NPORT-P false 0000063075 XXXXXXXX S000002497 C000006760 C000006761 C000006765 C000006766 C000006767 C000006769 C000006771 C000006772 C000034443 MFS Series Trust IX 811-02464 0000063075 549300IJONSVWD5I9F62 111 Huntington Avenue Boston 02199 617-954-5000 MFS Total Return Bond Fund S000002497 FJAEEQMSDDUK9QL2E558 2027-04-30 2026-07-31 N 8218043005.04 128730660.55 8089312344.49 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 97285209.91000000 0.00000000 0.00000000 2798689.01000000 USD N BBG Barc US Aggregate Index LBSTRUU ACREC LLC N/A 00093BAC7 14856569.00000000 PA USD 14866508.04000000 0.183779626832 Long ABS-CBDO CORP US Y 2 2043-07-18 Floating 5.16773880 N N N N N N Acrec 2025 Fl LLC N/A 00112HAC1 23763500.00000000 PA USD 23763381.18000000 0.293762685479 Long ABS-CBDO CORP US Y 2 2042-08-18 Floating 5.30961120 N N N N N N APA Infrastructure Ltd. 261700SS8OEHDOCOUJ33 00188LAA5 8531000.00000000 PA USD 8293326.85000000 0.102522025319 Long DBT CORP AU Y 2 2034-09-16 Fixed 5.12500000 N N N N N N AREIT Ltd. N/A 00193DAC2 21646489.00000000 PA USD 21659039.63000000 0.267748835842 Long ABS-CBDO CORP KY Y 2 2030-01-17 Floating 5.22154080 N N N N N N Acore Issuer LLC N/A 00485EAC7 14778000.00000000 PA USD 14777976.36000000 0.182685199070 Long ABS-CBDO CORP US Y 2 2043-08-20 Floating 5.36960880 N N N N N N Acore Issuer LLC N/A 00485EAE3 12922500.00000000 PA USD 12935969.12000000 0.159914323605 Long ABS-CBDO CORP US Y 2 2043-08-20 Floating 5.56961040 N N N N N N ACREC Ltd. N/A 00500RAG0 10841500.00000000 PA USD 10845660.97000000 0.134073954721 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 5.94393840 N N N N N N ACREC Ltd. N/A 00500RAJ4 13074500.00000000 PA USD 13069787.95000000 0.161568590671 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 6.44393880 N N N N N N ACRES Commercial Realty Issuer LLC N/A 00501XAC5 20973000.00000000 PA USD 21020436.73000000 0.259854433044 Long ABS-CBDO CORP US Y 2 2044-08-18 Floating 5.36960880 N N N N N N AerCap Ireland Capital DAC N/A 00774MAW5 10175000.00000000 PA USD 9781293.43000000 0.120916253612 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAX3 5012000.00000000 PA USD 4534366.82000000 0.056053798232 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N Adventist Health System 5493008YM33UCY5QPW83 007944AH4 21168000.00000000 PA USD 21334787.12000000 0.263740429488 Long DBT CORP US N 2 2032-03-01 Fixed 5.43000000 N N N N N N Alcon Finance Corp. 549300CUZUI9VU7XNK42 01400EAA1 4432000.00000000 PA USD 4421160.92000000 0.054654348005 Long DBT CORP US Y 2 2026-09-23 Fixed 2.75000000 N N N N N N Alcon Finance Corp. 549300CUZUI9VU7XNK42 01400EAB9 7500000.00000000 PA USD 7096895.33000000 0.087731750583 Long DBT CORP US Y 2 2029-09-23 Fixed 3.00000000 N N N N N N Alcon Finance Corp. 549300CUZUI9VU7XNK42 01400EAD5 7998000.00000000 PA USD 7355821.78000000 0.090932596823 Long DBT CORP US Y 2 2030-05-27 Fixed 2.60000000 N N N N N N Alcon Finance Corp. 549300CUZUI9VU7XNK42 01400EAE3 6013000.00000000 PA USD 6074539.03000000 0.075093392012 Long DBT CORP US Y 2 2032-12-06 Fixed 5.37500000 N N N N N N FNMA or FHLMC N/A 01F052680 11075000.00000000 PA USD 10959878.03000000 0.135485904898 Long ABS-MBS USGSE US N 2 2056-08-25 Fixed 5.50000000 N N N N N N FNMA or FHLMC N/A 01F060683 60725000.00000000 PA USD 61393686.70000000 0.758948153878 Long ABS-MBS USGSE US N 2 2056-08-25 Fixed 6.00000000 N N N N N N Ambac Assurance Corp. 549300RYYRVPPB8NC636 023138AA8 13853.73890000 PA USD 18425.47000000 0.000227775479 Long DBT CORP US Y 2 2049-12-31 Fixed 5.10000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024948AA9 15273389.22000000 PA USD 15286402.15000000 0.188970353708 Long ABS-O CORP US Y 2 2029-05-14 Fixed 4.42000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AW1 13723000.00000000 PA USD 14266590.95000000 0.176363457639 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N Angel Oak Mortgage Trust 254900O3R79X1AD55F36 03466JAA7 9566844.89000000 PA USD 9545467.78000000 0.118000979236 Long ABS-MBS CORP US Y 2 2069-09-25 Variable 5.13799920 N N N N N N Angel Oak Mortgage Trust N/A 03466MAE2 29320939.50000000 PA USD 29218137.35000000 0.361194327845 Long ABS-MBS CORP US Y 2 2071-06-25 Variable 5.51199960 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863BA7 12521000.00000000 PA USD 11370385.33000000 0.140560592121 Long DBT CORP GB Y 2 2031-03-17 Fixed 2.87500000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863BB5 16098000.00000000 PA USD 15730528.54000000 0.194460639793 Long DBT CORP GB Y 2 2029-03-16 Fixed 3.87500000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863BC3 20205000.00000000 PA USD 16337506.40000000 0.201964094156 Long DBT CORP GB Y 2 2052-03-16 Fixed 4.75000000 N N N N N N Angel Oak Mortgage Trust 254900S8TF74AZOT0548 034932AA1 16010923.59000000 PA USD 16016671.51000000 0.197997936387 Long ABS-MBS CORP US Y 2 2069-10-25 Variable 5.65300080 N N N N N N Angel Oak Mortgage Trust 254900QN92XYN8GJBJ44 034933AA9 18299826.23000000 PA USD 18239032.38000000 0.225470739702 Long ABS-MBS CORP US Y 2 2069-10-25 Variable 5.34800160 N N N N N N Angel Oak Mortgage Trust 254900CFOEUA52TRVZ51 034940AA4 6395584.56000000 PA USD 6325148.07000000 0.078191418511 Long ABS-MBS CORP US Y 2 2070-09-25 Variable 4.96000080 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03880XAJ5 40620500.00000000 PA USD 40351754.26000000 0.498827991077 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 6.62538960 N N N N N N Arbor Realty Commercial Real Estate Notes LLC N/A 03881XAC9 2472305.00000000 PA USD 2480755.09000000 0.030667070133 Long ABS-CBDO CORP US Y 2 2043-09-20 Floating 5.41960920 N N N N N N Arbor Realty Commercial Real Estate Notes LLC N/A 03881XAE5 12737383.00000000 PA USD 12776961.87000000 0.157948677537 Long ABS-CBDO CORP US Y 2 2043-09-20 Floating 5.66961120 N N N N N N ARDN Mortgage Trust N/A 039961AC1 28383000.00000000 PA USD 28409577.84000000 0.351198923099 Long ABS-MBS CORP US Y 2 2035-06-15 Floating 5.67636840 N N N N N N AREIT Trust N/A 04002VAE1 4924000.00000000 PA USD 4915672.79000000 0.060767498900 Long ABS-MBS CORP KY Y 2 2037-01-20 Floating 5.47139160 N N N N N N AREIT Trust N/A 04002VAG6 10134500.00000000 PA USD 10143852.12000000 0.125398200588 Long ABS-MBS CORP KY Y 2 2037-01-20 Floating 5.77139040 N N N N N N AREIT Trust N/A 04002VAJ0 4313500.00000000 PA USD 4317053.03000000 0.053367367288 Long ABS-CBDO CORP KY Y 2 2037-01-20 Floating 6.47138880 N N N N N N ARI Fleet Lease Trust N/A 04033GAB3 403268.63000000 PA USD 404312.45000000 0.004998106548 Long ABS-O CORP US Y 2 2032-07-15 Fixed 6.05000000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 04273WAC5 21913000.00000000 PA USD 19244360.57000000 0.237898596944 Long DBT CORP US N 2 2032-02-15 Fixed 2.95000000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 04273WAF8 11500000.00000000 PA USD 11536956.52000000 0.142619743541 Long DBT CORP US N 2 2029-08-21 Fixed 5.15000000 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AQ6 24388000.00000000 PA USD 24288549.39000000 0.300254809749 Long DBT CORP US Y 2 2033-05-30 Fixed 5.55000000 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AS2 8473000.00000000 PA USD 8512077.05000000 0.105226213150 Long DBT CORP US Y 2 2034-04-15 Fixed 5.80000000 N N N N N N Aspire Mortgage Trust N/A 04539CAC9 33136894.49000000 PA USD 33011209.56000000 0.408084249367 Long ABS-MBS CORP US Y 2 2066-05-25 Variable 5.45900040 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 045941AA9 18875000.00000000 PA USD 19094440.75000000 0.236045289597 Long DBT CORP US Y 2 2032-12-31 Fixed 8.00000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAJ0 7098000.00000000 PA USD 7048397.97000000 0.087132226694 Long DBT CORP KY Y 2 2027-02-15 Fixed 3.25000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAP6 2074000.00000000 PA USD 2008409.90000000 0.024827943519 Long DBT CORP KY Y 2 2028-02-21 Fixed 2.75000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAR2 2226000.00000000 PA USD 2162848.05000000 0.026737106417 Long DBT CORP KY Y 2 2027-11-18 Fixed 2.52800000 N N N N N N Barclays Commercial Mortgage Trust N/A 05492JAW2 9055000.00000000 PA USD 8519781.59000000 0.105321456598 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.06300000 N N N N N N BANK N/A 05495BBH8 4429568.00000000 PA USD 4502032.63000000 0.055654083292 Long ABS-MBS CORP US N 2 2069-05-15 Fixed 5.58600000 N N N N N N BBCMS Mortgage Trust N/A 054975AJ6 10215909.00000000 PA USD 10556761.78000000 0.130502585762 Long ABS-MBS CORP US N 2 2055-12-15 Variable 6.16978080 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBN4 2485000.00000000 PA USD 2478047.19000000 0.030633595100 Long DBT CORP US N 2 2030-04-02 Fixed 4.90600000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBW4 26499000.00000000 PA USD 26047073.33000000 0.321993665478 Long DBT CORP US N 2 2032-03-16 Fixed 4.74200000 N N N N N N BAT International Finance plc 21380041YBGOQDFAC823 05530QAP5 23935000.00000000 PA USD 23861102.84000000 0.294970719683 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N BDS LLC N/A 05555MAA7 5768007.14000000 PA USD 5770764.25000000 0.071338131156 Long ABS-CBDO CORP US Y 2 2039-09-19 Floating 5.24576160 N N N N N N BDS LLC N/A 05556XAC8 11852185.00000000 PA USD 11852169.59000000 0.146516404426 Long ABS-CBDO CORP US Y 2 2043-06-19 Floating 5.26961160 N N N N N N BXMT Ltd. N/A 05609GAC2 17470500.00000000 PA USD 17376700.89000000 0.214810606266 Long ABS-CBDO CORP KY Y 2 2038-05-15 Floating 5.34394080 N N N N N N BXMT Ltd. N/A 05609GAE8 38262000.00000000 PA USD 38228528.40000000 0.472580693784 Long ABS-CBDO CORP KY Y 2 2038-05-15 Floating 5.59393920 N N N N N N BofA Auto Trust N/A 05620EAB4 4380000.00000000 PA USD 4376238.89000000 0.054099022310 Long ABS-O CORP US Y 2 2028-11-15 Fixed 4.10000000 N N N N N N Bain Capital Credit CLO Ltd. 2549002RK7W6TK0Q0E16 05684CBJ3 6400000.00000000 PA USD 6400531.20000000 0.079123304026 Long ABS-CBDO CORP KY Y 2 2034-10-23 Floating 5.20216920 N N N N N N Bain Capital Credit CLO Ltd. 254900YXN9JEMKU5DF45 05684PAQ9 18243515.00000000 PA USD 18270059.31000000 0.225854294307 Long ABS-CBDO CORP KY Y 2 2034-10-21 Floating 5.28373080 N N N N N N Bain Capital Credit CLO Ltd. 254900YXN9JEMKU5DF45 05684PAS5 14464716.00000000 PA USD 14484344.62000000 0.179055326375 Long ABS-CBDO CORP KY Y 2 2034-10-21 Floating 5.53372920 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHD4 7070000.00000000 PA USD 6950417.95000000 0.085920998646 Long DBT CORP US N 2 2028-12-20 Variable 3.41900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHG7 8931000.00000000 PA USD 8825243.21000000 0.109097570153 Long DBT CORP US N 2 2029-03-05 Variable 3.97000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHZ5 39891000.00000000 PA USD 36645484.99000000 0.453011126649 Long DBT CORP US N 2 2031-02-13 Variable 2.49600000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKD0 45881000.00000000 PA USD 40448343.66000000 0.500022028294 Long DBT CORP US N 2 2032-10-20 Variable 2.57200000 N N N N N N BANK5 N/A 06211GAG1 18557866.00000000 PA USD 18631247.51000000 0.230319299299 Long ABS-MBS CORP US N 2 2058-11-15 Fixed 5.22500000 N N N N N N BANK N/A 065403BF3 5000000.00000000 PA USD 4809375.00000000 0.059453446661 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.97600000 N N N N N N BANK N/A 06541DBH6 21951777.00000000 PA USD 22476024.95000000 0.277848400368 Long ABS-MBS CORP US N 2 2056-08-15 Fixed 5.74500000 N N N N N N BANK N/A 06541DBN3 12725671.00000000 PA USD 13128852.07000000 0.162298740744 Long ABS-MBS CORP US N 2 2056-08-15 Variable 6.38499960 N N N N N N BANK5 N/A 06650JAG3 4450800.00000000 PA USD 4444578.67000000 0.054943838001 Long ABS-MBS CORP US N 2 2059-02-15 Fixed 5.10400000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBD6 7802000.00000000 PA USD 7809106.92000000 0.096536103285 Long DBT CORP GB N 2 2029-05-16 Variable 4.97200000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBV6 16966000.00000000 PA USD 15041993.50000000 0.185948976370 Long DBT CORP GB N 2 2032-11-24 Variable 2.89400000 N N N N N N BDS LLC N/A 072921AE9 13272979.00000000 PA USD 13270722.59000000 0.164052542723 Long ABS-CBDO CORP US Y 2 2042-10-17 Floating 5.36032080 N N N N N N Bayview Commercial Asset Trust N/A 07324SBN1 56972.68000000 PA USD 55634.14000000 0.000687748693 Long ABS-MBS CORP US Y 2 2035-08-25 Floating 4.30387920 N N N N N N Bayview Financial Revolving Asset Trust N/A 073250BW1 180139.53000000 PA USD 482055.90000000 0.005959170315 Long ABS-O CORP US Y 2 2040-12-28 Floating 5.45788080 N N N N N N Bayview Commercial Asset Trust N/A 07325BAA6 1039219.25650000 PA USD 103.92000000 0.000001284658 Long ABS-MBS CORP US Y 2 2036-12-25 Variable 0.00001080 N N N N N N Beach Acquisition Bidco LLC 254900F2FNX3GBTB6202 07337JAC1 23886000.00000000 PA USD 25641835.97000000 0.316984125201 Long DBT CORP US Y 2 2033-07-15 Fixed 10.00000000 N N Y N N N Benchmark Mortgage Trust N/A 08163VAC1 4675254.00000000 PA USD 4775281.53000000 0.059031983519 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.36289920 N N N N N N Benchmark Mortgage Trust N/A 08164EAC8 12840932.00000000 PA USD 12862342.97000000 0.159004157859 Long ABS-MBS CORP US N 2 2058-10-15 Fixed 5.18365000 N N N N N N Berks County Municipal Authority (The) N/A 084538JJ7 15461000.00000000 PA USD 12743206.67000000 0.157531396085 Long DBT MUN US N 2 2039-06-30 Fixed 7.00000000 N N N N N N Berks County Municipal Authority (The) N/A 084538JL2 8128000.00000000 PA USD 4825949.61000000 0.059658341827 Long DBT MUN US N 2 2044-06-30 Variable 0.00000000 N N N N N N Black Diamond CLO Ltd. 254900MIPS4I29O2I690 09204GAK5 23878452.00000000 PA USD 23911571.41000000 0.295594611651 Long ABS-CBDO CORP KY Y 2 2032-07-23 Floating 5.95217160 N N N N N N Black Diamond CLO Ltd. 549300IEWA7GZ3ECTT90 09204WAH7 34041667.00000000 PA USD 34050790.17000000 0.420935534689 Long ABS-CBDO CORP KY Y 2 2034-11-22 Floating 5.58321840 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CV5 6632000.00000000 PA USD 6552902.59000000 0.081006917658 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CW3 14572000.00000000 PA USD 13764679.87000000 0.170158837782 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CY9 7084000.00000000 PA USD 7119284.70000000 0.088008527756 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DS1 20794000.00000000 PA USD 22269382.13000000 0.275293883851 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N Boston Gas Co. FN7P4E7K9JOBORDEUX61 100743AK9 18261000.00000000 PA USD 18000514.69000000 0.222522186354 Long DBT CORP US Y 2 2027-08-01 Fixed 3.15000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RBE3 29885000.00000000 PA USD 25793966.74000000 0.318864764290 Long DBT CORP US N 2 2032-04-01 Fixed 2.55000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RBF0 27176000.00000000 PA USD 22085047.09000000 0.273015135891 Long DBT CORP US N 2 2033-10-01 Fixed 2.45000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RBJ2 14052000.00000000 PA USD 13948848.20000000 0.172435524875 Long DBT CORP US N 2 2035-01-15 Fixed 5.75000000 N N N N N N Brazos Securitization LLC N/A 106230AC9 15634000.00000000 PA USD 14185065.27000000 0.175355637981 Long DBT CORP US Y 2 2050-09-01 Fixed 5.41300000 N N N N N N Bridge Housing Corp. N/A 10806CAC2 17055000.00000000 PA USD 16618492.11000000 0.205437636751 Long DBT CORP US N 2 2035-07-15 Fixed 5.32100000 N N N N N N Village of Bridgeview IL N/A 108555GG2 24325000.00000000 PA USD 22446358.36000000 0.277481662273 Long DBT MUN US N 2 2036-12-01 Fixed 5.14000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120BAA5 24974000.00000000 PA USD 25322250.69000000 0.313033415099 Long DBT CORP US N 2 2035-02-15 Fixed 5.75000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBM2 9859000.00000000 PA USD 8014004.68000000 0.099069047388 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N Brown & Brown, Inc. 549300PC8KTJ71XKFY89 115236AE1 15616000.00000000 PA USD 14669364.33000000 0.181342538219 Long DBT CORP US N 2 2032-03-17 Fixed 4.20000000 N N N N N N Brown & Brown, Inc. 549300PC8KTJ71XKFY89 115236AF8 5548000.00000000 PA USD 4483286.59000000 0.055422344929 Long DBT CORP US N 2 2052-03-17 Fixed 4.95000000 N N N N N N Brown & Brown, Inc. 549300PC8KTJ71XKFY89 115236AM3 5137000.00000000 PA USD 5037175.56000000 0.062269514953 Long DBT CORP US N 2 2035-06-23 Fixed 5.55000000 N N N N N N Brsp 2026-Fl3 Ltd. N/A 116686AC0 22343500.00000000 PA USD 22417845.76000000 0.277129189791 Long ABS-CBDO CORP US Y 2 2043-08-19 Floating 5.36960880 N N N N N N Business Jet Securities LLC N/A 12013JAA6 9188480.00000000 PA USD 9140540.94000000 0.112995277605 Long ABS-O CORP US Y 2 2041-06-15 Fixed 5.46400000 N N N N N N Business Jet Securities LLC N/A 12013JAC2 676200.00000000 PA USD 673824.51000000 0.008329811995 Long ABS-O CORP US Y 2 2041-06-15 Fixed 6.09900000 N N N N N N Business Jet Securities LLC N/A 12327CAA2 2890102.58000000 PA USD 2916310.32000000 0.036051399622 Long ABS-O CORP US Y 2 2039-05-15 Fixed 6.19700000 N N N N N N Business Jet Securities LLC N/A 12327CAB0 403041.52000000 PA USD 410121.75000000 0.005069921057 Long ABS-O CORP US Y 2 2039-05-15 Fixed 6.92400000 N N N N N N BX Trust N/A 123915AC4 7825000.00000000 PA USD 7841681.34000000 0.096938787947 Long ABS-MBS CORP US Y 2 2043-05-15 Floating 5.37636960 N N N N N N BX Commercial Mortgage Trust N/A 12433HAC8 6068300.01000000 PA USD 6079682.32000000 0.075156973313 Long ABS-MBS CORP US Y 2 2042-08-15 Floating 5.22636840 N N N N N N BX Trust N/A 12434JAE9 4845079.00000000 PA USD 4854169.82000000 0.060007199787 Long ABS-MBS CORP US Y 2 2043-07-15 Floating 5.42637000 N N N N N N BXMT Ltd. N/A 12434LAE4 6104500.00000000 PA USD 6076462.03000000 0.075117164120 Long ABS-CBDO CORP KY Y 2 2038-02-15 Floating 5.44394160 N N N N N N C-BASS TRUST N/A 1248MGAL8 1022282.66260000 PA USD 268590.97000000 0.003320318941 Long ABS-O CORP US N 2 2037-01-25 Variable 