NPORT-P false 0001120924 XXXXXXXX S000002166 C000222342 C000222343 C000005563 T. ROWE PRICE QM U.S. BOND INDEX FUND, INC. 811-10093 0001120924 549300527OEH1B08TY97 100 East Pratt Street Baltimore 21202 410-345-2000 T. Rowe Price QM U.S. Bond Index Fund S000002166 6CAOB2FK4HV4SJGM1O42 2025-10-31 2025-01-31 N 1765917826.900000 94153011.170000 1671764815.730000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 3374834.000000 39424817.830000 0.000000 424.360000 USD N Bloomberg Barclays US Agg Total Return Value Unhedged USD (Returns) LBUSTRUU ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00080QAF2 390000.000000 PA USD 389507.040000 0.0232991529 Long DBT CORP NL N 2 2025-07-28 Fixed 4.7500000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CBB3 1075000.000000 PA USD 1071167.630000 0.0640740623 Long DBT CORP US N 2 2027-08-20 Fixed 4.6500000 N N N N N N Aon Global Ltd VVT2B79I2Z4U3R6BY589 00185AAK0 405000.000000 PA USD 402982.290000 0.0241052023 Long DBT CORP GB N 2 2025-12-15 Fixed 3.8750000 N N N N N N APA Infrastructure Ltd 261700SS8OEHDOCOUJ33 00188LAA5 475000.000000 PA USD 454582.600000 0.0271917794 Long DBT CORP AU N 2 2034-09-16 Fixed 5.1250000 N N N N N N APA Infrastructure Ltd 261700SS8OEHDOCOUJ33 00205GAD9 385000.000000 PA USD 382185.270000 0.0228611864 Long DBT CORP AU N 2 2027-07-15 Fixed 4.2500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHJ4 1020000.000000 PA USD 1001335.020000 0.0598968833 Long DBT CORP US N 2 2029-03-01 Fixed 4.3500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMT6 2415000.000000 PA USD 2419388.060000 0.1447205993 Long DBT CORP US N 2 2034-02-15 Fixed 5.4000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAR0 1235000.000000 PA USD 1157334.560000 0.0692283118 Long DBT CORP US N 2 2035-05-14 Fixed 4.5000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAS8 1385000.000000 PA USD 1231148.660000 0.0736436518 Long DBT CORP US N 2 2045-05-14 Fixed 4.7000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAW9 1280000.000000 PA USD 1095479.040000 0.0655282986 Long DBT CORP US N 2 2046-05-14 Fixed 4.4500000 N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAY5 225000.000000 PA USD 221303.700000 0.0132377292 Long DBT CORP US N 2 2026-05-14 Fixed 3.2000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YDS5 1315000.000000 PA USD 1315865.270000 0.0787111475 Long DBT CORP US N 2 2029-03-15 Fixed 4.8000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAN5 655000.000000 PA USD 659064.280000 0.0394232654 Long DBT CORP IE N 2 2025-07-15 Fixed 6.5000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBC8 1500000.000000 PA USD 1535251.500000 0.0918341794 Long DBT CORP IE N 2 2028-06-06 Fixed 5.7500000 N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBE4 700000.000000 PA USD 731547.600000 0.0437590021 Long DBT CORP IE N 2 2030-09-30 Fixed 6.1500000 N N N N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158BB1 150000.000000 PA USD 146899.350000 0.0087870823 Long DBT CORP US N 2 2025-10-15 Fixed 1.5000000 N N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051EA1 1605000.000000 PA USD 1551547.080000 0.0928089325 Long DBT NUSS CA N 2 2028-03-15 Fixed 3.3000000 N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051ET0 1405000.000000 PA USD 1364876.010000 0.0816428242 Long DBT NUSS CA N 2 2034-01-24 Fixed 4.5000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AJ8 10000.000000 PA USD 9845.520000 0.0005889297 Long DBT CORP US N 2 2027-01-15 Fixed 3.9500000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AS8 1975000.000000 PA USD 1469767.350000 0.0879171123 Long DBT CORP US N 2 2050-02-01 Fixed 4.0000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAU6 2300000.000000 PA USD 1970612.540000 0.1178761822 Long DBT CORP KY N 2 2037-12-06 Fixed 4.0000000 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F030629 -2565000.000000 PA USD -2181114.480000 -0.1304677823 Short ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.0000000 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F032625 3035000.000000 PA USD 2685263.660000 0.1606244871 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.5000000 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F050627 10020000.000000 PA USD 9675202.280000 0.5787418295 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.0000000 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F062622 4215000.000000 PA USD 4321196.630000 0.2584811326 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.5000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002AP6 