NPORT-P false 0000029440 XXXXXXXX S000011205 C000030878 C000235737 Dodge & Cox Funds 811-00173 0000029440 549300R3H2V5UI5MR803 555 California Street 40th Floor San Francisco 94104 415-981-1710 Dodge & Cox Income Fund S000011205 5493009DXXXVQJ40VE42 2026-12-31 2026-06-30 N 110544559091.710000000000 172169957.510000000000 110372389134.200000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 USD N Securities Portfolio N/A AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 4.30 02/15/2030 00206RGQ9 7230000.0000000000 PA USD 7134770.7800000000 0.0064642714 Long DBT CORP US N 2 2030-02-15 Fixed 4.3 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 2.75 06/01/2031 00206RJY9 232292000.0000000000 PA USD 211269757.5100000000 0.1914154067 Long DBT CORP US N 2 2031-06-01 Fixed 2.75 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 2.55 12/01/2033 00206RMM1 62487000.0000000000 PA USD 52482994.3900000000 0.0475508366 Long DBT CORP US N 2 2033-12-01 Fixed 2.55 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 4.40 04/30/2031 00206RNF5 209852000.0000000000 PA USD 206322163.4500000000 0.1869327692 Long DBT CORP US N 2 2031-04-30 Fixed 4.4 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 4.75 04/30/2033 00206RNG3 50800000.0000000000 PA USD 49710916.0700000000 0.0450392679 Long DBT CORP US N 2 2033-04-30 Fixed 4.75 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 Amazon.com, Inc. 4.875 03/13/2036 023135DF0 112690000.0000000000 PA USD 110932378.5800000000 0.1005073637 Long DBT CORP US N 2 2036-03-13 Fixed 4.875 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 Amazon.com, Inc. 5.65 03/13/2046 023135DG8 62830000.0000000000 PA USD 62197321.3800000000 0.0563522470 Long DBT CORP US N 2 2046-03-13 Fixed 5.65 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 Amazon.com, Inc. 5.80 03/13/2056 023135DH6 176820000.0000000000 PA USD 175691959.1300000000 0.1591810783 Long DBT CORP US N 2 2056-03-13 Fixed 5.8 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 Amazon.com, Inc. 5.95 03/13/2066 023135DJ2 192065000.0000000000 PA USD 190961767.1200000000 0.1730158861 Long DBT CORP US N 2 2066-03-13 Fixed 5.95 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 2.875 09/15/2029 036752AL7 6837000.0000000000 PA USD 6470263.3200000000 0.0058622119 Long DBT CORP US N 2 2029-09-15 Fixed 2.875 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 2.25 05/15/2030 036752AN3 56396000.0000000000 PA USD 51590250.3900000000 0.0467419894 Long DBT CORP US N 2 2030-05-15 Fixed 2.25 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 2.55 03/15/2031 036752AP8 62201000.0000000000 PA USD 56419290.7800000000 0.0511172144 Long DBT CORP US N 2 2031-03-15 Fixed 2.55 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 5.15 06/15/2029 036752AY9 22704000.0000000000 PA USD 23026532.1200000000 0.0208625838 Long DBT CORP US N 2 2029-06-15 Fixed 5.15 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 4.75 02/15/2030 036752BB8 165079000.0000000000 PA USD 165613464.7200000000 0.1500497235 Long DBT CORP US N 2 2030-02-15 Fixed 4.75 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 4.50 10/30/2026 036752BG7 24840000.0000000000 PA USD 24871604.9300000000 0.0225342634 Long DBT CORP US N 2 2026-10-30 Fixed 4.5 N N N N N N British American Tobacco PLC 2138005GYEXN7XRHFA84 British American Tobacco PLC 6.343 08/02/2030 054989AA6 35910000.0000000000 PA USD 37960234.4100000000 0.0343928719 Long DBT CORP US N 2 2030-08-02 Fixed 6.343 N N N N N N British American Tobacco PLC 2138005GYEXN7XRHFA84 British American Tobacco PLC 6.421 08/02/2033 054989AB4 71200000.0000000000 PA USD 76964436.7300000000 0.0697316035 Long DBT CORP US N 2 2033-08-02 Fixed 6.421 N N N N N N British American Tobacco PLC 2138005GYEXN7XRHFA84 British American Tobacco PLC 3.557 08/15/2027 05526DBB0 32164000.0000000000 PA USD 31849224.1200000000 0.0288561518 Long DBT CORP US N 2 2027-08-15 Fixed 3.557 N N N N N N British American Tobacco PLC 2138005GYEXN7XRHFA84 British American Tobacco PLC 2.259 03/25/2028 05526DBR5 62309000.0000000000 PA USD 59950204.9500000000 0.0543163063 Long DBT CORP US N 2 2028-03-25 Fixed 2.259 N N N N N N British American Tobacco PLC 2138005GYEXN7XRHFA84 British American Tobacco PLC 2.726 03/25/2031 05526DBS3 70825000.0000000000 PA USD 64711188.4000000000 0.0586298701 Long DBT CORP US N 2 2031-03-25 Fixed 2.726 N N N N N N British American Tobacco PLC 2138005GYEXN7XRHFA84 British American Tobacco PLC 4.742 03/16/2032 05526DBW4 276220000.0000000000 PA USD 274969204.0200000000 0.2491286147 Long DBT CORP US N 2 2032-03-16 Fixed 4.742 N N N N N N British American Tobacco PLC 2138005GYEXN7XRHFA84 British American Tobacco PLC 7.75 10/19/2032 05526DBX2 39225000.0000000000 PA USD 44704299.8500000000 0.0405031550 Long DBT CORP US N 2 2032-10-19 Fixed 7.75 N N N N N N Burlington Northern Santa Fe LLC N/A Burlington Northern Santa Fe LLC 3.442 06/16/2028 05581JAA2 51336588.8900000000 PA USD 50478867.4300000000 0.0457350501 Long DBT CORP US N 2 2028-06-16 Fixed 3.442 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 4.625 03/13/2027 05581KAC5 291170000.0000000000 PA USD 291407187.0800000000 0.2640218168 Long DBT CORP FR N 2 2027-03-13 Fixed 4.625 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 4.456 02/06/2032 060505GQ1 75116000.0000000000 PA USD 73791627.5500000000 0.0668569632 Long DBT CORP US N 2 2032-02-06 Variable 4.456 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 4.25 10/22/2026 06051GFL8 159254000.0000000000 PA USD 159265149.3700000000 0.1442979994 Long DBT CORP US N 2 2026-10-22 Fixed 4.25 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 3.593 07/21/2028 06051GGR4 39085000.0000000000 PA USD 38712688.4100000000 0.0350746131 Long DBT CORP US N 2 2028-07-21 Variable 3.593 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 3.419 12/20/2028 06051GHD4 116354000.0000000000 PA USD 114409087.0400000000 0.1036573440 Long DBT CORP US N 2 2028-12-20 Variable 3.419 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 2.496 02/13/2031 06051GHZ5 85670000.0000000000 PA USD 79169700.5100000000 0.0717296247 Long DBT CORP US N 2 2031-02-13 Variable 2.496 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 2.572 10/20/2032 06051GKD0 32016000.0000000000 PA USD 28497058.6900000000 0.0258190105 Long DBT CORP US N 2 2032-10-20 Variable 2.572 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 3.846 03/08/2037 06051GKL2 418561000.0000000000 PA USD 388981649.9100000000 0.3524265923 Long DBT CORP US N 2 2037-03-08 Variable 3.846 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 4.948 07/22/2028 06051GKW8 90980000.0000000000 PA USD 91355244.2800000000 0.0827700161 Long DBT CORP US N 2 2028-07-22 Variable 4.948 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 5.015 07/22/2033 06051GKY4 16505000.0000000000 PA USD 16529481.2100000000 0.0149761017 Long DBT CORP US N 2 2033-07-22 Variable 5.015 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 6.204 11/10/2028 06051GLC1 42730000.0000000000 PA USD 43627944.4600000000 0.0395279515 Long DBT CORP US N 2 2028-11-10 Variable 6.204 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 5.202 04/25/2029 06051GLG2 24840000.0000000000 PA USD 25071859.0400000000 0.0227156984 Long DBT CORP US N 2 2029-04-25 Variable 5.202 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 5.288 04/25/2034 06051GLH0 24705000.0000000000 PA USD 25034182.0200000000 0.0226815621 Long DBT CORP US N 2 2034-04-25 Variable 5.288 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 4.979 01/24/2029 06051GMK2 120570000.0000000000 PA USD 121228636.5300000000 0.1098360174 Long DBT CORP US N 2 2029-01-24 Variable 4.979 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 4.623 05/09/2029 06051GMT3 125040000.0000000000 PA USD 124979723.2200000000 0.1132345908 Long DBT CORP US N 2 2029-05-09 Variable 4.623 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 8.75 09/01/2030 06423AAJ2 80647000.0000000000 PA USD 92417729.6600000000 0.0837326531 Long DBT CORP US N 2 2030-09-01 Fixed 8.75 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 4.836 05/09/2028 06738EAW5 119296000.0000000000 PA USD 119384980.5000000000 0.1081656213 Long DBT CORP GB N 2 2028-05-09 Fixed 4.836 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 5.088 06/20/2030 06738EBK0 94704000.0000000000 PA USD 94965702.1900000000 0.0860411765 Long DBT CORP GB N 2 2030-06-20 Variable 5.088 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 3.564 09/23/2035 06738EBP9 79249000.0000000000 PA USD 74293868.3100000000 0.0673120052 Long DBT CORP GB N 2 2035-09-23 Variable 3.564 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 5.501 08/09/2028 06738EBY0 71955000.0000000000 PA USD 72593361.0100000000 0.0657713053 Long DBT CORP GB N 2 2028-08-09 Variable 5.501 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 6.49 09/13/2029 06738ECK9 73115000.0000000000 PA USD 75679007.0600000000 0.0685669737 Long DBT CORP GB N 2 2029-09-13 Variable 6.49 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 5.674 03/12/2028 06738ECP8 35000000.0000000000 PA USD 35282115.0500000000 0.0319664323 Long DBT CORP GB N 2 2028-03-12 Variable 5.674 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 5.69 03/12/2030 06738ECR4 55000000.0000000000 PA USD 56142821.3500000000 0.0508667265 Long DBT CORP GB N 2 2030-03-12 Variable 5.69 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 5.367 02/25/2031 06738ECY9 3375000.0000000000 PA USD 3422439.9500000000 0.0031008117 Long DBT CORP GB N 2 2031-02-25 Variable 5.367 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 4.521 02/24/2032 06738EDJ1 186595000.0000000000 PA USD 182263391.1300000000 0.1651349514 Long DBT CORP GB N 2 2032-02-24 Variable 4.521 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 4.911 06/26/2030 06738EDL6 19000000.0000000000 PA USD 18996532.6900000000 0.0172113088 Long DBT CORP GB N 2 2030-06-26 Variable 4.911 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 5.102 06/26/2032 06738EDM4 80325000.0000000000 PA USD 80248814.9500000000 0.0727073280 Long DBT CORP GB N 2 2032-06-26 Variable 5.102 N N N N N N Bayer AG 54930093Q75GSEM74I71 Bayer AG 6.25 01/21/2029 07274EAJ2 124545000.0000000000 PA USD 128603716.0500000000 0.1165180142 Long DBT CORP US N 2 2029-01-21 Fixed 6.25 N N N N N N Bayer AG 54930093Q75GSEM74I71 Bayer AG 6.375 11/21/2030 07274EAK9 192715000.0000000000 PA USD 202817864.1800000000 0.1837577910 Long DBT CORP US N 2 2030-11-21 Fixed 6.375 N N N N N N Bayer AG 54930093Q75GSEM74I71 Bayer AG 6.50 11/21/2033 07274EAL7 166821000.0000000000 PA USD 179075719.0400000000 0.1622468449 Long DBT CORP US N 2 2033-11-21 Fixed 6.5 N N N N N N Bayer AG 529900XWNEXYNJ3X6T40 Bayer AG 4.375 12/15/2028 07274NAL7 4485000.0000000000 PA USD 4437049.6500000000 0.0040200721 Long DBT CORP US N 2 2028-12-15 Fixed 4.375 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 2.588 08/12/2035 09659T2B6 37175000.0000000000 PA USD 33579855.9400000000 0.0304241452 Long DBT CORP FR N 2 2035-08-12 Variable 2.588 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 5.906 11/19/2035 09659T2D2 37450000.0000000000 PA USD 38197867.8900000000 0.0346081735 Long DBT CORP FR N 2 2035-11-19 Variable 5.906 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 5.198 01/10/2030 09659W2H6 8733000.0000000000 PA USD 8806284.8900000000 0.0079787028 Long DBT CORP FR N 2 2030-01-10 Variable 5.198 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 2.871 04/19/2032 09659W2P8 54785000.0000000000 PA USD 49778364.8500000000 0.0451003781 Long DBT CORP FR N 2 2032-04-19 Variable 2.871 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 2.591 01/20/2028 09659W2T0 69276000.0000000000 PA USD 68543126.4200000000 0.0621016968 Long DBT CORP FR N 2 2028-01-20 Variable 2.591 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 5.497 05/20/2030 09659W2W3 40078000.0000000000 PA USD 40797639.7700000000 0.0369636284 Long DBT CORP FR N 2 2030-05-20 Variable 5.497 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 5.786 01/13/2033 09659W3A0 206190000.0000000000 PA USD 212817142.4800000000 0.1928173741 Long DBT CORP FR N 2 2033-01-13 Variable 5.786 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 5.085 05/09/2031 09659W3D4 187503000.0000000000 PA USD 188509621.1100000000 0.1707941838 Long DBT CORP FR N 2 2031-05-09 Variable 5.085 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 4.892 06/30/2030 09659W3G7 108275000.0000000000 PA USD 108260028.8200000000 0.0980861515 Long DBT CORP FR N 2 2030-06-30 Variable 4.892 N N N N N N BMW Vehicle Owner Trust N/A BMW Vehicle Owner Trust 4.56 09/25/2029 096924AD7 139500000.0000000000 PA USD 139845011.4000000000 0.1267028942 Long ABS-O CORP US N 2 2029-09-25 Fixed 4.56 N N N N N N BMW Vehicle Owner Trust N/A BMW Vehicle Owner Trust 4.66 12/27/2032 096924AE5 42850000.0000000000 PA USD 43009821.9300000000 0.0389679179 Long ABS-O CORP US N 2 2032-12-27 Fixed 4.66 N N N N N N BXP, Inc. BVHHEFJI6SHNOKQT2572 BXP, Inc. 4.50 12/01/2028 10112RBA1 109836000.0000000000 PA USD 109170057.7400000000 0.0989106593 Long DBT CORP US N 2 2028-12-01 Fixed 4.5 N N N N N N BXP, Inc. BVHHEFJI6SHNOKQT2572 BXP, Inc. 3.40 06/21/2029 10112RBB9 98273000.0000000000 PA USD 94479084.3500000000 0.0856002892 Long DBT CORP US N 2 2029-06-21 Fixed 3.4 N N N N N N BXP, Inc. BVHHEFJI6SHNOKQT2572 BXP, Inc. 2.90 03/15/2030 10112RBC7 67090000.0000000000 PA USD 62502577.6800000000 0.0566288165 Long DBT CORP US N 2 2030-03-15 Fixed 2.9 N N N N N N BXP, Inc. BVHHEFJI6SHNOKQT2572 BXP, Inc. 3.25 01/30/2031 10112RBD5 298354000.0000000000 PA USD 276801115.8900000000 0.2507883702 Long DBT CORP US N 2 2031-01-30 Fixed 3.25 N N N N N N BXP, Inc. BVHHEFJI6SHNOKQT2572 BXP, Inc. 2.55 04/01/2032 10112RBE3 36792000.0000000000 PA USD 32042632.2000000000 0.0290313841 Long DBT CORP US N 2 2032-04-01 Fixed 2.55 N N N N N N BXP, Inc. BVHHEFJI6SHNOKQT2572 BXP, Inc. 6.75 12/01/2027 10112RBG8 28500000.0000000000 PA USD 29277022.0100000000 0.0265256757 Long DBT CORP US N 2 2027-12-01 Fixed 6.75 N N N N N N BXP, Inc. BVHHEFJI6SHNOKQT2572 BXP, Inc. 6.50 01/15/2034 10112RBH6 110348000.0000000000 PA USD 117098083.1600000000 0.1060936382 Long DBT CORP US N 2 2034-01-15 Fixed 6.5 N N N N N N Brazil Government International 254900ZFY40OYEADAP90 Brazil Government International 6.625 03/15/2035 105756CL2 34275000.0000000000 PA USD 35162722.5000000000 0.0318582598 Long DBT NUSS BR N 2 2035-03-15 Fixed 6.625 N N N N N N Brazil Government International 254900ZFY40OYEADAP90 Brazil Government International 6.25 05/22/2036 105756CQ1 98850000.0000000000 PA USD 97861500.0000000000 0.0886648380 Long DBT NUSS BR N 2 2036-05-22 Fixed 6.25 N N N N N N Charter Communications, Inc. N/A Charter Communications, Inc. 4.25 02/01/2031 1248EPCK7 42230000.0000000000 PA USD 38031582.0800000000 0.0344575146 Long DBT CORP US N 2 2031-02-01 Fixed 4.25 N N N N N N Charter Communications, Inc. N/A Charter Communications, Inc. 4.50 06/01/2033 1248EPCL5 468646000.0000000000 PA USD 406587943.5400000000 0.3683783116 Long DBT CORP US N 2 2033-06-01 Fixed 4.5 N N N N N N Charter Communications, Inc. N/A Charter Communications, Inc. 4.50 05/01/2032 1248EPCN1 215308000.0000000000 PA USD 190045718.5800000000 0.1721859245 Long DBT CORP US N 2 2032-05-01 Fixed 4.5 N N N N N N Charter Communications, Inc. N/A Charter Communications, Inc. 4.25 01/15/2034 1248EPCP6 111480000.0000000000 PA USD 94371097.5100000000 0.0855024506 Long DBT CORP US N 2 2034-01-15 Fixed 4.25 N N N N N N Charter Communications, Inc. N/A Charter Communications, Inc. 7.00 02/01/2033 1248EPCU5 81925000.0000000000 PA USD 80342689.0800000000 0.0727923802 Long DBT CORP US N 2 2033-02-01 Fixed 7 N N N N N N Charter Communications, Inc. N/A Charter Communications, Inc. 7.375 02/01/2036 1248EPCV3 98640000.0000000000 PA USD 96734748.6700000000 0.0876439746 Long DBT CORP US N 2 2036-02-01 Fixed 7.375 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 The Cigna Group 4.375 10/15/2028 125523AH3 116780000.0000000000 PA USD 116296227.1700000000 0.1053671376 Long DBT CORP US N 2 2028-10-15 Fixed 4.375 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 The Cigna Group 7.875 05/15/2027 125523AX8 26273000.0000000000 PA USD 27003385.4600000000 0.0244657071 Long DBT CORP US N 2 2027-05-15 Fixed 7.875 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 The Cigna Group 2.40 03/15/2030 125523CL2 94669000.0000000000 PA USD 87449930.2000000000 0.0792317090 Long DBT CORP US N 2 2030-03-15 Fixed 2.4 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 The Cigna Group 2.375 03/15/2031 125523CM0 40112000.0000000000 PA USD 36110061.8600000000 0.0327165717 Long DBT CORP US N 2 2031-03-15 Fixed 2.375 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 The Cigna Group 5.00 05/15/2029 125523CT5 30800000.0000000000 PA USD 31176910.3800000000 0.0282470196 Long DBT CORP US N 2 2029-05-15 Fixed 5 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 The Cigna Group 4.50 09/15/2030 125523CX6 53160000.0000000000 PA USD 52827298.6700000000 0.0478627844 Long DBT CORP US N 2 2030-09-15 Fixed 4.5 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 4.30 03/25/2028 126650CX6 119120000.0000000000 PA USD 118485423.9400000000 0.1073506018 Long DBT CORP US N 2 2028-03-25 Fixed 4.3 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 3.25 08/15/2029 126650DG2 12896000.0000000000 PA USD 12349114.1700000000 0.0111885901 Long DBT CORP US N 2 2029-08-15 Fixed 3.25 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 3.75 04/01/2030 126650DJ6 94354000.0000000000 PA USD 91232086.5600000000 0.0826584323 Long DBT CORP US N 2 2030-04-01 Fixed 3.75 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 4.125 04/01/2040 126650DK3 23944000.0000000000 PA USD 20416838.8100000000 0.0184981398 Long DBT CORP US N 2 2040-04-01 Fixed 4.125 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 1.875 02/28/2031 126650DQ0 21696000.0000000000 PA USD 19029671.3800000000 0.0172413332 Long DBT CORP US N 2 2031-02-28 Fixed 1.875 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 2.125 09/15/2031 126650DR8 29895000.0000000000 PA USD 26137830.7800000000 0.0236814941 Long DBT CORP US N 2 2031-09-15 Fixed 2.125 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 5.125 02/21/2030 126650DT4 132971000.0000000000 PA USD 134473137.4800000000 0.1218358491 Long DBT CORP US N 2 2030-02-21 Fixed 5.125 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 5.25 01/30/2031 126650DX5 9965000.0000000000 PA USD 10133843.7700000000 0.0091815026 Long DBT CORP US N 2 2031-01-30 Fixed 5.25 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 5.40 06/01/2029 126650EB2 78750000.0000000000 PA USD 80463845.7000000000 0.0729021509 Long DBT CORP US N 2 2029-06-01 Fixed 5.4 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 5.55 06/01/2031 126650EC0 98165000.0000000000 PA USD 101090952.1300000000 0.0915907981 Long DBT CORP US N 2 2031-06-01 Fixed 5.55 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 6.75 12/10/2054 126650EG1 22580000.0000000000 PA USD 23524747.2000000000 0.0213139784 Long DBT CORP US N 2 2054-12-10 Variable 6.75 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 7.00 03/10/2055 126650EH9 174664000.0000000000 PA USD 181336514.1300000000 0.1642951789 Long DBT CORP US N 2 2055-03-10 Variable 7 N N N N N N State of California GO 9845007J7054602FF597 State of California GO 7.50 04/01/2034 13063A5E0 112606000.0000000000 PA USD 128046241.9400000000 0.1160129295 Long DBT MUN US N 2 2034-04-01 Fixed 7.5 N N N N N N State of California GO 9845007J7054602FF597 State of California GO 7.55 04/01/2039 13063A5G5 181930000.0000000000 PA USD 215935173.0600000000 0.1956423837 Long DBT MUN US N 2 2039-04-01 Fixed 7.55 N N N N N N State of California GO 9845007J7054602FF597 State of California GO 7.30 10/01/2039 13063A7D0 245270000.0000000000 PA USD 279880638.3500000000 0.2535784905 Long DBT MUN US N 2 2039-10-01 Fixed 7.3 N N N N N N State of California GO 9845007J7054602FF597 State of California GO 7.35 11/01/2039 13063BBU5 58295000.0000000000 PA USD 66799616.7400000000 0.0605220357 Long DBT MUN US N 2 2039-11-01 Fixed 7.35 N N N N N N State of California GO 9845007J7054602FF597 State of California GO 7.625 03/01/2040 13063BFR8 139420000.0000000000 PA USD 164659188.6600000000 0.1491851268 Long DBT MUN US N 2 2040-03-01 Fixed 7.625 N N N N N N State of California GO 9845007J7054602FF597 State of California GO 7.60 11/01/2040 13063BJC7 71080000.0000000000 PA USD 85106131.1000000000 0.0771081715 Long DBT MUN US N 2 2040-11-01 Fixed 7.6 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 4.927 05/10/2028 14040HCS2 93302000.0000000000 PA USD 93524685.7500000000 0.0847355815 Long DBT CORP US N 2 2028-05-10 Variable 4.927 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 6.312 06/08/2029 14040HCZ6 71594000.0000000000 PA USD 73619093.5700000000 0.0667006433 Long DBT CORP US N 2 2029-06-08 Variable 6.312 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 7.624 10/30/2031 14040HDC6 108139000.0000000000 PA USD 118606589.1800000000 0.1074603804 Long DBT CORP US N 2 2031-10-30 Variable 7.624 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 5.70 02/01/2030 14040HDE2 36365000.0000000000 PA USD 37119575.9300000000 0.0336312154 Long DBT CORP US N 2 2030-02-01 Variable 5.7 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 5.463 07/26/2030 14040HDG7 91780000.0000000000 PA USD 93286214.4300000000 0.0845195208 Long DBT CORP US N 2 2030-07-26 Variable 5.463 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 4.493 09/11/2031 14040HDM4 15520000.0000000000 PA USD 15228129.3300000000 0.0137970460 Long DBT CORP US N 2 2031-09-11 Variable 4.493 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 4.722 01/30/2032 14040HDP7 159345000.0000000000 PA USD 157199186.9300000000 0.1424261884 Long DBT CORP US N 2 2032-01-30 Variable 4.722 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 Cemex SAB de CV 5.45 11/19/2029 151290BV4 110582000.0000000000 PA USD 111270041.2000000000 0.1008132940 Long DBT CORP MX N 2 2029-11-19 Fixed 5.45 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 Cemex SAB de CV 5.20 09/17/2030 151290BX0 235722000.0000000000 PA USD 236464052.8600000000 0.2142420353 Long DBT CORP MX N 2 2030-09-17 Fixed 5.2 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 Cemex SAB de CV 3.875 07/11/2031 151290BZ5 102159000.0000000000 PA USD 96286737.2300000000 0.0872380656 Long DBT CORP MX N 2 2031-07-11 Fixed 3.875 N N N N N N Charter Communications, Inc. N/A Charter Communications, Inc. 6.484 10/23/2045 161175BA1 393662000.0000000000 PA USD 360883883.1600000000 0.3269693498 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N Charter Communications, Inc. N/A Charter Communications, Inc. 5.375 05/01/2047 161175BL7 63994000.0000000000 PA USD 51796342.3600000000 0.0469287136 Long DBT CORP US N 2 2047-05-01 Fixed 5.375 N N N N N N Charter Communications, Inc. N/A Charter Communications, Inc. 5.75 04/01/2048 161175BN3 181761000.0000000000 PA USD 152994291.7900000000 0.1386164538 Long DBT CORP US N 2 2048-04-01 Fixed 5.75 N N N N N N Charter Communications, Inc. N/A Charter Communications, Inc. 5.125 07/01/2049 161175BS2 33204000.0000000000 PA USD 25627031.4800000000 0.0232186978 Long DBT CORP US N 2 2049-07-01 Fixed 5.125 N N N N N N Charter Communications, Inc. N/A Charter Communications, Inc. 4.80 03/01/2050 161175BT0 27468000.0000000000 PA USD 20488469.6500000000 0.0185630390 Long DBT CORP US N 2 2050-03-01 Fixed 4.8 N N N N N N Charter Communications, Inc. N/A Charter Communications, Inc. 4.40 04/01/2033 161175CJ1 40140000.0000000000 PA USD 36959312.8200000000 0.0334860132 Long DBT CORP US N 2 2033-04-01 Fixed 4.4 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 4.45 09/29/2027 172967KA8 45649000.0000000000 PA USD 45575064.6000000000 0.0412920885 Long DBT CORP US N 2 2027-09-29 Fixed 4.45 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 4.412 03/31/2031 172967MP3 87795000.0000000000 PA USD 86533230.4500000000 0.0784011573 Long DBT CORP US N 2 2031-03-31 Variable 4.412 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 2.572 06/03/2031 172967MS7 9400000.0000000000 PA USD 8637176.5600000000 0.0078254866 Long DBT CORP US N 2 2031-06-03 Variable 2.572 N N N N N N Citigroup, Inc. N/A Citigroup, Inc. 7.875% 10/30/40 173080201 16735998.0000000000 NS USD 479988422.6400000000 0.4348808850 Long DBT CORP US N 2 2040-10-30 Variable 10.295 N N N N N N Citigroup, Inc. E57ODZWZ7FF32TWEFA76 Citigroup, Inc. 4.846 06/18/2032 17325FBV9 103125000.0000000000 PA USD 103051454.3400000000 0.0933670596 Long DBT CORP US N 2 2032-06-18 Variable 4.846 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 6.174 05/25/2034 17327CAR4 94825000.0000000000 PA USD 98950180.5100000000 0.0896512083 Long DBT CORP US N 2 2034-05-25 Variable 6.174 N N N N N N Colombia Government International 549300MHDRBVRF6B9117 Colombia Government International 3.125 04/15/2031 195325DS1 97915000.0000000000 PA USD 86454049.2500000000 0.0783294173 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.125 N N N N N N Colombia Government International 549300MHDRBVRF6B9117 Colombia Government International 7.75 11/07/2036 195325EP6 128745000.0000000000 PA USD 140203305.0000000000 0.1270275167 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.75 N N N N N N Colombia Government International 549300MHDRBVRF6B9117 Colombia Government International 7.375 04/25/2030 195325ER2 148265000.0000000000 PA USD 156197177.5000000000 0.1415183441 Long DBT NUSS CO N 2 2030-04-25 Fixed 7.375 N N N N N N Colombia Government International 549300MHDRBVRF6B9117 Colombia Government International 5.375 01/21/2029 195325ET8 24625000.0000000000 PA USD 24543737.5000000000 0.0222372078 Long DBT NUSS CO N 2 2029-01-21 Fixed 5.375 N N N N N N Colombia Government International 549300MHDRBVRF6B9117 Colombia Government International 6.125 01/21/2031 195325EU5 83050000.0000000000 PA USD 83751772.5000000000 0.0758810905 Long DBT NUSS CO N 2 2031-01-21 Fixed 6.125 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 2.65 02/01/2030 20030NDA6 51225000.0000000000 PA USD 47703935.9100000000 0.0432208964 Long DBT CORP US N 2 2030-02-01 Fixed 2.65 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 3.40 04/01/2030 20030NDG3 62665000.0000000000 PA USD 59870574.6400000000 0.0542441593 Long DBT CORP US N 2 2030-04-01 Fixed 3.4 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 4.95 05/15/2032 20030NER8 41745000.0000000000 PA USD 41860530.9600000000 0.0379266330 Long DBT CORP US N 2 2032-05-15 Fixed 4.95 N N N N N N Cox Enterprises, Inc. 5493001NEDZNIFRP2R92 Cox Enterprises, Inc. 3.35 09/15/2026 224044CG0 160921000.0000000000 PA USD 160522833.1700000000 0.1454374907 Long DBT CORP US N 2 2026-09-15 Fixed 3.35 N N N N N N Cox Enterprises, Inc. 5493001NEDZNIFRP2R92 Cox Enterprises, Inc. 3.50 08/15/2027 224044CJ4 39703000.0000000000 PA USD 39190462.0600000000 0.0355074873 Long DBT CORP US N 2 2027-08-15 Fixed 3.5 N N N N N N Cox Enterprises, Inc. 5493001NEDZNIFRP2R92 Cox Enterprises, Inc. 1.80 10/01/2030 224044CL9 52941000.0000000000 PA USD 46025914.3400000000 0.0417005690 Long DBT CORP US N 2 2030-10-01 Fixed 1.8 N N N N N N Cox Enterprises, Inc. 5493001NEDZNIFRP2R92 Cox Enterprises, Inc. 5.45 09/15/2028 224044CR6 64710000.0000000000 PA USD 65418898.7000000000 0.0592710724 Long DBT CORP US N 2 2028-09-15 Fixed 5.45 N N N N N N Cox Enterprises, Inc. 5493001NEDZNIFRP2R92 Cox Enterprises, Inc. 5.70 06/15/2033 224044CS4 39225000.0000000000 PA USD 38560214.7000000000 0.0349364683 Long DBT CORP US N 2 2033-06-15 Fixed 5.7 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 4.194 04/01/2031 225401AP3 22300000.0000000000 PA USD 21770893.4800000000 0.0197249454 Long DBT CORP CH N 2 2031-04-01 Variable 4.194 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 6.327 12/22/2027 225401BC1 46075000.0000000000 PA USD 46460269.0100000000 0.0420941047 Long DBT CORP CH N 2 2027-12-22 Variable 6.327 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 6.246 09/22/2029 225401BE7 39775000.0000000000 PA USD 41016466.8500000000 0.0371618909 Long DBT CORP CH N 2 2029-09-22 Variable 6.246 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 6.301 09/22/2034 225401BG2 68065000.0000000000 PA USD 72322783.6100000000 0.0655261558 Long DBT CORP CH N 2 2034-09-22 Variable 6.301 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 4.214 04/10/2030 225401BR8 30000000.0000000000 PA USD 29506602.9000000000 0.0267336814 Long DBT CORP CH N 2 2030-04-10 Variable 4.214 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 4.588 08/10/2032 225401BS6 144575000.0000000000 PA USD 141849009.4600000000 0.1285185639 Long DBT CORP CH N 2 2032-08-10 Variable 4.588 N N N N N N Dell Technologies, Inc. N/A Dell Technologies, Inc. 6.10 07/15/2027 24703TAF3 37060000.0000000000 PA USD 37653686.3800000000 0.0341151321 Long DBT CORP US N 2 2027-07-15 Fixed 6.1 N N N N N N Dillard's, Inc. 529900FGYKMWL6019P91 Dillard's, Inc. 7.75 07/15/2026 254063AU4 20556000.0000000000 PA USD 20580404.7000000000 0.0186463343 Long DBT CORP US N 2 2026-07-15 Fixed 7.75 N N N N N N Dillard's, Inc. 529900FGYKMWL6019P91 Dillard's, Inc. 7.75 05/15/2027 254063AW0 12913000.0000000000 PA USD 13190371.8900000000 0.0119507895 Long DBT CORP US N 2 2027-05-15 Fixed 7.75 N N N N N N Dillard's, Inc. 529900FGYKMWL6019P91 Dillard's, Inc. 7.00 12/01/2028 254067AN1 27610000.0000000000 PA USD 28525525.7900000000 0.0258448023 Long DBT CORP US N 2 2028-12-01 Fixed 7 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 3.375 04/01/2030 25746UDG1 107797000.0000000000 PA USD 102909098.1100000000 0.0932380815 Long DBT CORP US N 2 2030-04-01 Fixed 3.375 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 5.00 06/15/2030 25746UDW6 130735000.0000000000 PA USD 132205030.1000000000 0.1197808901 Long DBT CORP US N 2 2030-06-15 Fixed 5 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc. 4.60 05/15/2028 25746UDY2 27930000.0000000000 PA USD 27936619.4100000000 0.0253112392 Long DBT CORP US N 2 2028-05-15 Fixed 4.6 N N N N N N ECMC Group Student Loan Trust N/A ECMC Group Student Loan Trust 5.09224 07/26/2066 26827XAA1 25330713.6300000000 PA USD 25758805.2200000000 0.0233380879 Long ABS-O CORP US N 2 2066-07-26 Floating 5.09224 N N N N N N ECMC Group Student Loan Trust N/A ECMC Group Student Loan Trust 4.67776 11/25/2074 26827YAA9 325408870.5000000000 PA USD 324764723.6400000000 0.2942445354 Long ABS-O CORP US N 2 2074-11-25 Floating 4.67776 N N N N N N ECMC Group Student Loan Trust N/A ECMC Group Student Loan Trust 4.57776 03/25/2076 26828FAA9 518667748.3300000000 PA USD 515799982.4800000000 0.4673270068 Long ABS-O CORP US N 2 2076-03-25 Floating 4.57776 N N N N N N ECMC Group Student Loan Trust N/A ECMC Group Student Loan Trust 4.77776 11/27/2073 26828PAA7 185962209.4500000000 PA USD 186680507.0800000000 0.1691369631 Long ABS-O CORP US N 2 2073-11-27 Floating 4.77776 N N N N N N ECMC Group Student Loan Trust N/A ECMC Group Student Loan Trust 4.79224 05/25/2067 26828VAA4 4853656.1200000000 PA USD 4887147.8000000000 0.0044278717 Long ABS-O CORP US N 2 2067-05-25 Floating 4.79224 N N N N N N ECMC Group Student Loan Trust N/A ECMC Group Student Loan Trust 4.94224 12/27/2066 26828WAA2 50185134.2300000000 PA USD 51387344.2100000000 0.0465581516 Long ABS-O CORP US N 2 2066-12-27 Floating 4.94224 N N N N N N ECMC Group Student Loan Trust N/A ECMC Group Student Loan Trust 4.89224 11/25/2069 26829HAA4 3675081.5500000000 PA USD 3708458.6400000000 0.0033599514 Long ABS-O CORP US N 2 2069-11-25 Floating 4.89224 N N N N N N ECMC Group Student Loan Trust N/A ECMC Group Student Loan Trust 4.57583 05/25/2076 26829UAA5 365925000.0000000000 PA USD 363187390.6600000000 0.3290563822 Long ABS-O CORP US N 2 2076-05-25 Floating 4.57583 N N N N N N ECMC Group Student Loan Trust N/A ECMC Group Student Loan Trust 4.57776 04/25/2074 26829WAA1 329937232.4700000000 PA USD 329937364.4400000000 0.2989310706 Long ABS-O CORP US N 2 2074-04-25 Floating 4.57776 N N N N N N Elanco Animal Health, Inc. 549300SHPNDCE059M934 Elanco Animal Health, Inc. 6.40 08/28/2028 28414HAG8 123981000.0000000000 PA USD 127231533.8600000000 0.1152747846 Long DBT CORP US N 2 2028-08-28 Fixed 6.4 N N N N N N Enel SPA 0YQH6LCEF474UTUV4B96 Enel SPA 6.80 09/15/2037 29268BAC5 77697000.0000000000 PA USD 85569481.4800000000 0.0775279779 Long DBT CORP NL N 2 2037-09-15 Fixed 6.8 N N N N N N Enel SPA 0YQH6LCEF474UTUV4B96 Enel SPA 6.00 10/07/2039 29268BAF8 119647000.0000000000 PA USD 122247563.4400000000 0.1107591893 Long DBT CORP NL N 2 2039-10-07 Fixed 6 N N N N N N Enel SPA 0YQH6LCEF474UTUV4B96 Enel SPA 5.00 06/15/2032 29278GAX6 7150000.0000000000 PA USD 7136775.0700000000 0.0064660873 Long DBT CORP NL N 2 2032-06-15 Fixed 5 N N N N N N Enel SPA 0YQH6LCEF474UTUV4B96 Enel SPA 7.50 10/14/2032 29278GBA5 17497000.0000000000 PA USD 19603632.6800000000 0.0177613557 Long DBT CORP NL N 2 2032-10-14 Fixed 7.5 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 5.40 08/15/2054 30303M8V7 15000000.0000000000 PA USD 13235058.0000000000 0.0119912762 Long DBT CORP US N 2 2054-08-15 Fixed 5.4 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 5.75 11/15/2065 30303M8Y1 137845000.0000000000 PA USD 123830515.2700000000 0.1121933812 Long DBT CORP US N 2 2065-11-15 Fixed 5.75 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 4.60 11/15/2032 30303MAC6 64000000.0000000000 PA USD 62930570.2400000000 0.0570165879 Long DBT CORP US N 2 2032-11-15 Fixed 4.6 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 4.875 11/15/2035 30303MAD4 198005000.0000000000 PA USD 192691931.8400000000 0.1745834564 Long DBT CORP US N 2 2035-11-15 Fixed 4.875 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 5.625 11/15/2055 30303MAE2 119967000.0000000000 PA USD 108708894.8300000000 0.0984928347 Long DBT CORP US N 2 2055-11-15 Fixed 5.625 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 6.20 05/15/2046 30303MAJ1 92125000.0000000000 PA USD 92188737.6000000000 0.0835251808 Long DBT CORP US N 2 2046-05-15 Fixed 6.2 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 6.30 05/15/2056 30303MAK8 81925000.0000000000 PA USD 81549654.8800000000 0.0738859198 Long DBT CORP US N 2 2056-05-15 Fixed 6.3 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 6.45 05/15/2066 30303MAL6 229405000.0000000000 PA USD 226565523.5500000000 0.2052737332 Long DBT CORP US N 2 2066-05-15 Fixed 6.45 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 5.50 01/01/2035 31283H5J0 799608.6600000000 PA USD 811742.9100000000 0.0007354583 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 6.50 12/01/2032 31283H6C4 546887.1800000000 PA USD 566517.5000000000 0.0005132783 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 6.00 02/01/2035 31283H6N0 1303637.3700000000 PA USD 1342993.4800000000 0.0012167839 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 7.00 04/01/2031 31283HY82 122205.0200000000 PA USD 129186.4800000000 0.0001170460 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 7 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 5.50 03/01/2034 31283HZ65 1656250.4800000000 PA USD 1679888.4000000000 0.0015220187 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 2.365 12/01/2050 31288Q2J8 56041665.4000000000 PA USD 52235182.1100000000 0.0473263128 Long ABS-MBS USGSE US N 2 2050-12-01 Floating 2.366 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.985 02/01/2049 31288QBH2 1725446.9400000000 PA USD 1782048.7300000000 0.0016145784 Long ABS-MBS USGSE US N 2 2049-02-01 Floating 5.985 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.279 01/01/2049 31288QFQ8 44860831.9900000000 PA USD 44128272.1000000000 0.0399812602 Long ABS-MBS USGSE US N 2 2049-01-01 Floating 3.279 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 2.292 09/01/2050 31288QLS7 20619397.5900000000 PA USD 19239476.7800000000 0.0174314219 Long ABS-MBS USGSE US N 2 2050-09-01 Floating 2.288 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 1.849 08/01/2051 31288QPW4 157892926.7900000000 PA USD 152204655.6800000000 0.1379010248 Long ABS-MBS USGSE US N 2 2051-08-01 Floating 1.85 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 2.183 11/01/2050 31288QQ52 53217785.2600000000 PA USD 49105867.8500000000 0.0444910799 Long ABS-MBS USGSE US N 2 2050-11-01 Floating 2.187 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 2.308 05/01/2052 31288QR51 29411711.4900000000 PA USD 26678831.7300000000 0.0241716537 Long ABS-MBS USGSE US N 2 2052-05-01 Floating 2.304 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 2.018 05/01/2052 31288QRQ5 80074543.7200000000 PA USD 72307643.6900000000 0.0655124386 Long ABS-MBS USGSE US N 2 2052-05-01 Floating 2.019 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 1.964 04/01/2052 31288QRW2 83104268.8000000000 PA USD 74565787.1900000000 0.0675583701 Long ABS-MBS USGSE US N 2 2052-04-01 Floating 1.964 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.355 06/01/2052 31288QSK7 10243890.5200000000 PA USD 9693551.1300000000 0.0087825870 Long ABS-MBS USGSE US N 2 2052-06-01 Floating 3.358 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.174 09/01/2052 31288QUJ7 34389334.4700000000 PA USD 34020055.6100000000 0.0308229765 Long ABS-MBS USGSE US N 2 2052-09-01 Floating 4.173 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.089 10/01/2052 31288QUZ1 45292572.2900000000 PA USD 44072913.0700000000 0.0399311036 Long ABS-MBS USGSE US N 2 2052-10-01 Floating 4.088 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.502 06/01/2053 31288QW63 26989450.3200000000 PA USD 26583406.9900000000 0.0240851967 Long ABS-MBS USGSE US N 2 2053-06-01 Floating 4.502 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.498 04/01/2053 31288QWR7 40818954.0600000000 PA USD 40206386.8700000000 0.0364279393 Long ABS-MBS USGSE US N 2 2053-04-01 Floating 4.498 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.572 08/01/2053 31288QX88 21350106.0400000000 PA USD 21063807.5200000000 0.0190843088 Long ABS-MBS USGSE US N 2 2053-08-01 Floating 4.565 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.746 08/01/2053 31288QYC8 30564120.6200000000 PA USD 30264175.0400000000 0.0274200597 Long ABS-MBS USGSE US N 2 2053-08-01 Floating 4.731 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.133 01/01/2053 31288QZ78 153943591.6900000000 PA USD 151937558.9000000000 0.1376590288 Long ABS-MBS USGSE US N 2 2053-01-01 Floating 4.128 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 6.50 10/01/2026 3128CUKS4 6964.2700000000 PA USD 7213.7200000000 0.0000065358 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 6.