1.45000080 Y Y N N N N CBRE Services, Inc. 549300CTE3HOMEUMM603 12505BAG5 13799000.00000000 PA USD 14118664.32000000 0.174534790087 Long DBT CORP US N 2 2034-08-15 Fixed 5.95000000 N N N N N N Cantor Commercial Real Estate Lending N/A 12528YAF0 20960656.00000000 PA USD 19631630.93000000 0.242686029343 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87440000 N N N N N N CIP Commercial Mortgage Trust N/A 12576AAA4 9851000.00000000 PA USD 9875607.80000000 0.122082166931 Long ABS-MBS CORP US Y 2 2037-10-15 Floating 5.07637080 N N N N N N Commercial Mortgage Trust N/A 12595EAD7 26790000.00000000 PA USD 26457321.78000000 0.327065152800 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 3.51000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCY9 11000000.00000000 PA USD 11133521.41000000 0.137632482661 Long DBT CORP US N 2 2034-02-01 Variable 5.81700000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDA0 17390000.00000000 PA USD 18116217.88000000 0.223952508056 Long DBT CORP US N 2 2034-06-08 Variable 6.37700000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDF9 16122000.00000000 PA USD 16474961.36000000 0.203663311025 Long DBT CORP US N 2 2035-02-01 Variable 6.05100000 N N N N N N Carmax Select Receivables Trust N/A 14320BAB5 7455004.76000000 PA USD 7451844.58000000 0.092119629736 Long ABS-O CORP US N 2 2029-03-15 Fixed 4.19000000 N N N N N N CarMax Select Receivables Trust N/A 14321GAB3 2590000.00000000 PA USD 2589255.63000000 0.032008352746 Long ABS-O CORP US N 2 2029-04-16 Fixed 4.35000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAW1 44143000.00000000 PA USD 43852967.69000000 0.542109957218 Long DBT CORP US N 2 2035-10-30 Fixed 5.55000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAL9 8291000.00000000 PA USD 6955784.28000000 0.085987337165 Long DBT CORP US N 2 2039-12-31 Fixed 2.74200000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17291EAW1 5948000.00000000 PA USD 5912128.80000000 0.073085678339 Long ABS-MBS CORP US N 2 2049-12-10 Variable 3.71999880 N N N N N N C-BASS Mortgage Loan Trust N/A 17311YAC7 1045627.77270000 PA USD 361089.78000000 0.004463788324 Long ABS-O CORP US N 2 2037-03-25 Variable 2.03000040 Y Y N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CBC6 13201000.00000000 PA USD 13328508.46000000 0.164766891082 Long DBT CORP US N 2 2030-08-15 Variable 6.87500000 N N N N N N COLT Mortgage Loan Trust 213800AWBXHFGYDU9Q16 19685AAA7 11172927.34000000 PA USD 11111260.60000000 0.137357294746 Long ABS-MBS CORP US Y 2 2069-08-25 Variable 5.12300160 N N N N N N Columbia Cent CLO 30 Ltd. 549300EPPYTG18BLNK44 19736WBL3 12863116.00000000 PA USD 12876236.38000000 0.159175908058 Long ABS-CBDO CORP KY Y 2 2034-01-20 Floating 5.27920920 N N N N N N Columbia Cent CLO 30 Ltd. 549300EPPYTG18BLNK44 19736WBQ2 17216327.00000000 PA USD 17024847.01000000 0.210460992047 Long ABS-CBDO CORP KY Y 2 2034-01-20 Floating 5.62920840 N N N N N N Columbia Cent CLO 31 Ltd. 5493007YZPNOMQEILE23 19737LAW3 13263241.00000000 PA USD 13159681.61000000 0.162679855216 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 5.57921160 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AM2 19925000.00000000 PA USD 18841832.57000000 0.232922549749 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N Consumers 2023 Securitization Funding LLC N/A 21071BAA3 3148193.42520000 PA USD 3158448.98000000 0.039044715366 Long DBT CORP US N 2 2028-03-01 Fixed 5.55000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAH2 15987000.00000000 PA USD 14826872.01000000 0.183289646617 Long DBT CORP US N 2 2032-04-05 Fixed 3.90000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAK5 1846000.00000000 PA USD 1511141.30000000 0.018680713954 Long DBT CORP US N 2 2042-04-05 Fixed 4.35000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAM1 5568000.00000000 PA USD 4229383.87000000 0.052283601990 Long DBT CORP US N 2 2052-04-05 Fixed 4.40000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAS8 13944000.00000000 PA USD 14091820.48000000 0.174202946800 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Deephaven Residential Mortgage Trust N/A 24380QAC6 21903306.21000000 PA USD 21949189.26000000 0.271335662727 Long ABS-MBS CORP US Y 2 2069-07-25 Variable 5.73500160 N N N N N N Dell International LLC N/A 24703TAG1 24675000.00000000 PA USD 24950419.88000000 0.308436846266 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CP2 23182000.00000000 PA USD 23024569.42000000 0.284629501736 Long DBT CORP DE N 2 2027-11-16 Variable 2.31100000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CS6 24629000.00000000 PA USD 25279550.16000000 0.312505551565 Long DBT CORP DE N 2 2029-01-18 Variable 6.72000000 N N N N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393AF9 23293000.00000000 PA USD 21062260.60000000 0.260371459316 Long DBT CORP US N 2 2032-01-15 Fixed 3.15000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 254709AS7 34164000.00000000 PA USD 36669538.91000000 0.453308480973 Long DBT CORP US N 2 2032-11-29 Fixed 6.70000000 N N N N N N Dryden 49 Senior Loan Fund 549300VCB8LYR1RGV869 26244QAS2 16500000.00000000 PA USD 16549566.00000000 0.204585572854 Long ABS-CBDO CORP KY Y 2 2030-07-18 Floating 6.04082160 N N N N N N Dryden 98 CLO Ltd. N/A 26248AAQ7 10576923.00000000 PA USD 10477954.73000000 0.129528373782 Long ABS-CBDO CORP KY Y 2 2035-04-20 Floating 5.62920840 N N N N N N ELM Trust N/A 26860XAJ0 5182790.00000000 PA USD 5180522.01000000 0.064041562365 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 6.18941160 N N N N N N ELM Trust N/A 26860XBC4 3802054.00000000 PA USD 3798140.55000000 0.046952576291 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 6.18941160 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAJ7 13598000.00000000 PA USD 13414657.35000000 0.165831862817 Long DBT CORP IT Y 2 2029-05-09 Fixed 4.25000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAN8 27138000.00000000 PA USD 27089896.00000000 0.334885029114 Long DBT CORP IT Y 2 2034-05-15 Fixed 5.50000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 9094000.00000000 PA USD 10074694.69000000 0.124543277116 Long DBT CORP US Y 2 2037-10-15 Fixed 7.00000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAF6 3059000.00000000 PA USD 3030470.76000000 0.037462649863 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAL3 5901000.00000000 PA USD 5916717.25000000 0.073142400713 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAN9 6884000.00000000 PA USD 6389539.01000000 0.078987418681 Long DBT CORP US Y 2 2031-05-15 Fixed 3.62500000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 28368EAE6 7347000.00000000 PA USD 8247781.21000000 0.101958990563 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 28504DAD5 8776000.00000000 PA USD 9067035.07000000 0.112086598759 Long DBT NUSS FR Y 2 2053-05-23 Fixed 6.90000000 N N N N N N Elmwood CLO VIII Ltd. N/A 29003EBE4 31350000.00000000 PA USD 31434645.00000000 0.388594773712 Long ABS-CBDO CORP KY Y 2 2037-04-20 Floating 5.52921120 N N N N N N Empire District Bondco LLC N/A 291918AA8 6228310.51000000 PA USD 6210256.94000000 0.076771135487 Long DBT CORP US N 2 2033-01-01 Fixed 4.94300000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NAL9 9961000.00000000 PA USD 9955538.28000000 0.123070266742 Long DBT CORP CA N 2 2026-12-01 Fixed 4.25000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBR5 8233000.00000000 PA USD 8396720.04000000 0.103800170922 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAP5 5763000.00000000 PA USD 5833782.78000000 0.072117165607 Long DBT CORP US N 2 2028-02-15 Fixed 5.55000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAQ3 26373000.00000000 PA USD 26926157.59000000 0.332860896493 Long DBT CORP US N 2 2033-02-15 Fixed 5.75000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBK5 5960000.00000000 PA USD 5823233.67000000 0.071986757613 Long DBT CORP US N 2 2036-01-15 Fixed 5.35000000 N N N N N N ENEL Finance International NV 0YQH6LCEF474UTUV4B96 29278GAF5 30284000.00000000 PA USD 29688575.37000000 0.367009878042 Long DBT CORP NL Y 2 2028-04-06 Fixed 3.50000000 N N N N N N ENEL Finance International NV 0YQH6LCEF474UTUV4B96 29278GBA5 3444000.00000000 PA USD 3823460.51000000 0.047265581389 Long DBT CORP NL Y 2 2032-10-14 Fixed 7.50000000 N N N N N N Enterprise Fleet Financing LLC N/A 29373NAB3 9677665.55000000 PA USD 9655144.65000000 0.119356803629 Long ABS-O CORP US Y 2 2028-08-20 Fixed 4.05000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374LAB6 2194433.28000000 PA USD 2209748.45000000 0.027316888703 Long ABS-O CORP US Y 2 2030-03-20 Fixed 6.40000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374MAB4 2004599.59000000 PA USD 2007131.40000000 0.024812138714 Long ABS-O CORP US Y 2 2027-07-20 Fixed 4.69000000 N N N N N N Enterprise Fleet Financing LLC N/A 29376JAB9 18885000.00000000 PA USD 18815057.51000000 0.232591556720 Long ABS-O CORP US Y 2 2028-10-20 Fixed 4.00000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBG0 9219000.00000000 PA USD 8990596.23000000 0.111141662568 Long DBT CORP US N 2 2027-07-15 Fixed 1.80000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBH8 21402000.00000000 PA USD 19120736.42000000 0.236370356412 Long DBT CORP US N 2 2030-07-15 Fixed 2.15000000 N N N N N N Escambia County Health Facilities Authority N/A 296110GG8 4565000.00000000 PA USD 3615399.20000000 0.044693529511 Long DBT MUN US N 2 2040-08-15 Fixed 3.60700000 N N N N N N Fortescue Treasury Pty. Ltd. 549300EFD6S2NFE9D745 30251GBC0 15339000.00000000 PA USD 14456435.82000000 0.178710318063 Long DBT CORP AU Y 2 2031-04-01 Fixed 4.37500000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901BB7 15409000.00000000 PA USD 15416136.37000000 0.190574126866 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85000000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901BJ0 7257000.00000000 PA USD 6724242.00000000 0.083125013766 Long DBT CORP CA N 2 2031-03-03 Fixed 3.37500000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901BL5 16523000.00000000 PA USD 16730730.79000000 0.206825130215 Long DBT CORP CA N 2 2032-08-16 Fixed 5.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128KQ6Y7 156857.15660000 PA USD 161231.00000000 0.001993136043 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128KYA33 666.31240000 PA USD 690.29000000 0.000008533358 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXJN1 43549.01620000 PA USD 44279.16000000 0.000547378542 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXMK3 28126.47380000 PA USD 28596.93000000 0.000353514968 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4GZ0 167838.45080000 PA USD 168506.69000000 0.002083078051 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4W66 80571.57600000 PA USD 81606.05000000 0.001008813191 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4XV0 30335.92420000 PA USD 30839.28000000 0.000381234877 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6JU3 71631.47430000 PA USD 71276.65000000 0.000881121249 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6K49 52383.69760000 PA USD 53798.74000000 0.000665059497 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M72C9 108749.83180000 PA USD 110573.87000000 0.001366913098 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M73V6 150515.05780000 PA USD 149767.99000000 0.001851430425 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M7U38 26274.35350000 PA USD 26122.16000000 0.000322921886 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M7XB7 134432.37630000 PA USD 133677.97000000 0.001652525756 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M8RP1 222862.28000000 PA USD 221882.33000000 0.002742907191 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9BH4 430500.41000000 PA USD 428935.92000000 0.005302501643 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9T51 1131707.89000000 PA USD 1076349.55000000 0.013305822598 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MAAK5 1061903.29000000 PA USD 1033146.53000000 0.012771747288 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJBX7 14312.06500000 PA USD 14641.28000000 0.000180995360 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJXK1 2056279.74720000 PA USD 1871231.06000000 0.023132140042 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJYY0 4563.48000000 PA USD 4011.18000000 0.000049586167 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8E23 295973.11000000 PA USD 285494.56000000 0.003529280955 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8FJ5 1524733.12000000 PA USD 1414836.14000000 0.017490190509 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292LLA1 546530.28410000 PA USD 508606.73000000 0.006287391416 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292SBD1 934363.59690000 PA USD 865253.27000000 0.010696252452 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312934RV6 161450.98200000 PA USD 160559.72000000 0.001984837686 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312940BC2 85285.93250000 PA USD 84145.66000000 0.001040207825 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312941LZ8 404858.02360000 PA USD 391292.66000000 0.004837156031 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312943ZX4 336700.85080000 PA USD 321091.24000000 0.003969326765 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296L3U3 14854.87270000 PA USD 14840.78000000 0.000183461577 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296QKB5 79524.38530000 PA USD 80844.62000000 0.000999400400 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297C5V8 25023.36270000 PA USD 25341.42000000 0.000313270385 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297CWY2 35702.72220000 PA USD 35719.56000000 0.000441564850 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297HN70 27359.24430000 PA USD 27706.99000000 0.000342513539 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297LBG4 28454.43900000 PA USD 28514.33000000 0.000352493868 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297TE33 53889.01250000 PA USD 53706.73000000 0.000663922070 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297UKW9 1742.42900000 PA USD 1736.54000000 0.000021467090 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297VPS1 97026.43670000 PA USD 96540.05000000 0.001193427152 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XVRK3 2150504.16000000 PA USD 1947774.46000000 0.024078368803 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31329QWH0 787275.40000000 PA USD 707250.93000000 0.008743029071 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5H32 683279.01000000 PA USD 595453.63000000 0.007360991943 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5H73 75408.12000000 PA USD 65621.38000000 0.000811210857 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5HP3 312079.63000000 PA USD 272843.22000000 0.003372885214 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5HX6 464054.70000000 PA USD 404904.90000000 0.005005430409 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5J48 137403.11000000 PA USD 119490.11000000 0.001477135569 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5JL0 379758.15000000 PA USD 330574.25000000 0.004086555641 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132ACYL8 672074.65000000 PA USD 582872.08000000 0.007205458946 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132ADPG7 117032.92000000 PA USD 102114.26000000 0.001262335482 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132ADWH7 189995.85000000 PA USD 164782.24000000 0.002037036437 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CWY81 169515.02000000 PA USD 157155.89000000 0.001942759573 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6AV2 85872.22000000 PA USD 79678.21000000 0.000984981251 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6BS8 27445.30000000 PA USD 25382.05000000 0.000313772653 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6CE8 3424528.37000000 PA USD 3201054.40000000 0.039571403151 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6CT5 3606058.28000000 PA USD 3370704.60000000 0.041668617262 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DM5P6 47023.15000000 PA USD 38377.46000000 0.000474421784 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DM5R2 102898.16000000 PA USD 80640.47000000 0.000996876700 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNGG2 38380.72000000 PA USD 31840.78000000 0.000393615410 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNSF1 2242584.47000000 PA USD 2120748.83000000 0.026216676272 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNXJ7 884371.32000000 PA USD 725902.82000000 0.008973603553 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DP3G1 162315.58000000 PA USD 127112.72000000 0.001571366200 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DPJE9 67627.95000000 PA USD 63991.56000000 0.000791063038 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQDZ6 2658557.20000000 PA USD 2676678.01000000 0.033089067352 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQK88 880797.19000000 PA USD 753792.33000000 0.009318373403 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQSQ0 53112.82000000 PA USD 43347.46000000 0.000535860876 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQYN0 431970.71000000 PA USD 354176.19000000 0.004378322593 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWBU6 45014.37000000 PA USD 37046.44000000 0.000457967728 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWC27 66112.30000000 PA USD 54357.24000000 0.000671963668 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWC68 17307545.22000000 PA USD 13529136.06000000 0.167247047509 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWCN1 82384.97000000 PA USD 64513.98000000 0.000797521189 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWCP6 32207.42000000 PA USD 26465.99000000 0.000327172309 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWCQ4 