NPORT-P false 0000892538 XXXXXXXX S000008104 C000022035 C000022036 C000022037 SUNAMERICA SERIES TRUST 811-07238 0000892538 549300YDIAXUNCUXFM44 5300 Memorial Drive Suite 1150 Houston 77007 800-858-8850 SA MFS Total Return Portfolio S000008104 549300R0XKDXXNBUV679 2027-01-31 2026-07-31 N 484303337.60 4636687.87 479666649.73 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1279296.02000000 0.00000000 0.00000000 68084.33000000 USD N 60% S&P500, 40% Blmbg Agg 60% SPX, 40% LBUSTRUU AGCO Corp LYOM0B2GCF1JWXK5ZG04 001084102 14452.00000000 NS USD 1476416.32000000 0.307800494537 Long EC CORP US N 1 N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAJ4 586000.00000000 PA USD 560875.34000000 0.116930234844 Long DBT CORP HK N 2 2030-04-07 Fixed 3.38000000 N N N N N N ACORE Issuer, LLC N/A 00485EAC7 666500.00000000 PA USD 666498.93000000 0.138950442015 Long ABS-CBDO CORP KY N 2 2043-08-20 Floating 5.37000000 N N N N N N Acres PLC N/A 00501XAA9 956000.00000000 PA USD 956597.12000000 0.199429566457 Long ABS-CBDO CORP US N 2 2044-08-18 Floating 5.12000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 150000.00000000 PA USD 148797.83000000 0.031021091435 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 260000.00000000 PA USD 258839.35000000 0.053962340334 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N ADVENTIST HEALTH SYS/W 5493008YM33UCY5QPW83 007944AH4 568000.00000000 PA USD 572475.39000000 0.119348591427 Long DBT CORP US N 2 2032-03-01 Fixed 5.43000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 11328.00000000 NS USD 1567455.36000000 0.326780142184 Long EC CORP US N 1 N N N Airbnb Inc 549300HMUDNO0RY56D37 009066101 9287.00000000 NS USD 1407166.24000000 0.293363368245 Long EC CORP US N 1 N N N Albertsons Cos Inc 549300YKWOC0AOR16R51 013091103 101045.00000000 NS USD 1170101.10000000 0.243940474214 Long EC CORP US N 1 N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAD5 200000.00000000 PA USD 183941.53000000 0.038347783841 Long DBT CORP US N 2 2030-05-27 Fixed 2.60000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAP1 524000.00000000 PA USD 402635.96000000 0.083940786841 Long DBT CORP CA N 2 2041-05-13 Fixed 3.44000000 N N N N N N UMBS, TBA N/A 01F020687 975000.00000000 PA USD 759281.25000000 0.158293525394 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 2.00000000 N N N N N N UMBS, TBA N/A 01F050684 400000.00000000 PA USD 385986.38000000 0.080469713751 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F052680 575000.00000000 PA USD 569023.01000000 0.118628845745 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F060683 1675000.00000000 PA USD 1693444.63000000 0.353046147976 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 6.00000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K404 16814.00000000 NS USD 843390.24000000 0.175828409266 Long EP CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K602 16814.00000000 NS USD 844062.80000000 0.175968623308 Long EP CORP US N 1 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 18005.00000000 NS USD 1230281.65000000 0.256486801968 Long EC CORP US N 1 N N N Diageo PLC 213800ZVIELEA55JMJ32 000000000 85321.00000000 NS 1878245.61000000 0.391573108336 Long EC CORP GB N 2 N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AW1 264000.00000000 PA USD 274457.48000000 0.057218378670 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N AMERICAN TRANSMISSION SY N/A 030288AC8 125000.00000000 PA USD 110596.89000000 0.023057031390 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03067FAB6 85438.08000000 PA USD 85420.28000000 0.017808259141 Long ABS-O CORP US N 2 2029-03-19 Fixed 4.22000000 N N N N N N Angel Oak Mortgage Trust 254900O3R79X1AD55F36 03466JAA7 236896.19000000 PA USD 236366.85000000 0.049277315846 Long ABS-MBS CORP US N 2 2069-09-25 Variable 5.14000000 N N N N N N Angel Oak Mortgage Trust 2549009VFCBSE99NTJ29 03466MAE2 671662.25000000 PA USD 669307.33000000 0.139535931959 Long ABS-MBS CORP US N 2 2071-06-25 Variable 5.51000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AW0 422000.00000000 PA USD 429357.92000000 0.089511730749 Long DBT CORP GB N 2 2030-04-01 Fixed 5.63000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 1034000.00000000 PA USD 942028.20000000 0.196392265447 Long DBT CORP GB N 2 2030-09-10 Fixed 2.63000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BB5 200000.00000000 PA USD 195434.57000000 0.040743831181 Long DBT CORP GB N 2 2029-03-16 Fixed 3.88000000 N N N N N N Angel Oak Mortgage Trust 254900S8TF74AZOT0548 034932AA1 378648.23000000 PA USD 378784.16000000 0.078968208486 Long ABS-MBS CORP US N 2 2069-10-25 Variable 5.65000000 N N N N N N Angel Oak Mortgage Trust 254900QN92XYN8GJBJ44 034933AA9 446152.68000000 PA USD 444670.52000000 0.092704072766 Long ABS-MBS CORP US N 2 2069-10-25 Variable 5.35000000 N N N N N N Angel Oak Mortgage Trust 254900CFOEUA52TRVZ51 034940AA4 149180.22000000 PA USD 147537.25000000 0.030758288090 Long ABS-MBS CORP US N 2 2070-09-25 Variable 4.96000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBJ6 668000.00000000 PA USD 814048.79000000 0.169711359015 Long DBT CORP US N 2 2039-11-15 Fixed 8.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AM2 174000.00000000 PA USD 159137.10000000 0.033176602978 Long DBT CORP US N 2 2038-04-15 Fixed 4.38000000 N N N N N N AON CORP LTS3U8DGK38SETRUWX71 037389BB8 439000.00000000 PA USD 436985.10000000 0.091101830874 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880XAE6 1098000.00000000 PA USD 1098000.11000000 0.228908995573 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 5.73000000 N N N N N N Arbor Realty Commercial Real Estate Notes N/A 03881XAA3 187757.00000000 PA USD 188282.85000000 0.039252854061 Long ABS-CBDO CORP US N 2 2043-09-20 Floating 5.17000000 N N N N N N Arbor Realty Commercial Real Estate Notes N/A 03881XAC9 100000.00000000 PA USD 100341.79000000 0.020919067451 Long ABS-CBDO CORP US N 2 2043-09-20 Floating 5.42000000 N N N N N N ARDN 2025-ARCP Mortgage Trust N/A 039961AA5 906000.00000000 PA USD 906848.38000000 0.189058042811 Long ABS-MBS CORP US N 2 2035-06-15 Floating 5.43000000 N N N N N N AREIT CRE Trust N/A 04002VAE1 668000.00000000 PA USD 668206.81000000 0.139306497622 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 5.47000000 N N N N N N ARI Fleet Lease Trust N/A 04033GAB3 10219.79000000 PA USD 10246.24000000 0.002136116823 Long ABS-O CORP US N 2 2032-07-15 Fixed 6.05000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAC5 639000.00000000 PA USD 561180.41000000 0.116993835263 Long DBT CORP US N 2 2032-02-15 Fixed 2.95000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 892000.00000000 PA USD 897523.29000000 0.187113965606 Long DBT CORP US N 2 2032-08-11 Fixed 5.50000000 N N N N N N Aspire Mortgage Trust N/A 04539CAC9 760078.89000000 PA USD 757195.99000000 0.157858794316 Long ABS-MBS CORP US N 2 2066-05-25 Variable 5.46000000 N N N N N N AutoNation Finance Trust 2025-1 N/A 05330WAB5 180007.97000000 PA USD 179829.83000000 0.037490584367 Long ABS-O CORP US N 2 2029-01-11 Fixed 3.95000000 N N N N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 8396.00000000 NS USD 1425053.08000000 0.297092382970 Long EC CORP US N 1 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAJ0 464000.00000000 PA USD 460757.49000000 0.096057853982 Long DBT CORP KY N 2 2027-02-15 Fixed 3.25000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 169000.00000000 PA USD 164205.44000000 0.034233240958 Long DBT CORP KY N 2 2027-11-18 Fixed 2.53000000 N N N N N N BDS Ltd N/A 05494WAA9 1024882.00000000 PA USD 1026545.28000000 0.214012227153 Long ABS-CBDO CORP US N 2 2043-05-19 Floating 5.02000000 N N N N N N Bank 549300664283JRAXM588 05495BBH8 144853.00000000 PA USD 147222.69000000 0.030692709214 Long ABS-MBS CORP US N 2 2069-05-15 Fixed 5.59000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 224000.00000000 PA USD 212719.73000000 0.044347408793 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 1153000.00000000 PA USD 1149440.22000000 0.239633132853 Long DBT CORP GB N 2 2028-03-16 Fixed 4.45000000 N N N N N N BDS Ltd N/A 05556XAA2 1012377.00000000 PA USD 1014786.36000000 0.211560749652 Long ABS-CBDO CORP US N 2 2043-06-19 Floating 5.07000000 N N N N N N BDS Ltd N/A 05557UAC3 717905.00000000 PA USD 718127.91000000 0.149713954556 Long ABS-CBDO CORP US N 2 2044-02-19 Floating 0.00000000 N N N N N N BXMT Ltd N/A 05609GAC2 1187000.00000000 PA USD 1186580.87000000 0.247376145635 Long ABS-CBDO CORP US N 2 2038-05-15 Floating 5.34000000 N N N N N N BX Trust N/A 05620HAA9 235701.92000000 PA USD 236438.49000000 0.049292251219 Long ABS-MBS CORP US N 2 2043-04-15 Floating 5.06000000 N N N N N N Bain Capital Credit CLO, Limited 254900XLVE4635MESI73 05684KBG1 293336.00000000 PA USD 292739.35000000 0.061029748506 Long ABS-CBDO CORP JE N 2 2036-10-20 Floating 4.88000000 N N N N N N Bain Capital Credit CLO, Limited 254900XLVE4635MESI73 05684KBL0 1000000.00000000 PA USD 1001049.00000000 0.208696810704 Long ABS-CBDO CORP JE N 2 2036-10-20 Floating 5.33000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 153342.00000000 NS USD 9499536.90000000 1.980445566800 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 632000.00000000 PA USD 557166.43000000 0.116157008270 Long DBT CORP US N 2 2032-10-20 Fixed 2.57000000 N N N N N N Bank5 N/A 06211GAG1 433525.00000000 PA USD 435239.24000000 0.090737857269 Long ABS-MBS CORP US N 2 2058-11-15 Fixed 5.23000000 N N N N N N Bank 549300664283JRAXM588 06541DBH6 426152.00000000 PA USD 436329.28000000 0.090965106756 Long ABS-MBS CORP US N 2 2056-08-15 Fixed 5.75000000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAP8 860000.00000000 PA USD 844542.36000000 0.176068601074 Long DBT CORP US N 2 2036-07-20 Fixed 5.63000000 N N N N N N Bayview Financial Revolving Mortgage Loan Trust N/A 073250BW1 30717.62000000 PA USD 83362.75000000 0.017379309161 Long ABS-MBS CORP US N 2 2040-12-28 Floating 5.46000000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887109 50667.00000000 NS USD 8391468.54000000 1.749437561423 Long EC CORP US N 1 N N N BENCHMARK Mortgage Trust N/A 08163VAC1 30512.00000000 PA USD 31164.81000000 0.006497180910 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.36000000 N N N N N N BENCHMARK Mortgage Trust N/A 08164EAC8 420058.00000000 PA USD 420758.40000000 0.087718919011 Long ABS-MBS CORP US N 2 2058-10-15 Fixed 5.18000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023105 4984.00000000 NS USD 1077241.76000000 0.224581333850 Long EC CORP US N 1 N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023204 21301.00000000 NS USD 1423119.81000000 0.296689338481 Long EP CORP US N 1 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 219000.00000000 PA USD 206866.93000000 0.043127228069 Long DBT CORP US N 2 2050-05-01 Fixed 5.81000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DS1 443000.00000000 PA USD 474431.87000000 0.098908662978 Long DBT CORP US N 2 2034-05-01 Fixed 6.53000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 195000.00000000 PA USD 208896.99000000 0.043550451155 Long DBT CORP US N 2 2054-05-01 Fixed 6.86000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBE3 259000.00000000 PA USD 223544.83000000 0.046604205259 Long DBT US N 2 2032-04-01 Fixed 2.55000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBJ2 728000.00000000 PA USD 722655.96000000 0.150657953895 Long DBT US N 2 2035-01-15 Fixed 5.75000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 127215.00000000 NS USD 5944756.95000000 1.239351735907 Long EC CORP US N 1 N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137BA4 312000.00000000 PA USD 288101.21000000 0.060062797812 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBT6 961000.00000000 PA USD 856537.45000000 0.178569314852 Long DBT CORP US N 2 2032-01-12 Fixed 2.72000000 N N N N N N BRAZOS SECURITIZATN LLC N/A 106230AB1 347000.00000000 PA USD 334394.96000000 0.069714031648 Long DBT CORP US N 2 2040-09-01 Fixed 5.24000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAH6 39000.00000000 PA USD 38253.99000000 0.007975119809 Long DBT US N 2 2029-05-15 Fixed 4.13000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 385000.00000000 PA USD 371610.67000000 0.077472692798 Long DBT US N 2 2030-07-01 Fixed 4.05000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AE1 493000.00000000 PA USD 463114.54000000 0.096549247328 Long DBT CORP US N 2 2032-03-17 Fixed 4.20000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AM3 136000.00000000 PA USD 133357.19000000 0.027802055880 Long DBT CORP US N 2 2035-06-23 Fixed 5.55000000 N N N N N N Business Jet Securities, LLC N/A 12013JAA6 211680.00000000 PA USD 210575.60000000 0.043900404607 Long ABS-O CORP US N 2 2041-06-15 Fixed 5.46000000 N N N N N N Business Jet Securities, LLC N/A 12327CAA2 137624.02000000 PA USD 138872.01000000 0.028951775170 Long ABS-O CORP US N 2 2039-05-15 Fixed 6.20000000 N N N N N N BX Trust N/A 123915AA8 382000.00000000 PA USD 382716.75000000 0.079788067445 Long ABS-MBS CORP US N 2 2043-05-15 Floating 5.08000000 N N N N N N BX Trust N/A 12433HAA2 384731.02000000 PA USD 385452.35000000 0.080358380182 Long ABS-MBS CORP US N 2 2042-08-15 Floating 5.06000000 N