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 01/01/2034 3128CUXL5 4078799.9100000000 PA USD 4008055.2100000000 0.0036313930 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 07/01/2030 3128E5JT7 962679.4100000000 PA USD 956827.9700000000 0.0008669088 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 04/01/2031 3128E5RY7 494766.9900000000 PA USD 492976.3300000000 0.0004466482 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 07/01/2031 3128E5VF3 1176089.8100000000 PA USD 1171758.4000000000 0.0010616409 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 4.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.52 09/01/2033 3128JLEY1 551822.2900000000 PA USD 564757.3700000000 0.0005116836 Long ABS-MBS USGSE US N 2 2033-09-01 Floating 6.503 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.544 08/01/2034 3128JMBB2 138356.7300000000 PA USD 142832.0300000000 0.0001294092 Long ABS-MBS USGSE US N 2 2034-08-01 Floating 6.536 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.023 01/01/2037 3128JNN84 222855.7300000000 PA USD 227804.6900000000 0.0002063964 Long ABS-MBS USGSE US N 2 2037-01-01 Floating 6.023 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.084 03/01/2035 3128JRL61 163493.7500000000 PA USD 168757.0700000000 0.0001528979 Long ABS-MBS USGSE US N 2 2035-03-01 Floating 6.084 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.295 08/01/2035 3128JRLN4 163687.6100000000 PA USD 167755.7000000000 0.0001519906 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 6.295 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.042 04/01/2036 3128JRQY5 395693.9100000000 PA USD 407628.4600000000 0.0003693210 Long ABS-MBS USGSE US N 2 2036-04-01 Floating 6.039 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 6.00 12/01/2033 3128LXFR6 18446.9200000000 PA USD 18893.4800000000 0.0000171179 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 6.00 06/01/2035 3128M42Q5 25621.1800000000 PA USD 26241.4200000000 0.0000237753 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 6.50 10/01/2037 3128M5K90 7083.8900000000 PA USD 7422.5500000000 0.0000067250 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 6.50 03/01/2038 3128M6FT0 1218035.5400000000 PA USD 1281793.1500000000 0.0011613350 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 04/01/2040 3128M73B0 2054049.1200000000 PA USD 2033815.6100000000 0.0018426851 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 03/01/2039 3128M7HF6 2000007.4500000000 PA USD 1980317.0200000000 0.0017942141 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 7.00 11/01/2038 3128M7RY4 304841.4900000000 PA USD 322256.8100000000 0.0002919723 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 7 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 5.50 07/01/2035 3128M7Z33 973384.3300000000 PA USD 986466.7800000000 0.0008937623 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 5.50 12/01/2038 3128M86L3 7289493.1400000000 PA USD 7508956.8200000000 0.0068032928 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 6.50 03/01/2038 3128M8FY5 227943.1100000000 PA USD 238586.2300000000 0.0002161648 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 6.00 01/01/2038 3128M8HP2 1038736.2900000000 PA USD 1090974.3800000000 0.0009884486 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 05/01/2041 3128M8P81 6481173.8400000000 PA USD 6417308.9400000000 0.0058142340 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 6.00 02/01/2039 3128M8T38 1199334.1400000000 PA USD 1259620.7700000000 0.0011412463 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 6 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 06/01/2041 3128M8VS0 3471021.9400000000 PA USD 3436812.3100000000 0.0031138334 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 07/01/2044 3128M96L1 3815938.9300000000 PA USD 3744671.1600000000 0.0033927608 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 06/01/2042 3128M9D74 2228235.0200000000 PA USD 2206272.6700000000 0.0019989353 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 03/01/2042 3128M9GQ9 3604795.9100000000 PA USD 3569276.6300000000 0.0032338492 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 03/01/2041 3128M9UF7 1397238.6700000000 PA USD 1383470.6400000000 0.0012534572 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 12/01/2043 3128M9YH9 1410878.1700000000 PA USD 1381913.0400000000 0.0012520460 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 02/01/2044 3128M9YZ9 2698191.9200000000 PA USD 2649152.3400000000 0.0024001948 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 08/01/2044 3128MADW6 2560427.9600000000 PA USD 2511403.3200000000 0.0022753909 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 08/01/2044 3128MAEL9 2517610.6800000000 PA USD 2470722.3700000000 0.0022385330 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 07/01/2044 3128MAEP0 31084817.8400000000 PA USD 30502667.9000000000 0.0276361399 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 5.50 09/01/2034 3128MJAL4 133916.7400000000 PA USD 135916.6200000000 0.0001231437 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 07/01/2039 3128MJMB3 1395082.0800000000 PA USD 1381343.7900000000 0.0012515302 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 03/01/2041 3128MJPY0 1132666.8300000000 PA USD 1121503.6400000000 0.0010161089 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 09/01/2044 3128MJU99 6247671.7100000000 PA USD 6128066.1600000000 0.0055521732 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 10/01/2044 3128MJVD9 840790.5400000000 PA USD 824693.5300000000 0.0007471919 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 12/01/2044 3128MJVP2 1427792.1200000000 PA USD 1400452.7100000000 0.0012688433 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 02/01/2046 3128MJX21 7208735.0800000000 PA USD 7070677.4200000000 0.0064062013 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 03/01/2046 3128MJX54 12162814.0300000000 PA USD 11608109.1900000000 0.0105172220 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 05/01/2046 3128MJYD6 5225269.3800000000 PA USD 4984803.2100000000 0.0045163498 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 09/01/2046 3128MJYV6 2343160.5900000000 PA USD 2233389.3300000000 0.0020235037 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 6.50 09/01/2037 3128MT6K9 869.8300000000 PA USD 890.6500000000 0.0000008070 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.875 01/01/2035 3128NCDF8 36516.3400000000 PA USD 37140.4900000000 0.0000336502 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 5.875 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.299 10/01/2035 3128NCM43 250511.9800000000 PA USD 255798.5700000000 0.0002317596 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 6.147 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 12/01/2033 3128P75F6 877056.0300000000 PA USD 872864.4200000000 0.0007908358 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 01/01/2034 3128P75K5 2378945.8200000000 PA USD 2367453.5600000000 0.0021449690 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 06/01/2034 3128P76A6 7315778.5100000000 PA USD 7176690.9300000000 0.0065022520 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 07/01/2034 3128P76E8 5965349.9000000000 PA USD 5851872.7200000000 0.0053019354 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 07/01/2034 3128P76Q1 1902855.1200000000 PA USD 1865101.0900000000 0.0016898258 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 10/01/2034 3128P77G2 4375641.4300000000 PA USD 4285131.5500000000 0.0038824307 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 11/01/2034 3128P77M9 1781845.2200000000 PA USD 1744488.7300000000 0.0015805481 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 05/01/2030 3128P7NT6 1514184.4800000000 PA USD 1509303.9600000000 0.0013674652 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 08/01/2030 3128P7PH0 238515.8700000000 PA USD 237685.0400000000 0.0002153483 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 09/01/2030 3128P7PV9 843915.1000000000 PA USD 840861.4900000000 0.0007618404 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 05/01/2031 3128P7QX4 362382.1300000000 PA USD 361076.9700000000 0.0003271443 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 07/01/2031 3128P7RB1 4096100.8200000000 PA USD 4081193.1400000000 0.0036976577 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 09/01/2031 3128P7RQ8 5618850.3400000000 PA USD 5547496.2200000000 0.0050261630 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 12/01/2034 3128P8AC5 1449926.0500000000 PA USD 1419105.2800000000 0.0012857430 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 3.50 01/01/2036 3128P8B75 4082649.0900000000 PA USD 3923410.9100000000 0.0035547033 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 3.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 3.50 07/01/2035 3128P8BJ9 7437932.4900000000 PA USD 7154160.9400000000 0.0064818393 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 3.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 3.50 09/01/2035 3128P8BS9 1491977.7800000000 PA USD 1435549.0000000000 0.0013006414 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 3.50 10/01/2035 3128P8BW0 10062728.4300000000 PA USD 9675977.2200000000 0.0087666646 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 3.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 3.50 11/01/2035 3128P8BZ3 2980343.1700000000 PA USD 2865782.6800000000 0.0025964670 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 3.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.62 08/01/2035 3128QJGW0 432997.6700000000 PA USD 444862.0600000000 0.0004030556 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 6.62 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.935 01/01/2036 3128QLRA1 472977.7200000000 PA USD 491706.7700000000 0.0004454980 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 5.936 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.547 01/01/2036 3128QLRM5 434526.0400000000 PA USD 440169.3600000000 0.0003988039 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 5.547 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.505 12/01/2036 3128QPM33 94351.6000000000 PA USD 97111.0300000000 0.0000879849 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 6.506 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.75 03/01/2037 3128QS6C5 473489.4600000000 PA USD 484306.7900000000 0.0004387934 Long ABS-MBS USGSE US N 2 2037-03-01 Floating 5.75 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.736 04/01/2037 3128QSDN3 295046.5400000000 PA USD 300416.9400000000 0.0002721849 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 5.736 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.639 04/01/2037 3128QSDP8 293947.1900000000 PA USD 301942.8400000000 0.0002735674 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 5.64 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.75 05/01/2037 3128QSFF8 112368.4700000000 PA USD 114925.6800000000 0.0001041254 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 5.75 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.115 07/01/2037 3128QSJZ0 803266.8000000000 PA USD 829141.8900000000 0.0007512222 Long ABS-MBS USGSE US N 2 2037-07-01 Floating 5.932 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.335 01/01/2038 3128QSUG9 32724.9100000000 PA USD 33610.0600000000 0.0000304515 Long ABS-MBS USGSE US N 2 2038-01-01 Floating 6.335 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.059 05/01/2038 3128QTDJ0 104938.5100000000 PA USD 107980.9000000000 0.0000978333 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 6.059 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.902 01/01/2036 3128S4AX5 203533.3300000000 PA USD 208075.0000000000 0.0001885209 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 5.903 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.582 09/01/2035 3128S4DL8 301515.5000000000 PA USD 309746.9100000000 0.0002806380 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 6.582 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.717 08/01/2036 3128S4EP8 423947.2700000000 PA USD 432963.7800000000 0.0003922754 Long ABS-MBS USGSE US N 2 2036-08-01 Floating 5.674 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.24 02/01/2038 3128S4Q83 52207.8200000000 PA USD 53736.1600000000 0.0000486862 Long ABS-MBS USGSE US N 2 2038-02-01 Floating 6.24 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.039 06/01/2038 3128S4TM9 255083.7300000000 PA USD 261057.7800000000 0.0002365245 Long ABS-MBS USGSE US N 2 2038-06-01 Floating 6.039 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.095 04/01/2038 3128S4TN7 40916.4900000000 PA USD 41861.6800000000 0.0000379277 Long ABS-MBS USGSE US N 2 2038-04-01 Floating 6.095 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.065 04/01/2038 3128S4TP2 540359.8400000000 PA USD 557463.3400000000 0.0005050750 Long ABS-MBS USGSE US N 2 2038-04-01 Floating 6.065 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.124 10/01/2038 3128S4ZK6 46774.9700000000 PA USD 47563.9700000000 0.0000430941 Long ABS-MBS USGSE US N 2 2038-10-01 Floating 6.13 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.915 11/01/2039 3128S5V43 134419.4100000000 PA USD 136988.9500000000 0.0001241152 Long ABS-MBS USGSE US N 2 2039-11-01 Floating 5.91 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 6.50 09/01/2037 3128UNCE0 4075.7800000000 PA USD 4162.2000000000 0.0000037711 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 6.50 09/01/2037 3128UNCF7 159967.9800000000 PA USD 165257.1700000000 0.0001497269 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 6.50 11/01/2037 3128UNDW9 2729.4600000000 PA USD 2716.0300000000 0.0000024608 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 6.00 06/01/2038 3128UNGL0 73724.2800000000 PA USD 75369.7300000000 0.0000682868 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 02/01/2041 312945ZL5 2487538.0800000000 PA USD 2463026.5800000000 0.0022315604 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 03/01/2041 312946JY3 840257.4800000000 PA USD 831628.4500000000 0.0007534751 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.401 10/01/2038 31300LH24 305907.7800000000 PA USD 313612.8200000000 0.0002841406 Long ABS-MBS USGSE US N 2 2038-10-01 Floating 6.402 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.273 08/01/2045 31300M2J1 2866034.6300000000 PA USD 2973092.4000000000 0.0026936922 Long ABS-MBS USGSE US N 2 2045-08-01 Floating 6.233 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.282 09/01/2045 31300M2U6 762287.0900000000 PA USD 789367.8900000000 0.0007151860 Long ABS-MBS USGSE US N 2 2045-09-01 Floating 6.234 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.113 01/01/2044 31300MGW7 815371.8200000000 PA USD 844608.6800000000 0.0007652355 Long ABS-MBS USGSE US N 2 2044-01-01 Floating 6.112 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.616 07/01/2043 31300MH97 122840.2400000000 PA USD 126836.8500000000 0.0001149172 Long ABS-MBS USGSE US N 2 2043-07-01 Floating 6.616 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.824 04/01/2044 31300MKL6 559549.3000000000 PA USD 577867.2900000000 0.0005235615 Long ABS-MBS USGSE US N 2 2044-04-01 Floating 5.824 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.901 05/01/2044 31300MLG6 10886422.4900000000 PA USD 11257439.6100000000 0.0101995070 Long ABS-MBS USGSE US N 2 2044-05-01 Floating 5.902 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.866 04/01/2044 31300MMA8 460068.6700000000 PA USD 473722.5500000000 0.0004292039 Long ABS-MBS USGSE US N 2 2044-04-01 Floating 5.866 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.166 06/01/2044 31300MMV2 888965.1800000000 PA USD 920410.6200000000 0.0008339138 Long ABS-MBS USGSE US N 2 2044-06-01 Floating 6.066 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.245 08/01/2044 31300MN25 270578.1300000000 PA USD 278118.9500000000 0.0002519824 Long ABS-MBS USGSE US N 2 2044-08-01 Floating 5.995 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.181 07/01/2044 31300MNB5 485815.4700000000 PA USD 501516.0000000000 0.0004543854 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 5.999 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.273 11/01/2044 31300MR39 527125.0300000000 PA USD 546411.4700000000 0.0004950617 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 6.229 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.11 11/01/2044 31300MR54 884052.0800000000 PA USD 915713.7100000000 0.0008296583 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 6.11 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.33 10/01/2044 31300MRD7 1519174.1600000000 PA USD 1574530.3600000000 0.0014265618 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.33 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.308 09/01/2044 31300MRE5 512976.3600000000 PA USD 528204.2300000000 0.0004785655 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 6.184 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.065 08/01/2043 31300MS38 2028865.7900000000 PA USD 2109391.6600000000 0.0019111588 Long ABS-MBS USGSE US N 2 2043-08-01 Floating 6.065 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.033 08/01/2044 31300MSP9 1216545.7700000000 PA USD 1258473.3100000000 0.0011402066 Long ABS-MBS USGSE US N 2 2044-08-01 Floating 5.998 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.268 11/01/2044 31300MSZ7 2482577.3200000000 PA USD 2573787.1400000000 0.0023319121 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 6.256 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.893 01/01/2045 31300MTE3 1369702.2900000000 PA USD 1414721.6100000000 0.0012817713 Long ABS-MBS USGSE US N 2 2045-01-01 Floating 5.893 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.832 02/01/2045 31300MUL5 868643.1000000000 PA USD 899300.4400000000 0.0008147875 Long ABS-MBS USGSE US N 2 2045-02-01 Floating 5.832 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.143 01/01/2045 31300MVS9 1297674.1100000000 PA USD 1344751.4200000000 0.0012183767 Long ABS-MBS USGSE US N 2 2045-01-01 Floating 6.117 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.83 05/01/2045 31300MYJ6 1858771.8400000000 PA USD 1921597.3100000000 0.0017410127 Long ABS-MBS USGSE US N 2 2045-05-01 Floating 5.83 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.948 08/01/2045 31300MZW6 44410.4400000000 PA USD 45558.4800000000 0.0000412771 Long ABS-MBS USGSE US N 2 2045-08-01 Floating 5.948 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 3.50 02/01/2048 31323FAP6 27487592.0900000000 PA USD 25124966.7600000000 0.0227638153 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.39 10/01/2043 31326F4U9 215989.2900000000 PA USD 223779.0900000000 0.0002027492 Long ABS-MBS USGSE US N 2 2043-10-01 Floating 6.39 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.86 01/01/2044 31326GMC7 448390.8400000000 PA USD 461121.6000000000 0.0004177871 Long ABS-MBS USGSE US N 2 2044-01-01 Floating 5.86 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.82 02/01/2044 31326GQE9 1675549.6700000000 PA USD 1731439.9800000000 0.0015687257 Long ABS-MBS USGSE US N 2 2044-02-01 Floating 5.82 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.983 12/01/2044 31326H3S1 1352918.0600000000 PA USD 1401364.6800000000 0.0012696696 Long ABS-MBS USGSE US N 2 2044-12-01 Floating 5.983 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.046 11/01/2044 31326H4M3 905966.6300000000 PA USD 937707.5500000000 0.0008495853 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 6.05 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.946 12/01/2044 31326H5K6 1641728.9900000000 PA USD 1699022.7000000000 0.0015393548 Long ABS-MBS USGSE US N 2 2044-12-01 Floating 5.946 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.005 12/01/2044 31326H6N9 171008.7700000000 PA USD 175873.9100000000 0.0001593459 Long ABS-MBS USGSE US N 2 2044-12-01 Floating 6.005 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.967 12/01/2044 31326H7K4 1467365.5800000000 PA USD 1517464.1400000000 0.0013748585 Long ABS-MBS USGSE US N 2 2044-12-01 Floating 5.967 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.90 01/01/2045 31326H7M0 396269.5900000000 PA USD 408736.6200000000 0.0003703251 Long ABS-MBS USGSE US N 2 2045-01-01 Floating 5.9 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.255 07/01/2044 31326HC44 266052.4300000000 PA USD 273534.7300000000 0.0002478289 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 6.005 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.995 06/01/2044 31326HEL4 415272.7100000000 PA USD 426910.0600000000 0.0003867906 Long ABS-MBS USGSE US N 2 2044-06-01 Floating 5.995 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.36 08/01/2044 31326HMR2 802976.8600000000 PA USD 833121.9800000000 0.0007548283 Long ABS-MBS USGSE US N 2 2044-08-01 Floating 6.36 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.37 09/01/2044 31326HQE7 886795.8200000000 PA USD 919513.3100000000 0.0008331008 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 6.37 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.37 09/01/2044 31326HTD6 657344.8000000000 PA USD 678635.5000000000 0.0006148598 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 6.37 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.314 10/01/2044 31326HUB8 383452.8000000000 PA USD 399053.3400000000 0.0003615518 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.314 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.039 11/01/2044 31326HUK8 974450.7600000000 PA USD 1007040.4800000000 0.0009124025 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 6.039 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.351 10/01/2044 31326HUT9 1343610.1900000000 PA USD 1390903.5800000000 0.0012601916 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.38 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.311 11/01/2044 31326HWG5 1358291.1700000000 PA USD 1408579.0200000000 0.0012762060 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 6.311 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.229 10/01/2044 31326HWH3 1424247.6100000000 PA USD 1476618.3800000000 0.0013378512 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.229 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.246 11/01/2044 31326HWU4 1751378.5700000000 PA USD 1815777.6000000000 0.0016451375 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 6.246 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.13 11/01/2044 31326HX74 627253.9500000000 PA USD 649282.2500000000 0.0005882651 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 6.13 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.059 11/01/2044 31326HXC3 2724143.9200000000 PA USD 2820597.3300000000 0.0025555280 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 6.059 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.11 11/01/2044 31326HXJ8 646298.7400000000 PA USD 668188.2500000000 0.0006053944 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 6.11 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.163 10/01/2044 31326HXT6 1570798.3000000000 PA USD 1627711.7500000000 0.0014747454 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.163 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.993 11/01/2044 31326HYN8 1296236.2100000000 PA USD 1341183.3200000000 0.0012151439 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 5.993 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.995 12/01/2044 31326HZQ0 304763.7900000000 PA USD 312843.3300000000 0.0002834435 Long ABS-MBS USGSE US N 2 2044-12-01 Floating 5.995 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.38 08/01/2045 31326J6W5 972940.3000000000 PA USD 1009749.7300000000 0.0009148572 Long ABS-MBS USGSE US N 2 2045-08-01 Floating 6.38 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.944 01/01/2045 31326JCF5 725498.1600000000 PA USD 751128.5400000000 0.0006805403 Long ABS-MBS USGSE US N 2 2045-01-01 Floating 5.947 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.87 01/01/2045 31326JCV0 944099.5500000000 PA USD 974972.8800000000 0.0008833485 Long ABS-MBS USGSE US N 2 2045-01-01 Floating 5.87 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.255 06/01/2045 31326JYL8 269375.7900000000 PA USD 278481.0100000000 0.0002523104 Long ABS-MBS USGSE US N 2 2045-06-01 Floating 6.005 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.96 05/01/2046 31326K4L8 658839.5900000000 PA USD 684589.4100000000 0.0006202542 Long ABS-MBS USGSE US N 2 2046-05-01 Floating 5.96 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.196 06/01/2047 31326L3Q6 380830.3200000000 PA USD 391161.0200000000 0.0003544012 Long ABS-MBS USGSE US N 2 2047-06-01 Floating 6.005 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.38 08/01/2047 31326MDE0 154458.8400000000 PA USD 158535.4200000000 0.0001436368 Long ABS-MBS USGSE US N 2 2047-08-01 Floating 6.38 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.39 10/01/2047 31326MH97 135480.6800000000 PA USD 139230.4300000000 0.0001261461 Long ABS-MBS USGSE US N 2 2047-10-01 Floating 6.39 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 7.00 11/01/2037 3132A16F6 2613.3200000000 PA USD 2766.2700000000 0.0000025063 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.00 11/01/2034 3132AABU7 3297023.3400000000 PA USD 3226901.8200000000 0.0029236495 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 4 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 07/01/2042 3132AAXY5 2281423.9700000000 PA USD 2256155.1900000000 0.0020441301 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.5 N N N N N N FED HM LN PC POOL ZT0623 FR 10/38 FIXED 6.5 S6XOOCT0IEG5ABCC6L87 FED HM LN PC POOL ZT0623 FR 10/38 FIXED 6.5 3132ACVQ0 140771.5600000000 PA USD 141679.0600000000 0.0001283646 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.5000000000 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.00 02/01/2044 3132AEX84 39969022.9100000000 PA USD 36130140.9500000000 0.0327347639 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 03/01/2042 3132D9JB1 31243828.5100000000 PA USD 27777974.6700000000 0.0251675033 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.00 06/01/2050 3132DMSJ5 62610125.3500000000 PA USD 55166319.2700000000 0.0499819925 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 05/01/2052 3132DN6E8 53709074.8700000000 PA USD 45711165.7600000000 0.0414153994 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 06/01/2052 3132DNE82 13780438.1400000000 PA USD 12555744.5600000000 0.0113758021 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 06/01/2052 3132DNMG5 28047917.6000000000 PA USD 25756304.2800000000 0.0233358220 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 07/01/2052 3132DNN66 14430787.9300000000 PA USD 13251749.2600000000 0.0120063989 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 07/01/2052 3132DNP98 24378139.5000000000 PA USD 22328190.5300000000 0.0202298697 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 03/01/2052 3132DNPF4 45399460.5400000000 PA USD 38727736.5100000000 0.0350882470 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 07/01/2052 3132DNQG1 116146679.4000000000 PA USD 106657635.0700000000 0.0966343448 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 05/01/2052 3132DNRK1 22357803.0900000000 PA USD 20531226.9200000000 0.0186017781 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 07/01/2052 3132DNRL9 29205348.1800000000 PA USD 26705205.9500000000 0.0241955494 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 12/01/2052 3132DPQE1 75719002.7000000000 PA USD 68743675.0400000000 0.0622833986 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 05/01/2052 3132DQDA1 22825912.7100000000 PA USD 19381115.9000000000 0.0175597503 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 05/01/2052 3132DQKG0 381452291.2500000000 PA USD 324499354.7400000000 0.2940041049 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.00 03/01/2053 3132DS4F6 264054468.6300000000 PA USD 247445754.1400000000 0.2241917169 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 4 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.00 02/01/2053 3132DS4H2 79105671.5800000000 PA USD 74170997.2900000000 0.0672006811 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 08/01/2053 3132DSAT9 73714576.7900000000 PA USD 66927927.0700000000 0.0606382879 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 08/01/2053 3132DTMF4 81469508.6700000000 PA USD 73968828.5300000000 0.0670175115 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 08/01/2053 3132DUMA2 168971850.2800000000 PA USD 153519592.5500000000 0.1390923887 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 01/01/2054 3132DUNX1 872723845.3500000000 PA USD 840663819.9800000000 0.7616613417 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 12/01/2054 3132DVGH2 22536907.2200000000 PA USD 21780280.5900000000 0.0197334503 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 12/01/2054 3132DVGK5 38022025.3400000000 PA USD 36690135.0800000000 0.0332421318 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 02/01/2054 3132DVJ63 86565394.1300000000 PA USD 83368149.7700000000 0.0755335192 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 11/01/2050 3132DVLK9 234899639.2300000000 PA USD 200277628.7200000000 0.1814562775 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 02/01/2051 3132DVLR4 205305736.9800000000 PA USD 175141803.3900000000 0.1586826241 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 01/01/2051 3132DWAX1 19699418.0000000000 PA USD 16622117.9400000000 0.0150600327 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 02/01/2052 3132DWC92 16553087.7100000000 PA USD 15116358.6600000000 0.0136957792 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 06/01/2052 3132DWD26 623908921.5400000000 PA USD 566434899.6200000000 0.5132034416 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.00 06/01/2052 3132DWD34 313480849.8300000000 PA USD 293743139.4100000000 0.2661382450 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 07/01/2052 3132DWD75 753651252.3600000000 PA USD 684225976.7100000000 0.6199249487 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 03/01/2052 3132DWDF7 36689314.7000000000 PA USD 33515275.4900000000 0.0303656338 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.00 04/01/2052 3132DWDK6 6669141.2100000000 PA USD 5828069.2700000000 0.0052803689 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 04/01/2052 3132DWDL4 161232863.3200000000 PA USD 146460393.9800000000 0.1326965876 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.00 05/01/2052 3132DWDS9 80572776.8600000000 PA USD 70427863.3600000000 0.0638093131 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 05/01/2052 3132DWDT7 1555440530.1500000000 PA USD 1412157143.7900000000 1.2794478355 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 10/01/2052 3132DWE41 249969563.7400000000 PA USD 226941120.1800000000 0.2056140326 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.00 10/01/2052 3132DWE58 862347556.2000000000 PA USD 808154246.7400000000 0.7322068980 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 06/01/2052 3132DWEB5 6774896.2000000000 PA USD 6547216.8000000000 0.0059319336 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 08/01/2052 3132DWEH2 204907545.7500000000 PA USD 186031224.9400000000 0.1685486981 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.00 08/01/2052 3132DWEJ8 322282507.0500000000 PA USD 301811505.7200000000 0.2734483761 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 08/01/2052 3132DWEK5 41424824.3500000000 PA USD 39991149.7000000000 0.0362329293 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 09/01/2052 3132DWEQ2 534393245.0200000000 PA USD 485163704.8400000000 0.4395698133 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 09/01/2052 3132DWES8 384775987.1200000000 PA USD 371418427.1600000000 0.3365138963 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.00 11/01/2052 3132DWFE8 167269448.6900000000 PA USD 156777201.5400000000 0.1420438597 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 11/01/2052 3132DWFF5 484914164.0000000000 PA USD 467696161.6100000000 0.4237438052 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.00 12/01/2052 3132DWFP3 113509548.3400000000 PA USD 106173734.9800000000 0.0961959198 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 12/01/2052 3132DWFQ1 260647021.8000000000 PA USD 251418047.6900000000 0.2277907089 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 03/01/2053 3132DWGP2 39114609.2100000000 PA USD 37699004.1700000000 0.0341561911 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 10/01/2054 3132DWMQ3 59515568.4100000000 PA USD 57047830.9500000000 0.0516866867 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 11/01/2054 3132DWMW0 448892627.5200000000 PA USD 430279339.6100000000 0.3898432778 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 01/01/2055 3132DWNF6 94804661.8900000000 PA USD 90873599.8600000000 0.0823336349 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 04/01/2041 3132GDEU2 3007518.5700000000 PA USD 2977876.5900000000 0.0026980268 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 04/01/2041 3132GDF80 1139367.6900000000 PA USD 1128139.0000000000 0.0010221207 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 04/01/2041 3132GDMJ8 2702116.1000000000 PA USD 2659131.7300000000 0.0024092364 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 07/01/2041 3132GFE78 2032685.9200000000 PA USD 2012657.4000000000 0.0018235153 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 08/01/2041 3132GGA47 369422.7200000000 PA USD 365781.4300000000 0.0003314066 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 01/01/2035 3132J4DJ5 43686406.5700000000 PA USD 42819403.9600000000 0.0387953947 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 3.50 12/01/2035 3132J4JJ9 6526502.9500000000 PA USD 