150000.000000 PA USD 157122.900000 0.0093986246 Long DBT CORP US N 2 2032-12-15 Fixed 6.1250000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBP4 1505000.000000 PA USD 1355198.320000 0.0810639336 Long DBT CORP US N 2 2028-11-02 Fixed 2.2000000 N N N N N N Ally Bank Auto Credit-Linked Notes Series 2024-B N/A 02007G4B6 467917.590000 PA USD 468761.950000 0.0280399459 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.9700000 N N N N N N Ally Bank Auto Credit-Linked Notes Series 2024-B N/A 02007G4C4 341939.770000 PA USD 342304.110000 0.0204756140 Long ABS-O CORP US N 2 2032-09-15 Fixed 5.1170000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBH5 250000.000000 PA USD 248542.250000 0.0148670583 Long DBT CORP US N 2 2025-05-06 Fixed 2.3500000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608AP7 1820000.000000 PA USD 1848996.240000 0.1106014568 Long DBT CORP US N 2 2026-12-01 Fixed 5.7000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WAJ4 300000.000000 PA USD 317937.080000 0.0190180507 Long DBT CORP MX N 2 2035-03-01 Fixed 6.3750000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBH7 1475000.000000 PA USD 1394096.340000 0.0833906975 Long DBT CORP MX N 2 2029-04-22 Fixed 3.6250000 N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBJ3 1500000.000000 PA USD 1345992.450000 0.0805132658 Long DBT CORP MX N 2 2030-05-07 Fixed 2.8750000 N N N N N N American Airlines 2019-1 Class AA Pass Through Trust N/A 02377LAA2 26454.910000 PA USD 24115.320000 0.0014425067 Long DBT CORP US N 2 2032-02-15 Fixed 3.1500000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AY7 2595000.000000 PA USD 2604899.930000 0.1558173677 Long DBT CORP US N 2 2029-01-15 Fixed 5.2000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816DC0 3385000.000000 PA USD 3398973.280000 0.2033164742 Long DBT CORP US N 2 2026-02-13 Fixed 4.9000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WFD8 2790000.000000 PA USD 2803514.760000 0.1676979162 Long DBT CORP US N 2 2027-03-12 Fixed 4.9000000 N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DC8 425000.000000 PA USD 379469.330000 0.0226987269 Long DBT CORP US N 2 2035-01-15 Fixed 3.8750000 N N N N N N American Municipal Power Inc EARKGGZJJEMVD66XQ486 02765UCY8 2005000.000000 PA USD 2108462.610000 0.1261219635 Long DBT MUN US N 2 2044-02-15 Fixed 6.4490000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAZ3 1010000.000000 PA USD 1007306.330000 0.0602540693 Long DBT CORP US N 2 2025-03-15 Fixed 2.4000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CJ7 1275000.000000 PA USD 1236684.980000 0.0739748180 Long DBT CORP US N 2 2026-08-19 Fixed 2.6000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CY4 1239000.000000 PA USD 718068.650000 0.0429527313 Long DBT CORP US N 2 2053-09-01 Fixed 2.7700000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162DP2 1615000.000000 PA USD 1633081.540000 0.0976860815 Long DBT CORP US N 2 2028-03-02 Fixed 5.1500000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095AM3 310000.000000 PA USD 310229.400000 0.0185570002 Long DBT CORP US N 2 2026-03-30 Fixed 4.7500000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095AP6 925000.000000 PA USD 932740.400000 0.0557937571 Long DBT CORP US N 2 2029-04-05 Fixed 5.0500000 N N N N N N Angel Oak Mortgage Trust 2020-6 N/A 03465AAB5 279569.030000 PA USD 252571.860000 0.0151080976 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.5180000 N N N N N N Angel Oak Mortgage Trust 2021-1 N/A 03465CAA3 942957.830000 PA USD 790401.770000 0.0472794835 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.9090000 N N N N N N Angel Oak Mortgage Trust 2021-2 N/A 03465DAA1 828488.170000 PA USD 706079.040000 0.0422355485 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.9850000 N N N N N N Angel Oak Mortgage Trust 2023-3 N/A 034931AA3 2706146.910000 PA USD 2662235.350000 0.1592470020 Long ABS-MBS CORP US N 2 2067-09-26 Variable 4.8000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBU1 30000.000000 PA USD 29811.000000 0.0017832054 Long DBT CORP US N 2 2039-01-23 Fixed 5.4500000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 036752AH6 1135000.000000 PA USD 928389.140000 0.0555334776 Long DBT CORP US N 2 2048-03-01 Fixed 4.5500000 N N N N N N Aon Corp / Aon Global Holdings PLC N/A 03740LAF9 3075000.000000 PA USD 3029569.950000 0.1812198655 Long DBT CORP US N 2 2032-09-12 Fixed 5.0000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BG4 45000.000000 PA USD 