26225.26000000 PA USD 22542.61000000 0.000278671524 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWCT8 1093686.16000000 PA USD 856668.40000000 0.010590126373 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWCZ4 160591.16000000 PA USD 125757.85000000 0.001554617310 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWD67 254026.75000000 PA USD 217145.51000000 0.002684350668 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDC4 108815873.30000000 PA USD 85307196.27000000 1.054566725045 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDJ9 627684.15000000 PA USD 514944.62000000 0.006365740350 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDQ3 708772.93000000 PA USD 554445.53000000 0.006854050213 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDR1 6065057.06000000 PA USD 4975691.12000000 0.061509444908 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDS9 1901987.33000000 PA USD 1628033.92000000 0.020125739378 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDY6 2182783.35000000 PA USD 1789425.18000000 0.022120856554 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDZ3 5024401.33000000 PA USD 4301208.55000000 0.053171497981 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWE66 4607337.17000000 PA USD 4359602.49000000 0.053893363296 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWEF6 8833372.94000000 PA USD 7246664.63000000 0.089583197203 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWES8 786437.53000000 PA USD 743608.18000000 0.009192477040 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWF40 795155.11000000 PA USD 751899.51000000 0.009294974380 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWFM0 804096.66000000 PA USD 687192.41000000 0.008495065844 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHD8 339866.51000000 PA USD 321163.13000000 0.003970215468 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWJD6 157550.49000000 PA USD 148468.20000000 0.001835362434 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWJG9 11898444.53000000 PA USD 12081614.06000000 0.149352794718 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWK69 874258.11000000 PA USD 822520.10000000 0.010167985422 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWLA9 42731.82000000 PA USD 43237.57000000 0.000534502417 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWLK7 738994.06000000 PA USD 714559.66000000 0.008833379520 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWMB6 2324660.04000000 PA USD 2352174.51000000 0.029077558262 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWMS9 5731547.49000000 PA USD 5684519.23000000 0.070271971064 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWMX8 751478.61000000 PA USD 726771.38000000 0.008984340683 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWMY6 430091.95000000 PA USD 426216.12000000 0.005268879502 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWN66 996267.00000000 PA USD 936424.72000000 0.011576073220 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWPS6 20261716.29000000 PA USD 20068678.26000000 0.248088804157 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0Q62 639230.26000000 PA USD 524510.77000000 0.006483997003 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0VU3 331777.60000000 PA USD 313868.87000000 0.003880043897 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GETS9 144973.56980000 PA USD 140895.76000000 0.001741752005 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GRL58 849916.13340000 PA USD 791005.69000000 0.009778404595 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GVCM2 1243048.26280000 PA USD 1156707.39000000 0.014299205429 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HNK57 116654.89650000 PA USD 104333.60000000 0.001289770941 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J4MM8 1079735.13000000 PA USD 1028349.19000000 0.012712442618 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J7RK0 72451.71550000 PA USD 65193.54000000 0.000805921903 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J93Z9 338413.08840000 PA USD 302548.29000000 0.003740098998 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J9KC1 765026.85630000 PA USD 684351.03000000 0.008459940732 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L5AD5 690271.56530000 PA USD 619211.12000000 0.007654681802 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L6HF1 915462.80900000 PA USD 862409.40000000 0.010661096558 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WHJY2 10620207.53000000 PA USD 9381914.91000000 0.115979140258 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WJEF4 3134078.21000000 PA USD 2843815.09000000 0.035155214298 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WJUV1 1965470.43000000 PA USD 1782107.82000000 0.022030399422 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WKQ84 4254.13000000 PA USD 3727.49000000 0.000046079194 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132XVEW9 341527.47000000 PA USD 297797.98000000 0.003681375713 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132Y3NK6 317248.30000000 PA USD 276438.13000000 0.003417325456 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335ALX4 1764195.76000000 PA USD 1716211.98000000 0.021215795693 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335BC38 652927.68000000 PA USD 564513.72000000 0.006978513079 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A2EK2 2737226.81000000 PA USD 2388189.17000000 0.029522771136 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A67D7 1610479.02000000 PA USD 1401387.58000000 0.017323939542 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AER55 16392.77000000 PA USD 12923.75000000 0.000159763270 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AQHG5 1920056.63000000 PA USD 1641334.89000000 0.020290165839 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AYUA6 355401.17000000 PA USD 291685.56000000 0.003605814036 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B0SP9 2879079.00000000 PA USD 2349738.56000000 0.029047445072 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B0SS3 2697730.72000000 PA USD 2113524.91000000 0.026127374243 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B1AU5 918476.56000000 PA USD 751899.17000000 0.009294970177 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B3G50 18319.98000000 PA USD 14536.52000000 0.000179700317 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B4H99 3375506.96000000 PA USD 2684345.61000000 0.033183854148 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B4ZX6 386395.89000000 PA USD 331104.79000000 0.004093114172 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B76S2 46535.73000000 PA USD 39862.87000000 0.000492784408 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B77K8 7586413.97000000 PA USD 6491910.12000000 0.080252929341 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B7LG1 673504.87000000 PA USD 576437.78000000 0.007125918192 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B7QV3 73969.30000000 PA USD 66186.59000000 0.000818197977 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B7UB2 11689844.49000000 PA USD 9599315.82000000 0.118666648179 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B9AA2 109735.71000000 PA USD 94560.24000000 0.001168952761 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B9LB8 38177.68000000 PA USD 31244.05000000 0.000386238640 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B9Y57 356476.87000000 PA USD 292872.84000000 0.003620491180 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B9Z56 5213852.75000000 PA USD 4456867.86000000 0.055095756848 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BAC58 35595.04000000 PA USD 30472.58000000 0.000376701735 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BB3C1 1502324.26000000 PA USD 1348047.58000000 0.016664550985 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BBTH2 435128.23000000 PA USD 356913.35000000 0.004412159338 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BDPX7 708108.96000000 PA USD 606572.43000000 0.007498442440 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BEBZ5 66639.34000000 PA USD 60026.83000000 0.000742051084 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BELF8 19277.78000000 PA USD 18185.40000000 0.000224807736 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BFTH3 703515.69000000 PA USD 626489.21000000 0.007744653480 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BHQL3 356473.45000000 PA USD 347424.98000000 0.004294864201 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BQYH3 257391.27000000 PA USD 256616.11000000 0.003172285839 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C0RG9 353181.06000000 PA USD 351846.92000000 0.004349528180 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C1B90 2321278.47000000 PA USD 2254727.09000000 0.027872914210 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C5AM3 626957.89000000 PA USD 625639.61000000 0.007734150733 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C6X38 1474650.26000000 PA USD 1428187.67000000 0.017655241993 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C8UN3 850793.54000000 PA USD 847580.29000000 0.010477779246 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CABL3 559330.17000000 PA USD 527378.93000000 0.006519453169 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CDKN3 196804.92000000 PA USD 203923.34000000 0.002520898332 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CF3W7 322169.81000000 PA USD 336169.90000000 0.004155729012 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CFFR5 40274.76000000 PA USD 37953.01000000 0.000469174738 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CMP40 1353798.33000000 PA USD 1373431.91000000 0.016978351824 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CXL99 290770.25000000 PA USD 288277.09000000 0.003563678564 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133D16K0 4072531.89000000 PA USD 3940252.39000000 0.048709361466 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133D1C72 133508.49000000 PA USD 125985.99000000 0.001557437574 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133G66N0 562721.91000000 PA USD 532104.94000000 0.006577876058 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133GEX45 22545.00000000 PA USD 20406.13000000 0.000252260379 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMP25 755987.43000000 PA USD 645075.33000000 0.007974414913 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMSR7 1422738.34000000 PA USD 1113660.23000000 0.013767056859 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMY58 702213.01000000 PA USD 577428.70000000 0.007138167935 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMZB4 4645583.32000000 PA USD 3874619.73000000 0.047898011165 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNEG4 6069809.05000000 PA USD 5057147.90000000 0.062516412825 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNKS1 40113.26000000 PA USD 34329.00000000 0.000424374761 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNMZ3 109992.82000000 PA USD 86106.13000000 0.001064443135 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNZ63 188181.65000000 PA USD 147270.01000000 0.001820550421 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KQSM9 534977.55000000 PA USD 461093.61000000 0.005700034692 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KYWE5 8015208.86000000 PA USD 6826100.13000000 0.084384182972 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133USK34 1164122.73000000 PA USD 952262.25000000 0.011771856610 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133WJVP1 23458.01000000 PA USD 23381.87000000 0.000289046448 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368HMH3 54733.16780000 PA USD 54393.99000000 0.000672417971 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABC35 468278.80260000 PA USD 31462.15000000 0.000388934790 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AEXM4 95493.91910000 PA USD 4583.44000000 0.000056660440 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AJEW2 415816.68000000 PA USD 402186.67000000 0.004971827676 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AKFL2 259891.24000000 PA USD 252324.56000000 0.003119233740 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ARB31 393931.89000000 PA USD 362419.94000000 0.004480231749 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ASG67 879544.57380000 PA USD 154585.15000000 0.001910980110 Long ABS-MBS USGSE US N 2 2046-07-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVY52 3749328.24000000 PA USD 3721121.67000000 0.046000469650 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.57066280 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371LDH9 3389.34430000 PA USD 3417.92000000 0.000042252293 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371LTU3 68437.12410000 PA USD 69045.79000000 0.000853543379 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371M7K7 54806.63260000 PA USD 56854.41000000 0.000702833659 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MBH9 43817.57270000 PA USD 44495.58000000 0.000550053924 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MCF2 29124.88560000 PA USD 29406.93000000 0.000363528180 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MEQ6 17445.41770000 PA USD 17715.62000000 0.000219000320 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371MMG9 81661.23230000 PA USD 82923.53000000 0.001025099865 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A9RJ7 141147.35680000 PA USD 21219.92000000 0.000262320443 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJF65 263805.71000000 PA USD 249793.88000000 0.003087949498 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJGN7 45143.75680000 PA USD 4096.01000000 0.000050634835 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BSLS0 124575.81510000 PA USD 9825.27000000 0.000121459891 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BTAC5 4724001.01000000 PA USD 4706021.46000000 0.058175791211 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 3.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F2LJ3 16887376.89000000 PA USD 16718053.92000000 0.206668418872 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.11700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNX70 12138942.65710000 PA USD 333502.88000000 0.004122759337 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.07854920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPHM0 21566119.62180000 PA USD 622984.81000000 0.007701332121 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.13230080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZU4 6415004.00000000 PA USD 389417.69000000 0.004813977670 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.83844440 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381TQQ6 522741.52000000 PA USD 521136.17000000 0.006442280231 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HZC9 11925.71770000 PA USD 12294.67000000 0.000151986590 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385W2A6 9741.44100000 PA USD 10042.82000000 0.000124149242 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XF85 24034.34650000 PA USD 24180.36000000 0.000298917373 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A2AX7 481409.85000000 PA USD 454271.77000000 0.005615703172 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A36S1 2036707.71000000 PA USD 1894780.45000000 0.023423257371 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ABYR4 1264922.27100000 PA USD 1228832.84000000 0.015190819536 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AEEF6 823912.85000000 PA USD 817443.31000000 0.010105226194 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AM6S9 97237.70860000 PA USD 90346.18000000 0.001116858592 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E2LH6 1236008.35790000 PA USD 1149572.34000000 0.014211002011 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EH3F7 998769.69000000 PA USD 951654.85000000 0.011764347938 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHGM8 491171.62450000 PA USD 467372.59000000 0.005777655381 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJQT8 1359886.32000000 PA USD 1321016.20000000 0.016330389330 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKBW4 525566.30170000 PA USD 521827.30000000 0.006450823973 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKET8 648737.92460000 PA USD 630243.37000000 0.007791062369 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELKS1 25.90000000 PA USD 25.78000000 0.000000318692 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENAA7 1326696.35000000 PA USD 1288817.07000000 0.015932344000 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENEK1 671220.47300000 PA USD 652056.16000000 0.008060711865 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPLN2 6195.02000000 PA USD 6085.65000000 0.000075230745 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPN91 961036.40000000 PA USD 903122.30000000 0.011164389030 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPPA6 214604.75600000 PA USD 215931.14000000 0.002669338638 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ5E8 1931958.21000000 PA USD 1876818.15000000 0.023201207594 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ7L0 900750.55000000 PA USD 854801.63000000 0.010567049380 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQTZ5 1318710.21000000 PA USD 1278885.43000000 0.015809569164 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ER5E6 90230.25000000 PA USD 85434.19000000 0.001056136620 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERCZ1 533947.81000000 PA USD 505566.39000000 0.006249806763 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETDS2 1456958.80000000 PA USD 1385610.54000000 0.017128903928 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETEE2 