6281505.2700000000 0.0056911926 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 04/01/2047 3132L8QJ9 8433240.9600000000 PA USD 8198936.4300000000 0.0074284307 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 05/01/2047 3132L8RZ2 20210825.5600000000 PA USD 19653978.5100000000 0.0178069703 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 06/01/2035 3132LPAR0 3468600.3600000000 PA USD 3391303.7100000000 0.0030726015 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 10/01/2035 3132LPT25 1454056.8500000000 PA USD 1419019.5000000000 0.0012856653 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 04/01/2044 3132M6D49 1717704.1800000000 PA USD 1684999.6900000000 0.0015266496 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 06/01/2047 3132WNJS2 18339275.7500000000 PA USD 17950179.2200000000 0.0162632877 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 07/01/2047 3132WPRQ2 3366354.8300000000 PA USD 3293013.4700000000 0.0029835482 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 07/01/2045 31335A4C9 3900998.9300000000 PA USD 3862557.5500000000 0.0034995687 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 12/01/2045 31335A5Q7 1298167.8700000000 PA USD 1273585.9200000000 0.0011538990 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 07/01/2045 31335A6Y9 14991654.2500000000 PA USD 14843931.1400000000 0.0134489534 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 02/01/2045 31335ABB3 2710803.2000000000 PA USD 2635162.7900000000 0.0023875199 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 11/01/2044 31335ACP1 1157873.6700000000 PA USD 1135768.0200000000 0.0010290327 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 10/01/2044 31335AE20 9108383.6200000000 PA USD 8920289.4000000000 0.0080819936 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 09/01/2044 31335AGF9 8986533.7700000000 PA USD 8817300.3500000000 0.0079886831 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 05/01/2042 31335ALX4 4904212.5200000000 PA USD 4855889.7000000000 0.0043995511 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 12/01/2045 31335AM96 6528993.3500000000 PA USD 6405021.6100000000 0.0058031014 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 11/01/2045 31335AQ92 2473296.0100000000 PA USD 2428500.2400000000 0.0022002788 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 07/01/2042 31335BAP1 11346110.7900000000 PA USD 11234311.2100000000 0.0101785522 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 04/01/2046 31335BAV8 10729851.0700000000 PA USD 10527787.4800000000 0.0095384249 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 09/01/2047 31335BJ64 18768317.6700000000 PA USD 18397238.9400000000 0.0166683344 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.50 10/01/2047 31335BJN7 14058683.0700000000 PA USD 13789446.5000000000 0.0124935653 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.5 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 11/01/2047 31335BK96 6814530.4000000000 PA USD 6462642.9100000000 0.0058553076 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 11/01/2045 31335BLJ3 2509271.3000000000 PA USD 2370521.3200000000 0.0021477485 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 09/01/2047 31335BLK0 4194858.7100000000 PA USD 3985314.2300000000 0.0036107891 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 12/01/2046 31335BNE2 13156514.1100000000 PA USD 12555061.5700000000 0.0113751833 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4 N N N N N N Freddie Mac Gold S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold 4.00 01/01/2046 31335BNF9 15730180.7300000000 PA USD 15038842.1200000000 0.0136255473 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 06/01/2050 3133A6K91 14980440.6800000000 PA USD 12760884.2100000000 0.0115616635 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 06/01/2050 3133A6MB4 22444135.6600000000 PA USD 19131291.9100000000 0.0173334038 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 04/01/2052 3133B9Z49 81949608.2000000000 PA USD 74791996.6600000000 0.0677633213 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 05/01/2052 3133BA3Z2 17581493.3500000000 PA USD 15976600.8400000000 0.0144751790 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 05/01/2052 3133BB4W6 43711350.2800000000 PA USD 39716324.3200000000 0.0359839310 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 05/01/2052 3133BBPQ6 14533250.0300000000 PA USD 13197427.8100000000 0.0119571823 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 05/01/2052 3133BBTU3 4688804.2400000000 PA USD 4256892.5500000000 0.0038568455 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 06/01/2052 3133BCWD5 27939454.0000000000 PA USD 25373570.2600000000 0.0229890559 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 06/01/2052 3133BED26 26370566.7500000000 PA USD 23941257.9300000000 0.0216913470 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 06/01/2052 3133BETX1 19503400.0200000000 PA USD 17718861.5400000000 0.0160537084 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 07/01/2052 3133BFK33 32209221.3200000000 PA USD 29267073.5400000000 0.0265166622 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 08/01/2052 3133BJAS1 14355376.2800000000 PA USD 13101475.3600000000 0.0118702471 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.00 10/01/2052 3133BNCS0 53394081.8800000000 PA USD 50081649.2000000000 0.0453751609 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.00 11/01/2052 3133BQWZ5 49710852.7900000000 PA USD 46675512.1000000000 0.0422891200 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 05/01/2050 3133KH4G8 39323707.8200000000 PA USD 33528024.0400000000 0.0303771843 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 06/01/2050 3133KH6P6 28580319.5900000000 PA USD 23314678.3600000000 0.0211236511 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 09/01/2050 3133KJ2N1 86787833.4400000000 PA USD 70842342.9900000000 0.0641848415 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 09/01/2050 3133KJ3C4 177257835.9100000000 PA USD 144414392.6700000000 0.1308428619 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 06/01/2050 3133KJE81 143158516.6300000000 PA USD 122058766.5300000000 0.1105881348 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 06/01/2050 3133KJF98 50021675.2800000000 PA USD 42649217.6600000000 0.0386412018 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 07/01/2050 3133KJJA1 104569649.6000000000 PA USD 85194667.0300000000 0.0771883871 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 07/01/2050 3133KJJN3 95861807.4900000000 PA USD 81733193.9000000000 0.0740522105 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 07/01/2050 3133KJJV5 37761105.1900000000 PA USD 32195605.7800000000 0.0291699818 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 07/01/2050 3133KJK84 55675189.0400000000 PA USD 47426002.2800000000 0.0429690819 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 07/01/2050 3133KJL75 20604167.8600000000 PA USD 16786721.8000000000 0.0152091677 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 07/01/2050 3133KJL91 13896941.9400000000 PA USD 11322561.3800000000 0.0102585089 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 07/01/2050 3133KJND0 20861801.7000000000 PA USD 17770917.3700000000 0.0161008722 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 07/01/2050 3133KJNF5 20428799.6400000000 PA USD 17417861.9900000000 0.0157809957 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 08/01/2050 3133KJRW4 124804014.2600000000 PA USD 106312694.5700000000 0.0963218205 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 07/01/2050 3133KJRX2 37336387.8700000000 PA USD 31833467.6400000000 0.0288418760 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 08/01/2050 3133KJSM5 66204406.4200000000 PA USD 53937750.1200000000 0.0488688797 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 08/01/2050 3133KJSN3 67202068.4500000000 PA USD 54854912.7900000000 0.0496998509 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 09/01/2050 3133KJWP3 144960057.7300000000 PA USD 118101031.9600000000 0.1070023335 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 09/01/2050 3133KJZT2 98093737.2500000000 PA USD 79918170.3700000000 0.0724077561 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 10/01/2050 3133KKCJ6 373917918.8800000000 PA USD 306086665.7500000000 0.2773217724 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 10/01/2050 3133KKD97 19483398.9000000000 PA USD 15873381.8800000000 0.0143816601 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 10/01/2050 3133KKEA3 106081466.6300000000 PA USD 86590533.2000000000 0.0784530750 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 12/01/2050 3133KKQQ5 462212732.3100000000 PA USD 377284909.7800000000 0.3418290686 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 12/01/2050 3133KKSG5 535534644.6500000000 PA USD 437965828.7300000000 0.3968074191 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.00 12/01/2050 3133KKVZ9 92047398.0600000000 PA USD 75134238.1900000000 0.0680734002 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 02/01/2051 3133KLA64 8300576.9500000000 PA USD 7088820.2100000000 0.0064226391 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 11/01/2051 3133KNBE2 37398155.1700000000 PA USD 31935758.1900000000 0.0289345537 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 12/01/2051 3133KNGD9 56472079.4600000000 PA USD 48007349.5800000000 0.0434957963 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.00 01/01/2052 3133KNK28 164159754.4900000000 PA USD 145140991.6600000000 0.1315011778 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 03/01/2052 3133KNX57 15061474.0600000000 PA USD 12788442.9300000000 0.0115866323 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 05/01/2052 3133KPCN6 35956994.4100000000 PA USD 32933669.5500000000 0.0298386850 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 05/01/2052 3133KPD70 32119374.0000000000 PA USD 29180607.0600000000 0.0264383215 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 05/01/2052 3133KPFU7 11065151.4700000000 PA USD 10117939.8700000000 0.0091670933 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 06/01/2052 3133KPK23 58895525.8600000000 PA USD 53943058.8100000000 0.0488736895 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 06/01/2052 3133KPK31 92554800.1200000000 PA USD 84630990.2400000000 0.0766776826 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 06/01/2052 3133KPLN6 47454950.7900000000 PA USD 43577931.1400000000 0.0394826383 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 08/01/2052 3133KPP69 11623610.2900000000 PA USD 10646111.9700000000 0.0096456297 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 08/01/2052 3133KPP77 14120679.4200000000 PA USD 12911731.6600000000 0.0116983348 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3.50 08/01/2052 3133KPP85 20104834.6900000000 PA USD 18348686.8300000000 0.0166243451 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 10/01/2041 3133KYVZ9 19692374.9400000000 PA USD 17521152.7600000000 0.0158745796 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 01/01/2042 3133KYWB1 40756123.1700000000 PA USD 36214982.1900000000 0.0328116320 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 05/01/2051 3133USKS9 277755838.0200000000 PA USD 234229431.7000000000 0.2122174155 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 2.50 05/01/2051 3133USKT7 161086789.7300000000 PA USD 135843083.4900000000 0.1230770527 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.057 05/01/2046 31347AJ70 10495625.1500000000 PA USD 10871540.6600000000 0.0098498735 Long ABS-MBS USGSE US N 2 2046-05-01 Floating 6.047 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.264 04/01/2045 31347AKG8 622322.2600000000 PA USD 644941.0900000000 0.0005843319 Long ABS-MBS USGSE US N 2 2045-04-01 Floating 6.256 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.945 07/01/2046 31347AMA9 1010271.5200000000 PA USD 1045605.3500000000 0.0009473432 Long ABS-MBS USGSE US N 2 2046-07-01 Floating 5.883 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.367 09/01/2046 31347ANA8 2702531.0900000000 PA USD 2807320.7900000000 0.0025434992 Long ABS-MBS USGSE US N 2 2046-09-01 Floating 6.35 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.875 02/01/2034 31349SMX8 662015.2500000000 PA USD 678975.1700000000 0.0006151676 Long ABS-MBS USGSE US N 2 2034-02-01 Floating 5.875 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.625 04/01/2035 31349TY62 57909.0200000000 PA USD 58895.0300000000 0.0000533603 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 5.625 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.963 11/01/2034 31349UFB9 309034.1300000000 PA USD 316978.9900000000 0.0002871905 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 5.963 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.875 02/01/2035 31349ULK2 158436.0100000000 PA USD 164381.1700000000 0.0001489332 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 5.875 N N N N N N Fannie Mae N/A Fannie Mae 7.50 11/01/2040 31358S7A3 26826.2100000000 PA USD 26922.7500000000 0.0000243926 Long ABS-MBS USGSE US N 2 2040-11-25 Fixed 7.5 N N N N N N Fannie Mae N/A Fannie Mae 7.50 02/01/2041 31359S6X3 40613.5000000000 PA USD 41452.9600000000 0.0000375574 Long ABS-MBS USGSE US N 2 2041-02-25 Fixed 7.5 N N N N N N Fannie Mae N/A Fannie Mae 7.50 07/01/2041 31359SR69 574681.6500000000 PA USD 590293.5700000000 0.0005348200 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 7.5 N N N N N N Fannie Mae N/A Fannie Mae 7.00 06/01/2041 31359SX96 14780.7800000000 PA USD 14805.9800000000 0.0000134146 Long ABS-MBS USGSE US N 2 2041-06-19 Variable 7 N N N N N N Fannie Mae N/A Fannie Mae 7.50 06/01/2041 31359SY20 98933.3200000000 PA USD 100821.1700000000 0.0000913464 Long ABS-MBS USGSE US N 2 2041-06-19 Variable 7.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 10/01/2028 31359UZG3 96263.1900000000 PA USD 96977.1500000000 0.0000878636 Long ABS-MBS USGSE US N 2 2028-10-25 Fixed 6.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 09/01/2028 31359UZK4 15305.1900000000 PA USD 15401.6600000000 0.0000139543 Long ABS-MBS USGSE US N 2 2028-09-25 Fixed 6.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 03/01/2042 3136A4LE7 2619400.1300000000 PA USD 2515814.1200000000 0.0022793872 Long ABS-MBS USGSE US N 2 2042-03-25 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 05/01/2042 3136A6EY6 4125522.7900000000 PA USD 3964979.3100000000 0.0035923652 Long ABS-MBS USGSE US N 2 2042-05-25 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 7.00 11/01/2042 3136A9XM5 204830.1700000000 PA USD 214514.9300000000 0.0001943556 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 7 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 12/01/2042 3136AACB9 12125273.5000000000 PA USD 11348058.0200000000 0.0102816095 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.00 12/01/2042 3136AAQG3 32049416.4900000000 PA USD 29185538.3200000000 0.0264427893 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 3 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 03/01/2043 3136ACLS8 9306034.3200000000 PA USD 8681955.8400000000 0.0078660577 Long ABS-MBS USGSE US N 2 2043-03-25 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.00 07/01/2043 3136AFBG8 9806838.2000000000 PA USD 8887539.3000000000 0.0080523212 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 3 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 02/01/2042 3136AGF56 4312323.9100000000 PA USD 4268799.6200000000 0.0038676336 Long ABS-MBS USGSE US N 2 2042-02-25 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.29224 09/25/2043 3136AGFD9 7062803.9000000000 PA USD 7019850.7500000000 0.0063601511 Long ABS-MBS USGSE US N 2 2043-09-25 Floating 4.29224 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 09/01/2044 3136AKB93 26085893.1800000000 PA USD 24771104.1700000000 0.0224432074 Long ABS-MBS USGSE US N 2 2044-09-25 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.00 10/01/2044 3136ALGF2 37041442.4000000000 PA USD 33935898.9800000000 0.0307467286 Long ABS-MBS USGSE US N 2 2044-10-25 Fixed 3 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.00 11/01/2044 3136ALRD5 46272706.2700000000 PA USD 42078631.4600000000 0.0381242372 Long ABS-MBS USGSE US N 2 2044-11-25 Fixed 3 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.00 12/01/2044 3136ALZA2 10978477.5300000000 PA USD 9987068.3100000000 0.0090485205 Long ABS-MBS USGSE US N 2 2044-12-25 Fixed 3 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 05/01/2048 3136B1N75 3742909.7600000000 PA USD 3461575.4500000000 0.0031362694 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 08/01/2048 3136B2UG5 3461587.6000000000 PA USD 3082282.7500000000 0.0027926212 Long ABS-MBS USGSE US N 2 2048-08-25 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.62776 01/25/2055 3136BUBH2 154299126.0600000000 PA USD 155763717.9300000000 0.1411256195 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 4.62776 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.32776 08/25/2052 3136BX3Y8 14234899.9000000000 PA USD 14245768.2500000000 0.0129070036 Long ABS-MBS USGSE US N 2 2052-08-25 Floating 4.32776 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.32776 09/25/2052 3136BX3Z5 56140454.2300000000 PA USD 56165077.4300000000 0.0508868911 Long ABS-MBS USGSE US N 2 2052-09-25 Floating 4.32776 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.62776 09/25/2055 3136BXJS4 132095088.8400000000 PA USD 133457187.3500000000 0.1209153742 Long ABS-MBS USGSE US N 2 2055-09-25 Floating 4.62776 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.32776 09/25/2052 3136BXN83 78335596.6000000000 PA USD 78363820.9200000000 0.0709994787 Long ABS-MBS USGSE US N 2 2052-09-25 Floating 4.32776 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.32776 09/25/2052 3136BXP32 152175203.4600000000 PA USD 151701542.9200000000 0.1374451927 Long ABS-MBS USGSE US N 2 2052-09-25 Floating 4.32776 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.62776 10/25/2055 3136BXUN2 35853359.6700000000 PA USD 36202435.1500000000 0.0328002641 Long ABS-MBS USGSE US N 2 2055-10-25 Floating 4.62776 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.52776 10/25/2055 3136BXWP5 28581572.3600000000 PA USD 28763865.6300000000 0.0260607439 Long ABS-MBS USGSE US N 2 2055-10-25 Floating 4.52776 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.52776 10/25/2055 3136BXXR0 44038359.7600000000 PA USD 44321795.0500000000 0.0401565966 Long ABS-MBS USGSE US N 2 2055-10-25 Floating 4.52776 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.52776 10/25/2055 3136BXYL2 75792293.3200000000 PA USD 76297858.2300000000 0.0691276676 Long ABS-MBS USGSE US N 2 2055-10-25 Floating 4.52776 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.32776 04/25/2056 3136G5RT9 80533132.6200000000 PA USD 80109230.3700000000 0.0725808610 Long ABS-MBS USGSE US N 2 2056-04-25 Floating 4.32776 N N N N N N FANNIE MAE FNR 2026 30 FB B1V7KEBTPIMZEU4LTD58 FANNIE MAE FNR 2026 30 FB 3136G5TG5 4045381.9300000000 PA USD 4049593.1700000000 0.0036690274 Long ABS-MBS USGSE US N 2 2056-05-25 Floating 4.4277600000 N N N N N N FANNIE MAE FNR 2026 44 FD B1V7KEBTPIMZEU4LTD58 FANNIE MAE FNR 2026 44 FD 3136G6BJ6 303699171.2300000000 PA USD 304900392.5600000000 0.2762469807 Long ABS-MBS USGSE US N 2 2056-06-25 Floating 4.4277600000 N N N N N N FANNIE MAE FNR 2026 44 FJ B1V7KEBTPIMZEU4LTD58 FANNIE MAE FNR 2026 44 FJ 3136G6CM8 173899093.7100000000 PA USD 174568692.1700000000 0.1581633718 Long ABS-MBS USGSE US N 2 2056-06-25 Floating 4.4277600000 N N N N N N FANNIE MAE FNR 2026 42 FC B1V7KEBTPIMZEU4LTD58 FANNIE MAE FNR 2026 42 FC 3136G6LX4 198005549.2600000000 PA USD 198297409.4400000000 0.1796621519 Long ABS-MBS USGSE US N 2 2056-02-25 Floating 4.4277600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.037 06/01/2035 31371MDD6 109987.6800000000 PA USD 112540.6400000000 0.0001019645 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 6.037 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.312 07/01/2035 31371MET0 157968.4200000000 PA USD 161289.3300000000 0.0001461320 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 6.125 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 7.00 11/01/2037 31371NNA9 751664.4300000000 PA USD 799195.5100000000 0.0007240901 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 02/01/2038 31374CL53 482578.9400000000 PA USD 507415.4800000000 0.0004597304 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 06/01/2036 31374CNP7 2973465.7200000000 PA USD 2940608.5700000000 0.0026642610 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 11/01/2028 31374TE39 113324.0400000000 PA USD 115943.6000000000 0.0001050476 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 12/01/2028 31374TGW3 77756.5800000000 PA USD 79553.9800000000 0.0000720778 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.00 04/01/2043 3137B1TU6 8844183.5400000000 PA USD 8519525.9400000000 0.0077188924 Long ABS-MBS USGSE US N 2 2043-04-15 Fixed 4 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.50 06/01/2043 3137B34X3 25799896.0300000000 PA USD 24205287.0200000000 0.0219305636 Long ABS-MBS USGSE US N 2 2043-06-15 Fixed 3.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.50 12/01/2043 3137B6GK1 14828845.0700000000 PA USD 14582674.3800000000 0.0132122485 Long ABS-MBS USGSE US N 2 2043-12-15 Variable 4.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.50 12/01/2043 3137B6GQ8 8955664.8700000000 PA USD 8801630.1200000000 0.0079744855 Long ABS-MBS USGSE US N 2 2043-12-15 Variable 4.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.50 12/01/2043 3137B6MM0 25173488.5200000000 PA USD 24737692.6400000000 0.0224129357 Long ABS-MBS USGSE US N 2 2043-12-15 Variable 4.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.00 01/01/2044 3137B77K9 11465571.4000000000 PA USD 10432049.8900000000 0.0094516844 Long ABS-MBS USGSE US N 2 2044-01-15 Fixed 3 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.50 03/01/2044 3137B8LR6 5127825.6500000000 PA USD 5039007.0900000000 0.0045654598 Long ABS-MBS USGSE US N 2 2044-03-15 Variable 4.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.00 06/01/2044 3137BBPC8 17185092.6400000000 PA USD 15639563.3600000000 0.0141698150 Long ABS-MBS USGSE US N 2 2044-06-15 Fixed 3 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.50 08/01/2044 3137BCVJ4 16508631.0400000000 PA USD 15460699.4600000000 0.0140077601 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 3.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.00 09/01/2044 3137BDSC1 39022438.7100000000 PA USD 34507839.1200000000 0.0312649200 Long ABS-MBS USGSE US N 2 2044-09-15 Fixed 3 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.00 12/01/2044 3137BFJK8 10110830.6300000000 PA USD 9177412.9000000000 0.0083149536 Long ABS-MBS USGSE US N 2 2044-12-15 Fixed 3 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.00 02/01/2045 3137BGEM7 38196420.1700000000 PA USD 33869613.7300000000 0.0306866726 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.50 02/01/2045 3137BGLN7 5416737.8600000000 PA USD 4958866.9700000000 0.0044928510 Long ABS-MBS USGSE US N 2 2045-02-15 Fixed 3.5 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 1.100279 01/01/2031 3137BPVP1 111450889.9500000000 PA USD 3654619.5700000000 0.0033111719 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 1.100279 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 2.50 09/01/2046 3137BS4N0 20820946.8800000000 PA USD 18088905.5100000000 0.0163889770 Long ABS-MBS USGSE US N 2 2046-09-15 Fixed 2.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.00 12/01/2046 3137BTL74 25243216.7500000000 PA USD 22653436.8900000000 0.0205245506 Long ABS-MBS USGSE US N 2 2046-12-15 Fixed 3 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.40247 12/01/2026 3137BUX86 273873007.3400000000 PA USD 301260.3100000000 0.0002729490 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 0.40247 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.50 02/01/2047 3137BUXJ2 18400084.6300000000 PA USD 16684939.1400000000 0.0151169502 Long ABS-MBS USGSE US N 2 2047-02-15 Fixed 3.5 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.71904 03/01/2027 3137BXR20 345824623.1500000000 PA USD 882509.8600000000 0.0007995748 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 0.71904 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.50 03/01/2047 3137BY6K1 14614751.8000000000 PA USD 13468443.7400000000 0.0122027292 Long ABS-MBS USGSE US N 2 2047-03-15 Fixed 3.5 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.787029 04/01/2027 3137F1G69 418481444.2700000000 PA USD 1704642.3200000000 0.0015444463 Long ABS-MBS USGSE US N 2 2027-04-25 Variable 0.787029 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.50 07/01/2047 3137F1SB5 2669111.9800000000 PA USD 2452203.9300000000 0.0022217549 Long ABS-MBS USGSE US N 2 2047-07-15 Fixed 3.5 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.853643 06/01/2027 3137F2LL8 329122419.6600000000 PA USD 1490628.3500000000 0.0013505446 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 0.853643 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.50 09/01/2047 3137FAW61 9663382.6000000000 PA USD 8927416.4800000000 0.0080884509 Long ABS-MBS USGSE US N 2 2047-09-15 Fixed 3.5 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.693834 07/01/2027 3137FAWU8 431683021.6200000000 PA USD 1830206.5100000000 0.0016582105 Long ABS-MBS USGSE US N 2 2027-07-25 Variable 0.693834 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.466932 09/01/2027 3137FBU95 85574172.4500000000 PA USD 299518.1600000000 0.0002713706 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 0.466932 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.444483 11/01/2027 3137FCJM7 181537636.3600000000 PA USD 639829.4000000000 0.0005797006 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.444483 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.401821 11/01/2027 3137FCLF9 233562880.2000000000 PA USD 739063.0200000000 0.0006696086 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.401821 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.420345 11/01/2032 3137FDEU2 340954262.0400000000 PA USD 4424631.6500000000 0.0040088211 Long ABS-MBS USGSE US N 2 2032-11-25 Variable 0.420345 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.50 03/01/2048 3137FELR9 4188889.7400000000 PA USD 3863672.3000000000 0.0035005787 Long ABS-MBS USGSE US N 2 2048-03-15 Fixed 3.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.00 08/01/2048 3137FGY82 10061535.2000000000 PA USD 9426153.2800000000 0.0085403182 Long ABS-MBS USGSE US N 2 2048-08-15 Fixed 4 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.683771 01/01/2029 3137FL6R0 490153063.6800000000 PA USD 5981337.8400000000 0.0054192338 Long ABS-MBS USGSE US N 2 2029-01-25 Variable 0.683771 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.702771 03/01/2029 3137FLNB6 244499359.6300000000 PA USD 3475142.7500000000 0.0031485617 Long ABS-MBS USGSE US N 2 2029-03-25 Variable 0.702771 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.923702 03/01/2034 3137FLYL2 167086964.1100000000 PA USD 6846705.8200000000 0.0062032777 Long ABS-MBS USGSE US N 2 2034-03-25 Variable 0.923702 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.848582 04/01/2029 3137FLYX6 460583113.3600000000 PA USD 7667649.5000000000 0.0069470721 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 0.848582 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 1.080264 05/01/2029 3137FMCT7 208223568.9400000000 PA USD 4794555.9000000000 0.0043439813 Long ABS-MBS USGSE US N 2 2029-05-25 Variable 1.080264 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 1.007635 06/01/2029 3137FMU26 303633539.1300000000 PA USD 6859020.9200000000 0.0062144355 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 1.007635 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 1.070374 06/01/2029 3137FNAG5 208917984.8400000000 PA USD 4871674.9200000000 0.0044138529 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 1.070374 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 1.239271 07/01/2029 3137FNBA7 505474062.7000000000 PA USD 14334284.0200000000 0.0129872010 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.239271 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 1.207981 07/01/2029 3137FNX70 230630781.1600000000 PA USD 6605819.0900000000 0.0059850286 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.207981 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 1.257364 08/01/2029 3137FPHM0 448814724.0400000000 PA USD 13956163.1300000000 0.0126446145 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.257364 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.989616 09/01/2029 3137FPJJ5 484085861.2200000000 PA USD 11512626.7700000000 0.0104307127 Long ABS-MBS USGSE US N 2 2029-09-25 Variable 0.989616 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.938126 10/01/2029 3137FQ4B6 187127478.6100000000 PA USD 4385912.5600000000 0.0039737407 Long ABS-MBS USGSE US N 2 2029-10-25 Variable 0.938126 N N N N N N Freddie Mac Multifamily Interest Only S6XOOCT0IEG5ABCC6L87 Freddie Mac 0.934825 10/01/2029 3137FQKE2 525141113.1200000000 PA USD 12057292.4700000000 0.0109241927 Long ABS-MBS USGSE US N 2 2029-10-25 Variable 0.934825 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.50 10/01/2050 3137FWXJ4 11396882.4000000000 PA USD 9909832.0000000000 0.0089785426 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 3.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.52776 10/25/2055 3137HNBB3 102678707.6000000000 PA USD 103331066.5000000000 0.0936203948 Long ABS-MBS USGSE US N 2 2055-10-25 Floating 4.52776 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.47776 11/25/2055 3137HNSJ8 93479024.2100000000 PA USD 93902540.2800000000 0.0850779267 Long ABS-MBS USGSE US N 2 2055-11-25 Floating 4.47776 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.57776 11/25/2055 3137HNU63 30389846.0700000000 PA USD 30634517.7600000000 0.0277555990 Long ABS-MBS USGSE US N 2 2055-11-25 Floating 4.57776 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.57776 11/25/2055 3137HNVA3 14668445.9500000000 PA USD 14788100.8600000000 0.0133983698 Long ABS-MBS USGSE US N 2 2055-11-25 Floating 4.57776 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 7.00 04/01/2032 31385JG85 60211.6900000000 PA USD 63585.7600000000 0.0000576102 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 7.00 07/01/2032 31385JK49 4164.8500000000 PA USD 4398.2400000000 0.0000039849 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 03/01/2033 31385W2S7 1029322.1900000000 PA USD 1053115.6600000000 0.0009541477 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 05/01/2033 31385XAZ0 5725488.4300000000 PA USD 5780774.7200000000 0.0052375189 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 11/01/2033 31385XQ91 281846.4000000000 PA USD 284794.8100000000 0.0002580308 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 01/01/2041 3138A3TZ0 3007879.9200000000 PA USD 2919441.3900000000 0.0026450831 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 03/01/2041 3138A8RL2 22477516.4400000000 PA USD 22228590.3100000000 0.0201396296 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.064 01/01/2036 3138AFT67 1324737.9400000000 PA USD 1369076.8500000000 0.0012404161 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 6.054 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 08/01/2041 3138ANCY7 3327841.0000000000 PA USD 3216074.2600000000 0.0029138395 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 11/01/2041 3138AXAT8 902248.0700000000 PA USD 891136.2500000000 0.0008073906 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 12/01/2041 3138E0QY8 226877.1700000000 PA USD 224083.0300000000 0.0002030245 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.855 04/01/2042 3138EEZP7 981948.8000000000 PA USD 1019366.3900000000 0.0009235701 Long ABS-MBS USGSE US N 2 2042-04-01 Floating 5.855 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.715 11/01/2037 3138EGES9 178185.7500000000 PA USD 181401.2200000000 0.0001643538 Long ABS-MBS USGSE US N 2 2037-11-01 Floating 5.715 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.158 10/01/2038 3138EHER9 496228.3900000000 PA USD 514742.3100000000 0.0004663687 Long ABS-MBS USGSE US N 2 2038-10-01 Floating 5.934 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.923 06/01/2039 3138EJBP2 71165.1100000000 PA USD 73374.0200000000 0.0000664786 Long ABS-MBS USGSE US N 2 2039-06-01 Floating 5.923 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 02/01/2039 3138EJBT4 507129.9900000000 PA USD 537016.2500000000 0.0004865494 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 7.00 11/01/2038 3138EKA39 195704.7800000000 PA USD 209679.1900000000 0.0001899743 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 7 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 09/01/2038 3138EKES0 1621786.2900000000 PA USD 1701348.3800000000 0.0015414619 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.431 08/01/2037 3138EKL86 17327.0300000000 PA USD 17855.2300000000 0.0000161773 Long ABS-MBS USGSE US N 2 2037-08-01 Floating 6.431 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.92 02/01/2043 3138EKPR0 595512.2100000000 PA USD 616577.7300000000 0.0005586340 Long ABS-MBS USGSE US N 2 2043-02-01 Floating 5.879 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 02/01/2043 3138ELFB4 3058636.7200000000 PA USD 3025064.2400000000 0.0027407799 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.22 09/01/2043 3138ELRU9 171809.9300000000 PA USD 176066.7600000000 0.0001595207 Long ABS-MBS USGSE US N 2 2043-09-01 Floating 6.22 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.419 02/01/2043 3138ELRV7 198965.4000000000 PA USD 206247.5900000000 0.0001868652 Long ABS-MBS USGSE US N 2 2043-02-01 Floating 6.419 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.15 11/01/2042 3138ELSA2 602808.5600000000 PA USD 624912.5200000000 0.0005661856 Long ABS-MBS USGSE US N 2 2042-11-01 Floating 6.15 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 01/01/2052 3138ELTG8 2180643.8600000000 PA USD 2106478.9800000000 0.0019085199 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 08/01/2031 3138ELTS2 13848661.9800000000 PA USD 13757871.4000000000 0.0124649575 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 03/01/2031 3138ELX32 257123.7300000000 PA USD 255542.0900000000 0.0002315272 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.21 11/01/2043 3138ELZ22 1224414.7300000000 PA USD 1267737.5600000000 0.0011486003 Long ABS-MBS USGSE US N 2 2043-11-01 Floating 6.207 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.748 05/01/2044 3138EM2L4 2864209.8000000000 PA USD 2959791.6600000000 0.0026816414 Long ABS-MBS USGSE US N 2 2044-05-01 Floating 5.749 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.74 05/01/2044 3138EM2P5 802764.0800000000 PA USD 829888.0000000000 0.0007518982 Long ABS-MBS USGSE US N 2 2044-05-01 Floating 5.74 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.00 07/01/2037 3138EM6D8 1761918.6300000000 PA USD 1757197.7800000000 0.0015920628 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 01/01/2032 3138EMBT7 661963.2800000000 PA USD 657391.2700000000 0.0005956121 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 01/01/2034 3138EMCP4 1730159.8500000000 PA USD 1716348.3100000000 0.0015550522 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.082 11/01/2043 3138EMD24 1567114.5400000000 PA USD 1626287.5600000000 0.0014734551 Long ABS-MBS USGSE US N 2 2043-11-01 Floating 6.081 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.877 04/01/2044 3138EMUN9 1633193.0800000000 PA USD 1690825.1500000000 0.0015319277 Long ABS-MBS USGSE US N 2 2044-04-01 Floating 5.86 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.772 04/01/2044 3138EMWG2 517966.8300000000 PA USD 534773.5600000000 0.0004845175 Long ABS-MBS USGSE US N 2 2044-04-01 Floating 5.773 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.182 04/01/2044 3138EN3S6 2472266.3800000000 PA USD 2578373.5800000000 0.0023360676 Long ABS-MBS USGSE US