44887.460000 0.0026850344 Long DBT CORP US N 2 2025-05-13 Fixed 3.2000000 N N N N N N ARES LI CLO Ltd 5493003FNA8PT0CMDE92 04019LAU8 1420000.000000 PA USD 1420435.870000 0.0849662498 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.9220000 N N N N N N Arroyo Mortgage Trust 2019-2 N/A 042858AB6 234416.370000 PA USD 223781.250000 0.0133859289 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.4980000 N N N N N N Arthur J Gallagher & Co 54930049QLLMPART6V29 04316JAL3 445000.000000 PA USD 442215.190000 0.0264519977 Long DBT CORP US N 2 2029-12-15 Fixed 4.8500000 N N N N N N Astrazeneca Finance LLC 549300C3HATU4Q460S18 04636NAF0 2300000.000000 PA USD 2316806.100000 0.1385844515 Long DBT CORP US N 2 2028-03-03 Fixed 4.8750000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A4A6 3330000.000000 PA USD 3328321.680000 0.1990903056 Long DBT CORP US N 2 2026-08-27 Fixed 4.8600000 N N N N N N Atlassian Corp 549300V7ZY5P02D2MY38 049468AA9 760000.000000 PA USD 766580.080000 0.0458545408 Long DBT CORP US N 2 2029-05-15 Fixed 5.2500000 N N N N N N Autoridad del Canal de Panama 549300W1ISP1PW2J2P64 05330GAA2 295000.000000 PA USD 277752.210000 0.0166143113 Long DBT CORP PA N 2 2035-07-29 Fixed 4.9500000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AT9 445000.000000 PA USD 436868.520000 0.0261321758 Long DBT CORP US N 2 2026-04-21 Fixed 3.1250000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AV4 20000.000000 PA USD 19566.340000 0.0011704003 Long DBT CORP US N 2 2027-06-01 Fixed 3.7500000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332BA9 2000000.000000 PA USD 1650182.000000 0.0987089801 Long DBT CORP US N 2 2031-01-15 Fixed 1.6500000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332BE1 1390000.000000 PA USD 1397778.440000 0.0836109497 Long DBT CORP US N 2 2026-07-15 Fixed 5.0500000 N N N N N N Auxilior Term Funding 2024-1 LLC N/A 05335FAB7 281252.380000 PA USD 283536.180000 0.0169602911 Long ABS-O CORP US N 2 2027-03-15 Fixed 5.8400000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDV3 655000.000000 PA USD 649752.340000 0.0388662528 Long ABS-O CORP US N 2 2026-08-20 Fixed 2.6800000 N N N N N N Avolon Holdings Funding Ltd 635400ZRKEX9L1BKCH30 05401AAS0 1560000.000000 PA USD 1605527.040000 0.0960378532 Long DBT CORP KY N 2 2028-05-04 Fixed 6.3750000 N N N N N N BBCMS 2019-BWAY Mortgage Trust N/A 05492NAG8 545000.000000 PA USD 8163.610000 0.0004883229 Long ABS-MBS CORP US N 2 2034-11-15 Floating 6.5800000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBD6 3395000.000000 PA USD 2954712.640000 0.1767421238 Long DBT CORP US N 2 2037-08-15 Fixed 4.3900000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBY0 845000.000000 PA USD 869559.080000 0.0520144384 Long DBT CORP US N 2 2031-02-20 Fixed 5.8340000 N N N N N N BBCMS Mortgage Trust 2024-5C27 N/A 05555FAC8 410000.000000 PA USD 425141.550000 0.0254307033 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 6.0140000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 1015000.000000 PA USD 1013813.470000 0.0606433070 Long DBT CORP FR N 2 2025-03-15 Fixed 4.5000000 N N N N N N BMO 2024-C9 Mortgage Trust N/A 05593MAD5 3495000.000000 PA USD 3621369.410000 0.2166195493 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 5.7590000 N N N N N N BMO 2024-5C5 Mortgage Trust N/A 05593RAC6 3525000.000000 PA USD 3628722.770000 0.2170594055 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.8570000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAF6 600000.000000 PA USD 548627.400000 0.0328172596 Long DBT CORP ES N 2 2030-05-28 Fixed 3.4900000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 06050TJZ6 300000.000000 PA USD 308445.000000 0.0184502627 Long DBT CORP US N 2 2036-10-15 Fixed 6.0000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFX2 600000.000000 PA USD 592491.600000 0.0354410856 Long DBT CORP US N 2 2026-04-19 Fixed 3.5000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGF0 2280000.000000 PA USD 2237562.360000 0.1338443266 Long DBT CORP US N 2 2028-01-20 Variable 3.8240000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGM5 45000.000000 PA USD 39952.890000 0.0023898631 Long DBT CORP US N 2 2038-04-24 Variable 4.2440000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJB6 1875000.000000 PA USD 1661431.880000 0.0993819145 Long DBT CORP US N 2 2031-04-29 Variable 2.5920000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJE0 1575000.000000 PA USD 1095236.100000 0.0655137666 Long DBT CORP US N 2 2041-06-19 Variable 