N N N N N BX Trust N/A 12434JAC3 73582.00000000 PA USD 73765.01000000 0.015378390397 Long ABS-MBS CORP US N 2 2043-07-15 Floating 5.23000000 N N N N N N Cigna Group/The 549300VIWYMSIGT1U456 125523100 26900.00000000 NS USD 7506445.00000000 1.564929520162 Long EC CORP US N 1 N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CJ7 102000.00000000 PA USD 77202.19000000 0.016094967211 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 2852.00000000 NS USD 763737.08000000 0.159222468443 Long EC CORP US N 1 N N N CPS Auto Trust N/A 12676XAA3 254926.82000000 PA USD 254845.04000000 0.053129614106 Long ABS-O CORP US N 2 2030-02-15 Fixed 4.35000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCN3 962000.00000000 PA USD 922527.07000000 0.192326706582 Long DBT CORP US N 2 2030-03-01 Fixed 3.27000000 N N N N N N Chesapeake IV Funding N/A 16517BAB3 160000.00000000 PA USD 159809.50000000 0.033316783664 Long ABS-O CORP IE N 2 2028-12-15 Fixed 4.26000000 N N N N N N Chevron Corp N/A 166764100 13953.00000000 NS USD 2746368.99000000 0.572557836060 Long EC CORP US N 1 N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 192446102 34355.00000000 NS USD 1901549.25000000 0.396431407326 Long EC CORP US N 1 N N N COLT Funding LLC 213800AWBXHFGYDU9Q16 19685AAA7 271120.94000000 PA USD 269624.54000000 0.056210816439 Long ABS-MBS CORP US N 2 2069-08-25 Variable 5.12000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 183328.00000000 NS USD 4392538.88000000 0.915748235253 Long EC CORP US N 1 N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754TAB8 125034.79000000 PA USD 125112.91000000 0.026083303909 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 4.62000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 61694.00000000 NS USD 7432893.12000000 1.549595562706 Long EC CORP US N 1 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 19439.00000000 NS USD 2531540.97000000 0.527770894938 Long EC CORP US N 1 N N N CONSUMERS 23 SECURE FUND N/A 21071BAA3 77162.85000000 PA USD 77414.22000000 0.016139170826 Long DBT CORP US N 2 2028-03-01 Fixed 5.55000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAH4 507000.00000000 PA USD 501874.53000000 0.104629857064 Long DBT US N 2 2027-09-01 Fixed 3.65000000 N N N N N N Dwight 2025-FL1 Issuer LLC N/A 233636AA7 676000.00000000 PA USD 678080.19000000 0.141364881294 Long ABS-CBDO CORP US N 2 2042-06-18 Floating 5.33000000 N N N N N N Dell Equipment Finance Trust N/A 246921AC4 228000.00000000 PA USD 227849.13000000 0.047501557618 Long ABS-O CORP US N 2 2028-07-24 Fixed 4.24000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361702 26906.00000000 NS USD 2352660.64000000 0.490478260542 Long EC CORP US N 1 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CP2 188000.00000000 PA USD 186723.28000000 0.038927717844 Long DBT CORP DE N 2 2027-11-16 Fixed 2.31000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 485000.00000000 PA USD 497810.79000000 0.103782656200 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBB4 499000.00000000 PA USD 463852.18000000 0.096703029126 Long DBT CORP GB N 2 2029-10-24 Fixed 2.38000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 7544.00000000 NS USD 1531054.80000000 0.319191421972 Long EC CORP US N 1 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAZ2 282000.00000000 PA USD 281116.57000000 0.058606653215 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N Dryden Senior Loan Fund 549300KI3ILQQHC87U86 26245MAC5 16368.35000000 PA USD 16384.15000000 0.003415736743 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.03000000 N N N N N N Dryden Senior Loan Fund 25490017VKY7XEFZL303 26245XBC0 1199001.00000000 PA USD 1200586.08000000 0.250295925446 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 5.35000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 28816.00000000 NS USD 3614390.88000000 0.753521405341 Long EC CORP US N 1 N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAS4 61000.00000000 PA USD 60926.44000000 0.012701829496 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBT1 628000.00000000 PA USD 606594.64000000 0.126461708426 Long DBT CORP US N 2 2032-08-15 Fixed 4.50000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBJ2 944000.00000000 PA USD 935767.29000000 0.195087002718 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N N Elm CLO Ltd 254900IIXJ23M1M8Y987 26860XBA8 537460.00000000 PA USD 536549.17000000 0.111858760725 Long ABS-MBS CORP US N 2 2039-06-10 Variable 6.00000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAE8 762000.00000000 PA USD 763176.44000000 0.159105587271 Long DBT CORP IT N 2 2028-09-12 Fixed 4.75000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 240000.00000000 PA USD 265881.54000000 0.055430482846 Long DBT CORP US N 2 2037-10-15 Fixed 7.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAR0 719000.00000000 PA USD 725604.06000000 0.151272568232 Long DBT CORP US N 2 2034-02-01 Fixed 5.75000000 N N N N N N EAST OHIO GAS CO/THE BC95Y6MXLT75BGO7UM71 27409LAC7 229000.00000000 PA USD 204716.57000000 0.042678925064 Long DBT CORP US N 2 2030-06-15 Fixed 2.00000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAD5 200000.00000000 PA USD 206632.52000000 0.043078358713 Long DBT CORP FR N 2 2053-05-23 Fixed 6.90000000 N N N N N N EMPIRE DISTRICT BONDCO N/A 291918AA8 211373.15000000 PA USD 210760.46000000 0.043938943872 Long DBT CORP US N 2 2033-01-01 Fixed 4.94000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCC7 746000.00000000 PA USD 754855.42000000 0.157370836689 Long DBT CORP CA N 2 2034-04-05 Fixed 5.63000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 525000.00000000 PA USD 536011.55000000 0.111746678719 Long DBT CORP US N 2 2033-02-15 Fixed 5.75000000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29374LAB6 60721.15000000 PA USD 61144.93000000 0.012747379880 Long ABS-O CORP US N 2 2030-03-20 Fixed 6.40000000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29374MAB4 49078.72000000 PA USD 49140.71000000 0.010244762696 Long ABS-O CORP US N 2 2027-07-20 Fixed 4.69000000 N N N N N N Enterprise Fleet Financing LLC N/A 29376JAB9 429000.00000000 PA USD 427411.16000000 0.089105873889 Long ABS-O CORP US N 2 2028-10-20 Fixed 4.00000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429105 8708.00000000 NS USD 1503174.96000000 0.313379085422 Long EC CORP US N 1 N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBG0 294000.00000000 PA USD 286716.05000000 0.059774022263 Long DBT US N 2 2027-07-15 Fixed 1.80000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBS4 393000.00000000 PA USD 347672.66000000 0.072482141544 Long DBT US N 2 2031-05-15 Fixed 2.50000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 40251.00000000 NS USD 1844300.82000000 0.384496362429 Long EC CORP US N 1 N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAX9 333000.00000000 PA USD 322439.79000000 0.067221640316 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N EXPERIAN FINANCE PLC 635400RKRK5EGXSPC782 30217AAB9 336000.00000000 PA USD 331900.24000000 0.069193937120 Long DBT CORP GB N 2 2029-02-01 Fixed 4.25000000 N N N N N N ExxonMobil Holdings Corp J3WHBG0MTS7O8ZVMDC91 30233Q108 34039.00000000 NS USD 5291022.16000000 1.103062337766 Long EC CORP US N 1 N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BL5 985000.00000000 PA USD 997383.64000000 0.207932663353 Long DBT CORP CA N 2 2032-08-16 Fixed 5.63000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BN1 26000.00000000 PA USD 26722.14000000 0.005570981433 Long DBT CORP CA N 2 2033-12-07 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KKDH9 4377.87000000 PA USD 4507.50000000 0.000939715113 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KQ3H7 12865.92000000 PA USD 13329.05000000 0.002778815247 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KQTA4 2619.92000000 PA USD 2707.52000000 0.000564458671 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KSXS6 3295.69000000 PA USD 3337.58000000 0.000695812394 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KTMG2 3984.13000000 PA USD 4170.02000000 0.000869357918 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXAE0 4704.32000000 PA USD 4615.82000000 0.000962297462 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXE30 8116.70000000 PA USD 8076.57000000 0.001683788106 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXE55 5054.64000000 PA USD 5142.45000000 0.001072088293 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4C43 2837.63000000 PA USD 2873.70000000 0.000599103565 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6JU3 5839.77000000 PA USD 5810.84000000 0.001211432982 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7PU4 32457.77000000 PA USD 31580.86000000 0.006583918231 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9LS9 66846.72000000 PA USD 62255.59000000 0.012978928185 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9T51 37375.11000000 PA USD 35546.88000000 0.007410746613 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJAD2 8489.95000000 PA USD 8671.98000000 0.001807918062 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJC81 15416.84000000 PA USD 15340.63000000 0.003198185658 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJCF5 6018.43000000 PA USD 6252.00000000 0.001303405188 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJCL2 5064.80000000 PA USD 5181.31000000 0.001080189753 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJM64 13009.61000000 PA USD 12656.88000000 0.002638682511 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMN7 13870.44000000 PA USD 13495.21000000 0.002813455971 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMS6 7826.43000000 PA USD 7614.49000000 0.001587454538 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJS43 6781.99000000 PA USD 6271.80000000 0.001307533055 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXK1 63587.27000000 PA USD 57864.93000000 0.012063571655 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8E23 14891.73000000 PA USD 14364.51000000 0.002994685998 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8FJ5 78742.09000000 PA USD 73066.66000000 0.015232799703 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292H5P5 19673.78000000 PA USD 19871.66000000 0.004142806261 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HYT5 16287.46000000 PA USD 16268.37000000 0.003391599146 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292JAL4 3139.69000000 PA USD 3135.35000000 0.000653651864 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292KER4 7025.47000000 PA USD 7353.10000000 0.001532960443 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312934M58 42742.50000000 PA USD 42503.75000000 0.008861101772 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312943UJ0 69136.07000000 PA USD 66048.91000000 0.013769752397 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312945AM0 108583.69000000 PA USD 102762.62000000 0.021423757531 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296R3K2 11919.87000000 PA USD 11885.76000000 0.002477920865 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296UUQ2 10391.37000000 PA USD 10258.96000000 0.002138768664 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296WZ91 14182.29000000 PA USD 14362.55000000 0.002994277381 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296XVE2 1872.49000000 PA USD 1891.71000000 0.000394380139 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296YLB7 1407.11000000 PA USD 1457.18000000 0.000303790142 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297B7K2 1071.04000000 PA USD 1084.65000000 0.000226125789 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297BAX0 7474.56000000 PA USD 7714.33000000 0.001608268993 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297C5V8 3462.04000000 PA USD 3506.04000000 0.000730932617 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DDQ8 15291.17000000 PA USD 15485.53000000 0.003228394137 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DMD7 5154.44000000 PA USD 5319.78000000 0.001109057718 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297ECL8 3151.63000000 PA USD 3233.74000000 0.000674164026 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297GHS3 898.20000000 PA USD 941.12000000 0.000196202925 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297GXJ5 1296.49000000 PA USD 1290.80000000 0.000269103553 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297NBF2 1491.15000000 PA USD 1483.32000000 0.000309239760 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297S5K7 2818.02000000 PA USD 2834.82000000 0.000590997936 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297SBU8 4173.61000000 PA USD 4153.10000000 0.000865830468 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297UKW9 4719.15000000 PA USD 4703.20000000 0.000980514280 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297VPS1 7401.03000000 PA USD 7363.93000000 0.001535218261 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WGVK2 2537.02000000 PA USD 2573.19000000 0.000536453806 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WHFH5 9999.53000000 PA USD 9928.28000000 0.002069829121 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XVRK3 