJ5 400000.00000000 PA USD 400890.70000000 0.061558718043 Long DBT CORP US N 2 2032-09-15 Fixed 5.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EK2 700000.00000000 PA USD 709055.31000000 0.108878893687 Long DBT CORP US N 2 2035-09-15 Fixed 5.45000000 N N N N N N Countrywide Asset-Backed Certificates N/A 126671Z25 2549.95000000 PA USD 2681.41000000 0.000411743555 Long ABS-O CORP US N 2 2034-03-25 Floating 4.51000000 N N N N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 127190AE6 183000.00000000 PA USD 185602.26000000 0.028500130313 Long DBT CORP US N 2 2033-06-15 Fixed 6.38000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 381000.00000000 PA USD 383193.04000000 0.058841156219 Long DBT CORP US N 2 2030-02-15 Fixed 7.00000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAC4 60000.00000000 PA USD 58528.25000000 0.008987297633 Long DBT CORP US N 2 2032-02-15 Fixed 6.50000000 N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAL1 84000.00000000 PA USD 83069.89000000 0.012755785894 Long DBT CORP US N 2 2034-01-15 Fixed 7.00000000 N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 13057QAM9 120000.00000000 PA USD 119038.04000000 0.018278870377 Long DBT CORP US N 2 2035-01-15 Fixed 7.25000000 N N N N N State of California 9845007J7054602FF597 13063BJC7 150000.00000000 PA USD 179599.32000000 0.027578349661 Long DBT MUN US N 2 2040-11-01 Fixed 7.60000000 N N N N N N State of California 9845007J7054602FF597 13063DGC6 200000.00000000 PA USD 197489.70000000 0.030325504579 Long DBT MUN US N 2 2028-04-01 Fixed 3.50000000 N N N N N California State University N/A 13077DKU5 145000.00000000 PA USD 100409.22000000 0.015418324403 Long DBT MUN US N 2 2051-11-01 Fixed 2.98000000 N N N N N N CALUMET SPECIALTY PROD N/A 131477AW1 181000.00000000 PA USD 185570.25000000 0.028495215022 Long DBT CORP US N 2 2028-07-15 Fixed 9.75000000 N N N N N N CALUMET SPECIALTY PROD N/A 131477BA8 64000.00000000 PA USD 67668.67000000 0.010390853609 Long DBT CORP US N 2 2031-02-15 Fixed 9.75000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13608JAA5 300000.00000000 PA USD 304737.70000000 0.046793956935 Long DBT CORP CA N 2 2029-04-08 Fixed 5.26000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AY7 100000.00000000 PA USD 88592.98000000 0.013603883244 Long DBT CORP CA N 2 2047-06-01 Fixed 4.95000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCT0 105000.00000000 PA USD 105299.21000000 0.016169206166 Long DBT CORP US N 2 2033-05-10 Fixed 5.27000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCZ6 93000.00000000 PA USD 95630.58000000 0.014684540974 Long DBT CORP US N 2 2029-06-08 Fixed 6.31000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDG7 960000.00000000 PA USD 975754.69000000 0.149831881462 Long DBT CORP US N 2 2030-07-26 Fixed 5.46000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBP2 158000.00000000 PA USD 161590.58000000 0.024813019989 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBS6 750000.00000000 PA USD 758832.56000000 0.116522432681 Long DBT CORP US N 2 2034-11-15 Fixed 5.35000000 N N N N N N CARLISLE COS INC XR64VGX1ZPX6G7ZN7Z11 142339AM2 100000.00000000 PA USD 99308.74000000 0.015249340343 Long DBT CORP US N 2 2040-09-15 Fixed 5.55000000 N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AM4 54000.00000000 PA USD 59594.71000000 0.009151057756 Long DBT CORP US N 2 2031-06-01 Fixed 9.00000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AN2 125690.00000000 PA USD 129941.46000000 0.019953143583 Long DBT CORP US N 2 2030-06-01 Fixed 9.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14686KAC1 81723.19000000 PA USD 80718.87000000 0.012394775331 Long ABS-O CORP US N 2 2028-03-10 Fixed 0.75000000 N N N N N N Carvana Auto Receivables Trust N/A 14686KAD9 229629.99000000 PA USD 226253.19000000 0.034742278455 Long ABS-O CORP US N 2 2028-03-10 Fixed 1.07000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 57000.00000000 PA USD 59950.66000000 0.009205715611 Long DBT CORP US N 2 2032-07-15 Fixed 7.38000000 N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAX2 57000.00000000 PA USD 60418.29000000 0.009277522473 Long DBT CORP US N 2 2030-11-15 Fixed 7.55000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 40000.00000000 PA USD 42737.33000000 0.006562525015 Long DBT CORP US N 2 2033-11-15 Fixed 7.70000000 N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBD5 59000.00000000 PA USD 60954.97000000 0.009359932299 Long DBT CORP US N 2 2034-02-15 Fixed 7.38000000 N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XAY4 55000.00000000 PA USD 39872.22000000 0.006122573431 Long DBT CORP US N 2 2052-03-01 Fixed 3.60000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XBA5 75000.00000000 PA USD 66884.18000000 0.010270391351 Long DBT CORP US N 2 2052-10-01 Fixed 4.85000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XBD9 30000.00000000 PA USD 30415.11000000 0.004670388165 Long DBT CORP US N 2 2028-10-01 Fixed 5.20000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XBH0 125000.00000000 PA USD 123627.06000000 0.018983536732 Long DBT CORP US N 2 2035-08-15 Fixed 4.95000000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189YAG1 85000.00000000 PA USD 86112.56000000 0.013223002681 Long DBT CORP US N 2 2028-03-01 Fixed 5.25000000 N N N N N N CENTURY ALUMINUM COMPANY 549300U5ODNGEYWKSW73 156431AS7 133000.00000000 PA USD 136737.30000000 0.020996677889 Long DBT CORP US N 2 2032-08-01 Fixed 6.88000000 N N N N N N CHAMPION IRON CANADA INC N/A 15853BAA9 46000.00000000 PA USD 47630.75000000 0.007313933472 Long DBT CORP CA N 2 2032-07-15 Fixed 7.88000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CG7 385000.00000000 PA USD 227654.63000000 0.034957476388 Long DBT CORP US N 2 2062-06-30 Fixed 3.95000000 N N N N N N Chase Funding Mortgage Loan Asset-Backed CTFS N/A 161546JS6 45202.29000000 PA USD 43609.66000000 0.006696475532 Long ABS-O CORP US N 2 2035-02-26 Floating 4.26000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AJ7 160000.00000000 PA USD 162044.16000000 0.024882669406 Long DBT CORP US N 2 2033-01-15 Fixed 8.00000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AL2 175000.00000000 PA USD 175853.13000000 0.027003103955 Long DBT CORP US N 2 2034-03-15 Fixed 7.88000000 N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAN9 600000.00000000 PA USD 615756.48000000 0.094552404273 Long DBT CORP US N 2 2034-04-15 Fixed 5.65000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAQ2 50000.00000000 PA USD 49982.00000000 0.007674979352 Long DBT CORP US N 2 2056-07-30 Fixed 6.00000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAG0 160000.00000000 PA USD 160401.16000000 0.024630378759 Long DBT CORP US N 2 2027-06-30 Fixed 5.13000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DH7 297000.00000000 PA USD 300324.55000000 0.046116296275 Long DBT CORP US N 2 2035-01-15 Fixed 5.70000000 N N N N N N CHEVRON USA INC VA8TZDWPEZYU430RZ444 166756BF2 2160000.00000000 PA USD 2174332.44000000 0.333879328224 Long DBT CORP US N 2 2035-04-15 Fixed 4.98000000 N N N N N Chicago O'Hare International Airport N/A 167593H62 65000.00000000 PA USD 56482.47000000 0.008673158157 Long DBT MUN US N 2 2049-01-01 Fixed 4.47000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DQ8 650000.00000000 PA USD 408700.50000000 0.062757950842 Long DBT NUSS CL N 2 2061-01-22 Fixed 3.10000000 N N N N N N CIMPRESS PLC 549300X1IFD75XISOR81 17186HAH5 255000.00000000 PA USD 257685.41000000 0.039568848811 Long DBT CORP IE N 2 2032-09-15 Fixed 7.38000000 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275RBY7 1000000.00000000 PA USD 1012396.74000000 0.155458446569 Long DBT CORP US N 2 2032-02-24 Fixed 4.95000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 1685000.00000000 PA USD 1548259.84000000 0.237742833518 Long DBT CORP US N 2 2031-06-03 Fixed 2.57000000 N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PU9 283000.00000000 PA USD 291492.42000000 0.044760079729 Long DBT CORP US N 2 2036-01-24 Fixed 6.02000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PZ8 270000.00000000 PA USD 270167.24000000 0.041485494554 Long DBT CORP US N 2 2028-05-07 Fixed 4.64000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17320XAA2 3386.77000000 PA USD 3154.94000000 0.000484456391 Long ABS-MBS CORP US N 2 2042-05-25 Variable 3.00000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAF3 61000.00000000 PA USD 63542.30000000 0.009757229413 Long DBT CORP US N 2 2030-04-01 Fixed 7.88000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAG1 71000.00000000 PA USD 73520.15000000 0.011289376841 Long DBT CORP US N 2 2031-02-15 Fixed 7.13000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAH9 37000.00000000 PA USD 38958.04000000 0.005982196643 Long DBT CORP US N 2 2033-03-15 Fixed 7.50000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 18589GAA3 47000.00000000 PA USD 46935.16000000 0.007207122242 Long DBT CORP US N 2 2034-01-15 Fixed 7.63000000 N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAA0 90000.00000000 PA USD 87356.87000000 0.013414072537 Long DBT CORP US N 2 2029-09-30 Fixed 9.00000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 18912UAC6 126000.00000000 PA USD 118092.92000000 0.018133742601 Long DBT CORP US N 2 2032-06-30 Fixed 8.25000000 N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216DL1 90000.00000000 PA USD 59590.01000000 0.009150336048 Long DBT CORP US N 2 2051-03-05 Fixed 3.00000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216DS6 370000.00000000 PA USD 356670.86000000 0.054768546402 Long DBT CORP US N 2 2054-05-13 Fixed 5.30000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216DT4 400000.00000000 PA USD 385633.44000000 0.059215891516 Long DBT CORP US N 2 2064-05-13 Fixed 5.40000000 N N N N N N COEUR MINING INC 5493003AVK173D48DR70 192120AA1 70000.00000000 PA USD 71750.00000000 0.011017561693 Long DBT CORP US N 2 2032-04-01 Fixed 6.88000000 N N N N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAC1 312000.00000000 PA USD 296200.63000000 0.045483048288 Long DBT CORP US N 2 2028-10-01 Fixed 3.38000000 N N N N N COLGATE-PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 194162AP8 90000.00000000 PA USD 84249.47000000 0.012936916144 Long DBT CORP US N 2 2032-08-15 Fixed 3.25000000 N N N N N N COLGATE-PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 19416QEK2 30000.00000000 PA USD 23184.96000000 0.003560163444 Long DBT CORP US N 2 2047-08-01 Fixed 3.70000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AS2 28000.00000000 PA USD 27834.59000000 0.004274136760 Long DBT CORP US N 2 2033-11-15 Fixed 5.75000000 N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AV5 132000.00000000 PA USD 131658.29000000 0.020216771185 Long DBT CORP US N 2 2035-12-15 Fixed 6.00000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAG8 339000.00000000 PA USD 251688.29000000 0.038647961848 Long DBT CORP US N 2 2050-10-01 Fixed 3.91000000 N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JP6 90000.00000000 PA USD 70433.51000000 0.010815408247 Long DBT CORP US N 2 2049-03-01 Fixed 4.00000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JR2 190000.00000000 PA USD 174774.47000000 0.026837470462 Long DBT CORP US N 2 2030-03-01 Fixed 2.20000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JT8 70000.00000000 PA USD 46017.86000000 0.007066266363 Long DBT CORP US N 2 2051-03-15 Fixed 3.13000000 N N N N N N COMPASS GROUP DIVERSIFIE 549300I6PTUQPX21TE93 20451RAB8 97000.00000000 PA USD 92394.23000000 0.014187583681 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N COMPOSECURE HOLDINGS LLC N/A 20459XAC5 33000.00000000 PA USD 32213.18000000 0.004946490564 Long DBT CORP US N 2 2033-02-01 Fixed 5.63000000 N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAB0 304000.00000000 PA USD 319882.18000000 0.049119465544 Long DBT CORP XX N 2 2029-09-15 Fixed 9.00000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753DAB4 1000000.00000000 PA USD 1041584.50000000 0.159940369168 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 8.38000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753TAC7 2703074.00000000 PA USD 2703074.00000000 0.415070168047 Long ABS-MBS USGSE US N 2 2039-06-25 Floating 8.98000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753VBE7 3500000.00000000 PA USD 3552284.05000000 0.545470504168 Long ABS-MBS USGSE US N 2 2040-02-25 Floating 7.39000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753XAF1 2860000.00000000 PA USD 2963230.84000000 0.455018516963 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 9.88000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753YAF9 3400000.00000000 PA USD 3500252.06000000 0.537480738874 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 8.88000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753YCK6 3500000.00000000 PA USD 3542952.70000000 0.544037629962 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 6.73000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754AAF0 4625000.00000000 PA USD 4652134.41000000 0.714357879709 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 6.38000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754BAB7 3238553.43000000 PA USD 3272247.34000000 0.502469504463 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 6.63000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754BAF8 4076000.00000000 PA USD 4155628.33000000 0.638116954724 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 8.13000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754CAF6 1960000.00000000 PA USD 1982027.07000000 0.304349902747 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 6.99000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754DAB3 1308760.50000000 PA USD 1324040.41000000 0.203312848808 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 6.63000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754DAF4 1500000.00000000 PA USD 1540453.50000000 0.236544132019 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 8.13000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754DAJ6 2500000.00000000 PA USD 2609775.00000000 0.400743652529 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 10.63000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754GAF7 2250000.00000000 PA USD 2303857.80000000 0.353768577628 Long ABS-MBS USGSE US N 2 2044-02-25 Floating 6.13000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754KAF8 1900000.00000000 PA USD 1914839.00000000 0.294032847607 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 6.93000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754LAF6 4042000.00000000 PA USD 4073483.14000000 0.625503161015 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 6.78000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754MCB1 755000.00000000 PA USD 780986.87000000 0.119924334803 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 8.28000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754RAF3 3250000.00000000 PA USD 3271140.60000000 0.502299559149 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 6.73000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754UAC3 2175000.00000000 PA USD 2182709.07000000 0.335165600528 Long ABS-MBS USGSE US N 2 2046-04-25 Floating 5.18000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754WAC9 1000000.00000000 PA USD 1009507.10000000 0.155014728284 Long ABS-MBS USGSE US N 2 2040-01-25 Floating 6.74000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754XAC7 1194807.86000000 PA USD 1196666.38000000 0.183753946596 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 5.33000000 N N N N N N CONNECTICUT LIGHT & PWR 549300O45IUXEDS1VZ32 207597ET8 80000.00000000 PA USD 80917.78000000 0.012425318930 Long DBT CORP US N 2 2030-01-15 Fixed 4.95000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAV8 85000.00000000 PA USD 62375.23000000 0.009578020134 Long DBT CORP US N 2 2052-03-15 Fixed 3.80000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111EL3 500000.00000000 PA USD 523544.65000000 0.080392828999 Long DBT CORP US N 2 2036-03-15 Fixed 5.85000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111GK3 130000.00000000 PA USD 127869.90000000 0.019635045463 Long DBT CORP US N 2 2054-05-15 Fixed 5.70000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AC4 175000.00000000 PA USD 182641.19000000 0.028045443604 Long DBT CORP US N 2 2033-03-01 Fixed 5.80000000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DN3 72000.00000000 PA USD 43036.21000000 0.006608419494 Long DBT CORP US N 2 2052-08-15 Fixed 2.65000000 N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DQ6 60000.00000000 PA USD 47867.49000000 0.007350286051 Long DBT CORP US N 2 2052-09-01 Fixed 4.20000000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DU7 110000.00000000 PA USD 108489.88000000 0.016659149073 Long DBT CORP US N 2 2033-05-15 Fixed 4.63000000 N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DW3 50000.00000000 PA USD 50190.34000000 0.007706970973 Long DBT CORP US N 2 2029-05-30 Fixed 4.60000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 100000.00000000 PA USD 99318.19000000 0.015250791437 Long DBT CORP US N 2 2028-01-15 Fixed 4.38000000 N N N N N N COOPER-STANDARD AUTOMOTI ITCH5B3Q4RTX2PH9UN62 216762AK0 186000.00000000 PA USD 187460.10000000 0.028785410687 Long DBT CORP US N 2 2031-03-01 Fixed 9.25000000 N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 248000.00000000 PA USD 249610.87000000 0.038328963897 Long DBT CORP US N 2 2030-06-01 Fixed 9.25000000 N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAC2 59000.00000000 PA USD 58304.65000000 0.008952962765 Long DBT CORP US N 2 2031-02-01 Fixed 9.00000000 N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAG3 59000.00000000 PA USD 58869.85000000 0.009039751975 Long DBT CORP US N 2 2031-10-01 Fixed 9.75000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAK4 55000.00000000 PA USD 54177.74000000 0.008319255649 Long DBT CORP US N 2 2032-07-15 Fixed 9.63000000 N N N N N CORE SCIENTIFIC FINANCE N/A 21874LAA0 160000.00000000 PA USD 162248.92000000 0.024914111300 Long DBT CORP US N 2 2031-05-15 Fixed 7.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022671 150000.00000000 PA USD 128050.78000000 0.019662820467 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042679 875000.00000000 PA USD 840306.03000000 0.129033080516 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050672 3175000.00000000 PA USD 3129922.30000000 0.480614801902 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052678 2200000.00000000 PA USD 2210810.80000000 0.339480757936 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060671 200000.00000000 PA USD 204186.33000000 0.031353804707 Long ABS-MBS USGA US N 2 2056-07-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H062677 700000.00000000 PA USD 725158.21000000 0.111351572352 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.50000000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160KAQ8 160000.00000000 PA USD 138649.31000000 0.021290276330 Long DBT CORP US N 2 2032-04-20 Fixed 1.75000000 N N N N N N CREDIT ACCEPTANC N/A 225310AQ4 137000.00000000 PA USD 142668.79000000 0.021907487046 Long DBT CORP US N 2 2028-12-15 Fixed 9.25000000 N N N N N N CREDIT ACCEPTANC N/A 225310AS0 41000.00000000 PA USD 41065.35000000 0.006305784349 Long DBT CORP US N 2 2030-03-15 Fixed 6.63000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 240000.00000000 PA USD 220261.34000000 0.033822200727 Long DBT CORP CH N 2 2032-05-14 Fixed 3.09000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 2254W0HE8 4460.67000000 PA USD 2469.35000000 0.000379180710 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 5.00000000 N N N N N N CUSHMAN & WAKEFIELD US 549300870CMN3WI5IF97 23166MAC7 90000.00000000 PA USD 94207.50000000 0.014466020115 Long DBT CORP US N 2 2031-09-01 Fixed 8.88000000 N N N N N CYPRIUM CORP/CYPRIUM HOL N/A 23292NAA6 55000.00000000 PA USD 54997.59000000 0.008445147607 Long DBT CORP XX N 2 2031-04-15 Fixed 6.13000000 N N N N N CYPRIUM CORP/CYPRIUM HOL N/A 23292NAB4 31000.00000000 PA USD 30938.03000000 0.004750685076 Long DBT CORP XX N 2 2034-04-15 Fixed 6.38000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAK3 17000.00000000 PA USD 15500.39000000 0.002380160321 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 23338VAR7 217000.00000000 PA USD 158091.05000000 0.024275650126 Long DBT CORP US N 2 2052-03-01 Fixed 3.65000000 N N N N N N Dallas Fort Worth International Airport N/A 2350368N3 100000.00000000 PA USD 72678.43000000 0.011160126638 Long DBT MUN US N 2 2046-11-01 Fixed 2.84000000 N N N N N N Dallas Area Rapid Transit 75YWM81F2R6UQGJIEW47 235241WM4 100000.00000000 PA USD 67903.07000000 0.010426846869 Long DBT MUN US N 2 2048-12-01 Fixed 2.61000000 N N N N N N DANAOS CORP 734IM3DNDNT36T7YTD24 23585WAC8 129000.00000000 PA USD 133266.93000000 0.020463785686 Long DBT CORP MH N 2 2032-10-15 Fixed 6.88000000 N N N N N N DARDEN RESTAURANTS INC CY1NFSCCB5GUXC7WZC70 237194AP0 355000.00000000 PA USD 353861.80000000 0.054337201568 Long DBT CORP US N 2 2027-10-15 Fixed 4.35000000 N N N N N N DARDEN RESTAURANTS INC CY1NFSCCB5GUXC7WZC70 237194AQ8 355000.00000000 PA USD 352471.37000000 0.054123694274 Long DBT CORP US N 2 2029-10-15 Fixed 4.55000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAW8 169000.00000000 PA USD 174293.59000000 0.026763628998 Long DBT CORP US N 2 2032-09-01 Fixed 6.88000000 N N N N N DELEK LOG PART/FINANCE N/A 24665FAD4 133000.00000000 PA USD 138234.14000000 0.021226524956 Long DBT CORP US N 2 2029-03-15 Fixed 8.63000000 N N N N N N DELEK LOG PART/FINANCE N/A 24665FAE2 32000.00000000 PA USD 32600.16000000 0.005005913226 Long DBT CORP US N 2 2033-06-30 Fixed 7.38000000 N N N N N DELEK LOG PART/FINANCE N/A 24665FAG7 50000.00000000 PA USD 49764.26000000 0.007641544316 Long DBT CORP US N 2 2034-06-01 Fixed 6.88000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703DBX8 116000.00000000 PA USD 114194.70000000 0.017535151948 Long DBT CORP US N 2 2037-02-15 Fixed 5.25000000 N N N N N N DELUXE CORP KWGNKB8TX9LE5TV29231 248019AW1 60000.00000000 PA USD 62115.60000000 0.009538152684 Long DBT CORP US N 2 2029-09-15 Fixed 8.13000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBG7 200000.00000000 PA USD 200204.96000000 0.030742445967 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBH5 300000.00000000 PA USD 289128.82000000 0.044397137446 Long DBT CORP US N 2 2054-09-15 Fixed 5.75000000 N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBK8 660000.00000000 PA USD 654630.39000000 0.100521682346 Long DBT CORP US N 2 2029-03-15 Fixed 4.38000000 N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBL6 260000.00000000 PA USD 266506.04000000 0.040923299476 Long DBT CORP US N 2 2034-03-15 Fixed 5.60000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBM4 205000.00000000 PA USD 205803.08000000 0.031602064538 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBE8 380000.00000000 PA USD 329459.46000000 0.050590103499 Long DBT CORP GB N 2 2032-04-29 Fixed 2.13000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBH1 725000.00000000 PA USD 747752.77000000 0.114821077004 Long DBT CORP GB N 2 2033-01-24 Fixed 5.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAV1 125000.00000000 PA USD 132907.22000000 0.020408550465 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBB4 170000.00000000 PA USD 165828.05000000 0.025463704131 Long DBT CORP US N 2 2064-04-18 Fixed 5.90000000 N N N N N N DICK'S SPORTING GOODS 529900SSBV5I4LWSK313 253393AH5 80000.00000000 PA USD 77865.11000000 0.011956566595 Long DBT CORP US N 2 2029-10-01 Fixed 4.00000000 N N N N N N DIEBOLD NIXDORF INC 549300XZK6EWDBAZSY16 253651AK9 79000.00000000 PA USD 82272.26000000 0.012633305926 Long DBT CORP US N 2 2030-03-31 Fixed 7.75000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAD4 92000.00000000 PA USD 95468.86000000 0.014659708081 Long DBT CORP US N 2 2031-02-15 Fixed 10.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 254709AT5 460000.00000000 PA USD 529025.79000000 0.081234484722 Long DBT CORP US N 2 2034-11-02 Fixed 7.96000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DCS6 70000.00000000 PA USD 54950.00000000 0.008437839931 Long DBT CORP US N 2 2037-09-20 Fixed 5.00000000 N N N N N N DISH DBS CORP N/A 25470XBB0 156000.00000000 PA USD 149776.65000000 0.022998933541 Long DBT CORP US N 2 2028-07-01 None 0.00000000 N N N N N N DISH DBS CORP N/A 25470XBF1 151000.00000000 PA USD 146281.25000000 0.022462197860 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N DIRECTV FINANCING LLC N/A 254945AA6 39000.00000000 PA USD 39691.98000000 0.006094896702 Long DBT CORP US N 2 2030-02-01 Fixed 8.88000000 N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 254948AP7 59000.00000000 PA USD 58414.13000000 0.008969773951 Long DBT CORP US N 2 2029-03-15 Fixed 4.05000000 N N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 254948AQ5 134000.00000000 PA USD 120244.90000000 0.018464189604 Long DBT CORP US N 2 2032-03-15 Fixed 4.28000000 N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 254948AR3 220000.00000000 PA USD 161165.40000000 0.024747731531 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 254948AS1 80000.00000000 PA USD 53600.00000000 0.008230540861 Long DBT CORP US N 2 2052-03-15 Fixed 5.14000000 N N N N N N DIVERSIFIED HEALTHCARE T N/A 25525PAB3 101000.00000000 PA USD 92454.94000000 0.014196905997 Long DBT US N 2 2031-03-01 Fixed 4.38000000 N N N N N DIVERSIFIED HEALTHCARE T N/A 25525PAE7 25000.00000000 PA USD 25731.68000000 0.003951224695 Long DBT US N 2 2030-10-15 Fixed 7.25000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDG1 58000.00000000 PA USD 55370.07000000 0.008502343724 Long DBT CORP US N 2 2030-04-01 Fixed 3.38000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDR7 140000.00000000 PA USD 142999.59000000 0.021958282996 Long DBT CORP US N 2 2032-11-15 Fixed 5.38000000 N N N N N N DORMAN PRODUCTS INC 2549000O0BBUX740XR59 258278AA8 197000.00000000 PA USD 199263.53000000 0.030597884809 Long DBT CORP US N 2 2034-06-15 Fixed 6.25000000 N N N N N N DOTDASH MEREDITH INC 549300R2AA7U9CJUQO13 25849JAA8 132000.00000000 PA USD 124941.54000000 0.019185381533 Long DBT CORP US N 2 2032-06-15 Fixed 7.63000000 N N N N N Drive Auto Receivables Trust N/A 26207AAF0 790000.00000000 PA USD 791308.32000000 0.121509243683 Long ABS-O CORP US N 2 2032-05-17 Fixed 4.67000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAS4 300000.00000000 PA USD 299161.00000000 0.045937627509 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBF1 530000.00000000 PA USD 413352.82000000 0.063472337220 Long DBT CORP US N 2 2049-06-15 Fixed 4.20000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBU8 60000.00000000 PA USD 52213.85000000 0.008017690782 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCC7 180000.00000000 PA USD 181029.86000000 0.027798016040 Long DBT CORP US N 2 2029-01-05 Fixed 4.85000000 N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBK9 100000.00000000 PA USD 94567.06000000 0.014521232302 Long DBT CORP US N 2 2053-01-15 Fixed 5.35000000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAG5 100000.00000000 PA USD 81095.29000000 0.012452576454 Long DBT CORP US N 2 2049-02-01 Fixed 4.30000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAS3 50000.00000000 PA USD 50715.52000000 0.007787614918 Long DBT CORP US N 2 2034-03-15 Fixed 5.10000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAD8 20000.00000000 PA USD 18780.58000000 0.002883849460 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAE6 60000.00000000 PA USD 60937.69000000 0.009357278871 Long DBT CORP US N 2 2034-03-01 Fixed 5.25000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAQ4 85000.00000000 PA USD 89601.64000000 0.013758767896 Long DBT CORP US N 2 2033-11-15 Fixed 5.88000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAW1 125000.00000000 PA USD 122313.82000000 0.018781882339 Long DBT CORP US N 2 2054-12-01 Fixed 5.65000000 N N N N N ERP OPERATING LP DX5HQV5MLU50FEWZ5072 26884ABP7 330000.00000000 PA USD 321635.49000000 0.049388694828 Long DBT US N 2 2034-09-15 Fixed 4.65000000 N N N N N EAGLE MATERIALS 529900KRXRGXL61SG039 26969PAB4 555000.00000000 PA USD 495863.08000000 0.076142189205 Long DBT CORP US N 2 2031-07-01 Fixed 2.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 725.76000000 0.000111443980 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 80000.00000000 CAD 57323.65000000 USD 2026-09-16 725.76000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 3112.10000000 0.000477878100 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 210000.00000000 GBP 281665.13000000 USD 2026-09-16 3112.10000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 4097.37000000 0.000629171104 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 230000.00000000 EUR 267726.58000000 USD 2026-09-16 4097.37000000 N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AA4 79000.00000000 PA USD 80311.48000000 0.012332218614 Long DBT CORP US N 2 2030-11-30 Fixed 6.75000000 N N Y N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 325000.00000000 PA USD 351201.35000000 0.053928676522 Long DBT CORP US N 2 2029-11-30 Fixed 10.75000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AX5 87000.00000000 PA USD 89400.24000000 0.013727841945 Long DBT CORP US N 2 2053-06-15 Fixed 8.13000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AZ0 86000.00000000 PA USD 88460.89000000 0.013583600181 Long DBT CORP US N 2 2054-06-15 Fixed 7.88000000 N N N N N ELASTIC NV 2549003I48WHHH937I59 28415LAA1 89000.00000000 PA USD 84913.90000000 0.013038942604 Long DBT CORP NL N 2 2029-07-15 Fixed 4.13000000 N N N N N N ELDORADO GOLD CORP 5493004PWQ01YDD1IH62 284902AF0 138000.00000000 PA USD 138067.62000000 0.021200954999 Long DBT CORP CA N 2 2029-09-01 Fixed 6.25000000 N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504KAA5 94000.00000000 PA USD 109159.66000000 0.016761997052 Long DBT CORP FR N 2 2033-03-15 Fixed 9.13000000 N N N N N N ELECTRONIC ARTS INC 549300O7A67PUEYKDL45 285512AF6 150000.00000000 PA USD 117548.41000000 0.018050130441 Long DBT CORP US N 2 2051-02-15 Fixed 2.95000000 N N N N N N ELK GROVE VILLAGE PROPER 254900LQ6GXC66JXL664 28734DAA3 70000.00000000 PA USD 70472.97000000 0.010821467522 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AR3 185000.00000000 PA USD 196479.07000000 0.030170317424 Long DBT CORP US N 2 2030-05-15 Fixed 8.50000000 N N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AS1 131000.00000000 PA USD 132506.24000000 0.020346978034 Long DBT CORP US N 2 2031-04-15 Fixed 6.63000000 N N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 292554AT9 85000.00000000 PA USD 85118.32000000 0.013070332290 Long DBT CORP US N 2 2032-06-01 Fixed 6.63000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAF7 85000.00000000 PA USD 84823.60000000 0.013025076600 Long DBT CORP US N 2 2034-06-01 Fixed 5.88000000 N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAX8 48000.00000000 PA USD 50954.64000000 0.007824332958 Long DBT CORP US N 2 2054-05-15 Fixed 8.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 550000.00000000 PA USD 561317.39000000 0.086193017059 Long DBT CORP US N 2 2034-09-01 Fixed 5.60000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBC3 78000.00000000 PA USD 80241.17000000 0.012321422172 Long DBT CORP US N 2 2054-10-01 Fixed 7.13000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBD1 190000.00000000 PA USD 192857.64000000 0.029614229223 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBG4 73000.00000000 PA USD 73610.43000000 0.011303239774 Long DBT CORP US N 2 2056-02-15 Fixed 6.