1625152.51000000 PA USD 1578924.41000000 0.019518648097 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETZD1 1369784.59000000 PA USD 1325131.45000000 0.016381262010 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LQ2S2 589837.53220000 PA USD 558594.06000000 0.006905334300 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MBH82 1026370.32000000 PA USD 971913.35000000 0.012014783316 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MTKH9 1856245.70000000 PA USD 1744747.50000000 0.021568551512 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W9A75 415870.18290000 PA USD 393134.02000000 0.004859918906 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WAFE2 161400.97000000 PA USD 158938.36000000 0.001964794450 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WCA86 897669.85000000 PA USD 863387.29000000 0.010673185225 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WDKV2 530307.01640000 PA USD 498228.41000000 0.006159094726 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEXT1 796642.29000000 PA USD 725535.05000000 0.008969057184 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WGSS4 399493.57000000 PA USD 362275.45000000 0.004478445565 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHBP6 1249058.29000000 PA USD 1133782.59000000 0.014015809276 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHNH1 2047508.54000000 PA USD 1858357.22000000 0.022972993758 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHVK5 1408007.59000000 PA USD 1181998.63000000 0.014611855491 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WJFL7 1887996.72000000 PA USD 1589853.85000000 0.019653757727 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WJMB1 992194.22000000 PA USD 870011.86000000 0.010755078095 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X13A2 697029.50500000 PA USD 645960.27000000 0.007985354533 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398RDA0 178083.55000000 PA USD 165468.34000000 0.002045517998 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398T7G0 245979.15000000 PA USD 240440.51000000 0.002972323230 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400HC43 2507.09160000 PA USD 2498.02000000 0.000030880498 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QYZ8 551.39430000 PA USD 555.47000000 0.000006866714 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RCV9 186750.00420000 PA USD 185460.96000000 0.002292666571 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403C6S5 71462.49100000 PA USD 72943.79000000 0.000901730417 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CXQ9 20312.56270000 PA USD 20626.05000000 0.000254979028 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DBX6 34865.32650000 PA USD 35403.71000000 0.000437660316 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DBY4 86578.05190000 PA USD 86358.41000000 0.001067561818 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DD97 636615.32680000 PA USD 646465.69000000 0.007991602530 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JT88 85886.77630000 PA USD 85656.20000000 0.001058881105 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404W5H5 2147.97200000 PA USD 2172.82000000 0.000026860379 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405GT91 2083.90670000 PA USD 2108.02000000 0.000026059322 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405TS94 3455.97080000 PA USD 3495.96000000 0.000043217023 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406NYG3 77945.82070000 PA USD 77460.07000000 0.000957560626 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XKB7 46964.03920000 PA USD 46706.45000000 0.000577384677 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FJ92 36490.42530000 PA USD 36961.60000000 0.000456918937 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KRH4 185652.17780000 PA USD 184488.79000000 0.002280648615 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DV50 57204.68190000 PA USD 59048.42000000 0.000729955989 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408ENZ1 207075.50410000 PA USD 206895.02000000 0.002557634211 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408H3H6 73077.07360000 PA USD 75812.12000000 0.000937188685 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CA70 77632.88270000 PA USD 79703.28000000 0.000985291166 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409VYW7 37974.76730000 PA USD 38928.28000000 0.000481231016 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A1FW2 821209.95000000 PA USD 836201.99000000 0.010337120813 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A1FZ5 3206267.17000000 PA USD 3254404.27000000 0.040230913721 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A1GG6 138532.83000000 PA USD 142930.56000000 0.001766906183 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A8VZ2 534087.55000000 PA USD 542409.40000000 0.006705259692 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A9B74 441252.90000000 PA USD 446778.08000000 0.005523066250 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140AAG92 90909.79000000 PA USD 92385.70000000 0.001142071118 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ANGE3 1215885.28000000 PA USD 1142851.29000000 0.014127916457 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140APG57 306266.16000000 PA USD 310137.98000000 0.003833922672 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ASB98 379115.82000000 PA USD 356343.66000000 0.004405116835 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ASQ43 46999.16000000 PA USD 44176.08000000 0.000546104268 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140B04P0 1579299.40000000 PA USD 1599325.22000000 0.019770842710 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140B8CY5 72449.89000000 PA USD 69951.88000000 0.000864744455 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140BGLP6 412673.65000000 PA USD 398444.97000000 0.004925572817 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E0E35 678140.56000000 PA USD 616738.11000000 0.007624110477 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E0X91 959266.71320000 PA USD 913287.49000000 0.011290051009 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E7F70 4353.25000000 PA USD 4034.04000000 0.000049868762 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140EVGP6 600797.80000000 PA USD 544960.40000000 0.006736795129 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140EWZG3 42112.68000000 PA USD 39379.59000000 0.000486810106 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F0JJ4 1137025.02000000 PA USD 997567.58000000 0.012331920656 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F5A45 7026627.22000000 PA USD 6199195.84000000 0.076634398277 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F5BK8 125736.04000000 PA USD 120240.75000000 0.001486414974 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F5DA8 3958573.64000000 PA USD 3551666.12000000 0.043905661801 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FDVW3 2026380.11000000 PA USD 1787763.21000000 0.022100311298 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FE4G6 2655.55000000 PA USD 2471.39000000 0.000030551298 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FRN92 583325.67000000 PA USD 509991.20000000 0.006304506221 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FS5L3 11673.20000000 PA USD 11340.67000000 0.000140193251 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FTG21 271755.07000000 PA USD 264091.73000000 0.003264699380 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140GNKM4 28132.24000000 PA USD 26187.72000000 0.000323732338 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140GQ3F1 4791.47000000 PA USD 4453.51000000 0.000055054247 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140GRC69 52073.66000000 PA USD 45225.18000000 0.000559073232 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140GTTZ3 276298.01000000 PA USD 241080.65000000 0.002980236634 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140GXBY6 366189.07000000 PA USD 318454.78000000 0.003936734872 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140GY6V6 513636.12000000 PA USD 446383.13000000 0.005518183882 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H13W8 78811.31000000 PA USD 68491.50000000 0.000846691252 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H2B64 44536.81000000 PA USD 38731.47000000 0.000478798052 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H2BM9 326624.95000000 PA USD 284472.29000000 0.003516643663 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H2BN7 379511.32000000 PA USD 332857.76000000 0.004114784370 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H2DA3 4892.82000000 PA USD 4241.93000000 0.000052438697 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H3DS2 107924.65000000 PA USD 93600.23000000 0.001157085126 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H3P59 261427.40000000 PA USD 226730.14000000 0.002802835770 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H3ZK5 4706.73000000 PA USD 4118.01000000 0.000050906799 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H3ZU3 47487.43000000 PA USD 41324.44000000 0.000510852322 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H9KU6 2480.49000000 PA USD 2303.58000000 0.000028476833 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HF7H6 450518.18000000 PA USD 376726.15000000 0.004657084977 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HJR94 37619.44000000 PA USD 34917.91000000 0.000431654861 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HMJY1 10517.95000000 PA USD 9770.70000000 0.000120785297 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J5UB3 90305.84000000 PA USD 87989.68000000 0.001087727562 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J8CA9 21658.26000000 PA USD 19391.41000000 0.000239716420 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J8CF8 3321667.61000000 PA USD 3142450.56000000 0.038846943054 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J9SN2 2065724.66000000 PA USD 1801223.22000000 0.022266703809 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JHKQ5 3658.70000000 PA USD 3395.26000000 0.000041972170 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JPLF0 1753896.76000000 PA USD 1595412.46000000 0.019722473209 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140K4M64 1004062.81000000 PA USD 837745.96000000 0.010356207355 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140K4M72 662161.49000000 PA USD 551348.70000000 0.006815767231 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140K5AX5 795380.16000000 PA USD 661009.72000000 0.008171395686 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KDB82 90564.76000000 PA USD 75414.35000000 0.000932271456 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KE2N7 438441.81000000 PA USD 367672.40000000 0.004545162608 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KFYV1 478654.67000000 PA USD 401560.82000000 0.004964090925 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KGJG9 812158.86000000 PA USD 677829.90000000 0.008379326587 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140L1Y41 1102560.18000000 PA USD 881396.93000000 0.010895820218 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M1EP5 1282124.57000000 PA USD 1006577.56000000 0.012443301941 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M2P22 19374.01000000 PA USD 15131.78000000 0.000187058916 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M3BL3 557460.35000000 PA USD 435762.99000000 0.005386897815 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M4MG0 1186866.48000000 PA USD 969116.16000000 0.011980204481 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M83M9 1764621.16000000 PA USD 1377980.93000000 0.017034586764 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MGE98 627450.81000000 PA USD 539926.44000000 0.006674565364 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MGNT4 618466.69000000 PA USD 482951.51000000 0.005970241838 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MHS34 7313494.86000000 PA USD 6085585.11000000 0.075229943545 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MHS42 3318593.12000000 PA USD 2757074.72000000 0.034082930694 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ML3E8 23497.11000000 PA USD 19247.86000000 0.000237941856 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MM5M6 520300.95000000 PA USD 445634.69000000 0.005508931674 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MMAA6 542163.75000000 PA USD 464205.70000000 0.005738506318 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MMLJ5 218387.12000000 PA USD 187219.34000000 0.002314403648 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MMU55 975299.84000000 PA USD 835458.21000000 0.010327926212 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MNMH6 357463.96000000 PA USD 305679.84000000 0.003778811189 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MSRA5 4188607.58000000 PA USD 3959882.21000000 0.048952025108 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MXEA8 124180.87000000 PA USD 103173.47000000 0.001275429425 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N24Z1 2414576.94000000 PA USD 2293510.99000000 0.028352360402 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N5FK5 3445724.35000000 PA USD 3431394.55000000 0.042418865830 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N6W73 764342.17000000 PA USD 760646.93000000 0.009403109901 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N7TQ3 38017.63000000 PA USD 35957.46000000 0.000444505768 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N8NW4 540175.25000000 PA USD 538354.29000000 0.006655130461 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NBYA3 2132501.83000000 PA USD 2074952.22000000 0.025650539027 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NDKV8 2045508.46000000 PA USD 1981724.52000000 0.024498059113 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NDN86 2658865.02000000 PA USD 2639863.49000000 0.032633966616 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NEEH4 1079044.30000000 PA USD 1046658.06000000 0.012938776689 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NEPE9 9875003.22000000 PA USD 9616599.96000000 0.118880314549 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NFCX8 1197369.75000000 PA USD 1164315.27000000 0.014393253967 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NGAH3 3701448.52000000 PA USD 3693461.02000000 0.045658528966 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NHEJ3 1784374.46000000 PA USD 1732950.82000000 0.021422721069 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NHFB9 2768094.76000000 PA USD 2684432.09000000 0.033184923213 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NHNU8 699351.72000000 PA USD 663578.11000000 0.008203146098 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NKMM0 2612024.59000000 PA USD 2533278.32000000 0.031316361788 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NP5Y2 77824.65000000 PA USD 80597.21000000 0.000996341920 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NPVN7 547801.13000000 PA USD 565126.93000000 0.006986093575 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q8AF2 1835375.33000000 PA USD 1673157.19000000 0.020683552800 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q8DV4 244136.12000000 PA USD 227493.25000000 0.002812269329 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEAV4 1887655.96000000 PA USD 1573993.27000000 0.019457689392 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEWL2 1269695.35000000 PA USD 1058094.12000000 0.013080149151 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QFA66 5856049.64000000 PA USD 4891917.01000000 0.060473830180 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKQL5 2459270.16000000 PA USD 2028247.53000000 0.025073176107 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKSJ8 5129475.88000000 PA USD 4189419.46000000 0.051789562345 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKSZ2 743140.18000000 PA USD 634123.75000000 0.007839031588 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKY77 1945924.40000000 PA USD 1703253.97000000 0.021055608900 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKZC5 383762.23000000 PA USD 327994.09000000 0.004054659729 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QL4Q6 83970.11000000 PA USD 77902.15000000 0.000963025615 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QL6B7 585687.34000000 PA USD 548957.95000000 0.006786212803 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QM3Y8 64321.07000000 PA USD 50388.02000000 0.000622896209 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QM5A8 831397.07000000 PA USD 682800.41000000 0.008440771983 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMCE2 1346673.18000000 PA USD 1099712.32000000 0.013594632932 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMKE3 976580.44000000 PA USD 797030.49000000 0.009852883113 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMU77 97289.37000000 PA USD 79402.13000000 0.000981568353 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMZC1 7402642.02000000 PA USD 6163485.86000000 0.076192951854 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMZY3 1406153.77000000 PA USD 1175265.11000000 0.014528615782 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QN3Z3 58771.28000000 PA USD 52501.01000000 0.000649016971 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QN6Y3 691217.07000000 PA USD 593138.54000000 0.007332372824 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNCA8 172345.33000000 PA USD 134789.02000000 0.001666260545 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNDF6 785816.40000000 PA USD 615163.80000000 0.007604648872 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNEW8 164205.79000000 