N 2 2044-04-01 Floating 6.163 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 10/01/2044 3138EN7E3 3045791.8500000000 PA USD 2983757.9900000000 0.0027033554 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 02/01/2041 3138ENBJ7 3312882.1900000000 PA USD 3276220.6400000000 0.0029683335 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 09/01/2041 3138ENBK4 10257407.9400000000 PA USD 10067783.5500000000 0.0091216505 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.124 07/01/2044 3138ENCK3 126803.1400000000 PA USD 129017.5600000000 0.0001168930 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 5.938 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.066 07/01/2044 3138END71 974480.8300000000 PA USD 1009305.3100000000 0.0009144545 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 5.952 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.065 07/01/2044 3138ENDA4 1076318.0500000000 PA USD 1113057.1700000000 0.0010084562 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 5.93 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.224 05/01/2038 3138ENEW5 15939923.5500000000 PA USD 16503909.4500000000 0.0149529330 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 6.2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.152 08/01/2044 3138ENFU8 892336.7400000000 PA USD 923410.2600000000 0.0008366316 Long ABS-MBS USGSE US N 2 2044-08-01 Floating 5.95 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.302 08/01/2044 3138ENH36 2069948.6100000000 PA USD 2147812.2500000000 0.0019459688 Long ABS-MBS USGSE US N 2 2044-08-01 Floating 6.276 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.36 09/01/2044 3138ENJM2 903654.1300000000 PA USD 938976.4800000000 0.0008507349 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 6.297 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 08/01/2044 3138ENM71 1623036.7400000000 PA USD 1590743.3400000000 0.0014412512 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.307 10/01/2044 3138ENNH8 642104.3500000000 PA USD 665896.2500000000 0.0006033178 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.307 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.07 10/01/2044 3138ENNJ4 248216.2900000000 PA USD 254832.7800000000 0.0002308845 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.07 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 09/01/2034 3138ENQJ1 16328845.5200000000 PA USD 15965040.4700000000 0.0144647050 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.18 09/01/2044 3138ENQL6 2253774.8200000000 PA USD 2343029.3100000000 0.0021228401 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 6.173 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 01/01/2031 3138ENQP7 1081177.7800000000 PA USD 1074805.6900000000 0.0009737994 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 07/01/2030 3138ENQQ5 8518878.1700000000 PA USD 8481845.4100000000 0.0076847529 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 06/01/2041 3138ENQR3 31505978.6500000000 PA USD 30970263.5900000000 0.0280597927 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.156 10/01/2044 3138ENT90 982500.8100000000 PA USD 1019552.1100000000 0.0009237384 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.156 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 03/01/2032 3138ENTQ2 6780528.2200000000 PA USD 6694199.0800000000 0.0060651030 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.297 10/01/2044 3138ENTW9 2377927.2800000000 PA USD 2468904.6100000000 0.0022368861 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.297 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.306 10/01/2044 3138ENUW7 1071252.9600000000 PA USD 1111296.5800000000 0.0010068610 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.306 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.175 11/01/2044 3138ENVC0 928723.3000000000 PA USD 962335.1600000000 0.0008718985 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 6.168 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.062 11/01/2044 3138ENVT3 1829284.2000000000 PA USD 1897643.6700000000 0.0017193101 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 6.062 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 08/01/2033 3138ENWB1 1949522.6000000000 PA USD 1918913.1300000000 0.0017385808 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.057 11/01/2044 3138ENX95 2554573.9300000000 PA USD 2649596.9500000000 0.0024005976 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 6.057 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 03/01/2029 3138ENY60 11190.1100000000 PA USD 11157.1800000000 0.0000101087 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.946 12/01/2044 3138ENYH6 1783233.0600000000 PA USD 1848916.5200000000 0.0016751622 Long ABS-MBS USGSE US N 2 2044-12-01 Floating 5.946 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 08/01/2032 3138ENZC6 7438686.3700000000 PA USD 7338584.6400000000 0.0066489316 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 07/01/2034 3138ENZN2 7593548.7300000000 PA USD 7427387.6100000000 0.0067293892 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.302 08/01/2045 3138EP4H4 528923.3600000000 PA USD 549049.7900000000 0.0004974521 Long ABS-MBS USGSE US N 2 2045-08-01 Floating 6.259 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.028 08/01/2045 3138EP4M3 764696.6000000000 PA USD 794240.4800000000 0.0007196007 Long ABS-MBS USGSE US N 2 2045-08-01 Floating 5.955 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 02/01/2045 3138EP5H3 21383880.2000000000 PA USD 20939901.2400000000 0.0189720467 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.957 02/01/2045 3138EPBV5 1121812.1000000000 PA USD 1163102.8400000000 0.0010537987 Long ABS-MBS USGSE US N 2 2045-02-01 Floating 5.957 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.928 01/01/2045 3138EPCP7 1067086.0900000000 PA USD 1106056.3000000000 0.0010021132 Long ABS-MBS USGSE US N 2 2045-01-01 Floating 5.928 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.229 10/01/2043 3138EPMN1 2321614.2400000000 PA USD 2416653.0200000000 0.0021895449 Long ABS-MBS USGSE US N 2 2043-10-01 Floating 6.259 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 12/01/2034 3138EPQB3 1909248.3600000000 PA USD 1866191.8900000000 0.0016908141 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 12/01/2044 3138EPUL6 6706425.6200000000 PA USD 6570548.5400000000 0.0059530727 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 06/01/2035 3138EPV27 15151946.2100000000 PA USD 14794929.6900000000 0.0134045569 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 02/01/2045 3138EPZP2 7649050.0300000000 PA USD 7496061.9200000000 0.0067916097 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 07/01/2035 3138EPZU1 2458634.0700000000 PA USD 2394883.0700000000 0.0021698208 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 12/01/2029 3138EQAF9 3084933.9400000000 PA USD 3045381.0500000000 0.0027591874 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 09/01/2045 3138EQF23 24576578.5800000000 PA USD 24202791.4300000000 0.0219283026 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 02/01/2046 3138ER2P4 1682842.4800000000 PA USD 1658402.9300000000 0.0015025524 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 03/01/2037 3138ER5A4 23813861.6200000000 PA USD 23119152.2200000000 0.0209464998 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.062 03/01/2045 3138ERDC1 12654362.1900000000 PA USD 13160533.0100000000 0.0119237548 Long ABS-MBS USGSE US N 2 2045-03-01 Floating 6.049 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 02/01/2046 3138EREA4 15837421.4900000000 PA USD 15674972.1500000000 0.0142018962 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.774 07/01/2046 3138ERGG9 82759.9100000000 PA USD 84774.9600000000 0.0000768081 Long ABS-MBS USGSE US N 2 2046-07-01 Floating 5.774 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 09/01/2042 3138ERNZ9 10662586.8500000000 PA USD 10465453.3200000000 0.0094819487 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 07/01/2044 3138ERUD0 13591605.8500000000 PA USD 13441079.4900000000 0.0121779365 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 06/01/2045 3138ET6A9 102.8000000000 PA USD 100.7100000000 0.0000000912 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.252 10/01/2045 3138ETBB1 1732045.2900000000 PA USD 1799559.0800000000 0.0016304432 Long ABS-MBS USGSE US N 2 2045-10-01 Floating 6.252 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.007 04/01/2046 3138ETF76 3662836.2600000000 PA USD 3803330.9400000000 0.0034459080 Long ABS-MBS USGSE US N 2 2046-04-01 Floating 5.995 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.292 11/01/2045 3138ETFJ0 1643727.1200000000 PA USD 1708678.0300000000 0.0015481028 Long ABS-MBS USGSE US N 2 2045-11-01 Floating 6.292 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.853 04/01/2046 3138ETGK6 963798.4100000000 PA USD 999559.9900000000 0.0009056250 Long ABS-MBS USGSE US N 2 2046-04-01 Floating 5.853 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.83 04/01/2046 3138ETHF6 113017.7800000000 PA USD 116115.6600000000 0.0001052035 Long ABS-MBS USGSE US N 2 2046-04-01 Floating 5.83 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 02/01/2045 3138ETHQ2 7890605.6600000000 PA USD 7731556.6900000000 0.0070049736 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 11/01/2044 3138ETLV6 2856411.4400000000 PA USD 2778085.5800000000 0.0025170114 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.92 05/01/2046 3138ETM86 378650.0700000000 PA USD 393076.7500000000 0.0003561369 Long ABS-MBS USGSE US N 2 2046-05-01 Floating 5.92 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.798 04/01/2045 3138ETNC6 3878967.3200000000 PA USD 4015951.9600000000 0.0036385476 Long ABS-MBS USGSE US N 2 2045-04-01 Floating 5.797 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 06/01/2036 3138ETSG2 2009840.1000000000 PA USD 1956116.3100000000 0.0017722877 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 10/01/2042 3138ETT97 4853203.7000000000 PA USD 4799451.9000000000 0.0043484172 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.843 06/01/2046 3138ETTH9 165063.2200000000 PA USD 171166.1100000000 0.0001550806 Long ABS-MBS USGSE US N 2 2046-06-01 Floating 5.843 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 10/01/2034 3138ETY42 11354781.6800000000 PA USD 11207498.6900000000 0.0101542594 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.42 09/01/2042 3138M9Z53 199719.9200000000 PA USD 205303.9500000000 0.0001860102 Long ABS-MBS USGSE US N 2 2042-09-01 Floating 6.42 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.922 12/01/2042 3138MFRT6 705731.8800000000 PA USD 730049.2500000000 0.0006614419 Long ABS-MBS USGSE US N 2 2042-12-01 Floating 5.922 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 01/01/2034 3138WAYM3 1450764.7100000000 PA USD 1423542.3300000000 0.0012897631 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 03/01/2029 3138WBB20 1339313.7500000000 PA USD 1324015.8900000000 0.0011995898 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 04/01/2044 3138WBQ57 5792461.9100000000 PA USD 5674807.8600000000 0.0051415104 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 12/01/2034 3138WDK26 470126.5500000000 PA USD 460421.8200000000 0.0004171531 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 12/01/2044 3138WDRV5 5313346.0000000000 PA USD 5205134.9800000000 0.0047159756 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 09/01/2045 3138WFP34 13310325.3500000000 PA USD 12706874.2000000000 0.0115127291 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 09/01/2045 3138WFP42 13856612.5500000000 PA USD 13225519.7800000000 0.0119826343 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 12/01/2035 3138WGCU6 1614135.5000000000 PA USD 1571556.0400000000 0.0014238670 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 01/01/2036 3138WGGU2 1444381.5600000000 PA USD 1387185.4700000000 0.0012568229 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 04/01/2036 3138WGZF4 1663321.3700000000 PA USD 1597378.1600000000 0.0014472625 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 03/01/2047 3138WJ6V5 25083564.3600000000 PA USD 24520734.3300000000 0.0222163664 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 01/01/2047 3138WJU22 7184840.2200000000 PA USD 7032531.8800000000 0.0063716405 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 02/01/2047 3138WJY77 18115697.2900000000 PA USD 17731673.8500000000 0.0160653167 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 07/01/2047 3138WLC27 564422.7300000000 PA USD 551258.8300000000 0.0004994536 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.31 09/01/2043 3138WNH69 526579.0200000000 PA USD 543110.2200000000 0.0004920707 Long ABS-MBS USGSE US N 2 2043-09-01 Floating 6.31 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.31 09/01/2043 3138WNJA8 110173.7600000000 PA USD 113540.2000000000 0.0001028701 Long ABS-MBS USGSE US N 2 2043-09-01 Floating 6.31 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.935 05/01/2043 3138WTP67 185166.3900000000 PA USD 191572.7500000000 0.0001735695 Long ABS-MBS USGSE US N 2 2043-05-01 Floating 5.935 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.33 09/01/2044 3138WUZE6 268638.9900000000 PA USD 277783.3500000000 0.0002516783 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 6.33 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.845 06/01/2043 3138WXXV4 176619.6900000000 PA USD 181198.9200000000 0.0001641705 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 5.845 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 09/01/2028 3138X6ND3 1668025.7000000000 PA USD 1652088.0300000000 0.0014968309 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.975 12/01/2043 3138X8TB7 379658.3900000000 PA USD 392228.7900000000 0.0003553686 Long ABS-MBS USGSE US N 2 2043-12-01 Floating 5.974 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.802 02/01/2044 3138XDS27 851982.2200000000 PA USD 884452.5700000000 0.0008013350 Long ABS-MBS USGSE US N 2 2044-02-01 Floating 5.802 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.84 02/01/2044 3138XEZX9 496731.6600000000 PA USD 513971.4000000000 0.0004656703 Long ABS-MBS USGSE US N 2 2044-02-01 Floating 5.84 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.776 04/01/2044 3138XQEU1 387705.0600000000 PA USD 398841.2100000000 0.0003613596 Long ABS-MBS USGSE US N 2 2044-04-01 Floating 5.776 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.233 07/01/2044 3138XRP78 1002095.6500000000 PA USD 1037792.7500000000 0.0009402648 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 6.038 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.34 07/01/2044 3138XRQC6 230807.1200000000 PA USD 237685.2800000000 0.0002153485 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 6.34 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.34 09/01/2044 3138XRQV4 128733.4300000000 PA USD 132507.6900000000 0.0001200551 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 6.34 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.777 04/01/2044 3138XTSQ9 878366.3100000000 PA USD 908645.7800000000 0.0008232546 Long ABS-MBS USGSE US N 2 2044-04-01 Floating 5.777 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.298 08/01/2044 3138XVBQ2 930050.1900000000 PA USD 964749.8200000000 0.0008740862 Long ABS-MBS USGSE US N 2 2044-08-01 Floating 6.235 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.33 09/01/2044 3138XXHN9 500467.1200000000 PA USD 516571.5400000000 0.0004680261 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 6.33 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.33 09/01/2044 3138XXHP4 630457.5200000000 PA USD 653631.7600000000 0.0005922059 Long ABS-MBS USGSE US N 2 2044-09-01 Floating 6.33 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.198 10/01/2044 3138XYRM8 2532494.1900000000 PA USD 2629157.2600000000 0.0023820788 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.198 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.215 07/01/2044 3138XYUN2 1169221.3300000000 PA USD 1210508.3800000000 0.0010967493 Long ABS-MBS USGSE US N 2 2044-07-01 Floating 5.965 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.33 11/01/2044 3138Y22P7 146915.3800000000 PA USD 151330.5300000000 0.0001371090 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 6.33 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.33 08/01/2044 3138Y2M34 632334.6700000000 PA USD 655640.7900000000 0.0005940261 Long ABS-MBS USGSE US N 2 2044-08-01 Floating 6.33 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.08 10/01/2044 3138Y3LY5 174090.2600000000 PA USD 178883.5100000000 0.0001620727 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.08 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.83 12/01/2044 3138Y3YX3 159767.9300000000 PA USD 165244.4700000000 0.0001497154 Long ABS-MBS USGSE US N 2 2044-12-01 Floating 5.83 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.271 10/01/2044 3138Y4ST7 814408.0100000000 PA USD 845564.1800000000 0.0007661012 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.271 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.965 11/01/2044 3138Y4SY6 187820.7100000000 PA USD 194104.3700000000 0.0001758632 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 5.965 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.855 12/01/2044 3138Y4TC3 284604.7900000000 PA USD 294293.4900000000 0.0002666369 Long ABS-MBS USGSE US N 2 2044-12-01 Floating 5.855 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 05/01/2032 3138Y5D86 977171.6300000000 PA USD 963650.2900000000 0.0008730900 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.965 12/01/2044 3138Y5V86 121371.6200000000 PA USD 124879.1400000000 0.0001131435 Long ABS-MBS USGSE US N 2 2044-12-01 Floating 5.955 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.84 12/01/2044 3138Y7F56 509952.2600000000 PA USD 526415.6800000000 0.0004769451 Long ABS-MBS USGSE US N 2 2044-12-01 Floating 5.84 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.715 03/01/2045 3138Y7GG1 586669.8700000000 PA USD 603835.1900000000 0.0005470890 Long ABS-MBS USGSE US N 2 2045-03-01 Floating 5.715 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.86 04/01/2046 3138Y7JJ2 385887.5000000000 PA USD 395737.8500000000 0.0003585479 Long ABS-MBS USGSE US N 2 2046-04-01 Floating 5.86 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.735 04/01/2046 3138Y7JN3 39488.9300000000 PA USD 40673.5700000000 0.0000368512 Long ABS-MBS USGSE US N 2 2046-04-01 Floating 5.735 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.35 10/01/2044 3138Y7MW9 680022.0800000000 PA USD 705427.7000000000 0.0006391342 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.35 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.34 10/01/2044 3138Y7MY5 871755.9300000000 PA USD 905991.3500000000 0.0008208496 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.34 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.287 10/01/2044 3138Y7P30 1761709.0700000000 PA USD 1830525.3500000000 0.0016584993 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.287 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.10 11/01/2044 3138Y7P48 700467.2800000000 PA USD 729041.5200000000 0.0006605289 Long ABS-MBS USGSE US N 2 2044-11-01 Floating 6.1 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.07 10/01/2044 3138Y7V82 97079.3300000000 PA USD 100140.8800000000 0.0000907300 Long ABS-MBS USGSE US N 2 2044-10-01 Floating 6.07 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 02/01/2045 3138Y9NZ7 8256139.1000000000 PA USD 7887391.2800000000 0.0071461634 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.914 12/01/2044 3138YDC98 719281.1300000000 PA USD 746183.3300000000 0.0006760598 Long ABS-MBS USGSE US N 2 2044-12-01 Floating 5.923 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.755 04/01/2045 3138YDVH9 470044.6500000000 PA USD 485444.8500000000 0.0004398245 Long ABS-MBS USGSE US N 2 2045-04-01 Floating 5.755 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 10/01/2045 3138YWJK4 3415250.7800000000 PA USD 3256166.0100000000 0.0029501636 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 02/01/2033 31391U3S2 914096.2500000000 PA USD 935371.8500000000 0.0008474691 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.5 N N N N N N Fannie Mae N/A Fannie Mae 7.00 12/01/2041 3139216A1 471949.9500000000 PA USD 473558.9200000000 0.0004290556 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 7 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 12/01/2031 31392A4Q8 234781.0300000000 PA USD 239259.7600000000 0.0002167750 Long ABS-MBS USGSE US N 2 2031-12-25 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 7.00 03/01/2045 31392BMM5 84207.2400000000 PA USD 84326.8700000000 0.0000764021 Long ABS-MBS USGSE US N 2 2045-03-25 Fixed 7 N N N N N N Fannie Mae N/A Fannie Mae 7.00 06/01/2042 31392DF49 642817.2300000000 PA USD 638971.8300000000 0.0005789236 Long ABS-MBS USGSE US N 2 2042-06-25 Variable 7 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 7.00 06/01/2032 31392DGS5 607328.5000000000 PA USD 611580.5300000000 0.0005541065 Long ABS-MBS USGSE US N 2 2032-06-25 Fixed 7 N N N N N N Fannie Mae N/A Fannie Mae 7.00 06/01/2042 31392DP97 468461.2900000000 PA USD 486945.8400000000 0.0004411845 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 7 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 10/01/2032 31392EH60 40996.9200000000 PA USD 41565.4200000000 0.0000376593 Long ABS-MBS USGSE US N 2 2032-10-25 Fixed 5.5 N N N N N N Fannie Mae N/A Fannie Mae 7.50 07/01/2042 31392FDD6 1289764.9800000000 PA USD 1382488.5100000000 0.0012525674 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 7.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 06/01/2042 31392GEK7 1461794.1300000000 PA USD 1467327.0200000000 0.0013294331 Long ABS-MBS USGSE US N 2 2042-06-25 Fixed 6.5 N N N N N N Fannie Mae N/A Fannie Mae 5.02195 12/01/2042 31392GWB7 872005.6300000000 PA USD 852243.7900000000 0.0007721531 Long ABS-MBS USGSE US N 2 2042-12-25 Variable 5.02195 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 12/01/2042 31392HY64 1288971.5400000000 PA USD 1292616.6200000000 0.0011711413 Long ABS-MBS USGSE US N 2 2042-12-25 Fixed 6.5 N N N N N N Fannie Mae N/A Fannie Mae 7.00 07/01/2042 31392JAC3 2724067.9800000000 PA USD 2814976.3900000000 0.0025504353 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 7 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.53974 07/01/2032 31392MEM0 78653.4700000000 PA USD 73161.5200000000 0.0000662861 Long ABS-MBS USGSE US N 2 2032-07-25 Variable 4.53974 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.50 06/01/2032 31392PBJ3 21392.9500000000 PA USD 22108.0300000000 0.0000200304 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.2432 07/01/2033 31392UZ56 969908.3400000000 PA USD 922448.4000000000 0.0008357601 Long ABS-MBS USGSE US N 2 2033-07-25 Variable 4.2432 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.50 09/01/2043 31392W7B0 32617.1900000000 PA USD 33210.6800000000 0.0000300897 Long ABS-MBS USGSE US N 2 2043-09-25 Variable 6.5 N N N N N N Fannie Mae N/A Fannie Mae 4.36384 10/01/2042 31393AP92 638449.2400000000 PA USD 638463.1600000000 0.0005784628 Long ABS-MBS USGSE US N 2 2042-10-25 Variable 4.36384 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.50 03/01/2033 31393NDK2 678938.3400000000 PA USD 690966.2100000000 0.0006260318 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 5.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.00 05/01/2033 31393QXQ0 339001.9800000000 PA USD 328494.7500000000 0.0002976240 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 4 N N N N N N Fannie Mae N/A Fannie Mae 6.50 01/01/2044 31393XFT9 341511.6200000000 PA USD 347192.0200000000 0.0003145642 Long ABS-MBS USGSE US N 2 2044-01-25 Fixed 6.5 N N N N N N Fannie Mae N/A Fannie Mae 7.00 02/01/2044 31393XGQ4 30512.7200000000 PA USD 31287.3100000000 0.0000283470 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 7 N N N N N N Fannie Mae N/A Fannie Mae 7.50 03/01/2044 31393XGU5 417767.8600000000 PA USD 428323.8500000000 0.0003880716 Long ABS-MBS USGSE US N 2 2044-03-25 Fixed 7.5 N N N N N N Fannie Mae N/A Fannie Mae 7.50 06/01/2044 31394ALN4 325818.0500000000 PA USD 330653.0900000000 0.0002995795 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 7.5 N N N N N N Fannie Mae 54930075XM5QLYOTLR22 Fannie Mae 4.14224 07/25/2044 31394BT46 516999.7000000000 PA USD 503722.3700000000 0.0004563844 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 4.14224 N N N N N N Fannie Mae 549300KIT83OL5QXFU28 Fannie Mae 6.50 08/01/2044 31394BZ72 154449.2700000000 PA USD 158967.2200000000 0.0001440281 Long ABS-MBS USGSE US N 2 2044-08-25 Fixed 6.5 N N N N N N Fannie Mae N/A Fannie Mae 7.00 10/01/2044 31394CB50 1818574.7800000000 PA USD 1827049.1600000000 0.0016553498 Long ABS-MBS USGSE US N 2 2044-10-25 Fixed 7 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.50 11/01/2033 31394MC57 2629222.3000000000 PA USD 2700382.4600000000 0.0024466105 Long ABS-MBS USGSE US N 2 2033-11-15 Fixed 5.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.50 10/01/2043 31394PPQ0 2127342.0800000000 PA USD 2151137.4600000000 0.0019489815 Long ABS-MBS USGSE US N 2 2043-10-25 Fixed 6.5 N N N N N N Fannie Mae 5493001NEANKKEPIN618 Fannie Mae 6.50 12/01/2045 31395B5G4 63816.0900000000 PA USD 64792.1700000000 0.0000587032 Long ABS-MBS USGSE US N 2 2045-12-25 Fixed 6.5 N N N N N N Fannie Mae 5493001NEANKKEPIN618 Fannie Mae 7.00 12/01/2045 31395B5H2 360495.9700000000 PA USD 368705.0800000000 0.0003340555 Long ABS-MBS USGSE US N 2 2045-12-25 Fixed 7 N N N N N N Fannie Mae 5493001NEANKKEPIN618 Fannie Mae 7.50 12/01/2045 31395B5J8 5525.0800000000 PA USD 5630.6700000000 0.0000051015 Long ABS-MBS USGSE US N 2 2045-12-25 Fixed 7.5 N N N N N N Fannie Mae 5493001NEANKKEPIN618 Fannie Mae 8.00 12/01/2045 31395B5K5 318897.5000000000 PA USD 327269.5500000000 0.0002965140 Long ABS-MBS USGSE US N 2 2045-12-25 Fixed 8 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.00 05/01/2037 31396VM70 494281.4000000000 PA USD 498214.0500000000 0.0004513937 Long ABS-MBS USGSE US N 2 2037-05-25 Fixed 5 N N N N N N Fannie Mae 5493006KCWOV61WOTM60 Fannie Mae 5.89039 08/01/2047 31396XD27 1403922.6600000000 PA USD 1397835.5300000000 0.0012664721 Long ABS-MBS USGSE US N 2 2047-08-25 Variable 5.89039 N N N N N N Fannie Mae 5493006KCWOV61WOTM60 Fannie Mae 6.09568 08/01/2047 31396XD35 407883.8800000000 PA USD 407926.6300000000 0.0003695912 Long ABS-MBS USGSE US N 2 2047-08-25 Variable 6.09568 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.00 08/01/2034 31397AL50 1310714.0500000000 PA USD 1316447.2400000000 0.0011927324 Long ABS-MBS USGSE US N 2 2034-08-15 Fixed 5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 6.50 06/01/2032 31397HAC2 457483.7500000000 PA USD 471812.3700000000 0.0004274732 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.50 06/01/2037 31397JFK5 243479.6500000000 PA USD 249174.7400000000 0.0002257582 Long ABS-MBS USGSE US N 2 2037-06-15 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 03/01/2037 31397LCY3 190640.1700000000 PA USD 197371.3900000000 0.0001788232 Long ABS-MBS USGSE US N 2 2037-03-25 Fixed 6.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 05/01/2039 31397NWY7 1551109.5900000000 PA USD 1628070.9900000000 0.0014750709 Long ABS-MBS USGSE US N 2 2039-05-25 Fixed 6.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 06/01/2039 31397NZ57 903717.8400000000 PA USD 936780.0000000000 0.0008487449 Long ABS-MBS USGSE US N 2 2039-06-25 Fixed 6 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 5.00 03/01/2038 31397RYP5 644426.7900000000 PA USD 646224.1000000000 0.0005854943 Long ABS-MBS USGSE US N 2 2038-03-15 Fixed 5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 07/01/2041 31397UZE2 1910007.0000000000 PA USD 1852424.1100000000 0.0016783401 Long ABS-MBS USGSE US N 2 2041-07-25 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 7.00 11/01/2040 31398N2E3 5913646.2600000000 PA USD 6124577.7400000000 0.0055490126 Long ABS-MBS USGSE US N 2 2040-11-25 Fixed 7 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 01/01/2034 31402C3Q3 105003.8300000000 PA USD 108658.2100000000 0.0000984469 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 02/01/2034 31402CU75 386113.6100000000 PA USD 389875.5500000000 0.0003532365 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 03/01/2034 31402CVV1 4414936.1900000000 PA USD 4516990.4000000000 0.0040925003 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 03/01/2034 31402CY30 5844846.7900000000 PA USD 5979954.3400000000 0.0054179803 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.02 10/01/2033 31402DF96 169513.8500000000 PA USD 173291.9200000000 0.0001570066 Long ABS-MBS USGSE US N 2 2033-10-01 Floating 6.02 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.625 08/01/2034 31402DHN3 309835.2400000000 PA USD 314083.2900000000 0.0002845669 Long ABS-MBS USGSE US N 2 2034-08-01 Floating 5.538 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 12/01/2032 31402RAQ2 2268045.4800000000 PA USD 2346978.8600000000 0.0021264185 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.903 07/01/2035 31402RKK4 118467.2500000000 PA USD 120265.2100000000 0.0001089631 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 5.781 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 06/01/2033 31402RQJ1 8593.9600000000 PA USD 8893.0500000000 0.0000080573 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 6.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.452 08/01/2035 31402RQW2 227722.6800000000 PA USD 233934.4100000000 0.0002119501 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 6.41 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.191 10/01/2035 31402RTN9 217168.9300000000 PA USD 222757.2100000000 0.0002018233 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 6.191 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.212 01/01/2036 31403DAC3 499153.8300000000 PA USD 513577.7000000000 0.0004653136 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 6.184 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 06/01/2035 31403DDB2 588075.3200000000 PA USD 601669.0800000000 0.0005451264 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 04/01/2034 31403DWB1 809829.7100000000 PA USD 828549.4700000000 0.0007506855 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.124 09/01/2034 31404NLA2 206268.4800000000 PA USD 210736.6800000000 0.0001909324 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 6.124 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.89 10/01/2034 31405PLQ1 219058.8600000000 PA USD 226203.5500000000 0.0002049458 Long ABS-MBS USGSE US N 2 2034-10-01 Floating 5.89 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.285 01/01/2035 31406DGE0 135212.9700000000 PA USD 138827.5500000000 0.0001257811 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 6.314 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.463 04/01/2035 31406M5J1 259757.0800000000 PA USD 263199.2200000000 0.0002384647 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 5.463 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.498 10/01/2035 31406WKV5 147458.0900000000 PA USD 151530.6200000000 0.0001372903 Long ABS-MBS USGSE US N 2 2035-10-01 Floating 6.498 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.136 07/01/2035 31407BVE6 46184.8300000000 PA USD 47006.9400000000 0.0000425894 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 5.886 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.358 07/01/2035 31407BWC9 52660.5100000000 PA USD 53574.5200000000 0.0000485398 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 6.358 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 04/01/2036 31407HUD6 85647.4400000000 PA USD 89024.6100000000 0.0000806584 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.136 08/01/2035 31407JTN2 356337.3100000000 PA USD 363845.0000000000 0.0003296522 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 6.136 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.038 08/01/2035 31407JZN5 190627.0900000000 PA USD 193483.6800000000 0.0001753008 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 6.037 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 09/01/2035 31407K5T2 74854.5300000000 PA USD 76404.1200000000 0.0000692239 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 09/01/2035 31407KQM4 87814.5500000000 PA USD 89799.1900000000 0.0000813602 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 08/01/2035 31407NQY2 120198.5200000000 PA USD 120632.8400000000 0.0001092962 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.517 09/01/2035 31407RR48 63071.6800000000 PA USD 64667.6800000000 0.0000585905 Long ABS-MBS USGSE US N 2 2035-09-01 Floating 6.517 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.124 01/01/2036 31408AMH0 296504.1500000000 PA USD 303511.0600000000 0.0002749882 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 6.124 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 04/01/2036 31409EFN6 73449.8700000000 PA USD 76856.4800000000 0.0000696338 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.57 11/01/2035 31409UWM3 236711.4400000000 PA USD 244705.6400000000 0.0002217091 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 5.57 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.992 12/01/2046 3140FGNL9 957114.0800000000 PA USD 988108.6900000000 0.0008952499 Long ABS-MBS USGSE US N 2 2046-12-01 Floating 5.992 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.00 07/01/2040 3140FXAH5 2979371.9500000000 PA USD 2963214.7900000000 0.0026847428 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 06/01/2056 3140FXDK5 21260375.0700000000 PA USD 19605743.2200000000 0.0177632679 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 06/01/2056 3140FXDM1 23364285.9800000000 PA USD 22366773.9600000000 0.0202648272 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 06/01/2056 3140FXDY5 21017867.9300000000 PA USD 20016389.0100000000 0.0181353228 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 02/01/2041 3140FXGH9 13543142.0100000000 PA USD 13318289.6900000000 0.0120666861 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 03/01/2062 3140FXVK5 116344343.3100000000 PA USD 95046706.1600000000 0.0861145681 Long ABS-MBS USGSE US N 2 2062-03-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.105 06/01/2047 3140GPKB3 1027531.9300000000 PA USD 1065162.9100000000 0.0009650628 Long ABS-MBS USGSE US N 2 2047-06-01 Floating 5.985 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.224 07/01/2047 3140GQYU4 1552409.2700000000 PA USD 1611009.5800000000 0.0014596129 Long ABS-MBS USGSE US N 2 2047-07-01 Floating 6.053 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.153 06/01/2047 3140GT3G3 840316.3100000000 PA USD 872260.8100000000 0.0007902890 Long ABS-MBS USGSE US N 2 2047-06-01 Floating 5.985 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.235 07/01/2047 3140GT3V0 189345.0100000000 PA USD 195103.2500000000 0.0001767682 Long ABS-MBS USGSE US N 2 2047-07-01 Floating 5.985 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.36 08/01/2047 3140GT5M8 541720.9300000000 PA USD 559233.9600000000 0.0005066792 Long ABS-MBS USGSE US N 2 2047-08-01 Floating 6.36 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.36 08/01/2047 3140GT5Z9 147400.0500000000 PA USD 153375.3500000000 0.0001389617 Long ABS-MBS USGSE US N 2 2047-08-01 Floating 6.36 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.34 08/01/2047 3140GTZD5 802179.6100000000 PA USD 834306.0200000000 0.0007559010 Long ABS-MBS USGSE US N 2 2047-08-01 Floating 6.34 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.033 11/01/2047 3140GYNV7 131251.4900000000 PA USD 136520.5500000000 0.0001236909 Long ABS-MBS USGSE US N 2 2047-11-01 Floating 6.11 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.065 11/01/2047 3140H1LF5 1000385.2100000000 PA USD 1039131.9300000000 0.0009414782 Long ABS-MBS USGSE US N 2 2047-11-01 Floating 6.065 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.86 01/01/2048 3140H6BY4 247528.6400000000 PA USD 256687.1300000000 0.0002325646 Long ABS-MBS