2.6760000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GMB2 2000000.000000 PA USD 1948260.000000 0.1165391197 Long DBT CORP US N 2 2035-08-15 Variable 5.4250000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RBU0 1440000.000000 PA USD 1551919.680000 0.0928312204 Long DBT CORP US N 2 2034-10-25 Variable 6.4740000 N N N N N N BANK5 2024-5YR8 N/A 065923AY0 1305000.000000 PA USD 1344751.080000 0.0804390108 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 5.8840000 N N N N N N BANK5 2024-5YR12 N/A 06644XBG0 785000.000000 PA USD 811195.530000 0.0485233044 Long ABS-MBS CORP US N 2 2057-12-15 Variable 5.9020000 N N N N N N Banner Health PLD0E0WJKFN8IZJ2WD85 06654DAD9 850000.000000 PA USD 708577.850000 0.0423850199 Long DBT CORP US N 2 2031-01-01 Fixed 1.8970000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAZ0 3570000.000000 PA USD 3583205.430000 0.2143366936 Long DBT CORP FR N 2 2026-01-26 Fixed 4.9350000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBL8 1640000.000000 PA USD 1627495.000000 0.0973519113 Long DBT CORP GB N 2 2026-05-07 Variable 2.8520000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECP8 1045000.000000 PA USD 1055256.680000 0.0631223166 Long DBT CORP GB N 2 2028-03-12 Variable 5.6740000 N N N N N N Barclays Mortgage Loan Trust 2021-NQM1 N/A 06744UAD3 831668.070000 PA USD 742403.640000 0.0444083781 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.1890000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024NU2 350000.000000 PA USD 389024.620000 0.0232702959 Long DBT MUN US N 2 2040-04-01 Fixed 6.9180000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024YC0 1275000.000000 PA USD 984758.750000 0.0589053401 Long DBT MUN US N 2 2041-04-01 Fixed 3.1760000 N N N N N N Bayview Opportunity Master Fund VII 2024-CAR1 LLC 254900S53K9VTUR1UX42 07336QAA0 225021.020000 PA USD 225696.080000 0.0135004684 Long ABS-O CORP US N 2 2031-12-26 Floating 5.4510000 N N N N N N N/A N/A 07336XAA5 1865531.333000 PA USD 1865531.330000 0.1115905367 Long DBT CORP US Y 3 2029-11-01 Variable 8.1000000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887BW8 1114000.000000 PA USD 1088957.280000 0.0651381863 Long DBT CORP US N 2 2027-06-06 Fixed 3.7000000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887CJ6 2135000.000000 PA USD 1915959.680000 0.1146070106 Long DBT CORP US N 2 2030-05-20 Fixed 2.8230000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887CU1 1505000.000000 PA USD 1515959.410000 0.0906801839 Long DBT CORP US N 2 2029-06-07 Fixed 5.0810000 N N N N N N Benchmark 2023-V3 Mortgage Trust N/A 08163VAC1 2305121.000000 PA USD 2397300.940000 0.1433994134 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.3630000 N N N N N N Benchmark 2024-V8 Mortgage Trust N/A 08190AAD2 3465000.000000 PA USD 3632792.970000 0.2173028727 Long ABS-MBS CORP US N 2 2057-07-15 Variable 6.6280000 N N N N N N Conopco Inc 549300DWD4D3B5EZJC04 08658EAA5 5000.000000 PA USD 5277.980000 0.0003157131 Long DBT CORP US N 2 2028-04-15 Fixed 6.6250000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062XAH6 2885000.000000 PA USD 2506453.380000 0.1499285878 Long DBT CORP US N 2 2030-05-01 Fixed 2.2500000 N N N N N N BlackRock Funding Inc N/A 09290DAA9 830000.000000 PA USD 833203.800000 0.0498397736 Long DBT CORP US N 2 2029-03-14 Fixed 4.7000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2W3 2750000.000000 PA USD 2759968.750000 0.1650931234 Long DBT CORP FR N 2 2030-05-20 Variable 5.4970000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AF5 230000.000000 PA USD 227271.740000 0.0135947197 Long DBT CORP US N 2 2027-07-15 Fixed 4.4500000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AH1 2130000.000000 PA USD 1906908.060000 0.1140655696 Long DBT CORP US N 2 2031-02-15 Fixed 3.4000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CJ2 2000000.000000 PA USD 1691004.000000 0.1011508308 Long DBT CORP US N 2 2034-05-01 Fixed 3.6000000 N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023DS1 1715000.000000 PA USD 1810875.360000 0.1083211791 Long DBT CORP US N 2 2034-05-01 Fixed 6.5280000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBE9 1280000.000000 PA USD 1266516.480000 0.0757592496 Long DBT CORP US N 2 2026-02-11 Fixed 3.4100000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CR7 1055000.000000 PA USD 851194.050000 0.0509158969 Long DBT CORP US N 2 2049-10-26 Fixed 4.2500000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122EG9 840000.000000 PA USD 848221.920000 0.0507381129 Long DBT CORP