PA USD 130008.33000000 0.001607161702 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNL83 364177.22000000 PA USD 297754.33000000 0.003680836112 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNLM2 913073.16000000 PA USD 750083.05000000 0.009272519320 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNQ21 74081.01000000 PA USD 63568.67000000 0.000785835276 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNUG5 73829.28000000 PA USD 65952.32000000 0.000815301934 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNWE8 272871.83000000 PA USD 213092.74000000 0.002634250365 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNYG1 7776705.67000000 PA USD 6659316.87000000 0.082322409945 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QP4V6 265953.48000000 PA USD 240563.23000000 0.002973840293 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QPKC0 7040147.11000000 PA USD 6028680.80000000 0.074526493022 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QRQH9 674857.95000000 PA USD 656738.47000000 0.008118594536 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QSEC1 756267.75000000 PA USD 755931.81000000 0.009344821633 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QTS26 15119.97000000 PA USD 15362.80000000 0.000189914783 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QTX95 517258.15000000 PA USD 488251.40000000 0.006035759026 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QUMP8 617453.62000000 PA USD 581678.54000000 0.007190704416 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QVGH1 935222.28000000 PA USD 879046.74000000 0.010866767193 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QVGK4 1661992.69000000 PA USD 1562162.59000000 0.019311438642 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140UJKJ4 401236.72000000 PA USD 387366.12000000 0.004788616182 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X54P5 3860695.98000000 PA USD 3207704.00000000 0.039653605441 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X5XN8 2543458.57000000 PA USD 2113689.10000000 0.026129403959 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X6EF4 1136079.81000000 PA USD 1153465.97000000 0.014259135027 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X83T2 1111545.28000000 PA USD 910602.35000000 0.011256857334 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XCAK4 2015285.80000000 PA USD 1679544.26000000 0.020762509697 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDRB4 916968.34000000 PA USD 749004.37000000 0.009259184688 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDXX9 92665.27000000 PA USD 75672.24000000 0.000935459489 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDY67 6149815.36000000 PA USD 5123825.49000000 0.063340680539 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDYN0 5071454.14000000 PA USD 4236527.26000000 0.052371908508 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XEAU8 7392605.33000000 PA USD 6387226.53000000 0.078958831826 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XECV4 1129458.94000000 PA USD 1045527.43000000 0.012924799852 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFGA3 6156261.04000000 PA USD 5141980.53000000 0.063565112966 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFLN9 5249664.06000000 PA USD 4585928.72000000 0.056691205935 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFMA6 71815.24000000 PA USD 56632.55000000 0.000700091028 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFMU2 171203.68000000 PA USD 139806.91000000 0.001728291652 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGAS8 113032.97000000 PA USD 96734.80000000 0.001195834650 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGJS9 102946.20000000 PA USD 88719.23000000 0.001096746252 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGQ69 5534286.00000000 PA USD 4774170.25000000 0.059018245886 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGR35 33720.03000000 PA USD 28914.30000000 0.000357438293 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGY45 51194.61000000 PA USD 41782.29000000 0.000516512259 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XH7M3 1404758.94000000 PA USD 1365490.95000000 0.016880185754 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHGD3 1478111.13000000 PA USD 1206334.59000000 0.014912696390 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHHS9 8034137.99000000 PA USD 6295412.02000000 0.077823821752 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHY50 71323.49000000 PA USD 55838.93000000 0.000690280305 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHY92 33149.49000000 PA USD 27232.08000000 0.000336642706 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJD67 14769762.87000000 PA USD 12061014.35000000 0.149098141305 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJJ61 183068.68000000 PA USD 169336.52000000 0.002093336402 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJQN6 389373.74000000 PA USD 335062.27000000 0.004142036501 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKGQ7 324892.08000000 PA USD 266452.33000000 0.003293881094 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKH60 72287.47000000 PA USD 61928.52000000 0.000765559757 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKU32 61402.46000000 PA USD 48063.97000000 0.000594166326 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKU57 420907.56000000 PA USD 343745.30000000 0.004249376032 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XLPD4 289143.37000000 PA USD 237528.64000000 0.002936326722 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XLSJ8 61624.77000000 PA USD 58342.64000000 0.000721231144 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XMWM4 9082088.39000000 PA USD 9053570.72000000 0.111920152596 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XNZ49 1769929.68000000 PA USD 1510238.55000000 0.018669554168 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XNZ72 31034.13000000 PA USD 26558.98000000 0.000328321850 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XP2R9 489642.77000000 PA USD 418613.11000000 0.005174891167 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XQ2G1 45366.52000000 PA USD 38784.70000000 0.000479456081 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Y65R7 201458.84000000 PA USD 199644.05000000 0.002467997791 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F2Z7 41175.07020000 PA USD 42712.44000000 0.000528010765 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F5D3 193094.35290000 PA USD 191897.77000000 0.002372238353 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GBE2 158149.31790000 PA USD 160595.07000000 0.001985274682 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GFF5 120312.15510000 PA USD 122170.89000000 0.001510275346 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KGB4 72248.03840000 PA USD 73367.03000000 0.000906962506 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KJU9 42359.64380000 PA USD 43937.53000000 0.000543155315 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KQ64 41321.63450000 PA USD 41960.67000000 0.000518717391 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LDU3 428615.28000000 PA USD 416423.22000000 0.005147819768 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LK35 445644.82310000 PA USD 421905.07000000 0.005215586344 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411CKK6 55191.28680000 PA USD 56575.11000000 0.000699380955 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411LSY8 41024.98260000 PA USD 42452.68000000 0.000524799614 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412AWH3 1031.67710000 PA USD 1051.90000000 0.000013003577 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412LGN4 47788.34970000 PA USD 49576.29000000 0.000612861611 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412QSX8 58372.94610000 PA USD 57969.08000000 0.000716613199 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412QXG9 121788.78500000 PA USD 120947.75000000 0.001495154901 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V6B9 13836.66240000 PA USD 14090.52000000 0.000174186870 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412XFD1 106155.67480000 PA USD 110123.31000000 0.001361343280 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412XZL1 32589.88640000 PA USD 33455.33000000 0.000413574461 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414JRK1 26400.14650000 PA USD 26534.61000000 0.000328020589 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414QTQ0 29212.94080000 PA USD 29423.54000000 0.000363733513 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414ST29 499.02990000 PA USD 505.06000000 0.000006243546 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415MM51 254246.09040000 PA USD 263719.72000000 0.003260100596 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415PNH7 11718.24600000 PA USD 11645.39000000 0.000143960197 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415VYC3 43100.59560000 PA USD 43599.27000000 0.000538973748 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BLD8 560332.23740000 PA USD 564609.79000000 0.006979700695 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BW87 270573.81150000 PA USD 264817.15000000 0.003273667015 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BZK7 28957.69860000 PA USD 29962.79000000 0.000370399716 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416WEW8 103984.39040000 PA USD 101035.33000000 0.001248997760 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AVY2 188846.85060000 PA USD 175504.50000000 0.002169584910 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYE3 2026644.92170000 PA USD 1921529.50000000 0.023753928865 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYG8 951830.79000000 PA USD 902462.53000000 0.011156232959 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYK9 1049976.59630000 PA USD 995068.31000000 0.012301024705 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417F3J5 1254642.53480000 PA USD 1160331.85000000 0.014344010968 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417G2Y1 886128.40730000 PA USD 816154.08000000 0.010089288745 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417G5A0 941694.11550000 PA USD 867928.44000000 0.010729322877 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417MLN1 91999.85820000 PA USD 90989.04000000 0.001124805621 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417SBP4 132688.88960000 PA USD 131777.79000000 0.001629035749 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417TNK0 912449.00810000 PA USD 884850.75000000 0.010938516307 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CFV1 160256.07000000 PA USD 149299.55000000 0.001845639575 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CM43 452060.75000000 PA USD 420471.16000000 0.005197860363 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CM84 41866.44000000 PA USD 36689.09000000 0.000453550171 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CP57 16967.25000000 PA USD 14748.75000000 0.000182323903 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CP99 24617.65000000 PA USD 21508.35000000 0.000265886012 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CQ98 15565.97000000 PA USD 13613.92000000 0.000168295145 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CR71 69909.28000000 PA USD 60706.57000000 0.000750454023 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CR97 27480.99000000 PA USD 25596.70000000 0.000316426154 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CRF3 804554.91000000 PA USD 743311.07000000 0.009188804169 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CU69 214649.40000000 PA USD 186915.53000000 0.002310647951 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CUB8 3193.65000000 PA USD 2944.62000000 0.000036401363 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CV68 761478.08000000 PA USD 717801.65000000 0.008873456969 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CWT7 163676.25000000 PA USD 151702.23000000 0.001875341481 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CXN9 5365.93000000 PA USD 4950.16000000 0.000061193829 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CZB3 1250017.66000000 PA USD 1197877.01000000 0.014808143869 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CZH0 731486.48000000 PA USD 678671.85000000 0.008389734764 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D2L5 228507.57000000 PA USD 179489.46000000 0.002218846947 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D2S0 7050527.27000000 PA USD 6521859.42000000 0.080623162294 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D4F6 203915.87000000 PA USD 168539.35000000 0.002083481794 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D4X7 1111261.26000000 PA USD 871517.79000000 0.010773694386 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D6B3 2589112.60000000 PA USD 2028764.86000000 0.025079571335 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D7E6 914976.99000000 PA USD 718768.92000000 0.008885414351 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DKQ4 7659177.04000000 PA USD 6329849.43000000 0.078249536678 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DYB2 3538322.63000000 PA USD 2783844.40000000 0.034413857216 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DYX4 1660612.00000000 PA USD 1307014.80000000 0.016157304160 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DYY2 22803.83000000 PA USD 18781.92000000 0.000232181911 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418E3B4 702174.11000000 PA USD 660594.08000000 0.008166257549 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418E5Q9 2811899.58000000 PA USD 2848894.00000000 0.035217999734 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418E7B0 1056559.49000000 PA USD 1070223.77000000 0.013230095766 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EAM2 86045.08000000 PA USD 67578.95000000 0.000835410318 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EAN0 2991278.03000000 PA USD 2460699.31000000 0.030419140777 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EB90 749136.79000000 PA USD 615425.76000000 0.007607887219 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBH2 616028.40000000 PA USD 511567.64000000 0.006323994156 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBJ8 11549448.68000000 PA USD 9842137.57000000 0.121668408275 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBR0 14254770.50000000 PA USD 11151323.22000000 0.137852548462 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBS8 1482542.40000000 PA USD 1219551.33000000 0.015076081600 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBT6 201205.94000000 PA USD 172414.02000000 0.002131380427 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECG3 7306156.10000000 PA USD 6216699.14000000 0.076850773900 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECH1 5730950.91000000 PA USD 5040780.63000000 0.062314080793 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECQ1 12270029.63000000 PA USD 10081852.67000000 0.124631763994 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECY4 12617385.12000000 PA USD 10739261.86000000 0.132758649965 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECZ1 8889177.70000000 PA USD 7817222.69000000 0.096636430355 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ED56 129372.35000000 PA USD 106302.67000000 0.001314112565 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ED64 100936.59000000 PA USD 86395.70000000 0.001068022797 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDC1 5508813.45000000 PA USD 4522990.90000000 0.055913169221 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDD9 167070.11000000 PA USD 143026.84000000 0.001768096395 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EE63 135954.21000000 PA USD 128701.19000000 0.001591002850 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EGK0 223976.18000000 PA USD 212142.55000000 0.002622504126 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EHG8 663657.86000000 PA USD 567917.82000000 0.007020594530 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EJ76 708840.92000000 PA USD 690336.29000000 0.008533930457 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EKT6 140491.22000000 PA USD 132701.41000000 0.001640453531 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ELW8 473465.18000000 PA USD 447215.68000000 0.005528475857 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ELX6 19112.34000000 PA USD 18585.82000000 0.000229757724 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EMR8 118101.25000000 PA USD 111652.29000000 0.001380244515 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EMS6 4502045.53000000 PA USD 4386746.39000000 0.054228915922 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EQ78 811093.39000000 PA USD 766458.79000000 0.009474956057 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EQL7 787254.71000000 PA USD 744262.28000000 0.009200563018 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ER69 521304.58000000 PA USD 492616.59000000 0.006089721462 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FE29 1743270.05000000 PA USD 1685899.36000000 0.020841071381 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FHW0 389687.45000000 PA USD 366280.28000000 0.004527953235 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FKN6 212352.97000000 PA USD 210329.83000000 0.002600095299 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FWP8 4149601.77000000 PA USD 4006150.74000000 0.049523996223 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FYQ4 6589668.22000000 PA USD 6361861.15000000 0.078645265247 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FZJ9 4999500.00000000 PA USD 4826664.09000000 0.059667174222 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MUR1 101680.15830000 