167271.96000000 PA USD 151503.10000000 0.031585081031 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A04J2 4995.66000000 PA USD 5150.21000000 0.001073706083 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HG3 84370.93000000 PA USD 78311.13000000 0.016326156935 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5JB2 68607.93000000 PA USD 59783.40000000 0.012463530669 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNXJ7 75803.06000000 PA USD 62220.08000000 0.012971525127 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPPP7 305902.93000000 PA USD 241097.31000000 0.050263513241 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQDZ6 105638.04000000 PA USD 106358.07000000 0.022173330178 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC68 63430.60000000 PA USD 49583.07000000 0.010336985076 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWD67 220263.10000000 PA USD 188283.88000000 0.039253068793 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDJ9 467798.86000000 PA USD 383776.63000000 0.080009029232 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDQ3 79218.67000000 PA USD 61969.69000000 0.012919324292 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 1418605.90000000 PA USD 1163805.17000000 0.242627910582 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDS9 874914.19000000 PA USD 748895.62000000 0.156128348806 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDY6 270733.03000000 PA USD 221944.38000000 0.046270546456 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDZ3 352113.68000000 PA USD 301431.81000000 0.062841936200 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 617310.03000000 PA USD 584117.52000000 0.121775720769 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWKW2 114998.66000000 PA USD 116399.86000000 0.024266823650 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GRL58 86353.55000000 PA USD 80368.11000000 0.016754992252 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GS6D6 46118.57000000 PA USD 42933.42000000 0.008950678564 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J4MM8 55088.53000000 PA USD 52466.80000000 0.010938179677 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J7RK0 69041.91000000 PA USD 62125.33000000 0.012951771826 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J8ZX1 29575.74000000 PA USD 26444.36000000 0.005513070382 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J93Z9 36454.99000000 PA USD 32591.51000000 0.006794616640 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J9V88 72249.21000000 PA USD 64751.88000000 0.013499350024 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JADZ5 33374.39000000 PA USD 29980.75000000 0.006250330311 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JAJ97 80216.78000000 PA USD 71823.59000000 0.014973646810 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JNDC8 95876.48000000 PA USD 88369.33000000 0.018423071533 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L5AD5 224089.40000000 PA USD 201020.37000000 0.041908348248 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L6HF1 51657.11000000 PA USD 48663.45000000 0.010145264430 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WDYH1 90596.71000000 PA USD 80034.01000000 0.016685339713 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WH5Q4 137249.22000000 PA USD 121247.45000000 0.025277440086 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WHJY2 203945.56000000 PA USD 180165.96000000 0.037560660117 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJUU3 23106.40000000 PA USD 20204.11000000 0.004212114811 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJUV1 55340.07000000 PA USD 50177.29000000 0.010460866943 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334YPZ4 35557.03000000 PA USD 29904.69000000 0.006234473465 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ALX4 23324.83000000 PA USD 22690.43000000 0.004730458123 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313385A55 8127000.00000000 PA USD 8124565.31000000 1.693794078569 Long DBT USGSE US N 2 2026-08-03 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AMAJ5 574815.24000000 PA USD 429430.56000000 0.089526874599 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B0SP9 1205752.89000000 PA USD 984066.11000000 0.205156249773 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B4H99 113288.00000000 PA USD 90091.40000000 0.018782085444 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BB3C1 53081.73000000 PA USD 47630.66000000 0.009929950315 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BHQL3 322523.59000000 PA USD 314336.88000000 0.065532360896 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C2MR6 512995.56000000 PA USD 499326.44000000 0.104098636059 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C5VS7 310947.77000000 PA USD 301813.62000000 0.062921535230 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CAS68 31133.18000000 PA USD 31705.38000000 0.006609877926 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CFMG1 345670.21000000 PA USD 344441.70000000 0.071808557087 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKWD7 16856.22000000 PA USD 12565.18000000 0.002619565068 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLHG5 68232.32000000 PA USD 51112.83000000 0.010655906561 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMY58 17040.43000000 PA USD 14012.32000000 0.002921262090 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMZB4 149322.32000000 PA USD 124541.35000000 0.025964146156 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNEG4 206339.12000000 PA USD 171914.38000000 0.035840386255 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPF52 35361.23000000 PA USD 32568.96000000 0.006789915458 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWE5 277582.99000000 PA USD 236401.74000000 0.049284589648 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W93J8 694040.60000000 PA USD 702546.35000000 0.146465540265 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABC35 22198.07000000 PA USD 1491.42000000 0.000310928433 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARB31 18758.66000000 PA USD 17258.09000000 0.003597934108 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ASG67 40401.45000000 PA USD 7100.79000000 0.001480359329 Long ABS-MBS USGSE US N 2 2046-07-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQUM9 241572.27000000 PA USD 249051.95000000 0.051921881610 Long ABS-MBS USGSE US N 2 2053-11-25 Floating 5.52000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371J5A8 2875.93000000 PA USD 2964.90000000 0.000618116769 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LCC1 18146.97000000 PA USD 17868.05000000 0.003725097421 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LEW5 8850.75000000 PA USD 8828.94000000 0.001840640787 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LJS9 13545.65000000 PA USD 13663.50000000 0.002848540753 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LM63 1602.39000000 PA USD 1651.96000000 0.000344397510 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KCV6 1791.77000000 PA USD 1795.52000000 0.000374326628 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KHJ8 2798.50000000 PA USD 2830.88000000 0.000590176532 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KS98 11714.26000000 PA USD 11849.79000000 0.002470421907 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KT22 5247.84000000 PA USD 5215.11000000 0.001087236313 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KTN6 29750.03000000 PA USD 30210.09000000 0.006298142682 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A9RJ7 6513.38000000 PA USD 979.21000000 0.000204143857 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B0ZL1 18918.23000000 PA USD 781.61000000 0.000162948581 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJF65 13436.62000000 PA USD 12722.94000000 0.002652454575 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJGN7 2082.14000000 PA USD 188.92000000 0.000039385685 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F2LL8 803740.76000000 PA USD 3102.20000000 0.000646740815 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 0.72000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F2LN4 2696000.00000000 PA USD 17089.67000000 0.003562822224 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 0.63000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F62R7 160069.00000000 PA USD 6865.31000000 0.001431266902 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.17000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F84L4 283086.00000000 PA USD 11705.86000000 0.002440415652 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 1.08000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F9Z38 313326.00000000 PA USD 11492.86000000 0.002396009813 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.93000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F9ZC8 463094.00000000 PA USD 14840.13000000 0.003093842360 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.78000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FAWU8 2170734.07000000 PA USD 8027.59000000 0.001673576848 Long ABS-MBS USGSE US N 2 2027-07-25 Variable 0.56000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBBZ8 1182212.06000000 PA USD 4399.84000000 0.000917270359 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.40000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBC38 1898000.00000000 PA USD 7082.20000000 0.001476483721 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.33000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBUB0 2042000.00000000 PA USD 8254.79000000 0.001720943076 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 0.28000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCJM7 1896334.80000000 PA USD 6023.90000000 0.001255851329 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.31000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCJP0 1984000.00000000 PA USD 6658.11000000 0.001388070236 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCLF9 2100800.09000000 PA USD 6270.89000000 0.001307343340 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.27000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCLH5 3192000.00000000 PA USD 8044.48000000 0.001677098043 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.20000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FDEU2 1548730.59000000 PA USD 19567.90000000 0.004079478948 Long ABS-MBS USGSE US N 2 2032-11-25 Variable 0.28000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEBS8 3155767.85000000 PA USD 14454.05000000 0.003013353129 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.35000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEBU3 2208000.00000000 PA USD 9602.81000000 0.002001975748 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.29000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FNX70 156981.51000000 PA USD 4312.88000000 0.000899141101 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.08000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FPHM0 995948.69000000 PA USD 28770.17000000 0.005997950871 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.13000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTG43 200000.00000000 PA USD 11954.96000000 0.002492347551 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.80000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTZU4 547569.00000000 PA USD 33239.74000000 0.006929758410 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.84000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZG2 678770.00000000 PA USD 41550.29000000 0.008662326226 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.80000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZZ0 267239.00000000 PA USD 15525.62000000 0.003236752025 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.67000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FVNL2 272251.00000000 PA USD 12561.61000000 0.002618820801 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.34000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWHX1 246234.00000000 PA USD 13938.44000000 0.002905859727 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 1.60000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FXZ50 1100624.38000000 PA USD 11786.81000000 0.002457291956 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.31000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FYUL8 888591.01000000 PA USD 16842.18000000 0.003511225975 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FYUN4 386416.00000000 PA USD 11961.00000000 0.002493606759 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.73000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H13T1 173114.00000000 PA USD 8751.12000000 0.001824417020 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 1.21000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H2NA8 261462.00000000 PA USD 10978.66000000 0.002288810365 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 0.94000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H3EX6 351194.57000000 PA USD 7531.79000000 0.001570213398 Long ABS-MBS USGSE US N 2 2031-08-25 Variable 0.