US N 2 2031-02-22 Fixed 5.1000000 N N N N N N Province of British Columbia Canada 54930058TO7MEKUHWL16 11070TAM0 2644000.000000 PA USD 2528533.880000 0.1512493777 Long DBT NUSS CA N 2 2033-07-06 Fixed 4.2000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAE3 495000.000000 PA USD 484760.430000 0.0289969274 Long DBT CORP US N 2 2027-03-15 Fixed 3.9000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAJ2 760000.000000 PA USD 718716.800000 0.0429915017 Long DBT CORP US N 2 2030-07-01 Fixed 4.0500000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FCE9 3290000.000000 PA USD 3293095.890000 0.1969832036 Long DBT CORP US N 2 2028-04-15 Fixed 4.8000000 N N N N N Burlington Northern Santa Fe LLC N/A 12189TAZ7 100000.000000 PA USD 107254.900000 0.0064156692 Long DBT CORP US N 2 2037-05-01 Fixed 6.1500000 N N N N N N BX Commercial Mortgage Trust 2024-SLCT N/A 12433JAA8 3185000.000000 PA USD 3184004.690000 0.1904576924 Long ABS-MBS CORP US N 2 2042-01-15 Floating 5.6300000 N N N N N N CBRE Services Inc 549300CTE3HOMEUMM603 12505BAH3 580000.000000 PA USD 588773.660000 0.0352186895 Long DBT CORP US N 2 2029-04-01 Fixed 5.5000000 N N N N N N CD 2016-CD2 Mortgage Trust N/A 12515ABE9 910000.000000 PA USD 875423.550000 0.0523652335 Long ABS-MBS CORP US N 2 2049-11-10 Variable 3.5260000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896BN9 635000.000000 PA USD 563999.380000 0.0337367658 Long DBT CORP US N 2 2044-03-01 Fixed 4.8750000 N N N N N N COMM 2015-LC21 Mortgage Trust N/A 12593FBD5 1800000.000000 PA USD 1791930.780000 0.1071879706 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.7080000 N N N N N N COLT 2020-3 Mortgage Loan Trust N/A 12597QAA4 168812.100000 PA USD 163447.980000 0.0097769721 Long ABS-MBS CORP US N 2 2065-04-27 Variable 1.5060000 N N N N N N CRH America Finance Inc 549300WEVUODRJ4CWK56 12636YAC6 1700000.000000 PA USD 1647330.600000 0.0985384179 Long DBT CORP US N 2 2028-04-04 Fixed 3.9500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 925000.000000 PA USD 789260.880000 0.0472112388 Long DBT CORP US N 2 2045-07-20 Fixed 5.1250000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DQ0 1135000.000000 PA USD 924153.320000 0.0552801035 Long DBT CORP US N 2 2031-02-28 Fixed 1.8750000 N N N N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387AN8 1090000.000000 PA USD 1067552.540000 0.0638578184 Long DBT CORP US N 2 2029-09-10 Fixed 4.3000000 N N N N N N State of California N/A 13063BFR8 1350000.000000 PA USD 1579155.350000 0.0944603772 Long DBT MUN US N 2 2040-03-01 Fixed 7.6250000 N N N N N N Cameron LNG LLC 549300C39FLHGVD73K22 133434AA8 520000.000000 PA USD 454759.760000 0.0272023765 Long DBT CORP US N 2 2031-07-15 Fixed 2.9020000 N N N N N N Cameron LNG LLC 549300C39FLHGVD73K22 133434AD2 430000.000000 PA USD 350692.520000 0.0209773837 Long DBT CORP US N 2 2039-01-15 Fixed 3.7010000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375BL5 95000.000000 PA USD 103020.660000 0.0061623895 Long DBT CORP CA N 2 2034-08-01 Fixed 6.2500000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375DH2 920000.000000 PA USD 965574.960000 0.0577578228 Long DBT CORP CA N 2 2033-11-01 Fixed 5.8500000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385BA8 1520000.000000 PA USD 1357964.960000 0.0812294258 Long DBT CORP CA N 2 2030-07-15 Fixed 2.9500000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RBE3 845000.000000 PA USD 802521.010000 0.0480044204 Long DBT CORP CA N 2 2026-12-02 Fixed 1.7500000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13648TAC1 1140000.000000 PA USD 1047572.220000 0.0626626551 Long DBT CORP CA N 2 2029-11-15 Fixed 2.8750000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13648TAF4 720000.000000 PA USD 628796.160000 0.0376127165 Long DBT CORP CA N 2 2048-05-01 Fixed 4.7000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13648TAG2 1155000.000000 PA USD 823383.330000 0.0492523423 Long DBT CORP CA N 2 2050-05-01 Fixed 3.5000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCE3 1430000.000000 PA USD 1394817.710000 0.0834338477 Long DBT CORP US N 2 2027-05-11 Fixed 3.6500000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCG8 3700000.000000 PA USD 3016517.500000 0.1804391067 Long DBT CORP US N 2 2032-07-29 Variable 2.3590000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HDF9 365000.000000 PA USD 371678.770000 0.0222327188 Long DBT CORP US N 2 2035-02-01 Variable 6.0510000 N N N N N N Carvana Auto Receivables Trust 2024-P4 N/A 14076LAC7 365000.000000 PA