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBH2 50000.00000000 PA USD 51076.70000000 0.007843075865 Long DBT CORP US N 2 2056-02-15 Fixed 6.75000000 N N N N N N ENPRO INC 549300Y5CFT2LKCFDN54 29355XAH0 50000.00000000 PA USD 50654.95000000 0.007778314100 Long DBT CORP US N 2 2033-06-01 Fixed 6.13000000 N N N N N ENQUEST PLC 2138008LJU6WFQWOXJ73 29357JAF3 102000.00000000 PA USD 104358.13000000 0.016024698752 Long DBT CORP GB N 2 2031-04-30 Fixed 9.88000000 N N N N N N ENOVA INTERNATIONAL INC 549300O8XOCQSB49UO63 29357KAH6 132000.00000000 PA USD 139082.59000000 0.021356808583 Long DBT CORP US N 2 2028-12-15 Fixed 11.25000000 N N N N N N ENOVA INTERNATIONAL INC 549300O8XOCQSB49UO63 29357KAK9 120000.00000000 PA USD 125573.76000000 0.019282461991 Long DBT CORP US N 2 2029-08-01 Fixed 9.13000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBS6 295000.00000000 PA USD 289230.98000000 0.044412824611 Long DBT CORP US N 2 2056-04-15 Fixed 5.65000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAJ3 220000.00000000 PA USD 157023.47000000 0.024111718021 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAG3 30000.00000000 PA USD 29962.13000000 0.004600830881 Long DBT CORP US N 2 2054-06-01 Fixed 5.75000000 N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAD8 180000.00000000 PA USD 180355.54000000 0.027694470923 Long DBT CORP US N 2 2033-09-01 Fixed 5.00000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAE6 40000.00000000 PA USD 39886.04000000 0.006124695559 Long DBT CORP US N 2 2054-06-01 Fixed 5.85000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAC6 500000.00000000 PA USD 346151.00000000 0.053153170701 Long DBT CORP NO N 2 2049-11-18 Fixed 3.25000000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAD1 100000.00000000 PA USD 98253.85000000 0.015087356850 Long DBT CORP US N 2 2034-07-01 Fixed 7.13000000 N N N N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAB2 50000.00000000 PA USD 50054.26000000 0.007686075227 Long DBT CORP US N 2 2031-04-01 Fixed 5.63000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 29670GAD4 180000.00000000 PA USD 166867.33000000 0.025623290633 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 29670GAH5 75000.00000000 PA USD 75919.64000000 0.011657830208 Long DBT CORP US N 2 2034-01-15 Fixed 5.38000000 N N N N N N SK INVICTUS INTERMEDIATE N/A 29977LAA9 196000.00000000 PA USD 192181.58000000 0.029510416920 Long DBT CORP LU N 2 2029-10-30 Fixed 5.00000000 N N N N N N EVEREST REINSURANCE HLDG 254900P29PM5UJR3VU91 299808AH8 800000.00000000 PA USD 542881.23000000 0.083362054966 Long DBT CORP US N 2 2050-10-15 Fixed 3.50000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAB2 50000.00000000 PA USD 47342.53000000 0.007269675888 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 30036FAA9 130000.00000000 PA USD 91716.71000000 0.014083547188 Long DBT CORP US N 2 2050-04-15 Fixed 3.45000000 N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 30037DAD7 35000.00000000 PA USD 35781.62000000 0.005494441893 Long DBT CORP US N 2 2034-04-01 Fixed 5.40000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAE8 200000.00000000 PA USD 195854.85000000 0.030074465405 Long DBT CORP US N 2 2028-01-15 Fixed 3.30000000 N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBL4 70000.00000000 PA USD 67003.48000000 0.010288710447 Long DBT CORP US N 2 2053-03-15 Fixed 5.60000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBM2 45000.00000000 PA USD 45596.22000000 0.007001521489 Long DBT CORP US N 2 2029-03-15 Fixed 5.15000000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154DZ9 220000.00000000 PA USD 227693.40000000 0.034963429710 Long DBT NUSS KR N 2 2033-09-18 Fixed 5.13000000 N N N N N N EZCORP INC 5493003K6PG3ZQ7TUQ63 302301AJ5 55000.00000000 PA USD 57644.62000000 0.008851611946 Long DBT CORP US N 2 2032-04-01 Fixed 7.38000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AX3 58000.00000000 PA USD 52023.39000000 0.007988444722 Long DBT CORP US N 2 2033-05-18 Fixed 5.65000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AY1 31000.00000000 PA USD 24370.17000000 0.003742158208 Long DBT CORP US N 2 2053-05-18 Fixed 6.38000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AZ8 40000.00000000 PA USD 29132.42000000 0.004473424872 Long DBT CORP US N 2 2055-11-01 Fixed 8.45000000 N N N N N FORTESCUE TREASURY PTY L 549300EFD6S2NFE9D745 30251GBE6 159000.00000000 PA USD 163458.59000000 0.025099862016 Long DBT CORP AU N 2 2032-04-15 Fixed 6.13000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Q8 170000.00000000 PA USD 154609.06000000 0.023740973615 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAC6 185000.00000000 PA USD 181908.68000000 0.027932963128 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 325000.00000000 PA USD 294500.91000000 0.045222048010 Long DBT CORP US N 2 2055-11-15 Fixed 5.63000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAK8 110000.00000000 PA USD 109496.03000000 0.016813648302 Long DBT CORP US N 2 2056-05-15 Fixed 6.30000000 N N N N N N FACTSET RESEARCH SYSTEMS 549300ZSJE7NBK6K9P30 303075AA3 1575000.00000000 PA USD 1554743.55000000 0.238738438743 Long DBT CORP US N 2 2027-03-01 Fixed 2.90000000 N N N N N N FACTSET RESEARCH SYSTEMS 549300ZSJE7NBK6K9P30 303075AB1 483000.00000000 PA USD 434980.87000000 0.066793429557 Long DBT CORP US N 2 2032-03-01 Fixed 3.45000000 N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AJ3 170000.00000000 PA USD 167446.41000000 0.025712211185 Long DBT CORP US N 2 2034-09-15 Fixed 6.25000000 N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BJ0 360000.00000000 PA USD 336746.62000000 0.051709082382 Long DBT CORP CA N 2 2031-03-03 Fixed 3.38000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BR2 330000.00000000 PA USD 337285.35000000 0.051791806996 Long DBT CORP CA N 2 2054-03-22 Fixed 6.35000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BU5 254000.00000000 PA USD 250719.10000000 0.038499138007 Long DBT CORP CA N 2 2055-03-15 Fixed 6.10000000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 30711XYV0 1152169.05000000 PA USD 1167121.32000000 0.179217158843 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 5.99000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287YYB4 50067.14000000 PA USD 51864.28000000 0.007964012607 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287YYC2 21463.01000000 PA USD 22806.10000000 0.003501987647 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287YYD0 47348.42000000 PA USD 50090.23000000 0.007691598596 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288BLZ4 1834.54000000 PA USD 1881.86000000 0.000288968761 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288DKG3 1606.33000000 PA USD 1645.22000000 0.000252631537 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288JBX3 53025.24000000 PA USD 53274.76000000 0.008180598676 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128CUUA2 42129.84000000 PA USD 40894.64000000 0.006279570998 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128CUWB8 14739.36000000 PA USD 14142.19000000 0.002171602101 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128CUWF9 30259.25000000 PA USD 29047.52000000 0.004460388064 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128E6AD9 18112.78000000 PA USD 17684.23000000 0.002715499582 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128E6JK4 7330.59000000 PA USD 7153.87000000 0.001098511555 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JPLG3 25449.76000000 PA USD 26007.94000000 0.003993645762 Long ABS-MBS USGSE US N 2 2038-04-01 Floating 5.94000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JQAP3 13738.82000000 PA USD 14141.39000000 0.002171479257 Long ABS-MBS USGSE US N 2 2040-02-01 Floating 5.96000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JRH82 2205.03000000 PA USD 2187.14000000 0.000335845991 Long ABS-MBS USGSE US N 2 2027-11-01 Floating 3.98000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128K8FX9 6988.00000000 PA USD 7055.57000000 0.001083417111 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KRWU4 17822.17000000 PA USD 18107.58000000 0.002780507035 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L5LD1 7301.72000000 PA USD 7567.52000000 0.001162029525 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXUP3 56771.60000000 PA USD 59626.78000000 0.009155982261 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5ED8 14047.72000000 PA USD 14471.35000000 0.002222146221 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5NN6 7445.55000000 PA USD 7705.85000000 0.001183270770 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5QD5 12583.41000000 PA USD 13023.65000000 0.001999844841 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6AP3 10062.31000000 PA USD 10322.68000000 0.001585097752 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6AR9 13857.68000000 PA USD 14275.07000000 0.002192006472 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6NC8 29671.77000000 PA USD 30450.18000000 0.004675773334 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6UT3 31025.25000000 PA USD 31959.39000000 0.004907519874 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7ME3 712.07000000 PA USD 705.06000000 0.000108265394 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7MH6 15428.33000000 PA USD 15892.68000000 0.002440398360 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7S64 3397.53000000 PA USD 3364.07000000 0.000516569320 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7T48 33458.57000000 PA USD 34467.49000000 0.005292650836 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9KW1 104071.70000000 PA USD 103046.58000000 0.015823303867 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9R79 44869.30000000 PA USD 41969.29000000 0.006444588736 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9SS2 135501.86000000 PA USD 126553.40000000 0.019432890481 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAD63 49407.29000000 PA USD 47389.52000000 0.007276891431 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAET2 27961.51000000 PA USD 26891.75000000 0.004129359089 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ2T6 20586.43000000 PA USD 19496.29000000 0.002993750214 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3J7 81551.23000000 PA USD 74745.23000000 0.011477493837 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3X6 40141.18000000 PA USD 37006.11000000 0.005682468292 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ3Z1 13590.99000000 PA USD 13628.03000000 0.002092650331 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJ4E7 137529.17000000 PA USD 134482.96000000 0.020650513011 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJCV0 2589.25000000 PA USD 2563.81000000 0.000393685503 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJEV8 13680.30000000 PA USD 14367.56000000 0.002206208762 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJJJ0 3837.70000000 PA USD 4030.95000000 0.000618971990 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJL65 39146.28000000 PA USD 39526.16000000 0.006069434234 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMS6 20927.82000000 PA USD 20721.69000000 0.003181916348 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMT4 46713.67000000 PA USD 47166.98000000 0.007242719331 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJQH6 153741.99000000 PA USD 149045.74000000 0.022886698754 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJVB3 161041.30000000 PA USD 149918.70000000 0.023020746010 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJW71 421783.90000000 PA USD 403159.37000000 0.061907083363 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJX39 1129985.98000000 PA USD 1016113.58000000 0.156029185440 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYD6 96669.77000000 PA USD 92221.04000000 0.014160989514 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYJ3 584385.60000000 PA USD 557189.22000000 0.085559116465 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYM6 87279.00000000 PA USD 78325.35000000 0.012027238687 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZB9 1413384.48000000 PA USD 1261023.89000000 0.193636355473 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZM5 172089.90000000 PA USD 154088.12000000 0.023660980743 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZR4 95016.28000000 PA USD 88028.45000000 0.013517196915 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7Q63 2971.64000000 PA USD 2960.82000000 0.000454648320 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7QT3 5445.72000000 PA USD 5421.60000000 0.000832513065 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7SJ3 252784.70000000 PA USD 243882.44000000 0.037449335591 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8FX4 142848.72000000 PA USD 135855.11000000 0.020861213321 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8GW5 29023.91000000 PA USD 27667.43000000 0.004248468528 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PYAM6 27641.45000000 PA USD 27478.86000000 0.004219512687 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128Q0DK0 1176.38000000 PA USD 1168.54000000 0.000179435004 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128UGY27 3117.17000000 PA USD 3229.91000000 0.000495968399 Long ABS-MBS USGSE US N 2 2041-07-01 Floating 6.51000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292G2S4 932.46000000 PA USD 965.93000000 0.000148323252 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HK94 252.71000000 PA USD 261.78000000 0.000040197593 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292KZV2 36348.42000000 PA USD 36701.21000000 0.005635649413 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292SAV2 46253.70000000 PA USD 43208.79000000 0.006634919993 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129332E3 19376.29000000 PA USD 19185.51000000 0.002946028432 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312938Z48 23060.83000000 PA USD 22833.69000000 0.003506224226 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312939CK5 5213.48000000 PA USD 5146.35000000 0.000790247088 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312939JD4 3651.26000000 PA USD 3615.30000000 0.000555146909 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31293EAT7 221.44000000 PA USD 226.80000000 0.000034826243 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312940EP0 5909.11000000 PA USD 5850.90000000 0.000898434170 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312940RE1 1212.34000000 PA USD 1200.40000000 0.000184327262 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31295NJW9 2257.33000000 PA USD 2293.38000000 0.000352159660 Long ABS-MBS USGSE US N 2 2032-04-01 Floating 5.96000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296J3K0 32063.00000000 PA USD 32213.88000000 0.004946598052 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296MF20 7798.98000000 PA USD 7824.98000000 0.001201563761 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296UFG1 3911.90000000 PA USD 3930.31000000 0.000603518228 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296XKQ7 3061.05000000 PA USD 3033.20000000 0.000465762622 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296XUG8 920.88000000 PA USD 925.21000000 0.000142070498 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297F3M3 4681.95000000 PA USD 4776.70000000 0.000733485532 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297FFY4 29960.93000000 PA USD 30698.41000000 0.004713890258 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297M4D7 41654.72000000 PA USD 41850.73000000 0.006426383271 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297P2C4 29264.16000000 PA USD 29547.20000000 0.004537116360 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31298D3G0 220.43000000 PA USD 223.20000000 0.000034273446 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LQK4 8239.04000000 PA USD 8538.72000000 0.001311162012 Long ABS-MBS USGSE US N 2 2041-08-01 Floating 6.27000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31323AB35 83676.25000000 PA USD 76802.11000000 0.011793337771 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31326FRD2 9050.58000000 PA USD 9368.44000000 0.001438569556 Long ABS-MBS USGSE US N 2 2043-05-01 Floating 6.03000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31326FW61 1620.30000000 PA USD 1662.90000000 0.000255346388 Long ABS-MBS USGSE US N 2 2043-08-01 Floating 6.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5F59 248795.00000000 PA USD 222687.60000000 0.034194764758 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5GA7 1095394.05000000 PA USD 976100.57000000 0.149884993019 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HX6 269678.13000000 PA USD 240217.05000000 0.036886497118 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADPE2 67180.09000000 PA USD 65519.69000000 0.010060867271 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEB39 312529.09000000 PA USD 305095.49000000 0.046848897331 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWM68 719634.26000000 PA USD 688779.33000000 0.105765418279 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWM84 536574.95000000 PA USD 513806.55000000 0.078897496351 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D56Q0 327771.45000000 PA USD 299507.97000000 0.045990906441 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D57D8 248138.61000000 PA USD 221434.47000000 0.034002340547 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BH2 413498.84000000 PA USD 368502.48000000 0.056585349235 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BM1 644148.24000000 PA USD 574046.51000000 0.088147635385 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BR0 1283251.11000000 PA USD 1169241.90000000 0.179542784223 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BX7 129223.72000000 PA USD 120967.10000000 0.018575086928 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6NW6 831451.67000000 PA USD 782330.05000000 0.120130586629 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6NX4 609093.02000000 PA USD 559295.07000000 0.085882479981 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSEB4 150843.71000000 PA USD 156397.88000000 0.024015655632 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSV74 82875.30000000 PA USD 86342.56000000 0.013258320300 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTAA8 201953.07000000 PA USD 207578.80000000 0.031874734986 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTFF2 368092.43000000 PA USD 388658.92000000 0.059680468695 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV6K6 65723.37000000 PA USD 57530.70000000 0.008834118975 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLA1 536783.51000000 PA USD 458719.60000000 0.070438627081 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLC7 182727.81000000 PA USD 156545.64000000 0.024038344899 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBX0 772620.65000000 PA USD 591738.37000000 0.090864306591 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E07G1 173036.21000000 PA USD 179456.58000000 0.027556431240 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0H62 83054.94000000 PA USD 83900.95000000 0.012883399202 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GF5X1 4538.79000000 PA USD 4494.07000000 0.000690086320 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFFX0 1880.59000000 PA USD 1862.06000000 0.000285928375 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFUJ4 4841.39000000 PA USD 4793.68000000 0.000736092893 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GMAK8 5307.32000000 PA USD 5226.91000000 0.000802617468 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GUJW5 9214.24000000 PA USD 8877.83000000 0.001363234003 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GVG97 51147.32000000 PA USD 49392.09000000 0.007584395801 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HMVZ1 56581.50000000 PA USD 52856.74000000 0.008116409670 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNH51 793249.83000000 PA USD 741359.69000000 0.113839388456 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNRA9 29527.22000000 PA USD 28468.06000000 0.004371409161 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J2SY0 6830.64000000 PA USD 6537.95000000 0.001003934041 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J4B40 28551.29000000 PA USD 27525.24000000 0.004226634562 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JAEZ4 162906.88000000 PA USD 152080.23000000 0.023352659462 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KESL0 123535.47000000 PA USD 121497.96000000 0.018656603065 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L74A4 22329.54000000 PA USD 20673.59000000 0.003174530358 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L7LF4 10292.57000000 PA USD 9580.47000000 0.001471127794 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L8T31 106815.32000000 PA USD 98693.77000000 0.015154908707 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L93U7 169701.00000000 PA USD 157220.96000000 0.024142043572 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L9V69 188776.25000000 PA USD 173679.15000000 0.026669278745 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LA2L5 386341.75000000 PA USD 357006.37000000 0.054820065595 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LAUF7 19073.89000000 PA USD 18619.83000000 0.002859165515 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LAV82 8889.10000000 PA USD 8680.25000000 0.001332894632 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M7JN9 133230.89000000 PA USD 127940.91000000 0.019645949394 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QL4T7 7029.62000000 PA USD 6722.12000000 0.001032214241 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QWMN6 6961.21000000 PA USD 6470.55000000 0.000993584443 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QWP29 31511.34000000 PA USD 30054.63000000 0.004615034706 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WDDB7 1525.45000000 PA USD 1496.38000000 0.000229776431 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WEWJ7 19083.08000000 PA USD 17166.91000000 0.002636062578 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WFDH9 32556.96000000 PA USD 30245.32000000 0.004644316084 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WFEV7 1275.42000000 PA USD 1251.12000000 0.000192115564 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WFNV7 8422.78000000 PA USD 7843.25000000 0.001204369209 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WH6K6 4620.73000000 PA USD 4279.00000000 0.000657061275 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKQ84 10085.70000000 PA USD 9016.31000000 0.001384498281 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WNEK4 22540.44000000 PA USD 22052.88000000 0.003386327051 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WNJK9 5084.33000000 PA USD 4972.77000000 0.000763593035 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCR98 74417.52000000 PA USD 70909.67000000 0.010888524932 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSD8 133026.67000000 PA USD 130100.92000000 0.019977629442 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XS6Q8 13806.51000000 PA USD 13855.49000000 0.002127577921 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XUJV8 8165.79000000 PA USD 7780.85000000 0.001194787385 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XW5W7 5471.51000000 PA USD 5206.32000000 0.000799455774 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XXHD4 89975.26000000 PA USD 83022.75000000 0.012748547318 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y1GK8 14816.32000000 PA USD 14444.16000000 0.002217971064 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y1GL6 10612.14000000 PA USD 10378.91000000 0.001593732142 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334YPK7 806787.37000000 PA USD 726394.49000000 0.111541409163 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334YPW1 831536.72000000 PA USD 748331.32000000 0.114909916172 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ANR5 15432.79000000 PA USD 15139.76000000 0.002324783830 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335APZ5 34544.38000000 PA USD 32185.53000000 0.004942244772 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AUF3 66845.17000000 PA USD 62133.74000000 0.009540938170 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AY69 47058.58000000 PA USD 46157.43000000 0.007087698015 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AYT9 36075.87000000 PA USD 32390.00000000 0.004973642135 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B7C4 112518.04000000 PA USD 107649.43000000 0.016530093885 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BLL8 21527.10000000 PA USD 20092.04000000 0.003085230526 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BLS3 5890.74000000 PA USD 5501.72000000 0.000844815881 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BN44 374766.22000000 PA USD 345961.41000000 0.053124058233 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BNL6 314381.46000000 PA USD 292103.96000000 0.044853984672 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BQS8 42878.38000000 PA USD 42057.52000000 0.006458136881 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BRK4 142654.85000000 PA USD 127806.64000000 0.019625331582 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BYT7 56877.63000000 PA USD 51022.11000000 0.007834693305 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CAQ7 50415.06000000 PA USD 48188.90000000 0.007399640121 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CB78 108493.29000000 PA USD 100846.25000000 0.015485432487 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CBP8 1501.50000000 PA USD 1426.63000000 0.000219065979 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CC36 29284.00000000 PA USD 27912.10000000 0.004286038797 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CEA8 69854.67000000 PA USD 64576.78000000 0.009916078851 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31336SBZ0 134.38000000 PA USD 136.54000000 0.000020966381 Long ABS-MBS USGSE US N 2 2032-09-01 Floating 6.41000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A9NL5 305896.50000000 PA USD 247258.70000000 0.037967776746 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGDH9 211937.98000000 PA USD 170825.61000000 0.026231103791 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AXHR6 630497.00000000 PA USD 538989.47000000 0.082764456277 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHUP9 5568248.99000000 PA USD 4553846.83000000 0.699265343453 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJLB6 403429.66000000 PA USD 340690.75000000 0.052314722739 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK3U1 1059383.85000000 PA USD 897797.81000000 0.137861223136 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKLM9 545890.80000000 PA USD 457554.11000000 0.070259660419 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKLP2 277230.77000000 PA USD 232762.74000000 0.035741851539 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKLQ0 859194.79000000 PA USD 728148.28000000 0.111810712153 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKNC9 251186.38000000 PA USD 212551.02000000 0.032638243566 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKWK1 734670.30000000 PA USD 598545.05000000 0.091909505432 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKZQ5 655042.79000000 PA USD 550736.13000000 0.084568213089 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLHN0 1739182.61000000 PA USD 1403538.49000000 0.215520165894 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQKT2 348345.05000000 PA USD 345055.22000000 0.052984908349 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQXU5 304344.82000000 PA USD 301650.97000000 0.046319974521 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KR5Y6 473258.94000000 PA USD 494214.26000000 0.075889004869 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRFB5 191203.13000000 PA USD 194197.76000000 0.029820011171 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8A39 84465.75000000 PA USD 77021.77000000 0.011827067633 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133L8CY9 267623.58000000 PA USD 244535.72000000 0.037549649914 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AUZC8 255706.75000000 PA USD 254538.99000000 0.039085700707 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 2.61000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AY7L1 928364.19000000 PA USD 912128.49000000 0.140061768795 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 3.08000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B1K86 1308436.19000000 PA USD 1282349.77000000 0.196911048136 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.13000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136B2GX4 2826364.91000000 PA USD 2774622.93000000 0.426056854464 Long ABS-MBS USGSE US N 2 2028-06-25 Variable 3.42000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KHZ7 2179.37000000 PA USD 2301.50000000 0.000353406525 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KP88 3787.07000000 PA USD 3999.29000000 0.000614110443 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LR84 14528.27000000 PA USD 14896.36000000 0.002287408575 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31373KHT9 28427.83000000 PA USD 27901.15000000 0.004284357372 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 3.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376JSZ3 309.76000000 PA USD 310.33000000 0.000047652681 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BTAC5 1187109.74000000 PA USD 1181645.83000000 0.181447468042 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 3.30000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BTUM1 1490202.89000000 PA USD 1483419.19000000 0.227786236143 Long ABS-MBS USGSE US N 2 2026-11-25 Variable 3.35000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEBQ2 1190000.00000000 PA USD 1174018.78000000 0.180276297395 Long ABS-MBS USGSE US N 2 2027-12-25 Fixed 3.44000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385H7M8 306.15000000 PA USD 316.80000000 0.000048646181 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JJC3 44018.02000000 PA USD 45549.95000000 0.006994416505 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XF85 54225.35000000 PA USD 54756.10000000 0.008408065642 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XQE0 1716.62000000 PA USD 1719.26000000 0.000264000740 Long ABS-MBS USGSE US N 2 2033-05-01 Floating 5.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XTY3 49627.26000000 PA USD 50142.63000000 0.007699644871 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387WTS6 188.51000000 PA USD 195.07000000 0.000029953947 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389DHV2 2370.39000000 PA USD 2452.89000000 0.000376653197 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389MY27 12117.90000000 PA USD 12239.21000000 0.001879390261 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389SVS0 2718.32000000 PA USD 2781.16000000 0.000427060653 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389VBN6 215.82000000 PA USD 227.91000000 0.000034996689 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2VH9 24090.26000000 PA USD 23755.73000000 0.003647807956 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABZZ5 21807.65000000 PA USD 21566.15000000 0.003311587290 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AHPM2 8659.76000000 PA USD 8987.20000000 0.001380028298 Long ABS-MBS USGSE US N 2 2041-08-01 Floating 6.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AQAW6 6229.67000000 PA USD 5962.37000000 0.000915550931 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ASL75 9618.89000000 PA USD 10030.00000000 0.001540155314 Long ABS-MBS USGSE US N 2 2041-09-01 Floating 6.57000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AVGL3 121097.68000000 PA USD 116811.85000000 0.017937028068 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E0SF7 301.24000000 PA USD 299.93000000 0.000046055711 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E4YL9 482.73000000 PA USD 498.83000000 0.000076597774 Long ABS-MBS USGSE US N 2 2042-02-01 Floating 5.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E9N55 505394.22000000 PA USD 484778.70000000 0.074440128710 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGKE3 54063.04000000 PA USD 54521.14000000 0.008371986391 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHS37 3863.09000000 PA USD 3995.20000000 0.000613482403 Long ABS-MBS USGSE US N 2 2042-01-01 Floating 6.