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H3EZ1 334404.00000000 PA USD 12731.09000000 0.002654153672 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.85000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4BT6 1156618.00000000 PA USD 28099.34000000 0.005858097496 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.54000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4CH1 1708147.00000000 PA USD 28121.74000000 0.005862767406 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 0.35000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4SM3 2614411.00000000 PA USD 66363.42000000 0.013835320849 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.57000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H5DT1 1554125.00000000 PA USD 35137.68000000 0.007325437367 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JJC3 9277.38000000 PA USD 9564.40000000 0.001993968103 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JMS4 1438.05000000 PA USD 1482.54000000 0.000309077147 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385W2A6 5783.36000000 PA USD 5962.28000000 0.001243004908 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XEC7 7572.29000000 PA USD 7685.46000000 0.001602250230 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XF93 29076.07000000 PA USD 29213.63000000 0.006090402577 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XQ91 12669.20000000 PA USD 12754.35000000 0.002659002873 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388D4L9 4639.22000000 PA USD 4782.75000000 0.000997098714 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2AX7 29448.98000000 PA USD 27788.88000000 0.005793373380 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5GN6 40888.07000000 PA USD 39012.31000000 0.008133212934 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A7PB8 18432.76000000 PA USD 17912.16000000 0.003734293391 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AA5A5 41991.36000000 PA USD 40796.03000000 0.008505079521 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABYR4 22448.82000000 PA USD 21808.33000000 0.004546559576 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AM6S9 6899.07000000 PA USD 6410.11000000 0.001336367663 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E2LH6 74916.78000000 PA USD 69677.73000000 0.014526281958 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHGM8 33203.11000000 PA USD 31594.30000000 0.006586720176 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EK6N0 67181.23000000 PA USD 63564.84000000 0.013251878160 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENAA7 26669.18000000 PA USD 25907.73000000 0.005401194770 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENEK1 232746.47000000 PA USD 226101.22000000 0.047137156633 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENSU4 11217.29000000 PA USD 10897.14000000 0.002271815229 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPS47 6611.72000000 PA USD 6268.79000000 0.001306905536 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPUM4 13718.96000000 PA USD 13327.12000000 0.002778412884 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQ7L0 30060.03000000 PA USD 28526.61000000 0.005947173941 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQTZ5 24391.14000000 PA USD 23654.53000000 0.004931451876 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5E6 59925.16000000 PA USD 56739.93000000 0.011829033774 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERCZ1 17934.35000000 PA USD 16981.07000000 0.003540181500 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETDS2 33330.59000000 PA USD 31698.37000000 0.006608416494 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LQ2S2 23787.04000000 PA USD 22527.05000000 0.004696396969 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MBH82 29345.50000000 PA USD 27788.49000000 0.005793292073 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9A75 25615.63000000 PA USD 24215.19000000 0.005048337217 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAFE2 7481.58000000 PA USD 7367.43000000 0.001535947934 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD3L3 176864.14000000 PA USD 161691.21000000 0.033709079022 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDKV2 22761.72000000 PA USD 21384.85000000 0.004458273263 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFPH3 159904.01000000 PA USD 145493.70000000 0.030332252634 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFUW4 55099.96000000 PA USD 50140.01000000 0.010453094879 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGHU1 43921.32000000 PA USD 40080.20000000 0.008355844631 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHNH1 162715.91000000 PA USD 147684.02000000 0.030788886424 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X13A2 64693.61000000 PA USD 59953.71000000 0.012499036577 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X6UA1 232281.98000000 PA USD 213813.51000000 0.044575437988 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YWJX6 76750.82000000 PA USD 70051.63000000 0.014604231926 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390PGK7 5917.08000000 PA USD 6100.14000000 0.001271745701 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398RDA0 8441.27000000 PA USD 7843.30000000 0.001635156416 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398T7G0 12723.06000000 PA USD 12436.58000000 0.002592754782 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398W3B8 18808.24000000 PA USD 18744.57000000 0.003907832660 Long ABS-MBS USGSE US N 2 2040-01-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400HAZ6 1273.56000000 PA USD 1265.21000000 0.000263768598 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401L6S7 7688.54000000 PA USD 7698.75000000 0.001605020904 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401XPX9 4991.90000000 PA USD 4974.55000000 0.001037084817 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CP30 3649.60000000 PA USD 3663.98000000 0.000763859651 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CU67 7489.99000000 PA USD 7447.63000000 0.001552667879 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DF54 3021.02000000 PA USD 2990.38000000 0.000623428791 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DJR2 8771.32000000 PA USD 8715.34000000 0.001816957673 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RJV2 9036.65000000 PA USD 8979.66000000 0.001872062609 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404AHA5 1170.79000000 PA USD 1163.55000000 0.000242574713 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404BNP3 10267.18000000 PA USD 10385.97000000 0.002165247470 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404CMC1 2266.03000000 PA USD 2251.91000000 0.000469473956 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404FYW7 2062.69000000 PA USD 2049.84000000 0.000427346783 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404LQM5 2528.83000000 PA USD 2514.71000000 0.000524262006 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404LSA9 4297.56000000 PA USD 4270.12000000 0.000890226577 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404MBT4 1787.97000000 PA USD 1778.62000000 0.000370803348 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404P6Y2 2499.50000000 PA USD 2492.38000000 0.000519606689 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QM71 4274.09000000 PA USD 4247.06000000 0.000885419072 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QW70 2702.21000000 PA USD 2684.59000000 0.000559678268 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QYR4 5312.19000000 PA USD 5280.52000000 0.001100872867 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404RRD1 10264.50000000 PA USD 10383.26000000 0.002164682494 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404T4V2 1399.63000000 PA USD 1390.97000000 0.000289986806 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404U5K2 18067.28000000 PA USD 18339.48000000 0.003823380260 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404UV64 25006.80000000 PA USD 25300.11000000 0.005274519296 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404W5H5 21148.04000000 PA USD 21392.72000000 0.004459913986 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404WRQ1 3542.78000000 PA USD 3543.74000000 0.000738792242 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404WXR2 3065.72000000 PA USD 3160.57000000 0.000658909682 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404XS39 7857.73000000 PA USD 7825.87000000 0.001631522642 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404YM82 1100.86000000 PA USD 1093.96000000 0.000228066721 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405CJ34 5944.57000000 PA USD 6046.58000000 0.001260579613 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405CMV8 7135.77000000 PA USD 7218.33000000 0.001504863847 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405DWE3 28360.94000000 PA USD 28266.55000000 0.005892957122 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405FTX0 4558.80000000 PA USD 4611.55000000 0.000961407261 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405FXF4 2730.97000000 PA USD 2714.23000000 0.000565857559 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405FZM7 5217.80000000 PA USD 5352.53000000 0.001115885376 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405GRV4 1396.78000000 PA USD 1421.64000000 0.000296380830 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405HBL1 5155.34000000 PA USD 5179.67000000 0.001079847849 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MJX6 7984.10000000 PA USD 8076.48000000 0.001683769343 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MWQ6 974.46000000 PA USD 985.73000000 0.000205503134 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MZF7 5517.98000000 PA USD 5489.51000000 0.001144442708 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405N2Z7 6856.67000000 PA USD 6819.28000000 0.001421670654 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405N4M4 4878.59000000 PA USD 4852.54000000 0.001011648402 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405NGP4 45741.35000000 PA USD 45568.78000000 0.009500093455 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405PGR5 5490.38000000 PA USD 5453.57000000 0.001136950005 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405PJV3 10279.19000000 PA USD 10227.81000000 0.002132274571 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405PNR7 13100.92000000 PA USD 13086.36000000 0.002728219693 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405RR65 2598.13000000 PA USD 2652.15000000 0.000552915238 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405RVK9 2382.10000000 PA USD 2366.89000000 0.000493444770 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405TBK7 4638.65000000 PA USD 4692.32000000 0.000978246038 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405VJP3 9449.59000000 PA USD 9558.92000000 0.001992825643 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405XDY6 32977.98000000 PA USD 33405.18000000 0.006964249029 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405XTJ2 44898.35000000 PA USD 44734.47000000 0.009326158077 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406AYE6 1434.90000000 PA USD 1451.50000000 0.000302605987 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406B2L3 12699.35000000 PA USD 12819.99000000 0.002672687377 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406B2N9 4597.92000000 PA USD 4580.92000000 0.000955021576 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406BYJ3 36992.02000000 PA USD 37564.95000000 0.007831470047 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406J2E2 13970.26000000 PA USD 14105.37000000 0.002940660979 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406TAC5 9257.45000000 PA USD 9243.32000000 0.001927029949 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406V2P0 11980.85000000 PA USD 11906.60000000 0.002482265549 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407B3J6 19236.22000000 PA USD 19115.86000000 0.003985238500 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407BTX7 1320.48000000 PA USD 1312.27000000 0.000273579578 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407CD53 6958.75000000 PA USD 6915.42000000 0.001441713740 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HQF6 14646.13000000 PA USD 14815.59000000 0.003088726307 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HWN2 6687.12000000 PA USD 6990.60000000 0.001457387125 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HXD3 1411.91000000 PA USD 1448.35000000 0.000301949280 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HZD1 1281.21000000 PA USD 1325.89000000 0.000276419050 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407JUK6 2319.57000000 PA USD 2367.76000000 0.000493626146 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407PYP7 3702.55000000 PA USD 3821.93000000 0.000796788770 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407VTF2 7351.44000000 PA USD 7559.95000000 0.001576084141 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YD63 