PA USD 100225.37000000 0.001238985042 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418NX21 209542.01120000 PA USD 208105.93000000 0.002572603469 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418TC54 120641.63060000 PA USD 119794.36000000 0.001480896705 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ANB9 1599671.12600000 PA USD 1526309.86000000 0.018868227545 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AT49 56766.69050000 PA USD 56323.52000000 0.000696270802 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419B5X9 704576.93030000 PA USD 672279.05000000 0.008310707033 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BBT1 1564340.34100000 PA USD 1480261.04000000 0.018298972483 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BBY0 561675.76790000 PA USD 545692.77000000 0.006745848679 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419FG83 930361.50000000 PA USD 887791.00000000 0.010974863649 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419GP24 137814.25350000 PA USD 133891.05000000 0.001655159849 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419JSM1 2309995.31000000 PA USD 2202995.75000000 0.027233411891 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31425VNS8 3853696.92000000 PA USD 3734025.99000000 0.046159992728 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31425VXX6 2071309.75000000 PA USD 2136543.99000000 0.026411935885 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31425WAH4 30939.28000000 PA USD 29080.87000000 0.000359497430 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31426MQP0 497417.75000000 PA USD 480267.34000000 0.005937060154 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427N6D6 5297530.87000000 PA USD 5249809.49000000 0.064898093514 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427NMZ9 3090214.98000000 PA USD 3203612.92000000 0.039603031550 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427NSH3 439008.52000000 PA USD 434961.97000000 0.005376995614 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6A45 76798.24000000 PA USD 74175.67000000 0.000916958906 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6BT9 839432.23000000 PA USD 831434.77000000 0.010278188486 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6D91 4999500.05000000 PA USD 4826668.48000000 0.059667228491 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6DY6 4207215.16000000 PA USD 4061773.67000000 0.050211606339 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6ET6 1426034.00000000 PA USD 1376698.04000000 0.017018727691 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142K3T81 10699003.82000000 PA USD 9770127.01000000 0.120778214438 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142KANT5 27231.00000000 PA USD 26289.62000000 0.000324992025 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 5.00000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AU2 17324000.00000000 PA USD 16616767.80000000 0.205416320848 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BE7 10033000.00000000 PA USD 9996037.02000000 0.123570911769 Long DBT CORP US N 2 2033-03-02 Fixed 5.60000000 N N N N N N State Board of Administration Finance Corp. 549300S34SOJ0RULXM35 341271AF1 21024000.00000000 PA USD 19088429.64000000 0.235970980314 Long DBT MUN US N 2 2030-07-01 Fixed 2.15400000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PLK3 1113164.65000000 PA USD 1037745.52000000 0.012828599957 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PMN6 1233600.35000000 PA USD 1076330.62000000 0.013305588586 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36177MPD8 328590.86390000 PA USD 297373.35000000 0.003676126441 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36177PCJ2 401926.23070000 PA USD 367055.67000000 0.004537538598 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36177T4M6 204623.14580000 PA USD 184760.93000000 0.002284012807 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179QT35 771612.20000000 PA USD 684915.62000000 0.008466920188 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179R4E6 10189.89000000 PA USD 9122.93000000 0.000112777571 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179R7H6 214202.86000000 PA USD 188901.45000000 0.002335197875 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179R7J2 80181.27580000 PA USD 72180.11000000 0.000892289813 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179RBW8 843243.60000000 PA USD 748479.72000000 0.009252698970 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SB89 2193801.35000000 PA USD 1962779.13000000 0.024263856387 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SJS7 408778.53000000 PA USD 360364.41000000 0.004454821308 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SLR6 976669.94000000 PA USD 859156.92000000 0.010620889433 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SWX1 9405.46000000 PA USD 8460.25000000 0.000104585527 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179T4N2 1723960.55000000 PA USD 1542371.79000000 0.019066784966 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TG33 1779625.85000000 PA USD 1560692.67000000 0.019293267505 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TLR4 3870369.56000000 PA USD 3393223.32000000 0.041946993458 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TLS2 2834274.70000000 PA USD 2554567.39000000 0.031579537063 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TQN8 6740666.17000000 PA USD 5911215.33000000 0.073074386032 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TV51 36629.65000000 PA USD 32861.09000000 0.000406228472 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UCA8 444260.24000000 PA USD 398119.70000000 0.004921551833 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UQ62 1200065.86000000 PA USD 1151714.50000000 0.014237483372 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UWA6 928738.91000000 PA USD 885520.05000000 0.010946790187 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W2U1 29778703.02000000 PA USD 24878649.30000000 0.307549619059 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W2V9 61665.31000000 PA USD 53570.18000000 0.000662234040 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W7J1 107323.25000000 PA USD 89663.32000000 0.001108417083 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W7K8 27695373.32000000 PA USD 24059656.54000000 0.297425238579 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WLP1 3880642.69000000 PA USD 3242159.46000000 0.040079543500 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WNE4 9507156.11000000 PA USD 7942901.79000000 0.098190074158 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WR34 2722607.11000000 PA USD 2365233.43000000 0.029238992503 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WVT2 16689569.26000000 PA USD 13389560.09000000 0.165521610735 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WXH6 21976276.61000000 PA USD 17630878.43000000 0.217952746527 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WXK9 4910348.02000000 PA USD 4265768.65000000 0.052733390285 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WY85 6478620.83000000 PA USD 5197585.84000000 0.064252505264 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WY93 20025786.83000000 PA USD 16730614.30000000 0.206823690166 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179X2K1 7499515.12000000 PA USD 7292150.83000000 0.090145497162 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XBT2 5645177.15000000 PA USD 5178908.04000000 0.064021610483 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XDE3 913316.24000000 PA USD 863730.28000000 0.010677425264 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFC5 19136.74000000 PA USD 15394.58000000 0.000190307647 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFG6 9099913.74000000 PA USD 8355737.90000000 0.103293550108 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFH4 25832717.40000000 PA USD 24485142.85000000 0.302685096177 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XHV1 1062747.16000000 PA USD 925356.31000000 0.011439245644 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XHX7 15634495.63000000 PA USD 14387713.08000000 0.177860768224 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XLD6 56769.75000000 PA USD 49404.82000000 0.000610741901 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XLG9 11498295.94000000 PA USD 10867244.62000000 0.134340771591 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XNE2 5347305.86000000 PA USD 5052779.68000000 0.062462412932 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XNF9 168412.90000000 PA USD 164341.55000000 0.002031588632 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XQW9 5333822.76000000 PA USD 5194535.26000000 0.064214794024 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XQX7 28730.87000000 PA USD 28791.48000000 0.000355919993 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XTD8 6892781.09000000 PA USD 6889496.34000000 0.085167886299 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XVS2 70511.53000000 PA USD 68716.27000000 0.000849469856 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XX50 8043719.95000000 PA USD 7838919.60000000 0.096904647344 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YDK7 473703.85000000 PA USD 473684.85000000 0.005855687477 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YHK3 144828.82000000 PA USD 116364.84000000 0.001438501012 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YPG3 381737.41000000 PA USD 381496.14000000 0.004716051547 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YRH9 421441.18000000 PA USD 421174.82000000 0.005206559001 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YS62 1093151.83000000 PA USD 1091454.76000000 0.013492553056 Long ABS-MBS USGA US N 2 2054-03-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YU69 438233.11000000 PA USD 437273.09000000 0.005405565657 Long ABS-MBS USGA US N 2 2054-04-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YW59 498930.80000000 PA USD 498462.40000000 0.006161987308 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36180AAE3 16709361.90000000 PA USD 16226106.60000000 0.200586970919 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5C23 106615.39000000 PA USD 93411.69000000 0.001154754397 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5EV7 10209584.40000000 PA USD 10160877.23000000 0.125608664831 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5KW8 10675202.50000000 PA USD 10623644.69000000 0.131329391641 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5PE3 473701.24000000 PA USD 414872.22000000 0.005128646321 Long ABS-MBS USGA US N 2 2055-06-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5TJ8 648201.27000000 PA USD 567700.26000000 0.007017905055 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6BB2 697355.59000000 PA USD 610745.71000000 0.007550032487 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6FH5 16941353.19000000 PA USD 14837229.84000000 0.183417690010 Long ABS-MBS USGA US N 2 2056-04-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6HR1 8732149.69000000 PA USD 7647607.09000000 0.094539643968 Long ABS-MBS USGA US N 2 2056-05-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200ENN7 7321.87110000 PA USD 7367.73000000 0.000091079806 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200NE23 1705.82000000 PA USD 1723.59000000 0.000021307002 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EGR4 91234.41780000 PA USD 95161.17000000 0.001176381451 Long ABS-MBS USGA US N 2 2036-01-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202ESB6 270227.63650000 PA USD 274899.66000000 0.003398306905 Long ABS-MBS USGA US N 2 2038-04-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202F2V7 16918.86000000 PA USD 17211.18000000 0.000212764438 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202F3P9 4865.32000000 PA USD 4700.14000000 0.000058103084 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FLN4 867365.60080000 PA USD 812224.27000000 0.010040708473 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FP67 268685.08040000 PA USD 251602.33000000 0.003110305540 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FPG5 566477.16500000 PA USD 548063.03000000 0.006775149810 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FTL0 56950.03130000 PA USD 55075.27000000 0.000680839948 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FUF1 218900.19720000 PA USD 210396.33000000 0.002600917371 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FV94 144509.94340000 PA USD 139633.56000000 0.001726148701 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FXC5 289497.80260000 PA USD 279728.93000000 0.003458006293 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36205FWS8 97005.56850000 PA USD 100206.32000000 0.001238749546 Long ABS-MBS USGA US N 2 2037-11-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620A2UH7 160449.03330000 PA USD 155202.71000000 0.001918614381 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620A8GZ0 91381.74150000 PA USD 88831.89000000 0.001098138954 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620A9SS1 303803.17570000 PA USD 295325.27000000 0.003650808096 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AFPN1 65779.61830000 PA USD 63707.21000000 0.000787547906 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AKNL6 62413.41080000 PA USD 60017.22000000 0.000741932286 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620ALND2 137217.88550000 PA USD 132501.85000000 0.001637986572 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620ALQ49 224568.05330000 PA USD 215440.23000000 0.002663270013 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AMD58 178160.91420000 PA USD 171711.02000000 0.002122689948 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AMF80 212095.58500000 PA USD 204737.59000000 0.002530964082 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36230RVV5 333326.91400000 PA USD 305373.30000000 0.003775021744 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241L4N3 515846.67620000 PA USD 494975.33000000 0.006118880183 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241LXE1 5651.52000000 PA USD 5465.48000000 0.000067564210 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.50000000 N N N N N N Haleon US Capital LLC 549300N8C3A3L0UVQB07 36264FAM3 15416000.00000000 PA USD 14296303.70000000 0.176730766364 Long DBT CORP US N 2 2032-03-24 Fixed 3.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36294UUL4 143818.55390000 PA USD 129522.93000000 0.001601161192 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36295KJV6 61443.75530000 PA USD 62912.43000000 0.000777722843 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36295NG27 37080.80780000 PA USD 37773.48000000 0.000466955389 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36295PW99 187226.12210000 PA USD 192774.52000000 0.002383076728 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36296V7L6 586990.74180000 PA USD 574937.19000000 0.007107367913 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36296YCL4 146806.82230000 PA USD 142571.31000000 0.001762465138 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36296YGA4 119160.49650000 PA USD 114138.10000000 0.001410974074 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297GSD3 1193330.16680000 PA USD 1080942.86000000 0.013362605051 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297H6K9 96681.93830000 PA USD 92809.85000000 0.001147314456 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N GENMAB A/S N/A 37230JAA0 24393000.00000000 PA USD 24616269.13000000 0.304306077966 Long DBT CORP DK Y 2 2032-12-15 Fixed 6.25000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BE7 17296000.00000000 PA USD 15653922.78000000 0.193513640138 Long DBT CORP US Y 2 2031-04-27 Fixed 2.85000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAD4 23523000.00000000 PA USD 21486360.55000000 0.265614178745 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAH5 6885000.00000000 PA USD 6014579.78000000 0.074352176351 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989BAC6 93242.05000000 PA USD 93257.42000000 0.001152847312 Long ABS-O CORP US Y 2 2028-03-15 Fixed 4.75000000 N N N N N N GMACM Home Equity Loan Trust N/A 38012TAC6 42833.99560000 PA USD 42367.88000000 0.000523751317 Long ABS-O CORP US N 2 2036-10-25 Variable 5.80500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXG4 15968000.00000000 PA USD 14746820.69000000 0.182300052983 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYN8 26935000.00000000 PA USD 23664035.42000000 0.292534574167 Long DBT CORP US N 2 2032-10-21 Variable 2.65000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377YEC0 428278.72000000 PA USD 412207.56000000 0.005095705820 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378CP92 283754.34000000 PA USD 280482.23000000 0.003467318581 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BX6 10042000.00000000 PA USD 9849851.65000000 0.121763769657 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119CS6 14385000.00000000 PA USD 11822741.21000000 0.146152611081 Long DBT CORP US N 2 2042-03-15 Fixed 4.37500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CQ0 25500000.00000000 PA USD 23595292.80000000 0.291684778571 Long DBT CORP GB N 2 2031-03-09 Variable 4.70000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AR2 20412000.00000000 PA USD 20406158.90000000 0.252260736524 Long DBT CORP US Y 2 2033-03-15 Fixed 5.87500000 N N N N N N HUB International Ltd. 549300JQT6ATTUNS5E06 44332PAH4 22651000.00000000 PA USD 23323032.52000000 0.288319099656 Long DBT CORP US Y 2 2030-06-15 Fixed 7.25000000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 444859BV3 19625000.00000000 PA USD 19956504.32000000 0.246702111009 Long DBT CORP US N 2 2033-03-01 Fixed 5.87500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AEQ6 