USD 364963.170000 0.0218310115 Long ABS-O CORP US N 2 2030-01-10 Fixed 4.6400000 N N N N N N Carvana Auto Receivables Trust 2024-P4 N/A 14076LAD5 620000.000000 PA USD 616482.740000 0.0368761643 Long ABS-O CORP US N 2 2030-12-10 Fixed 4.7400000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBE7 905000.000000 PA USD 900424.320000 0.0538607053 Long DBT CORP US N 2 2025-09-15 Fixed 3.7500000 N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBJ6 1405000.000000 PA USD 1362835.950000 0.0815207939 Long DBT CORP US N 2 2027-06-15 Fixed 3.4100000 N N N N N N Carmax Auto Owner Trust 2023-3 N/A 14319BAC6 300000.000000 PA USD 302447.850000 0.0180915310 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.2800000 N N N N N N Carmax Auto Owner Trust 2023-3 N/A 14319BAE2 215000.000000 PA USD 217822.990000 0.0130295235 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.4700000 N N N N N N Carmax Auto Owner Trust 2024-3 N/A 14319GAD3 595000.000000 PA USD 599004.590000 0.0358306733 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.8900000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 144141CY2 100000.000000 PA USD 106190.700000 0.0063520119 Long DBT CORP US N 2 2038-04-01 Fixed 6.3000000 N N N N N N Carvana Auto Receivables Trust 2021-P4 N/A 14687KAF3 1860000.000000 PA USD 1743927.440000 0.1043165536 Long ABS-O CORP US N 2 2028-02-10 Fixed 2.3300000 N N N N N N Carvana Auto Receivables Trust 2024-N1 N/A 14687QAD5 635000.000000 PA USD 640735.000000 0.0383268624 Long ABS-O CORP US N 2 2030-05-10 Fixed 5.6300000 N N N N N N Carvana Auto Receivables Trust 2024-N3 N/A 14687WAD2 3945000.000000 PA USD 3912354.730000 0.2340254259 Long ABS-O CORP US N 2 2030-12-10 Fixed 4.6700000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913UAL4 4225000.000000 PA USD 4269954.000000 0.2554159508 Long DBT CORP US N 2 2027-05-14 Fixed 5.0000000 N N N N N N Celulosa Arauco y Constitucion SA 549300QEKV8G0AMNQD28 151191BB8 570000.000000 PA USD 551609.580000 0.0329956448 Long DBT CORP CL N 2 2027-11-02 Fixed 3.8750000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAD0 100000.000000 PA USD 110506.700000 0.0066101822 Long DBT CORP US N 2 2033-03-15 Fixed 6.9500000 N N N N N N Centra Health Inc 549300Q8RNBDU210L043 15236AAA9 25000.000000 PA USD 20409.050000 0.0012208087 Long DBT CORP US N 2 2048-01-01 Fixed 4.7000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175AY0 284000.000000 PA USD 283732.470000 0.0169720326 Long DBT CORP US N 2 2025-07-23 Fixed 4.9080000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BU7 2365000.000000 PA USD 2005411.210000 0.1199577352 Long DBT CORP US N 2 2031-04-01 Fixed 2.8000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BV5 1795000.000000 PA USD 1127624.390000 0.0674511378 Long DBT CORP US N 2 2051-04-01 Fixed 3.7000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175CQ5 690000.000000 PA USD 704506.560000 0.0421414874 Long DBT CORP US N 2 2029-06-01 Fixed 6.1000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAS0 1865000.000000 PA USD 1873916.570000 0.1120921168 Long DBT CORP US N 2 2034-08-15 Fixed 5.7500000 N N N N N N Metropolitan Water Reclamation District of Greater Chicago 254900GOGQEZEWCZ4D37 167560PL9 480000.000000 PA USD 484351.490000 0.0289724658 Long DBT MUN US N 2 2038-12-01 Fixed 5.7200000 N N N N N N Chicago O Hare International Airport N/A 167593AN2 1350000.000000 PA USD 1423494.410000 0.0851492026 Long DBT MUN US N 2 2040-01-01 Fixed 6.3950000 N N N N N N Chicago O Hare International Airport N/A 167593T44 625000.000000 PA USD 560509.690000 0.0335280229 Long DBT MUN US N 2 2030-01-01 Fixed 2.3460000 N N N N N N Chile Government International Bond 549300FLZTJM5YJF8D34 168863EE4 3740000.000000 PA USD 3768140.400000 0.2253989535 Long DBT NUSS CL N 2 2037-01-13 Fixed 5.6500000 N N N N N CIFC Funding 2018-I Ltd 635400VBVF8AYJQBI411 17181NAC8 935000.000000 PA USD 940877.540000 0.0562804966 Long ABS-CBDO CORP KY N 2 2038-01-18 Floating 5.7480000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967FX4 450000.000000 PA USD 458855.100000 0.0274473476 Long DBT CORP US N 2 2042-01-30 Fixed 5.8750000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LD1 2050000.000000 PA USD 2018393.100000 0.1207342732 Long DBT CORP US N 2 2028-01-10 Variable 3.8870000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LW9 1920000.000000 PA USD 1870417.920000 0.1118828380 Long DBT CORP US N 2 2029-04-23 Variable 4.0750000 N N N N N N Citigroup Commercial Mortgage Trust 2013-375P N/A 17320QAJ8 