9159.22000000 PA USD 9478.77000000 0.001976116122 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DV50 12683.63000000 PA USD 13092.43000000 0.002729485155 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408EW65 5234.97000000 PA USD 5370.03000000 0.001119533743 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408JJ69 2090.41000000 PA USD 2144.30000000 0.000447039626 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409AGS2 9463.09000000 PA USD 9572.58000000 0.001995673454 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409VYW7 3189.06000000 PA USD 3269.13000000 0.000681542067 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A3YP2 100755.65000000 PA USD 99997.16000000 0.020847219638 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A55L8 440014.04000000 PA USD 448269.96000000 0.093454477240 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A92G4 18636.76000000 PA USD 18899.81000000 0.003940196803 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E0X91 74875.66000000 PA USD 71286.75000000 0.014861727418 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EU7G8 50643.30000000 PA USD 46008.82000000 0.009591832166 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5BK8 5294.15000000 PA USD 5062.77000000 0.001055476757 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FDVW3 39200.08000000 PA USD 34584.06000000 0.007210019712 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HF7H6 18568.46000000 PA USD 15527.06000000 0.003237052233 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6CW5 79488.25000000 PA USD 76407.20000000 0.015929229193 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K5AX5 22544.83000000 PA USD 18736.14000000 0.003906075190 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KELG1 140833.38000000 PA USD 111056.28000000 0.023152804153 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KGJG9 32535.10000000 PA USD 27153.88000000 0.005660989775 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1Y41 41407.97000000 PA USD 33101.92000000 0.006901025955 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2LU4 112536.97000000 PA USD 87934.61000000 0.018332441925 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHS34 241483.79000000 PA USD 200939.52000000 0.041891492792 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHS42 109576.49000000 PA USD 91035.74000000 0.018978959669 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N24Z1 94689.29000000 PA USD 89941.61000000 0.018750857507 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N55Y6 652463.79000000 PA USD 650666.34000000 0.135649693462 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N5MY7 317791.32000000 PA USD 316956.64000000 0.066078523528 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NEEH4 66067.64000000 PA USD 64084.70000000 0.013360257594 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEAV4 74129.55000000 PA USD 61811.80000000 0.012886407682 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEDP4 76872.76000000 PA USD 62788.56000000 0.013090040767 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFA66 187971.97000000 PA USD 157024.50000000 0.032736172107 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKQL5 79331.30000000 PA USD 65427.34000000 0.013640168653 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKY77 63660.31000000 PA USD 55721.42000000 0.011616696727 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMU44 21624.21000000 PA USD 17721.61000000 0.003694567885 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMZC1 242709.58000000 PA USD 202081.51000000 0.042129572717 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140U1TG0 199999.51000000 PA USD 182635.75000000 0.038075557286 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X54P5 164283.09000000 PA USD 136496.51000000 0.028456535403 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5XN8 72782.42000000 PA USD 60484.34000000 0.012609661320 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6EX5 197417.58000000 PA USD 181615.11000000 0.037862776180 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X87M3 60842.87000000 PA USD 56528.71000000 0.011784999026 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XC3K2 99909.82000000 PA USD 86028.81000000 0.017935124330 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCAK4 64489.15000000 PA USD 53745.42000000 0.011204743967 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDY67 209058.88000000 PA USD 174181.04000000 0.036312935264 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDYN0 184721.84000000 PA USD 154310.60000000 0.032170383345 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XEAU8 201616.51000000 PA USD 174197.09000000 0.036316281337 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFGA3 193482.49000000 PA USD 161605.10000000 0.033691126971 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFLN9 179336.35000000 PA USD 156662.16000000 0.032660632146 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGQ69 177484.39000000 PA USD 153107.50000000 0.031919563323 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGRB7 690206.11000000 PA USD 589054.06000000 0.122804881334 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHKM8 336028.56000000 PA USD 250486.67000000 0.052220989335 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJJ61 211233.12000000 PA USD 195388.32000000 0.040734189068 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK2K5 278432.13000000 PA USD 238311.50000000 0.049682732817 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLV39 69857.32000000 PA USD 59661.97000000 0.012438215171 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQPE1 475075.96000000 PA USD 407723.03000000 0.085001329617 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F5D3 25050.23000000 PA USD 24895.00000000 0.005190062726 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LDU3 9024.43000000 PA USD 8767.73000000 0.001827879842 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LK35 30149.62000000 PA USD 28543.53000000 0.005950701391 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411CKK6 4377.90000000 PA USD 4487.67000000 0.000935580992 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411GNH1 12573.40000000 PA USD 13216.58000000 0.002755367713 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411GSU7 8611.58000000 PA USD 8958.20000000 0.001867588669 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411VC31 4693.07000000 PA USD 4719.42000000 0.000983895795 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412V4J4 2760.52000000 PA USD 2792.46000000 0.000582166803 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412V4L9 2935.85000000 PA USD 3037.62000000 0.000633277298 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413GAG5 4034.73000000 PA USD 4197.10000000 0.000875003505 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BW87 50744.01000000 PA USD 49664.39000000 0.010353938517 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XV64 10371.04000000 PA USD 10279.20000000 0.002142988261 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AVY2 18941.10000000 PA USD 17602.88000000 0.003669815278 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYE3 124684.89000000 PA USD 118217.89000000 0.024645843121 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYH6 31638.42000000 PA USD 29970.33000000 0.006248157969 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYK9 70995.06000000 PA USD 67282.39000000 0.014026905985 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417EN98 41321.98000000 PA USD 38215.87000000 0.007967172623 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417F3J5 135756.31000000 PA USD 125551.59000000 0.026174759089 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417G2Y1 166707.92000000 PA USD 153543.60000000 0.032010480629 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GQH2 114122.67000000 PA USD 105688.48000000 0.022033735315 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417NB67 9194.48000000 PA USD 9141.77000000 0.001905858997 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SBP4 7455.96000000 PA USD 7404.76000000 0.001543730422 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SBQ2 8559.18000000 PA USD 8499.63000000 0.001771986858 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417TNK0 16182.80000000 PA USD 15693.33000000 0.003271715890 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CLH5 77518.71000000 PA USD 71475.94000000 0.014901169393 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CM43 21823.62000000 PA USD 20298.61000000 0.004231815993 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CRF3 40227.76000000 PA USD 37165.57000000 0.007748208056 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV68 38555.85000000 PA USD 36344.39000000 0.007577009996 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CVE1 12948.70000000 PA USD 12436.19000000 0.002592673475 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZB3 3725.75000000 PA USD 3570.34000000 0.000744337760 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4X7 41619.76000000 PA USD 32640.71000000 0.006804873763 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4Y5 24450.60000000 PA USD 20074.35000000 0.004185062691 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7E6 42985.82000000 PA USD 33767.92000000 0.007039872381 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DKQ4 308381.00000000 PA USD 254858.36000000 0.053132391035 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 119078.17000000 PA USD 93687.07000000 0.019531703955 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAN0 99860.37000000 PA USD 82147.61000000 0.017125979061 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBH2 19333.79000000 PA USD 16055.33000000 0.003347184968 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBJ8 391218.44000000 PA USD 333386.10000000 0.069503706415 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBR0 681187.02000000 PA USD 532883.83000000 0.111094617543 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBS8 603460.06000000 PA USD 496411.11000000 0.103490853549 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECG3 243880.85000000 PA USD 207514.57000000 0.043262246836 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECH1 183791.43000000 PA USD 161657.69000000 0.033702090835 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECQ1 519227.90000000 PA USD 426631.34000000 0.088943298484 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECY4 418819.58000000 PA USD 356477.44000000 0.074317745501 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECZ1 293846.52000000 PA USD 258411.27000000 0.053873095022 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED56 19545.24000000 PA USD 16059.93000000 0.003348143968 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EE30 158580.57000000 PA USD 135734.43000000 0.028297658400 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ET59 77454.17000000 PA USD 75249.43000000 0.015687859483 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EZN3 505806.08000000 PA USD 521572.90000000 0.108736536153 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FKN6 41197.03000000 PA USD 40804.54000000 0.008506853670 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ANB9 53389.02000000 PA USD 50940.59000000 0.010619998290 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419B5X9 54437.17000000 PA USD 51941.76000000 0.010828720326 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419HBF8 3944.14000000 PA USD 3905.12000000 0.000814132064 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JS25 8427.42000000 PA USD 8352.79000000 0.001741373932 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JSM1 32409.11000000 PA USD 30907.91000000 0.006443622882 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419LZZ9 45516.82000000 PA USD 43428.01000000 0.009053789756 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MHC8 280677.64000000 PA USD 285920.63000000 0.059608194599 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NMZ9 139556.31000000 PA USD 144677.44000000 0.030162080286 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.50000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620M106 72027.00000000 NS USD 3224648.79000000 0.672268708240 Long EC CORP US N 1 N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BC1 136000.00000000 PA USD 124129.32000000 0.025878246917 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AF1 211000.00000000 PA USD 191574.33000000 0.039939055614 Long DBT MUN US N 2 2030-07-01 Fixed 2.15000000 N N N N N N Flowserve Corp 6Y0GK87T6V7NJKZJVM41 34354P105 14376.00000000 NS USD 1092432.24000000 0.227748216519 Long EC CORP US N 1 N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PLK3 50598.40000000 PA USD 47170.26000000 0.009833966990 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Freddie Mac - SCRT S6XOOCT0IEG5ABCC6L87 35563PMN6 54309.47000000 PA USD 47385.64000000 0.009878869007 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177MPD8 13116.82000000 PA USD 11870.67000000 0.002474774931 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NF78 