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJ6P8 54069.46000000 PA USD 50504.33000000 0.007755185666 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJX52 10551.42000000 PA USD 10444.31000000 0.001603774630 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKCU7 70276.27000000 PA USD 69410.77000000 0.010658361542 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EL6H1 48842.38000000 PA USD 47022.63000000 0.007220553686 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELBU6 57656.87000000 PA USD 58145.49000000 0.008928522972 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPUP7 74118.52000000 PA USD 72636.12000000 0.011153629732 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPZH0 61440.95000000 PA USD 58936.17000000 0.009049935734 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPZJ6 32065.32000000 PA USD 30715.78000000 0.004716557506 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQAH5 99441.57000000 PA USD 97447.52000000 0.014963540954 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQLB6 19054.36000000 PA USD 19029.51000000 0.002922073873 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER2G4 228209.41000000 PA USD 213066.07000000 0.032717332000 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER2P4 167418.04000000 PA USD 164986.66000000 0.025334504601 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5J5 31373.96000000 PA USD 28073.70000000 0.004310853264 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5K2 158244.43000000 PA USD 147546.72000000 0.022656516937 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5V8 185769.03000000 PA USD 166227.62000000 0.025525060049 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERHL7 24898.57000000 PA USD 23096.41000000 0.003546566161 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERJH4 12453.77000000 PA USD 11168.84000000 0.001715029738 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERX39 49108.63000000 PA USD 44133.16000000 0.006776861505 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETGM2 8903.42000000 PA USD 8054.49000000 0.001236806139 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LSZ78 5863.53000000 PA USD 5661.87000000 0.000869407693 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LVEV1 166040.24000000 PA USD 155064.53000000 0.023810913251 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LVU50 20804.74000000 PA USD 20088.56000000 0.003084696155 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LYAC1 4359.54000000 PA USD 4235.84000000 0.000650433847 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M5GF0 7782.08000000 PA USD 7553.34000000 0.001159852117 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M7CK9 5240.78000000 PA USD 5062.78000000 0.000777414508 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M8EN9 1607.36000000 PA USD 1592.11000000 0.000244476238 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M8HY2 1935.46000000 PA USD 1919.64000000 0.000294770064 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MAJZ2 108822.88000000 PA USD 101630.63000000 0.015605877853 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MBWR3 15214.60000000 PA USD 15061.65000000 0.002312789659 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MCXP4 8078.13000000 PA USD 7316.64000000 0.001123505680 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MJF20 2438.27000000 PA USD 2411.09000000 0.000370234603 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MJWD7 5362.57000000 PA USD 5184.67000000 0.000796131311 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MKE85 3395.08000000 PA USD 3357.25000000 0.000515522076 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MLBA1 3858.76000000 PA USD 3817.87000000 0.000586252519 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MLUW2 4068.95000000 PA USD 4025.80000000 0.000618181182 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MPGQ2 1305.36000000 PA USD 1291.53000000 0.000198320717 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W1VC8 26274.92000000 PA USD 24493.26000000 0.003761059277 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W3F32 32130.59000000 PA USD 28173.18000000 0.004326128902 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9RH5 3062.04000000 PA USD 3008.70000000 0.000462000527 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9SE1 20674.97000000 PA USD 18658.63000000 0.002865123444 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WE3W7 8462.06000000 PA USD 7866.96000000 0.001208009994 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WECQ0 41297.04000000 PA USD 39463.67000000 0.006059838590 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFHS8 228793.67000000 PA USD 212702.42000000 0.032661491773 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WG6H2 13290.03000000 PA USD 12341.49000000 0.001895095853 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGB86 7141.05000000 PA USD 6995.57000000 0.001074203819 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHKC5 23645.05000000 PA USD 21914.63000000 0.003365098090 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHT44 25525.40000000 PA USD 25007.99000000 0.003840098573 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHTS1 142999.72000000 PA USD 136250.15000000 0.020921873636 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHUV2 50196.64000000 PA USD 47754.70000000 0.007332966598 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJ6R4 3904.14000000 PA USD 3820.57000000 0.000586667117 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJA32 21719.10000000 PA USD 20135.14000000 0.003091848740 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJBY3 7631.31000000 PA USD 7470.32000000 0.001147103992 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJM96 60723.32000000 PA USD 54135.43000000 0.008312758743 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJN38 10151.08000000 PA USD 9179.16000000 0.001409504691 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJNE4 22117.05000000 PA USD 19876.22000000 0.003052090314 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJQ27 154606.97000000 PA USD 142963.20000000 0.021952695134 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJTD0 37329.96000000 PA USD 33497.86000000 0.005143759430 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJTG3 94034.26000000 PA USD 83805.19000000 0.012868694788 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJUS5 77211.15000000 PA USD 71456.66000000 0.010972517908 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WK3C7 114877.29000000 PA USD 106595.59000000 0.016368271624 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKQD0 90860.12000000 PA USD 84054.48000000 0.012906974481 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKQV0 11683.41000000 PA USD 11107.79000000 0.001705655214 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKQY4 67723.67000000 PA USD 66232.04000000 0.010170252080 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKTU9 6766.68000000 PA USD 6040.83000000 0.000927598846 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKUB9 38003.55000000 PA USD 34764.42000000 0.005338245882 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKUL7 64560.01000000 PA USD 61379.30000000 0.009425090236 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WLBG7 54260.14000000 PA USD 50324.54000000 0.007727578036 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRP20 7692.62000000 PA USD 6964.70000000 0.001069463580 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRWL0 18445.32000000 PA USD 19075.67000000 0.002929161966 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 5.99000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WTWW2 8442.96000000 PA USD 8641.20000000 0.001326898315 Long ABS-MBS USGSE US N 2 2043-05-01 Floating 5.82000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X3EE8 30745.84000000 PA USD 26935.12000000 0.004136018764 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XQDL2 40737.80000000 PA USD 39211.08000000 0.006021052166 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y4PH6 162053.46000000 PA USD 154805.33000000 0.023771111829 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YL2D2 44696.62000000 PA USD 38872.81000000 0.005969109162 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YPAX0 34025.57000000 PA USD 30301.48000000 0.004652939725 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390CVL7 702.53000000 PA USD 720.62000000 0.000110654708 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390MVH4 1159.09000000 PA USD 1199.43000000 0.000184178313 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390QJD8 9916.95000000 PA USD 9983.04000000 0.001532944377 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390UXE1 10021.22000000 PA USD 10285.83000000 0.001579439255 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391NES6 1189.80000000 PA USD 1217.30000000 0.000186922339 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391XH93 5224.37000000 PA USD 5267.07000000 0.000808784232 Long ABS-MBS USGSE US N 2 2032-10-01 Floating 5.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400HVV2 2571.11000000 PA USD 2584.35000000 0.000396839520 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400SHP7 19109.54000000 PA USD 19551.27000000 0.003002192660 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401NJY6 23483.86000000 PA USD 23413.96000000 0.003595327509 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CU67 23020.20000000 PA USD 22993.65000000 0.003530786863 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CVV1 74757.26000000 PA USD 76485.32000000 0.011744693125 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QTS0 18197.88000000 PA USD 18674.07000000 0.002867494331 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QVG3 5402.52000000 PA USD 5533.17000000 0.000849645182 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QYH8 87937.23000000 PA USD 87597.77000000 0.013451063905 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDF3 22828.39000000 PA USD 23434.87000000 0.003598538341 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDG1 1280.13000000 PA USD 1315.60000000 0.000202016782 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403APE9 12819.98000000 PA USD 12866.30000000 0.001975682982 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DDX4 24532.76000000 PA USD 25241.31000000 0.003875925995 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DGZ6 14065.50000000 PA USD 14471.74000000 0.002222206108 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QAL3 26578.00000000 PA USD 26674.04000000 0.004095928659 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405RRN8 910.43000000 PA USD 931.48000000 0.000143033287 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406BBF6 30902.05000000 PA USD 31043.05000000 0.004766811408 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406M3E4 15427.63000000 PA USD 15648.75000000 0.002402941721 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 5.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406XLV2 4324.21000000 PA USD 4493.24000000 0.000689958869 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407CBT3 18411.12000000 PA USD 18566.39000000 0.002850959543 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407FFW5 17214.03000000 PA USD 17710.80000000 0.002719579535 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407FN97 21555.52000000 PA USD 21633.41000000 0.003321915391 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407KQK8 9971.00000000 PA USD 10200.15000000 0.001566282674 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407SPQ9 17787.02000000 PA USD 18300.83000000 0.002810181513 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407X4T5 30796.07000000 PA USD 31491.93000000 0.004835739116 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YAR0 31212.32000000 PA USD 32035.30000000 0.004919176224 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YDC0 15464.40000000 PA USD 15784.70000000 0.002423817506 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YR68 4356.00000000 PA USD 4392.77000000 0.000674531212 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DQF4 11897.86000000 PA USD 11802.50000000 0.001812331315 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408GVE4 15182.72000000 PA USD 15533.68000000 0.002385272163 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408H5Q4 4413.41000000 PA USD 4582.29000000 0.000703632930 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409CE76 4629.34000000 PA USD 4856.24000000 0.000745699286 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409GKK1 5955.93000000 PA USD 6156.72000000 0.000945394319 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409VDU4 10229.69000000 PA USD 10499.32000000 0.001612221684 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E0E76 6261.90000000 PA USD 6140.15000000 0.000942849915 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E24G3 5822.67000000 PA USD 5562.93000000 0.000854214975 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUC64 23388.72000000 PA USD 21689.07000000 0.003330462255 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUKZ1 1618.77000000 PA USD 1589.69000000 0.000244104636 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUQ51 15439.22000000 PA USD 14353.33000000 0.002204023676 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVPN1 12765.16000000 PA USD 12405.41000000 0.001904911080 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVS81 160057.23000000 PA USD 148342.55000000 0.022778720507 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EW6D2 28259.79000000 PA USD 26955.14000000 0.004139092932 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F0JL9 38015.94000000 PA USD 37241.54000000 0.005718619714 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5AD5 12233.41000000 PA USD 10952.92000000 0.001681874171 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5CD3 37315.22000000 PA USD 33399.67000000 0.005128681878 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FBKZ2 11603.42000000 PA USD 11060.81000000 0.001698441206 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FCNG9 86830.73000000 PA USD 80399.62000000 0.012345752940 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FRMZ5 105588.48000000 PA USD 93844.05000000 0.014410210598 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FS3Z4 7004.15000000 PA USD 6842.27000000 0.001050663858 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FVVS2 15457.40000000 PA USD 14867.18000000 0.002282927844 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXF23 288379.25000000 PA USD 270224.33000000 0.041494261001 Long ABS-MBS USGSE US N 2 2057-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXFM9 256598.43000000 PA USD 240444.39000000 0.036921406281 Long ABS-MBS USGSE US N 2 2057-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGJ5 2615658.59000000 PA USD 2368452.83000000 0.363687458856 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGM8 44152.06000000 PA USD 39587.73000000 0.006078888607 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXGQ9 331605.19000000 PA USD 314170.31000000 0.048242380107 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GNKS1 7020.61000000 PA USD 6866.32000000 0.001054356853 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSNW8 6454.35000000 PA USD 6126.34000000 0.000940729322 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H23H9 140287.61000000 PA USD 133560.26000000 0.020508827935 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HAFK1 206719.70000000 PA USD 201984.97000000 0.031015775165 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HAFL9 38846.49000000 PA USD 37954.73000000 0.005828133509 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HAFM7 252492.43000000 PA USD 246812.74000000 0.037899297417 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HEXQ0 183371.24000000 PA USD 179246.36000000 0.027524150935 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HFFN4 41627.65000000 PA USD 40622.15000000 0.006237728832 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJ2A8 45341.70000000 PA USD 45075.27000000 0.006921527081 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HJJL6 196708.52000000 PA USD 192111.13000000 0.029499598979 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5G78 24069.83000000 PA USD 22339.51000000 0.003430340482 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5MS5 410689.50000000 PA USD 390327.79000000 0.059936731805 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5NM7 87285.10000000 PA USD 85380.59000000 0.013110605125 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6E94 136297.01000000 PA USD 125971.67000000 0.019343563008 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J75K7 11933.15000000 PA USD 11372.92000000 0.001746367215 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J75S0 94828.67000000 PA USD 90485.31000000 0.013894459725 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7R23 99780.93000000 PA USD 92733.21000000 0.014239635710 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7XH3 44886.26000000 PA USD 40246.12000000 0.006179987596 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J82T9 80477.92000000 PA USD 79586.69000000 0.012220923582 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8AM5 166061.37000000 PA USD 159839.26000000 0.024544096280 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8CA9 54298.58000000 PA USD 49141.08000000 0.007545851994 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8GK3 100656.61000000 PA USD 90068.35000000 0.013830433488 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8GN7 118650.87000000 PA USD 110555.88000000 0.016976393428 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8KW2 504874.99000000 PA USD 512317.15000000 0.078668791732 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8LM3 185618.30000000 PA USD 168122.57000000 0.025816038844 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8PJ6 56322.15000000 PA USD 52482.53000000 0.008058947904 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8VQ3 28093.13000000 PA USD 25394.08000000 0.003899384572 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8X57 114564.45000000 PA USD 113547.86000000 0.017435826518 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J92G5 57010.81000000 PA USD 54367.08000000 0.008348329728 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J93T6 53836.95000000 PA USD 51602.47000000 0.007923810407 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J96V8 68734.79000000 PA USD 65650.75000000 0.010080992172 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9EY3 50911.34000000 PA USD 46057.07000000 0.007072287249 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9FE6 54133.55000000 PA USD 52812.37000000 0.008109596441 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9Q53 92768.02000000 PA USD 88817.06000000 0.013638291818 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9SN2 396632.74000000 PA USD 353076.45000000 0.054216607253 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAFC7 159208.61000000 PA USD 153151.44000000 0.023517148970 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAND6 140511.55000000 PA USD 133704.30000000 0.020530945978 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JGLW3 70964.06000000 PA USD 69131.00000000 0.010615401497 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JM4A7 201140.99000000 PA USD 185819.59000000 0.028533502393 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JPN35 34594.90000000 PA USD 31999.92000000 0.004913743453 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KQN31 1340366.13000000 PA USD 1084945.76000000 0.166598701672 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KVZM5 212441.78000000 PA USD 171231.79000000 0.026293474707 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYG65 117932.98000000 PA USD 107764.33000000 0.016547737340 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M7R60 2746730.40000000 PA USD 2232524.09000000 0.342814939290 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MESL1 3466912.89000000 PA USD 3562927.10000000 0.547104796294 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHT41 777251.97000000 PA USD 653874.76000000 0.100405651682 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7HS9 83735.76000000 PA USD 77168.79000000 0.011849643270 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7LA3 293101.18000000 PA USD 278114.40000000 0.042705819649 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7NZ6 59637.38000000 PA USD 54985.02000000 0.008443217422 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7RH2 68891.98000000 PA USD 63517.83000000 0.009753471925 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7RS8 127781.44000000 PA USD 124841.53000000 0.019170024511 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7TF4 30383.47000000 PA USD 28839.21000000 0.004428401050 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7XS1 69963.70000000 PA USD 65175.66000000 0.010008039790 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8D77 138992.81000000 PA USD 135866.29000000 0.020862930064 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8LY9 64361.05000000 PA USD 59967.63000000 0.009208321437 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8VZ5 24045.22000000 PA USD 22395.31000000 0.003438908844 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9DC4 76808.68000000 PA USD 75017.57000000 0.011519312969 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9F65 5933.31000000 PA USD 5794.33000000 0.000889747571 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9JK0 101308.16000000 PA USD 101479.91000000 0.015582734063 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9XX6 59621.27000000 PA USD 58166.14000000 0.008931693880 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QA2X7 38917.33000000 PA USD 36948.81000000 0.005673669598 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QACR9 4425.96000000 PA USD 4319.32000000 0.000663252607 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAXL9 356206.92000000 PA USD 356664.02000000 0.054767496087 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAXR6 23408.80000000 PA USD 22224.73000000 0.003412715455 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAXY1 54712.88000000 PA USD 54794.36000000 0.008413940651 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBHB7 13348.61000000 PA USD 12677.89000000 0.001946751710 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBR75 239856.07000000 PA USD 214223.51000000 0.032895062545 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBZF8 53815.66000000 PA USD 47813.92000000 0.007342060117 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCWN2 305578.78000000 PA USD 269385.71000000 0.041365486819 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDDQ4 295091.56000000 PA USD 260509.17000000 0.040002450902 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEKL5 591584.09000000 PA USD 505302.39000000 0.077591641195 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEXP2 769749.96000000 PA USD 624461.92000000 0.095889166953 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEY30 400358.03000000 PA USD 342435.40000000 0.052582622238 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFFJ3 825567.22000000 PA USD 699658.06000000 0.107435900215 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFFK0 628742.60000000 PA USD 532848.21000000 0.081821435916 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFUZ0 2109124.84000000 PA USD 1696369.43000000 0.260485781884 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGJ40 153674.58000000 PA USD 140425.43000000 0.021563008200 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGLT2 892035.65000000 PA USD 729519.64000000 0.112021291155 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGLY1 1574795.82000000 PA USD 1283009.54000000 0.197012359030 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGV61 276725.53000000 PA USD 252856.57000000 0.038827356928 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGXK8 290469.58000000 PA USD 245206.06000000 0.037652583884 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGXT9 276355.81000000 PA USD 252002.52000000 0.038696213394 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGXX0 265125.44000000 PA USD 242254.51000000 0.037199359017 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGYV3 629385.14000000 PA USD 507921.95000000 0.077993887382 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGZ83 385783.32000000 PA USD 327059.92000000 0.050221642454 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHEP6 158311.29000000 PA USD 144656.53000000 0.022212714197 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHET8 106173.65000000 PA USD 96817.51000000 0.014866799852 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHP33 70702.14000000 PA USD 66619.38000000 0.010229730022 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLPQ3 1424125.40000000 PA USD 1206891.78000000 0.185324106531 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMCH5 651665.17000000 PA USD 552571.91000000 0.084850106042 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNQM7 718609.64000000 PA USD 607882.79000000 0.093343360854 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QREH2 1131570.20000000 PA USD 1120883.62000000 0.172117134978 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRKD4 415099.36000000 PA USD 423244.66000000 0.064991277394 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRW33 224251.60000000 PA USD 222266.69000000 0.034130131979 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRXL2 368332.96000000 PA USD 372365.40000000 0.057178519401 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSL82 452640.08000000 PA USD 460802.52000000 0.070758469584 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTJ42 771541.88000000 PA USD 793456.52000000 0.121839110248 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QTQB8 194271.82000000 PA USD 205393.65000000 0.031539194569 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUH82 294880.88000000 PA USD 309379.95000000 0.047506797015 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUHU3 346322.70000000 PA USD 354487.05000000 0.054433211748 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1BL6 135996.01000000 PA USD 141423.62000000 0.021716285132 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W5MB7 357979.20000000 PA USD 353464.50000000 0.054276194219 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W6EA6 537355.74000000 PA USD 530176.59000000 0.081411195663 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3CP1 144618.30000000 PA USD 127612.89000000 0.019595580327 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4EZ5 13885.70000000 PA USD 13542.49000000 0.002079515248 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4QW9 493839.10000000 PA USD 444626.59000000 0.068274576807 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5CH4 33963.68000000 PA USD 32733.47000000 0.005026383626 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5MC4 339.34000000 PA USD 337.04000000 0.000051754132 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5VE0 49802.64000000 PA USD 48306.57000000 0.007417708922 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X75T2 54971.17000000 PA USD 52492.66000000 0.008060503414 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VQ9 419158.99000000 PA USD 358414.42000000 0.055036278525 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VU0 2343412.18000000 PA USD 1996710.16000000 0.306604562676 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8H26 66831.05000000 PA USD 63842.96000000 0.009803397219 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8KW6 595795.84000000 PA USD 503208.30000000 0.077270083484 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8RR0 543477.47000000 PA USD 444462.55000000 0.068249387667 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8SQ1 1035912.41000000 PA USD 845615.50000000 0.129848375474 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8WQ6 453293.23000000 PA USD 370715.55000000 0.056925176904 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9CL7 148907.81000000 PA USD 139833.45000000 0.021472106790 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9FM2 58099.40000000 PA USD 53010.81000000 0.008140067869 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9R64 110198.70000000 PA USD 100696.20000000 0.015462391579 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9VZ5 1876901.82000000 PA USD 1502920.22000000 0.230780714208 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBAD2 1452957.66000000 PA USD 1178700.99000000 0.180995273528 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBJE1 305925.31000000 PA USD 289195.30000000 0.044407345773 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCSU3 822838.91000000 PA USD 630483.17000000 0.096813759195 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDCS3 1447835.32000000 PA USD 1180548.01000000 0.181278892438 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDQC3 1040521.33000000 PA USD 844092.72000000 0.129614545194 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGK57 2541029.54000000 PA USD 2140432.01000000 0.328673752211 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHHM2 623018.86000000 PA USD 567670.54000000 0.087168574161 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJH48 61184.21000000 PA USD 57376.00000000 0.008810364038 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMXT8 315748.96000000 PA USD 324510.29000000 0.049830134359 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPSB6 260279.89000000 PA USD 270099.00000000 0.041475015970 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJY1 29850.20000000 PA USD 31315.94000000 0.004808714995 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LQ21 69673.56000000 PA USD 62424.01000000 0.009585510541 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411WXC6 4255.29000000 PA USD 4211.18000000 0.000646647184 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412AQB3 697.97000000 PA USD 727.07000000 0.000111645137 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412PKK6 368.40000000 PA USD 366.48000000 0.000056274787 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412Q2X6 16687.74000000 PA USD 16502.98000000 0.002534112895 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QSW0 89107.23000000 PA USD 89861.83000000 0.013798721336 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412RND5 34079.27000000 PA USD 31991.86000000 0.004912505801 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412RNG8 7518.94000000 PA USD 7031.40000000 0.001079705690 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413HHS0 2141.49000000 PA USD 2190.99000000 0.000336437177 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413UKP3 8062.04000000 PA USD 8392.39000000 0.001288692328 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413YMN8 4131.71000000 PA USD 4312.57000000 0.000662216111 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414BWQ9 11743.02000000 PA USD 12049.19000000 0.001850211765 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415RPD0 5601.44000000 PA USD 5772.01000000 0.000886320226 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415VKS3 226.68000000 PA USD 234.78000000 0.000036051611 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BL71 8548.82000000 PA USD 8968.11000000 0.001377096936 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BLD8 31911.95000000 PA USD 32317.43000000 0.004962498659 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BMN5 15240.64000000 PA USD 15380.20000000 0.002361704562 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CA63 27157.48000000 PA USD 28102.62000000 0.004315294071 