USGSE US N 2 2048-01-01 Floating 5.86 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.86 01/01/2048 3140H6CV9 236648.8000000000 PA USD 244873.9800000000 0.0002218616 Long ABS-MBS USGSE US N 2 2048-01-01 Floating 5.86 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 06/01/2048 3140HBJG4 25749451.0100000000 PA USD 25144953.2900000000 0.0227819235 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.37 08/01/2048 3140HNYZ9 407224.2700000000 PA USD 424617.2500000000 0.0003847133 Long ABS-MBS USGSE US N 2 2048-08-01 Floating 6.37 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.283 08/01/2047 3140J53D9 1516921.7500000000 PA USD 1577755.5200000000 0.0014294839 Long ABS-MBS USGSE US N 2 2047-08-01 Floating 6.257 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 10/01/2045 3140J5FD6 4512164.8900000000 PA USD 4462203.8500000000 0.0040428624 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 02/01/2046 3140J5GQ6 6709093.4400000000 PA USD 6634788.7500000000 0.0060112758 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 08/01/2044 3140J5JW0 9416514.5200000000 PA USD 9312225.3000000000 0.0084370968 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 01/01/2043 3140J5QK8 15122767.5200000000 PA USD 14912883.9200000000 0.0135114262 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 05/01/2047 3140J5ZM4 8776407.5100000000 PA USD 8577656.6300000000 0.0077715602 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.073 10/01/2047 3140J6AQ0 775639.4100000000 PA USD 805428.5000000000 0.0007297373 Long ABS-MBS USGSE US N 2 2047-10-01 Floating 6.073 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 09/01/2046 3140J7WZ4 8314973.1700000000 PA USD 7862600.5500000000 0.0071237024 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 02/01/2047 3140J7XQ3 37638115.5900000000 PA USD 35939478.0800000000 0.0325620188 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.194 03/01/2048 3140J82E2 1419167.3900000000 PA USD 1450930.6300000000 0.0013145775 Long ABS-MBS USGSE US N 2 2048-03-01 Floating 4.417 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.787 04/01/2048 3140J8H71 828160.7400000000 PA USD 857820.3500000000 0.0007772056 Long ABS-MBS USGSE US N 2 2048-04-01 Floating 5.787 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.803 05/01/2048 3140J8HN6 6512957.3900000000 PA USD 6744687.9600000000 0.0061108471 Long ABS-MBS USGSE US N 2 2048-05-01 Floating 5.807 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.037 11/01/2048 3140J97J4 793957.7000000000 PA USD 822566.6700000000 0.0007452649 Long ABS-MBS USGSE US N 2 2048-11-01 Floating 6.017 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 11/01/2033 3140J9KS9 66787186.2400000000 PA USD 65224700.6900000000 0.0590951244 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.154 10/01/2048 3140J9TB7 1090522.4100000000 PA USD 1130971.2700000000 0.0010246868 Long ABS-MBS USGSE US N 2 2048-10-01 Floating 6.154 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 11/01/2048 3140J9VK4 5878005.7600000000 PA USD 5740617.8400000000 0.0052011358 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.663 01/01/2050 3140JA4F2 1852589.4900000000 PA USD 1888226.4200000000 0.0017107779 Long ABS-MBS USGSE US N 2 2050-01-01 Floating 2.663 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.00 12/01/2048 3140JAKS6 16895104.0600000000 PA USD 16920264.4200000000 0.0153301605 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.193 04/01/2049 3140JAWZ7 493924.7100000000 PA USD 514364.4200000000 0.0004660264 Long ABS-MBS USGSE US N 2 2049-04-01 Floating 6.192 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.526 08/01/2049 3140JAX86 3586310.2100000000 PA USD 3719017.2400000000 0.0033695177 Long ABS-MBS USGSE US N 2 2049-08-01 Floating 5.812 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.649 08/01/2049 3140JAYE2 8317057.4300000000 PA USD 8142088.9100000000 0.0073769255 Long ABS-MBS USGSE US N 2 2049-08-01 Floating 3.648 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.88 08/01/2049 3140JAYJ1 1502788.1400000000 PA USD 1555692.4600000000 0.0014094942 Long ABS-MBS USGSE US N 2 2049-08-01 Floating 5.879 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.346 09/01/2049 3140JAYM4 6606460.5400000000 PA USD 6390529.4300000000 0.0057899711 Long ABS-MBS USGSE US N 2 2049-09-01 Floating 3.346 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.25 09/01/2049 3140JAYP7 7799029.1500000000 PA USD 8125909.5500000000 0.0073622666 Long ABS-MBS USGSE US N 2 2049-09-01 Floating 5.35 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.034 10/01/2049 3140JAZP6 1156165.9900000000 PA USD 1194468.5400000000 0.0010822168 Long ABS-MBS USGSE US N 2 2049-10-01 Floating 5.274 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.174 12/01/2050 3140JBVJ2 19038152.0900000000 PA USD 17626172.1200000000 0.0159697296 Long ABS-MBS USGSE US N 2 2050-12-01 Floating 2.173 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.031 05/01/2052 3140JBWE2 123890601.9200000000 PA USD 112621490.4700000000 0.1020377391 Long ABS-MBS USGSE US N 2 2052-05-01 Floating 2.032 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.51 07/01/2053 3140JCB60 29424764.8600000000 PA USD 29075186.3000000000 0.0263428078 Long ABS-MBS USGSE US N 2 2053-07-01 Floating 4.509 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.243 07/01/2053 3140JCBK9 4348277.1000000000 PA USD 4256647.4200000000 0.0038566234 Long ABS-MBS USGSE US N 2 2053-07-01 Floating 4.238 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.638 04/01/2053 3140JCBM5 29291339.5700000000 PA USD 29273951.9400000000 0.0265228941 Long ABS-MBS USGSE US N 2 2053-04-01 Floating 4.638 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.074 06/01/2055 3140JCTK0 21737789.5900000000 PA USD 21881932.2200000000 0.0198255491 Long ABS-MBS USGSE US N 2 2055-06-01 Floating 5.074 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 11/01/2041 3140LYNW9 66427578.5600000000 PA USD 57416014.5800000000 0.0520202698 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 03/01/2042 3140M2KG6 30350371.3100000000 PA USD 26953163.8100000000 0.0244202051 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 04/01/2052 3140MA4R2 117770555.6200000000 PA USD 106921740.4900000000 0.0968736306 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 05/01/2052 3140MAZM9 16685246.0400000000 PA USD 15322142.7000000000 0.0138822244 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 06/01/2052 3140MFYF4 66151406.6600000000 PA USD 62159895.6100000000 0.0563183384 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 04/01/2052 3140MJ7K5 23889938.0000000000 PA USD 21891849.7600000000 0.0198345346 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 04/01/2052 3140MJ7L3 28735609.3300000000 PA USD 26266545.2000000000 0.0237981124 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 05/01/2052 3140MKFX5 106344706.5400000000 PA USD 96593767.9100000000 0.0875162427 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 05/01/2052 3140MKFY3 29868665.9700000000 PA USD 27127358.3400000000 0.0245780295 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 05/01/2052 3140MKFZ0 13479137.5800000000 PA USD 12650603.0300000000 0.0114617461 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 05/01/2052 3140MP6E6 68033120.2100000000 PA USD 61811728.1200000000 0.0560028904 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 06/01/2052 3140MQA66 30994937.3500000000 PA USD 28166998.9400000000 0.0255199685 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 06/01/2052 3140MQAP4 62048719.2800000000 PA USD 56381003.7400000000 0.0510825254 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 06/01/2052 3140MQDA4 20189831.2100000000 PA USD 18345696.4700000000 0.0166216357 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 07/01/2048 3140Q9JB0 33204.8900000000 PA USD 32415.0800000000 0.0000293688 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 07/01/2050 3140QD4X9 53911176.2900000000 PA USD 43923487.7200000000 0.0397957207 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 07/01/2050 3140QD4Y7 81668871.4600000000 PA USD 69613958.0200000000 0.0630718956 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 07/01/2050 3140QD5H3 55239578.4200000000 PA USD 47097932.4100000000 0.0426718428 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 07/01/2050 3140QD5N0 55149939.2100000000 PA USD 44904865.1600000000 0.0406848719 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 07/01/2050 3140QD5T7 128988967.6700000000 PA USD 109949978.0500000000 0.0996172855 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 07/01/2050 3140QD6C3 65844354.9700000000 PA USD 56088594.5900000000 0.0508175958 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 07/01/2050 3140QD6H2 22426005.9800000000 PA USD 19103331.0300000000 0.0173080706 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 03/01/2050 3140QDBM5 8063890.3700000000 PA USD 7301356.8000000000 0.0066152023 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 06/01/2050 3140QDTY0 31619840.6200000000 PA USD 26974408.5700000000 0.0244394534 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 06/01/2050 3140QDV50 94562101.1900000000 PA USD 80624515.5500000000 0.0730477216 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 06/01/2050 3140QDZE7 81418208.5400000000 PA USD 66375858.2600000000 0.0601381005 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 07/01/2050 3140QEC26 6180634.2000000000 PA USD 5035451.4400000000 0.0045622383 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 07/01/2050 3140QEC34 87418668.3800000000 PA USD 71221592.3900000000 0.0645284504 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 07/01/2050 3140QEDF6 35142199.4400000000 PA USD 29935434.8800000000 0.0271222134 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 07/01/2050 3140QEGY2 123550419.8700000000 PA USD 105244578.0900000000 0.0953540817 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 07/01/2050 3140QEHD7 132660678.3100000000 PA USD 113107866.0400000000 0.1024784069 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 08/01/2050 3140QEJJ2 127490400.2700000000 PA USD 108699604.2000000000 0.0984844172 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 08/01/2050 3140QEN73 22304734.2800000000 PA USD 19017161.2000000000 0.0172299987 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 08/01/2050 3140QEN81 109298635.9600000000 PA USD 93188701.2300000000 0.0844311716 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 08/01/2050 3140QENL2 98903768.9400000000 PA USD 80577832.2300000000 0.0730054254 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 09/01/2050 3140QEVS8 119019971.8300000000 PA USD 97151562.3700000000 0.0880216177 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 09/01/2050 3140QEVT6 21929665.8800000000 PA USD 17866415.0200000000 0.0161873954 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 09/01/2050 3140QEVY5 49312240.9300000000 PA USD 42005746.3000000000 0.0380582015 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 09/01/2050 3140QEWC2 89108997.4300000000 PA USD 72736161.0300000000 0.0659006855 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 09/01/2050 3140QEWK4 79523648.2500000000 PA USD 67802396.1000000000 0.0614305775 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 09/01/2050 3140QEWQ1 89160366.8200000000 PA USD 72640298.9500000000 0.0658138322 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 09/01/2050 3140QEXU1 40013623.7100000000 PA USD 34216722.0000000000 0.0310011610 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 12/01/2050 3140QF7L7 128403818.2400000000 PA USD 104811560.6700000000 0.0949617576 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 11/01/2050 3140QFSS9 73370260.2500000000 PA USD 62555706.2000000000 0.0566769522 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 12/01/2050 3140QGAA5 95376925.9300000000 PA USD 77853114.4500000000 0.0705367665 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 12/01/2050 3140QGAD9 166498832.7700000000 PA USD 135648923.3800000000 0.1229011390 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 12/01/2050 3140QGLH8 154196419.5300000000 PA USD 125864936.8500000000 0.1140366154 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 01/01/2051 3140QGLW5 126621122.8300000000 PA USD 103355826.1000000000 0.0936428276 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 01/01/2051 3140QGRT6 79148336.2800000000 PA USD 67573547.4500000000 0.0612232352 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 02/01/2051 3140QGYK7 86534748.9400000000 PA USD 70634713.1200000000 0.0639967239 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 02/01/2051 3140QGZM2 34623976.7600000000 PA USD 28203832.7900000000 0.0255533408 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 01/01/2052 3140QM3N2 138401171.6200000000 PA USD 112622873.8800000000 0.1020389925 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 01/01/2052 3140QM3Q5 186037561.9900000000 PA USD 150842979.7300000000 0.1366673141 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 01/01/2052 3140QM4H4 170339291.2700000000 PA USD 145673388.5500000000 0.1319835420 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 01/01/2052 3140QM4N1 137155863.9200000000 PA USD 116999562.9700000000 0.1060043765 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 12/01/2051 3140QMQ56 16577209.0700000000 PA USD 14063279.1300000000 0.0127416641 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 01/01/2052 3140QMZB3 174496640.2900000000 PA USD 149228689.1900000000 0.1352047286 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.00 05/01/2052 3140QN6P2 89988077.7400000000 PA USD 79532012.0300000000 0.0720578875 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 05/01/2052 3140QN7E6 98116340.5700000000 PA USD 89866393.8900000000 0.0814210824 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 02/01/2052 3140QNE99 41124012.1300000000 PA USD 35005798.3300000000 0.0317160828 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 03/01/2052 3140QNNN8 20023010.6700000000 PA USD 17011437.9400000000 0.0154127659 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 04/01/2052 3140QNV33 100459952.5800000000 PA USD 91860576.6200000000 0.0832278592 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 05/01/2052 3140QPAE7 59069083.7200000000 PA USD 54102366.1400000000 0.0490180258 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 05/01/2052 3140QPAF4 37176299.2200000000 PA USD 33993931.4200000000 0.0307993074 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 06/01/2052 3140QPHV2 69992130.5400000000 PA USD 64000304.4200000000 0.0579857924 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 06/01/2052 3140QPHX8 54486225.8800000000 PA USD 49727238.1800000000 0.0450540562 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 07/01/2052 3140QPRA7 10444561.6400000000 PA USD 9566368.3800000000 0.0086673564 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 07/01/2052 3140QPRC3 60327791.0100000000 PA USD 55058819.6600000000 0.0498845953 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 08/01/2052 3140QPY27 48480809.8400000000 PA USD 44255369.8400000000 0.0400964138 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 06/01/2052 3140QQBA2 104856037.8300000000 PA USD 95267410.3400000000 0.0863145313 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 10/01/2052 3140QQKX2 173734978.0100000000 PA USD 162475683.1700000000 0.1472068191 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 10/01/2052 3140QQLB9 175619973.9500000000 PA USD 169504449.1600000000 0.1535750476 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 10/01/2052 3140QQMA0 15180578.0200000000 PA USD 14660983.1200000000 0.0132831981 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 12/01/2054 3140QVVA9 39955273.6500000000 PA USD 38391353.1200000000 0.0347834757 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 12/01/2054 3140QVVB7 56815580.4500000000 PA USD 54591698.7500000000 0.0494613727 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 01/01/2053 3140W0H40 32591997.3000000000 PA USD 31503435.6700000000 0.0285428592 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 12/01/2054 3140W0KU8 82169947.5600000000 PA USD 79291608.2500000000 0.0718400760 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 12/01/2053 3140W0P33 22332992.9600000000 PA USD 20273521.6200000000 0.0183682910 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 03/01/2054 3140W0PK5 218861073.2000000000 PA USD 211018004.9900000000 0.1911873129 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 01/01/2054 3140W0PM1 176667053.2500000000 PA USD 170317505.0900000000 0.1543116955 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 01/01/2053 3140W0WT8 68550771.0300000000 PA USD 66229020.8500000000 0.0600050623 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 06/01/2054 3140W0YA7 16925578.4800000000 PA USD 16361089.6200000000 0.0148235349 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 06/01/2052 3140W12K8 127989901.9200000000 PA USD 120164118.0700000000 0.1088715384 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 06/01/2052 3140W1GK3 30865442.9500000000 PA USD 28315528.9500000000 0.0256545402 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 09/01/2055 3140W27A3 362804252.1700000000 PA USD 347735917.6800000000 0.3150569816 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 02/01/2053 3140W2J51 67046989.3000000000 PA USD 64734633.1800000000 0.0586511116 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 02/01/2054 3140W3ET2 45162882.2600000000 PA USD 43614584.8500000000 0.0395158474 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 05/01/2052 3140W3ZM4 28871347.7600000000 PA USD 24527605.2700000000 0.0222225916 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 04/01/2055 3140W4AG2 192747111.7300000000 PA USD 184741836.5300000000 0.1673804816 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 02/01/2053 3140W4MP9 97089208.2600000000 PA USD 93740632.5400000000 0.0849312344 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 05/01/2052 3140W4T23 27177304.0500000000 PA USD 23067863.0400000000 0.0209000305 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 01/01/2056 3140W4W37 35855220.9900000000 PA USD 34558738.1500000000 0.0313110357 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 05/01/2056 3140W6M82 160221864.1100000000 PA USD 153549951.7100000000 0.1391198949 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 03/01/2055 3140W6WD0 46309860.0000000000 PA USD 44381734.1600000000 0.0402109028 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 06/01/2050 3140X62F7 29178613.6500000000 PA USD 24855740.7600000000 0.0225198901 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 06/01/2050 3140X62L4 64073603.7500000000 PA USD 54629914.4700000000 0.0494959971 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 09/01/2050 3140X7S75 36579669.1200000000 PA USD 31168420.0100000000 0.0282393271 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 08/01/2050 3140X7VW6 32681330.4400000000 PA USD 27902557.1500000000 0.0252803780 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 12/01/2050 3140X8VL8 6265135.7500000000 PA USD 5348973.3600000000 0.0048462966 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 02/01/2051 3140X9TB1 16326103.4100000000 PA USD 13326962.4600000000 0.0120745438 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.00 02/01/2051 3140X9UA1 173277765.2600000000 PA USD 141440902.5500000000 0.1281488094 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 01/01/2051 3140XBNR7 538503446.4600000000 PA USD 492917934.2400000000 0.4465953289 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 08/01/2051 3140XCDL9 24918041.8500000000 PA USD 21285451.5800000000 0.0192851235 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 02/01/2051 3140XCW61 50711209.3200000000 PA USD 43253072.2100000000 0.0391883084 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 09/01/2041 3140XCZQ4 35454069.6700000000 PA USD 31584541.2400000000 0.0286163428 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 12/01/2051 3140XD6L5 123481713.5200000000 PA USD 105608743.1000000000 0.0956840238 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 11/01/2051 3140XDRA6 74262934.4900000000 PA USD 63138788.7700000000 0.0572052388 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 11/01/2041 3140XDTQ9 42469140.2100000000 PA USD 37746669.0700000000 0.0341993766 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 11/01/2051 3140XEB45 58139973.1400000000 PA USD 52897047.5700000000 0.0479259786 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 02/01/2052 3140XFM32 171049457.2100000000 PA USD 145323528.1900000000 0.1316665602 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 01/01/2052 3140XFMM0 75773987.3600000000 PA USD 64646566.7100000000 0.0585713213 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 02/01/2052 3140XFU74 168923397.8200000000 PA USD 144098878.1300000000 0.1305569982 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 03/01/2052 3140XGG45 6079616.5500000000 PA USD 5542247.5100000000 0.0050214076 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 04/01/2052 3140XGMJ5 16282142.8200000000 PA USD 14912946.9800000000 0.0135114833 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 04/01/2052 3140XGPY9 7872059.1700000000 PA USD 6680126.1300000000 0.0060523526 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.00 04/01/2052 3140XGVY2 89437090.6200000000 PA USD 79227437.1000000000 0.0717819354 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 04/01/2052 3140XGWQ8 123649948.2600000000 PA USD 113252533.2400000000 0.1026094788 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 05/01/2052 3140XHCA3 95702200.4100000000 PA USD 87654782.3000000000 0.0794173099 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 05/01/2052 3140XHCB1 91396187.4900000000 PA USD 83572004.8200000000 0.0757182167 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 06/01/2052 3140XHLS4 83689495.0400000000 PA USD 76652345.8500000000 0.0694488417 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 06/01/2052 3140XHLT2 114476706.2700000000 PA USD 104676621.0300000000 0.0948394991 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 06/01/2052 3140XHLV7 58648408.4600000000 PA USD 53627486.5400000000 0.0485877736 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 07/01/2052 3140XHVP9 10560171.7100000000 PA USD 9697366.4000000000 0.0087860438 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 07/01/2052 3140XHXK8 14003747.0900000000 PA USD 12804886.0200000000 0.0116015302 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 03/01/2052 3140XK2F6 22075184.3500000000 PA USD 18879961.9000000000 0.0171056929 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 12/01/2052 3140XKG20 318980640.0300000000 PA USD 289597046.1900000000 0.2623817863 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 04/01/2053 3140XKVV9 82445281.9400000000 PA USD 74850371.4500000000 0.0678162102 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 01/01/2053 3140XLP93 26251209.5700000000 PA USD 24600903.3900000000 0.0222890014 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 10/01/2053 3140XNKJ2 292579296.1900000000 PA USD 265839263.0300000000 0.2408566718 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 12/01/2053 3140XNLV4 21188594.1200000000 PA USD 20450206.7900000000 0.0185283720 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 07/01/2053 3140XPTL3 210412299.7500000000 PA USD 197243376.6400000000 0.1787071732 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 02/01/2053 3140XPTM1 134029443.1200000000 PA USD 125685915.9400000000 0.1138744182 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 12/01/2053 3140XQJF5 159869420.7400000000 PA USD 145142455.9300000000 0.1315025044 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 04/01/2053 3140XREK7 28592947.1700000000 PA USD 27623096.7000000000 0.0250271802 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 02/01/2054 3140XRP58 1129239827.1600000000 PA USD 1087670408.7400000000 0.9854551644 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 10/01/2051 3140XRPS8 4391100.9800000000 PA USD 4069726.7500000000 0.0036872689 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 03/01/2054 3140XRR64 263512995.0200000000 PA USD 253948659.1100000000 0.2300835029 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 02/01/2048 3140XTCT6 10660137.6300000000 PA USD 9811187.1900000000 0.0088891681 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 01/01/2056 3140Y77J1 67398810.7200000000 PA USD 64599289.9100000000 0.0585284874 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 12/01/2055 3140Y7ZH4 77959438.5100000000 PA USD 74902812.6400000000 0.0678637232 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.261 07/01/2056 3140Y9H23 97246743.0000000000 PA USD 91389684.4800000000 0.0828012198 Long ABS-MBS USGSE US N 2 2056-07-01 Floating 3.261 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.533 06/01/2056 3140Y9H56 25533975.0000000000 PA USD 25259245.0000000000 0.0228854745 Long ABS-MBS USGSE US N 2 2056-06-01 Floating 4.533 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.872 12/01/2036 31410F3F0 166759.5500000000 PA USD 170081.3000000000 0.0001540977 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 5.847 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 7.00 03/01/2037 31410F6C4 16970.4600000000 PA USD 17921.4300000000 0.0000162372 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 7 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 02/01/2035 31410FT62 159597.4900000000 PA USD 161083.8200000000 0.0001459458 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.898 01/01/2037 31410FWC5 392250.0300000000 PA USD 402597.4200000000 0.0003647628 Long ABS-MBS USGSE US N 2 2037-01-01 Floating 5.898 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.149 11/01/2036 31410FWP6 324189.8400000000 PA USD 332333.3700000000 0.0003011019 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 6.147 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.957 07/01/2034 31410FWW1 238056.8600000000 PA USD 242188.0000000000 0.0002194281 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 5.945 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.10 04/01/2037 31410G6G3 128572.3900000000 PA USD 130908.8600000000 0.0001186065 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 6.1 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 08/01/2035 31410GBT9 404480.5300000000 PA USD 408243.3600000000 0.0003698782 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 04/01/2035 31410GJS3 10023.7400000000 PA USD 10255.4500000000 0.0000092917 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 11/01/2037 31410GRL9 618777.4200000000 PA USD 647500.2100000000 0.0005866505 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 03/01/2036 31410GTM5 1045181.2800000000 PA USD 1069341.3500000000 0.0009688486 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 12/01/2037 31410GW90 139590.7700000000 PA USD 147908.2100000000 0.0001340083 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 11/01/2035 31410KAA2 1755576.1100000000 PA USD 1806249.7400000000 0.0016365051 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 7.00 12/01/2037 31410KUK8 719849.6600000000 PA USD 760187.7700000000 0.0006887481 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 7 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 08/01/2035 31410LP55 1387763.2500000000 PA USD 1357048.0200000000 0.0012295177 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.25 02/01/2037 31411GTR3 341831.8600000000 PA USD 352713.3800000000 0.0003195667 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 6.25 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.495 01/01/2035 31412WYT7 237756.7600000000 PA USD 241222.9900000000 0.0002185537 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 5.495 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.155 05/01/2038 31414DSY3 353326.9500000000 PA USD 363466.6500000000 0.0003293094 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 6.155 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.636 09/01/2038 31414FUW9 26094.1100000000 PA USD 26808.2500000000 0.0000242889 Long ABS-MBS USGSE US N 2 2038-09-01 Floating 6.636 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 10/01/2035 31415VYB5 226066.7300000000 PA USD 232590.8200000000 0.0002107328 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 08/01/2037 31416B2U1 550283.0800000000 PA USD 567643.4300000000 0.0005142984 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 09/01/2036 31416B6L7 460430.6000000000 PA USD 464820.6000000000 0.0004211385 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.521 10/01/2038 31416BKS6 123011.7300000000 PA USD 126973.7400000000 0.0001150412 Long ABS-MBS USGSE US N 2 2038-10-01 Floating 6.521 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.104 10/01/2038 31416BKT4 120568.8700000000 PA USD 123385.1100000000 0.0001117898 Long ABS-MBS USGSE US N 2 2038-10-01 Floating 6.098 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 05/01/2036 31416BR91 1890205.6200000000 PA USD 1933898.9900000000 0.0017521583 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 12/01/2038 31416CC79 415610.7100000000 PA USD 436895.8100000000 0.0003958380 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 09/01/2036 31416CF50 6219788.9000000000 PA USD 6273908.0900000000 0.0056843094 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 04/01/2039 31416MZR8 1017511.0800000000 PA USD 1006250.0700000000 0.0009116864 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 04/01/2039 31416NC83 1480647.2500000000 PA USD 1464255.3900000000 0.0013266501 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 10/01/2037 31417E6Y2 74586.3300000000 PA USD 76310.4400000000 0.0000691391 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 11/01/2035 31417FDE5 1461598.9800000000 PA USD 1441478.2400000000 0.0013060134 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 06/01/2031 31417Y2J5 861197.9800000000 PA USD 855553.9000000000 0.0007751521 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 07/01/2031 31417Y3A3 5918158.6800000000 PA USD 5889815.0200000000 0.0053363120 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 08/01/2031 31417Y4A2 8660320.8600000000 PA USD 8618512.9900000000 0.0078085770 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 08/01/2031 31417Y4C8 448605.0700000000 PA USD 442475.4200000000 0.0004008932 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 10/01/2031 31417Y6Q5 1714033.4700000000 PA USD 1689975.8800000000 0.0015311582 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 03/01/2029 31417YAF4 36500.7100000000 PA USD 36410.1100000000 0.0000329884 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 05/01/2029 31417YCK1 74611.6400000000 PA USD 74379.9000000000 0.0000673900 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 07/01/2029 31417YDV6 90171.1300000000 PA USD 89875.5400000000 0.0000814294 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 10/01/2030 31417YSY4 178836.3200000000 PA USD 176574.0600000000 0.0001599803 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 11/01/2030 31417YTV9 1086923.2400000000 PA USD 1072572.2700000000 0.0009717759 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 12/01/2030 31417YUM7 1697224.5300000000 PA USD 1674324.7600000000 0.0015169779 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 01/01/2031 31417YV46 2334779.2700000000 PA USD 2322664.8900000000 0.0021043894 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 12/01/2033 31418A2X5 9802903.3500000000 PA USD 9618680.5200000000 0.0087147525 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 01/01/2034 31418A6A1 15449933.6700000000 PA USD 15159689.3600000000 0.0137350378 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 02/01/2034 31418A6K9 14216424.6800000000 PA USD 13945622.6900000000 0.0126350646 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 10/01/2033 31418AY44 1195034.3200000000 PA USD 1173253.1500000000 0.0010629952 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 11/01/2033 31418AZ43 17029558.5800000000 PA USD 16718951.8600000000 0.0151477666 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 03/01/2034 31418BAQ9 17901420.5300000000 PA USD 17555313.9300000000 0.0159055304 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 04/01/2034 31418BB47 10996146.1000000000 PA USD 10780503.7600000000 0.0097673919 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 05/01/2034 31418BC46 13011523.1100000000 PA USD 12749045.5600000000 0.0115509374 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 07/01/2034 31418BFA9 6812224.4300000000 PA USD 6672927.2500000000 0.0060458302 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 08/01/2034 31418BFZ4 20528025.8600000000 PA USD 20108437.3200000000 0.0182187207 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 09/01/2034 31418BG59 11758097.3000000000 PA USD 11511229.9300000000 0.0104294471 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 10/01/2034 31418BH90 15542583.7200000000 PA USD 15216336.9600000000 0.0137863619 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 11/01/2034 31418BJZ0 13828865.7300000000 PA USD 13534782.7300000000 0.0122628339 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 12/01/2034 31418BLB0 14356500.9500000000 PA USD 14043034.2200000000 0.0127233218 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 01/01/2035 31418BLX2 7175355.4400000000 PA USD 7018658.5900000000 0.0063590710 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 03/01/2035 31418BN51 3589192.9000000000 PA USD 3508446.9400000000 0.0031787361 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 07/01/2035 31418BS56 1157970.8900000000 PA USD 1129762.1900000000 0.0010235913 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 10/01/2045 31418BVH6 744444.2800000000 PA USD 710538.3600000000 0.0006437646 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 11/01/2035 31418BWH5 4646363.7200000000 PA USD 4465376.7500000000 0.0040457371 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 12/01/2035 31418BXJ0 4828873.9700000000 PA USD 4707013.1800000000 0.0042646655 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 03/01/2037 31418CG99 41956302.7000000000 PA USD 40548639.7900000000 0.0367380285 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 02/01/2037 31418CGT5 1834644.7000000000 PA USD 1752480.5600000000 0.0015877889 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 04/01/2037 31418CJG0 2721153.9700000000 PA USD 2599205.1000000000 0.0023549414 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 09/01/2047 31418CQY3 145719.5500000000 PA USD 138967.2600000000 0.0001259076 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 11/01/2047 31418CR55 393890.8100000000 PA USD 371233.2800000000 0.0003363461 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 11/01/2047 31418CSV7 359997.9400000000 PA USD 339287.8400000000 0.0003074028 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 11/01/2041 31418D6M9 26442991.1300000000 PA USD 23526395.3200000000 0.0213154717 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.00 03/01/2049 31418DAT9 1023085.9600000000 PA USD 1021118.0500000000 0.0009251572 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 09/01/2031 31418DKG6 4615749.9500000000 PA USD 4551849.8300000000 0.0041240838 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.00 03/01/2050 31418DMJ8 100538554.7300000000 PA USD 88666475.5800000000 0.0803339280 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 01/01/2051 31418DV82 227406424.6800000000 PA USD 191877361.3400000000 0.1738454362 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 06/01/2051 31418DZW5 180758721.3300000000 PA USD 152211333.7900000000 0.1379070753 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 04/01/2052 31418ECS7 5366276.6500000000 PA USD 4873005.7600000000 0.0044150587 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 06/01/2052 31418ED72 767965081.2200000000 PA USD 697146958.5500000000 0.6316316644 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 06/01/2052 31418ED80 385666982.9000000000 PA USD 362011747.5500000000 0.3279912217 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 05/01/2052 31418EDE7 3233913819.1700000000 PA USD 2936012760.4200000000 2.6600971343 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 07/01/2052 31418EE55 40855106.1500000000 PA USD 38246210.6100000000 0.0346519731 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 07/01/2052 31418EE63 23861145.6800000000 PA USD 23016262.6000000000 0.0208532793 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 2.50 06/01/2042 31418EED8 15505479.9800000000 PA USD 13761949.8500000000 0.0124686527 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 2.