96292.28000000 PA USD 88079.01000000 0.018362546166 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NJA7 122826.50000000 PA USD 112375.43000000 0.023427818061 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7H6 17407.82000000 PA USD 15351.63000000 0.003200478917 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBW8 38291.13000000 PA USD 33987.97000000 0.007085747991 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJS7 18751.35000000 PA USD 16530.51000000 0.003446249600 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLR6 45234.14000000 PA USD 39791.56000000 0.008295669507 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLR4 210835.38000000 PA USD 184843.21000000 0.038535764390 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLS2 65476.39000000 PA USD 59014.69000000 0.012303271455 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQN8 337621.28000000 PA USD 296076.39000000 0.061725448322 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUA1 205826.01000000 PA USD 184650.21000000 0.038495528113 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UWA6 48431.14000000 PA USD 46177.40000000 0.009626977407 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2T4 416828.66000000 PA USD 334406.16000000 0.069716366603 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2U1 138242.39000000 PA USD 115494.75000000 0.024078128021 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7K8 373794.53000000 PA USD 324724.56000000 0.067697964864 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 141399.93000000 PA USD 118135.36000000 0.024628637422 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNE4 575222.90000000 PA USD 480578.94000000 0.100190192557 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WR34 110803.78000000 PA USD 96259.50000000 0.020067999318 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVT2 528026.67000000 PA USD 423620.57000000 0.088315618823 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXH6 899270.79000000 PA USD 721456.79000000 0.150407953191 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXJ2 875603.55000000 PA USD 731526.65000000 0.152507298644 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXK9 163678.53000000 PA USD 142192.52000000 0.029644028843 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179X2K1 519768.39000000 PA USD 505396.61000000 0.105364133671 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBT2 140886.55000000 PA USD 129249.88000000 0.026945771625 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFG6 112681.41000000 PA USD 103466.51000000 0.021570503193 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFH4 836773.38000000 PA USD 793122.75000000 0.165348737596 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHX7 390189.70000000 PA USD 359073.78000000 0.074859025575 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLD6 431162.50000000 PA USD 375226.31000000 0.078226474617 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLG9 383556.86000000 PA USD 362506.43000000 0.075574657984 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNE2 411331.22000000 PA USD 388675.36000000 0.081030307239 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQW9 17149.44000000 PA USD 16701.60000000 0.003481918121 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XTD8 290834.94000000 PA USD 290696.34000000 0.060603825628 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XVS2 370187.30000000 PA USD 360762.12000000 0.075211007520 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AB93 489709.68000000 PA USD 474549.90000000 0.098933269650 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180ACA9 355006.55000000 PA USD 353382.47000000 0.073672511982 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 308000.00000000 PA USD 308304.00000000 0.064274637432 Long DBT US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GP8 143245.87000000 PA USD 142685.68000000 0.029746841912 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5JD2 391477.50000000 PA USD 389278.93000000 0.081156138376 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200ENN7 4529.60000000 PA USD 4557.97000000 0.000950237003 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200JA91 16753.67000000 PA USD 17227.66000000 0.003591590119 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200NTS0 11443.09000000 PA USD 11389.60000000 0.002374482363 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201YMX1 47145.88000000 PA USD 47661.24000000 0.009936325576 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DYJ4 1010.38000000 PA USD 991.30000000 0.000206664357 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DYK1 2379.41000000 PA USD 2368.20000000 0.000493717877 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DZE4 9762.72000000 PA USD 9569.20000000 0.001994968798 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EBT5 4299.73000000 PA USD 4219.74000000 0.000879723450 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202ECB3 4035.31000000 PA USD 4161.98000000 0.000867681754 Long ABS-MBS USGA US N 2 2035-01-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202ECQ0 5643.53000000 PA USD 5780.57000000 0.001205122349 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EDG1 3599.72000000 PA USD 3688.92000000 0.000769059095 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F3N4 28154.62000000 PA USD 26363.87000000 0.005496289978 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FP67 25542.88000000 PA USD 23918.89000000 0.004986565151 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FPF7 102810.79000000 PA USD 96274.45000000 0.020071116066 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FPG5 26538.10000000 PA USD 25675.44000000 0.005352767388 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FSD9 20174.25000000 PA USD 18891.45000000 0.003938453926 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9WQ0 21860.89000000 PA USD 21205.86000000 0.004420957765 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AFWD5 40229.26000000 PA USD 38790.44000000 0.008086957894 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AMD58 10988.77000000 PA USD 10590.95000000 0.002207981314 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213FB28 17193.39000000 PA USD 17367.53000000 0.003620749954 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213FTG8 55140.84000000 PA USD 55196.17000000 0.011507193596 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225B2U1 13077.26000000 PA USD 13225.95000000 0.002757321153 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KAL2 5042.26000000 PA USD 5064.00000000 0.001055733185 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241L4N3 37400.60000000 PA USD 35887.36000000 0.007481729242 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290RYF4 4916.82000000 PA USD 4966.83000000 0.001035475366 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291LXX8 5673.59000000 PA USD 5704.81000000 0.001189328047 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291T3Q9 616.81000000 PA USD 615.25000000 0.000128266161 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295PM90 27256.65000000 PA USD 28662.77000000 0.005975560322 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297GSD3 96419.58000000 PA USD 87338.83000000 0.018208234833 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 8258.00000000 NS USD 3166282.36000000 0.660100584808 Long EC CORP US N 1 N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460AC9 802000.00000000 PA USD 696960.95000000 0.145301106589 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KN0 27000.00000000 PA USD 18995.16000000 0.003960075191 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 334000.00000000 PA USD 302267.43000000 0.063016144685 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 139000.00000000 PA USD 125803.38000000 0.026227251794 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 244000.00000000 PA USD 213152.86000000 0.044437706919 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N GMAC Mortgage Corporation Loan Trust N/A 38012TAC6 8054.15000000 PA USD 7966.50000000 0.001660840920 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.81000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXG4 673000.00000000 PA USD 621531.21000000 0.129575656416 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 578000.00000000 PA USD 504957.08000000 0.105272501284 Long DBT CORP US N 2 2032-07-21 Fixed 2.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377YEC0 20729.85000000 PA USD 19951.96000000 0.004159547054 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378CP92 13399.51000000 PA USD 13244.99000000 0.002761290576 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383BSH6 257015.43000000 PA USD 256947.94000000 0.053568022739 Long ABS-MBS USGA US N 2 2065-09-20 Floating 4.47000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WQB5 120997.76000000 PA USD 117836.63000000 0.024566358754 Long ABS-MBS USGA US N 2 2041-09-20 Floating 3.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384HCP1 273977.17000000 PA USD 275943.89000000 0.057528262628 Long ABS-MBS USGA US N 2 2053-12-20 Floating 4.82000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385MGR1 450793.04000000 PA USD 450034.76000000 0.093822399421 Long ABS-MBS USGA US N 2 2056-02-20 Floating 4.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385NFG4 365999.03000000 PA USD 364711.45000000 0.076034356402 Long ABS-MBS USGA US N 2 2066-02-20 Floating 4.42000000 N N N N N N Greystone Commercial Real Estate Notes N/A 39810MAC3 125500.00000000 PA USD 125844.15000000 0.026235751447 Long ABS-CBDO CORP US N 2 2043-01-15 Floating 5.81000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 419000.00000000 PA USD 387932.52000000 0.080875441354 Long DBT CORP US N 2 2039-06-15 Fixed 5.13000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CQ0 237000.00000000 PA USD 219297.43000000 0.045718715304 Long DBT CORP GB N 2 2031-03-09 Fixed 4.70000000 N N N N N N Honeywell Aerospace Inc 213800ZUAQRBYL67JS90 43849R105 1764.00000000 NS USD 364689.36000000 0.076029751120 Long EC CORP US N 1 N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516205 5986.00000000 NS USD 1454897.30000000 0.303314249764 Long EC CORP US N 1 N N N Humana Inc 529900YLDW34GJAO4J06 444859102 5629.00000000 NS USD 2048167.94000000 0.426998195758 Long EC CORP US N 1 N N N HUMANA INC 529900YLDW34GJAO4J06 444859BV3 284000.00000000 PA USD 288797.31000000 0.060207919429 Long DBT CORP US N 2 2033-03-01 Fixed 5.88000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AEQ6 181000.00000000 PA USD 178003.45000000 0.037109824103 Long DBT CORP US N 2 2033-06-21 Fixed 5.25000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44935DAB5 152574.88000000 PA USD 152738.93000000 0.031842724543 Long ABS-O CORP US N 2 2027-09-15 Fixed 4.58000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAK0 423000.00000000 PA USD 381499.05000000 0.079534203642 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 17931.00000000 NS USD 6307946.49000000 1.315068807379 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAN6 218000.00000000 PA USD 161822.11000000 0.033736368807 Long DBT CORP US N 2 2049-01-23 Fixed 3.90000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBM7 575000.00000000 PA USD 431373.26000000 0.089931885037 Long DBT CORP US N 2 2041-04-22 Fixed 3.11000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 118000.00000000 PA USD 109391.44000000 0.022805721444 Long DBT CORP US N 2 2031-05-13 Fixed 2.96000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 1089000.00000000 PA USD 957339.88000000 0.199584415664 Long DBT CORP US N 2 2032-11-08 Fixed 2.55000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 428000.00000000 PA USD 382609.60000000 0.079765729015 Long DBT CORP US N 2 2033-01-25 Fixed 2.96000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEH5 495000.00000000 PA USD 505719.14000000 0.105431374118 Long DBT CORP US N 2 2035-04-22 Fixed 5.77000000 N N N N N N JP Morgan Mortgage Trust 529900PEVYDPZXGGUW77 46660DAE5 101522.01000000 PA USD 99970.03000000 0.020841563626 Long ABS-MBS CORP US N 2 2066-06-25 Variable 4.75000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 195000.00000000 PA USD 171728.27000000 0.035801586392 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DF9 154000.00000000 PA USD 150513.55000000 0.031378781511 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 6596.00000000 NS USD 1690884.60000000 0.352512437742 Long EC CORP US N 1 N N N Kenvue Inc 5493008HSF8L4M2LIJ82 49177J102 406117.00000000 NS USD 7813691.08000000 1.628983604425 Long EC CORP US N 1 N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAK8 220000.00000000 PA USD 217382.80000000 0.045319556846 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 8634.00000000 NS USD 943782.54000000 0.196758006947 Long EC CORP US N 1 N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 79442.00000000 NS USD 1783472.90000000 0.371815072197 Long EC CORP US Y 1 N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAF1 950000.00000000 PA USD 903986.37000000 0.188461376355 Long DBT CORP US N 2 2031-05-15 Fixed 