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CKK1 37541.09000000 PA USD 38847.61000000 0.005965239579 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416J7C9 15736.50000000 PA USD 15501.85000000 0.002380384512 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416VS21 15281.23000000 PA USD 16030.75000000 0.002461599681 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416W4V1 4068.85000000 PA USD 3814.14000000 0.000585679759 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416W5B4 13195.18000000 PA USD 12781.37000000 0.001962641567 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WUD2 4687.03000000 PA USD 4689.43000000 0.000720084799 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XJM3 28494.00000000 PA USD 26748.71000000 0.004107394601 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XJR2 138493.09000000 PA USD 129765.51000000 0.019926125604 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XKD1 152869.49000000 PA USD 147806.47000000 0.022696402814 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YLQ9 42409.85000000 PA USD 42769.33000000 0.006567438771 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DUL5 1739.67000000 PA USD 1721.23000000 0.000264303243 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DUM3 3853.76000000 PA USD 3815.48000000 0.000585885523 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DWY5 5641.69000000 PA USD 5493.29000000 0.000843521414 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FBL1 47290.27000000 PA USD 47791.84000000 0.007338669625 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GKN5 14536.11000000 PA USD 13944.29000000 0.002141213593 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GML7 56072.93000000 PA USD 52270.72000000 0.008026423447 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GNU6 39476.09000000 PA USD 37851.90000000 0.005812343463 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GNV4 18586.38000000 PA USD 17806.03000000 0.002734202565 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GZB5 38889.58000000 PA USD 34009.14000000 0.005222268963 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417Y7H4 15824.52000000 PA USD 15424.89000000 0.002368566929 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YWB9 28436.11000000 PA USD 28032.76000000 0.004304566728 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AJL3 47326.42000000 PA USD 45984.31000000 0.007061114597 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AVV7 117865.76000000 PA USD 112881.57000000 0.017333514446 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CAF1 54872.79000000 PA USD 49202.85000000 0.007555337078 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CDL5 26554.09000000 PA USD 23767.71000000 0.003649647543 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CEF7 243829.71000000 PA USD 218520.45000000 0.033554878595 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR97 15357.57000000 PA USD 14610.27000000 0.002243478063 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CWU4 11844.05000000 PA USD 11566.01000000 0.001776017125 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXA7 35795.56000000 PA USD 35326.65000000 0.005424579035 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXX7 16129.40000000 PA USD 15912.34000000 0.002443417249 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYZ1 9182.82000000 PA USD 9057.11000000 0.001390763319 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZ64 23495.61000000 PA USD 22317.56000000 0.003426969953 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3H3 418723.24000000 PA USD 352908.25000000 0.054190779324 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D5B4 183730.67000000 PA USD 163746.96000000 0.025144142633 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6C1 1477095.33000000 PA USD 1242486.24000000 0.190789809096 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DA85 21647.88000000 PA USD 21745.65000000 0.003339150389 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DCB6 5373.10000000 PA USD 5228.64000000 0.000802883118 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHD7 67573.59000000 PA USD 63505.98000000 0.009751652300 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DQA3 77480.57000000 PA USD 68245.67000000 0.010479454767 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DRT1 15532.81000000 PA USD 13686.00000000 0.002101551907 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV66 2319547.10000000 PA USD 1779079.68000000 0.273186343306 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBR0 628666.22000000 PA USD 504088.88000000 0.077405300828 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECC2 1278948.60000000 PA USD 1139766.07000000 0.175016627073 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECT5 357009.61000000 PA USD 318157.00000000 0.048854555759 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECU2 630050.37000000 PA USD 574074.35000000 0.088151910353 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EEA4 129441.55000000 PA USD 121171.01000000 0.018606398301 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 859750.63000000 PA USD 829861.64000000 0.127429293600 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FS99 427016.77000000 PA USD 409279.84000000 0.062846911319 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MYN6 21427.90000000 PA USD 22173.64000000 0.003404870336 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418Q4S9 925.73000000 PA USD 951.04000000 0.000146036820 Long ABS-MBS USGSE US N 2 2040-04-01 Floating 5.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418RGE5 97849.88000000 PA USD 98678.69000000 0.015152593099 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UCL6 6174.71000000 PA USD 6227.02000000 0.000956189226 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418V5T5 3519.52000000 PA USD 3549.34000000 0.000545018430 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418VWV0 1338.43000000 PA USD 1349.77000000 0.000207263752 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418VWW8 4851.86000000 PA USD 4892.97000000 0.000751339356 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AVB0 77754.79000000 PA USD 78511.40000000 0.012055807570 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419DL74 24201.58000000 PA USD 23933.58000000 0.003675117689 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419HEL2 21352.41000000 PA USD 21533.33000000 0.003306547620 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MGP0 73219.76000000 PA USD 75243.83000000 0.011554056293 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MTB7 606370.55000000 PA USD 623163.82000000 0.095689837380 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NMY2 286134.35000000 PA USD 287281.64000000 0.044113493967 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NXE4 2181849.62000000 PA USD 2201370.91000000 0.338031216884 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427PJK1 472830.09000000 PA USD 489557.88000000 0.075173995059 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427QCF7 225842.94000000 PA USD 236871.44000000 0.036372762420 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427QJ78 2843335.82000000 PA USD 2887427.94000000 0.443378612750 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427QL67 222995.10000000 PA USD 230196.52000000 0.035347795968 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427RG53 141154.52000000 PA USD 146672.22000000 0.022522233206 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427RYA2 715910.06000000 PA USD 707264.87000000 0.108603962912 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427SWJ3 298244.87000000 PA USD 293808.05000000 0.045115655985 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GQSS2 70728.69000000 PA USD 73730.23000000 0.011321635647 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GRF96 45585.06000000 PA USD 47450.66000000 0.007286279776 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GRLU2 381701.34000000 PA USD 399854.23000000 0.061399563031 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GRS35 165790.50000000 PA USD 174457.36000000 0.026788776678 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GSN79 837370.05000000 PA USD 857639.30000000 0.131694688482 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GTED4 867495.09000000 PA USD 909543.96000000 0.139664901635 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GTGS9 952887.27000000 PA USD 966796.86000000 0.148456363069 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GVCX7 577156.27000000 PA USD 590497.62000000 0.090673783390 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GWJM2 640568.64000000 PA USD 618058.26000000 0.094905853795 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GWUZ0 1759625.53000000 PA USD 1739717.41000000 0.267142075179 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GXJW8 1640434.82000000 PA USD 1646714.47000000 0.252861021114 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JCCB4 96689.08000000 PA USD 93949.25000000 0.014426364570 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N EF HOLD/EF KY/ELL KY/TRS N/A 31574BAA4 32000.00000000 PA USD 31846.55000000 0.004890192743 Long DBT XX N 2 2030-09-30 Fixed 7.38000000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAJ4 200000.00000000 PA USD 188398.83000000 0.028929557247 Long DBT CORP US N 2 2030-06-15 Fixed 3.40000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DK3 140000.00000000 PA USD 144674.77000000 0.022215515038 Long DBT CORP US N 2 2029-07-27 Fixed 6.34000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AX3 43000.00000000 PA USD 44048.77000000 0.006763903010 Long DBT CORP CA N 2 2034-02-15 Fixed 7.25000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AY1 40000.00000000 PA USD 39217.60000000 0.006022053344 Long DBT CORP CA N 2 2036-02-15 Fixed 6.38000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAH2 25000.00000000 PA USD 24556.64000000 0.003770791584 Long DBT CORP US N 2 2035-01-15 Fixed 5.00000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAD7 205000.00000000 PA USD 210655.13000000 0.032347120429 Long DBT CORP US N 2 2032-03-01 Fixed 6.88000000 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAF2 112000.00000000 PA USD 111477.95000000 0.017117981764 Long DBT CORP US N 2 2034-05-01 Fixed 6.13000000 N N N N N N FIVE POINT OPERATING CO N/A 33834YAC2 110000.00000000 PA USD 112607.22000000 0.017291386668 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N FLASH COMPUTE LLC N/A 33853QAA9 40000.00000000 PA USD 41128.90000000 0.006315542761 Long DBT CORP US N 2 2030-12-31 Fixed 7.25000000 N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081FL6 300000.00000000 PA USD 246283.54000000 0.037818036182 Long DBT CORP US N 2 2044-10-01 Fixed 4.05000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081FX0 40000.00000000 PA USD 26909.03000000 0.004132012517 Long DBT CORP US N 2 2049-10-01 Fixed 3.15000000 N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GE1 90000.00000000 PA USD 56433.65000000 0.008665661609 Long DBT CORP US N 2 2051-12-04 Fixed 2.88000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GQ4 55000.00000000 PA USD 54799.97000000 0.008414802094 Long DBT CORP US N 2 2033-05-15 Fixed 4.80000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081HB6 55000.00000000 PA USD 52910.03000000 0.008124592609 Long DBT CORP US N 2 2066-02-15 Fixed 5.60000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AF1 119000.00000000 PA USD 109032.96000000 0.016742541650 Long DBT MUN US N 2 2030-07-01 Fixed 2.15000000 N N N N N N FORD FOUNDATION/THE 54930013YZ3DULPNNT44 34531XAB0 5000.00000000 PA USD 2972.73000000 0.000456477159 Long DBT CORP US N 2 2050-06-01 Fixed 2.42000000 N N N N N FORD FOUNDATION/THE 54930013YZ3DULPNNT44 34531XAC8 30000.00000000 PA USD 16964.40000000 0.002604966182 Long DBT CORP US N 2 2070-06-01 Fixed 2.82000000 N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397J38 495000.00000000 PA USD 490948.42000000 0.075387519243 Long DBT CORP US N 2 2033-04-06 Fixed 5.75000000 N N N N N FTAI AVIATION INVESTORS 529900E7PUVK6BC8PE80 34960PAE1 93000.00000000 PA USD 97171.52000000 0.014921159811 Long DBT CORP US N 2 2030-12-01 Fixed 7.88000000 N N N N N N FTAI AVIATION INVESTORS 529900E7PUVK6BC8PE80 34960PAF8 90000.00000000 PA USD 93217.32000000 0.014313973156 Long DBT CORP US N 2 2031-05-01 Fixed 7.00000000 N N N N N N FTAI AVIATION INVESTORS 529900E7PUVK6BC8PE80 34960PAG6 94000.00000000 PA USD 97078.97000000 0.014906948308 Long DBT CORP US N 2 2032-06-15 Fixed 7.00000000 N N N N N FORTREA HOLDINGS INC 5493000FIVFABOVCDU97 34965KAA5 50000.00000000 PA USD 50687.40000000 0.007783296955 Long DBT CORP US N 2 2030-07-01 Fixed 7.50000000 N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAJ4 331000.00000000 PA USD 320742.31000000 0.049251542692 Long DBT CORP US N 2 2039-01-25 Fixed 5.48000000 N N N N N N FRED HUTCH CNCR CTR 549300ESFMVM81MJ8C69 35561RAA5 130000.00000000 PA USD 114666.75000000 0.017607637523 Long DBT CORP US N 2 2052-01-01 Fixed 4.97000000 N N N N N N Freddie Mac - STACR 5493000ISMYB8CLVZD05 35564KCN7 3750000.00000000 PA USD 4090135.13000000 0.628060155121 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 6.63000000 N N N N N N Freddie Mac - STACR 5493000ISMYB8CLVZD05 35564KCP2 1000000.00000000 PA USD 1179753.60000000 0.181156906916 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 8.63000000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35564KDX4 3100000.00000000 PA USD 3440937.07000000 0.528372633485 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 7.03000000 N N N N N N Freddie Mac - STACR 5493000IRJ8RDHSNEL96 35564KE47 2500000.00000000 PA USD 2569198.25000000 0.394512895087 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 7.18000000 N N N N N N Freddie Mac - STACR 5493000ISUYHCRLRBE46 35564KFG9 2500000.00000000 PA USD 2805354.25000000 0.430775798213 Long ABS-MBS USGSE US N 2 2033-10-25 Floating 7.13000000 N N N N N N Freddie Mac - STACR 5493000ISUYHCRLRBE46 35564KFH7 1000000.00000000 PA USD 1249307.70000000 0.191837277478 Long ABS-MBS USGSE US N 2 2033-10-25 Floating 9.88000000 N N N N N N Freddie Mac - STACR 5493000ISM9M3KNO6J64 35564KGR4 1000000.00000000 PA USD 1118992.70000000 0.171826775009 Long ABS-MBS USGSE US N 2 2033-12-25 Floating 6.78000000 N N N N N N Freddie Mac - STACR 5493000IS30HKV5IAS29 35564KH77 1000000.00000000 PA USD 1055151.30000000 0.162023617335 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 9.38000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KJA8 3000000.00000000 PA USD 3180997.50000000 0.488457647435 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 6.68000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KJB6 2000000.00000000 PA USD 2439203.60000000 0.374551583920 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 9.13000000 N N N N N N Freddie Mac - STACR 5493000IRUQLXTG4SV18 35564KL72 1500000.00000000 PA USD 1605280.05000000 0.246498564270 Long ABS-MBS USGSE US N 2 2052-03-25 Floating 10.63000000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KLU1 3520000.00000000 PA USD 3543046.50000000 0.544052033409 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 7.03000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KND7 2243393.00000000 PA USD 2264806.19000000 0.347772012855 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 7.28000000 N N N N N N Freddie Mac - STACR 5493000ISE4NWBTOSK36 35564KNS4 1000000.00000000 PA USD 1005139.50000000 0.154344062047 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 5.98000000 N N N N N N Freddie Mac - STACR 5493000IRILHAKSCHN59 35564KP94 500000.00000000 PA USD 534997.75000000 0.082151508244 Long ABS-MBS USGSE US N 2 2043-03-25 Floating 9.13000000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQY8 3250000.00000000 PA USD 3290276.60000000 0.505237985080 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 7.03000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRN1 1000000.00000000 PA USD 1017500.00000000 0.156242076979 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 7.38000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KSJ9 1500000.00000000 PA USD 1533826.50000000 0.235526523917 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 8.38000000 N N N N N N Freddie Mac - STACR 5493000IRODEKU3J3Q16 35564KTJ8 4150000.00000000 PA USD 4269294.24000000 0.655570908395 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 8.88000000 N N N N N N Freddie Mac - STACR 5493000IRODEKU3J3Q16 35564KUE7 1620000.00000000 PA USD 1685383.85000000 0.258798892610 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 10.63000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KVE6 1750000.00000000 PA USD 1796480.00000000 0.275858247126 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.98000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KWA3 1480000.00000000 PA USD 1530860.94000000 0.235071147746 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 9.28000000 N N N N N N Freddie Mac - STACR 5493000IS4CDPWRMWB65 35564KXA2 3000000.00000000 PA USD 3110640.00000000 0.477653910893 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 8.88000000 N N N N N N Freddie Mac - STACR 5299002728NGTS7IC376 35564UFB8 1500000.00000000 PA USD 1499813.10000000 0.230303600810 Long ABS-MBS USGSE US N 2 2046-05-25 Floating 5.13000000 N N N N N N Freddie Mac - STACR 5493000IT2BRJ2Q9YQ96 35565TBD0 2000000.00000000 PA USD 2187226.80000000 0.335859319957 Long ABS-MBS USGSE US N 2 2050-11-25 Floating 7.63000000 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAL1 35000.00000000 PA USD 37769.03000000 0.005799618371 Long DBT CORP US N 2 2030-10-01 Fixed 12.25000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAA6 84000.00000000 PA USD 86803.92000000 0.013329164374 Long DBT CORP US N 2 2029-02-01 Fixed 9.25000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAC2 40000.00000000 PA USD 40687.68000000 0.006247791283 Long DBT CORP US N 2 2032-04-01 Fixed 8.38000000 N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QNA2 250000.00000000 PA USD 238715.02000000 0.036655853101 Long DBT CORP IE N 2 2035-11-15 Fixed 4.42000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HTH7 4154.68000000 PA USD 3831.35000000 0.000588322438 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177QXM0 10318.97000000 PA USD 9503.01000000 0.001459233434 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177YC95 3076.89000000 PA USD 2843.17000000 0.000436582590 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DSS1 38692.42000000 PA USD 35002.91000000 0.005374867183 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DVB4 8872.70000000 PA USD 8145.12000000 0.001250722816 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DZF1 73199.71000000 PA USD 66109.28000000 0.010151401685 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178EDX4 33720.62000000 PA USD 31053.37000000 0.004768396094 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178WS67 18102.94000000 PA USD 16365.79000000 0.002513046703 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178WS83 12389.72000000 PA USD 11191.60000000 0.001718524647 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179CJA1 210317.97000000 PA USD 190267.96000000 0.029216571256 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179DJ76 6589.48000000 PA USD 5956.58000000 0.000914661848 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179DJ84 21104.18000000 PA USD 19065.96000000 0.002927670948 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179DK41 3398.94000000 PA USD 3070.99000000 0.000471565460 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MNH9 10618.49000000 PA USD 9967.65000000 0.001530581168 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MQP8 225565.06000000 PA USD 211739.11000000 0.032513570834 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MVS6 9232.09000000 PA USD 8664.30000000 0.001330445432 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MX39 39862.29000000 PA USD 36370.56000000 0.005584876496 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179QWE7 33140.92000000 PA USD 30697.59000000 0.004713764343 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4D8 307068.02000000 PA USD 276797.52000000 0.042503606316 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4E6 404748.69000000 PA USD 371485.53000000 0.057043411080 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R4F3 68377.06000000 PA USD 65543.51000000 0.010064524948 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7H6 57805.68000000 PA USD 51940.95000000 0.007975785659 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7J2 422630.27000000 PA USD 389978.09000000 0.059883033668 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBX6 164652.14000000 PA USD 152180.43000000 0.023368045659 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RD63 130341.63000000 PA USD 117745.32000000 0.018080366930 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RF95 127113.94000000 PA USD 117354.72000000 0.018020388399 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RJD2 76415.95000000 PA USD 69030.77000000 0.010600010693 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RNX3 136250.51000000 PA USD 130658.17000000 0.020063197891 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RQ36 3649.46000000 PA USD 3498.17000000 0.000537161028 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RQZ5 14645.99000000 PA USD 13218.02000000 0.002029691300 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RTB5 23377.15000000 PA USD 22963.50000000 0.003526157183 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RVB2 48695.15000000 PA USD 44873.45000000 0.006890536638 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RXE4 18444.58000000 PA USD 17665.07000000 0.002712557471 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S2P1 60132.27000000 PA USD 55425.05000000 0.008510786170 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S2R7 12337.48000000 PA USD 12118.40000000 0.001860839297 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SB71 220017.88000000 PA USD 198078.95000000 0.030415986785 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SEG8 47818.69000000 PA USD 42963.27000000 0.006597219202 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGK7 67203.43000000 PA USD 60379.61000000 0.009271582971 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGM3 20608.28000000 PA USD 19703.43000000 0.003025557569 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLR6 234131.59000000 PA USD 210680.42000000 0.032351003832 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLU9 4405.49000000 PA USD 4341.98000000 0.000666732160 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQV2 102518.15000000 PA USD 92265.83000000 0.014167867236 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SQW0 21135.30000000 PA USD 19491.33000000 0.002992988582 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSN8 210288.42000000 PA USD 182850.14000000 0.028077528893 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSP3 58849.36000000 PA USD 52902.40000000 0.008123420985 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWW3 17534.63000000 PA USD 15754.00000000 0.002419103371 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWZ6 11162.04000000 PA USD 10965.00000000 0.001683729114 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SYR2 4885.30000000 PA USD 4389.98000000 0.000674102794 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T4Q5 105805.27000000 PA USD 103450.27000000 0.015885292431 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T7L3 138803.48000000 PA USD 135610.60000000 0.020823667621 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAJ4 68725.32000000 PA USD 61167.53000000 0.009392571922 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAK1 49967.67000000 PA USD 46014.86000000 0.007065805698 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAL9 186842.90000000 PA USD 177381.67000000 0.027237818711 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TAM7 28023.81000000 PA USD 27514.68000000 0.004225013022 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCW3 27516.90000000 PA USD 24704.95000000 0.003793565306 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TCY9 362347.95000000 PA USD 344231.18000000 0.052858372996 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TE27 30012.47000000 PA USD 28498.82000000 0.004376132509 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TEZ4 147812.65000000 PA USD 135891.88000000 0.020866859533 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TG41 17043.05000000 PA USD 15684.28000000 0.002408397526 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TJZ9 11188.73000000 PA USD 10969.70000000 0.001684450822 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLR4 26544.05000000 PA USD 23806.43000000 0.003655593187 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLS2 151002.72000000 PA USD 138452.18000000 0.021260006059 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLT0 146048.49000000 PA USD 138577.51000000 0.021279251090 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TNR2 82722.08000000 PA USD 76024.71000000 0.011673964218 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQP3 20699.97000000 PA USD 19017.62000000 0.002920248106 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQQ1 992774.20000000 PA USD 941782.34000000 0.144615261782 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSF3 48320.54000000 PA USD 43109.35000000 0.006619650497 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSG1 93438.60000000 PA USD 85844.57000000 0.013181851512 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUB9 228335.97000000 PA USD 216607.97000000 0.033261207983 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUD5 36461.45000000 PA USD 36918.84000000 0.005669067558 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV69 141913.12000000 PA USD 134580.07000000 0.020665424724 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV77 165459.25000000 PA USD 162141.43000000 0.024897605688 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV85 20978.60000000 PA USD 21102.23000000 0.003240350117 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TV93 7135.33000000 PA USD 7341.95000000 0.001127392154 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TXV2 164601.83000000 PA USD 156109.62000000 0.023971391906 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TZ65 207413.48000000 PA USD 203047.74000000 0.031178968671 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UCA8 43942.02000000 PA USD 40332.27000000 0.006193216347 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UH54 54198.16000000 PA USD 53025.98000000 0.008142397296 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UPB2 413537.49000000 PA USD 403788.37000000 0.062003669374 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UQ70 35608.96000000 PA USD 35829.27000000 0.005501758782 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179USW3 34488.75000000 PA USD 34638.73000000 0.005318945571 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UXV9 59441.05000000 PA USD 57818.33000000 0.008878285962 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UZS4 81824.12000000 PA USD 72990.69000000 0.011208075681 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDN7 479442.81000000 PA USD 426153.07000000 0.065437877904 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VFP0 226897.40000000 PA USD 201744.64000000 0.030978871324 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VVY3 405414.07000000 PA USD 346693.76000000 0.053236514140 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VZS2 277066.15000000 PA USD 246886.64000000 0.037910645122 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2U1 363689.09000000 PA USD 310953.98000000 0.047748496982 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7K8 1154515.46000000 PA USD 1025870.43000000 0.157527397242 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJR0 683693.99000000 PA USD 584708.77000000 0.089784877299 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 824503.95000000 PA USD 705130.17000000 0.108276169338 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WR26 668904.48000000 PA USD 572054.39000000 0.087841735664 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTX6 5140072.04000000 PA USD 4217185.32000000 0.647569330125 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXL7 215002.10000000 PA USD 195100.32000000 0.029958603652 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFE1 204747.93000000 PA USD 182207.42000000 0.027978836109 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YFL3 475031.11000000 PA USD 479875.77000000 0.073687259947 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YHU1 275430.97000000 PA USD 286715.33000000 0.044026534310 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617BKPT2 55682.55000000 PA USD 52057.38000000 0.007993664052 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617HP7D0 73450.19000000 PA USD 67926.41000000 0.010430430840 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617J3E56 16786.38000000 PA USD 16018.72000000 0.002459752416 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NWHH8 805668.14000000 PA USD 676414.45000000 0.103866730778 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617NWHS4 840188.86000000 PA USD 705398.08000000 0.108317308222 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617QG3N2 485255.10000000 PA USD 414615.05000000 0.063666158780 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AAG8 469498.88000000 PA USD 480915.87000000 0.073846972364 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DL96 4984.05000000 PA USD 4589.84000000 0.000704792269 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DLG0 50716.30000000 PA USD 45850.39000000 0.007040550529 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DLH8 49730.01000000 PA USD 44927.90000000 0.006898897700 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DMG9 17837.89000000 PA USD 16115.60000000 0.002474628811 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DQF7 14475.07000000 PA USD 13321.94000000 0.002045648722 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DR33 32407.79000000 PA USD 29297.87000000 0.004498830525 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180DVC8 64017.90000000 PA USD 59075.57000000 0.009071341283 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180MXS1 107760.71000000 PA USD 98973.30000000 0.015197831899 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180NAD7 25699.47000000 PA USD 23612.61000000 0.003625831183 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180UHF9 9718.36000000 PA USD 8944.08000000 0.001373407013 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181FM81 9262.25000000 PA USD 8565.53000000 0.001315278818 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181FM99 20443.12000000 PA USD 18814.42000000 0.002889045757 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36181GDE6 101119.86000000 PA USD 91477.88000000 0.014046873679 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183FLQ0 17486.77000000 PA USD 15717.59000000 0.002413512439 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AT6 500000.00000000 PA USD 496066.85000000 0.076173479080 Long DBT US N 2 2034-09-15 Fixed 5.63000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AW9 200000.00000000 PA USD 197079.34000000 0.030262491804 Long DBT US N 2 2037-11-01 Fixed 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5RF8 1699767.25000000 PA USD 1709585.39000000 0.262515156861 Long ABS-MBS USGA US N 2 2055-07-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5TP4 1709761.05000000 PA USD 1746687.82000000 0.268212415558 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36197EFP6 122574.54000000 PA USD 111273.90000000 0.017086648893 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202D2D2 23106.04000000 PA USD 23087.83000000 0.003545248660 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202D2W0 8433.78000000 