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 05/01/2052 31418EES5 149813458.5200000000 PA USD 140521882.5000000000 0.1273161554 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 08/01/2052 31418EGJ3 161494290.9200000000 PA USD 151508612.8100000000 0.1372703934 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 08/01/2052 31418EGK0 51865757.2800000000 PA USD 50062665.4900000000 0.0453579612 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 09/01/2052 31418EHJ2 707565034.9800000000 PA USD 663181666.7100000000 0.6008583052 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 09/01/2052 31418EHK9 388793253.0100000000 PA USD 375276964.4300000000 0.3400098225 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 3.50 10/01/2052 31418EJ43 51641489.5900000000 PA USD 46884260.5900000000 0.0424782511 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 3.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 10/01/2052 31418EJ50 537988603.7700000000 PA USD 504082560.6400000000 0.4567107450 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 10/01/2052 31418EJ68 73056638.0500000000 PA USD 70623966.7000000000 0.0639869874 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 11/01/2052 31418EKS8 199967889.2200000000 PA USD 187252163.1100000000 0.1696548970 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 11/01/2052 31418EKT6 8265211.4200000000 PA USD 7972556.0700000000 0.0072233247 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 07/01/2053 31418ET42 113881733.6200000000 PA USD 109647890.9100000000 0.0993435874 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 11/01/2054 31418FEB9 252354813.5600000000 PA USD 241891052.4400000000 0.2191590255 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 12/01/2054 31418FEZ6 402768789.4000000000 PA USD 386068021.8200000000 0.3497867762 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 01/01/2055 31418FF28 75282995.2400000000 PA USD 72161382.0800000000 0.0653799221 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 04/01/2055 31418FJR9 109979551.8600000000 PA USD 105411779.9300000000 0.0955055705 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 06/01/2055 31418FLP0 104325802.4900000000 PA USD 99992667.8400000000 0.0905957265 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 08/01/2039 31418MEC2 14021.1200000000 PA USD 14857.0800000000 0.0000134609 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 6.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.00 11/01/2034 31418MFD9 42281.6800000000 PA USD 43259.0500000000 0.0000391937 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 09/01/2038 31418MGG1 3034972.7300000000 PA USD 3122591.3900000000 0.0028291418 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 04/01/2037 31418MH39 3355296.3500000000 PA USD 3390018.1600000000 0.0030714368 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 08/01/2039 31418MK92 134208.0500000000 PA USD 138041.5600000000 0.0001250689 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.246 12/01/2039 31418MRC8 177684.6900000000 PA USD 182822.0800000000 0.0001656411 Long ABS-MBS USGSE US N 2 2039-12-01 Floating 6.246 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 08/01/2037 31418MRQ7 539232.4200000000 PA USD 544440.2500000000 0.0004932758 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 09/01/2039 31418MWL2 585586.9200000000 PA USD 600031.3400000000 0.0005436426 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 06/01/2036 31418MWZ1 2295274.7600000000 PA USD 2341709.4800000000 0.0021216443 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 07/01/2035 31418NA91 897421.3200000000 PA USD 905306.9300000000 0.0008202295 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 5.50 11/01/2039 31418NCA6 785929.1700000000 PA USD 806697.4600000000 0.0007308870 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 03/01/2040 31418NZW3 2275068.6200000000 PA USD 2249880.6800000000 0.0020384452 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 08/01/2040 31418WPP9 7299823.8600000000 PA USD 7218987.4400000000 0.0065405737 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 09/01/2038 31419AAN7 2280193.6900000000 PA USD 2429403.1800000000 0.0022010968 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 6.50 01/01/2039 31419AP43 2086938.9900000000 PA USD 2211268.1300000000 0.0020034613 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 7.00 02/01/2039 31419AZY6 48733.1900000000 PA USD 51464.0400000000 0.0000466276 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 7 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.50 09/01/2040 31419DL74 14075066.6600000000 PA USD 13919206.5500000000 0.0126111310 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 09/01/2030 31419ERS0 90680.0700000000 PA USD 89597.6700000000 0.0000811776 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae 4.00 10/01/2040 31419FD60 3160484.3900000000 PA USD 3066083.6000000000 0.0027779444 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 12/01/2052 31427MMU2 224929007.8300000000 PA USD 217310840.0300000000 0.1968887706 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 11/01/2054 31427MQG9 40812044.1300000000 PA USD 39117092.1900000000 0.0354410125 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.00 04/01/2053 31427NNS4 67082183.1300000000 PA USD 62980411.5100000000 0.0570617452 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 04/01/2055 31427NSQ3 22366330.3200000000 PA USD 21582893.6800000000 0.0195546131 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 05/01/2053 31427NWG0 100194436.1400000000 PA USD 96759506.3600000000 0.0876664056 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 09/01/2055 31427PRM8 331948736.1800000000 PA USD 318161899.3600000000 0.2882622202 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 04/01/2055 31427QUT7 238754624.6400000000 PA USD 228838841.8600000000 0.2073334134 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 12/01/2055 31427RJW1 40977829.7800000000 PA USD 39582646.1400000000 0.0358628154 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 03/01/2055 31427SB31 76723520.5100000000 PA USD 73529260.2600000000 0.0666192522 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 4.5 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.901 07/01/2052 3142BAKD3 6724563.9200000000 PA USD 6605843.0900000000 0.0059850504 Long ABS-MBS USGSE US N 2 2052-07-01 Floating 3.901 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 3.946 06/01/2055 3142BGWF2 42827259.5300000000 PA USD 41495648.6800000000 0.0375960410 Long ABS-MBS USGSE US N 2 2055-06-01 Floating 3.946 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac 4.056 09/01/2052 3142BNJ62 25301428.2500000000 PA USD 24597664.2200000000 0.0222860667 Long ABS-MBS USGSE US N 2 2052-09-01 Floating 4.054 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 11/01/2055 3142GVQ61 24129983.0700000000 PA USD 23202481.0500000000 0.0210219976 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 10/01/2055 3142GVTE1 38941972.3300000000 PA USD 37324492.9800000000 0.0338168751 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 01/01/2056 3142GWNV7 41974671.4200000000 PA USD 40226815.4600000000 0.0364464480 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 4.5 N N N N N N Freddie Mac Pool S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 4.50 05/01/2056 3142GXJN8 96756333.8500000000 PA USD 92727251.1000000000 0.0840130868 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 4.5 N N N N N N Fidelity National Info Svcs, Inc. 6WQI0GK1PRFVBA061U48 Fidelity National Info Svcs, Inc. 4.45 03/10/2028 31620MCA2 85395000.0000000000 PA USD 85091124.4500000000 0.0770945751 Long DBT CORP US N 2 2028-03-10 Fixed 4.45 N N N N N N Fidelity National Info Svcs, Inc. 6WQI0GK1PRFVBA061U48 Fidelity National Info Svcs, Inc. 4.55 03/10/2029 31620MCD6 118045000.0000000000 PA USD 117129481.9300000000 0.1061220862 Long DBT CORP US N 2 2029-03-10 Fixed 4.55 N N N N N N Fidelity National Info Svcs, Inc. 6WQI0GK1PRFVBA061U48 Fidelity National Info Svcs, Inc. 4.80 03/10/2031 31620MCE4 69805000.0000000000 PA USD 69041787.0300000000 0.0625534951 Long DBT CORP US N 2 2031-03-10 Fixed 4.8 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 5.10 04/15/2029 34531QAD1 141668058.9200000000 PA USD 142457773.3500000000 0.1290701184 Long ABS-O CORP US N 2 2029-04-15 Fixed 5.1 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 4.96 05/15/2030 34531QAE9 15510000.0000000000 PA USD 15615551.7500000000 0.0141480599 Long ABS-O CORP US N 2 2030-05-15 Fixed 4.96 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 3.95 07/15/2031 34532BAD3 32880000.0000000000 PA USD 32346600.9100000000 0.0293067869 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.95 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 4.07 07/15/2029 34532UAD1 8329000.0000000000 PA USD 8316440.7000000000 0.0075348923 Long ABS-O CORP US N 2 2029-07-15 Fixed 4.07 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 4.11 07/15/2030 34532UAE9 4694000.0000000000 PA USD 4658462.2000000000 0.0042206771 Long ABS-O CORP US N 2 2030-07-15 Fixed 4.11 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 4.05 10/15/2030 34532WAD7 106824000.0000000000 PA USD 106055027.4400000000 0.0960883680 Long ABS-O CORP US N 2 2030-10-15 Fixed 4.05 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 4.16 04/15/2032 34532WAE5 40000000.0000000000 PA USD 39643104.0000000000 0.0359175916 Long ABS-O CORP US N 2 2032-04-15 Fixed 4.16 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 4.45 10/15/2029 34535KAD0 209832000.0000000000 PA USD 210135249.2100000000 0.1903875153 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.45 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 3.90 06/15/2030 34535LAD8 74843000.0000000000 PA USD 74128301.7400000000 0.0671619980 Long ABS-O CORP US N 2 2030-06-15 Fixed 3.9 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 3.98 01/15/2032 34535LAE6 32000000.0000000000 PA USD 31504070.4000000000 0.0285434343 Long ABS-O CORP US N 2 2032-01-15 Fixed 3.98 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 4.61 08/15/2029 34535VAD6 66528000.0000000000 PA USD 66728369.0300000000 0.0604574836 Long ABS-O CORP US N 2 2029-08-15 Fixed 4.61 N N N N N N Ford Credit Auto Owner Trust N/A Ford Credit Auto Owner Trust 4.66 09/15/2030 34535VAE4 15500000.0000000000 PA USD 15539292.5000000000 0.0140789672 Long ABS-O CORP US N 2 2030-09-15 Fixed 4.66 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 2.70 08/10/2026 345397B77 230109000.0000000000 PA USD 229612825.1700000000 0.2080346606 Long DBT CORP US N 2 2026-08-10 Fixed 2.7 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 2.90 02/10/2029 345397B93 15000000.0000000000 PA USD 14113861.3500000000 0.0127874928 Long DBT CORP US N 2 2029-02-10 Fixed 2.9 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 4.95 05/28/2027 345397C27 62780000.0000000000 PA USD 62816055.1800000000 0.0569128345 Long DBT CORP US N 2 2027-05-28 Fixed 4.95 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 7.35 11/04/2027 345397C35 126460000.0000000000 PA USD 129937666.4400000000 0.1177266049 Long DBT CORP US N 2 2027-11-04 Fixed 7.35 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 6.80 05/12/2028 345397C92 182578000.0000000000 PA USD 187790439.4100000000 0.1701425881 Long DBT CORP US N 2 2028-05-12 Fixed 6.8 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 6.798 11/07/2028 345397D59 26051000.0000000000 PA USD 26895388.2000000000 0.0243678590 Long DBT CORP US N 2 2028-11-07 Fixed 6.798 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 5.125 11/05/2026 345397F81 90690000.0000000000 PA USD 90796756.6400000000 0.0822640131 Long DBT CORP US N 2 2026-11-05 Fixed 5.125 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 6.054 11/05/2031 345397G31 6369000.0000000000 PA USD 6447438.1800000000 0.0058415318 Long DBT CORP US N 2 2031-11-05 Fixed 6.054 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 5.918 03/20/2028 345397G72 51375000.0000000000 PA USD 52005750.4000000000 0.0471184422 Long DBT CORP US N 2 2028-03-20 Fixed 5.918 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 6.532 03/19/2032 345397G98 60855000.0000000000 PA USD 62896295.1700000000 0.0569855338 Long DBT CORP US N 2 2032-03-19 Fixed 6.532 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 5.73 09/05/2030 345397H48 83975000.0000000000 PA USD 84435103.2200000000 0.0765002043 Long DBT CORP US N 2 2030-09-05 Fixed 5.73 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 5.42 04/09/2031 345397J61 187308000.0000000000 PA USD 185714379.7900000000 0.1682616289 Long DBT CORP US N 2 2031-04-09 Fixed 5.42 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 5.113 05/03/2029 345397ZR7 5605000.0000000000 PA USD 5565970.3700000000 0.0050429010 Long DBT CORP US N 2 2029-05-03 Fixed 5.113 N N N N N N Freddie Mac Seasoned Credit Risk Transfer Trust N/A Freddie Mac Seasoned Credit Risk Transfer Trust 4.50 06/01/2057 35563PCS6 7513101.2000000000 PA USD 7264144.0700000000 0.0065814867 Long ABS-MBS USGSE US N 2 2057-06-25 Fixed 4.5 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.00 01/01/2035 3622A2TT9 1332622.1800000000 PA USD 1296198.9800000000 0.0011743870 Long ABS-MBS USGA US N 2 2035-01-20 Fixed 4 N N N N N N GSMPS Mortgage Loan Trust N/A GSMPS Mortgage Loan Trust 8.50 06/01/2034 36242DJU8 1142273.6800000000 PA USD 1140861.9400000000 0.0010336480 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 8.5 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust 4.28 04/16/2030 362549AD9 31827000.0000000000 PA USD 31830968.8300000000 0.0288396120 Long ABS-O CORP US N 2 2030-04-16 Fixed 4.28 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust 4.42 05/16/2031 362549AE7 6866000.0000000000 PA USD 6854339.4700000000 0.0062101940 Long ABS-O CORP US N 2 2031-05-16 Fixed 4.42 N N N N N N GE HealthCare Technologies, Inc. 549300OI9J7XOWZMUN85 GE HealthCare Technologies, Inc. 4.80 08/14/2029 36266GAA5 68865000.0000000000 PA USD 69224776.9300000000 0.0627192883 Long DBT CORP US N 2 2029-08-14 Fixed 4.8 N N N N N N GE HealthCare Technologies, Inc. 549300OI9J7XOWZMUN85 GE HealthCare Technologies, Inc. 5.857 03/15/2030 36267VAH6 21550000.0000000000 PA USD 22328720.8900000000 0.0202303502 Long DBT CORP US N 2 2030-03-15 Fixed 5.857 N N N N N N GE HealthCare Technologies, Inc. 549300OI9J7XOWZMUN85 GE HealthCare Technologies, Inc. 5.905 11/22/2032 36267VAK9 147180000.0000000000 PA USD 154824655.7700000000 0.1402748069 Long DBT CORP US N 2 2032-11-22 Fixed 5.905 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust 3.84 02/18/2031 36273EAD5 31657000.0000000000 PA USD 31340157.7500000000 0.0283949256 Long ABS-O CORP US N 2 2031-02-18 Fixed 3.84 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust 3.84 05/16/2031 362970AC9 48520000.0000000000 PA USD 47971563.8800000000 0.0434633736 Long ABS-O CORP US N 2 2031-05-16 Fixed 3.84 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust 3.97 06/16/2032 362970AD7 26529000.0000000000 PA USD 26122527.9700000000 0.0236676294 Long ABS-O CORP US N 2 2032-06-16 Fixed 3.97 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust 4.18 08/16/2030 379957AD5 38950000.0000000000 PA USD 38869019.0600000000 0.0352162523 Long ABS-O CORP US N 2 2030-08-16 Fixed 4.18 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust 4.15 08/18/2031 380143AD9 11030000.0000000000 PA USD 10961546.7200000000 0.0099314211 Long ABS-O CORP US N 2 2031-08-18 Fixed 4.15 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust 4.22 02/17/2032 380143AE7 25545000.0000000000 PA USD 25322211.8400000000 0.0229425240 Long ABS-O CORP US N 2 2032-02-17 Fixed 4.22 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust 4.40 08/16/2029 38014AAD3 53981927.2300000000 PA USD 54027633.7300000000 0.0489503164 Long ABS-O CORP US N 2 2029-08-16 Fixed 4.4 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust 4.44 04/16/2030 38014AAE1 8043000.0000000000 PA USD 8036737.7200000000 0.0072814748 Long ABS-O CORP US N 2 2030-04-16 Fixed 4.44 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 The Goldman Sachs Group, Inc. 5.727 04/25/2030 38141GA87 65285000.0000000000 PA USD 66905819.6000000000 0.0606182580 Long DBT CORP US N 2 2030-04-25 Variable 5.727 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 The Goldman Sachs Group, Inc. 4.692 10/23/2030 38141GB60 45659000.0000000000 PA USD 45442470.8700000000 0.0411719554 Long DBT CORP US N 2 2030-10-23 Variable 4.692 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 The Goldman Sachs Group, Inc. 4.937 04/23/2028 38141GC77 113510000.0000000000 PA USD 113833376.3700000000 0.1031357364 Long DBT CORP US N 2 2028-04-23 Variable 4.937 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 The Goldman Sachs Group, Inc. 5.218 04/23/2031 38141GC93 108860000.0000000000 PA USD 109944902.0300000000 0.0996126866 Long DBT CORP US N 2 2031-04-23 Variable 5.218 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 The Goldman Sachs Group, Inc. 4.153 10/21/2029 38141GD27 88930000.0000000000 PA USD 87676092.3400000000 0.0794366173 Long DBT CORP US N 2 2029-10-21 Variable 4.153 N N N N N N The Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 The Goldman Sachs Group, Inc. 3.615 03/15/2028 38141GZR8 366685000.0000000000 PA USD 364276337.9100000000 0.3300429942 Long DBT CORP US N 2 2028-03-15 Variable 3.615 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.48714 12/20/2067 38375U2C3 9701005.0900000000 PA USD 9731618.5500000000 0.0088170770 Long ABS-MBS USGA US N 2 2067-12-20 Floating 4.48714 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.3908 01/20/2068 38375U3Y4 5058879.3500000000 PA USD 5068452.2700000000 0.0045921379 Long ABS-MBS USGA US N 2 2068-01-20 Floating 4.3908 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.3908 12/20/2067 38375U4K3 10304317.1500000000 PA USD 10318728.7700000000 0.0093490128 Long ABS-MBS USGA US N 2 2067-12-20 Floating 4.3908 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.2416 02/20/2068 38375U5E6 30702861.0200000000 PA USD 30759136.2900000000 0.0278685064 Long ABS-MBS USGA US N 2 2068-02-20 Floating 4.2416 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.2216 01/20/2068 38375U5V8 7984461.9400000000 PA USD 7989695.7500000000 0.0072388537 Long ABS-MBS USGA US N 2 2068-01-20 Floating 4.2216 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.2016 12/20/2067 38375U6B1 15652145.8200000000 PA USD 15660756.0700000000 0.0141890161 Long ABS-MBS USGA US N 2 2067-12-20 Floating 4.2016 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.2016 01/20/2068 38375U6D7 29232929.9400000000 PA USD 29230874.8700000000 0.0264838653 Long ABS-MBS USGA US N 2 2068-01-20 Floating 4.2016 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.2916 02/20/2068 38375U6S4 10623129.2300000000 PA USD 10639830.9100000000 0.0096399389 Long ABS-MBS USGA US N 2 2068-02-20 Floating 4.2916 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.2416 02/20/2068 38375U7L8 17854744.8100000000 PA USD 17880707.3900000000 0.0162003446 Long ABS-MBS USGA US N 2 2068-02-20 Floating 4.2416 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.64661 06/20/2067 38375UB33 20210800.0800000000 PA USD 20278904.4100000000 0.0183731679 Long ABS-MBS USGA US N 2 2067-06-20 Floating 4.64661 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.78169 08/20/2067 38375UC81 3733033.4500000000 PA USD 3750373.3900000000 0.0033979272 Long ABS-MBS USGA US N 2 2067-08-20 Floating 4.78169 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 5.04655 09/20/2067 38375UK66 13495517.6400000000 PA USD 13578655.4300000000 0.0123025836 Long ABS-MBS USGA US N 2 2067-09-20 Floating 5.04655 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.33085 09/20/2067 38375UK90 6209087.9700000000 PA USD 6209584.7000000000 0.0056260309 Long ABS-MBS USGA US N 2 2067-09-20 Floating 4.33085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.73165 10/20/2067 38375UM56 9508312.9700000000 PA USD 9553358.6000000000 0.0086555693 Long ABS-MBS USGA US N 2 2067-10-20 Floating 4.73165 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.71165 10/20/2067 38375UP87 33835362.9000000000 PA USD 33991996.9500000000 0.0307975547 Long ABS-MBS USGA US N 2 2067-10-20 Floating 4.71165 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.71165 10/20/2067 38375UQ29 17046436.5000000000 PA USD 17134210.3100000000 0.0155240006 Long ABS-MBS USGA US N 2 2067-10-20 Floating 4.71165 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.70165 10/20/2067 38375UQ52 4659514.2700000000 PA USD 4685595.9000000000 0.0042452609 Long ABS-MBS USGA US N 2 2067-10-20 Floating 4.70165 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.41085 10/20/2064 38375UQC7 928289.8300000000 PA USD 930132.2100000000 0.0008427218 Long ABS-MBS USGA US N 2 2064-10-20 Floating 4.41085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.49419 11/20/2067 38375UW22 3238756.5500000000 PA USD 3251397.4200000000 0.0029458431 Long ABS-MBS USGA US N 2 2067-11-20 Floating 4.49419 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.51419 11/20/2067 38375UY20 4268031.3200000000 PA USD 4282190.0900000000 0.0038797657 Long ABS-MBS USGA US N 2 2067-11-20 Floating 4.51419 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.51419 11/20/2067 38375UY53 37234551.9200000000 PA USD 37362136.1100000000 0.0338509807 Long ABS-MBS USGA US N 2 2067-11-20 Floating 4.51419 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.5408 01/20/2067 38375UYF1 13049611.5500000000 PA USD 13112347.5600000000 0.0118800976 Long ABS-MBS USGA US N 2 2067-01-20 Floating 4.5408 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.57085 12/20/2066 38375UYH7 1329427.3200000000 PA USD 1336438.4500000000 0.0012108449 Long ABS-MBS USGA US N 2 2066-12-20 Floating 4.57085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.5508 01/20/2067 38375UYL8 5466688.9700000000 PA USD 5493951.3500000000 0.0049776501 Long ABS-MBS USGA US N 2 2067-01-20 Floating 4.5508 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.50714 12/20/2067 38375UZ29 9983300.2700000000 PA USD 10015968.6200000000 0.0090747049 Long ABS-MBS USGA US N 2 2067-12-20 Floating 4.50714 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.44838 04/20/2067 38375UZX1 4664624.2000000000 PA USD 4677098.3400000000 0.0042375619 Long ABS-MBS USGA US N 2 2067-04-20 Floating 4.44838 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.45575 02/20/2067 38376R2E5 4766824.8800000000 PA USD 4784193.2800000000 0.0043345925 Long ABS-MBS USGA US N 2 2067-02-20 Floating 4.45575 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.6194 05/20/2067 38376R2R6 7598008.9800000000 PA USD 7624225.9100000000 0.0069077293 Long ABS-MBS USGA US N 2 2067-05-20 Floating 4.6194 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.7194 05/20/2067 38376R3U8 2835262.5300000000 PA USD 2852250.5700000000 0.0025842066 Long ABS-MBS USGA US N 2 2067-05-20 Floating 4.7194 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.74661 06/20/2067 38376R5R3 2670939.1300000000 PA USD 2681086.0300000000 0.0024291275 Long ABS-MBS USGA US N 2 2067-06-20 Floating 4.74661 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 5.02655 09/20/2067 38376R7F7 3400248.4200000000 PA USD 3421764.1700000000 0.0031001994 Long ABS-MBS USGA US N 2 2067-09-20 Floating 5.02655 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.39085 04/20/2065 38376RAG1 1627937.8500000000 PA USD 1631080.7500000000 0.0014777978 Long ABS-MBS USGA US N 2 2065-04-20 Floating 4.39085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.51085 10/20/2066 38376RB70 5711701.2900000000 PA USD 5733198.4200000000 0.0051944136 Long ABS-MBS USGA US N 2 2066-10-20 Floating 4.51085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.56085 11/20/2066 38376RD94 2991777.9200000000 PA USD 3005632.8400000000 0.0027231746 Long ABS-MBS USGA US N 2 2066-11-20 Floating 4.56085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.36085 07/20/2065 38376REZ5 797078.8000000000 PA USD 798257.3600000000 0.0007232401 Long ABS-MBS USGA US N 2 2065-07-20 Floating 4.36085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.36085 08/20/2065 38376RGB6 979703.1000000000 PA USD 981104.6600000000 0.0008889041 Long ABS-MBS USGA US N 2 2065-08-20 Floating 4.36085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.38085 09/20/2065 38376RHD1 284568.9600000000 PA USD 285054.5200000000 0.0002582661 Long ABS-MBS USGA US N 2 2065-09-20 Floating 4.38085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.60714 12/20/2066 38376RK54 4469665.8400000000 PA USD 4492775.3500000000 0.0040705609 Long ABS-MBS USGA US N 2 2066-12-20 Floating 4.60714 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.51085 11/20/2065 38376RPT7 2464726.0900000000 PA USD 2473047.7400000000 0.0022406399 Long ABS-MBS USGA US N 2 2065-11-20 Floating 4.51085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.5408 01/20/2067 38376RS56 12974839.9800000000 PA USD 13042782.7300000000 0.0118170702 Long ABS-MBS USGA US N 2 2067-01-20 Floating 4.5408 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.66085 04/20/2066 38376RTA4 2610874.7900000000 PA USD 2626987.8000000000 0.0023801132 Long ABS-MBS USGA US N 2 2066-04-20 Floating 4.66085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.66085 03/20/2066 38376RTC0 1935304.6200000000 PA USD 1945900.8000000000 0.0017630322 Long ABS-MBS USGA US N 2 2066-03-20 Floating 4.66085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.40575 03/20/2067 38376RY67 433499.8400000000 PA USD 434224.8700000000 0.0003934180 Long ABS-MBS USGA US N 2 2067-03-20 Floating 4.40575 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.54085 09/20/2066 38376RZN9 972135.5700000000 PA USD 975295.1100000000 0.0008836405 Long ABS-MBS USGA US N 2 2066-09-20 Floating 4.54085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 5.07655 09/20/2066 38376RZY5 2501811.1000000000 PA USD 2519208.6900000000 0.0022824628 Long ABS-MBS USGA US N 2 2066-09-20 Floating 5.07655 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.50 09/01/2040 38377KEK2 5376788.0300000000 PA USD 5335840.0300000000 0.0048343975 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.5 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.00 12/01/2044 38379H6K6 13259320.8500000000 PA USD 12579198.5700000000 0.0113970520 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 4 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 3.50 12/01/2044 38379HFU4 4822238.6400000000 PA USD 4477041.1000000000 0.0040563053 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.5 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 3.50 02/01/2045 38379JUS8 13247402.9200000000 PA USD 12308532.9800000000 0.0111518225 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.5 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 3.50 05/01/2045 38379PVG9 3125175.3900000000 PA USD 2911011.5000000000 0.0026374454 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.5 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 3.50 05/01/2045 38379PVY0 10200987.4600000000 PA USD 9501928.0700000000 0.0086089720 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.5 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.31085 03/20/2070 38380L5R0 57586382.6100000000 PA USD 57502277.7000000000 0.0520984262 Long ABS-MBS USGA US N 2 2070-03-20 Floating 4.31085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.24575 02/20/2068 38380LAC7 13961389.8900000000 PA USD 13962755.3100000000 0.0126505872 Long ABS-MBS USGA US N 2 2068-02-20 Floating 4.24575 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.26575 03/20/2068 38380LAE3 6231083.2100000000 PA USD 6236279.3100000000 0.0056502168 Long ABS-MBS USGA US N 2 2068-03-20 Floating 4.26575 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.27575 02/20/2068 38380LAY9 15017672.1200000000 PA USD 15024433.0800000000 0.0136124924 Long ABS-MBS USGA US N 2 2068-02-20 Floating 4.27575 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.19838 03/20/2068 38380LBA0 10776515.8700000000 PA USD 10773983.3900000000 0.0097614843 Long ABS-MBS USGA US N 2 2068-03-20 Floating 4.19838 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.16838 04/20/2068 38380LBC6 10837713.3600000000 PA USD 10824391.6400000000 0.0098071553 Long ABS-MBS USGA US N 2 2068-04-20 Floating 4.16838 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.19838 04/20/2068 38380LBJ1 16294195.5000000000 PA USD 16290350.0700000000 0.0147594432 Long ABS-MBS USGA US N 2 2068-04-20 Floating 4.19838 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.17838 03/20/2068 38380LBQ5 4890259.4300000000 PA USD 4886826.9600000000 0.0044275810 Long ABS-MBS USGA US N 2 2068-03-20 Floating 4.17838 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.19838 04/20/2068 38380LBU6 17627231.0400000000 PA USD 17621070.3200000000 0.0159651073 Long ABS-MBS USGA US N 2 2068-04-20 Floating 4.19838 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.4594 05/20/2068 38380LCD3 16640706.2400000000 PA USD 16660145.9100000000 0.0150944870 Long ABS-MBS USGA US N 2 2068-05-20 Floating 4.4594 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.36085 09/20/2069 38380LE74 17991545.4800000000 PA USD 17988731.6000000000 0.0162982171 Long ABS-MBS USGA US N 2 2069-09-20 Floating 4.36085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.59661 06/20/2068 38380LET6 15040220.6500000000 PA USD 15104880.0600000000 0.0136853793 Long ABS-MBS USGA US N 2 2068-06-20 Floating 4.59661 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.8307 02/20/2068 38380LFG3 4867013.5200000000 PA USD 4880634.3400000000 0.0044219704 Long ABS-MBS USGA US N 2 2068-02-20 Floating 4.8307 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 5.0307 07/20/2068 38380LFV0 16784723.4800000000 PA USD 16941660.6400000000 0.0153495460 Long ABS-MBS USGA US N 2 2068-07-20 Floating 5.0307 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.88165 10/20/2069 38380LG31 4260640.7100000000 PA USD 4297035.9600000000 0.0038932164 Long ABS-MBS USGA US N 2 2069-10-20 Floating 4.88165 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.89655 08/20/2068 38380LJJ3 7283074.8800000000 PA USD 7314106.6100000000 0.0066267539 Long ABS-MBS USGA US N 2 2068-08-20 Floating 4.89655 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.69419 10/20/2069 38380LL84 7007751.0500000000 PA USD 7064750.7000000000 0.0064008315 Long ABS-MBS USGA US N 2 2069-10-20 Floating 4.69419 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.48165 10/20/2068 38380LLV3 23682537.6000000000 PA USD 23775027.3800000000 0.0215407382 Long ABS-MBS USGA US N 2 2068-10-20 Floating 4.48165 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.51419 11/20/2068 38380LMC4 13757975.1300000000 PA USD 13851483.9600000000 0.0125497727 Long ABS-MBS USGA US N 2 2068-11-20 Floating 4.51419 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.59419 11/20/2068 38380LMP5 7451836.2300000000 PA USD 7490334.6500000000 0.0067864207 Long ABS-MBS USGA US N 2 2068-11-20 Floating 4.59419 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.36085 11/20/2069 38380LN58 17110527.6200000000 PA USD 17200174.8100000000 0.0155837660 Long ABS-MBS USGA US N 2 2069-11-20 Floating 4.36085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.41085 11/20/2069 38380LN90 19846868.2100000000 PA USD 19975773.6200000000 0.0180985243 Long ABS-MBS USGA US N 2 2069-11-20 Floating 4.41085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.36085 12/20/2068 38380LNE9 22997517.5300000000 PA USD 22987722.8900000000 0.0208274217 Long ABS-MBS USGA US N 2 2068-12-20 Floating 4.36085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.26085 06/20/2068 38380LNG4 8635203.1700000000 PA USD 8635333.5600000000 0.0078238168 Long ABS-MBS USGA US N 2 2068-06-20 Floating 4.26085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.26085 11/20/2068 38380LNN9 7793647.5300000000 PA USD 7793955.3800000000 0.0070615083 Long ABS-MBS USGA US N 2 2068-11-20 Floating 4.26085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.41085 11/20/2069 38380LP64 11801685.3400000000 PA USD 11817035.7900000000 0.0107065144 Long ABS-MBS USGA US N 2 2069-11-20 Floating 4.41085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.60575 02/20/2069 38380LQU0 6851178.5300000000 PA USD 6887016.3600000000 0.0062398000 Long ABS-MBS USGA US N 2 2069-02-20 Floating 4.60575 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 5.01085 12/20/2070 38380QTM4 15875655.2600000000 PA USD 16253095.7900000000 0.0147256899 Long ABS-MBS USGA US N 2 2070-12-20 Floating 5.01085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.25575 02/20/2068 38380VNX5 936463.1800000000 PA USD 936584.9200000000 0.0008485681 Long ABS-MBS USGA US N 2 2068-02-20 Floating 4.25575 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.24575 03/20/2068 38380VPE5 19578045.5600000000 PA USD 19579923.0900000000 0.0177398743 Long ABS-MBS USGA US N 2 2068-03-20 Floating 4.24575 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.24575 03/20/2068 38380VPG0 13274242.5200000000 PA USD 13279054.4300000000 0.0120311380 Long ABS-MBS USGA US N 2 2068-03-20 Floating 4.24575 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.41085 11/20/2069 38382AJ63 60821911.4700000000 PA USD 60901630.7500000000 0.0551783206 Long ABS-MBS USGA US N 2 2069-11-20 Floating 4.41085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.79419 11/20/2069 38382AL94 26858205.4100000000 PA USD 27267175.3000000000 0.0247047070 Long ABS-MBS USGA US N 2 2069-11-20 Floating 4.79419 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.70872 03/20/2073 38382Y2U6 137159711.2500000000 PA USD 139568331.7900000000 0.1264522159 Long ABS-MBS USGA US N 2 2073-03-20 Floating 4.70872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.62872 08/20/2071 38382Y2W2 39902107.3800000000 PA USD 40484478.6400000000 0.0366798970 Long ABS-MBS USGA US N 2 2071-08-20 Floating 4.62872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.90872 07/20/2071 38382Y2X0 59404207.3600000000 PA USD 60551171.9100000000 0.0548607966 Long ABS-MBS USGA US N 2 2071-07-20 Floating 4.90872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 5.23872 02/20/2073 38382Y2Z5 25125909.2200000000 PA USD 25895520.8400000000 0.0234619555 Long ABS-MBS USGA US N 2 2073-02-20 Floating 5.23872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 5.02872 02/20/2073 38382Y7H0 54747385.5400000000 PA USD 56266713.0800000000 0.0509789754 Long ABS-MBS USGA US N 2 2073-02-20 Floating 5.02872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 5.05872 08/20/2071 38382YBD4 37791772.8800000000 PA USD 38887651.1500000000 0.0352331334 Long ABS-MBS USGA US N 2 2071-08-20 Floating 5.05872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.61085 09/20/2071 38382YGN7 5906061.6200000000 PA USD 5978066.5500000000 0.0054162700 Long ABS-MBS USGA US N 2 2071-09-20 Floating 4.61085 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.30872 11/20/2071 38382YHE6 29160265.6600000000 PA USD 29304384.4400000000 0.0265504667 Long ABS-MBS USGA US N 2 2071-11-20 Floating 4.30872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.42872 12/20/2071 38382YKG7 34053060.2300000000 PA USD 34080929.2500000000 0.0308781295 Long ABS-MBS USGA US N 2 2071-12-20 Floating 4.42872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 3.95872 01/20/2072 38382YKM4 48311612.1900000000 PA USD 47993311.1300000000 0.0434830772 Long ABS-MBS USGA US N 2 2072-01-20 Floating 3.95872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.15872 02/20/2067 