960000.000000 PA USD 938399.900000 0.0561322915 Long ABS-MBS CORP US N 2 2035-05-10 Variable 3.5180000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17328PAQ6 1020620.970000 PA USD 860589.750000 0.0514779197 Long ABS-MBS CORP US N 2 2050-08-25 Variable 2.5000000 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 18977W2F6 515000.000000 PA USD 511571.650000 0.0306006949 Long DBT CORP US N 2 2029-09-09 Fixed 4.9500000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBT7 80000.000000 PA USD 64472.720000 0.0038565664 Long DBT CORP US N 2 2036-07-15 Fixed 3.2000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCS8 845000.000000 PA USD 841974.900000 0.0503644348 Long DBT CORP US N 2 2025-10-15 Fixed 3.9500000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDA6 10000.000000 PA USD 8992.810000 0.0005379232 Long DBT CORP US N 2 2030-02-01 Fixed 2.6500000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAF0 980000.000000 PA USD 868659.260000 0.0519606138 Long DBT CORP US N 2 2030-10-01 Fixed 2.7820000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAG8 40000.000000 PA USD 29475.240000 0.0017631212 Long DBT CORP US N 2 2050-10-01 Fixed 3.9100000 N N N N N N CONE Trust 2024-DFW1 N/A 20682AAA8 685000.000000 PA USD 687996.880000 0.0411539275 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.9480000 N N N N N N Connecticut Avenue Securities Trust 2024-R04 N/A 20753GAA9 667062.050000 PA USD 668299.980000 0.0399757175 Long ABS-MBS CORP US N 2 2044-05-25 Floating 5.3510000 N N N N N N Connecticut Avenue Securities Trust 2023-R04 N/A 20754QAA6 1870498.990000 PA USD 1913071.170000 0.1144342285 Long ABS-MBS CORP US N 2 2043-05-25 Floating 6.6490000 N N N N N N Corp Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BBC1 570000.000000 PA USD 514482.580000 0.0307748180 Long DBT CORP CL N 2 2031-01-15 Fixed 3.7500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H022622 2890000.000000 PA USD 2416014.250000 0.1445187880 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 2.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H050623 5485000.000000 PA USD 5329877.340000 0.3188174132 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H052629 7900000.000000 PA USD 7843218.750000 0.4691580225 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H060622 780000.000000 PA USD 786581.250000 0.0470509513 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 6.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 21H062628 2125000.000000 PA USD 2165274.890000 0.1295203051 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 6.5000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AQ1 1405000.000000 PA USD 1392814.440000 0.0833140180 Long DBT CORP CH N 2 2026-06-05 Variable 2.1930000 N N N N N N UBS AG/Stamford CT 254900R882POXXVAK772 22550L2C4 1080000.000000 PA USD 1074614.040000 0.0642802163 Long DBT CORP CH N 2 2025-04-09 Fixed 2.9500000 N N N N N N Crown Castle Towers LLC N/A 22822RBD1 195000.000000 PA USD 194236.580000 0.0116186546 Long DBT CORP US N 2 2025-05-15 Fixed 3.6630000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VAC5 700000.000000 PA USD 689887.100000 0.0412669948 Long DBT CORP US N 2 2026-06-15 Fixed 3.7000000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 22822VAT8 1665000.000000 PA USD 1407599.330000 0.0841984062 Long DBT CORP US N 2 2031-01-15 Fixed 2.2500000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AV8 330000.000000 PA USD 332560.140000 0.0198927587 Long DBT CORP US N 2 2029-02-20 Fixed 4.9000000 N N N N N N CyrusOne Data Centers Issuer I LLC N/A 23284BAG9 2490000.000000 PA USD 2382051.530000 0.1424872391 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.5000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BK2 2645000.000000 PA USD 2653665.020000 0.1587343504 Long DBT CORP US N 2 2029-03-01 Fixed 5.1000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BL0 390000.000000 PA USD 396973.980000 0.0237458030 Long DBT CORP US N 2 2034-06-01 Fixed 5.8500000 N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AW0 560000.000000 PA USD 552897.520000 0.0330726855 Long DBT CORP US N 2 2034-01-18 Fixed 5.3750000 N N N N N N Dallas Fort Worth International Airport N/A 2350364W7 15000.000000 PA USD 12456.080000 0.0007450857 Long DBT MUN US N 2 2038-11-01 Fixed 2.9940000 N N N N N N Dallas Fort Worth International Airport N/A 2350366Z8 3945000.000000 PA USD 3085474.450000 0.1845639064 Long DBT MUN US N 2 2040-11-01 Fixed 3.0890000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABH3 