PA USD 8653.97000000 0.001328859210 Long ABS-MBS USGA US N 2 2033-12-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DJA0 832.04000000 PA USD 854.55000000 0.000131220311 Long ABS-MBS USGA US N 2 2030-08-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EH44 23945.31000000 PA USD 24511.12000000 0.003763801766 Long ABS-MBS USGA US N 2 2036-05-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EQN2 22824.58000000 PA USD 24397.04000000 0.003746284227 Long ABS-MBS USGA US N 2 2037-12-20 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EW54 10682.58000000 PA USD 11231.02000000 0.001724577780 Long ABS-MBS USGA US N 2 2038-10-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EWE5 55129.61000000 PA USD 57788.97000000 0.008873777591 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FB47 27496.90000000 PA USD 27943.63000000 0.004290880382 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FCQ7 112715.56000000 PA USD 115973.15000000 0.017808241601 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FGY6 38272.49000000 PA USD 38847.45000000 0.005965215010 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FHY5 56020.73000000 PA USD 56724.57000000 0.008710333791 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FKM7 136592.38000000 PA USD 131281.25000000 0.020158874858 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FLP9 48590.66000000 PA USD 48170.23000000 0.007396773251 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FPG5 25205.29000000 PA USD 24966.49000000 0.003833726046 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FTM8 106981.67000000 PA USD 108189.16000000 0.016612972054 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FZZ2 5885.36000000 PA USD 5821.13000000 0.000893862841 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A5J75 2934.47000000 PA USD 2781.37000000 0.000427092899 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A82U6 20836.56000000 PA USD 20625.59000000 0.003167159725 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9TL5 29558.58000000 PA USD 29797.17000000 0.004575500470 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ALVD3 14951.33000000 PA USD 14244.64000000 0.002187333797 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ARSQ5 168621.54000000 PA USD 159454.49000000 0.024485012974 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ARST9 51212.84000000 PA USD 48428.99000000 0.007436507109 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620ASAG4 55710.74000000 PA USD 52803.60000000 0.008108249765 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AWS92 22285.28000000 PA USD 21245.83000000 0.003262400595 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AWSY7 17852.99000000 PA USD 17020.34000000 0.002613556041 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C0XW3 80628.11000000 PA USD 81620.38000000 0.012533206579 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620C0Y44 79095.22000000 PA USD 80068.85000000 0.012294961597 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210BBZ7 2832.08000000 PA USD 2866.70000000 0.000440195736 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213ESA5 1419.52000000 PA USD 1436.48000000 0.000220578495 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225A3W8 1297.00000000 PA USD 1313.69000000 0.000201723492 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A23R1 122599.79000000 PA USD 112039.80000000 0.017204256566 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A24E9 203434.23000000 PA USD 187927.30000000 0.028857151521 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A25U2 36735.74000000 PA USD 32824.38000000 0.005040343299 Long ABS-MBS USGA US N 2 2046-12-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A26Q0 158711.12000000 PA USD 145455.67000000 0.022335426033 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A26R8 211501.57000000 PA USD 193537.69000000 0.029718654210 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A26S6 237495.25000000 PA USD 216638.28000000 0.033265862231 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A27M8 34170.74000000 PA USD 30545.46000000 0.004690404041 Long ABS-MBS USGA US N 2 2047-02-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2FW7 171660.64000000 PA USD 158185.94000000 0.024290220947 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2N81 79375.02000000 PA USD 72749.63000000 0.011171059745 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2R87 149512.19000000 PA USD 134815.90000000 0.020701637568 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2RT1 285611.06000000 PA USD 257618.09000000 0.039558511497 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2SC7 12943.60000000 PA USD 11671.31000000 0.001792186452 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2SG8 73692.79000000 PA USD 66566.68000000 0.010221637681 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2ZU9 40793.37000000 PA USD 38294.96000000 0.005880377482 Long ABS-MBS USGA US N 2 2046-12-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AABZ6 67393.11000000 PA USD 64262.74000000 0.009867856481 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AADS0 107672.17000000 PA USD 96738.24000000 0.014854627558 Long ABS-MBS USGA US N 2 2047-02-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AADT8 57174.09000000 PA USD 52264.39000000 0.008025451445 Long ABS-MBS USGA US N 2 2044-01-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AADU5 12673.73000000 PA USD 11941.58000000 0.001833687726 Long ABS-MBS USGA US N 2 2048-05-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAEU4 41044.51000000 PA USD 38643.86000000 0.005933952775 Long ABS-MBS USGA US N 2 2048-05-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AAQ23 95911.97000000 PA USD 90302.17000000 0.013866337687 Long ABS-MBS USGA US N 2 2049-09-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACNP1 138283.30000000 PA USD 140877.60000000 0.021632441104 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230NHB4 12680.08000000 PA USD 12080.89000000 0.001855079454 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230QTD0 7197.95000000 PA USD 6650.85000000 0.001021270385 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230QTP3 24254.19000000 PA USD 23149.61000000 0.003554735280 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230QTQ1 27194.56000000 PA USD 25956.29000000 0.003985714653 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230SMC5 8887.77000000 PA USD 8483.19000000 0.001302635110 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230SME1 3085.79000000 PA USD 2953.00000000 0.000453447521 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230UCL1 20928.64000000 PA USD 19952.36000000 0.003063781982 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230UGQ6 46552.57000000 PA USD 44381.31000000 0.006814966145 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KWS3 15678.37000000 PA USD 16280.82000000 0.002499999146 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KZC5 32580.10000000 PA USD 33832.02000000 0.005195071325 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241LLT1 40393.88000000 PA USD 41437.67000000 0.006362955897 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust N/A 36250GAU9 195497.25000000 PA USD 190234.46000000 0.029211427167 Long ABS-MBS CORP US N 2 2050-05-10 Variable 4.09000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36294UU67 3708.85000000 PA USD 3415.59000000 0.000524480467 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295NPG6 29030.13000000 PA USD 26227.87000000 0.004027417084 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295QGR5 123.36000000 PA USD 124.86000000 0.000019172860 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296GJF9 6001.84000000 PA USD 5721.99000000 0.000878639412 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296Q2T5 73240.54000000 PA USD 71927.01000000 0.011044742440 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296QME6 32336.91000000 PA USD 31756.97000000 0.004876437298 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297FSM5 34966.59000000 PA USD 34623.33000000 0.005316580826 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297GD64 91500.05000000 PA USD 93013.75000000 0.014282713992 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AP3 153000.00000000 PA USD 144159.90000000 0.022136454243 Long DBT CORP US N 2 2029-10-01 Fixed 3.63000000 N N N N N N GARRETT MOTION HLD/SARL N/A 366504AA6 278000.00000000 PA USD 291896.94000000 0.044822195743 Long DBT CORP US N 2 2032-05-31 Fixed 7.75000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BP2 550000.00000000 PA USD 493695.55000000 0.075809354424 Long DBT CORP US N 2 2031-06-01 Fixed 2.25000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604CA9 245000.00000000 PA USD 244668.02000000 0.037569965223 Long DBT CORP US N 2 2036-01-29 Fixed 4.90000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAP7 128000.00000000 PA USD 132174.08000000 0.020295973250 Long DBT CORP US N 2 2029-01-15 Fixed 8.25000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAQ5 2000.00000000 PA USD 2062.16000000 0.000316654704 Long DBT CORP US N 2 2032-05-15 Fixed 7.88000000 N N N N N N GENMAB A/S/GENMAB FIN N/A 37230JAA0 56000.00000000 PA USD 57068.09000000 0.008763082959 Long DBT CORP DK N 2 2032-12-15 Fixed 6.25000000 N N N N N N GENMAB A/S/GENMAB FIN N/A 37230JAB8 250000.00000000 PA USD 260649.53000000 0.040024003863 Long DBT CORP DK N 2 2033-12-15 Fixed 7.25000000 N N N N N GENTING NY LLC/GENNY CAP N/A 37255JAB8 149000.00000000 PA USD 153269.49000000 0.023535276122 Long DBT CORP US N 2 2029-10-01 Fixed 7.25000000 N N N N N N GEORGETOWN UNIVERSITY 549300GCL3B0KVXSX752 37310PAD3 27000.00000000 PA USD 17282.61000000 0.002653828876 Long DBT CORP US N 2 2050-04-01 Fixed 2.94000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334LA7 300000.00000000 PA USD 301889.11000000 0.046356542077 Long DBT CORP US N 2 2031-03-15 Fixed 4.85000000 N N N N N GETTY IMAGES INC 5493005NV20IG4VEKZ40 374276AM5 114009.00000000 PA USD 93943.42000000 0.014425469345 Long DBT CORP US N 2 2030-02-21 Fixed 11.25000000 N N N N N GETTY IMAGES INC 5493005NV20IG4VEKZ40 374276AR4 89000.00000000 PA USD 74199.16000000 0.011393642131 Long DBT CORP US N 2 2030-11-15 Fixed 10.50000000 N N N N N N GLOBAL PART/GLP FINANCE N/A 37954FAK0 84000.00000000 PA USD 87976.48000000 0.013509216668 Long DBT CORP US N 2 2032-01-15 Fixed 8.25000000 N N N N N N GOLAR LNG LTD 213800C2VSFZG3EZLO34 38046YAE1 134000.00000000 PA USD 135775.50000000 0.020848988818 Long DBT CORP BM N 2 2030-10-02 Fixed 7.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 720000.00000000 PA USD 707231.98000000 0.108598912492 Long DBT CORP US N 2 2035-10-23 Fixed 5.02000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GF41 545000.00000000 PA USD 546872.24000000 0.083974893975 Long DBT CORP US N 2 2037-06-03 Fixed 5.43000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXA7 370000.00000000 PA USD 334598.56000000 0.051379237315 Long DBT CORP US N 2 2039-04-23 Fixed 4.41000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 1073000.00000000 PA USD 943812.91000000 0.144927065688 Long DBT CORP US N 2 2032-01-27 Fixed 1.99000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 1377000.00000000 PA USD 1236668.40000000 0.189896451450 Long DBT CORP US N 2 2032-04-22 Fixed 2.62000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 1295000.00000000 PA USD 1144537.36000000 0.175749281873 Long DBT CORP US N 2 2032-07-21 Fixed 2.38000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAU4 620000.00000000 PA USD 603953.72000000 0.092740033033 Long DBT CORP US N 2 2041-02-02 Fixed 5.39000000 N N N N N N GRAHAM HOLDINGS CO 529900BOSCEEEMAFQJ29 384637AC8 56000.00000000 PA USD 55528.52000000 0.008526674492 Long DBT CORP US N 2 2033-12-01 Fixed 5.63000000 N N N N N WW GRAINGER INC 549300TWZSP6O1IH2V34 384802AF1 880000.00000000 PA USD 854737.33000000 0.131249076865 Long DBT CORP US N 2 2034-09-15 Fixed 4.45000000 N N N N N N Grand Parkway Transportation Corp N/A 38611TDL8 100000.00000000 PA USD 69318.93000000 0.010644259063 Long DBT MUN US N 2 2052-10-01 Fixed 3.24000000 N N N N N N GRANITE CONSTRUCTION INC 549300OM4BWMCIXVCZ39 387328AG2 259000.00000000 PA USD 263364.67000000 0.040440926824 Long DBT CORP US N 2 2034-06-15 Fixed 6.38000000 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389375AN6 20000.00000000 PA USD 19303.00000000 0.002964069594 Long DBT CORP US N 2 2032-07-15 Fixed 9.63000000 N N N N N N GRUBHUB HOLDINGS INC N/A 40010PAC2 6402.00000000 PA USD 5212.01000000 0.000800329501 Long DBT CORP US N 2 2030-07-31 Fixed 13.00000000 N N Y N N GULFPORT ENERGY OP CORP 549300FJX18IDUFPHD40 402635AT3 211000.00000000 PA USD 215201.43000000 0.033045226920 Long DBT CORP US N 2 2029-09-01 Fixed 6.75000000 N N N N N HLF FIN SARL LLC/HERBALI N/A 40390DAE5 86000.00000000 PA USD 87164.87000000 0.013384590003 Long DBT CORP US N 2 2033-05-01 Fixed 7.75000000 N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 485000.00000000 PA USD 462310.33000000 0.070990001148 Long DBT CORP US N 2 2039-06-15 Fixed 5.13000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CK3 720000.00000000 PA USD 670218.90000000 0.102915373923 Long DBT CORP US N 2 2032-03-15 Fixed 3.63000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CL1 745000.00000000 PA USD 606540.44000000 0.093137236479 Long DBT CORP US N 2 2052-03-15 Fixed 4.63000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CT4 535000.00000000 PA USD 546641.41000000 0.083939448905 Long DBT CORP US N 2 2031-04-01 Fixed 5.45000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CU1 425000.00000000 PA USD 433961.94000000 0.066636967897 Long DBT CORP US N 2 2034-04-01 Fixed 5.60000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CV9 180000.00000000 PA USD 177808.07000000 0.027303294506 Long DBT CORP US N 2 2054-04-01 Fixed 6.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AL9 170000.00000000 PA USD 166793.44000000 0.025611944463 Long DBT CORP US N 2 2054-09-15 Fixed 5.95000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 1740000.00000000 PA USD 1697632.24000000 0.260679692505 Long DBT CORP GB N 2 2030-05-22 Fixed 3.97000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EL9 570000.00000000 PA USD 583487.81000000 0.089597392949 Long DBT CORP GB N 2 2035-11-18 Fixed 5.87000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EN5 735000.00000000 PA USD 744354.33000000 0.114299230002 Long DBT CORP GB N 2 2030-11-19 Fixed 5.29000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ES4 570000.00000000 PA USD 573552.38000000 0.088071759319 Long DBT CORP GB N 2 2036-03-03 Fixed 5.45000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FG9 485000.00000000 PA USD 477347.47000000 0.073299027177 Long DBT CORP GB N 2 2036-11-06 Fixed 5.13000000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAC4 198000.00000000 PA USD 202950.00000000 0.031163960219 Long DBT CORP MU N 2 2029-06-04 Fixed 7.50000000 N N N N N N HACKENSACK MERIDIAN HLTH 5493001CB3OCWTEJY668 404530AD9 58000.00000000 PA USD 36655.27000000 0.005628595102 Long DBT CORP US N 2 2050-09-01 Fixed 2.88000000 N N N N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 41068XAH3 113000.00000000 PA USD 114713.19000000 0.017614768611 Long DBT CORP US N 2 2056-11-15 Fixed 7.13000000 N N N N N HARROW INC 529900AP4LIRLNV8A089 415858AC3 64000.00000000 PA USD 64960.25000000 0.009974962536 Long DBT CORP US N 2 2030-09-15 Fixed 8.63000000 N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AQ4 114000.00000000 PA USD 115522.58000000 0.017739054385 Long DBT CORP US N 2 2032-04-01 Fixed 6.13000000 N N N N N HOAG MEMORIAL HOSPITAL FZFVQHQN7LISVXIZDB30 43371HAA1 73000.00000000 PA USD 54883.45000000 0.008427620854 Long DBT CORP US N 2 2052-07-15 Fixed 3.80000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076AU6 200000.00000000 PA USD 200688.78000000 0.030816738883 Long DBT CORP US N 2 2040-09-15 Fixed 5.40000000 N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076BZ4 110000.00000000 PA USD 73413.11000000 0.011272940328 Long DBT CORP US N 2 2049-12-15 Fixed 3.13000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DG4 30000.00000000 PA USD 28526.53000000 0.004380387514 Long DBT CORP US N 2 2064-06-25 Fixed 5.40000000 N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CM6 750000.00000000 PA USD 732727.01000000 0.112513798428 Long DBT CORP US N 2 2034-01-15 Fixed 4.50000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAH0 41000.00000000 PA USD 40509.72000000 0.006220464659 Long DBT CORP US N 2 2034-03-01 Fixed 6.13000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAH4 46000.00000000 PA USD 47206.90000000 0.007248849242 Long DBT CORP US N 2 2030-06-15 Fixed 7.25000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AT9 1625000.00000000 PA USD 1651733.85000000 0.253631771342 Long DBT CORP US N 2 2031-12-15 Fixed 5.38000000 N N N N N IBM INTERNAT CAPITAL 2549007KTXQQBYZO7485 449276AF1 300000.00000000 PA USD 278840.77000000 0.042817357298 Long DBT CORP SG N 2 2044-02-05 Fixed 5.25000000 N N N N N N IHO VERWALTUNGS GMBH 529900JL0HDVGZMUJF32 44963BAG3 110000.00000000 PA USD 114321.57000000 0.017554633454 Long DBT CORP DE N 2 2032-11-15 Fixed 8.00000000 N N Y N N N ICAHN ENTERPRISES/FIN 549300T0G4GS0SINS786 451102CF2 166000.00000000 PA USD 162800.95000000 0.024998878193 Long DBT CORP US N 2 2029-01-15 Fixed 9.75000000 N N N N N ICAHN ENTERPRISES/FIN 549300T0G4GS0SINS786 451102CK1 176000.00000000 PA USD 173573.94000000 0.026653123238 Long DBT CORP US N 2 2029-11-15 Fixed 10.00000000 N N N N N N IDAHO POWER CO TN0LL73P2C8X3W6KM391 45138LBJ1 70000.00000000 PA USD 70503.27000000 0.010826120234 Long DBT CORP US N 2 2054-04-01 Fixed 5.80000000 N N N N N N IDEX CORP 549300U5Y5EL6PHYLF13 45167RAH7 2189000.00000000 PA USD 1971007.56000000 0.302657803357 Long DBT CORP US N 2 2031-06-15 Fixed 2.63000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBJ5 77000.00000000 PA USD 74713.10000000 0.011472560119 Long DBT CORP US N 2 2029-05-01 Fixed 9.13000000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBL0 136000.00000000 PA USD 117912.00000000 0.018105961455 Long DBT CORP US N 2 2030-05-01 Fixed 10.88000000 N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBM8 185000.00000000 PA USD 172568.00000000 0.026498656255 Long DBT CORP US N 2 2030-08-15 Fixed 7.75000000 N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 203333.34000000 PA USD 205415.41000000 0.031542535923 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N INDIANA MICHIGAN POWER JHR9V15J0ZRG02MIRD06 454889AV8 50000.00000000 PA USD 49119.65000000 0.007542561313 Long DBT CORP US N 2 2053-04-01 Fixed 5.63000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CB0 300000.00000000 PA USD 264180.00000000 0.040566124713 Long DBT NUSS ID N 2 2047-07-18 Fixed 4.75000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780CX2 200000.00000000 PA USD 122382.00000000 0.018792351709 Long DBT NUSS ID N 2 2071-03-12 Fixed 3.35000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BF9 855000.00000000 PA USD 857350.84000000 0.131650394045 Long DBT CORP NL N 2 2027-09-11 Fixed 6.08000000 N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BH5 545000.00000000 PA USD 576726.12000000 0.088559102542 Long DBT CORP NL N 2 2034-09-11 Fixed 6.11000000 N N N N N N TRANE TECH FIN LTD 549300A5OEF3CJI2CO89 456873AF5 95000.00000000 PA USD 81118.53000000 0.012456145069 Long DBT CORP IE N 2 2049-03-21 Fixed 4.50000000 N N N N N N INFINITY NATURAL RESOURC 54930021094IFVB5ND43 45690BAA3 40000.00000000 PA USD 39729.05000000 0.006100588981 Long DBT CORP US N 2 2031-04-01 Fixed 7.63000000 N N N N N INSIGHT ENTERPRS 529900S8991TYW6YP792 45765UAC7 56000.00000000 PA USD 56915.99000000 0.008739727263 Long DBT CORP US N 2 2032-05-15 Fixed 6.63000000 N N N N N INSTALLED BUILDING PRODU 549300I95Y9P9YM5FI86 45780RAB7 40000.00000000 PA USD 39703.86000000 0.006096720934 Long DBT CORP US N 2 2034-02-01 Fixed 5.63000000 N N N N N N INOVA HEALTH SYSTEMS FOU 5493001L7PBVS286Y307 45791GAA0 18000.00000000 PA USD 14185.69000000 0.002178281738 Long DBT CORP US N 2 2052-05-15 Fixed 4.07000000 N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CU2 610000.00000000 PA USD 609188.51000000 0.093543860515 Long DBT CORP US N 2 2056-05-15 Fixed 6.13000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAQ7 180000.00000000 PA USD 105529.50000000 0.016204568317 Long DBT CORP US N 2 2060-09-15 Fixed 3.00000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KC4 116000.00000000 PA USD 90647.82000000 0.013919413926 Long DBT CORP US N 2 2049-05-15 Fixed 4.25000000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AS3 20000.00000000 PA USD 18326.96000000 0.002814193901 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AX2 20000.00000000 PA USD 20543.20000000 0.003154508339 Long DBT CORP US N 2 2035-06-29 Fixed 5.60000000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAD8 71000.00000000 PA USD 63107.13000000 0.009690406941 Long DBT CORP US N 2 2030-07-15 Fixed 1.65000000 N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAG1 460000.00000000 PA USD 461939.72000000 0.070933092178 Long DBT CORP US N 2 2033-09-15 Fixed 5.20000000 N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAH9 87000.00000000 PA USD 78181.19000000 0.012005102217 Long DBT CORP US N 2 2053-09-15 Fixed 5.50000000 N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAL5 102000.00000000 PA USD 100819.65000000 0.015481347927 Long DBT US N 2 2032-07-15 Fixed 5.63000000 N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAQ4 198000.00000000 PA USD 200073.85000000 0.030722313388 Long DBT US N 2 2033-01-15 Fixed 6.25000000 N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAR2 110000.00000000 PA USD 110428.77000000 0.016956875069 Long DBT US N 2 2035-01-15 Fixed 6.25000000 N N N N N N ITHACA ENERGY NORTH 213800BMMUN3AKWBIO91 46567TAC8 116000.00000000 PA USD 120242.01000000 0.018463745830 Long DBT CORP GB N 2 2029-10-15 Fixed 8.13000000 N N N N N N IVANHOE MINES LTD 5299006XZISURYIA4G32 46579RAE4 107000.00000000 PA USD 108198.40000000 0.016614390901 Long DBT CORP CA N 2 2030-01-23 Fixed 7.88000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46629GAM0 210000.00000000 PA USD 10822.90000000 0.001661908967 Long ABS-MBS CORP US N 2 2045-05-12 Variable 5.67000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBU9 580000.00000000 PA USD 510876.21000000 0.078447528382 Long DBT CORP US N 2 2031-11-19 Fixed 1.76000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 1063000.00000000 PA USD 958025.56000000 0.147109487266 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 415000.00000000 PA USD 375719.72000000 0.057693591562 Long DBT CORP US N 2 2033-01-25 Fixed 2.96000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDG8 665000.00000000 PA USD 666931.37000000 0.102410557691 Long DBT CORP US N 2 2028-07-25 Fixed 4.85000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PER3 805000.00000000 PA USD 794313.73000000 0.121970739015 Long DBT CORP US N 2 2035-10-22 Fixed 4.95000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEU6 1720000.00000000 PA USD 1728344.70000000 0.265395740210 Long DBT CORP US N 2 2029-01-24 Fixed 4.92000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFC5 320000.00000000 PA USD 324861.67000000 0.049884090468 Long DBT CORP US N 2 2036-07-23 Fixed 5.58000000 N N N N N N JACKSON FINANCIAL INC 213800WXW2KG1N4CO374 46817MAV9 425000.00000000 PA USD 423935.16000000 0.065097307029 Long DBT CORP US N 2 2037-01-15 Fixed 6.15000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAE8 66000.00000000 PA USD 67872.20000000 0.010422106631 Long DBT CORP US N 2 2033-05-01 Fixed 6.75000000 N N N N N N JETBLUE AIRWAYS/LOYALTY N/A 476920AA1 259000.00000000 PA USD 234579.64000000 0.036020845376 Long DBT CORP XX N 2 2031-09-20 Fixed 9.88000000 N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160BV5 279000.00000000 PA USD 222837.86000000 0.034217837912 Long DBT CORP US N 2 2046-03-01 Fixed 3.70000000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160CF9 195000.00000000 PA USD 174587.03000000 0.026808688138 Long DBT CORP US N 2 2037-03-03 Fixed 3.63000000 N N N N N N KAISER ALUMINUM CORP N/A 483007AM2 23000.00000000 PA USD 22760.94000000 0.003495053110 Long DBT CORP US N 2 2034-03-01 Fixed 5.88000000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAF0 57000.00000000 PA USD 42004.49000000 0.006449993867 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAG8 161000.00000000 PA USD 104360.86000000 0.016025117957 Long DBT CORP US N 2 2051-06-01 Fixed 3.00000000 N N N N N N KAROON USA FINANCE INC 254900I4IZ164TOMZH46 48575AAA9 75000.00000000 PA USD 77262.75000000 0.011864071285 Long DBT CORP US N 2 2029-05-14 Fixed 10.50000000 N N N N N N KENTUCKY UTILITIES CO AGX0G2MXE54NFNNICD28 491674BM8 60000.00000000 PA USD 40905.10000000 0.006281177182 Long DBT CORP US N 2 2050-06-01 Fixed 3.30000000 N N N N N N KEYSIGHT TECHNOLOGIES 549300GLKVIO8YRCYN02 49338LAG8 325000.00000000 PA USD 321454.94000000 0.049360970497 Long DBT CORP US N 2 2034-10-15 Fixed 4.95000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550AW6 300000.00000000 PA USD 335524.50000000 0.051521419908 Long DBT CORP US N 2 2038-01-15 Fixed 6.95000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BBA8 370000.00000000 PA USD 371405.82000000 0.057031171222 Long DBT CORP US N 2 2054-08-01 Fixed 5.95000000 N N N N N KINGPIN INTERMEDIATE HO 549300HRZOJTMNZCST05 49579RAB4 111000.00000000 PA USD 93585.79000000 0.014370553518 Long DBT CORP US N 2 2032-10-15 Fixed 7.25000000 N N N N N KIOXIA HOLDINGS CORP 35380080RTKRARNH4R73 49726JAA6 87000.00000000 PA USD 89746.65000000 0.013781034887 Long DBT CORP JP N 2 2030-07-24 Fixed 6.25000000 N N N N N N KIOXIA HOLDINGS CORP 35380080RTKRARNH4R73 49726JAB4 166000.00000000 PA USD 173618.88000000 0.026660023994 Long DBT CORP JP N 2 2033-07-24 Fixed 6.63000000 N N N N N N KODIAK GAS SERVICES LLC 549300ZQBRWEUOVOM131 50012LAF1 55000.00000000 PA USD 55141.02000000 0.008467171981 Long DBT CORP US N 2 2031-04-01 Fixed 5.88000000 N N N N N N KOHL'S CORPORATION 549300JF6LPRTRJ0FH50 500255AY0 42000.00000000 PA USD 45426.78000000 0.006975503152 Long DBT CORP US N 2 2030-06-01 Fixed 10.00000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DV0 240000.00000000 PA USD 236829.29000000 0.036366290082 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAM6 945000.00000000 PA USD 939166.26000000 0.144213549966 Long DBT CORP US N 2 2035-03-15 Fixed 5.65000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AL1 85000.00000000 PA USD 87501.95000000 0.013436350277 Long DBT CORP US N 2 2034-08-15 Fixed 6.20000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CM3 203267.00000000 PA USD 208836.52000000 0.032067864013 Long DBT CORP US N 2 2033-06-30 Fixed 6.88000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CR2 30000.00000000 PA USD 30791.37000000 0.004728164719 Long DBT CORP US N 2 2037-02-15 Fixed 7.50000000 N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AA3 116000.00000000 PA USD 120230.40000000 0.018461963058 Long DBT CORP US N 2 2031-09-01 Fixed 7.50000000 N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CG1 115000.00000000 PA USD 103994.37000000 0.015968841634 Long DBT CORP US N 2 2053-02-27 Fixed 4.88000000 N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CH9 160000.00000000 PA USD 142638.36000000 0.021902814371 Long DBT CORP US N 2 2063-02-27 Fixed 4.95000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CW6 530000.00000000 PA USD 537251.01000000 0.082497507284 Long DBT CORP US N 2 2032-02-12 Fixed 4.90000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457DF2 60000.00000000 PA USD 59967.36000000 0.009208279977 Long DBT CORP US N 2 2055-10-15 Fixed 5.55000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457DG0 105000.00000000 PA USD 105115.79000000 0.016141041133 Long DBT CORP US N 2 2065-10-15 Fixed 5.65000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457DP0 475000.00000000 PA USD 477069.38000000 0.073256325105 Long DBT CORP US N 2 2056-05-20 Fixed 5.60000000 N N N N N N LINDBLAD EXPEDITIONS LLC 549300MPUWOG67Y2R254 53523LAB6 40000.00000000 PA USD 41357.68000000 0.006350673043 Long DBT CORP US N 2 2030-09-15 Fixed 7.00000000 N N N N N N Louisiana Local Government Environmental Facilities & Community Development Auth 5493004WIZ1HV87IVF85 54627RAN0 85000.00000000 PA USD 82482.70000000 0.012665620012 Long DBT MUN US N 2 2036-02-01 Fixed 4.28000000 N N N N N N Louisiana Local Government Environmental Facilities & Community Development Auth 5493004WIZ1HV87IVF85 54627RAP5 65000.00000000 PA USD 62013.96000000 0.009522545368 Long DBT MUN US N 2 2039-08-01 Fixed 4.48000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EG8 280000.00000000 PA USD 277912.66000000 0.042674841491 Long DBT CORP US N 2 2027-04-01 Fixed 3.35000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EN3 55000.00000000 PA USD 53616.03000000 0.008233002345 Long DBT CORP US N 2 2062-09-15 Fixed 5.80000000 N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAS3 1410000.00000000 PA USD 1493317.61000000 0.229306186708 Long DBT CORP US N 2 2029-10-30 Fixed 7.41000000 N N N N N N SEKISUI HOUSE US 5299005FV4VNV75R8R35 552676AV0 30000.00000000 PA USD 19761.27000000 0.003034439182 Long DBT CORP US N 2 2061-08-06 Fixed 3.97000000 N N N N N N MGIC INVESTMENT CORP 254900S8483WM4M98R28 552848AG8 63000.00000000 PA USD 62895.74000000 0.009657946978 Long DBT CORP US N 2 2028-08-15 Fixed 5.25000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 47000.00000000 PA USD 42418.83000000 0.006513617790 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAP5 340000.00000000 PA USD 280775.05000000 0.043114375406 Long DBT CORP US N 2 2058-04-15 Fixed 4.90000000 N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 205000.00000000 PA USD 188924.04000000 0.029010205799 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCA6 875000.00000000 PA USD 871430.70000000 0.133812425072 Long DBT CORP US N 2 2031-02-15 Fixed 4.80000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 161000.00000000 PA USD 156163.53000000 0.023979670049 Long DBT US N 2 2027-10-15 Fixed 5.00000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAJ3 172000.00000000 PA USD 138248.70000000 0.021228760715 Long DBT US N 2 2029-08-01 Fixed 4.63000000 N N N N N MSCI INC 549300HTIN2PD78UB763 55354GAS9 740000.00000000 PA USD 716306.29000000 0.109992316956 Long DBT CORP US N 2 2036-03-15 Fixed 5.15000000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAS1 125000.00000000 PA USD 131240.50000000 0.020152617497 Long DBT CORP US N 2 2033-08-01 Fixed 7.38000000 N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 55903VBC6 41000.00000000 PA USD 32638.46000000 0.005011794378 Long DBT CORP US N 2 2032-03-15 Fixed 4.28000000 N N N N N MAGNOLIA OIL GAS/MAG FIN N/A 559665AB0 194000.00000000 PA USD 197523.62000000 0.030330713160 Long DBT CORP US N 2 2032-12-01 Fixed 6.88000000 N N N N N MANITOWOC COMPANY INC 2RTSLGQ89VMY18RHX631 563571AN8 58000.00000000 PA USD 62346.40000000 0.009573593148 Long DBT CORP US N 2 2031-10-01 Fixed 9.25000000 N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AY0 485000.00000000 PA USD 485328.08000000 0.074524488683 Long DBT CORP US N 2 2054-05-16 Fixed 6.00000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BD3 515000.00000000 PA USD 415874.62000000 0.063859571883 Long DBT CORP US N 2 2048-03-01 Fixed 4.20000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BB8 46000.00000000 PA USD 46004.29000000 0.007064182623 Long DBT CORP US N 2 2028-12-01 Fixed 4.65000000 N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 41000.00000000 PA USD 40897.50000000 0.006280010165 Long DBT CORP US N 2 2030-06-15 Fixed 4.63000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BG7 670000.00000000 PA USD 615708.93000000 0.094545102739 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BJ1 170000.00000000 PA USD 171093.50000000 0.026272239604 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BN2 310000.00000000 PA USD 316193.72000000 0.048553084560 Long DBT CORP US N 2 2028-10-15 Fixed 