38382YMF7 8333818.9500000000 PA USD 8341197.7100000000 0.0075573228 Long ABS-MBS USGA US N 2 2067-02-20 Floating 4.15872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.10872 02/20/2067 38382YMH3 10964537.6700000000 PA USD 10965582.5900000000 0.0099350777 Long ABS-MBS USGA US N 2 2067-02-20 Floating 4.10872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.42872 02/20/2072 38382YMT7 152985218.3000000000 PA USD 154253144.4900000000 0.1397570042 Long ABS-MBS USGA US N 2 2072-02-20 Floating 4.42872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.40872 01/20/2072 38382YNQ2 106085609.9100000000 PA USD 106801666.5600000000 0.0967648407 Long ABS-MBS USGA US N 2 2072-01-20 Floating 4.40872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 3.90872 02/20/2068 38382YNZ2 60133724.3000000000 PA USD 60004478.8900000000 0.0543654798 Long ABS-MBS USGA US N 2 2068-02-20 Floating 3.90872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.01872 08/20/2068 38382YPB3 37401867.9800000000 PA USD 37322310.4700000000 0.0338148977 Long ABS-MBS USGA US N 2 2068-08-20 Floating 4.01872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.10872 02/20/2068 38382YPX5 17598259.7500000000 PA USD 17601214.5000000000 0.0159471174 Long ABS-MBS USGA US N 2 2068-02-20 Floating 4.10872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.10872 01/20/2068 38382YQA4 46749395.8800000000 PA USD 46732369.7500000000 0.0423406344 Long ABS-MBS USGA US N 2 2068-01-20 Floating 4.10872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.10872 02/20/2068 38382YQB2 65882460.1900000000 PA USD 65858011.2100000000 0.0596689188 Long ABS-MBS USGA US N 2 2068-02-20 Floating 4.10872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.10872 06/20/2068 38382YQM8 4312260.8900000000 PA USD 4311619.2300000000 0.0039064292 Long ABS-MBS USGA US N 2 2068-06-20 Floating 4.10872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.35872 02/20/2072 38382YQU0 17060576.7400000000 PA USD 17121501.7700000000 0.0155124863 Long ABS-MBS USGA US N 2 2072-02-20 Floating 4.35872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.34872 04/20/2072 38382YQZ9 63755887.9500000000 PA USD 64155815.8800000000 0.0581266895 Long ABS-MBS USGA US N 2 2072-04-20 Floating 4.34872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.42513 12/20/2071 38382YSQ7 86596511.9500000000 PA USD 87267617.6000000000 0.0790665295 Long ABS-MBS USGA US N 2 2071-12-20 Floating 4.42513 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.37513 03/20/2072 38382YST1 50232555.4800000000 PA USD 50562251.8300000000 0.0458105983 Long ABS-MBS USGA US N 2 2072-03-20 Floating 4.37513 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.55872 05/20/2072 38382YSV6 101030705.1000000000 PA USD 102401287.6500000000 0.0927779932 Long ABS-MBS USGA US N 2 2072-05-20 Floating 4.55872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.55872 05/20/2072 38382YSX2 18539699.3400000000 PA USD 18787764.2300000000 0.0170221596 Long ABS-MBS USGA US N 2 2072-05-20 Floating 4.55872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.50872 05/20/2072 38382YSY0 174148020.9200000000 PA USD 176183393.3300000000 0.1596263293 Long ABS-MBS USGA US N 2 2072-05-20 Floating 4.50872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.60872 04/20/2072 38382YTW3 16977280.7400000000 PA USD 17234130.0200000000 0.0156145302 Long ABS-MBS USGA US N 2 2072-04-20 Floating 4.60872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.57872 05/20/2072 38382YTX1 40323730.1000000000 PA USD 40867116.5600000000 0.0370265760 Long ABS-MBS USGA US N 2 2072-05-20 Floating 4.57872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.55872 06/20/2072 38382YUG6 237793592.0300000000 PA USD 241038689.8400000000 0.2183867648 Long ABS-MBS USGA US N 2 2072-06-20 Floating 4.55872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.60872 08/20/2071 38382YYT4 35346977.4100000000 PA USD 35816353.4600000000 0.0324504650 Long ABS-MBS USGA US N 2 2071-08-20 Floating 4.60872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.70872 10/20/2072 38382YZM8 218378269.7300000000 PA USD 222582946.7700000000 0.2016654242 Long ABS-MBS USGA US N 2 2072-10-20 Floating 4.70872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 4.95872 09/20/2073 38383KFL1 73926098.9800000000 PA USD 75780239.4700000000 0.0686586927 Long ABS-MBS USGA US N 2 2073-09-20 Floating 4.95872 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 Ginnie Mae 5.70872 09/20/2073 38383KGK2 59467446.3500000000 PA USD 61848885.6500000000 0.0560365560 Long ABS-MBS USGA US N 2 2073-09-20 Floating 5.70872 N N N N N N HCA Healthcare, Inc. L3CJ6J7LJ2DX62FTXD46 HCA Healthcare, Inc. 4.125 06/15/2029 404119BX6 170870000.0000000000 PA USD 168234625.8600000000 0.1524245576 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N HCA Healthcare, Inc. L3CJ6J7LJ2DX62FTXD46 HCA Healthcare, Inc. 3.125 03/15/2027 404119CH0 52745000.0000000000 PA USD 52256487.4100000000 0.0473456159 Long DBT CORP US N 2 2027-03-15 Fixed 3.125 N N N N N N HCA Healthcare, Inc. L3CJ6J7LJ2DX62FTXD46 HCA Healthcare, Inc. 5.00 03/01/2028 404119CY3 25510000.0000000000 PA USD 25651647.3400000000 0.0232410003 Long DBT CORP US N 2 2028-03-01 Fixed 5 N N N N N N HCA Healthcare, Inc. L3CJ6J7LJ2DX62FTXD46 HCA Healthcare, Inc. 5.25 03/01/2030 404119CZ0 58680000.0000000000 PA USD 59494843.9800000000 0.0539037385 Long DBT CORP US N 2 2030-03-01 Fixed 5.25 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 6.50 05/02/2036 404280AG4 220847000.0000000000 PA USD 240286812.0300000000 0.2177055457 Long DBT CORP GB N 2 2036-05-02 Fixed 6.5 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 6.50 09/15/2037 404280AH2 186762000.0000000000 PA USD 201893657.0800000000 0.1829204375 Long DBT CORP GB N 2 2037-09-15 Fixed 6.5 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 6.80 06/01/2038 404280AJ8 10598000.0000000000 PA USD 11726424.3800000000 0.0106244184 Long DBT CORP GB N 2 2038-06-01 Fixed 6.8 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 3.973 05/22/2030 404280CC1 19800000.0000000000 PA USD 19317884.0600000000 0.0175024607 Long DBT CORP GB N 2 2030-05-22 Variable 3.973 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 4.95 03/31/2030 404280CF4 63328000.0000000000 PA USD 63898960.8200000000 0.0578939727 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 2.848 06/04/2031 404280CH0 106530000.0000000000 PA USD 98688656.9400000000 0.0894142618 Long DBT CORP GB N 2 2031-06-04 Variable 2.848 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 2.357 08/18/2031 404280CK3 32125000.0000000000 PA USD 29075405.8800000000 0.0263430067 Long DBT CORP GB N 2 2031-08-18 Variable 2.357 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 4.762 03/29/2033 404280DC0 198365000.0000000000 PA USD 193361167.5000000000 0.1751897997 Long DBT CORP GB N 2 2033-03-29 Variable 4.762 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 4.755 06/09/2028 404280DF3 23650000.0000000000 PA USD 23679475.9400000000 0.0214541663 Long DBT CORP GB N 2 2028-06-09 Variable 4.755 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 5.21 08/11/2028 404280DG1 20125000.0000000000 PA USD 20263254.9300000000 0.0183589891 Long DBT CORP GB N 2 2028-08-11 Variable 5.21 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 8.113 11/03/2033 404280DS5 164236000.0000000000 PA USD 188635341.9500000000 0.1709080898 Long DBT CORP GB N 2 2033-11-03 Variable 8.113 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 6.547 06/20/2034 404280DX4 36064000.0000000000 PA USD 38319203.4600000000 0.0347181064 Long DBT CORP GB N 2 2034-06-20 Variable 6.547 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 7.399 11/13/2034 404280EC9 29200000.0000000000 PA USD 32472202.8100000000 0.0294205852 Long DBT CORP GB N 2 2034-11-13 Variable 7.399 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 5.24 05/13/2031 404280EW5 140940000.0000000000 PA USD 142482923.7400000000 0.1290929053 Long DBT CORP GB N 2 2031-05-13 Variable 5.24 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 4.675 03/10/2032 404280FL8 10600000.0000000000 PA USD 10454227.3200000000 0.0094717777 Long DBT CORP GB N 2 2032-03-10 Variable 4.675 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust 4.15 10/15/2029 437921AD1 111355000.0000000000 PA USD 111109896.5100000000 0.1006681992 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.15 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust 4.28 08/15/2031 437921AE9 24530000.0000000000 PA USD 24420395.0500000000 0.0221254566 Long ABS-O CORP US N 2 2031-08-15 Fixed 4.28 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust 5.27 11/20/2028 437930AC4 12412833.9600000000 PA USD 12480146.2800000000 0.0113073083 Long ABS-O CORP US N 2 2028-11-20 Fixed 5.27 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust 4.04 02/21/2030 43813QAD1 192258000.0000000000 PA USD 191409738.4800000000 0.1734217588 Long ABS-O CORP US N 2 2030-02-21 Fixed 4.04 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust 4.10 11/21/2031 43813QAE9 34375000.0000000000 PA USD 34087655.9400000000 0.0308842240 Long ABS-O CORP US N 2 2031-11-21 Fixed 4.1 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust 4.57 03/21/2029 43813YAC6 26310318.0100000000 PA USD 26362475.5800000000 0.0238850276 Long ABS-O CORP US N 2 2029-03-21 Fixed 4.57 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust 4.51 11/21/2030 43813YAD4 9543000.0000000000 PA USD 9558200.0900000000 0.0086599558 Long ABS-O CORP US N 2 2030-11-21 Fixed 4.51 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust 4.57 09/21/2029 43814VAC1 352539000.0000000000 PA USD 353515074.7300000000 0.3202930348 Long ABS-O CORP US N 2 2029-09-21 Fixed 4.57 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust 4.64 05/21/2031 43814VAD9 9360000.0000000000 PA USD 9385063.2700000000 0.0085030897 Long ABS-O CORP US N 2 2031-05-21 Fixed 4.64 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust 4.30 11/15/2030 43814YAD3 80348000.0000000000 PA USD 80142534.0900000000 0.0726110350 Long ABS-O CORP US N 2 2030-11-15 Fixed 4.3 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust 4.33 08/16/2032 43814YAE1 75000000.0000000000 PA USD 74705077.5000000000 0.0676845705 Long ABS-O CORP US N 2 2032-08-16 Fixed 4.33 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust 3.78 09/23/2030 43815CAD0 55193000.0000000000 PA USD 54547600.6500000000 0.0494214188 Long ABS-O CORP US N 2 2030-09-23 Fixed 3.78 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust 3.86 05/21/2032 43815CAE8 21459000.0000000000 PA USD 21122067.9500000000 0.0191370941 Long ABS-O CORP US N 2 2032-05-21 Fixed 3.86 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust 4.33 05/15/2029 43816DAC9 74182529.7300000000 PA USD 74210667.1600000000 0.0672366230 Long ABS-O CORP US N 2 2029-05-15 Fixed 4.33 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust 4.35 12/16/2030 43816DAD7 11350000.0000000000 PA USD 11338083.6400000000 0.0102725725 Long ABS-O CORP US N 2 2030-12-16 Fixed 4.35 N N N N N N Humana, Inc. N/A Humana, Inc. 6.062 02/15/2036 440929AA5 29800000.0000000000 PA USD 30269609.8600000000 0.0274249838 Long DBT CORP US N 2 2036-02-15 Fixed 6.062 N N N N N N Humana, Inc. N/A Humana, Inc. 6.887 11/15/2055 440930AA3 40125000.0000000000 PA USD 42063407.8500000000 0.0381104443 Long DBT CORP US N 2 2055-11-15 Fixed 6.887 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 3.99 09/16/2030 44891XAD9 222270000.0000000000 PA USD 220611087.8600000000 0.1998788733 Long ABS-O CORP US N 2 2030-09-16 Fixed 3.99 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 4.07 03/15/2032 44891XAE7 33275000.0000000000 PA USD 32832113.0800000000 0.0297466725 Long ABS-O CORP US N 2 2032-03-15 Fixed 4.07 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 4.41 05/15/2029 448976AD2 27337000.0000000000 PA USD 27361863.0000000000 0.0247904963 Long ABS-O CORP US N 2 2029-05-15 Fixed 4.41 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 4.44 01/15/2031 448976AE0 12759000.0000000000 PA USD 12747211.9600000000 0.0115492761 Long ABS-O CORP US N 2 2031-01-15 Fixed 4.44 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 3.79 02/18/2031 448981AD2 164598000.0000000000 PA USD 162411809.3600000000 0.1471489479 Long ABS-O CORP US N 2 2031-02-18 Fixed 3.79 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 3.90 12/15/2032 448981AE0 25690000.0000000000 PA USD 25259671.9500000000 0.0228858614 Long ABS-O CORP US N 2 2032-12-15 Fixed 3.9 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 4.32 10/15/2029 44935CAD3 167650000.0000000000 PA USD 167727035.1800000000 0.1519646684 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.32 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 4.40 04/15/2031 44935CAE1 24767000.0000000000 PA USD 24703435.4900000000 0.0223818979 Long ABS-O CORP US N 2 2031-04-15 Fixed 4.4 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 3.89 01/15/2032 44935JAE6 38860000.0000000000 PA USD 38250484.7900000000 0.0346558456 Long ABS-O CORP US N 2 2032-01-15 Fixed 3.89 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 4.51 02/18/2031 44935KAD5 11652000.0000000000 PA USD 11676549.8300000000 0.0105792308 Long ABS-O CORP US N 2 2031-02-18 Fixed 4.51 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 4.60 02/17/2032 44935KAE3 10256000.0000000000 PA USD 10275344.1500000000 0.0093097053 Long ABS-O CORP US N 2 2032-02-17 Fixed 4.6 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 4.36 12/17/2029 44935XAD7 82702000.0000000000 PA USD 82727381.2400000000 0.0749529678 Long ABS-O CORP US N 2 2029-12-17 Fixed 4.36 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 4.44 06/17/2030 44935XAE5 15857000.0000000000 PA USD 15855994.6700000000 0.0143659069 Long ABS-O CORP US N 2 2030-06-17 Fixed 4.44 N N N N N N State of Illinois GO 54930048FV8RWPR02D67 State of Illinois GO 5.10 06/01/2033 452151LF8 750870131.2100000000 PA USD 758558816.0900000000 0.6872722626 Long DBT MUN US N 2 2033-06-01 Fixed 5.1 N N N N N N Imperial Brands PLC 2138008L3B3MCG1DFS50 Imperial Brands PLC 3.50 07/26/2026 45262BAB9 49137000.0000000000 PA USD 49097827.9800000000 0.0444837956 Long DBT CORP GB N 2 2026-07-26 Fixed 3.5 N N N N N N Imperial Brands PLC 2138008L3B3MCG1DFS50 Imperial Brands PLC 3.875 07/26/2029 45262BAC7 248764000.0000000000 PA USD 242390658.8600000000 0.2196116807 Long DBT CORP GB N 2 2029-07-26 Fixed 3.875 N N N N N N Imperial Brands PLC 2138008L3B3MCG1DFS50 Imperial Brands PLC 6.125 07/27/2027 45262BAF0 112575000.0000000000 PA USD 114306814.4000000000 0.1035646825 Long DBT CORP GB N 2 2027-07-27 Fixed 6.125 N N N N N N Imperial Brands PLC 2138008L3B3MCG1DFS50 Imperial Brands PLC 5.50 02/01/2030 45262BAG8 166875000.0000000000 PA USD 170477133.7100000000 0.1544563229 Long DBT CORP GB N 2 2030-02-01 Fixed 5.5 N N N N N N Imperial Brands PLC 2138008L3B3MCG1DFS50 Imperial Brands PLC 5.875 07/01/2034 45262BAH6 63595000.0000000000 PA USD 65404342.6200000000 0.0592578843 Long DBT CORP GB N 2 2034-07-01 Fixed 5.875 N N N N N N Imperial Brands PLC 2138008L3B3MCG1DFS50 Imperial Brands PLC 4.50 06/30/2028 45262BAJ2 39475000.0000000000 PA USD 39374571.6500000000 0.0356742950 Long DBT CORP GB N 2 2028-06-30 Fixed 4.5 N N N N N N Imperial Brands PLC 2138008L3B3MCG1DFS50 Imperial Brands PLC 4.875 02/07/2032 45262BAM5 135000000.0000000000 PA USD 134142756.7500000000 0.1215365163 Long DBT CORP GB N 2 2032-02-07 Fixed 4.875 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 4.125 12/15/2026 46625HJZ4 114847000.0000000000 PA USD 114829484.6800000000 0.1040382342 Long DBT CORP US N 2 2026-12-15 Fixed 4.125 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 4.25 10/01/2027 46625HNJ5 129270000.0000000000 PA USD 129121885.0200000000 0.1169874876 Long DBT CORP US N 2 2027-10-01 Fixed 4.25 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 2.739 10/15/2030 46647PBE5 9830000.0000000000 PA USD 9232619.9900000000 0.0083649725 Long DBT CORP US N 2 2030-10-15 Variable 2.739 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 4.493 03/24/2031 46647PBJ4 360525000.0000000000 PA USD 357354186.2300000000 0.3237713608 Long DBT CORP US N 2 2031-03-24 Variable 4.493 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 2.522 04/22/2031 46647PBL9 90820000.0000000000 PA USD 83718744.2400000000 0.0758511661 Long DBT CORP US N 2 2031-04-22 Variable 2.522 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 2.956 05/13/2031 46647PBP0 179053000.0000000000 PA USD 167177837.9800000000 0.1514670827 Long DBT CORP US N 2 2031-05-13 Variable 2.956 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 4.323 04/26/2028 46647PDA1 28825000.0000000000 PA USD 28773085.0200000000 0.0260690969 Long DBT CORP US N 2 2028-04-26 Variable 4.323 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 4.586 04/26/2033 46647PDC7 47810000.0000000000 PA USD 47074902.1300000000 0.0426509768 Long DBT CORP US N 2 2033-04-26 Variable 4.586 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 5.717 09/14/2033 46647PDK9 74624000.0000000000 PA USD 77016281.2700000000 0.0697785759 Long DBT CORP US N 2 2033-09-14 Variable 5.717 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 5.04 01/23/2028 46647PEA0 46110000.0000000000 PA USD 46254227.4700000000 0.0419074262 Long DBT CORP US N 2 2028-01-23 Variable 5.04 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 4.505 10/22/2028 46647PEP7 86310000.0000000000 PA USD 86284465.1900000000 0.0781757701 Long DBT CORP US N 2 2028-10-22 Variable 4.505 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 4.347 01/22/2032 46647PFG6 78325000.0000000000 PA USD 76725636.4000000000 0.0695152447 Long DBT CORP US N 2 2032-01-22 Variable 4.347 N N N N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 Japan Tobacco, Inc. 4.85 05/15/2028 471105AC0 51565000.0000000000 PA USD 51805208.3300000000 0.0469367464 Long DBT CORP JP N 2 2028-05-15 Fixed 4.85 N N N N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 Japan Tobacco, Inc. 5.25 06/15/2030 471105AD8 72015000.0000000000 PA USD 73346104.3800000000 0.0664533086 Long DBT CORP JP N 2 2030-06-15 Fixed 5.25 N N N N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 Japan Tobacco, Inc. 5.85 06/15/2035 471105AE6 49125000.0000000000 PA USD 51422865.1100000000 0.0465903343 Long DBT CORP JP N 2 2035-06-15 Fixed 5.85 N N N N N N Kinder Morgan, Inc. 549300PDHUGWPWGOT525 Kinder Morgan, Inc. 6.50 02/01/2037 494550AV8 49751000.0000000000 PA USD 53848780.4200000000 0.0487882711 Long DBT CORP US N 2 2037-02-01 Fixed 6.5 N N N N N N Kinder Morgan, Inc. 549300PDHUGWPWGOT525 Kinder Morgan, Inc. 6.95 01/15/2038 494550AW6 76334000.0000000000 PA USD 85373090.6100000000 0.0773500431 Long DBT CORP US N 2 2038-01-15 Fixed 6.95 N N N N N N Kinder Morgan, Inc. 549300PDHUGWPWGOT525 Kinder Morgan, Inc. 6.50 09/01/2039 494550BD7 70966000.0000000000 PA USD 76189553.2000000000 0.0690295406 Long DBT CORP US N 2 2039-09-01 Fixed 6.5 N N N N N N Kinder Morgan, Inc. 549300PDHUGWPWGOT525 Kinder Morgan, Inc. 5.00 08/15/2042 494550BN5 75596000.0000000000 PA USD 68894968.7200000000 0.0624204742 Long DBT CORP US N 2 2042-08-15 Fixed 5 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 4.80 02/01/2033 49456BAV3 25250000.0000000000 PA USD 24976263.2400000000 0.0226290863 Long DBT CORP US N 2 2033-02-01 Fixed 4.8 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 5.15 06/01/2030 49456BBB6 25905000.0000000000 PA USD 26338815.2300000000 0.0238635907 Long DBT CORP US N 2 2030-06-01 Fixed 5.15 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 7.953 11/15/2033 539439AW9 152876000.0000000000 PA USD 173319902.6300000000 0.1570319389 Long DBT CORP GB N 2 2033-11-15 Variable 7.953 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 4.818 06/13/2029 539439BD0 104515000.0000000000 PA USD 104657903.3600000000 0.0948225405 Long DBT CORP GB N 2 2029-06-13 Variable 4.818 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 3.75 03/18/2028 53944YAS2 102420000.0000000000 PA USD 101887845.1400000000 0.0923128021 Long DBT CORP GB N 2 2028-03-18 Variable 3.75 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 5.721 06/05/2030 53944YBA0 124897000.0000000000 PA USD 128208394.1600000000 0.1161598432 Long DBT CORP GB N 2 2030-06-05 Variable 5.721 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 4.425 11/04/2031 53944YBD4 46475000.0000000000 PA USD 45633125.8200000000 0.0413446933 Long DBT CORP GB N 2 2031-11-04 Variable 4.425 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 Mars, Inc. 4.45 03/01/2027 571676AW5 41675000.0000000000 PA USD 41744659.3500000000 0.0378216506 Long DBT CORP US N 2 2027-03-01 Fixed 4.45 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 Mars, Inc. 4.60 03/01/2028 571676AX3 128700000.0000000000 PA USD 128928165.8000000000 0.1168119734 Long DBT CORP US N 2 2028-03-01 Fixed 4.6 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 Mars, Inc. 4.80 03/01/2030 571676AY1 178833000.0000000000 PA USD 179365698.8000000000 0.1625095735 Long DBT CORP US N 2 2030-03-01 Fixed 4.8 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 Prosus NV 4.85 07/06/2027 62856RAD7 193133000.0000000000 PA USD 193098884.9900000000 0.1749521656 Long DBT CORP NL N 2 2027-07-06 Fixed 4.85 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 3.032 11/28/2035 639057AB4 132789000.0000000000 PA USD 121784515.3000000000 0.1103396567 Long DBT CORP GB N 2 2035-11-28 Variable 3.032 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 6.016 03/02/2034 639057AH1 70110000.0000000000 PA USD 73666239.3100000000 0.0667433585 Long DBT CORP GB N 2 2034-03-02 Variable 6.016 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 5.808 09/13/2029 639057AK4 161281000.0000000000 PA USD 164820953.4400000000 0.1493316895 Long DBT CORP GB N 2 2029-09-13 Variable 5.808 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 6.475 06/01/2034 639057AP3 141460000.0000000000 PA USD 146654786.0700000000 0.1328727114 Long DBT CORP GB N 2 2034-06-01 Variable 6.475 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 5.115 05/23/2031 639057AV0 14425000.0000000000 PA USD 14509352.5000000000 0.0131458172 Long DBT CORP GB N 2 2031-05-23 Variable 5.115 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 4.983 06/18/2032 639057AX6 184610000.0000000000 PA USD 184499060.4700000000 0.1671605208 Long DBT CORP GB N 2 2032-06-18 Variable 4.983 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.34224 05/27/2049 63939DAC9 11644266.0500000000 PA USD 11546505.4500000000 0.0104614075 Long ABS-O CORP US N 2 2049-05-27 Floating 4.34224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.39224 06/26/2056 63939LAB3 31429076.6700000000 PA USD 31195392.0600000000 0.0282637644 Long ABS-O CORP US N 2 2056-06-26 Floating 4.39224 N N N N N N Navient Student Loan Trust 549300761SV59SBM0Z40 Navient Student Loan Trust 4.99224 06/25/2065 63939QAA4 156440366.3100000000 PA USD 158447449.2800000000 0.1435571437 Long ABS-O CORP US N 2 2065-06-25 Floating 4.99224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.79224 12/27/2066 63939RAA2 108595841.2300000000 PA USD 109953734.4900000000 0.0996206890 Long ABS-O CORP US N 2 2066-12-27 Floating 4.79224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.74224 09/27/2066 63940AAC2 95858154.7300000000 PA USD 96110290.4300000000 0.0870782006 Long ABS-O CORP US N 2 2066-09-27 Floating 4.74224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.54224 07/26/2066 63940CAA2 165095464.4200000000 PA USD 164394403.0400000000 0.1489452247 Long ABS-O CORP US N 2 2066-07-26 Floating 4.54224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.46224 03/25/2067 63940DAC6 79057913.7000000000 PA USD 78500452.6300000000 0.0711232703 Long ABS-O CORP US N 2 2067-03-25 Floating 4.46224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.44224 02/25/2070 63940EAA8 99018465.8800000000 PA USD 98536849.9600000000 0.0892767210 Long ABS-O CORP US N 2 2070-02-25 Floating 4.44224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 5.24224 06/25/2065 63940FAC1 33096787.9600000000 PA USD 33742046.2500000000 0.0305710935 Long ABS-O CORP US N 2 2065-06-25 Floating 5.24224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.89224 03/25/2066 63940GAA3 142916364.1700000000 PA USD 144306154.3500000000 0.1307447954 Long ABS-O CORP US N 2 2066-03-25 Floating 4.89224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 5.09224 06/25/2065 63940HAC7 6485784.4600000000 PA USD 6591977.5100000000 0.0059724878 Long ABS-O CORP US N 2 2065-06-25 Floating 5.09224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.79224 07/26/2066 63940JAC3 193811404.9500000000 PA USD 195024315.4800000000 0.1766966512 Long ABS-O CORP US N 2 2066-07-26 Floating 4.79224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 5.04224 03/25/2066 63940LAC8 122590005.0300000000 PA USD 124325548.5100000000 0.1126418930 Long ABS-O CORP US N 2 2066-03-25 Floating 5.04224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.89224 07/26/2066 63940NAC4 183568339.4900000000 PA USD 185240959.1300000000 0.1678326985 Long ABS-O CORP US N 2 2066-07-26 Floating 4.89224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.54224 03/25/2067 63940TAC1 88977782.3100000000 PA USD 89253800.2900000000 0.0808660581 Long ABS-O CORP US N 2 2067-03-25 Floating 4.54224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.64224 12/27/2067 63940XAB4 110087417.0600000000 PA USD 110636158.8000000000 0.1002389816 Long ABS-O CORP US N 2 2067-12-27 Floating 4.64224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.42224 06/27/2067 63941NAC3 96541123.9100000000 PA USD 95718168.7500000000 0.0867229291 Long ABS-O CORP US N 2 2067-06-27 Floating 4.42224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.74224 02/27/2068 63941RAB6 95714558.2100000000 PA USD 96006200.4700000000 0.0869838926 Long ABS-O CORP US N 2 2068-02-27 Floating 4.74224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.57224 07/25/2068 63941VAA9 37727195.7600000000 PA USD 37628090.1900000000 0.0340919414 Long ABS-O CORP US N 2 2068-07-25 Floating 4.57224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.55224 07/25/2068 63941WAB5 32255240.2900000000 PA USD 32138160.2200000000 0.0291179347 Long ABS-O CORP US N 2 2068-07-25 Floating 4.55224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.79224 06/25/2069 63942FAB1 30628886.9800000000 PA USD 30810923.6400000000 0.0279154269 Long ABS-O CORP US N 2 2069-06-25 Floating 4.79224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.62658 08/26/2069 63942HAB7 54464238.8900000000 PA USD 54294729.8400000000 0.0491923118 Long ABS-O CORP US N 2 2069-08-26 Floating 4.64224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.34224 12/26/2069 63942NAB4 34305000.7300000000 PA USD 33919268.4400000000 0.0307316610 Long ABS-O CORP US N 2 2069-12-26 Floating 4.34224 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 4.29224 02/25/2070 63942QAB7 43882419.4700000000 PA USD 43455250.4500000000 0.0393714866 Long ABS-O CORP US N 2 2070-02-25 Floating 4.29224 N N N N N N Nelnet Student Loan Trust N/A Nelnet Student Loan Trust 4.59224 02/25/2066 64032KAA1 62436440.0400000000 PA USD 62327432.2600000000 0.0564701306 Long ABS-O CORP US N 2 2066-02-25 Floating 4.59224 N N N N N N Nelnet Student Loan Trust N/A Nelnet Student Loan Trust 4.64282 10/25/2068 64032VAA7 35869966.3200000000 PA USD 35916478.9100000000 0.0325411810 Long ABS-O CORP US N 2 2068-10-25 Floating 4.64282 N N N N N N Nelnet Student Loan Trust N/A Nelnet Student Loan Trust 4.49224 04/25/2067 64034CAC3 12336101.4100000000 PA USD 12325209.8700000000 0.0111669322 Long ABS-O CORP US N 2 2067-04-25 Floating 4.49224 N N N N N N Nelnet Student Loan Trust N/A Nelnet Student Loan Trust 4.57776 11/27/2090 64035EAB0 357505000.0000000000 PA USD 357504213.4900000000 0.3239072890 Long ABS-O CORP US N 2 2090-11-27 Floating 4.57776 N N N N N N New Jersey Turnpike Authority RB 5493005YN67D71KSMI84 New Jersey Turnpike Authority RB 7.414 01/01/2040 646139W35 40175000.0000000000 PA USD 46885791.8300000000 0.0424796384 Long DBT MUN US N 2 2040-01-01 Fixed 7.414 N N N N N N New Jersey Turnpike Authority RB 5493005YN67D71KSMI84 New Jersey Turnpike Authority RB 7.102 01/01/2041 646139X83 145132000.0000000000 PA USD 165616830.3000000000 0.1500527728 Long DBT MUN US N 2 2041-01-01 Fixed 7.102 N N N N N N NextEra Energy, Inc. UMI46YPGBLUE4VGNNT48 NextEra Energy, Inc. 4.625 07/15/2027 65339KCH1 136625000.0000000000 PA USD 136797926.2600000000 0.1239421628 Long DBT CORP US N 2 2027-07-15 Fixed 4.625 N N N N N N NextEra Energy, Inc. UMI46YPGBLUE4VGNNT48 NextEra Energy, Inc. 4.685 09/01/2027 65339KCL2 202705000.0000000000 PA USD 203168857.9600000000 0.1840757997 Long DBT CORP US N 2 2027-09-01 Fixed 4.685 N N N N N N NextEra Energy, Inc. UMI46YPGBLUE4VGNNT48 NextEra Energy, Inc. 4.90 03/15/2029 65339KCT5 195260000.0000000000 PA USD 196904089.2000000000 0.1783997708 Long DBT CORP US N 2 2029-03-15 Fixed 4.9 N N N N N N NextEra Energy, Inc. UMI46YPGBLUE4VGNNT48 NextEra Energy, Inc. 4.85 02/04/2028 65339KDG2 156848000.0000000000 PA USD 157713565.6900000000 0.1428922278 Long DBT CORP US N 2 2028-02-04 Fixed 4.85 N N N N N N NextEra Energy, Inc. UMI46YPGBLUE4VGNNT48 NextEra Energy, Inc. 5.05 03/15/2030 65339KDJ6 205606000.0000000000 PA USD 208246832.2500000000 0.1886765647 Long DBT CORP US N 2 2030-03-15 Fixed 5.05 N N N N N N NextEra Energy, Inc. UMI46YPGBLUE4VGNNT48 NextEra Energy, Inc. 4.40 03/01/2031 65339KDY3 135460000.0000000000 PA USD 133593665.9900000000 0.1210390271 Long DBT CORP US N 2 2031-03-01 Fixed 4.4 N N N N N N Nissan Auto Receivables Owner Trust N/A Nissan Auto Receivables Owner Trust 4.34 03/15/2029 65479WAD6 7552260.2700000000 PA USD 7556654.9300000000 0.0068465084 Long ABS-O CORP US N 2 2029-03-15 Fixed 4.34 N N N N N N Nissan Auto Receivables Owner Trust N/A Nissan Auto Receivables Owner Trust 4.35 09/15/2031 65479WAE4 16509000.0000000000 PA USD 16488941.5700000000 0.0149393718 Long ABS-O CORP US N 2 2031-09-15 Fixed 4.35 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 Nordstrom, Inc. 6.95 03/15/2028 655664AH3 19672000.0000000000 PA USD 20208160.3600000000 0.0183090721 Long DBT CORP US N 2 2028-03-15 Fixed 6.95 N N N N N N Fibercop SpA 8156007022402E114A31 Fibercop SpA 7.721 06/04/2038 683879AH3 116584000.0000000000 PA USD 122031737.1500000000 0.1105636456 Long DBT CORP IT N 2 2038-06-04 Fixed 7.721 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 2.95 04/01/2030 68389XBV6 101855000.0000000000 PA USD 93749307.8000000000 0.0849390944 Long DBT CORP US N 2 2030-04-01 Fixed 2.95 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 4.20 09/27/2029 68389XCS2 22520000.0000000000 PA USD 21904256.1300000000 0.0198457751 Long DBT CORP US N 2 2029-09-27 Fixed 4.2 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 4.80 08/03/2028 68389XCY9 81425000.0000000000 PA USD 81256411.1700000000 0.0736202340 Long DBT CORP US N 2 2028-08-03 Fixed 4.8 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 4.95 02/04/2031 68389XDX0 134970000.0000000000 PA USD 132139920.7000000000 0.1197218994 Long DBT CORP US N 2 2031-02-04 Fixed 4.95 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 5.35 05/04/2033 68389XDY8 155565000.0000000000 PA USD 151111665.6400000000 0.1369107499 Long DBT CORP US N 2 2033-05-04 Fixed 5.35 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 5.70 02/04/2036 68389XDZ5 98920000.0000000000 PA USD 95799550.7900000000 0.0867966631 Long DBT CORP US N 2 2036-02-04 Fixed 5.7 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 6.625 06/15/2035 706451BG5 206711000.0000000000 PA USD 200687854.8800000000 0.1818279521 Long DBT CORP MX N 2 2035-06-15 Fixed 6.625 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 6.70 02/16/2032 71643VAB1 830824000.0000000000 PA USD 838175961.5800000000 0.7594072831 Long DBT CORP MX N 2 2032-02-16 Fixed 6.7 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 6.50 06/02/2041 71654QAZ5 69713000.0000000000 PA USD 62598844.1200000000 0.0567160361 Long DBT CORP MX N 2 2041-06-02 Fixed 6.5 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 6.375 01/23/2045 71654QBR2 133536000.0000000000 PA USD 113826198.5700000000 0.1031292332 Long DBT CORP MX N 2 2045-01-23 Fixed 6.375 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 6.75 09/21/2047 71654QCC4 107440000.0000000000 PA USD 91964342.4000000000 0.0833218735 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 6.35 02/12/2048 71654QCL4 22170000.0000000000 PA USD 18273121.4600000000 0.0165558811 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 7.69 01/23/2050 71654QDD1 912140000.0000000000 PA USD 850761278.4700000000 0.7708098784 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 5.625 11/17/2029 718172CW7 56528000.0000000000 PA USD 58248998.9200000000 0.0527749733 Long DBT CORP US N 2 2029-11-17 Fixed 5.625 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 5.75 11/17/2032 718172CX5 33340000.0000000000 PA USD 34918738.3500000000 0.0316372044 Long DBT CORP US N 2 2032-11-17 Fixed 5.75 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 5.125 02/15/2030 718172DA4 32576000.0000000000 PA USD 33069783.4200000000 0.0299620074 Long DBT CORP US N 2 2030-02-15 Fixed 5.125 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 5.375 02/15/2033 718172DB2 77688000.0000000000 PA USD 79742180.2600000000 0.0722483049 Long DBT CORP US N 2 2033-02-15 Fixed 5.375 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 5.50 09/07/2030 718172DD8 42012000.0000000000 PA USD 43322826.9200000000 0.0392515078 Long DBT CORP US N 2 2030-09-07 Fixed 5.5 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 4.875 02/13/2029 718172DG1 50525000.0000000000 PA USD 50907403.5200000000 0.0461233139 Long DBT CORP US N 2 2029-02-13 Fixed 4.875 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 Philip Morris International, Inc. 5.125 02/13/2031 718172DH9 34960000.0000000000 PA USD 35602141.7800000000 0.0322563841 Long DBT CORP US N 2 2031-02-13 Fixed 5.125 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 Prosus NV 3.68 01/21/2030 74365PAA6 209567000.0000000000 PA USD 200650523.5100000000 0.1817941290 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 Prosus NV 3.061 07/13/2031 74365PAF5 550362000.0000000000 PA USD 500234550.2300000000 0.4532243563 Long DBT CORP NL N 2 2031-07-13 Fixed 3.061 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 Prosus NV 3.257 01/19/2027 74365PAG3 40326000.0000000000 PA USD 39938088.0800000000 0.0361848542 Long DBT CORP NL N 2 2027-01-19 Fixed 3.257 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 Prosus NV 4.193 01/19/2032 74365PAH1 132600000.0000000000 PA USD 126016038.7200000000 0.1141735172 Long DBT CORP NL N 2 2032-01-19 Fixed 4.193 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 Prosus NV 4.987 01/19/2052 74365PAJ7 284361000.0000000000 PA USD 226645390.9600000000 0.2053460949 Long DBT CORP NL N 2 2052-01-19 Fixed 4.987 N N N N N N Unum Group 549300E32YFDO6TZ8R31 Unum Group 7.25 03/15/2028 743862AA2 18469000.0000000000 PA USD 19132340.3600000000 0.0173343537 Long DBT CORP US N 2 2028-03-15 Fixed 7.25 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 RTX Corp. 6.00 03/15/2031 75513ECV1 55735000.0000000000 PA USD 58813940.7400000000 0.0532868240 Long DBT CORP US N 2 2031-03-15 Fixed 6 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 RTX Corp. 6.10 03/15/2034 75513ECW9 61170000.0000000000 PA USD 65632579.0500000000 0.0594646719 Long DBT CORP US N 2 2034-03-15 Fixed 6.1 N N N N N N Rio Oil Finance Trust N/A Rio Oil Finance Trust 9.75 01/06/2027 76716XAB8 31120797.8500000000 PA USD 31542506.4500000000 0.0285782583 Long ABS-O CORP US N 2 2027-01-06 Fixed 9.75 N N N N N N Rio Oil Finance Trust N/A Rio Oil Finance Trust 8.20 04/06/2028 76716XAC6 80549754.0000000000 PA USD 82416655.6500000000 0.0746714430 Long ABS-O CORP US N 2 2028-04-06 Fixed 8.2 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 4.892 05/18/2029 780097BG5 12550000.0000000000 PA USD 12583998.3300000000 0.0114014007 Long DBT CORP GB N 2 2029-05-18 Variable 4.892 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 5.076 01/27/2030 78009PEH0 5600000.0000000000 PA USD 5636494.4200000000 0.0051067975 Long DBT CORP GB N 2 2030-01-27 Variable 5.076 N N N N N N State Street Institutional US 549300BZ5TGIFZUZDZ37 SSC GOVERNMENT