4.38000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAH7 95000.00000000 PA USD 98519.78000000 0.020539218237 Long DBT CORP US N 2 2028-11-17 Fixed 6.75000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 12456.00000000 NS USD 3451059.36000000 0.719470357579 Long EC CORP US N 1 N N N Henkel AG & Co KGaA 549300VZCL1HTH4O4Y49 000000000 31388.00000000 NS 2738836.33000000 0.570987441286 Long EC CORP DE N 2 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 200000.00000000 PA USD 192762.64000000 0.040186792245 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865204 27808.00000000 NS USD 3632837.12000000 0.757367042725 Long EC CORP US N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 12822.00000000 NS USD 1482223.20000000 0.309011101946 Long EC CORP US N 1 N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 250000.00000000 PA USD 177748.96000000 0.037056768507 Long DBT CORP US N 2 2050-10-15 Fixed 3.95000000 N N N N N N MF1 N/A 55284JAE9 486092.00000000 PA USD 486855.65000000 0.101498749240 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 5.62000000 N N N N N N MF1 N/A 55287EAA5 1096998.00000000 PA USD 1098706.35000000 0.229056231159 Long ABS-CBDO CORP US N 2 2039-11-18 Floating 5.21000000 N N N N N N MF1 N/A 55287HAC4 951968.00000000 PA USD 951965.33000000 0.198463939599 Long ABS-CBDO CORP US N 2 2040-02-18 Floating 5.24000000 N N N N N N MF1 N/A 55287KAA1 470808.00000000 PA USD 471832.67000000 0.098366786656 Long ABS-CBDO CORP US N 2 2042-05-18 Floating 5.16000000 N N N N N N MF1 N/A 55287NAC1 520546.00000000 PA USD 520734.44000000 0.108561735591 Long ABS-CBDO CORP US N 2 2041-02-18 Floating 5.22000000 N N N N N N MSWF Commercial Mortgage Trust N/A 55361AAU8 472097.00000000 PA USD 491630.67000000 0.102494236419 Long ABS-MBS CORP US N 2 2056-12-15 Variable 6.01000000 N N N N N N Magnetite CLO Ltd 5493000OP4ZUZOOM1U45 55954KAY1 250000.00000000 PA USD 250040.75000000 0.052128024773 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 5.20000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAH5 220000.00000000 PA USD 185003.34000000 0.038569147991 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 983000.00000000 PA USD 969459.61000000 0.202111114155 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CF7 596000.00000000 PA USD 574127.45000000 0.119693009785 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 452000.00000000 PA USD 446861.89000000 0.093160925457 Long DBT CORP US N 2 2030-06-15 Fixed 4.63000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BG7 6000.00000000 PA USD 5461.68000000 0.001138640762 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BH5 368000.00000000 PA USD 314312.44000000 0.065527265691 Long DBT CORP US N 2 2033-10-15 Fixed 2.75000000 N N N N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 573284AV8 37000.00000000 PA USD 33968.22000000 0.007081630548 Long DBT CORP US N 2 2030-03-15 Fixed 2.50000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 70324.00000000 NS USD 5026759.52000000 1.047969360144 Long EC CORP US N 1 N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BQ8 787000.00000000 PA USD 689771.16000000 0.143802192707 Long DBT CORP US N 2 2031-02-15 Fixed 2.00000000 N N N N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RTX7 615000.00000000 PA USD 627829.95000000 0.130888805872 Long DBT MUN US N 2 2049-07-01 Fixed 6.35000000 N N N N N N MF1 N/A 58003MAC0 541000.00000000 PA USD 542870.78000000 0.113176678075 Long ABS-CBDO CORP US N 2 2041-08-18 Floating 5.71000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEZ8 1046000.00000000 PA USD 1008530.21000000 0.210256479279 Long DBT CORP US N 2 2029-03-21 Fixed 3.30000000 N N N N N N MF1 N/A 59319CAC9 975000.00000000 PA USD 978018.02000000 0.203895355357 Long ABS-CBDO CORP US N 2 2043-02-18 Floating 5.37000000 N N N N N N MF1 N/A 59319GAC0 479583.00000000 PA USD 479877.18000000 0.100043890954 Long ABS-CBDO CORP US N 2 2043-11-18 Floating 5.27000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 26613.00000000 NS USD 12367593.36000000 2.578372577489 Long EC CORP US N 1 N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CD4 678000.00000000 PA USD 601219.16000000 0.125341038477 Long DBT CORP JP N 2 2033-01-19 Fixed 2.85000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822DL5 852000.00000000 PA USD 855767.25000000 0.178408745006 Long DBT CORP JP N 2 2036-04-24 Fixed 5.62000000 N N N N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190104 10190.00000000 NS USD 1254389.00000000 0.261512656905 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 12798.00000000 NS USD 2692955.16000000 0.561422221352 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 1361000.00000000 PA USD 1257455.57000000 0.262151969645 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 722000.00000000 PA USD 642042.66000000 0.133851844892 Long DBT CORP US N 2 2033-01-21 Fixed 2.94000000 N N N N N N Morgan Stanley BAML Trust 549300P1YQ48837ZOI22 61767EAE4 324355.00000000 PA USD 319590.94000000 0.066627717432 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.54000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61780XAC9 163348.82000000 PA USD 160724.87000000 0.033507618278 Long ABS-MBS CORP US N 2 2070-12-25 Variable 4.81000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61781CAC4 436863.00000000 PA USD 435545.99000000 0.090801807931 Long ABS-MBS CORP US N 2 2071-06-25 Variable 5.51000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617955AB5 321714.00000000 PA USD 316346.11000000 0.065951241383 Long ABS-MBS CORP US N 2 2070-11-25 Variable 5.24000000 N N N N N N MTN Commercial Mortgage Trust N/A 624944AA2 100000.00000000 PA USD 99023.71000000 0.020644276614 Long ABS-MBS CORP US N 2 2043-05-15 Variable 4.99000000 N N N N N N Neuberger Berman CLO Ltd 549300NPF57YF6WBDP72 64130TBJ3 385000.00000000 PA USD 384419.42000000 0.080143036881 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 4.90000000 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646139W35 675000.00000000 PA USD 770673.76000000 0.160668614429 Long DBT MUN US N 2 2040-01-01 Fixed 7.41000000 N N N N N N New Residential Mortgage Loan Trust 213800XSOMP22QWB9350 64832QAE2 251657.65000000 PA USD 249802.78000000 0.052078413235 Long ABS-MBS CORP US N 2 2066-05-25 Variable 5.29000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAH8 253000.00000000 PA USD 239534.36000000 0.049937672367 Long DBT CORP US N 2 2029-09-01 Fixed 2.95000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBD4 89000.00000000 PA USD 83590.35000000 0.017426758780 Long DBT CORP US N 2 2045-02-01 Fixed 5.65000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859104 39997.00000000 NS USD 7287053.43000000 1.519191178728 Long EC CORP US N 1 N N N NORTHWELL HEALTHCARE INC 54930073NUTKK4QD3P47 667274AA2 33000.00000000 PA USD 24743.86000000 0.005158553344 Long DBT CORP US N 2 2046-11-01 Fixed 3.98000000 N N N N N N NORTHWELL HEALTHCARE INC 54930073NUTKK4QD3P47 667274AC8 238000.00000000 PA USD 184869.96000000 0.038541341180 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N Onslow Bay Financial LLC 254900FPAGVH6E25VL74 67121UAA4 133357.10000000 PA USD 133092.04000000 0.027746777908 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.44000000 N N N N N N Onslow Bay Financial LLC 549300T9OLE6UGS5GU41 67124KAW5 429627.45000000 PA USD 430198.38000000 0.089686948267 Long ABS-MBS CORP US N 2 2056-05-25 Floating 5.07000000 N N N N N N Onslow Bay Financial LLC 254900LEFJQLQVRADY79 67124UAA1 135813.89000000 PA USD 135209.64000000 0.028188251169 Long ABS-MBS CORP US N 2 2066-05-25 Variable 5.30000000 N N N N N N Onslow Bay Financial LLC 254900Y8CC35WOVR8295 67126GAC6 199123.18000000 PA USD 197242.76000000 0.041120799228 Long ABS-MBS CORP US N 2 2065-10-25 Variable 5.02000000 N N N N N N Onslow Bay Financial LLC 2549007E8KF1RJ2ZV866 673914AC1 210638.25000000 PA USD 210581.59000000 0.043901653391 Long ABS-MBS CORP US N 2 2064-12-25 Variable 5.55000000 N N N N N N Oaktree CLO Ltd 254900U83NJDV6PRP726 67402CBW5 600105.00000000 PA USD 600056.99000000 0.125098751463 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.33000000 N N N N N N Onslow Bay Financial LLC 254900YXEB756F6RCA13 67449DAA7 149039.08000000 PA USD 148868.49000000 0.031035822499 Long ABS-MBS CORP US N 2 2064-10-25 Variable 5.32000000 N N N N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 105895.00000000 NS USD 8333936.50000000 1.737443390048 Long EC CORP US N 1 N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBK9 403000.00000000 PA USD 412382.88000000 0.085972806371 Long DBT CORP US N 2 2029-03-15 Fixed 5.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 170000.00000000 PA USD 156385.78000000 0.032603012964 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 555000.00000000 PA USD 497956.62000000 0.103813058564 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N PLYM Commercial Mortgage Trust N/A 69292BAA5 494000.00000000 PA USD 494308.90000000 0.103052588767 Long ABS-MBS CORP US N 2 2043-03-15 Floating 4.93000000 N N N N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 310790.00000000 NS USD 5401530.20000000 1.126100845877 Long EC CORP US N 1 N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475105 20239.00000000 NS USD 5057118.93000000 1.054298632778 Long EC CORP US N 1 N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 19517.00000000 NS USD 2157018.84000000 0.449691226441 Long EC CORP US N 1 N N N PFP III N/A 69382JAB7 663000.00000000 PA USD 664450.18000000 0.138523322472 Long ABS-CBDO CORP KY N 2 2042-12-18 Floating 5.41000000 N N N N N N PMT Loan Trust N/A 69383NBM2 631472.20000000 PA USD 626583.78000000 0.130629006697 Long ABS-MBS CORP US N 2 2057-01-25 Floating 4.77000000 N N N N N N PMT Loan Trust N/A 69383UBK0 279281.36000000 PA USD 279230.73000000 0.058213496843 Long ABS-MBS CORP US N 2 2057-03-25 Floating 5.07000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 102000.00000000 PA USD 99462.07000000 0.020735665082 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 444000.00000000 PA USD 396109.11000000 0.082580081442 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 232000.00000000 PA USD 169700.33000000 0.035378805279 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JW8 324000.00000000 PA USD 313573.67000000 0.065373248312 Long DBT CORP US N 2 2028-06-15 Fixed 3.00000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69690EAL3 1108526.00000000 PA USD 1107387.54000000 0.230866069305 Long ABS-CBDO CORP KY N 2 2032-08-08 Floating 4.80000000 N N N N N N Palmer Square CLO Ltd 549300IUW4WDDDVSMS20 69701RBL0 903333.00000000 PA USD 903549.80000000 0.188370361064 Long ABS-CBDO CORP JE N 2 2036-11-15 Floating 5.25000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 340959.00000000 NS USD 8527384.59000000 1.777773083619 Long EC CORP US N 1 N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 34711.00000000 NS USD 6623553.02000000 1.380865862516 Long EC CORP US N 1 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CV9 194000.00000000 PA USD 195388.04000000 0.040734130694 Long DBT CORP US N 2 2027-11-17 Fixed 5.13000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CW7 98000.00000000 PA USD 100376.28000000 0.020926257861 Long DBT CORP US N 2 2029-11-17 Fixed 5.63000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CX5 395000.00000000 PA USD 408734.58000000 0.085212215656 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DA4 256000.00000000 PA USD 257964.10000000 0.053779869862 Long DBT CORP US N 2 2030-02-15 Fixed 5.13000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AW4 592000.00000000 PA USD 527387.20000000 0.109948690470 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBN1 429000.00000000 PA USD 409402.25000000 0.085351410240 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBP6 237000.00000000 PA USD 238542.74000000 0.049730941297 Long DBT CORP US N 2 2034-09-15 Fixed 5.70000000 N N N N N N PMT Loan Trust N/A 729912AY1 202362.24000000 PA USD 202557.03000000 0.042228708231 Long ABS-MBS CORP US N 2 2057-05-25 Floating 4.97000000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 9678.00000000 NS USD 1100388.60000000 0.229406943471 Long EC CORP US N 1 N N N PRM Trust N/A 74277DAA0 348143.00000000 PA USD 343830.27000000 0.071681087312 Long ABS-MBS CORP US N 2 2033-07-05 Variable 4.48000000 N N N N N N Provident Funding Mortgage Trust N/A 74389DAD9 428463.82000000 PA USD 427163.60000000 0.089054263047 Long ABS-MBS CORP US N 2 2055-06-25 Variable 5.50000000 N N N N N N PUBLIC STORAGE OP CO 549300LMZF40TKJ6DM64 74460WAG2 910000.00000000 PA USD 906225.87000000 0.188928263098 Long DBT US N 2 2033-08-01 Fixed 5.10000000 N N N N N N RPM INTERNATIONAL INC 549300TJCKW4BRXPJ474 749685AY9 165000.00000000 PA USD 147268.70000000 0.030702301292 Long DBT CORP US N 2 2032-01-15 Fixed 2.95000000 N N N N N N Rate Mortgage Trust N/A 75410EBC8 605201.85000000 PA USD 606971.82000000 0.126540342202 Long ABS-MBS CORP US N 2 2055-11-25 Floating 5.17000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 97000.00000000 PA USD 90446.24000000 0.018856061819 Long DBT US N 2 2031-01-15 Fixed 3.25000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AX8 170000.00000000 