5.55000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BS1 270000.00000000 PA USD 271891.80000000 0.041750309135 Long DBT CORP US N 2 2035-03-15 Fixed 5.35000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BZ5 455000.00000000 PA USD 438797.18000000 0.067379442531 Long DBT CORP US N 2 2038-05-01 Fixed 5.10000000 N N N N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 573284BA3 620000.00000000 PA USD 619961.27000000 0.095198070242 Long DBT CORP US N 2 2034-12-01 Fixed 5.15000000 N N N N N N Maryland Health & Higher Educational Facilities Authority N/A 57421CAV6 115000.00000000 PA USD 88987.92000000 0.013664528203 Long DBT MUN US N 2 2040-07-01 Fixed 3.05000000 N N N N N N Maryland Health & Higher Educational Facilities Authority N/A 57421CAW4 80000.00000000 PA USD 54198.30000000 0.008322412737 Long DBT MUN US N 2 2050-07-01 Fixed 3.20000000 N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BP0 160000.00000000 PA USD 142332.84000000 0.021855900288 Long DBT CORP US N 2 2030-10-01 Fixed 2.00000000 N N N N N N MASS INSTITUTE OF TECH DLZO3A31IADZ27B62557 575718AJ0 264000.00000000 PA USD 177693.96000000 0.027285772360 Long DBT CORP US N 2 2052-04-01 Fixed 3.07000000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582RYY6 100000.00000000 PA USD 68657.08000000 0.010542628774 Long DBT MUN US N 2 2049-09-01 Fixed 2.90000000 N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAT1 360000.00000000 PA USD 233511.72000000 0.035856861063 Long DBT CORP US N 2 2051-03-15 Fixed 2.95000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QBC7 385000.00000000 PA USD 375229.63000000 0.057618335857 Long DBT CORP US N 2 2035-01-15 Fixed 4.55000000 N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57665RAJ5 72000.00000000 PA USD 71769.93000000 0.011020622042 Long DBT CORP US N 2 2029-02-15 Fixed 5.63000000 N N N N N N MATCH GROUP HLD II LLC 5493003RFFE030RC9167 57667JAC6 330000.00000000 PA USD 326100.26000000 0.050074281990 Long DBT CORP US N 2 2033-09-15 Fixed 6.13000000 N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFK5 180000.00000000 PA USD 131288.54000000 0.020159994273 Long DBT CORP US N 2 2049-09-01 Fixed 3.63000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFT6 350000.00000000 PA USD 320827.92000000 0.049264688524 Long DBT CORP US N 2 2052-09-09 Fixed 5.15000000 N N N N N MEMORIAL SLOAN-KETTERING 549300IZ71UAMEHWL382 586054AD0 46000.00000000 PA USD 30297.11000000 0.004652268690 Long DBT CORP US N 2 2050-01-01 Fixed 2.96000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YAW5 330000.00000000 PA USD 262571.61000000 0.040319148601 Long DBT CORP US N 2 2049-03-07 Fixed 4.00000000 N N N N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 55000.00000000 PA USD 55123.20000000 0.008464435634 Long DBT CORP US N 2 2031-04-30 Fixed 6.25000000 N N N N N METHODIST HOSPITAL/THE 549300Y1E42JLBRENF23 591539AA9 87000.00000000 PA USD 53503.04000000 0.008215652181 Long DBT CORP US N 2 2050-12-01 Fixed 2.71000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CC6 325000.00000000 PA USD 193265.24000000 0.029676818187 Long DBT CORP US N 2 2050-06-01 Fixed 2.53000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CW2 125000.00000000 PA USD 73793.32000000 0.011331323424 Long DBT CORP US N 2 2050-09-15 Fixed 2.50000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AQ8 100000.00000000 PA USD 99082.48000000 0.015214597019 Long DBT CORP US N 2 2027-05-01 Fixed 3.10000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AV7 60000.00000000 PA USD 40201.03000000 0.006173063807 Long DBT CORP US N 2 2050-04-15 Fixed 3.15000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AW5 105000.00000000 PA USD 64295.14000000 0.009872831659 Long DBT CORP US N 2 2052-08-01 Fixed 2.70000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AQ0 67500.00000000 PA USD 67419.68000000 0.010352619982 Long DBT CORP LU N 2 2029-03-25 Fixed 6.25000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AS6 133000.00000000 PA USD 136633.59000000 0.020980752714 Long DBT CORP LU N 2 2032-04-02 Fixed 7.38000000 N N N N N N MILLROSE PROPERTIES INC N/A 601137AA0 137000.00000000 PA USD 138856.35000000 0.021322068329 Long DBT US N 2 2030-08-01 Fixed 6.38000000 N N N N N N MILLROSE PROPERTIES INC N/A 601137AB8 116000.00000000 PA USD 117009.43000000 0.017967367439 Long DBT US N 2 2032-09-15 Fixed 6.25000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AF0 120000.00000000 PA USD 124212.88000000 0.019073492244 Long DBT CORP AU N 2 2031-04-01 Fixed 7.00000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AG8 36000.00000000 PA USD 35612.44000000 0.005468463480 Long DBT CORP AU N 2 2032-05-01 Fixed 6.00000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AH6 36000.00000000 PA USD 35398.67000000 0.005435638057 Long DBT CORP AU N 2 2034-05-01 Fixed 6.25000000 N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BX1 425000.00000000 PA USD 374647.91000000 0.057529009920 Long DBT CORP JP N 2 2032-07-20 Fixed 2.31000000 N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CB8 315000.00000000 PA USD 278951.37000000 0.042834340466 Long DBT CORP JP N 2 2032-10-13 Fixed 2.49000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YDB2 590000.00000000 PA USD 610954.48000000 0.093815033803 Long DBT CORP JP N 2 2034-07-06 Fixed 5.75000000 N N N N N N MOOG INC 549300WM2I4U7OBAHG07 615394AP8 65000.00000000 PA USD 64010.23000000 0.009829082342 Long DBT CORP US N 2 2034-10-15 Fixed 5.50000000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 65000.00000000 PA USD 60360.16000000 0.009268596329 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 415000.00000000 PA USD 361015.31000000 0.055435657843 Long DBT CORP US N 2 2032-02-13 Fixed 1.79000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 210000.00000000 PA USD 185643.78000000 0.028506505912 Long DBT CORP US N 2 2032-10-20 Fixed 2.51000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFB6 265000.00000000 PA USD 272651.05000000 0.041866895668 Long DBT CORP US N 2 2038-01-19 Fixed 5.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFK6 140000.00000000 PA USD 141261.80000000 0.021691436884 Long DBT CORP US N 2 2030-01-16 Fixed 5.17000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFL4 55000.00000000 PA USD 55835.03000000 0.008573740594 Long DBT CORP US N 2 2035-01-18 Fixed 5.47000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 205000.00000000 PA USD 212679.91000000 0.032658035253 Long DBT CORP US N 2 2035-04-19 Fixed 5.83000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAF9 525000.00000000 PA USD 536067.21000000 0.082315729032 Long DBT CORP US N 2 2036-01-18 Fixed 5.59000000 N N N N N N MORGAN STANLEY PVT BANK 549300GS0W0TEUQS8571 61776NVG5 1825000.00000000 PA USD 1816767.59000000 0.278973505307 Long DBT CORP US N 2 2031-07-18 Fixed 4.73000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BE8 927000.00000000 PA USD 897246.12000000 0.137776508452 Long DBT CORP US N 2 2044-09-01 Fixed 5.50000000 N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BN8 260000.00000000 PA USD 259253.70000000 0.039809667373 Long DBT CORP US N 2 2029-05-23 Fixed 4.60000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BZ1 625000.00000000 PA USD 632721.61000000 0.097157482551 Long DBT CORP US N 2 2034-04-15 Fixed 5.40000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076CC1 230000.00000000 PA USD 234125.15000000 0.035951056225 Long DBT CORP US N 2 2035-08-15 Fixed 5.55000000 N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AQ5 102000.00000000 PA USD 101047.37000000 0.015516315441 Long DBT CORP US N 2 2034-02-15 Fixed 6.50000000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AG3 175000.00000000 PA USD 175551.78000000 0.026956830196 Long DBT CORP US N 2 2034-06-01 Fixed 5.88000000 N N N N N NGL ENRGY OP/FIN CORP 5299005YSRP46BE8Z459 62922LAC2 70000.00000000 PA USD 72455.04000000 0.011125824016 Long DBT CORP US N 2 2029-02-15 Fixed 8.13000000 N N N N N NGL ENRGY OP/FIN CORP 5299005YSRP46BE8Z459 62922LAD0 208000.00000000 PA USD 216531.74000000 0.033249502495 Long DBT CORP US N 2 2032-02-15 Fixed 8.38000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CX8 36000.00000000 PA USD 36450.84000000 0.005597203881 Long DBT CORP US N 2 2034-11-01 Fixed 6.25000000 N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DD1 58000.00000000 PA USD 57818.70000000 0.008878342777 Long DBT CORP US N 2 2036-01-15 Fixed 6.00000000 N N N N N N NVR INC 529900RWXR4JI3JYTV70 62944TAF2 1375000.00000000 PA USD 1289348.49000000 0.197985735653 Long DBT CORP US N 2 2030-05-15 Fixed 3.00000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAP0 23000.00000000 PA USD 24036.82000000 0.003690970693 Long DBT CORP US N 2 2030-01-31 Fixed 9.13000000 N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAR6 78000.00000000 PA USD 79800.47000000 0.012253750542 Long DBT CORP US N 2 2032-11-15 Fixed 7.63000000 N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BU4 450000.00000000 PA USD 463344.86000000 0.071148858264 Long DBT CORP US N 2 2035-03-15 Fixed 5.95000000 N N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BX8 485000.00000000 PA USD 481976.71000000 0.074009869509 Long DBT CORP US N 2 2036-05-15 Fixed 5.50000000 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 636274AF9 90000.00000000 PA USD 91268.71000000 0.014014754607 Long DBT CORP GB N 2 2034-01-11 Fixed 5.42000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432NS0 330000.00000000 PA USD 322760.34000000 0.049561421020 Long DBT CORP US N 2 2029-03-15 Fixed 3.70000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFS6 80000.00000000 PA USD 81238.83000000 0.012474617720 Long DBT CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N NCR ATLEOS LLC 9845005FC3S0VA714741 638962AA8 178000.00000000 PA USD 189799.11000000 0.029144577056 Long DBT CORP US N 2 2029-04-01 Fixed 9.50000000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LBA3 100000.00000000 PA USD 96053.09000000 0.014749419441 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N Enva 2018-A, LLC N/A 64112RAA9 398628.59000000 PA USD 401156.81000000 0.061599580529 Long ABS-O CORP US N 2 2031-10-20 Fixed 7.29000000 N N N N N N Enva 2018-A, LLC N/A 64113EAB5 594525.64000000 PA USD 599706.49000000 0.092087850197 Long ABS-O CORP US N 2 2030-10-21 Fixed 8.31000000 N N N N N N NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 641423CG1 90000.00000000 PA USD 91193.38000000 0.014003187319 Long DBT CORP US N 2 2054-03-15 Fixed 6.00000000 N N N N N N NEW FLYER HOLDINGS N/A 64438WAA5 196000.00000000 PA USD 210699.80000000 0.032353979725 Long DBT CORP US N 2 2030-07-01 Fixed 9.25000000 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646139X83 150000.00000000 PA USD 171171.93000000 0.026284282912 Long DBT MUN US N 2 2041-01-01 Fixed 7.10000000 N N N N N N RITHM CAPITAL CORP 549300WNTHGEO5LP2G31 64828TAB8 169000.00000000 PA USD 169676.00000000 0.026054575580 Long DBT US N 2 2029-04-01 Fixed 8.00000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 64966Q7G9 130000.00000000 PA USD 131692.57000000 0.020222035046 Long DBT MUN US N 2 2053-10-01 Fixed 5.83000000 N N N N N N New York City Municipal Water Finance Authority 549300Q2EHQ6RJPQKP05 64972FY34 250000.00000000 PA USD 248412.18000000 0.038144899213 Long DBT MUN US N 2 2044-06-15 Fixed 5.88000000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65336YAN3 146000.00000000 PA USD 143024.92000000 0.021962172541 Long DBT CORP US N 2 2028-11-01 Fixed 4.75000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KAT7 245000.00000000 PA USD 243392.29000000 0.037374070673 Long DBT CORP US N 2 2027-05-01 Fixed 3.55000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBR0 200000.00000000 PA USD 182424.48000000 0.028012166729 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCJ7 50000.00000000 PA USD 50252.27000000 0.007716480626 Long DBT CORP US N 2 2032-07-15 Fixed 5.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCV0 80000.00000000 PA USD 75860.96000000 0.011648819608 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDY3 200000.00000000 PA USD 197244.45000000 0.030287845248 Long DBT CORP US N 2 2031-03-01 Fixed 4.40000000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65346UAA7 74000.00000000 PA USD 73813.48000000 0.011334419090 Long DBT CORP US N 2 2034-04-15 Fixed 7.25000000 N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65346UAB5 156000.00000000 PA USD 155956.69000000 0.023947908761 Long DBT CORP US N 2 2033-09-15 Fixed 6.50000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 60000.00000000 PA USD 57590.95000000 0.008843370656 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAM7 20000.00000000 PA USD 17628.34000000 0.002706917400 Long DBT CORP US N 2 2052-06-15 Fixed 5.00000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAQ8 80000.00000000 PA USD 81532.68000000 0.012519739818 Long DBT CORP US N 2 2034-04-01 Fixed 5.35000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBG7 130000.00000000 PA USD 99280.19000000 0.015244956352 Long DBT CORP US N 2 2048-03-30 Fixed 3.95000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAF2 46000.00000000 PA USD 47129.20000000 0.007236918028 Long DBT CORP US N 2 2028-09-15 Fixed 7.05000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAL9 108000.00000000 PA USD 106166.20000000 0.016302336700 Long DBT CORP US N 2 2030-09-30 Fixed 6.13000000 N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654922AB9 106000.00000000 PA USD 109251.48000000 0.016776096460 Long DBT CORP JP N 2 2030-07-17 Fixed 7.50000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654922AC7 160000.00000000 PA USD 165832.83000000 0.025464438123 Long DBT CORP JP N 2 2032-07-17 Fixed 7.75000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654922AD5 177000.00000000 PA USD 187437.82000000 0.028781989485 Long DBT CORP JP N 2 2035-07-17 Fixed 8.13000000 N N N N N N NOBLE FINANCE II LLC N/A 65505PAA5 136000.00000000 PA USD 140917.42000000 0.021638555659 Long DBT CORP US N 2 2030-04-15 Fixed 8.00000000 N N N N N N NOBLE FINANCE II LLC N/A 65505PAC1 160000.00000000 PA USD 156809.81000000 0.024078909489 Long DBT CORP US N 2 2034-06-15 Fixed 6.25000000 N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AR1 87000.00000000 PA USD 61389.78000000 0.009426699491 Long DBT CORP US N 2 2044-01-15 Fixed 5.00000000 N N N N N N NORDSTROM INC 549300S3IZB5P35KNV16 655664AT7 85000.00000000 PA USD 81809.30000000 0.012562216165 Long DBT CORP US N 2 2030-04-01 Fixed 4.38000000 N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772CY3 85000.00000000 PA USD 81398.05000000 0.012499066726 Long DBT CORP US N 2 2054-03-15 Fixed 5.40000000 N N N N N NORTHERN STATES PWR-WISC OOVRSRHKQSBLKRB7QM17 665789BC6 70000.00000000 PA USD 69054.05000000 0.010603585450 Long DBT CORP US N 2 2054-06-15 Fixed 5.65000000 N N N N N N NORTHWESTERN UNIVERSITY OBWWNZE695DUK77DTI34 668444AS1 266000.00000000 PA USD 166272.77000000 0.025531993051 Long DBT CORP US N 2 2050-12-01 Fixed 2.64000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AM0 90000.00000000 PA USD 88704.79000000 0.013621052213 Long DBT CORP US N 2 2033-04-01 Fixed 6.25000000 N N N N N N NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 66989HAS7 271000.00000000 PA USD 172031.59000000 0.026416287889 Long DBT CORP US N 2 2050-08-14 Fixed 2.75000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AL0 34000.00000000 PA USD 34856.09000000 0.005352322257 Long DBT CORP US N 2 2030-01-30 Fixed 6.88000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AN6 53000.00000000 PA USD 53381.81000000 0.008197036724 Long DBT CORP US N 2 2033-08-15 Fixed 6.38000000 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAQ0 110000.00000000 PA USD 72486.16000000 0.011130602644 Long DBT CORP US N 2 2051-06-01 Fixed 3.10000000 N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAT4 90000.00000000 PA USD 80532.85000000 0.012366211055 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAU8 720000.00000000 PA USD 714651.49000000 0.109738214362 Long DBT CORP US N 2 2046-06-15 Fixed 5.55000000 N N N N N N Ondeck Asset Securitization Trust LLC N/A 67108SAA6 1460000.00000000 PA USD 1463291.42000000 0.224695519102 Long ABS-O CORP US N 2 2030-08-19 Fixed 7.00000000 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AN8 125000.00000000 PA USD 126850.75000000 0.019478550020 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AQ1 80000.00000000 PA USD 80337.92000000 0.012336278605 Long DBT CORP US N 2 2030-10-01 Fixed 6.00000000 N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AU0 65000.00000000 PA USD 66863.55000000 0.010267223514 Long DBT CORP US N 2 2053-12-01 Fixed 6.20000000 N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CW9 150000.00000000 PA USD 154877.50000000 0.023782193884 Long DBT CORP US N 2 2034-06-01 Fixed 5.65000000 N N N N N N OKLAHOMA G&E CO 549300VJ8YXGPO8EV472 678858BY6 65000.00000000 PA USD 63087.54000000 0.009687398802 Long DBT CORP US N 2 2053-04-01 Fixed 5.60000000 N N N N N N Oklahoma Development Finance Authority 549300PXGPHUWC32DJ91 6789084G6 110000.00000000 PA USD 105297.93000000 0.016169009616 Long DBT MUN US N 2 2044-06-01 Fixed 4.62000000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 681936BP4 640000.00000000 PA USD 643119.02000000 0.098754055459 Long DBT US N 2 2030-07-01 Fixed 5.20000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBP8 120000.00000000 PA USD 89580.69000000 0.013755550921 Long DBT CORP US N 2 2049-06-01 Fixed 3.80000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCH5 40000.00000000 PA USD 33707.27000000 0.005175915355 Long DBT CORP US N 2 2052-06-01 Fixed 4.60000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCM4 70000.00000000 PA USD 62164.62000000 0.009545679944 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BE2 1140000.00000000 PA USD 1200306.34000000 0.184312880169 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BF9 80000.00000000 PA USD 88691.59000000 0.013619025289 Long DBT CORP US N 2 2051-01-15 Fixed 7.15000000 N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BG7 590000.00000000 PA USD 620199.72000000 0.095234685400 Long DBT CORP US N 2 2032-11-15 Fixed 6.10000000 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAG8 75000.00000000 PA USD 77006.48000000 0.011824719779 Long DBT CORP US N 2 2041-02-01 Fixed 6.13000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AE0 134000.00000000 PA USD 139497.35000000 0.021420496999 Long DBT CORP US N 2 2030-03-15 Fixed 7.88000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AF7 177000.00000000 PA USD 182860.17000000 0.028079069049 Long DBT CORP US N 2 2031-05-15 Fixed 7.50000000 N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AG5 67000.00000000 PA USD 68158.43000000 0.010466058640 Long DBT CORP US N 2 2031-11-15 Fixed 7.13000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AH3 115000.00000000 PA USD 117260.79000000 0.018005964990 Long DBT CORP US N 2 2029-05-15 Fixed 6.63000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AK6 54000.00000000 PA USD 54909.09000000 0.008431558001 Long DBT CORP US N 2 2032-09-15 Fixed 7.13000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AN0 44000.00000000 PA USD 43557.20000000 0.006688420044 Long DBT CORP US N 2 2033-09-15 Fixed 6.75000000 N N N N N OneMain Financial Issuance Trust N/A 68269BAA6 5690000.00000000 PA USD 5616769.13000000 0.862482235659 Long ABS-O CORP US N 2 2036-10-14 Fixed 3.14000000 N N N N N N OPEN TEXT INC N/A 683720AA4 35000.00000000 PA USD 32061.81000000 0.004923246964 Long DBT CORP US N 2 2030-02-15 Fixed 4.13000000 N N N N N OPEN TEXT INC N/A 683720AC0 50000.00000000 PA USD 43894.31000000 0.006740184925 Long DBT CORP US N 2 2031-12-01 Fixed 4.13000000 N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XAW5 90000.00000000 PA USD 67159.47000000 0.010312663470 Long DBT CORP US N 2 2044-07-08 Fixed 4.50000000 N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 385000.00000000 PA USD 354361.43000000 0.054413922186 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 70000.00000000 PA USD 42567.84000000 0.006536499001 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 683000.00000000 PA USD 401118.48000000 0.061593694771 Long DBT CORP US N 2 2060-04-01 Fixed 3.85000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 845000.00000000 PA USD 606798.67000000 0.093176888952 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 111000.00000000 PA USD 71015.82000000 0.010904824781 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 615000.00000000 PA USD 549443.93000000 0.084369789490 Long DBT CORP US N 2 2031-03-25 Fixed 2.88000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCN3 235000.00000000 PA USD 230450.58000000 0.035386808118 Long DBT CORP US N 2 2030-05-06 Fixed 4.65000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 720000.00000000 PA USD 564673.12000000 0.086708305732 Long DBT CORP US N 2 2054-09-27 Fixed 5.38000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 1610000.00000000 PA USD 1540673.40000000 0.236577898734 Long DBT CORP US N 2 2035-08-03 Fixed 5.50000000 N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 125000.00000000 PA USD 106227.27000000 0.016311714296 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N ORGANON & CO/ORGANON FOR 549300AMCKY57OK2CO56 68622FAB7 50000.00000000 PA USD 53528.60000000 0.008219577043 Long DBT CORP US N 2 2034-05-15 Fixed 7.88000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAL1 70000.00000000 PA USD 53856.71000000 0.008269959930 Long DBT CORP US N 2 2040-02-15 Fixed 3.11000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAM9 70000.00000000 PA USD 48979.68000000 0.007521068238 Long DBT CORP US N 2 2050-02-15 Fixed 3.36000000 N N N N N PBF HOLDING CO LLC N/A 69318FAL2 102000.00000000 PA USD 103940.96000000 0.015960640268 Long DBT CORP US N 2 2030-09-15 Fixed 7.88000000 N N N N N PBF HOLDING CO LLC N/A 69318FAM0 48000.00000000 PA USD 51321.00000000 0.007880589319 Long DBT CORP US N 2 2030-03-15 Fixed 9.88000000 N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304BA4 70000.00000000 PA USD 45593.89000000 0.007001163706 Long DBT CORP US N 2 2051-03-15 Fixed 3.05000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAH1 40000.00000000 PA USD 39779.58000000 0.006108348108 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N PPL ELECTRIC UTILITIES 549300GCZLSGYEYPIR35 69351UBB8 130000.00000000 PA USD 121675.29000000 0.018683832950 Long DBT CORP US N 2 2053-05-15 Fixed 5.25000000 N N N N N N PPL ELECTRIC UTILITIES 549300GCZLSGYEYPIR35 69351UBC6 145000.00000000 PA USD 143974.02000000 0.022107911465 Long DBT CORP US N 2 2034-02-15 Fixed 4.85000000 N N N N N N PLS GROUP LTD 5299000VV1CZVF5K9C16 69393GAA2 55000.00000000 PA USD 56313.70000000 0.008647242703 Long DBT CORP AU N 2 2031-05-01 Fixed 6.88000000 N N N N N N PR RNO PROPERTY OWNER 1 N/A 69393LAA1 185000.00000000 PA USD 184733.03000000 0.028366655817 Long DBT CORP US N 2 2031-05-01 Fixed 6.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 90000.00000000 PA USD 67463.25000000 0.010359310368 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 190000.00000000 PA USD 126752.65000000 0.019463486288 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JM0 65000.00000000 PA USD 64003.29000000 0.009828016671 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 270000.00000000 PA USD 225423.53000000 0.034614880124 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JW8 100000.00000000 PA USD 96769.74000000 0.014859464536 Long DBT CORP US N 2 2028-06-15 Fixed 3.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KH9 70000.00000000 PA USD 73495.14000000 0.011285536433 Long DBT CORP US N 2 2053-01-15 Fixed 6.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KP1 10000.00000000 PA USD 10905.00000000 0.001674515822 Long DBT CORP US N 2 2034-03-15 Fixed 6.95000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KT3 95000.00000000 PA USD 89718.87000000 0.013776769133 Long DBT CORP US N 2 2054-10-01 Fixed 5.90000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CT3 280000.00000000 PA USD 212961.25000000 0.032701236379 Long DBT CORP US N 2 2049-01-15 Fixed 4.13000000 N N N N N N PACKAGING CORP OF AMERIC 549300XZP8MFZFY8TJ84 695156AX7 420000.00000000 PA USD 437159.69000000 0.067127997972 Long DBT CORP US N 2 2033-12-01 Fixed 5.70000000 N N N N N PAGAYA US HOLDINGS CO N/A 69549FAC3 275000.00000000 PA USD 235262.50000000 0.036125701852 Long DBT CORP US N 2 2030-08-01 Fixed 8.88000000 N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299BL7 220000.00000000 PA USD 151932.00000000 0.023329898024 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N CRC INSURANCE GROUP LLC N/A 69867RAA5 78000.00000000 PA USD 77751.28000000 0.011939087444 Long DBT CORP US N 2 2031-06-01 Fixed 7.13000000 N N N N N N PAR PETROLEUM LLC 984500CCF05C2FB39F45 70178JAB3 50000.00000000 PA USD 50594.45000000 0.007769024031 Long DBT CORP US N 2 2034-06-01 Fixed 7.38000000 N N N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343AH6 96000.00000000 PA USD 95596.96000000 0.014679378460 Long DBT CORP US N 2 2032-11-01 Fixed 6.38000000 N N N N N N Pennsylvania State University/The 549300QDK4O4XCJ47X56 709235T88 80000.00000000 PA USD 53861.14000000 0.008270640178 Long DBT MUN US N 2 2050-09-01 Fixed 2.84000000 N N N N N N PERENTI FINANCE PTY LTD 894500ZDIIAOXSQHE612 71367VAB5 130000.00000000 PA USD 133688.33000000 0.020528493707 Long DBT CORP AU N 2 2029-04-26 Fixed 7.50000000 N N N N N N PERIMETER HOL N/A 71384AAA2 121000.00000000 PA USD 120772.04000000 0.018545134516 Long DBT CORP US N 2 2034-01-15 Fixed 6.25000000 N N N N N N Peru Government International Bonds 254900STKLK2DBJJZ530 715638DT6 455000.00000000 PA USD 320329.10000000 0.049188092285 Long DBT NUSS PE N 2 2051-03-10 Fixed 3.55000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638FD9 60000.00000000 PA USD 61932.60000000 0.009510052144 Long DBT NUSS PE N 2 2055-06-30 Fixed 6.20000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081CY7 80000.00000000 PA USD 93746.07000000 0.014395165292 Long DBT CORP US N 2 2039-03-15 Fixed 7.20000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172BL2 510000.00000000 PA USD 428596.18000000 0.065813029335 Long DBT CORP US N 2 2044-11-10 Fixed 4.25000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CX5 710000.00000000 PA USD 743620.40000000 0.114186531479 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DB2 290000.00000000 PA USD 297668.01000000 0.045708371629 Long DBT CORP US N 2 2033-02-15 Fixed 5.38000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DE6 650000.00000000 PA USD 675805.29000000 0.103773191295 Long DBT CORP US N 2 2033-09-07 Fixed 5.63000000 N N N N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 718286CL9 200000.00000000 PA USD 127750.00000000 0.019616634234 Long DBT NUSS PH N 2 2045-12-10 Fixed 2.65000000 N N N N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 718286CP0 200000.00000000 PA USD 139980.00000000 0.021494610256 Long DBT NUSS PH N 2 2046-07-06 Fixed 3.20000000 N N N N N N Philippines Government International Bonds 529900RAHBALMYIJ3T08 718286DH7 240000.00000000 PA USD 245114.40000000 0.037638509045 Long DBT NUSS PH N 2 2050-02-04 Fixed 5.90000000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AW2 120000.00000000 PA USD 113458.64000000 0.017422126353 Long DBT CORP US N 2 2054-06-15 Fixed 5.65000000 N N N N N N PHINIA INC 254900HG6MORZE1FFM18 71880KAA9 76000.00000000 PA USD 77832.36000000 0.011951537673 Long DBT CORP US N 2 2029-04-15 Fixed 6.75000000 N N N N N N PHINIA INC 254900HG6MORZE1FFM18 71880KAB7 30000.00000000 PA USD 30644.01000000 0.004705536874 Long DBT CORP US N 2 2032-10-15 Fixed 6.63000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AL9 80000.00000000 PA USD 77627.14000000 0.011920025143 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 150000.00000000 PA USD 144398.64000000 0.022173113932 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N PLAINS ALL AMERICAN PIPE 5521FA2ITF25TVH63740 72650RBQ4 775000.00000000 PA USD 797186.51000000 0.122411868365 Long DBT CORP US N 2 2035-06-15 Fixed 5.95000000 N N N N N N Republic of Poland Government International Bonds 259400R9L8QEP0TPXS31 731011AZ5 250000.00000000 PA USD 237892.50000000 0.036529551152 Long DBT NUSS PL N 2 2054-03-18 Fixed 5.50000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WX90 200000.00000000 PA USD 166011.18000000 0.025491824633 Long DBT MUN US N 2 2048-09-01 Fixed 4.03000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WXP4 200000.00000000 PA USD 186291.74000000 0.028606003323 Long DBT MUN US N 2 2045-06-01 Fixed 4.82000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WXQ2 50000.00000000 PA USD 45282.95000000 0.006953417356 Long DBT MUN US N 2 2065-10-15 Fixed 4.81000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AV6 206000.00000000 PA USD 204428.16000000 0.031390938881 Long DBT CORP US N 2 2033-03-01 Fixed 6.38000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AY0 74000.00000000 PA USD 73159.61000000 0.011234014169 Long DBT CORP US N 2 2036-03-15 Fixed 6.50000000 N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 740816AP8 54000.00000000 PA USD 32929.40000000 0.005056469631 Long DBT CORP US N 2 2050-10-15 Fixed 2.52000000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAT9 233000.00000000 PA USD 237678.22000000 0.036496647415 Long DBT CORP US N 2 2033-03-15 Fixed 5.38000000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAU6 90000.00000000 PA USD 86800.42000000 0.013328626932 Long DBT CORP US N 2 2053-03-15 Fixed 5.50000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315AS2 135000.00000000 PA USD 109314.99000000 0.016785848729 Long DBT CORP US N 2 2047-04-15 Fixed 4.13000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315BA0 35000.00000000 PA USD 25857.87000000 0.003970601783 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCF6 145000.00000000 PA USD 137417.73000000 0.021101161227 Long DBT US N 2 2053-06-15 Fixed 5.25000000 N N N N N N PROV ST JOSEPH HLTH OBL N/A 743820AB8 136000.00000000 PA USD 79610.82000000 0.012224628861 Long DBT CORP US N 2 2051-10-01 Fixed 2.70000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CR0 20000.00000000 PA USD 15555.35000000 0.002388599697 Long DBT CORP US N 2 2049-09-15 Fixed 4.05000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448DA6 130000.00000000 PA USD 128908.52000000 0.019794530619 Long DBT CORP US N 2 2054-05-15 Fixed 5.75000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BR0 150000.00000000 PA USD 149348.06000000 0.022933121461 Long DBT CORP US N 2 2035-01-15 Fixed 5.20000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCE4 105000.00000000 PA USD 56015.75000000 0.008601491030 Long DBT CORP US N 2 2050-08-01 Fixed 2.05000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCJ3 85000.00000000 PA USD 78192.28000000 0.012006805140 Long DBT CORP US N 2 2032-03-15 Fixed 3.10000000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QCQ7 295000.00000000 PA USD 298901.73000000 0.045897815339 Long DBT CORP US N 2 2034-03-01 Fixed 5.20000000 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CL8 100000.00000000 PA USD 95871.49000000 0.014721533877 Long DBT CORP US N 2 2053-06-01 Fixed 5.45000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 890000.00000000 PA USD 827942.08000000 0.127134535820 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAJ1 315000.00000000 PA USD 233569.93000000 0.035865799491 Long DBT CORP US N 2 2041-10-01 Fixed 3.05000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAP7 360000.00000000 PA USD 357607.56000000 0.054912381246 Long DBT CORP US N 2 2035-08-09 Fixed 5.10000000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 748148SE4 600000.00000000 PA USD 598798.01000000 0.091948348671 Long DBT NUSS CA N 2 2033-09-08 Fixed 4.50000000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 74825NAA5 230000.00000000 PA USD 237493.14000000 0.036468227480 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBE9 1125000.00000000 PA USD 1127187.73000000 0.173085161749 Long DBT CORP US N 2 2027-12-15 Fixed 4.60000000 N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBF6 