9466000.00000000 PA USD 9309285.54000000 0.115081296698 Long DBT CORP US Y 2 2033-06-21 Fixed 5.25000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44935DAB5 5142670.30000000 PA USD 5148199.70000000 0.063641994285 Long ABS-O CORP US Y 2 2027-09-15 Fixed 4.58000000 N N N N N N Icon Investments Six DAC 635400FQ1M7J2CHLAS59 45115AAC8 13573000.00000000 PA USD 13714180.24000000 0.169534561851 Long DBT CORP IE N 2 2034-05-08 Fixed 6.00000000 N N N N N N ILPT Commercial Mortgage Trust N/A 451955AA6 19885000.00000000 PA USD 19841809.78000000 0.245284258228 Long ABS-MBS CORP US Y 2 2042-07-13 Variable 5.29200000 N N N N N N Impac Secured Assets Trust N/A 45254TTN4 26651.83770000 PA USD 25233.63000000 0.000311937886 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.53888000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FBA1 8977000.00000000 PA USD 9087901.86000000 0.112344553813 Long DBT CORP US N 2 2031-06-15 Fixed 5.25000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAN1 35950000.00000000 PA USD 34024651.02000000 0.420612402773 Long DBT CORP US Y 2 2031-02-15 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAV8 9246000.00000000 PA USD 9148748.91000000 0.113096744449 Long DBT CORP US N 2 2029-07-23 Variable 4.20300000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 7484000.00000000 PA USD 6938012.94000000 0.085767648034 Long DBT CORP US N 2 2031-05-13 Variable 2.95600000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCR5 29061000.00000000 PA USD 25547524.52000000 0.315818247980 Long DBT CORP US N 2 2032-11-08 Variable 2.54500000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46648KAU0 11500000.00000000 PA USD 11313173.30000000 0.139853337567 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.40920000 N N N N N N J.P. Morgan Mortgage Trust 529900PEVYDPZXGGUW77 46660DAE5 4476254.11000000 PA USD 4407825.17000000 0.054489491594 Long ABS-MBS CORP US Y 2 2066-06-25 Variable 4.74500160 N N N N N N Jane Street Group N/A 47077WAE8 19750000.00000000 PA USD 20127600.25000000 0.248817197220 Long DBT CORP US Y 2 2033-05-01 Fixed 6.75000000 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 47233WMK2 21576000.00000000 PA USD 21119581.94000000 0.261080065160 Long DBT CORP US N 2 2031-04-28 Fixed 5.12500000 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556DD4 21954000.00000000 PA USD 19333961.34000000 0.239006240785 Long DBT CORP US Y 2 2032-03-01 Fixed 2.75000000 N N N N N N KKR Static CLO I Ltd. N/A 48255QAW3 18455587.00000000 PA USD 18446617.58000000 0.228036905912 Long ABS-CBDO CORP KY Y 2 2031-07-20 Floating 5.17920840 N N N N N N KeySpan Gas East Corp. K8TS3HOE1568DUBUJL44 49338CAB9 13855000.00000000 PA USD 13844881.14000000 0.171150285097 Long DBT CORP US Y 2 2026-08-15 Fixed 2.74200000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BH8 6112000.00000000 PA USD 6293023.50000000 0.077794294891 Long DBT CORP US N 2 2041-03-01 Fixed 6.37500000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BW5 7661000.00000000 PA USD 6919612.09000000 0.085540176906 Long DBT CORP US N 2 2044-09-01 Fixed 5.40000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAD6 21696000.00000000 PA USD 21068557.32000000 0.260449299307 Long DBT CORP US Y 2 2029-03-15 Fixed 4.00000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAH7 6057000.00000000 PA USD 6281413.73000000 0.077650775028 Long DBT CORP US N 2 2028-11-17 Fixed 6.75000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAK0 13107000.00000000 PA USD 13207057.53000000 0.163265515875 Long DBT CORP US N 2 2034-05-20 Fixed 6.00000000 N N N N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 53079EBJ2 6950000.00000000 PA USD 4941420.95000000 0.061085797402 Long DBT CORP US Y 2 2050-10-15 Fixed 3.95100000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAD5 3975000.00000000 PA USD 3965236.05000000 0.049018209226 Long DBT CORP GB N 2 2027-01-11 Fixed 3.75000000 N N N N N N LoanCore Issuer LLC N/A 53947FAC5 39804000.00000000 PA USD 39810894.05000000 0.492141882457 Long ABS-MBS CORP US Y 2 2042-08-17 Floating 5.27037120 N N N N N N LoanCore Issuer Ltd. N/A 53948HAE6 33314213.44000000 PA USD 33368648.86000000 0.412502910494 Long ABS-CBDO CORP KY Y 2 2038-11-15 Floating 5.69085120 N N N N N N MF1 Ltd. N/A 55284AAC2 7000000.00000000 PA USD 6996346.00000000 0.086488760750 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 5.23409040 N N N N N N MF1 Ltd. N/A 55284JAG4 10626099.00000000 PA USD 10602817.22000000 0.131071922661 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 5.86774080 N N N N N N MF1 Ltd. N/A 55284JAJ8 6141972.00000000 PA USD 6148559.26000000 0.076008429371 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 6.31774080 N N N N N N MF1 N/A 55287EAC1 22975592.00000000 PA USD 23052043.28000000 0.284969133324 Long ABS-CBDO CORP KY Y 2 2039-11-18 Floating 5.61161160 N N N N N N LLC N/A 55287HAA8 9500000.00000000 PA USD 9501349.00000000 0.117455583310 Long ABS-CBDO CORP US Y 2 2040-02-18 Floating 4.98961080 N N N N N N LLC N/A 55287HAC4 20396684.00000000 PA USD 20402191.10000000 0.252211686620 Long ABS-CBDO CORP US Y 2 2040-02-18 Floating 5.24161080 N N N N N N LLC N/A 55287HAE0 12903700.00000000 PA USD 12910229.27000000 0.159596127831 Long ABS-CBDO CORP US Y 2 2040-02-18 Floating 5.46161040 N N N N N N LLC N/A 55287KAA1 20709139.00000000 PA USD 20754210.37000000 0.256563345389 Long ABS-CBDO CORP US Y 2 2042-05-18 Floating 5.15770920 N N N N N N LLC N/A 55287KAC7 8000000.00000000 PA USD 8024989.60000000 0.099204842862 Long ABS-CBDO CORP US Y 2 2042-05-18 Floating 5.66129160 N N N N N N LLC N/A 55287NAG2 5480957.00000000 PA USD 5480929.60000000 0.067755198051 Long ABS-CBDO CORP US Y 2 2041-02-18 Floating 5.41960920 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 55291X109 175627217.58970000 NS USD 175662343.03000000 2.171536164624 Long STIV RF US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 27389000.00000000 PA USD 22167555.84000000 0.274035108251 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N MSWF Commercial Mortgage Trust N/A 55361AAU8 16089120.00000000 PA USD 16754829.86000000 0.207123042682 Long ABS-MBS CORP US N 2 2056-12-15 Variable 6.01400160 N N N N N N Macquarie Bank Ltd. 549300MPRNPO6FWNKN78 556079AB7 23323000.00000000 PA USD 23439451.74000000 0.289758272913 Long DBT CORP AU Y 2 2027-03-08 Variable 6.12500000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JBE7 47217000.00000000 PA USD 45086603.43000000 0.557360150158 Long DBT CORP AU Y 2 2033-06-21 Variable 4.44200000 N N N N N N MAN US CLO Ltd. 254900N9T03W7ZI61W42 56166RAQ5 16070750.00000000 PA USD 16073112.40000000 0.198695658116 Long ABS-CBDO CORP JE Y 2 2039-07-20 Floating 5.22599040 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585AAM4 4349000.00000000 PA USD 4027943.69000000 0.049793400458 Long DBT CORP US N 2 2045-12-15 Fixed 5.85000000 N N N N N N Marin General Hospital N/A 568039AA9 10530000.00000000 PA USD 10894334.21000000 0.134675652837 Long DBT CORP US N 2 2045-08-01 Fixed 7.24200000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BF9 12991000.00000000 PA USD 11818970.30000000 0.146105995128 Long DBT CORP US N 2 2032-10-15 Fixed 3.50000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BH5 18167000.00000000 PA USD 15516614.55000000 0.191816237143 Long DBT CORP US N 2 2033-10-15 Fixed 2.75000000 N N N N N N MF1 N/A 58003MAC0 20521000.00000000 PA USD 20591961.62000000 0.254557627930 Long ABS-CBDO CORP KY Y 2 2041-08-18 Floating 5.70961080 N N N N N N Medline Borrower LP N/A 58506DAA6 9046000.00000000 PA USD 9199175.74000000 0.113720120428 Long DBT CORP US Y 2 2029-04-01 Fixed 6.25000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020U5D3 1710205.12020000 PA USD 186611.08000000 0.002306884343 Long ABS-O CORP US N 2 2037-02-25 Variable 1.31500080 Y N N N N N MF1 LLC N/A 59319CAE5 23334433.00000000 PA USD 23399678.41000000 0.289266595397 Long ABS-CBDO CORP US Y 2 2043-02-18 Floating 5.61961080 N N N N N N MF1 LLC N/A 59319GAE6 34173635.00000000 PA USD 34194925.17000000 0.422717330148 Long ABS-CBDO CORP US Y 2 2043-11-18 Floating 5.46960960 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BU7 31223000.00000000 PA USD 27933913.92000000 0.345318770377 Long DBT CORP JP N 2 2030-07-17 Fixed 2.04800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 7037000.00000000 PA USD 6501627.36000000 0.080373053766 Long DBT CORP US N 2 2031-01-22 Variable 2.69900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEH4 19284000.00000000 PA USD 16857873.98000000 0.208396873085 Long DBT CORP US N 2 2032-10-20 Variable 2.51100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 5819000.00000000 PA USD 5880101.71000000 0.072689759766 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFG5 13809000.00000000 PA USD 13782498.46000000 0.170379111017 Long DBT CORP US N 2 2034-07-21 Variable 5.42400000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61775UAA6 7702633.30000000 PA USD 7713363.84000000 0.095352528268 Long ABS-MBS CORP US Y 2 2068-12-25 Variable 6.15200040 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61780XAC9 5019063.36000000 PA USD 4938439.64000000 0.061048942477 Long ABS-MBS CORP US Y 2 2070-12-25 Variable 4.80899880 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61781CAC4 13527498.00000000 PA USD 13498412.53000000 0.166867243532 Long ABS-MBS CORP US Y 2 2071-06-25 Variable 5.50800000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617945AA8 12272806.00000000 PA USD 12245181.14000000 0.151374809359 Long ABS-MBS CORP US Y 2 2070-06-25 Variable 5.58799920 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617949AC6 13925240.34000000 PA USD 13712181.38000000 0.169509851963 Long ABS-MBS CORP US Y 2 2071-01-26 Variable 4.73400000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617960AC3 18479318.48000000 PA USD 18348908.08000000 0.226829022030 Long ABS-MBS CORP US Y 2 2071-03-25 Variable 5.20899840 N N N N N N NTT Finance Corp. 3538007PR116187GD960 62954WAV7 24588000.00000000 PA USD 24358032.12000000 0.301113754577 Long DBT CORP JP Y 2 2035-07-16 Fixed 5.50200000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AH1 3536000.00000000 PA USD 3651806.37000000 0.045143594591 Long DBT CORP GB N 2 2034-03-02 Variable 6.01600000 N N N N N N Neuberger Berman CLO XVI-S Ltd. 549300UHUHCR3388B324 64131TAY0 4047000.00000000 PA USD 4045878.98000000 0.050015116337 Long ABS-CBDO CORP KY Y 2 2039-04-15 Floating 4.93292160 N N N N N N Neuberger Berman CLO XVI-S Ltd. 549300UHUHCR3388B324 64131TBC7 20000000.00000000 PA USD 20048600.00000000 0.247840596903 Long ABS-CBDO CORP KY Y 2 2039-04-15 Floating 5.35291920 N N N N N N Neuberger Berman Loan Advisers CLO 44 Ltd. 549300HMTDFWN3B2DI35 64133VAN7 7678917.00000000 PA USD 7690896.11000000 0.095074782410 Long ABS-CBDO CORP KY Y 2 2035-10-16 Floating 5.49285840 N N N N N N New Residential Mortgage Loan Trust 213800UD7J2W19Q88M79 64790AAE7 15064407.77000000 PA USD 14909330.24000000 0.184308994449 Long ABS-MBS CORP US Y 2 2066-02-25 Variable 5.00299920 N N N N N N New Residential Mortgage Loan Trust 2138002D8CMDYG7QOU84 64832CAC7 1723582.47000000 PA USD 1718231.09000000 0.021240755911 Long ABS-MBS CORP US Y 2 2065-05-25 Variable 5.52999960 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64832FAC0 31870978.43000000 PA USD 31698371.59000000 0.391854959236 Long ABS-MBS CORP US Y 2 2065-07-25 Variable 5.34999960 N N N N N N New Residential Mortgage Loan Trust 213800ZF5DPBUAR45104 64832MAE1 13866366.51000000 PA USD 13619077.89000000 0.168358907531 Long ABS-MBS CORP US Y 2 2065-12-25 Variable 4.74300000 N N N N N N New Residential Mortgage Loan Trust 213800BXPAJOYIE7S264 64832PAE4 20087113.57000000 PA USD 19777898.57000000 0.244494188476 Long ABS-MBS CORP US Y 2 2066-02-25 Variable 4.83300000 N N N N N N New Residential Mortgage Loan Trust 213800XSOMP22QWB9350 64832QAE2 21859976.59000000 PA USD 21698855.45000000 0.268241038619 Long ABS-MBS CORP US Y 2 2066-05-25 Variable 5.29300080 N N N N N N New Residential Mortgage Loan Trust N/A 64832VAE1 24467992.00000000 PA USD 24469988.59000000 0.302497759363 Long ABS-MBS CORP US Y 2 2066-08-25 Variable 5.67399960 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAJ4 16331000.00000000 PA USD 15582252.23000000 0.192627649501 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N Northwell Healthcare, Inc. 54930073NUTKK4QD3P47 667274AA2 3110000.00000000 PA USD 2331920.92000000 0.028827183581 Long DBT CORP US N 2 2046-11-01 Fixed 3.97900000 N N N N N N Northwell Healthcare, Inc. 54930073NUTKK4QD3P47 667274AC8 9132000.00000000 PA USD 7093413.87000000 0.087688712809 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N Northwoods Capital XIV-B Ltd. 549300QQDSTCZ860F679 66860CAN3 16960213.00000000 PA USD 16969083.19000000 0.209771640250 Long ABS-CBDO CORP KY Y 2 2031-11-13 Floating 5.49396000 N N N N N N OBX Trust 2549004KB8X0K1PPTU08 67119DAA6 8495644.24000000 PA USD 8521966.29000000 0.105348463838 Long ABS-MBS CORP US Y 2 2064-01-25 Variable 6.03000000 N N N N N N OBX Trust 254900Y3YIZHUWMEGC78 67122CAC9 5915312.94000000 PA USD 5875975.52000000 0.072638751846 Long ABS-MBS CORP US Y 2 2065-07-27 Variable 5.14299960 N N N N N N OBX Trust 254900WI6P4MRT24JH23 67122DAC7 8702295.57000000 PA USD 8610902.32000000 0.106447890170 Long ABS-MBS CORP US Y 2 2065-08-25 Variable 4.90500000 N N N N N N OAK-Eagle Acquireco, Inc. 6488ICS9P20290MA1H31 67124CAA1 23624000.00000000 PA USD 24478550.95000000 0.302603607174 Long DBT CORP US Y 2 2033-07-01 Fixed 7.25000000 N N N N N N OBX Trust 254900LEFJQLQVRADY79 67124UAA1 5930899.18000000 PA USD 5904512.02000000 0.072991519780 Long ABS-MBS CORP US Y 2 2066-05-25 Variable 5.29700040 N N N N N N OBX Trust 254900JLM1WC0WGYCA96 673918AC2 6252794.72000000 PA USD 6207018.64000000 0.076731103654 Long ABS-MBS CORP US Y 2 2065-09-25 Variable 5.05699920 N N N N N N OBX Trust 254900T4WKE0IYMYAI09 673924AC0 6175510.06000000 PA USD 6142282.73000000 0.075930838969 Long ABS-MBS CORP US Y 2 2065-07-25 Variable 5.16200040 N N N N N N OBX Trust 254900YXEB756F6RCA13 67449DAA7 6142601.06000000 PA USD 6135570.24000000 0.075847859233 Long ABS-MBS CORP US Y 2 2064-10-25 Variable 5.31600120 N N N N N N Oklahoma Development Finance Authority 549300PXGPHUWC32DJ91 67884XCP0 9234000.00000000 PA USD 9125519.89000000 0.112809587532 Long DBT MUN US N 2 2028-08-15 Fixed 5.45000000 N N N N N N 1011778 BC ULC N/A 68245XAR0 18567000.00000000 PA USD 18760567.29000000 0.231917949153 Long DBT CORP CA Y 2 2029-06-15 Fixed 6.12500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 11041000.00000000 PA USD 9906196.41000000 0.122460303028 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 8149000.00000000 PA USD 6474700.19000000 0.080040180354 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 11378000.00000000 PA USD 10533387.05000000 0.130213627579 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N Ownit Mortgage Loan Trust N/A 69121PCH4 390211.27010000 PA USD 209112.62000000 0.002585048161 Long ABS-O CORP US N 2 2035-10-25 Variable 3.14850600 N N N N N N PFP Ltd. N/A 69291WAA0 13042510.66000000 PA USD 13055292.32000000 0.161389395835 Long ABS-MBS CORP KY Y 2 2039-09-17 Floating 5.50114920 N N N N N N PLYM Commercial Mortgage Trust N/A 69292BAC1 7436000.00000000 PA USD 7440649.73000000 0.091981239110 Long ABS-MBS CORP US Y 2 2043-03-15 Floating 5.12637120 N N N N N N PFP Ltd. N/A 69382JAC5 5911000.00000000 PA USD 5925215.96000000 0.073247461683 Long ABS-CBDO CORP KY Y 2 2042-12-18 Floating 5.71170960 N N N N N N PMT Loan Trust N/A 69383UBK0 8519097.45000000 PA USD 8517552.94000000 0.105293906048 Long ABS-MBS CORP US Y 2 2057-03-25 Floating 5.06607840 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JH1 34169000.00000000 PA USD 24993493.87000000 0.308969326509 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JW8 11170000.00000000 PA USD 10810549.06000000 0.133639901633 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 69704AAE1 11000000.00000000 PA USD 10990342.00000000 0.135862500197 Long ABS-CBDO CORP KY Y 2 2033-07-15 Floating 5.45292000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69704CAE7 17000000.00000000 PA USD 17015674.00000000 0.210347595387 Long ABS-CBDO CORP KY Y 2 2033-02-15 Floating 5.25107160 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAM8 18395000.00000000 PA USD 18084595.78000000 0.223561595965 Long DBT CORP US N 2 2029-01-23 Variable 3.50900144 N N N N N N Paychex, Inc. 529900K900DW6SUBM174 704326AC1 29169000.00000000 PA USD 28987825.51000000 0.358347215134 Long DBT CORP US N 2 2035-04-15 Fixed 5.60000000 N N N N N N Penske Automotive Group, Inc. 549300W7UTQ0M4C7LB15 70959WAK9 34558000.00000000 PA USD 32998812.16000000 0.407930992830 Long DBT CORP US N 2 2029-06-15 Fixed 3.75000000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 71376LAF7 19280000.00000000 PA USD 19334466.00000000 0.239012479387 Long DBT CORP US Y 2 2032-09-15 Fixed 6.12500000 N N N N N N School District of Philadelphia (The) 254900HSKDHZKBZCUL90 717883NM0 5160000.00000000 PA USD 5318319.64000000 0.065745015317 Long DBT MUN US N 2 2030-06-01 Fixed 6.61500000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CV9 9958000.00000000 PA USD 10029248.10000000 0.123981466815 Long DBT CORP US N 2 2027-11-17 Fixed 5.12500000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CW7 4291000.00000000 PA USD 4395047.01000000 0.054331528105 Long DBT CORP US N 2 2029-11-17 Fixed 5.62500000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DA4 17478000.00000000 PA USD 17612095.94000000 0.217720557569 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N Plains All American Pipeline LP N/A 72650RBM3 33187000.00000000 PA USD 31846273.08000000 0.393683316007 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N PMT Loan Trust N/A 729911BE6 13607682.93000000 PA USD 13656138.53000000 0.168817050800 Long ABS-MBS CORP US Y 2 2057-01-25 Floating 