PA USD 146502.61000000 0.030542588291 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N Residential Funding Mortgage Securities II N/A 76110VSS8 11437.25000000 PA USD 199.58000000 0.000041608062 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.42000000 N N N N N N Rhode Island Student Loan Authority N/A 762323CU5 390000.00000000 PA USD 392997.15000000 0.081931305881 Long DBT MUN US N 2 2042-12-01 Fixed 6.08000000 N N N N N N Rockford Tower CLO Ltd 5493009YDNBJVFWX7747 77341EBC8 1187485.00000000 PA USD 1180461.03000000 0.246100292914 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 5.03000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CH2 825000.00000000 PA USD 759336.89000000 0.158305125117 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AJ5 261000.00000000 PA USD 232662.09000000 0.048504954457 Long DBT CORP US N 2 2030-06-30 Fixed 2.00000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 100000.00000000 PA USD 98326.20000000 0.020498861043 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N Salesforce Inc RCGZFPDMRW58VJ54VR07 79466L302 22409.00000000 NS USD 4123704.18000000 0.859702083169 Long EC CORP US N 1 N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAT1 297000.00000000 PA USD 293351.28000000 0.061157322520 Long DBT CORP US N 2 2033-03-15 Fixed 5.20000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAU8 297000.00000000 PA USD 289613.70000000 0.060378118879 Long DBT CORP US N 2 2036-03-15 Fixed 5.55000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAV6 198000.00000000 PA USD 190584.33000000 0.039732662278 Long DBT CORP US N 2 2046-03-15 Fixed 6.40000000 N N N N N N SAMMONS FINANCIAL GROUP 254900SHCOQLVJ21CT59 79588TAE0 141000.00000000 PA USD 134513.05000000 0.028043027397 Long DBT CORP US N 2 2032-04-08 Fixed 4.75000000 N N N N N N SAMMONS FINANCIAL GROUP 254900SHCOQLVJ21CT59 79588TAF7 731000.00000000 PA USD 773240.64000000 0.161203752738 Long DBT CORP US N 2 2034-04-15 Fixed 6.88000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288FAB7 265946.77000000 PA USD 265726.35000000 0.055398129127 Long ABS-O CORP US N 2 2029-03-15 Fixed 4.04000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AC3 204000.00000000 PA USD 201525.91000000 0.042013742275 Long DBT CORP AU N 2 2035-11-13 Fixed 5.75000000 N N N N N N SLB Ltd 213800ZUA17OK3QLGM62 806857108 18076.00000000 NS USD 896388.84000000 0.186877457606 Long EC CORP CW N 1 N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 126725.00000000 NS USD 13336539.00000000 2.780376540146 Long EC CORP US N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CE3 887000.00000000 PA USD 912640.47000000 0.190265566829 Long DBT CORP US N 2 2034-05-19 Fixed 5.85000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CM5 194000.00000000 PA USD 191363.48000000 0.039895098003 Long DBT CORP US N 2 2031-06-01 Fixed 6.10000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851109 8175.00000000 NS USD 723896.25000000 0.150916527218 Long EC CORP US N 1 N N N Sequoia Mortgage Trust 549300671OK77JNRLK28 81751FAD9 413278.00000000 PA USD 410863.59000000 0.085656067652 Long ABS-MBS CORP US N 2 2056-08-25 Variable 5.61000000 N N N N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696405 11627.00000000 NS USD 1386636.02000000 0.289083266635 Long EC CORP US N 1 N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAH2 175000.00000000 PA USD 174668.57000000 0.036414574600 Long DBT CORP US N 2 2026-10-15 Fixed 3.38000000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAB6 783000.00000000 PA USD 661260.07000000 0.137858254346 Long DBT CORP US N 2 2031-09-15 Fixed 2.69000000 N N N N N N Stellantis Financial Underwritten Enhanced Lease Trust N/A 858928AB0 145816.64000000 PA USD 145951.32000000 0.030427656390 Long ABS-O CORP US N 2 2027-07-20 Fixed 4.63000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCN8 1128000.00000000 PA USD 1069311.14000000 0.222927973125 Long DBT CORP JP N 2 2029-01-14 Fixed 2.47000000 N N N N N N Suncor Energy Inc 894500XO86FKXQGPYV71 867224107 24892.00000000 NS 1671600.30000000 0.348492083187 Long EC CORP CA N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 511000.00000000 PA USD 385912.91000000 0.080454396864 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 432000.00000000 PA USD 415076.14000000 0.086534292145 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N TPG Real Estate Finance N/A 87277LAA4 1060751.00000000 PA USD 1064003.58000000 0.221821463009 Long ABS-CBDO CORP KY N 2 2043-06-18 Floating 5.12000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 4696.00000000 NS USD 678525.04000000 0.141457622784 Long EC CORP US N 1 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 180000.00000000 PA USD 167946.79000000 0.035013230562 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 535000.00000000 PA USD 555608.51000000 0.115832216042 Long DBT CORP US N 2 2033-03-15 Fixed 6.13000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203101 12756.00000000 NS USD 1087576.56000000 0.226735913495 Long EC CORP US N 1 N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 4968.00000000 NS USD 1859820.48000000 0.387731871925 Long EC CORP US N 1 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 24405.00000000 NS USD 1414513.80000000 0.294895173720 Long EC CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 1372000.00000000 PA USD 1200143.24000000 0.250203602997 Long DBT CORP CH N 2 2032-02-11 Fixed 2.10000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BH0 366000.00000000 PA USD 369254.76000000 0.076981537117 Long DBT CORP CH N 2 2035-02-08 Fixed 5.70000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 17509.00000000 NS USD 5114904.17000000 1.066345590813 Long EC CORP US N 1 N N N US Foods Holding Corp 549300UGOZSO64CFPR97 912008109 16234.00000000 NS USD 1632978.06000000 0.340440191311 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 3429000.00000000 PA USD 2297430.00000000 0.478963880706 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 9400000.00000000 PA USD 5849296.83000000 1.219450389826 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 3400000.00000000 PA USD 1939593.75000000 0.404362853054 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TF5 3300000.00000000 PA USD 2312835.95000000 0.482175684155 Long DBT UST US N 2 2042-02-15 Fixed 2.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TL2 1674000.00000000 PA USD 1363525.31000000 0.284265189328 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TV0 1780000.00000000 PA USD 1640242.20000000 0.341954605541 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TX6 2850000.00000000 PA USD 2419828.13000000 0.504481212392 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UE6 4700000.00000000 PA USD 4163355.46000000 0.867968507367 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UM8 400000.00000000 PA USD 369359.38000000 0.077003348097 Long DBT UST US N 2 2055-08-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UN6 300000.00000000 PA USD 285890.63000000 0.059601940255 Long DBT UST US N 2 2045-08-15 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UP1 600000.00000000 PA USD 543000.00000000 0.113203617617 Long DBT UST US N 2 2055-11-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKX8 8300000.00000000 PA USD 8279574.20000000 1.726110040099 Long DBT UST US N 2 2029-06-30 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLW9 4980000.00000000 PA USD 4844411.73000000 1.009953836216 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPJ4 4200000.00000000 PA USD 3981468.75000000 0.830049108530 Long DBT UST US N 2 2035-11-15 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFB3 483000.00000000 PA USD 474519.70000000 0.098926973611 Long DBT CORP US N 2 2034-04-15 Fixed 5.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDR2 372000.00000000 PA USD 334273.55000000 0.069688720320 Long DBT CORP US N 2 2039-03-15 Fixed 4.81000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFE9 208000.00000000 PA USD 195897.99000000 0.040840444110 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAF3 431000.00000000 PA USD 423814.27000000 0.088356001035 Long DBT CORP US N 2 2029-03-15 Fixed 4.13000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAH9 348000.00000000 PA USD 354446.12000000 0.073894259732 Long DBT CORP US N 2 2033-04-01 Fixed 5.75000000 N N N N N N Verus Securitization Trust 2138002AFCEWDDRL8N22 92490EAA1 98940.58000000 PA USD 97790.22000000 0.020387120942 Long ABS-MBS CORP US N 2 2070-10-27 Variable 4.94000000 N N N N N N Verus Securitization Trust 213800RZ8QGNZ38DSP77 92540PAA6 96164.67000000 PA USD 96140.51000000 0.020043192507 Long ABS-MBS CORP US N 2 2069-10-25 Variable 5.36000000 N N N N N N VIRGINIA POWER FUEL SEC 254900BELJ95ONW6U791 92808VAA0 87715.71000000 PA USD 87853.33000000 0.018315496824 Long DBT CORP US N 2 2027-05-01 Fixed 5.09000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBY5 184000.00000000 PA USD 162339.85000000 0.033844306267 Long DBT CORP GB N 2 2053-02-10 Fixed 5.63000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WCD0 477000.00000000 PA USD 461574.30000000 0.096228140993 Long DBT CORP GB N 2 2036-06-18 Fixed 5.35000000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AZ2 96000.00000000 PA USD 91047.12000000 0.018981332150 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 92916GBF0 42716.68000000 PA USD 42745.17000000 0.008911432559 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 5.46000000 N N N N N N Warner Bros Discovery Inc 5493006ZCRFWKF6B1K26 934423104 75823.00000000 NS USD 1994144.90000000 0.415735574095 Long EC CORP US N 1 N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBW8 1226000.00000000 PA USD 1211295.23000000 0.252528548874 Long DBT CORP US N 2 2034-02-15 Fixed 4.88000000 N N N N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 10491.00000000 NS USD 3958359.21000000 0.825231275142 Long EC CORP US N 1 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 25386.00000000 NS USD 2194619.70000000 0.457530182937 Long EC CORP US N 1 N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AM2 468000.00000000 PA USD 467344.70000000 0.097431143120 Long DBT CORP US N 2 2028-09-15 Fixed 4.70000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAY6 243000.00000000 PA USD 229920.87000000 0.047933470073 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 58.00000000 NC USD -31016.19000000 -0.00646619689 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 11956360.00000000 USD -31016.19000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 11.00000000 NC USD -34128.86000000 -0.00711512047 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 1240691.36000000 USD -34128.86000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 4.00000000 NC USD -5327.22000000 -0.00111060879 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYU6 Comdty 2026-09-21 444139.72000000 USD -5327.22000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 73.00000000 NC USD -51300.60000000 -0.01069505249 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 7787589.70000000 USD -51300.60000000 N N N Techtronic Industries Co Ltd 549300HZW2SBE758OK89 000000000 66000.00000000 NS 1114255.96000000 0.232297984574 Long EC CORP HK N 2 N N N Glencore PLC 2138002658CPO9NBH955 000000000 149493.00000000 NS 1092970.15000000 0.227860358983 Long EC CORP JE N 2 N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 000000000 228018.00000000 NS 3648481.30000000 0.760628511916 Long EC CORP GB N 2 N N N Amdocs Ltd 549300HQV672RJ7RQV66 000000000 15224.00000000 NS USD 848281.28000000 0.176848084076 Long EC CORP GG N 1 N N N Aon PLC 635400FALWQYX5E6QC64 000000000 20805.00000000 NS USD 7501242.75000000 1.563844964877 Long EC CORP IE N 1 N N N Axalta Coating Systems Ltd 529900AGLPA40GV6H619 000000000 130357.00000000 NS USD 4668084.17000000 0.973193398504 Long EC CORP BM N 1 N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 18537.00000000 NS USD 3075659.04000000 0.641207605684 Long EC CORP IE N 1 N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 4325.00000000 NS USD 1795740.00000000 0.374372494108 Long EC CORP IE N 1 N N N Aptiv PLC 254900HTTDFIJZ32GX53 000000000 54100.00000000 NS USD 3055027.00000000 0.636906276831 Long EC CORP JE N 1 N N N ICON PLC 6354008SRQGEMC4XFI67 000000000 14577.00000000 NS USD 2384287.01000000 0.497071666613 Long EC CORP IE N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 103192.00000000 NS USD 8811564.88000000 1.837018455412 Long EC CORP IE N 1 N N N Pentair PLC 549300EVR9D56WPSRP15 000000000 24594.00000000 NS USD 1609431.36000000 0.335531219630 Long EC CORP IE N 1 N N N Smurfit Westrock PLC 635400EGSEOPDW2EXS14 000000000 39395.00000000 NS USD 1810988.15000000 0.377551399710 Long EC CORP IE N 1 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 19330.00000000 NS USD 6493333.60000000 1.353717963017 Long EC CORP IE N 1 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 17790.00000000 NS USD 6238597.20000000 1.300610997973 Long EC CORP CH N 1 N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 19981.00000000 NS USD 4578845.96000000 0.954589184504 Long EC CORP NL N 1 N N N 2026-08-19 SUNAMERICA SERIES TRUST Shawn Parry Shawn Parry Assistant Treasurer