1380000.00000000 PA USD 1379437.18000000 0.211819292447 Long DBT CORP US N 2 2029-12-15 Fixed 4.63000000 N N N N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAG7 71000.00000000 PA USD 71562.44000000 0.010988760942 Long DBT CORP US N 2 2035-03-27 Fixed 5.25000000 N N N N N N RPM INTERNATIONAL INC 549300TJCKW4BRXPJ474 749685AV5 105000.00000000 PA USD 104436.56000000 0.016036742060 Long DBT CORP US N 2 2027-03-15 Fixed 3.75000000 N N N N N RPM INTERNATIONAL INC 549300TJCKW4BRXPJ474 749685AY9 227000.00000000 PA USD 204515.83000000 0.031404401036 Long DBT CORP US N 2 2032-01-15 Fixed 2.95000000 N N N N N N RXO INC 549300KL8CA6GP8XPM30 74982TAA1 130000.00000000 PA USD 131805.83000000 0.020239426670 Long DBT CORP US N 2 2031-05-15 Fixed 6.38000000 N N N N N RHP HOTEL PPTY/RHP FINAN N/A 74984CAA6 30000.00000000 PA USD 29721.69000000 0.004563910149 Long DBT US N 2 2034-03-15 Fixed 5.75000000 N N N N N N RAIN CARBON INC 25490038N6JQH7QXUK52 75079LAB7 107000.00000000 PA USD 114124.49000000 0.017524370861 Long DBT CORP US N 2 2029-09-01 Fixed 12.25000000 N N N N N N RAKUTEN GROUP INC 529900IMXUCQKUL1H943 75102WAG3 91000.00000000 PA USD 94015.03000000 0.014436465409 Long DBT CORP JP N 2 2027-02-15 Fixed 11.25000000 N N N N N N RAKUTEN GROUP INC 529900IMXUCQKUL1H943 75102WAK4 154000.00000000 PA USD 167368.49000000 0.025700246190 Long DBT CORP JP N 2 2029-04-15 Fixed 9.75000000 N N N N N N RALPH LAUREN CORP HO1QNWM0IXBZ0QSMMO20 751212AD3 1200000.00000000 PA USD 1212474.32000000 0.186181332718 Long DBT CORP US N 2 2032-06-15 Fixed 5.00000000 N N N N N ANYWHERE RE GRP/REALOGY N/A 75606DAL5 159000.00000000 PA USD 158153.52000000 0.024285242699 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N ANYWHERE RE GRP/REALOGY N/A 75606DAQ4 95000.00000000 PA USD 91681.88000000 0.014078198872 Long DBT CORP US N 2 2030-04-15 Fixed 5.25000000 N N N N N N ANYWHERE RE GRP/REALOGY N/A 75606DAV3 104000.00000000 PA USD 111806.34000000 0.017168407647 Long DBT CORP US N 2 2030-04-15 Fixed 9.75000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CF9 630000.00000000 PA USD 632702.45000000 0.097154540440 Long DBT US N 2 2029-02-15 Fixed 4.75000000 N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAE7 2440000.00000000 PA USD 2157915.04000000 0.331358356554 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N RELIANCE INC 549300E287ZOFT3C5Z56 759509AG7 1575000.00000000 PA USD 1419562.42000000 0.217980718331 Long DBT CORP US N 2 2030-08-15 Fixed 2.15000000 N N N N N N RENAISSANCERE HOLDINGS L EK6GB9U3U58PDI411C94 75968NAE1 1000000.00000000 PA USD 1025494.42000000 0.157469659077 Long DBT CORP BM N 2 2033-06-05 Fixed 5.75000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BK5 570000.00000000 PA USD 579638.45000000 0.089006304987 Long DBT CORP US N 2 2034-11-15 Fixed 5.20000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BL3 115000.00000000 PA USD 115675.77000000 0.017762577455 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N RESORTS WORLD/RWLV CAP N/A 76120HAD9 72000.00000000 PA USD 70920.00000000 0.010890111154 Long DBT CORP US N 2 2030-07-27 Fixed 8.45000000 N N N N N N RIO TINTO FIN USA LTD 213800RX94ZKEZXPKH58 767201AT3 10000.00000000 PA USD 6180.34000000 0.000949021285 Long DBT CORP AU N 2 2051-11-02 Fixed 2.75000000 N N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAU0 785000.00000000 PA USD 797106.91000000 0.122399645398 Long DBT CORP GB N 2 2035-03-14 Fixed 5.25000000 N N N N N RIVIAN HLD/AUTO LLC N/A 76954LAD1 64000.00000000 PA USD 63744.06000000 0.009788210643 Long DBT CORP US N 2 2031-01-15 Fixed 10.00000000 N N N N N N ROCKEFELLER FOUNDATION 549300JU3NX0IK5I9038 77310VAA2 72000.00000000 PA USD 43639.55000000 0.006701065287 Long DBT CORP US N 2 2050-10-01 Fixed 2.49000000 N N N N N N ROCKET COS INC N/A 77311WAA9 105000.00000000 PA USD 106803.06000000 0.016400129653 Long DBT CORP US N 2 2030-08-01 Fixed 6.13000000 N N N N N N ROCKET COS INC N/A 77311WAC5 85000.00000000 PA USD 86758.99000000 0.013322265154 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N ROCKET COS INC N/A 77311WAD3 182000.00000000 PA USD 188903.44000000 0.029007042569 Long DBT CORP US N 2 2032-02-01 Fixed 7.13000000 N N N N N ROCKET COS INC N/A 77311WAE1 35000.00000000 PA USD 35746.26000000 0.005489012193 Long DBT CORP US N 2 2031-08-01 Fixed 6.13000000 N N N N N N ROCKET COS INC N/A 77311WAF8 25000.00000000 PA USD 25641.99000000 0.003937452359 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DG3 93000.00000000 PA USD 95167.30000000 0.014613402076 Long DBT CORP CA N 2 2055-04-15 Fixed 7.00000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DH1 81000.00000000 PA USD 83220.02000000 0.012778839087 Long DBT CORP CA N 2 2055-04-15 Fixed 7.13000000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 77583AAA8 15000.00000000 PA USD 15287.57000000 0.002347480775 Long DBT CORP US N 2 2031-07-15 Fixed 6.50000000 N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 77583AAB6 25000.00000000 PA USD 25664.39000000 0.003940891988 Long DBT CORP US N 2 2034-07-15 Fixed 6.88000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696AG1 665000.00000000 PA USD 660763.40000000 0.101463435879 Long DBT CORP US N 2 2029-10-15 Fixed 4.50000000 N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EZD2 630000.00000000 PA USD 626585.48000000 0.096215249926 Long DBT CORP CA N 2 2027-05-04 Fixed 3.63000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016FZX5 10000.00000000 PA USD 10069.28000000 0.001546186949 Long DBT CORP CA N 2 2033-02-01 Fixed 5.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZS2 40000.00000000 PA USD 40627.00000000 0.006238473573 Long DBT CORP CA N 2 2028-08-01 Fixed 5.20000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 78017TAD5 700000.00000000 PA USD 677999.07000000 0.104110056891 Long DBT CORP LR N 2 2038-02-27 Fixed 5.25000000 N N N N N N SLM CORP N/A 78442PGF7 31000.00000000 PA USD 31423.52000000 0.004825234428 Long DBT CORP US N 2 2030-01-31 Fixed 6.50000000 N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466CAD8 43000.00000000 PA USD 43366.83000000 0.006659187804 Long DBT CORP US N 2 2032-06-01 Fixed 6.50000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAL6 144000.00000000 PA USD 138358.08000000 0.021245556546 Long DBT CORP US N 2 2029-11-15 Fixed 10.75000000 N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAM4 214000.00000000 PA USD 205277.36000000 0.031521337673 Long DBT CORP US N 2 2030-07-15 Fixed 11.13000000 N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 78573NAN2 1000.00000000 PA USD 954.00000000 0.000146491342 Long DBT CORP US N 2 2030-03-15 Fixed 10.75000000 N N N N N N SABRE FINANCIAL BORROWER N/A 78573XAA8 184000.00000000 PA USD 194203.68000000 0.029820920216 Long DBT CORP US N 2 2029-06-15 Fixed 11.13000000 N N N N N N Sales Tax Securitization Corp N/A 79467BDX0 140000.00000000 PA USD 115967.04000000 0.017807303381 Long DBT MUN US N 2 2042-01-01 Fixed 3.24000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CD4 95000.00000000 PA USD 88563.96000000 0.013599427081 Long DBT CORP US N 2 2053-04-01 Fixed 5.35000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAG0 240000.00000000 PA USD 237270.81000000 0.036434087627 Long DBT CORP GB N 2 2028-11-03 Fixed 3.82000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288AAE2 510000.00000000 PA USD 512931.28000000 0.078763094383 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.45000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513AU9 4000.00000000 PA USD 3928.47000000 0.000603235687 Long DBT CORP US N 2 2028-01-25 Fixed 3.20000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BG9 3000.00000000 PA USD 2622.47000000 0.000402693031 Long DBT CORP US N 2 2031-03-11 Fixed 1.65000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BS3 13000.00000000 PA USD 11653.33000000 0.001789425536 Long DBT CORP US N 2 2031-05-13 Fixed 2.30000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BT1 105000.00000000 PA USD 91380.49000000 0.014031918970 Long DBT CORP US N 2 2031-12-01 Fixed 1.95000000 N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BY0 45000.00000000 PA USD 44461.86000000 0.006827334990 Long DBT CORP US N 2 2027-03-03 Fixed 2.45000000 N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CA1 4000.00000000 PA USD 3627.73000000 0.000557055596 Long DBT CORP US N 2 2032-03-03 Fixed 2.90000000 N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CD5 92000.00000000 PA USD 93741.50000000 0.014394463547 Long DBT CORP US N 2 2029-05-19 Fixed 5.64000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CE3 31000.00000000 PA USD 32392.56000000 0.004974035236 Long DBT CORP US N 2 2034-05-19 Fixed 5.85000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CG8 415000.00000000 PA USD 415489.98000000 0.063800508539 Long DBT CORP US N 2 2026-08-24 Fixed 5.88000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CJ2 358000.00000000 PA USD 370269.68000000 0.056856711396 Long DBT CORP US N 2 2029-11-17 Fixed 6.20000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CL7 540000.00000000 PA USD 526908.90000000 0.080909425960 Long DBT CORP US N 2 2036-11-14 Fixed 4.91000000 N N N N N N SEADRILL FINANCE LTD 213800WMN3OHFUDHD642 81172QAA2 36000.00000000 PA USD 37628.96000000 0.005778109940 Long DBT CORP BM N 2 2030-08-01 Fixed 8.38000000 N N N N N N Seagate Data Storage Technology Pte Ltd N/A 81180LAM7 144000.00000000 PA USD 150574.46000000 0.023121441150 Long DBT CORP SG N 2 2029-12-15 Fixed 8.25000000 N N N N N N Seagate Data Storage Technology Pte Ltd N/A 81180LAR6 194000.00000000 PA USD 213910.80000000 0.032847044403 Long DBT CORP SG N 2 2032-12-01 Fixed 9.63000000 N N N N N N SEAGATE DATA STOR N/A 81180LAT2 70000.00000000 PA USD 71243.34000000 0.010939761584 Long DBT CORP SG N 2 2030-07-15 Fixed 5.88000000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AV1 173000.00000000 PA USD 168060.63000000 0.025806527655 Long DBT CORP US N 2 2032-12-01 Fixed 6.25000000 N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BP3 140000.00000000 PA USD 136626.94000000 0.020979731574 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BR9 100000.00000000 PA USD 102805.44000000 0.015786275646 Long DBT CORP US N 2 2033-08-01 Fixed 5.50000000 N N N N N DIVERSIFIED HEALTHCARE T N/A 81721MAM1 150000.00000000 PA USD 147144.11000000 0.022594694212 Long DBT US N 2 2028-02-15 Fixed 4.75000000 N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAC6 75000.00000000 PA USD 79008.75000000 0.012132178083 Long DBT US N 2 2031-11-15 Fixed 8.63000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAE2 96000.00000000 PA USD 98837.76000000 0.015177019072 Long DBT US N 2 2032-06-15 Fixed 8.88000000 N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAE2 72000.00000000 PA USD 63120.03000000 0.009692387799 Long DBT CORP US N 2 2030-09-01 Fixed 1.40000000 N N N N N N SHELL FINANCE US INC N/A 822905AT2 67000.00000000 PA USD 73220.72000000 0.011243397907 Long DBT CORP US N 2 2038-12-15 Fixed 6.38000000 N N N N N N SHELL FINANCE US INC N/A 822905BB0 178000.00000000 PA USD 115699.78000000 0.017766264307 Long DBT CORP US N 2 2051-11-26 Fixed 3.00000000 N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BW5 1400000.00000000 PA USD 1403805.63000000 0.215561186541 Long DBT CORP US N 2 2035-08-15 Fixed 5.15000000 N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807CL9 700000.00000000 PA USD 642019.01000000 0.098585143570 Long DBT CORP US N 2 2042-03-15 Fixed 4.75000000 N N N N N N SIMON PROPERTY GROUP LP MR92GTD0MJTTTTQDVG45 828807CZ8 700000.00000000 PA USD 579097.39000000 0.088923222591 Long DBT CORP US N 2 2046-11-30 Fixed 4.25000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259AY6 38000.00000000 PA USD 33060.00000000 0.005076523896 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259BF6 64000.00000000 PA USD 49760.00000000 0.007640890172 Long DBT CORP US N 2 2032-12-31 Fixed 4.38000000 N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829259BH2 48000.00000000 PA USD 49303.97000000 0.007570864546 Long DBT CORP US N 2 2033-02-15 Fixed 8.13000000 N N N N N N SKEENA RESOURCES LIMITED 549300DCWSQFVVZ21289 83056PAA1 112000.00000000 PA USD 117646.93000000 0.018065258666 Long DBT CORP CA N 2 2031-04-01 Fixed 8.50000000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 229000.00000000 PA USD 223213.63000000 0.034275539224 Long DBT CORP US N 2 2033-03-01 Fixed 6.88000000 N N N N N SOLARIS ENERGY INFRASTRU 529900MTK3C8Y8TIIC10 83419YAA4 65000.00000000 PA USD 65725.22000000 0.010092427403 Long DBT CORP US N 2 2031-05-15 Fixed 6.38000000 N N N N N N SOTERA HEALTH HLDGS LLC 549300OVT7MBXFLOFU20 83600WAE9 111000.00000000 PA USD 115091.60000000 0.017672875308 Long DBT CORP US N 2 2031-06-01 Fixed 7.38000000 N N N N N N SOUTH BOW CAN INFRA HOLD 2549004FYUSYLPBT1G26 836720AG7 47000.00000000 PA USD 49224.56000000 0.007558670754 Long DBT CORP CA N 2 2055-03-01 Fixed 7.63000000 N N N N N N SOUTH BOW CAN INFRA HOLD 2549004FYUSYLPBT1G26 836720AJ1 46000.00000000 PA USD 49159.88000000 0.007548738825 Long DBT CORP CA N 2 2055-03-01 Fixed 7.50000000 N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GK3 370000.00000000 PA USD 278475.63000000 0.042761288274 Long DBT CORP US N 2 2048-03-01 Fixed 4.13000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GT4 100000.00000000 PA USD 69184.31000000 0.010623587507 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JD6 20000.00000000 PA USD 18615.29000000 0.002858468376 Long DBT CORP US N 2 2054-04-15 Fixed 5.75000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JE4 240000.00000000 PA USD 244531.82000000 0.037549051050 Long DBT CORP US N 2 2031-06-01 Fixed 5.45000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CY6 100000.00000000 PA USD 97865.94000000 0.015027791381 Long DBT CORP US N 2 2053-06-01 Fixed 5.75000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587CV7 350000.00000000 PA USD 350000.00000000 0.053744203383 Long DBT CORP US N 2 2026-07-01 Fixed 3.25000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DT1 185000.00000000 PA USD 191648.89000000 0.029428619778 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587EJ2 210000.00000000 PA USD 210503.37000000 0.032323816943 Long DBT CORP US N 2 2058-04-01 Fixed 6.00000000 N N N N N N SOUTHERN COPPER CORP 2549007U6NAP46Q9TU15 84265VAA3 900000.00000000 PA USD 1035558.00000000 0.159014970764 Long DBT CORP US N 2 2035-07-27 Fixed 7.50000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAG3 140000.00000000 PA USD 145681.27000000 0.022370068011 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAH1 10000.00000000 PA USD 9876.77000000 0.001516626101 Long DBT CORP US N 2 2034-09-15 Fixed 4.95000000 N N N N N N SOUTHWEST GAS CORP OQQR1IQTGBKH0UR88X59 845011AA3 80000.00000000 PA USD 78775.55000000 0.012096369088 Long DBT CORP US N 2 2028-04-01 Fixed 3.70000000 N N N N N N SOUTHWEST GAS CORP OQQR1IQTGBKH0UR88X59 845011AC9 85000.00000000 PA USD 77074.94000000 0.011835232146 Long DBT CORP US N 2 2030-06-15 Fixed 2.20000000 N N N N N N SPACE EXPLORATION TECH 549300B9WLO96RQCXP87 84615QAA1 1340000.00000000 PA USD 1336509.07000000 0.205227472234 Long DBT CORP US N 2 2031-07-15 Fixed 5.35000000 N N N N N N SPACE EXPLORATION TECH 549300B9WLO96RQCXP87 84615QAC7 1950000.00000000 PA USD 1938382.50000000 0.297648066614 Long DBT CORP US N 2 2033-07-15 Fixed 5.65000000 N N N N N N SPACE EXPLORATION TECH 549300B9WLO96RQCXP87 84615QAE3 1360000.00000000 PA USD 1342271.82000000 0.206112370542 Long DBT CORP US N 2 2036-07-15 Fixed 5.88000000 N N N N N N SPACE EXPLORATION TECH 549300B9WLO96RQCXP87 84615QAG8 150000.00000000 PA USD 145889.02000000 0.022401969035 Long DBT CORP US N 2 2046-07-15 Fixed 6.60000000 N N N N N N SPACE EXPLORATION TECH 549300B9WLO96RQCXP87 84615QAJ2 380000.00000000 PA USD 366626.02000000 0.056297209670 Long DBT CORP US N 2 2056-07-15 Fixed 6.65000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 740000.00000000 PA USD 871696.82000000 0.133853289093 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBB0 165000.00000000 PA USD 170358.05000000 0.026159307677 Long DBT US N 2 2029-04-01 Fixed 7.25000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBC8 68000.00000000 PA USD 68247.66000000 0.010479760341 Long DBT US N 2 2030-04-15 Fixed 6.00000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBD6 67000.00000000 PA USD 68421.74000000 0.010506491172 Long DBT US N 2 2030-07-01 Fixed 6.50000000 N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBE4 44000.00000000 PA USD 45015.74000000 0.006912385960 Long DBT US N 2 2030-10-15 Fixed 6.50000000 N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBH7 25000.00000000 PA USD 25132.18000000 0.003859168552 Long DBT US N 2 2031-06-01 Fixed 6.13000000 N N N N N N STONEX GROUP INC 549300JUF07L8VF02M60 861896AA6 228000.00000000 PA USD 239394.53000000 0.036760195169 Long DBT CORP US N 2 2031-03-01 Fixed 7.88000000 N N N N N N STONEX ESCROW ISSUER LLC N/A 86189AAA7 44000.00000000 PA USD 45248.37000000 0.006948107428 Long DBT CORP US N 2 2032-07-15 Fixed 6.88000000 N N N N N STONEPEAK NILE PARENT 254900TJV3VAFZD0GU41 861932AA9 148000.00000000 PA USD 153259.18000000 0.023533692972 Long DBT CORP US N 2 2032-03-15 Fixed 7.25000000 N N N N N N Sunbit Asset Securitization Trust N/A 86709SAA9 1670000.00000000 PA USD 1670542.08000000 0.256519866594 Long ABS-O CORP US N 2 2030-07-15 Fixed 5.36000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 610000.00000000 PA USD 553130.47000000 0.084935875649 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAJ2 54000.00000000 PA USD 37839.88000000 0.005810497733 Long DBT CORP US N 2 2050-08-15 Fixed 3.36000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAU7 263000.00000000 PA USD 274154.24000000 0.042097717808 Long DBT CORP US N 2 2033-02-02 Fixed 7.25000000 N N N N N SYSTEM ENERGY RESOURCES N/A 871911AV5 820000.00000000 PA USD 817865.09000000 0.125587164963 Long DBT CORP US N 2 2034-12-15 Fixed 5.30000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABY0 420000.00000000 PA USD 271854.47000000 0.041744576932 Long DBT CORP US N 2 2060-11-15 Fixed 3.60000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACX1 685000.00000000 PA USD 657629.06000000 0.100982142718 Long DBT CORP US N 2 2062-09-15 Fixed 5.80000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADF9 75000.00000000 PA USD 75138.67000000 0.011537908464 Long DBT CORP US N 2 2034-04-15 Fixed 5.15000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADG7 165000.00000000 PA USD 151480.07000000 0.023260501973 Long DBT CORP US N 2 2055-01-15 Fixed 5.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADT9 1120000.00000000 PA USD 1125254.03000000 0.172788232704 Long DBT CORP US N 2 2035-05-15 Fixed 5.30000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAM0 97000.00000000 PA USD 96410.43000000 0.014804290737 Long DBT CORP US N 2 2034-02-01 Fixed 6.25000000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAN8 127000.00000000 PA USD 128035.94000000 0.019660541713 Long DBT CORP US N 2 2036-02-01 Fixed 6.50000000 N N N N N N TALOS PRODUCTION INC 549300GZ2DZZE2Y8TX15 87485LAD6 59000.00000000 PA USD 61471.69000000 0.009439277170 Long DBT CORP US N 2 2029-02-01 Fixed 9.00000000 N N N N N TALOS PRODUCTION INC 549300GZ2DZZE2Y8TX15 87485LAE4 202000.00000000 PA USD 212164.64000000 0.032578913036 Long DBT CORP US N 2 2031-02-01 Fixed 9.38000000 N N N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127BJ0 35000.00000000 PA USD 24563.85000000 0.003771898715 Long DBT CORP US N 2 2051-03-15 Fixed 3.45000000 N N N N N TAMPA ELECTRIC CO WS423EPRKJIIJUITXD73 875127BN1 755000.00000000 PA USD 756929.63000000 0.116230228519 Long DBT CORP US N 2 2035-03-01 Fixed 5.15000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAK7 885000.00000000 PA USD 893307.81000000 0.137171761784 Long DBT CORP US N 2 2035-02-15 Fixed 5.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAM3 975000.00000000 PA USD 986213.53000000 0.151437887245 Long DBT CORP US N 2 2035-08-15 Fixed 5.55000000 N N N N N N TREKOR METALS LTD 549300XKUO1JSLU7KX54 876511AG1 210000.00000000 PA USD 219159.78000000 0.033653050828 Long DBT CORP CA N 2 2030-05-01 Fixed 8.25000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAM0 70000.00000000 PA USD 71484.91000000 0.010976855833 Long DBT CORP LU N 2 2034-09-30 Fixed 6.00000000 N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAR9 61000.00000000 PA USD 66816.75000000 0.010260037146 Long DBT CORP LU N 2 2036-07-18 Fixed 7.20000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAV0 175000.00000000 PA USD 200951.80000000 0.030857126884 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72000000 N N N N N N TELEDYNE TECHNOLOGIES IN 549300VSMO9KYQWDND94 879360AE5 676000.00000000 PA USD 618171.52000000 0.094923245419 Long DBT CORP US N 2 2031-04-01 Fixed 2.75000000 N N N N N N TELUS CORP 894500TX134IMF6NW757 87971MCM3 49000.00000000 PA USD 50665.41000000 0.007779920284 Long DBT CORP CA N 2 2055-10-15 Fixed 7.00000000 N N N N N TELUS CORP 894500TX134IMF6NW757 87971MCR2 49000.00000000 PA USD 48876.99000000 0.007505299689 Long DBT CORP CA N 2 2056-06-09 Fixed 6.63000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 73000.00000000 PA USD 73534.94000000 0.011291647917 Long DBT CORP US N 2 2030-06-15 Fixed 6.13000000 N N N N N N TIDEWATER INC 2549000JA5GRUPLMUH98 88642RAE9 139000.00000000 PA USD 148735.56000000 0.022839069105 Long DBT CORP US N 2 2030-07-15 Fixed 9.13000000 N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 250000.00000000 PA USD 188421.46000000 0.028933032194 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAB7 440000.00000000 PA USD 425131.45000000 0.065281003181 Long DBT CORP FR N 2 2054-04-05 Fixed 5.49000000 N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BS5 137000.00000000 PA USD 140794.90000000 0.021619742117 Long DBT CORP US N 2 2030-12-15 Fixed 6.88000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BT3 187000.00000000 PA USD 193631.21000000 0.029733014661 Long DBT CORP US N 2 2031-12-01 Fixed 7.13000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BU0 53000.00000000 PA USD 53809.89000000 0.008262770492 Long DBT CORP US N 2 2029-03-01 Fixed 6.38000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 51000.00000000 PA USD 52306.67000000 0.008031943745 Long DBT CORP US N 2 2032-03-01 Fixed 6.63000000 N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BY2 82000.00000000 PA USD 82779.66000000 0.012711219665 Long DBT CORP US N 2 2033-05-31 Fixed 6.38000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BZ9 15000.00000000 PA USD 15305.94000000 0.002350301578 Long DBT CORP US N 2 2034-01-31 Fixed 6.25000000 N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647CA3 40000.00000000 PA USD 41028.36000000 0.006300104355 Long DBT CORP US N 2 2034-01-31 Fixed 6.75000000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAS8 140000.00000000 PA USD 135869.64000000 0.020863444473 Long DBT CORP US N 2 2053-05-25 Fixed 5.45000000 N N N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AC2 64000.00000000 PA USD 44803.13000000 0.006879738659 Long DBT CORP US N 2 2029-03-15 Fixed 4.63000000 N N N N N TRONOX INC 549300EPZ4YXC7E5P181 897051AD0 102000.00000000 PA USD 102466.47000000 0.015734225153 Long DBT CORP US N 2 2030-09-30 Fixed 9.13000000 N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAE2 10000.00000000 PA USD 9488.51000000 0.001457006889 Long DBT CORP US N 2 2029-06-07 Fixed 1.89000000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AS9 90000.00000000 PA USD 79358.41000000 0.012185870077 Long DBT CORP US N 2 2030-08-01 Fixed 1.50000000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AV2 30000.00000000 PA USD 28653.52000000 0.004399887447 Long DBT CORP US N 2 2053-04-15 Fixed 5.50000000 N N N N N TURNING POINT BRANDS INC 549300IYG00QF0VVP302 90041LAG0 98000.00000000 PA USD 101410.11000000 0.015572015934 Long DBT CORP US N 2 2032-03-15 Fixed 7.63000000 N N N N N N TUTOR PERINI CORP 549300FHXYVPW8LJ6D98 901109AG3 19000.00000000 PA USD 20698.35000000 0.003178332377 Long DBT CORP US N 2 2029-04-30 Fixed 11.88000000 N N N N N TUTOR PERINI CORP 549300FHXYVPW8LJ6D98 901109AH1 125000.00000000 PA USD 125743.75000000 0.019308564783 Long DBT CORP US N 2 2033-07-15 Fixed 6.63000000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90279XAA0 74000.00000000 PA USD 71889.45000000 0.011038974919 Long DBT CORP US N 2 2031-02-01 Fixed 6.88000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAG6 67000.00000000 PA USD 68461.61000000 0.010512613405 Long DBT CORP US N 2 2028-09-15 Fixed 6.88000000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAH4 125000.00000000 PA USD 129714.50000000 0.019918292770 Long DBT CORP US N 2 2032-01-15 Fixed 7.25000000 N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAJ0 152000.00000000 PA USD 152207.02000000 0.023372128683 Long DBT CORP US N 2 2033-04-15 Fixed 5.75000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAQ3 115000.00000000 PA USD 107356.44000000 0.016485103845 Long DBT CORP US N 2 2054-09-15 Fixed 5.35000000 N N N N N UMASS MEM HEALTH CARE N/A 90407JAA6 42000.00000000 PA USD 38767.21000000 0.005952893768 Long DBT CORP US N 2 2052-07-01 Fixed 5.36000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CN0 230000.00000000 PA USD 180792.34000000 0.027761543688 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CW0 10000.00000000 PA USD 9549.30000000 0.001466341489 Long DBT CORP US N 2 2053-03-15 Fixed 5.45000000 N N N N N N UNISYS CORP 549300T21W22FIJJOW08 909214BX5 319000.00000000 PA USD 299721.11000000 0.046023635126 Long DBT CORP US N 2 2031-01-15 Fixed 10.63000000 N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91086QAV0 100000.00000000 PA USD 97175.00000000 0.014921694182 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAG5 340000.00000000 PA USD 252290.20000000 0.038740388058 Long DBT NUSS MX N 2 2050-01-31 Fixed 4.50000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAN0 535000.00000000 PA USD 320786.00000000 0.049258251504 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BBD1 630000.00000000 PA USD 670395.60000000 0.102942507067 Long DBT NUSS MX N 2 2055-05-13 Fixed 7.38000000 N N N N N UNITED PARCEL SERVICE D01LMJZU09ULLNCY6Z23 911312BW5 280000.00000000 PA USD 265510.27000000 0.040770394146 Long DBT CORP US N 2 2050-04-01 Fixed 5.30000000 N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BS2 57000.00000000 PA USD 56140.01000000 0.008620571758 Long DBT CORP US N 2 2033-11-15 Fixed 5.38000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 155000.00000000 PA USD 160036.58000000 0.024574395726 Long DBT CORP US N 2 2035-01-23 Fixed 5.68000000 N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJU5 965000.00000000 PA USD 982321.27000000 0.150840211779 Long DBT CORP US N 2 2036-02-12 Fixed 5.42000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UE5 9526000.00000000 PA USD 9237994.73000000 1.418539050356 Long STIV UST US N 2 2027-04-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RB6 4000000.00000000 PA USD 3070000.00000000 0.471413441106 Long DBT UST US N 2 2043-05-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SE9 4200000.00000000 PA USD 3285023.45000000 0.504431338332 Long DBT UST US N 2 2048-11-15 Fixed 3.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SS8 4500000.00000000 PA USD 2352128.90000000 0.361180839959 Long DBT UST US N 2 2050-11-15 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TC2 11700000.00000000 PA USD 8102707.00000000 1.244210094185 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UD8 13200000.00000000 PA USD 11937750.00000000 1.833099611260 Long DBT UST US N 2 2044-08-15 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBF7 10938688.29000000 PA USD 10102292.45000000 1.551256171635 Long DBT UST US N 2 2031-01-15 Fixed 0.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJM4 30000000.00000000 PA USD 30202734.30000000 4.637776842733 Long DBT UST US N 2 2030-11-30 Fixed 4.