5.01608160 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AQ7 10755000.00000000 PA USD 10359805.37000000 0.128067812550 Long DBT CORP US Y 2 2030-04-15 Fixed 4.62500000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AR5 4815000.00000000 PA USD 4462480.85000000 0.055165144575 Long DBT CORP US Y 2 2031-09-15 Fixed 4.50000000 N N N N N N Preferred Term Securities XIX Ltd. N/A 74042HAA5 1209134.45660000 PA USD 1187974.60000000 0.014685730373 Long DBT CORP KY Y 2 2035-12-22 Floating 4.27596120 N N N N N N QTS Fayetteville I Dc1-2 LLC N/A 74751AAA1 21011000.00000000 PA USD 19212834.50000000 0.237508871975 Long DBT CORP US Y 2 2036-04-15 Fixed 5.70000000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 74843PAA8 28731000.00000000 PA USD 29081633.12000000 0.359506863890 Long DBT CORP US Y 2 2032-03-01 Fixed 6.37500000 N N N N N N Rate Mortgage Trust N/A 75410EBC8 18632769.30000000 PA USD 18687262.70000000 0.231011758530 Long ABS-MBS CORP US Y 2 2055-11-25 Floating 5.16607920 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750AM5 6853000.00000000 PA USD 6981214.28000000 0.086301702576 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750AN3 24925000.00000000 PA USD 25768790.01000000 0.318553529800 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750AP8 16170000.00000000 PA USD 16861555.97000000 0.208442389809 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N Home Equity Loan Trust N/A 76110VSS8 137728.02360000 PA USD 1434.13000000 0.000017728701 Long ABS-O CORP US N 2 2035-12-25 Variable 4.43521000 Y Y N N N N Rockford Tower CLO Ltd. 5493009YDNBJVFWX7747 77341EBE4 16776809.00000000 PA USD 16789156.73000000 0.207547391113 Long ABS-CBDO CORP KY Y 2 2036-01-20 Floating 5.27920920 N N N N N N Rogers Communications, Inc. 5493000M6Z4XFIP6PF03 775109CJ8 27147000.00000000 PA USD 22167521.08000000 0.274034678548 Long DBT CORP CA N 2 2042-03-15 Fixed 4.50000000 N N N N N N Rogers Communications, Inc. 5493000M6Z4XFIP6PF03 775109CK5 27147000.00000000 PA USD 20423074.67000000 0.252469849107 Long DBT CORP CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N QXO Building Products, Inc. 549300HDXQWWCBOYXP31 77583AAA8 28416000.00000000 PA USD 28531217.22000000 0.352702627924 Long DBT CORP US Y 2 2031-07-15 Fixed 6.50000000 N N N N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 78410GAG9 17490000.00000000 PA USD 16699555.19000000 0.206439737753 Long DBT CORP US N 2 2029-02-01 Fixed 3.12500000 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAQ5 8432000.00000000 PA USD 8396823.30000000 0.103801447421 Long DBT CORP IE Y 2 2031-07-23 Fixed 5.20000000 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAR3 2280000.00000000 PA USD 2255575.75000000 0.027883405337 Long DBT CORP IE Y 2 2036-07-23 Fixed 5.70000000 N N N N N N SS&C Technologies, Inc. 549300KY09TR3J12JU49 78466CAC0 24371000.00000000 PA USD 24337463.07000000 0.300859480182 Long DBT CORP US Y 2 2027-09-30 Fixed 5.50000000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466LAT1 16838000.00000000 PA USD 16631140.79000000 0.205593999610 Long DBT CORP US N 2 2033-03-15 Fixed 5.20000000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466LAU8 16098000.00000000 PA USD 15697647.73000000 0.194054167542 Long DBT CORP US N 2 2036-03-15 Fixed 5.55000000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466LAV6 8419000.00000000 PA USD 8103684.29000000 0.100177665849 Long DBT CORP US N 2 2046-03-15 Fixed 6.40000000 N N N N N N Sammons Financial Group, Inc. 254900SHCOQLVJ21CT59 79588TAF7 26615000.00000000 PA USD 28152940.86000000 0.348026379265 Long DBT CORP US Y 2 2034-04-15 Fixed 6.87500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288DAC0 5002413.65000000 PA USD 5007474.09000000 0.061902345672 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.74000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288FAB7 11411162.05000000 PA USD 11401704.48000000 0.140947759147 Long ABS-O CORP US N 2 2029-03-15 Fixed 4.04000000 N N N N N N Santos Finance Ltd. 213800BKUBSWG53XNS94 803014AB5 19092000.00000000 PA USD 20396117.24000000 0.252136601622 Long DBT CORP AU Y 2 2033-09-19 Fixed 6.87500000 N N N N N N Santos Finance Ltd. 213800BKUBSWG53XNS94 803014AC3 5930000.00000000 PA USD 5858081.73000000 0.072417548989 Long DBT CORP AU Y 2 2035-11-13 Fixed 5.75000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CB9 26796000.00000000 PA USD 26746079.05000000 0.330634767344 Long DBT CORP US N 2 2027-06-01 Variable 5.00000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CH6 22528000.00000000 PA USD 23528370.03000000 0.290857479944 Long DBT CORP US N 2 2034-08-24 Variable 6.13600000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CM5 11696000.00000000 PA USD 11537047.85000000 0.142620872562 Long DBT CORP US N 2 2031-06-01 Variable 6.10000000 N N N N N N Sequoia Mortgage Trust N/A 81751FAD9 17878265.00000000 PA USD 17773818.39000000 0.219719768913 Long ABS-MBS CORP US Y 2 2056-08-25 Variable 5.61430080 N N N N N N Signal Peak CLO 1 Ltd. N/A 82666TAQ2 18500000.00000000 PA USD 18462963.00000000 0.228238967834 Long ABS-CBDO CORP KY Y 2 2034-04-17 Floating 5.69952000 N N N N N N United States Small Business Administration N/A 83162CTR4 299374.75650000 PA USD 289464.76000000 0.003578360528 Long ABS-O CORP US N 2 2030-11-01 Fixed 3.25000000 N N N N N N United States Small Business Administration N/A 83162CUG6 538653.18420000 PA USD 509982.99000000 0.006304404729 Long ABS-O CORP US N 2 2031-09-01 Fixed 2.85000000 N N N N N N United States Small Business Administration N/A 83162CUY7 331844.65860000 PA USD 311822.15000000 0.003854742365 Long ABS-O CORP US N 2 2032-08-01 Fixed 2.37000000 N N N N N N United States Small Business Administration N/A 83162CVG5 636747.15560000 PA USD 592363.01000000 0.007322785729 Long ABS-O CORP US N 2 2033-01-01 Fixed 2.13000000 N N N N N N United States Small Business Administration N/A 83162CVH3 153666.46550000 PA USD 142318.30000000 0.001759337431 Long ABS-O CORP US N 2 2033-02-01 Fixed 2.21000000 N N N N N N United States Small Business Administration N/A 83162CVK6 601425.59200000 PA USD 560461.65000000 0.006928421429 Long ABS-O CORP US N 2 2033-03-01 Fixed 2.22000000 N N N N N N United States Small Business Administration N/A 83162CVL4 1194279.92130000 PA USD 1106130.60000000 0.013673975647 Long ABS-O CORP US N 2 2033-04-01 Fixed 2.08000000 N N N N N N United States Small Business Administration N/A 83162CVP5 1132577.80280000 PA USD 1056395.30000000 0.013059148355 Long ABS-O CORP US N 2 2033-06-01 Fixed 2.45000000 N N N N N N United States Small Business Administration N/A 83162CVR1 1422711.08090000 PA USD 1353956.58000000 0.016737597985 Long ABS-O CORP US N 2 2033-07-01 Fixed 3.15000000 N N N N N N United States Small Business Administration N/A 83162CVS9 1486613.76030000 PA USD 1412001.51000000 0.017455148841 Long ABS-O CORP US N 2 2033-08-01 Fixed 3.16000000 N N N N N N United States Small Business Administration N/A 83162CVU4 711331.48950000 PA USD 686455.87000000 0.008485960743 Long ABS-O CORP US N 2 2033-09-01 Fixed 3.62000000 N N N N N N Stellantis Finance US, Inc. 549300QZ0AI8Q7LNON33 85855CAB6 14723000.00000000 PA USD 12433885.04000000 0.153707565124 Long DBT CORP US Y 2 2031-09-15 Fixed 2.69100000 N N N N N N Stellantis Financial Underwritten Enhanced Lease Trust N/A 858928AB0 6407915.96000000 PA USD 6413834.31000000 0.079287756942 Long ABS-O CORP US Y 2 2027-07-20 Fixed 4.63000000 N N N N N N STORE Master Funding LLC N/A 86212FAJ8 21188595.10000000 PA USD 21084707.42000000 0.260648946685 Long ABS-O CORP US Y 2 2056-06-20 Fixed 5.31000000 N N N N N N Store Master Funding I-VII XIV XIX XX XXIV XXII N/A 86212XAL4 2187833.81000000 PA USD 2200195.07000000 0.027198789913 Long ABS-O CORP US Y 2 2054-05-20 Fixed 5.69000000 N N N N N N Store Master Funding I-VII XIV XIX XX XXIV XXII N/A 86212XAM2 4569959.93000000 PA USD 4609230.97000000 0.056979268122 Long ABS-O CORP US Y 2 2054-05-20 Fixed 5.70000000 N N N N N N STWD LLC N/A 863922AC4 17599555.00000000 PA USD 17621563.24000000 0.217837592239 Long ABS-CBDO CORP US Y 2 2042-11-19 Floating 5.36960880 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCB4 38002000.00000000 PA USD 34055228.19000000 0.420990397449 Long DBT CORP JP N 2 2030-07-08 Fixed 2.13000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAX3 2343000.00000000 PA USD 1978992.01000000 0.024464279851 Long DBT CORP US N 2 2040-04-15 Fixed 4.37500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACB9 28722000.00000000 PA USD 25755793.47000000 0.318392866700 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N TRTX Issuer Ltd. N/A 87277LAC0 13315989.00000000 PA USD 13340924.52000000 0.164920378295 Long ABS-CBDO CORP KY Y 2 2043-06-18 Floating 5.36960880 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAA9 4099000.00000000 PA USD 3824521.70000000 0.047278699809 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAB7 8758000.00000000 PA USD 7120089.70000000 0.088018479158 Long DBT CORP US N 2 2052-04-15 Fixed 4.95000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAC5 24189000.00000000 PA USD 25120774.31000000 0.310542766062 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N Toledo Hospital (The) 5493009DCR7NWV6K4T34 889184AC1 23983000.00000000 PA USD 23990570.71000000 0.296571200224 Long DBT CORP US N 2 2028-11-15 Fixed 5.32500000 N N N N N N Toledo Hospital (The) 5493009DCR7NWV6K4T34 889184AD9 9026000.00000000 PA USD 8878093.19000000 0.109750901089 Long DBT CORP US N 2 2038-11-15 Fixed 5.75000000 N N N N N N Toll Road Investors Partnership II LP N/A 88948ABE6 15190000.00000000 PA USD 12771088.05000000 0.157876065432 Long DBT CORP US Y 2 2029-02-15 None 0.00000000 N N N N N N Toll Road Investors Partnership II LP N/A 88948ABG1 5237000.00000000 PA USD 3801199.99000000 0.046990397058 Long DBT CORP US Y 2 2031-02-15 None 0.00000000 N N N N N N Toll Road Investors Partnership II LP N/A 88948ABM8 8302680.21800000 PA USD 2916316.43000000 0.036051475153 Long DBT CORP US Y 2 2043-02-15 None 0.00000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BP1 33133000.00000000 PA USD 32478629.88000000 0.401500504577 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505FL3 13771000.00000000 PA USD 13816568.24000000 0.170800281304 Long DBT CORP US N 2 2028-03-15 Variable 5.87500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AD0 30010000.00000000 PA USD 27285431.11000000 0.337302232229 Long DBT CORP CH Y 2 2031-02-10 Variable 4.37500000 N N N N N N UBS Commercial Mortgage Trust N/A 90276VAE9 18388578.00000000 PA USD 18043172.47000000 0.223049521413 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.98300000 N N N N N N UBS Commercial Mortgage Trust N/A 90276WAS6 33000000.00000000 PA USD 32452642.20000000 0.401179245132 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.67900000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAC7 10491000.00000000 PA USD 10422524.72000000 0.128843148541 Long DBT CORP CH Y 2 2028-03-23 Fixed 4.25300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RB6 58777000.00000000 PA USD 43304413.80000000 0.535328739401 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RK6 29323000.00000000 PA USD 19646410.00000000 0.242868728061 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RT7 36800000.00000000 PA USD 22899374.82000000 0.283081847316 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RU4 27653000.00000000 PA USD 19293368.41000000 0.238504431382 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SA7 19900000.00000000 PA USD 13973531.25000000 0.172740656497 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SQ2 27300000.00000000 PA USD 16477043.04000000 0.203689044733 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 132800000.00000000 PA USD 65699687.17000000 0.812178889528 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 74100000.00000000 PA USD 46121461.31000000 0.570153053138 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 67500000.00000000 PA USD 43490039.40000000 0.537623441251 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 61700000.00000000 PA USD 43243023.75000000 0.534569836204 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TU2 101800000.00000000 PA USD 92025609.88000000 1.137619688312 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TV0 30800000.00000000 PA USD 28381718.90000000 0.350854531155 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TW8 177950000.00000000 PA USD 168267018.02000000 2.080115229258 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TX6 183300000.00000000 PA USD 155633156.25000000 1.923935553755 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TZ1 90700000.00000000 PA USD 82983414.52000000 1.025840157804 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UE6 100050000.00000000 PA USD 88626322.02000000 1.095597725069 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UM8 27500000.00000000 PA USD 25393457.10000000 0.313913668042 Long DBT UST US N 2 2055-08-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UN6 64500000.00000000 PA USD 61466484.38000000 0.759848078086 Long DBT UST US N 2 2045-08-15 Fixed 4.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHQ7 64200000.00000000 PA USD 64014422.20000000 0.791345660470 Long DBT UST US N 2 2028-07-31 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJF9 90926000.00000000 PA USD 92016401.87000000 1.137505858982 Long DBT UST US N 2 2028-10-31 Fixed 4.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKA8 63100000.00000000 PA USD 63134384.45000000 0.780466642421 Long DBT UST US N 2 2027-02-15 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKP5 38000000.00000000 PA USD 38289453.22000000 0.473333845812 Long DBT UST US N 2 2029-04-30 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKX8 167000000.00000000 PA USD 166589023.02000000 2.059371871497 Long DBT UST US N 2 2029-06-30 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLF6 74000000.00000000 PA USD 70262422.06000000 0.868583373565 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLW9 102500000.00000000 PA USD 99709277.60000000 1.232605113436 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNX5 57000000.00000000 PA USD 55352343.75000000 0.684265131481 Long DBT UST US N 2 2030-08-31 Fixed 3.62500000 N N N N N N Venture 43 CLO Ltd. 549300OLN5VHTMLSN650 92290CBD0 28707969.00000000 PA USD 28628333.09000000 0.353903173358 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 5.25291840 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAE3 24120000.00000000 PA USD 24550976.16000000 0.303498926910 Long DBT CORP US Y 2 2030-01-15 Fixed 6.25000000 N N N N N N Verus Securitization Trust 2138002AFCEWDDRL8N22 92490EAA1 4241708.06000000 PA USD 4192390.57000000 0.051826291178 Long ABS-MBS CORP US Y 2 2070-10-27 Variable 4.93499880 N N N N N N Verus Securitization Trust 984500A3F1D749452747 92540EAA1 3917252.68000000 PA USD 3925679.08000000 0.048529206350 Long ABS-MBS CORP US Y 2 2069-01-25 Variable 5.71200120 N N N N N N Verus Securitization Trust 213800RZ8QGNZ38DSP77 92540PAA6 3944380.71000000 PA USD 3943389.88000000 0.048748147086 Long ABS-MBS CORP US Y 2 2069-10-25 Variable 5.36400000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBY5 6121000.00000000 PA USD 5400446.78000000 0.066760270218 Long DBT CORP GB N 2 2053-02-10 Fixed 5.62500000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WCD0 24618000.00000000 PA USD 23821878.74000000 0.294485831743 Long DBT CORP GB N 2 2036-06-18 Fixed 5.35000000 N N N N N N Vulcan Materials Co. 549300Q8LSNHAVWBNI21 929160AZ2 9570000.00000000 PA USD 9076259.97000000 0.112200636883 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N Voya Ltd. N/A 92916GBF0 822737.88000000 PA USD 823286.65000000 0.010177461506 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 5.46453000 N N N N N N Voya Ltd. N/A 92916GBG8 3474736.00000000 PA USD 3488916.40000000 0.043129950376 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 5.96453040 N N N N N N Voya Ltd. N/A 92916GBH6 4942894.00000000 PA USD 4971859.36000000 0.061462076728 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 7.31453040 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAR5 9294000.00000000 PA USD 8512510.29000000 0.105231568858 Long DBT CORP US Y 2 2031-02-15 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000JAV0 25027917.00000000 PA USD 24957210.63000000 0.308520793451 Long ABS-MBS CORP US N 2 2059-12-15 Fixed 3.64000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2J1 45462000.00000000 PA USD 41864536.48000000 0.517528990069 Long DBT CORP US N 2 2031-02-11 Variable 2.57200000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001GAE3 13470000.00000000 PA USD 13190510.97000000 0.163060967462 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.58900000 N N N N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 960386AM2 21336000.00000000 PA USD 21306125.12000000 0.263386110124 Long DBT CORP US N 2 2028-09-15 Fixed 4.70000160 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAR7 28117000.00000000 PA USD 27784194.54000000 0.343467940867 Long DBT CORP US N 2 2029-04-23 Variable 4.00500000 N N N N N N N/A N/A N/A 4207.00000000 NC USD -2956540.77000000 -0.03654872805 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2026-09-30 445843400.54000000 USD -2956540.77000000 N N N N/A N/A N/A 2231.00000000 NC USD -1193103.10000000 -0.01474912884 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2026-09-30 458714517.86000000 USD -1193103.10000000 N N N N/A N/A N/A 1362.00000000 NC USD -2367726.90000000 -0.02926981675 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Ultra Note 2026-09-21 149415656.25000000 USD -2367726.90000000 N N N N/A N/A N/A 1737.00000000 NC USD -5389285.68000000 -0.06662229680 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2026-09-21 190527187.50000000 USD -5389285.68000000 N N N 2026-08-31 MFS Series Trust IX James Byrne James Byrne Assistant Treasurer XXXX