MM GVMXX N/A 742728659.6100000000 NS USD 742728659.6100000000 0.6729297657 Long STIV RF US N 1 N N N SLM Student Loan Trust 549300YK6GOQU7FJ5N55 SLM Student Loan Trust 4.48029 10/25/2064 78442GLK0 26405630.1100000000 PA USD 26436199.9100000000 0.0239518236 Long ABS-O CORP US N 2 2064-10-25 Floating 4.48029 N N N N N N SLM Student Loan Trust 549300YK6GOQU7FJ5N55 SLM Student Loan Trust 4.48029 10/25/2064 78442GLL8 16264082.9000000000 PA USD 16282915.0800000000 0.0147527069 Long ABS-O CORP US N 2 2064-10-25 Floating 4.48029 N N N N N N SLM Student Loan Trust 549300MMV4PL4CBOVL89 SLM Student Loan Trust 4.56029 01/25/2040 78442GMT0 49243963.5200000000 PA USD 48963460.0500000000 0.0443620551 Long ABS-O CORP US N 2 2040-01-25 Floating 4.56029 N N N N N N SLM Student Loan Trust 549300L7X3DWAOC00Z83 SLM Student Loan Trust 4.10029 07/25/2040 78442GPH3 7832098.8100000000 PA USD 7712871.5500000000 0.0069880444 Long ABS-O CORP US N 2 2040-07-25 Floating 4.10029 N N N N N N SLM Student Loan Trust 549300DP3T6QDZHB8271 SLM Student Loan Trust 4.42029 04/27/2043 78444CAE3 31686431.3700000000 PA USD 30651723.6300000000 0.0277711879 Long ABS-O CORP US N 2 2043-04-27 Floating 4.42029 N N N N N N SLM Student Loan Trust 549300GQO6PBOYVGSS10 SLM Student Loan Trust 4.94224 10/25/2034 78446JAB2 8251145.9900000000 PA USD 8271612.1300000000 0.0074942766 Long ABS-O CORP US N 2 2034-10-25 Floating 4.94224 N N N N N N SLM Student Loan Trust N/A SLM Student Loan Trust 4.54224 01/25/2075 78447EAC0 60349012.5100000000 PA USD 60248748.6600000000 0.0545867940 Long ABS-O CORP US N 2 2075-01-25 Floating 4.54224 N N N N N N SMB Private Education Loan Trust (Private Loans) N/A SMB Private Education Loan Trust (Private Loans) 1.07 01/15/2053 78448YAJ0 16906410.4700000000 PA USD 15509719.4900000000 0.0140521734 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.07 N N N N N N SLM Student Loan Trust GX18J72G8XB30P3MQA62 SLM Student Loan Trust 4.56835 12/15/2068 78449EAA2 128749152.7700000000 PA USD 127865585.9600000000 0.1158492509 Long ABS-O CORP US N 2 2068-12-15 Floating 4.56835 N N N N N N SMB Private Education Loan Trust (Private Loans) N/A SMB Private Education Loan Trust (Private Loans) 4.99 10/16/2056 78449HAA5 116157116.0500000000 PA USD 114949476.9800000000 0.1041469500 Long ABS-O CORP US N 2 2056-10-16 Fixed 4.99 N N N N N N SMB Private Education Loan Trust (Private Loans) 549300INMCHM7L5O6M41 SMB Private Education Loan Trust (Private Loans) 3.60 01/15/2037 78449LAB4 3692520.7800000000 PA USD 3674427.4300000000 0.0033291183 Long ABS-O CORP US N 2 2037-01-15 Fixed 3.6 N N N N N N SMB Private Education Loan Trust (Private Loans) 549300QHI21JZK7YIR34 SMB Private Education Loan Trust (Private Loans) 3.50 02/15/2036 78449PAB5 4105347.6900000000 PA USD 4091894.4700000000 0.0037073534 Long ABS-O CORP US N 2 2036-02-15 Fixed 3.5 N N N N N N SMB Private Education Loan Trust (Private Loans) N/A SMB Private Education Loan Trust (Private Loans) 6.15 09/15/2053 78450PAA3 109429693.4700000000 PA USD 113107067.3800000000 0.1024776833 Long ABS-O CORP US N 2 2053-09-15 Fixed 6.15 N N N N N N SMB Private Education Loan Trust (Private Loans) N/A SMB Private Education Loan Trust (Private Loans) 5.09 10/16/2056 78450XAA6 78867476.4400000000 PA USD 78792023.9300000000 0.0713874408 Long ABS-O CORP US N 2 2056-10-16 Fixed 5.09 N N N N N N SMB Private Education Loan Trust (Private Loans) N/A SMB Private Education Loan Trust (Private Loans) 4.68 12/15/2053 78451MAA9 135741137.5000000000 PA USD 132976484.1800000000 0.1204798458 Long ABS-O CORP US N 2 2053-12-15 Fixed 4.68 N N N N N N SMB Private Education Loan Trust (Private Loans) N/A SMB Private Education Loan Trust (Private Loans) 5.37 10/15/2058 78454XAA2 102127893.2300000000 PA USD 102469521.2500000000 0.0928398144 Long ABS-O CORP US N 2 2058-10-15 Fixed 5.37 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 Salesforce, Inc. 4.90 09/15/2031 79466LAS3 57500000.0000000000 PA USD 57371802.6000000000 0.0519802127 Long DBT CORP US N 2 2031-09-15 Fixed 4.9 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 Salesforce, Inc. 5.20 03/15/2033 79466LAT1 119375000.0000000000 PA USD 119584883.9300000000 0.1083467386 Long DBT CORP US N 2 2033-03-15 Fixed 5.2 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 Salesforce, Inc. 5.55 03/15/2036 79466LAU8 116225000.0000000000 PA USD 116136880.5300000000 0.1052227658 Long DBT CORP US N 2 2036-03-15 Fixed 5.55 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 Salesforce, Inc. 6.40 03/15/2046 79466LAV6 185125000.0000000000 PA USD 186986561.4600000000 0.1694142556 Long DBT CORP US N 2 2046-03-15 Fixed 6.4 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 Salesforce, Inc. 6.55 03/15/2056 79466LAW4 189825000.0000000000 PA USD 189888961.5300000000 0.1720438989 Long DBT CORP US N 2 2056-03-15 Fixed 6.55 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 Salesforce, Inc. 6.70 03/15/2066 79466LAX2 127800000.0000000000 PA USD 128816192.7500000000 0.1167105231 Long DBT CORP US N 2 2066-03-15 Fixed 6.7 N N N N N N Sallie Mae Resecuritization FFELP Student Loan Trust N/A Sallie Mae Resecuritization FFELP Student Loan Trust 4.07029 04/26/2076 79545WAA3 105316117.6500000000 PA USD 102426980.5900000000 0.0928012716 Long ABS-O CORP US N 2 2076-04-26 Floating 4.07029 N N N N N N Sallie Mae Resecuritization FFELP Student Loan Trust N/A Sallie Mae Resecuritization FFELP Student Loan Trust 4.07029 04/26/2076 79545WAB1 52665914.0500000000 PA USD 50786767.9000000000 0.0460140152 Long ABS-O CORP US N 2 2076-04-26 Floating 4.07029 N N N N N N Sallie Mae Resecuritization FFELP Student Loan Trust N/A Sallie Mae Resecuritization FFELP Student Loan Trust 4.05029 04/26/2076 79545WAC9 51661051.9200000000 PA USD 50318448.3400000000 0.0455897066 Long ABS-O CORP US N 2 2076-04-26 Floating 4.05029 N N N N N N Sallie Mae Resecuritization FFELP Student Loan Trust N/A Sallie Mae Resecuritization FFELP Student Loan Trust 4.04029 04/26/2076 79545WAD7 79748296.9400000000 PA USD 76155556.4100000000 0.0689987387 Long ABS-O CORP US N 2 2076-04-26 Floating 4.04029 N N N N N N Sallie Mae Resecuritization FFELP Student Loan Trust N/A Sallie Mae Resecuritization FFELP Student Loan Trust 4.02029 04/26/2076 79545WAE5 129343901.2600000000 PA USD 123835519.6000000000 0.1121979152 Long ABS-O CORP US N 2 2076-04-26 Floating 4.02029 N N N N N N Sallie Mae Resecuritization FFELP Student Loan Trust N/A Sallie Mae Resecuritization FFELP Student Loan Trust 4.40029 04/26/2076 79545WAF2 64064124.6100000000 PA USD 62669808.6600000000 0.0567803317 Long ABS-O CORP US N 2 2076-04-26 Floating 4.40029 N N N N N N Sallie Mae Resecuritization FFELP Student Loan Trust N/A Sallie Mae Resecuritization FFELP Student Loan Trust 4.46029 04/26/2076 79545WAG0 129637542.5900000000 PA USD 126006861.7200000000 0.1141652026 Long ABS-O CORP US N 2 2076-04-26 Floating 4.46029 N N N N N N Sallie Mae Resecuritization FFELP Student Loan Trust N/A Sallie Mae Resecuritization FFELP Student Loan Trust 4.64029 07/28/2076 79546QAA5 5435591.0000000000 PA USD 5426881.5500000000 0.0049168833 Long ABS-O CORP US N 2 2076-07-28 Floating 4.64029 N N N N N N Sallie Mae Resecuritization FFELP Student Loan Trust N/A Sallie Mae Resecuritization FFELP Student Loan Trust 4.06029 07/28/2076 79546QAB3 52170327.0000000000 PA USD 50929586.2000000000 0.0461434120 Long ABS-O CORP US N 2 2076-07-28 Floating 4.06029 N N N N N N Sallie Mae Resecuritization FFELP Student Loan Trust N/A Sallie Mae Resecuritization FFELP Student Loan Trust 4.06029 07/28/2076 79546QAC1 84354882.0000000000 PA USD 82146876.0900000000 0.0744270163 Long ABS-O CORP US N 2 2076-07-28 Floating 4.06029 N N N N N N Sallie Mae Resecuritization FFELP Student Loan Trust N/A Sallie Mae Resecuritization FFELP Student Loan Trust 4.89029 07/28/2076 79546QAE7 18827753.0000000000 PA USD 18908655.8500000000 0.0171316903 Long ABS-O CORP US N 2 2076-07-28 Floating 4.89029 N N N N N N Sallie Mae Resecuritization FFELP Student Loan Trust N/A Sallie Mae Resecuritization FFELP Student Loan Trust 4.10699 06/30/2076 79546QAF4 41776857.0000000000 PA USD 41018381.4500000000 0.0371636256 Long ABS-O CORP US N 2 2076-06-30 Floating 4.10699 N N N N N N Sallie Mae Resecuritization FFELP Student Loan Trust N/A Sallie Mae Resecuritization FFELP Student Loan Trust 4.06699 06/30/2076 79546QAG2 6980096.0000000000 PA USD 6845688.6700000000 0.0062023562 Long ABS-O CORP US N 2 2076-06-30 Floating 4.06699 N N N N N N The Charles Schwab Corp. 549300VSGCJ7E698NM85 The Charles Schwab Corp. 5.643 05/19/2029 808513CD5 105792000.0000000000 PA USD 107794578.0300000000 0.0976644421 Long DBT CORP US N 2 2029-05-19 Variable 5.643 N N N N N N The Charles Schwab Corp. 549300VSGCJ7E698NM85 The Charles Schwab Corp. 5.853 05/19/2034 808513CE3 35585000.0000000000 PA USD 37183525.1700000000 0.0336891549 Long DBT CORP US N 2 2034-05-19 Variable 5.853 N N N N N N The Charles Schwab Corp. 549300VSGCJ7E698NM85 The Charles Schwab Corp. 6.136 08/24/2034 808513CH6 79900000.0000000000 PA USD 84888983.9700000000 0.0769114311 Long DBT CORP US N 2 2034-08-24 Variable 6.136 N N N N N N The Charles Schwab Corp. 549300VSGCJ7E698NM85 The Charles Schwab Corp. 6.196 11/17/2029 808513CJ2 177914000.0000000000 PA USD 184011621.6100000000 0.1667188896 Long DBT CORP US N 2 2029-11-17 Variable 6.196 N N N N N N The Charles Schwab Corp. 549300VSGCJ7E698NM85 The Charles Schwab Corp. 4.343 11/14/2031 808513CK9 84895000.0000000000 PA USD 83491024.3200000000 0.0756448465 Long DBT CORP US N 2 2031-11-14 Variable 4.343 N N N N N N Small Business Admin. - 504 Program N/A Small Business Admin. - 504 Program 6.07 07/01/2026 83162CQK2 80169.1100000000 PA USD 80169.8100000000 0.0000726357 Long ABS-O USGA US N 2 2026-07-01 Fixed 6.07 N N N N N N Small Business Admin. - 504 Program N/A Small Business Admin. - 504 Program 5.70 08/01/2026 83162CQL0 901.9400000000 PA USD 902.2200000000 0.0000008174 Long ABS-O USGA US N 2 2026-08-01 Fixed 5.7 N N N N N N Small Business Admin. - 504 Program N/A Small Business Admin. - 504 Program 5.54 09/01/2026 83162CQN6 1580.2900000000 PA USD 1582.7100000000 0.0000014340 Long ABS-O USGA US N 2 2026-09-01 Fixed 5.54 N N N N N N Small Business Admin. - 504 Program N/A Small Business Admin. - 504 Program 5.37 10/01/2026 83162CQP1 30928.2700000000 PA USD 30971.5100000000 0.0000280609 Long ABS-O USGA US N 2 2026-10-01 Fixed 5.37 N N N N N N Small Business Admin. - 504 Program N/A Small Business Admin. - 504 Program 5.12 12/01/2026 83162CQS5 32273.1100000000 PA USD 32230.9100000000 0.0000292020 Long ABS-O USGA US N 2 2026-12-01 Fixed 5.12 N N N N N N Small Business Admin. - 504 Program N/A Small Business Admin. - 504 Program 5.32 01/01/2027 83162CQU0 126491.9300000000 PA USD 126691.3700000000 0.0001147854 Long ABS-O USGA US N 2 2027-01-01 Fixed 5.32 N N N N N N Small Business Admin. - 504 Program N/A Small Business Admin. - 504 Program 5.23 03/01/2027 83162CQX4 247877.8600000000 PA USD 244935.7000000000 0.0002219175 Long ABS-O USGA US N 2 2027-03-01 Fixed 5.23 N N N N N N Small Business Admin. - 504 Program N/A Small Business Admin. - 504 Program 5.32 04/01/2027 83162CQY2 165962.0000000000 PA USD 166183.9100000000 0.0001505666 Long ABS-O USGA US N 2 2027-04-01 Fixed 5.32 N N N N N N Small Business Admin. - 504 Program N/A Small Business Admin. - 504 Program 5.82 07/01/2027 83162CRD7 227012.3500000000 PA USD 227385.9200000000 0.0002060170 Long ABS-O USGA US N 2 2027-07-01 Fixed 5.82 N N N N N N SMB Private Education Loan Trust (Private Loans) N/A SMB Private Education Loan Trust (Private Loans) 5.24 03/15/2056 831943AA3 206216793.5200000000 PA USD 207069541.2000000000 0.1876099112 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.24 N N N N N N SMB Private Education Loan Trust (Private Loans) N/A SMB Private Education Loan Trust (Private Loans) 5.50 06/17/2052 83206EAA5 34706300.8700000000 PA USD 35000266.7100000000 0.0317110710 Long ABS-O CORP US N 2 2052-06-17 Fixed 5.5 N N N N N N SMB Private Education Loan Trust (Private Loans) N/A SMB Private Education Loan Trust (Private Loans) 5.67 11/15/2052 83207DAA6 10046421.8700000000 PA USD 10130397.9000000000 0.0091783806 Long ABS-O CORP US N 2 2052-11-15 Fixed 5.67 N N N N N N SMB Private Education Loan Trust (Private Loans) N/A SMB Private Education Loan Trust (Private Loans) 5.13 04/15/2054 83207EAA4 16812527.2000000000 PA USD 16812443.1400000000 0.0152324719 Long ABS-O CORP US N 2 2054-04-15 Fixed 5.13 N N N N N N SMB Private Education Loan Trust (Private Loans) N/A SMB Private Education Loan Trust (Private Loans) 5.06 03/16/2054 83207VAA6 52296791.5300000000 PA USD 52279523.1300000000 0.0473664868 Long ABS-O CORP US N 2 2054-03-16 Fixed 5.06 N N N N N N SMB Private Education Loan Trust (Private Loans) N/A SMB Private Education Loan Trust (Private Loans) 5.02 03/17/2053 83208BAA9 67707383.2400000000 PA USD 67017201.2600000000 0.0607191724 Long ABS-O CORP US N 2 2053-03-17 Fixed 5.02 N N N N N N The Southern Co. 549300FC3G3YU2FBZD92 The Southern Co. 5.113 08/01/2027 842587DD6 208330000.0000000000 PA USD 209332838.1200000000 0.1896605118 Long DBT CORP US N 2 2027-08-01 Fixed 5.113 N N N N N N The Southern Co. 549300FC3G3YU2FBZD92 The Southern Co. 1.75 03/15/2028 842587DH7 19320000.0000000000 PA USD 18450223.0700000000 0.0167163393 Long DBT CORP US N 2 2028-03-15 Fixed 1.75 N N N N N N The Southern Co. 549300FC3G3YU2FBZD92 The Southern Co. 3.75 09/15/2051 842587DJ3 143981000.0000000000 PA USD 143489506.4600000000 0.1300048931 Long DBT CORP US N 2 2051-09-15 Variable 3.75 N N N N N N The Southern Co. 549300FC3G3YU2FBZD92 The Southern Co. 4.85 06/15/2028 842587DQ7 94205000.0000000000 PA USD 94758250.8900000000 0.0858532207 Long DBT CORP US N 2 2028-06-15 Fixed 4.85 N N N N N N The Southern Co. 549300FC3G3YU2FBZD92 The Southern Co. 5.50 03/15/2029 842587DS3 46162000.0000000000 PA USD 47205889.4600000000 0.0427696545 Long DBT CORP US N 2 2029-03-15 Fixed 5.5 N N N N N N Fixed Income Clearing Corporation 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO N/A 110764257.9600000000 PA USD 110764257.9600000000 0.1003550424 Long RA CORP US N 2 Repurchase N 1.3500000000 2026-07-01 113816200 USD 112979559.87704 USD UST N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 Synopsys, Inc. 4.65 04/01/2028 871607AB3 33830000.0000000000 PA USD 33866352.3600000000 0.0306837178 Long DBT CORP US N 2 2028-04-01 Fixed 4.65 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 Synopsys, Inc. 4.85 04/01/2030 871607AC1 149378000.0000000000 PA USD 149628000.5100000000 0.1355665141 Long DBT CORP US N 2 2030-04-01 Fixed 4.85 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 Synopsys, Inc. 5.00 04/01/2032 871607AD9 140068000.0000000000 PA USD 140313598.0300000000 0.1271274448 Long DBT CORP US N 2 2032-04-01 Fixed 5 N N N N N N T-Mobile U.S., Inc. 549300V2JRLO5DIFGE82 T-Mobile U.S., Inc. 3.875 04/15/2030 87264ABF1 251674000.0000000000 PA USD 243865917.3400000000 0.2209482999 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N T-Mobile U.S., Inc. 549300V2JRLO5DIFGE82 T-Mobile U.S., Inc. 3.375 04/15/2029 87264ABV6 229325000.0000000000 PA USD 221702755.2700000000 0.2008679499 Long DBT CORP US N 2 2029-04-15 Fixed 3.375 N N N N N N T-Mobile U.S., Inc. 549300V2JRLO5DIFGE82 T-Mobile U.S., Inc. 3.50 04/15/2031 87264ABW4 146267000.0000000000 PA USD 138026533.7000000000 0.1250553103 Long DBT CORP US N 2 2031-04-15 Fixed 3.5 N N N N N N T-Mobile U.S., Inc. 549300V2JRLO5DIFGE82 T-Mobile U.S., Inc. 2.55 02/15/2031 87264ACB9 132092000.0000000000 PA USD 119854596.8800000000 0.1085911049 Long DBT CORP US N 2 2031-02-15 Fixed 2.55 N N N N N N T-Mobile U.S., Inc. 549300V2JRLO5DIFGE82 T-Mobile U.S., Inc. 5.20 01/15/2033 87264ACV5 26930000.0000000000 PA USD 27248976.1600000000 0.0246882181 Long DBT CORP US N 2 2033-01-15 Fixed 5.2 N N N N N N Charter Communications, Inc. 549300U5NFR7S6E3GM41 Charter Communications, Inc. 6.55 05/01/2037 88732JAJ7 45183000.0000000000 PA USD 44788900.3200000000 0.0405798050 Long DBT CORP US N 2 2037-05-01 Fixed 6.55 N N N N N N Charter Communications, Inc. 549300U5NFR7S6E3GM41 Charter Communications, Inc. 6.75 06/15/2039 88732JAU2 120967000.0000000000 PA USD 118401634.6900000000 0.1072746867 Long DBT CORP US N 2 2039-06-15 Fixed 6.75 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust 3.84 06/17/2030 89231GAD0 52810000.0000000000 PA USD 52413650.3900000000 0.0474880093 Long ABS-O CORP US N 2 2030-06-17 Fixed 3.84 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust 3.94 02/17/2031 89231GAE8 33997000.0000000000 PA USD 33514059.0200000000 0.0303645316 Long ABS-O CORP US N 2 2031-02-17 Fixed 3.94 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust 4.34 11/15/2029 89231HAD8 16357000.0000000000 PA USD 16362895.0600000000 0.0148251707 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.34 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust 4.49 06/17/2030 89231HAE6 22366000.0000000000 PA USD 22338972.9300000000 0.0202396388 Long ABS-O CORP US N 2 2030-06-17 Fixed 4.49 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust 4.88 03/15/2029 89237QAD2 111527526.3600000000 PA USD 111974071.4200000000 0.1014511621 Long ABS-O CORP US N 2 2029-03-15 Fixed 4.88 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust 4.83 11/15/2029 89237QAE0 50237000.0000000000 PA USD 50482653.9100000000 0.0457384807 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.83 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust 4.11 03/15/2030 89238VAD0 175311000.0000000000 PA USD 174787153.2000000000 0.1583613027 Long ABS-O CORP US N 2 2030-03-15 Fixed 4.11 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust 4.40 06/15/2029 89239TAD4 56560845.9700000000 PA USD 56591354.8900000000 0.0512731085 Long ABS-O CORP US N 2 2029-06-15 Fixed 4.4 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust 4.43 04/15/2030 89239TAE2 12000000.0000000000 PA USD 11994481.2000000000 0.0108672842 Long ABS-O CORP US N 2 2030-04-15 Fixed 4.43 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust 4.64 08/15/2029 89240JAD3 135249000.0000000000 PA USD 135686030.0900000000 0.1229347586 Long ABS-O CORP US N 2 2029-08-15 Fixed 4.64 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust 4.76 05/15/2030 89240JAE1 37322000.0000000000 PA USD 37498129.9800000000 0.0339741943 Long ABS-O CORP US N 2 2030-05-15 Fixed 4.76 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust 3.86 09/16/2030 89240KAD0 114794000.0000000000 PA USD 113691587.3000000000 0.1030072722 Long ABS-O CORP US N 2 2030-09-16 Fixed 3.86 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust 3.97 07/15/2031 89240KAE8 20000000.0000000000 PA USD 19701820.0000000000 0.0178503158 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.97 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust 4.13 12/16/2030 89240QAD7 77711000.0000000000 PA USD 77257766.1300000000 0.0699973669 Long ABS-O CORP US N 2 2030-12-16 Fixed 4.13 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust 4.20 08/15/2031 89240QAE5 35000000.0000000000 PA USD 34697757.5000000000 0.0314369905 Long ABS-O CORP US N 2 2031-08-15 Fixed 4.2 N N N N N N TC Energy Corp. 549300Y0MFCAXLBWUV51 TC Energy Corp. 5.875 08/15/2076 89356BAB4 262724000.0000000000 PA USD 262956547.5200000000 0.2382448632 Long DBT CORP CA N 2 2076-08-15 Variable 5.875 N N N N N N TC Energy Corp. 549300Y0MFCAXLBWUV51 TC Energy Corp. 5.30 03/15/2077 89356BAC2 336202000.0000000000 PA USD 334999035.6200000000 0.3035170646 Long DBT CORP CA N 2 2077-03-15 Variable 5.3 N N N N N N TC Energy Corp. 549300Y0MFCAXLBWUV51 TC Energy Corp. 5.50 09/15/2079 89356BAE8 247531000.0000000000 PA USD 246241611.0200000000 0.2231007347 Long DBT CORP CA N 2 2079-09-15 Variable 5.5 N N N N N N TC Energy Corp. 549300Y0MFCAXLBWUV51 TC Energy Corp. 5.60 03/07/2082 89356BAG3 41226000.0000000000 PA USD 40777823.9100000000 0.0369456748 Long DBT CORP CA N 2 2082-03-07 Variable 5.6 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 5.959 01/12/2034 902613AV0 323212000.0000000000 PA USD 336804858.4300000000 0.3051531828 Long DBT CORP CH N 2 2034-01-12 Variable 5.959 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 5.617 09/13/2030 902613BL1 96410000.0000000000 PA USD 98673612.3200000000 0.0894006310 Long DBT CORP CH N 2 2030-09-13 Variable 5.617 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 5.58 05/09/2036 902613BQ0 96675000.0000000000 PA USD 98423321.9400000000 0.0891738620 Long DBT CORP CH N 2 2036-05-09 Variable 5.58 N N N N N N Unum Group 549300E32YFDO6TZ8R31 Unum Group 6.75 12/15/2028 903192AA0 7967000.0000000000 PA USD 8298947.3700000000 0.0075190430 Long DBT CORP US N 2 2028-12-15 Fixed 6.75 N N N N N N Ultrapar Participacoes SA 222100CXHWBP3H3SK244 Ultrapar Participacoes SA 5.25 10/06/2026 90401CAA7 151090000.0000000000 PA USD 150781557.3200000000 0.1366116639 Long DBT CORP LU N 2 2026-10-06 Fixed 5.25 N N N N N N Ultrapar Participacoes SA 222100CXHWBP3H3SK244 Ultrapar Participacoes SA 5.25 06/06/2029 90401CAC3 50542000.0000000000 PA USD 50590606.2400000000 0.0458362881 Long DBT CORP LU N 2 2029-06-06 Fixed 5.25 N N N N N N UniCredit SPA 549300TRUWO2CD2G5692 UniCredit SPA 7.296 04/02/2034 904678AQ2 369072400.0000000000 PA USD 388429926.2900000000 0.3519267177 Long DBT CORP IT N 2 2034-04-02 Variable 7.296 N N N N N N UniCredit SPA 549300TRUWO2CD2G5692 UniCredit SPA 5.459 06/30/2035 904678AS8 286189000.0000000000 PA USD 287717103.3000000000 0.2606785135 Long DBT CORP IT N 2 2035-06-30 Variable 5.459 N N N N N N Union Pacific Corp. N/A Union Pacific Corp. 5.082 01/02/2029 90783VAA3 248472.8700000000 PA USD 249733.4700000000 0.0002262644 Long DBT CORP US N 2 2029-01-02 Fixed 5.082 N N N N N N Union Pacific Corp. N/A Union Pacific Corp. 6.176 01/02/2031 90783XAA9 3630031.2100000000 PA USD 3741469.9000000000 0.0033898604 Long DBT CORP US N 2 2031-01-02 Fixed 6.176 N N N N N N Mexico Government International 254900EGTWEU67VP6075 Mexico Government International 4.75 04/27/2032 91087BAK6 36825000.0000000000 PA USD 35278350.0000000000 0.0319630211 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.75 N N N N N N Mexico Government International 254900EGTWEU67VP6075 Mexico Government International 6.875 05/13/2037 91087BBC3 123347000.0000000000 PA USD 129242986.6000000000 0.1170972085 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.875 N N N N N N Mexico Government International 254900EGTWEU67VP6075 Mexico Government International 4.75 03/22/2031 91087BBJ8 77725000.0000000000 PA USD 75669173.7500000000 0.0685580645 Long DBT NUSS MX N 2 2031-03-22 Fixed 4.75 N N N N N N Mexico Government International 254900EGTWEU67VP6075 Mexico Government International 5.625 09/22/2035 91087BBL3 183905000.0000000000 PA USD 178663707.5000000000 0.1618735527 Long DBT NUSS MX N 2 2035-09-22 Fixed 5.625 N N N N N N Mexico Government International 254900EGTWEU67VP6075 Mexico Government International 5.625 02/09/2034 91087BBQ2 180800000.0000000000 PA USD 177907200.0000000000 0.1611881390 Long DBT NUSS MX N 2 2034-02-09 Fixed 5.625 N N N N N N Mexico Government International 254900EGTWEU67VP6075 Mexico Government International 6.25 08/27/2037 91087BBT6 133425000.0000000000 PA USD 133464312.3400000000 0.1209218296 Long DBT NUSS MX N 2 2037-08-27 Fixed 6.25 N N N N N N Dept. of Veterans Affairs N/A Dept. of Veterans Affairs 7.50 06/01/2027 911760KT2 371324.7100000000 PA USD 374139.1700000000 0.0003389790 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 7.5 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 2.875 05/15/2052 912810TG3 1074945000.0000000000 PA USD 743601599.0700000000 0.6737206695 Long DBT UST US N 2 2052-05-15 Fixed 2.875 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 3.00 08/15/2052 912810TJ7 430333000.0000000000 PA USD 305116184.0100000000 0.2764424929 Long DBT UST US N 2 2052-08-15 Fixed 3 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 3.375 08/15/2042 912810TK4 815840000.0000000000 PA USD 680748366.7100000000 0.6167741516 Long DBT UST US N 2 2042-08-15 Fixed 3.375 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.00 11/15/2052 912810TL2 617515000.0000000000 PA USD 528361271.8800000000 0.4787078327 Long DBT UST US N 2 2052-11-15 Fixed 4 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.00 11/15/2042 912810TM0 148200000.0000000000 PA USD 133733132.4400000000 0.1211653870 Long DBT UST US N 2 2042-11-15 Fixed 4 N N N N N N U.S. Treasury Inflation Indexed 254900HROIFWPRGM1V77 U.S. Treasury Inflation Indexed 1.50 02/15/2053 912810TP3 460647792.8900000000 PA USD 349803238.4700000000 0.3169300232 Long DBT UST US N 2 2053-02-15 Fixed 1.5 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.125 08/15/2053 912810TT5 2102776000.0000000000 PA USD 1836807681.3600000000 1.6641912853 Long DBT UST US N 2 2053-08-15 Fixed 4.125 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.75 11/15/2053 912810TV0 297025000.0000000000 PA USD 287348483.9100000000 0.2603445356 Long DBT UST US N 2 2053-11-15 Fixed 4.75 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.25 02/15/2054 912810TX6 99010000.0000000000 PA USD 88343219.0400000000 0.0800410499 Long DBT UST US N 2 2054-02-15 Fixed 4.25 N N N N N N U.S. Treasury Inflation Indexed 254900HROIFWPRGM1V77 U.S. Treasury Inflation Indexed 2.125 02/15/2054 912810TY4 123948105.4000000000 PA USD 108201824.8500000000 0.0980334173 Long DBT UST US N 2 2054-02-15 Fixed 2.125 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.50 02/15/2044 912810TZ1 816805000.0000000000 PA USD 777879136.7200000000 0.7047769309 Long DBT UST US N 2 2044-02-15 Fixed 4.5 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.125 08/15/2044 912810UD8 1041830000.0000000000 PA USD 942205006.2500000000 0.8536600627 Long DBT UST US N 2 2044-08-15 Fixed 4.125 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.50 11/15/2054 912810UE6 99640000.0000000000 PA USD 92754720.5600000000 0.0840379748 Long DBT UST US N 2 2054-11-15 Fixed 4.5 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.625 11/15/2044 912810UF3 1634236000.0000000000 PA USD 1574931111.7400000000 1.4269249077 Long DBT UST US N 2 2044-11-15 Fixed 4.625 N N N N N N U.S. Treasury Inflation Indexed 254900HROIFWPRGM1V77 U.S. Treasury Inflation Indexed 2.375 02/15/2055 912810UH9 196888722.8400000000 PA USD 181116947.7600000000 0.1640962465 Long DBT UST US N 2 2055-02-15 Fixed 2.375 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.75 05/15/2055 912810UK2 224190000.0000000000 PA USD 217473056.8600000000 0.1970357429 Long DBT UST US N 2 2055-05-15 Fixed 4.75 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.875 08/15/2045 912810UN6 199280000.0000000000 PA USD 197762046.3800000000 0.1791771003 Long DBT UST US N 2 2045-08-15 Fixed 4.875 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.625 11/15/2045 912810UQ9 316732000.0000000000 PA USD 304211188.1300000000 0.2756225452 Long DBT UST US N 2 2045-11-15 Fixed 4.625 N N N N N N U.S. Treasury Inflation Indexed 254900HROIFWPRGM1V77 U.S. Treasury Inflation Indexed 2.375 02/15/2056 912810US5 105163684.4400000000 PA USD 96890035.6800000000 0.0877846683 Long DBT UST US N 2 2056-02-15 Fixed 2.375 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.625 02/15/2046 912810UT3 430000000.0000000000 PA USD 412732812.5000000000 0.3739457085 Long DBT UST US N 2 2046-02-15 Fixed 4.625 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 3.75 12/31/2030 91282CJQ5 1293075000.0000000000 PA USD 1268981379.2100000000 1.1497272000 Long DBT UST US N 2 2030-12-31 Fixed 3.75 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.625 04/30/2031 91282CKN0 643545000.0000000000 PA USD 655058419.0500000000 0.5934984503 Long DBT UST US N 2 2031-04-30 Fixed 4.625 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.25 06/30/2031 91282CKW0 495035000.0000000000 PA USD 495750479.0400000000 0.4491616816 Long DBT UST US N 2 2031-06-30 Fixed 4.25 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 3.875 08/15/2034 91282CLF6 886100000.0000000000 PA USD 855882607.6800000000 0.7754499240 Long DBT UST US N 2 2034-08-15 Fixed 3.875 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.00 06/30/2032 91282CNJ6 398565000.0000000000 PA USD 393006887.5200000000 0.3560735530 Long DBT UST US N 2 2032-06-30 Fixed 4 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.00 11/15/2035 91282CPJ4 86350000.0000000000 PA USD 83530132.8100000000 0.0756802797 Long DBT UST US N 2 2035-11-15 Fixed 4 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 3.50 01/15/2029 91282CPT2 757853000.0000000000 PA USD 745685905.0200000000 0.6756091001 Long DBT UST US N 2 2029-01-15 Fixed 3.5 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.00 01/31/2033 91282CPY1 750000000.0000000000 PA USD 737197267.5000000000 0.6679181934 Long DBT UST US N 2 2033-01-31 Fixed 4 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 4.125 02/15/2036 91282CPZ8 325000000.0000000000 PA USD 317078125.0000000000 0.2872802949 Long DBT UST US N 2 2036-02-15 Fixed 4.125 N N N N N N U.S. Treasury Note/Bond 254900HROIFWPRGM1V77 U.S. Treasury Note/Bond 3.75 04/30/2028 91282CQL8 540100000.0000000000 PA USD 536196934.9400000000 0.4858071291 Long DBT UST US N 2 2028-04-30 Fixed 3.75 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 2.00 05/15/2030 91324PDX7 6950000.0000000000 PA USD 6325063.8500000000 0.0057306577 Long DBT CORP US N 2 2030-05-15 Fixed 2 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 2.30 05/15/2031 91324PED0 22957000.0000000000 PA USD 20554416.3400000000 0.0186227883 Long DBT CORP US N 2 2031-05-15 Fixed 2.3 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 4.90 04/15/2031 91324PFA5 25000000.0000000000 PA USD 25257898.7500000000 0.0228842548 Long DBT CORP US N 2 2031-04-15 Fixed 4.9 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 4.95 01/15/2032 91324PFH0 38689000.0000000000 PA USD 38966099.9000000000 0.0353042099 Long DBT CORP US N 2 2032-01-15 Fixed 4.95 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 1.75 01/20/2031 92343VFR0 89086000.0000000000 PA USD 78253929.9200000000 0.0708999149 Long DBT CORP US N 2 2031-01-20 Fixed 1.75 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 2.55 03/21/2031 92343VGJ7 142615000.0000000000 PA USD 129468295.7800000000 0.1173013439 Long DBT CORP US N 2 2031-03-21 Fixed 2.55 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 4.75 01/15/2033 92343VHF4 50980000.0000000000 PA USD 50187859.0000000000 0.0454713895 Long DBT CORP US N 2 2033-01-15 Fixed 4.75 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 6.20 05/14/2056 92343VHN7 65790000.0000000000 PA USD 66512571.5700000000 0.0602619660 Long DBT CORP US N 2 2056-05-14 Variable 6.2 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 6.05 05/14/2058 92343VHP2 93470000.0000000000 PA USD 94333288.9200000000 0.0854681951 Long DBT CORP US N 2 2058-05-14 Variable 6.05 N N N N N N Dominion Energy, Inc. CQKUMNNZVDJLRYV2PT43 Dominion Energy, Inc. 2.30 11/15/2031 927804GE8 48390000.0000000000 PA USD 42958212.8200000000 0.0389211588 Long DBT CORP US N 2 2031-11-15 Fixed 2.3 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc. 1.40 08/15/2026 928563AJ4 87063000.0000000000 PA USD 86732148.4100000000 0.0785813817 Long DBT CORP US N 2 2026-08-15 Fixed 1.4 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 7.00 04/04/2079 92857WBQ2 241770000.0000000000 PA USD 250727578.5000000000 0.2271651275 Long DBT CORP GB N 2 2079-04-04 Variable 7 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A Volkswagen Auto Loan Enhanced Trust 4.50 08/20/2029 92868MAD1 43880000.0000000000 PA USD 43969058.8500000000 0.0398370092 Long ABS-O CORP US N 2 2029-08-20 Fixed 4.5 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A Volkswagen Auto Loan Enhanced Trust 4.61 07/21/2031 92868MAE9 45720000.0000000000 PA USD 45871118.3200000000 0.0415603202 Long ABS-O CORP US N 2 2031-07-21 Fixed 4.61 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A Volkswagen Auto Loan Enhanced Trust 4.63 07/20/2029 92868RAD0 104325000.0000000000 PA USD 104666695.6700000000 0.0948305065 Long ABS-O CORP US N 2 2029-07-20 Fixed 4.63 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A Volkswagen Auto Loan Enhanced Trust 4.67 06/20/2031 92868RAE8 14000000.0000000000 PA USD 14048092.8000000000 0.0127279050 Long ABS-O CORP US N 2 2031-06-20 Fixed 4.67 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A Volkswagen Auto Loan Enhanced Trust 3.92 03/20/2030 92869QAD1 20603000.0000000000 PA USD 20425818.3200000000 0.0185062754 Long ABS-O CORP US N 2 2030-03-20 Fixed 3.92 N N N N N N Volkswagen Auto Loan Enhanced Trust N/A Volkswagen Auto Loan Enhanced Trust 4.05 09/20/2032 92869QAE9 32180000.0000000000 PA USD 31718870.2500000000 0.0287380481 Long ABS-O CORP US N 2 2032-09-20 Fixed 4.05 N N N N N N Bank of America N/A BOFA SECURITIES, INC. REPO 3.64 20260701 UST N/A 75000000.0000000000 PA USD 75000000.0000000000 0.0679517772 Long RA CORP US N 2 Repurchase Y 3.61 2026-07-01 77095900 USD 76507765.71 USD UST N N N Standard Chartered PLC RILFO74KP1CM8P6PCT96 STANDARD CHARTERED SECURITIES NORTH AMERICA LLC REPO 3.64 20260701 UST 935QEJ007 125000000.0000000000 PA USD 125000000.0000000000 0.1132529621 Long RA CORP GB N 2 Repurchase Y 3.64 2026-07-01 121079100 USD 127512894.26 USD UST N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 4.30 07/22/2027 94974BGL8 155940000.0000000000 PA USD 155834020.0600000000 0.1411893149 Long DBT CORP US N 2 2027-07-22 Fixed 4.3 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 2.879 10/30/2030 95000U2G7 46110000.0000000000 PA USD 43404604.5700000000 0.0393256003 Long DBT CORP US N 2 2030-10-30 Variable 2.879 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 2.572 02/11/2031 95000U2J1 43185000.0000000000 PA USD 39981293.1400000000 0.0362239990 Long DBT CORP US N 2 2031-02-11 Variable 2.572 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 2.393 06/02/2028 95000U2S1 36870000.0000000000 PA USD 36138223.7800000000 0.0327420871 Long DBT CORP US N 2 2028-06-02 Variable 2.393 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 3.35 03/02/2033 95000U2U6 17014000.0000000000 PA USD 15640045.6600000000 0.0141702520 Long DBT CORP US N 2 2033-03-02 Variable 3.35 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 4.808 07/25/2028 95000U3A9 6925000.0000000000 PA USD 6943912.5200000000 0.0062913493 Long DBT CORP US N 2 2028-07-25 Variable 4.808 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 4.897 07/25/2033 95000U3B7 103869000.0000000000 PA USD 103209885.7600000000 0.0935106022 Long DBT CORP US N 2 2033-07-25 Variable 4.897 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 5.389 04/24/2034 95000U3D3 83170000.0000000000 PA USD 84437976.5500000000 0.0765028076 Long DBT CORP US N 2 2034-04-24 Variable 5.389 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 5.198 01/23/2030 95000U3J0 128555000.0000000000 PA USD 129999895.2100000000 0.1177829856 Long DBT CORP US N 2 2030-01-23 Variable 5.198 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 5.707 04/22/2028 95000U3L5 116790000.0000000000 PA USD 117840547.0700000000 0.1067663281 Long DBT CORP US N 2 2028-04-22 Variable 5.707 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 4.90 01/24/2028 95000U3R2 110392000.0000000000 PA USD 110642025.7400000000 0.1002442972 Long DBT CORP US N 2 2028-01-24 Variable 4.9 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 4.844 05/20/2032 95000U4J9 225725000.0000000000 PA USD 224961893.7500000000 0.2038208066 Long DBT CORP US N 2 2032-05-20 Variable 4.844 N N N N N N N/A N/A US 10YR NOTE (CBT)Sep26 N/A 74278.0000000000 NC USD 42994587.3100000000 0.0389541149 N/A DIR US N 1 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Long US 10YR NOTE TYU6 2026-09-21 8119461256.4400000000 USD 42994587.3100000000 N N N N/A N/A US ULTRA BOND CBT Sep26 N/A 24789.0000000000 NC USD 96835653.6600000000 0.0877353969 N/A DIR US N 1 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Long US ULTRA BOND WNU6 2026-09-21 2782561627.5900000000 USD 96835653.6600000000 N N N Fixed Income Clearing Corporation 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO N/A 151000000 PA USD 151000000 0.1368095782 Long RA CORP US N 2 Repurchase N 3.61 2026-07-01 152731400 USD 154020071.18750003 USD UST N N N 2026-08-28 Dodge & Cox Funds Shelly Chu Shelly Chu Treasurer