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKP5 3100000.00000000 PA USD 3137054.67000000 0.481710012027 Long DBT UST US N 2 2029-04-30 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLF6 3770000.00000000 PA USD 3641437.12000000 0.559160391958 Long DBT UST US N 2 2034-08-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMA6 2000000.00000000 PA USD 1996875.00000000 0.306629874661 Long DBT UST US N 2 2029-11-30 Fixed 4.13000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PET5 195000.00000000 PA USD 198884.98000000 0.030539756614 Long DBT CORP US N 2 2063-02-15 Fixed 6.05000000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327TAC5 238000.00000000 PA USD 248285.33000000 0.038125420779 Long DBT CORP US N 2 2032-06-15 Fixed 8.63000000 N N N N N Regents of the University of California Medical Center Pooled Revenue RRR42I7GG51DB5HDQR14 913366KB5 120000.00000000 PA USD 78709.78000000 0.012086269784 Long DBT MUN US N 2 2050-05-15 Fixed 3.01000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue RRR42I7GG51DB5HDQR14 913366KD1 85000.00000000 PA USD 53425.11000000 0.008203685650 Long DBT MUN US N 2 2120-05-15 Fixed 3.71000000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903BC3 405000.00000000 PA USD 387984.05000000 0.059576839122 Long DBT CORP US N 2 2034-10-15 Fixed 5.05000000 N N N N N N University of California N/A 91412GHA6 115000.00000000 PA USD 95294.12000000 0.014632875904 Long DBT MUN US N 2 2112-05-15 Fixed 4.86000000 N N N N N N UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBD1 148000.00000000 PA USD 115993.06000000 0.017811298879 Long DBT CORP US N 2 2045-04-01 Fixed 2.76000000 N N N N N N UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBE9 157000.00000000 PA USD 103062.51000000 0.015825749996 Long DBT CORP US N 2 2050-04-01 Fixed 2.55000000 N N N N N University of Michigan N/A 914455UH1 38000.00000000 PA USD 27801.39000000 0.004269038738 Long DBT MUN US N 2 2052-04-01 Fixed 3.50000000 N N N N N N University of Michigan N/A 914455UK4 67000.00000000 PA USD 48944.14000000 0.007515610898 Long DBT MUN US N 2 2052-04-01 Fixed 3.50000000 N N N N N N University of Michigan N/A 914455VJ6 238000.00000000 PA USD 197622.87000000 0.030345953481 Long DBT MUN US N 2 2047-04-01 Fixed 3.60000000 N N N N N N UNIV SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AF3 190000.00000000 PA USD 123939.23000000 0.019031471955 Long DBT CORP US N 2 2051-10-01 Fixed 2.95000000 N N N N N N UNIV SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AH9 10000.00000000 PA USD 9229.89000000 0.001417294529 Long DBT CORP US N 2 2053-10-01 Fixed 4.98000000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906BB7 22000.00000000 PA USD 21657.32000000 0.003325586888 Long DBT CORP US N 2 2033-04-15 Fixed 8.88000000 N N N N N N Board of Regents of the University of Texas System TEHUYFNKZR6XVWLGEU86 91514AKD6 105000.00000000 PA USD 64657.57000000 0.009928484549 Long DBT MUN US N 2 2049-08-15 Fixed 2.44000000 N N N N N N University of Virginia N/A 915217XM0 60000.00000000 PA USD 36399.70000000 0.005589351085 Long DBT MUN US N 2 2051-11-01 Fixed 2.58000000 N N N N N N UNUM GROUP 549300E32YFDO6TZ8R31 91529YAR7 410000.00000000 PA USD 306397.79000000 0.047048871834 Long DBT CORP US N 2 2051-06-15 Fixed 4.13000000 N N N N N N Upstart Securitization Trust N/A 91684FAC2 900000.00000000 PA USD 897633.63000000 0.137836012498 Long ABS-O CORP US N 2 2035-09-20 Fixed 5.02000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAG3 91000.00000000 PA USD 93214.85000000 0.014313593876 Long DBT CORP US N 2 2029-03-15 Fixed 7.13000000 N N N N N N VFH PARENT / VALOR CO N/A 91824YAA6 209000.00000000 PA USD 218595.40000000 0.033566387532 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N VALARIS LTD 5299008BQ9IREYWBTS30 91889FAC5 235000.00000000 PA USD 244042.33000000 0.037473887479 Long DBT CORP BM N 2 2030-04-30 Fixed 8.38000000 N N N N N VELOCITY COM CAP LLC 549300TA4MQM8WN2XG31 92259RAE5 35000.00000000 PA USD 36261.82000000 0.005568178940 Long DBT CORP US N 2 2031-02-15 Fixed 9.38000000 N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GBA4 670000.00000000 PA USD 660437.16000000 0.101413340140 Long DBT US N 2 2035-01-15 Fixed 5.00000000 N N N N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GBB2 280000.00000000 PA USD 281790.07000000 0.043270236667 Long DBT US N 2 2032-07-15 Fixed 5.10000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 83000.00000000 PA USD 89337.14000000 0.013718152633 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 83000.00000000 PA USD 88607.23000000 0.013606071401 Long DBT CORP US N 2 2032-02-01 Fixed 9.88000000 N N N N N VERISIGN INC LMPL4N8ZOJRMF0KOF759 92343EAM4 2332000.00000000 PA USD 2094252.46000000 0.321582657561 Long DBT CORP US N 2 2031-06-15 Fixed 2.70000000 N N N N N N VERISIGN INC LMPL4N8ZOJRMF0KOF759 92343EAQ5 225000.00000000 PA USD 226273.45000000 0.034745389477 Long DBT CORP US N 2 2032-06-01 Fixed 5.25000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGZ1 910000.00000000 PA USD 909750.02000000 0.139696543151 Long DBT CORP US N 2 2035-04-02 Fixed 5.25000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHC1 812000.00000000 PA USD 809819.64000000 0.124351746960 Long DBT CORP US N 2 2037-07-02 Fixed 5.40000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHJ6 55000.00000000 PA USD 53359.80000000 0.008193656982 Long DBT CORP US N 2 2055-11-30 Fixed 5.88000000 N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAF3 1056000.00000000 PA USD 1042597.44000000 0.160095911035 Long DBT CORP US N 2 2029-03-15 Fixed 4.13000000 N N N N N N VERMILION ENERGY INC 8945009D1HGCJC8M8A68 923725AE5 113000.00000000 PA USD 111093.47000000 0.017058942989 Long DBT CORP CA N 2 2033-02-15 Fixed 7.25000000 N N N N N VERSANT MEDIA GROUP INC 254900D2Q5F5F229PU30 925283AA1 135000.00000000 PA USD 139666.28000000 0.021446437023 Long DBT CORP US N 2 2031-01-30 Fixed 7.25000000 N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AH3 167000.00000000 PA USD 175393.57000000 0.026932536280 Long DBT CORP US N 2 2030-07-30 Fixed 7.88000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AX8 95000.00000000 PA USD 89112.17000000 0.013683607395 Long DBT CORP US N 2 2036-04-30 Fixed 6.88000000 N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAN0 95000.00000000 PA USD 94762.89000000 0.014551302952 Long DBT CORP US N 2 2028-07-15 Fixed 6.50000000 N N N N N N VIASAT INC UFC8NYMNFSYIHNSM2I38 92552VAR1 203000.00000000 PA USD 205001.71000000 0.031479010274 Long DBT CORP US N 2 2031-05-30 Fixed 7.50000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAP7 51000.00000000 PA USD 32922.63000000 0.005055430064 Long DBT CORP US N 2 2043-03-15 Fixed 4.38000000 N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 82000.00000000 PA USD 61397.00000000 0.009427808157 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AE3 77000.00000000 PA USD 70718.96000000 0.010859240483 Long DBT US N 2 2052-05-15 Fixed 5.63000000 N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AF0 930000.00000000 PA USD 944326.12000000 0.145005871581 Long DBT US N 2 2034-04-01 Fixed 5.75000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AK9 610000.00000000 PA USD 610258.34000000 0.093708138118 Long DBT US N 2 2035-04-01 Fixed 5.63000000 N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAH0 81000.00000000 PA USD 81126.45000000 0.012457361224 Long DBT CORP BM N 2 2033-10-15 Fixed 5.88000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FZ2 750000.00000000 PA USD 740827.81000000 0.113757715693 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GC2 190000.00000000 PA USD 129703.10000000 0.019916542245 Long DBT CORP US N 2 2049-12-01 Fixed 3.30000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GQ1 195000.00000000 PA USD 182751.03000000 0.028062310071 Long DBT CORP US N 2 2054-01-15 Fixed 5.35000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GU2 40000.00000000 PA USD 39107.76000000 0.006005186878 Long DBT CORP US N 2 2055-03-15 Fixed 5.65000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GW8 65000.00000000 PA USD 63078.18000000 0.009685961528 Long DBT CORP US N 2 2055-09-15 Fixed 5.60000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GY4 40000.00000000 PA USD 39290.20000000 0.006033201427 Long DBT CORP US N 2 2056-03-15 Fixed 5.70000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAJ1 385000.00000000 PA USD 297089.79000000 0.045619583134 Long DBT CORP US N 2 2047-09-15 Fixed 3.65000000 N N N N N N WAKEMED 549300RAN6BZ6UMO7Z44 931108AA2 81000.00000000 PA USD 53231.07000000 0.008173889864 Long DBT CORP US N 2 2052-10-01 Fixed 3.29000000 N N N N N WALMART INC Y87794H0US1R65VBXU25 931142EZ2 200000.00000000 PA USD 173338.19000000 0.026616922678 Long DBT CORP US N 2 2052-09-09 Fixed 4.50000000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FP3 1595000.00000000 PA USD 1608483.76000000 0.246990509532 Long DBT CORP US N 2 2035-04-28 Fixed 4.90000000 N N N N N N BLACKROCK CASH FUNDS N/A 066922477 4251117.95000000 NS USD 4252393.28000000 0.652975683734 Long STIV RF US N 1 N N N WASHINGTON GAS LIGHT CO DL22T1SB4DUBS063O841 93884PDY3 30000.00000000 PA USD 21580.46000000 0.003313784660 Long DBT CORP US N 2 2049-09-15 Fixed 3.65000000 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAA9 305000.00000000 PA USD 285411.31000000 0.043826295693 Long DBT CORP CA N 2 2030-02-01 Fixed 2.60000000 N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAJ0 1070000.00000000 PA USD 1084697.48000000 0.166560577070 Long DBT CORP CA N 2 2035-09-01 Fixed 5.25000000 N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBY4 915000.00000000 PA USD 927736.38000000 0.142458436265 Long DBT CORP US N 2 2031-07-03 Fixed 4.95000000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAA5 218000.00000000 PA USD 224989.08000000 0.034548168213 Long DBT CORP US N 2 2029-10-31 Fixed 7.25000000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAB3 155000.00000000 PA USD 162942.36000000 0.025020592387 Long DBT CORP US N 2 2030-09-15 Fixed 7.75000000 N N N N N N WEATHERFORD INTERNATIONA 549300A2JKMG5PGOGF82 947075AW7 65000.00000000 PA USD 66319.21000000 0.010183637458 Long DBT CORP BM N 2 2033-10-15 Fixed 6.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 80000.00000000 PA USD 75306.19000000 0.011563631975 Long DBT CORP US N 2 2030-10-30 Fixed 2.88000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 1374000.00000000 PA USD 1272068.93000000 0.195332375119 Long DBT CORP US N 2 2031-02-11 Fixed 2.57000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 535000.00000000 PA USD 529233.79000000 0.081266424134 Long DBT CORP US N 2 2031-04-04 Fixed 4.48000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 433000.00000000 PA USD 398033.37000000 0.061119961116 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3A9 840000.00000000 PA USD 842294.08000000 0.129338355269 Long DBT CORP US N 2 2028-07-25 Fixed 4.81000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 409000.00000000 PA USD 406404.64000000 0.062405410366 Long DBT CORP US N 2 2033-07-25 Fixed 4.90000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3G6 308000.00000000 PA USD 318610.23000000 0.048924151431 Long DBT CORP US N 2 2029-10-23 Fixed 6.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 180000.00000000 PA USD 194281.34000000 0.029832845287 Long DBT CORP US N 2 2034-10-23 Fixed 6.49000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3K7 105000.00000000 PA USD 107020.87000000 0.016433575438 Long DBT CORP US N 2 2035-01-23 Fixed 5.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3N1 775000.00000000 PA USD 773640.18000000 0.118796214798 Long DBT CORP US N 2 2035-12-03 Fixed 5.21000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95041AAF5 1140000.00000000 PA USD 1134196.08000000 0.174161328000 Long DBT US N 2 2030-07-01 Fixed 4.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AF4 65000.00000000 PA USD 67239.23000000 0.010324911007 Long DBT CORP US N 2 2029-01-15 Fixed 6.35000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AJ6 485000.00000000 PA USD 479884.82000000 0.073688649619 Long DBT CORP US N 2 2035-12-15 Fixed 5.50000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AR1 310000.00000000 PA USD 318323.74000000 0.048880159498 Long DBT CORP US N 2 2034-03-11 Fixed 5.61000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041AAL0 1080000.00000000 PA USD 1087726.54000000 0.167025703975 Long ABS-O CORP US N 2 2028-11-15 Fixed 6.64000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042XAG0 2880000.00000000 PA USD 2909204.93000000 0.446722575549 Long ABS-O CORP US N 2 2028-11-15 Fixed 6.79000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042YAG8 2030000.00000000 PA USD 2056318.34000000 0.315757688817 Long ABS-O CORP US N 2 2030-04-15 Fixed 5.91000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043RAG2 1360000.00000000 PA USD 1381326.84000000 0.212109458937 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.02000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EQ2 120000.00000000 PA USD 88814.40000000 0.013637883362 Long DBT CORP AU N 2 2040-11-16 Fixed 2.96000000 N N N N N N BlackRock Funds III 5493008LW2651I1QB503 066922519 33875904.96000000 NS USD 33886067.73000000 5.203370616994 Long STIV RF US N 1 N N EDCON HOLDCO 1 213800QFMH6S1TYEKJ66 000000000 1643590.00000000 NS 1.00000000 0.000000153554 Long EC CORP ZA N 3 N N N EDCON HOLDCO 2 213800QFMH6S1TYEKJ66 000000000 163560.00000000 NS 0.10000000 0.000000015355 Long EC CORP ZA N 3 N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320AV8 24000.00000000 PA USD 14286.18000000 0.002193712467 Long DBT CORP US N 2 2046-06-01 Fixed 4.50000000 N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320AX4 22000.00000000 PA USD 13114.13000000 0.002013738485 Long DBT CORP US N 2 2050-05-15 Fixed 4.60000000 N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BE5 114000.00000000 PA USD 98823.64000000 0.015174850877 Long DBT CORP US N 2 2033-06-15 Fixed 6.50000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BF2 10000.00000000 PA USD 10119.48000000 0.001553895403 Long DBT CORP US N 2 2031-07-01 Fixed 7.50000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BG0 10000.00000000 PA USD 10041.02000000 0.001541847488 Long DBT CORP US N 2 2034-07-01 Fixed 7.88000000 N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 96332HCG2 15000.00000000 PA USD 9376.82000000 0.001439856346 Long DBT CORP US N 2 2043-03-01 Fixed 5.15000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AN1 940000.00000000 PA USD 929086.68000000 0.142665781402 Long DBT CORP US N 2 2054-03-05 Fixed 5.90000000 N N N N N N WINDSTREAM SERVICES/ESCR N/A 97381AAA0 129000.00000000 PA USD 136037.60000000 0.020889235549 Long DBT CORP US N 2 2031-10-01 Fixed 8.25000000 N N N N N WISCONSIN ELECTRIC POWER AENKIFMULUAWOUU8Q584 976656CN6 20000.00000000 PA USD 20049.54000000 0.003078704444 Long DBT CORP US N 2 2032-09-30 Fixed 4.75000000 N N N N N WISCONSIN POWER & LIGHT JWBYHVQVMY66CVCOSO49 976826BS5 90000.00000000 PA USD 91318.11000000 0.014022340218 Long DBT CORP US N 2 2034-03-30 Fixed 5.38000000 N N N N N N WISCONSIN PUBLIC SERVICE 549300BJRHJVYNUMQZ30 976843BM3 85000.00000000 PA USD 58505.47000000 0.008983799653 Long DBT CORP US N 2 2049-09-01 Fixed 3.30000000 N N N N N N BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES 5493008LW2651I1QB503 066922477 100000.00000000 NS USD 100000.00000000 0.015355486680 Long STIV RF US N 1 N N N WS ESCROW LLC N/A 982104AA9 197000.00000000 PA USD 202282.98000000 0.031061536051 Long DBT CORP US N 2 2033-06-01 Fixed 7.75000000 N N N N N N WULF COMPUTE LLC N/A 982911AA7 220000.00000000 PA USD 231076.56000000 0.035482930393 Long DBT CORP US N 2 2030-10-15 Fixed 7.75000000 N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAL0 60000.00000000 PA USD 59631.00000000 0.009156630262 Long DBT CORP KY N 2 2034-02-15 Fixed 6.75000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAV2 900000.00000000 PA USD 889522.09000000 0.136590446054 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAX8 50000.00000000 PA USD 35094.09000000 0.005388868315 Long DBT CORP US N 2 2049-12-01 Fixed 3.50000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBA7 100000.00000000 PA USD 101788.69000000 0.015630148735 Long DBT CORP US N 2 2033-08-15 Fixed 5.45000000 N N N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 98459LAC7 272000.00000000 PA USD 163272.06000000 0.025071219427 Long DBT CORP US N 2 2050-04-15 Fixed 2.40000000 N N N N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 98927UAA5 294000.00000000 PA USD 307026.84000000 0.047145465523 Long DBT CORP GB N 2 2029-07-15 Fixed 8.63000000 N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAX0 160000.00000000 PA USD 162505.11000000 0.024953450521 Long DBT CORP US N 2 2028-12-01 Fixed 5.35000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PBA9 50000.00000000 PA USD 50080.38000000 0.007690086080 Long DBT CORP US N 2 2027-02-19 Fixed 4.70000000 N N N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 98971DAE0 760000.00000000 PA USD 753538.04000000 0.115709433368 Long DBT CORP US N 2 2029-02-09 Fixed 4.48000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -112.00000000 NC USD -35348.99000000 -0.00542800945 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 -12256651.01000000 USD -35348.99000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -2.00000000 NC 24.25000000 0.000003723705 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXU6 Comdty 2026-09-08 -254701.22000000 EUR 24.25000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 404.00000000 NC USD -37705.74000000 -0.00578989988 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 83296424.69000000 USD -37705.74000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 235.00000000 NC USD 327287.15000000 0.050256534726 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 26837244.10000000 USD 327287.15000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 97.00000000 NC USD 113450.41000000 0.017420862597 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYU6 Comdty 2026-09-21 10777830.84000000 USD 113450.41000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 44.00000000 NC USD 26814.97000000 0.004117569146 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU6 Comdty 2026-09-21 4947935.03000000 USD 26814.97000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 4.00000000 NC -3453.44000000 -0.00053029251 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Long Gilt Futures G U6 Comdty 2026-09-28 359443.52000000 GBP -3453.44000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 585.00000000 NC USD 8775.55000000 0.001347528411 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 62567943.20000000 USD 8775.55000000 N N N The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 000000000 14.00000000 NC 1524.91000000 0.000234157351 N/A DIR CA N 1 The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 Long Montreal Exchange 10 Year Canadian Bond Futures CNU6 Comdty 2026-09-18 1693377.30000000 CAD 1524.91000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 -10.00000000 NC -8502.81000000 -0.00130564785 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Short SFE 10 Year Australian Bond Futures XMU6 Comdty 2026-09-15 -1085893.91000000 AUD -8502.81000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 28.00000000 NC USD -5950.56000000 -0.00091373744 N/A DCR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Bloomberg U.S. Corporate High Yield Very Liquid Index Futures HYBU6 Index 2026-09-15 3204250.56000000 USD -5950.56000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 50000.00000000 OU Notional Amount USD 1084.16000000 0.000166478044 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 1274.96000000 USD 0.00000000 USD 50000.00000000 USD -190.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13056632.00000000 OU Notional Amount 410999.89000000 0.063111033367 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 0.00000000 GBP -17773.71000000 GBP 13056632.00000000 GBP 434870.88000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1151570.00000000 OU Notional Amount 13391.33000000 0.002056303894 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 7458.79000000 EUR 0.00000000 EUR 1151570.00000000 EUR 4731.30000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15523112.00000000 OU Notional Amount 43062.46000000 0.006612450309 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 52148.69000000 EUR 0.00000000 EUR 15523112.00000000 EUR -17505.62000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 25870000.00000000 OU Notional Amount 15658.08000000 0.002404374388 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 EUR -87849.51000000 EUR 25870000.00000000 EUR 117690.86000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 25831597.00000000 OU Notional Amount -289830.68000000 -0.04450491146 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 60837.31000000 GBP 0.00000000 GBP 25831597.00000000 GBP -371538.22000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount -2073.67000000 -0.00031842212 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 0.00000000 GBP -1472.54000000 GBP 300000.00000000 GBP -132.13000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 140000.00000000 OU Notional Amount -1523.88000000 -0.00023399919 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 141.10000000 EUR 0.00000000 EUR 140000.00000000 EUR -1685.57000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 750000.00000000 OU Notional Amount 16105.38000000 0.002473059480 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 1302.09000000 EUR 0.00000000 EUR 750000.00000000 EUR 14607.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 202500.00000000 OU Notional Amount -3888.94000000 -0.00059716566 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-04-16 3.43000000 EUR 0.00000000 EUR 202500.00000000 EUR -3892.98000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1570000.00000000 OU Notional Amount -37032.70000000 -0.00568655131 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 10638.81000000 EUR 0.00000000 EUR 1570000.00000000 EUR -49545.53000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6980000.00000000 OU Notional Amount 179392.90000000 0.027546652866 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 51428.22000000 EUR 0.00000000 EUR 6980000.00000000 EUR 118800.19000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1570000.00000000 OU Notional Amount -36364.99000000 -0.00558402119 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 10424.45000000 EUR 0.00000000 EUR 1570000.00000000 EUR -48657.50000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 762500.00000000 OU Notional Amount -17162.14000000 -0.00263533012 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-04-16 0.00000000 EUR -4874.93000000 EUR 762500.00000000 EUR -11408.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7195000.00000000 OU Notional Amount -37984.70000000 -0.00583273554 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 3469.85000000 EUR 0.00000000 EUR 7195000.00000000 EUR -42052.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3915000.00000000 OU Notional Amount 58599.49000000 0.008998236882 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 2275.28000000 EUR 0.00000000 EUR 3915000.00000000 EUR 55931.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7920000.00000000 OU Notional Amount 113055.04000000 0.017360151609 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR -24432.18000000 EUR 7920000.00000000 EUR 141664.61000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 14710000.00000000 OU Notional Amount -88556.77000000 -0.01359832302 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 29075.66000000 EUR 0.00000000 EUR 14710000.00000000 EUR -122603.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2160000.00000000 OU Notional Amount USD -20296.48000000 -0.00311662328 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 0.00000000 USD -1620.76000000 USD 2160000.00000000 USD -18675.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4700000.00000000 OU Notional Amount USD 59631.54000000 0.009156713182 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 125510.79000000 USD 0.00000000 USD 4700000.00000000 USD -65879.25000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3700000.00000000 OU Notional Amount 34432.91000000 0.005287340908 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 GBP -27618.34000000 GBP 3700000.00000000 GBP 71629.28000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6625000.00000000 OU Notional Amount -37104.52000000 -0.00569757962 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 31476.30000000 GBP 0.00000000 GBP 6625000.00000000 GBP -79496.79000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6585000.00000000 OU Notional Amount -69388.66000000 -0.01065496644 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 19999.40000000 GBP 0.00000000 GBP 6585000.00000000 GBP -96422.84000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3610000.00000000 OU Notional Amount 68745.75000000 0.010556244485 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 GBP -9777.67000000 GBP 3610000.00000000 GBP 81962.71000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3170000.00000000 OU Notional Amount -36719.57000000 -0.00563846868 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 GBP -6132.12000000 GBP 3170000.00000000 GBP -28401.97000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1780000.00000000 OU Notional Amount 33902.43000000 0.005205883123 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 GBP -15365.82000000 GBP 1780000.00000000 GBP 54702.38000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 6020664.00000000 OU Notional Amount -115880.35000000 -0.01779399171 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 17492.65000000 GBP 0.00000000 GBP 6020664.00000000 GBP -139177.94000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15018216.00000000 OU Notional Amount 152202.75000000 0.023371473004 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 GBP -14273.67000000 GBP 15018216.00000000 GBP 171213.15000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 19950000.00000000 OU Notional Amount -468647.44000000 -0.07196309523 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 GBP -51019.85000000 GBP 19950000.00000000 GBP -400134.71000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 46410000.00000000 OU Notional Amount 521987.81000000 0.080153768640 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 63458.75000000 GBP 0.00000000 GBP 46410000.00000000 GBP 436766.17000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8645874.00000000 OU Notional Amount USD -44375.05000000 -0.00681400489 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 15931.15000000 USD 0.00000000 USD 8645874.00000000 USD -60306.20000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 20499553.00000000 OU Notional Amount USD -9822.09000000 -0.00150822972 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 USD -7985.86000000 USD 20499553.00000000 USD -1836.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7950000.00000000 OU Notional Amount 234311.79000000 0.035979715705 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 10091.08000000 EUR 0.00000000 EUR 7950000.00000000 EUR 222599.58000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 14360000.00000000 OU Notional Amount -218226.94000000 -0.03350980870 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 EUR -6736.11000000 EUR 14360000.00000000 EUR -210408.67000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 17420000.00000000 OU Notional Amount -48583.26000000 -0.00746019601 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 EUR -10099.16000000 EUR 17420000.00000000 EUR -36835.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7270000.00000000 OU Notional Amount 48730.12000000 0.007482747086 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 10841.64000000 EUR 0.00000000 EUR 7270000.00000000 EUR 36119.12000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8760000.00000000 OU Notional Amount USD -4902.28000000 -0.00075276895 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 15404.68000000 USD 0.00000000 USD 8760000.00000000 USD -20306.96000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000.00000000 OU Notional Amount USD -53.40000000 -0.00000819982 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 16.83000000 USD 0.00000000 USD 10000.00000000 USD -70.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2390000.00000000 OU Notional Amount USD 35062.50000000 0.005384017517 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 0.00000000 USD -1770.58000000 USD 2390000.00000000 USD 36833.08000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 17460000.00000000 OU Notional Amount -80282.19000000 -0.01232772099 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 0.00000000 EUR -13930.22000000 EUR 17460000.00000000 EUR -64212.81000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 7300000.00000000 OU Notional Amount 80574.50000000 0.012372606615 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 9838.36000000 EUR 0.00000000 EUR 7300000.00000000 EUR 69225.79000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15425000.00000000 OU Notional Amount 107604.92000000 0.016523259158 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-09-16 13046.97000000 GBP 0.00000000 GBP 15425000.00000000 GBP 90174.98000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3680000.00000000 OU Notional Amount 75763.05000000 0.011633785051 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 8966.03000000 GBP 0.00000000 GBP 3680000.00000000 GBP 63785.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 13185000.00000000 OU Notional Amount -174180.46000000 -0.02674625733 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 0.00000000 GBP -18555.21000000 GBP 13185000.00000000 GBP -149393.23000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3860000.00000000 OU Notional Amount 61257.99000000 0.009406462495 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 23102.01000000 EUR 0.00000000 EUR 3860000.00000000 EUR 34527.81000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1690000.00000000 OU Notional Amount -47724.01000000 -0.00732825399 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 0.00000000 EUR -4011.20000000 EUR 1690000.00000000 EUR -43082.85000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 940000.00000000 OU Notional Amount 837.14000000 0.000128546921 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-06-29 452.52000000 EUR 0.00000000 EUR 940000.00000000 EUR 323.36000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1560000.00000000 OU Notional Amount USD -5480.70000000 -0.00084158815 N/A DO US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA) 2036-06-29 32.45000000 USD 0.00000000 USD 1560000.00000000 USD -5513.15000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3120000.00000000 OU Notional Amount USD -6458.56000000 -0.00099174332 N/A DO US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA) 2036-06-29 64.90000000 USD 0.00000000 USD 3120000.00000000 USD -6523.46000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2320000.00000000 OU Notional Amount USD -8677.90000000 -0.00133253377 N/A DO US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y Inflation based on USD - US CPI Urban Consumers NSA (CPURNSA) 2036-06-30 48.26000000 USD 0.00000000 USD 2320000.00000000 USD -8726.16000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8650000.00000000 OU Notional Amount USD 24776.51000000 0.003804553693 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 17510.17000000 USD 0.00000000 USD 17300000.00000000 USD 18539.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4740000.00000000 OU Notional Amount USD -24422.80000000 -0.00375023980 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 USD -13028.87000000 USD 9480000.00000000 USD -20183.73000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1890000.00000000 OU Notional Amount -1574.25000000 -0.00024173374 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR -698.48000000 EUR 1890000.00000000 EUR -776.24000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 730000.00000000 OU Notional Amount 1487.22000000 0.000228369869 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 514.24000000 EUR 0.00000000 EUR 730000.00000000 EUR 899.70000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 4740000.00000000 OU Notional Amount USD -24422.80000000 -0.00375023980 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 USD -8789.80000000 USD 4740000.00000000 USD -15633.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8650000.00000000 OU Notional Amount USD 24776.51000000 0.003804553693 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-09-16 11273.07000000 USD 0.00000000 USD 8650000.00000000 USD 13503.44000000 N N N BNP PARIBAS SA N/A 000000000 -5786318.00000000 OU Notional Amount USD -19153.52000000 -0.00294111621 N/A DCR US N 2 BNP PARIBAS SA N/A Call Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 5786318.00000000 OU Notional Amount N/A -19153.52000000 0.00000000 DCR US CDX.NA.HY.S46 2I65BRAG3 buy protection 2031-06-20 0.00000000 N/A 0.00000000 N/A 5786318.00000000 USD 1.00000000 1.08000000 USD 2026-08-19 XXXX 4390.43000000 N N N BNP PARIBAS SA N/A 000000000 5786318.00000000 OU Notional Amount USD 3091.98000000 0.000474788577 N/A DCR US N 2 BNP PARIBAS SA N/A Call Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 5786318.00000000 OU Notional Amount N/A 3091.98000000 0.00000000 DCR US CDX.NA.HY.S46 2I65BRAG3 sell protection 2031-06-20 0.00000000 N/A 0.00000000 N/A 5786318.00000000 USD 1.00000000 1.09000000 USD 2026-08-19 XXXX -1490.78000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 -6469682.00000000 OU Notional Amount USD -21415.55000000 -0.00328846192 N/A DCR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 6469682.00000000 OU Notional Amount N/A -21415.55000000 0.00000000 DCR US CDX.NA.HY.S46 2I65BRAG3 buy protection 2031-06-20 0.00000000 N/A 0.00000000 N/A 6469682.00000000 USD 1.00000000 1.08000000 USD 2026-08-19 XXXX 1642.41000000 N N N MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 000000000 6469682.00000000 OU Notional Amount USD 9600.43000000 0.001474192749 N/A DCR US N 2 MORGAN STANLEY & CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 N/A 6469682.00000000 OU Notional Amount N/A 9600.43000000 0.00000000 DCR US CDX.NA.HY.S46 2I65BRAG3 sell protection 2031-06-20 0.00000000 N/A 0.00000000 N/A 6469682.00000000 USD 1.00000000 1.08500000 USD 2026-08-19 XXXX -647.56000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 15450000.00000000 OU Notional Amount USD -269239.83000000 -0.04134308623 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.EM.S45 2I65BZFJ6 Y sell protection 2031-06-20 0.00000000 USD -275997.62000000 USD 15450000.00000000 USD 6757.79000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 74736016.00000000 OU Notional Amount USD 1661051.52000000 0.255062544918 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S46 2I65BYEJ0 Y sell protection 2031-06-20 1643441.03000000 USD 0.00000000 USD 74736016.00000000 USD 17610.49000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 43298553.00000000 OU Notional Amount USD -320041.50000000 -0.04914392990 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S46 2I65BYEJ0 Y buy protection 2036-06-20 0.00000000 USD -265712.13000000 USD 43298553.00000000 USD -54329.37000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 6810000.00000000 OU Notional Amount 860865.87000000 0.132190144009 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S45 2I667KNC8 Y sell protection 2031-06-20 737151.68000000 EUR 0.00000000 EUR 6810000.00000000 EUR 15509.95000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 18681300.00000000 OU Notional Amount USD 1533277.89000000 0.235442282181 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S46 2I65BRAE1 Y sell protection 2031-06-20 1506600.30000000 USD 0.00000000 USD 18681300.00000000 USD 26677.59000000 N N N 2026-07-29 Master Investment Portfolio II Chuck Pulsfort Chuck Pulsfort Assistant Treasurer