470000.000000 PA USD 478043.110000 0.0285951173 Long DBT CORP DK N 2 2030-03-01 Variable 5.7050000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EXF1 1840000.000000 PA USD 1844005.680000 0.1103029363 Long DBT CORP US N 2 2027-01-08 Fixed 4.5000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EXX2 2530000.000000 PA USD 2452415.020000 0.1466961738 Long DBT CORP US N 2 2031-09-08 Fixed 4.4000000 N N N N N N Dell Equipment Finance Trust 2024-1 N/A 24702GAJ4 100000.000000 PA USD 101252.180000 0.0060566043 Long ABS-O CORP US N 2 2030-03-22 Fixed 5.7300000 N N N N N N Dell Equipment Finance Trust 2024-2 N/A 24704EAE8 625000.000000 PA USD 625633.810000 0.0374235541 Long ABS-O CORP US N 2 2030-08-22 Fixed 4.5900000 N N N N N N Detroit City School District N/A 251130EC0 1255000.000000 PA USD 1338742.010000 0.0800795661 Long DBT MUN US N 2 2029-05-01 Fixed 6.6450000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAY5 550000.000000 PA USD 550602.250000 0.0329353893 Long DBT CORP US N 2 2030-01-30 Fixed 5.1500000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAR2 2000000.000000 PA USD 1768868.000000 0.1058084237 Long DBT CORP US N 2 2030-02-06 Fixed 2.7000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687DD5 285000.000000 PA USD 283423.380000 0.0169535438 Long DBT CORP US N 2 2025-10-15 Fixed 3.7000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AL2 1440000.000000 PA USD 1438626.240000 0.0860543437 Long DBT CORP US N 2 2025-03-04 Fixed 3.7500000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAU3 450000.000000 PA USD 435434.850000 0.0260464179 Long DBT CORP US N 2 2026-09-15 Fixed 2.5500000 N N N N N N Drive Auto Receivables Trust 2024-2 N/A 26207AAE3 2075000.000000 PA USD 2062699.610000 0.1233845569 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.5200000 N N N N N N Driven Brands Funding LLC N/A 26209XAA9 745514.430000 PA USD 717703.090000 0.0429308646 Long ABS-O CORP US N 2 2050-07-20 Fixed 3.7860000 N N N N N N Driven Brands Funding LLC N/A 26209XAD3 1609677.140000 PA USD 1462832.890000 0.0875023135 Long ABS-O CORP US N 2 2051-10-20 Fixed 2.7910000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAS4 355000.000000 PA USD 344422.070000 0.0206023040 Long DBT CORP US N 2 2026-09-01 Fixed 2.6500000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CCB9 2015000.000000 PA USD 2023454.940000 0.1210370574 Long DBT CORP US N 2 2027-01-05 Fixed 4.8500000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAR5 600000.000000 PA USD 563598.600000 0.0337127923 Long DBT CORP US N 2 2053-03-15 Fixed 5.3500000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAN8 845000.000000 PA USD 837167.700000 0.0500768824 Long DBT CORP IT N 2 2034-05-15 Fixed 5.5000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAP3 930000.000000 PA USD 897966.150000 0.0537136648 Long DBT CORP IT N 2 2054-05-15 Fixed 5.9500000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAN2 260000.000000 PA USD 221466.960000 0.0132474950 Long DBT CORP US N 2 2045-02-15 Fixed 4.5000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAW2 1595000.000000 PA USD 1547550.350000 0.0925698600 Long DBT CORP US N 2 2033-05-01 Fixed 4.9000000 N N N N N N Elara HGV Timeshare Issuer 2023-A LLC N/A 28415AAA5 400799.700000 PA USD 409489.800000 0.0244944621 Long ABS-O CORP US N 2 2038-02-25 Fixed 6.1600000 N N N N N N Elara HGV Timeshare Issuer 2023-A LLC N/A 28415AAB3 321669.100000 PA USD 327098.420000 0.0195660548 Long ABS-O CORP US N 2 2038-02-25 Fixed 6.5300000 N N N N N N Elmwood CLO 20 Ltd N/A 29002AAL8 1160000.000000 PA USD 1167783.460000 0.0698533340 Long ABS-CBDO CORP KY N 2 2037-01-17 Floating 5.8030000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAL9 355000.000000 PA USD 352337.500000 0.0210757815 Long DBT CORP CA N 2 2026-12-01 Fixed 4.2500000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAM7 555000.000000 PA USD 528806.220000 0.0316316156 Long DBT CORP CA N 2 2046-12-01 Fixed 5.5000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NBZ7 610000.000000 PA USD 659156.240000 0.0394287662 Long DBT CORP CA N 2 2053-11-15 Fixed 6.7000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NCC7 795000.000000 PA USD 796159.910000 0.0476239183 Long DBT CORP CA N 2 2034-04-05 Fixed 5.6250000 N N N N N N Enbridge Energy Partners LP CZ6VG2MNE1J6YDI02G48 29250RAT3 170000.000000 PA USD 164656.560000 0.0098492658 Long DBT CORP US N 2 2040-09-15 Fixed 5.5000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 1505000.000000 PA USD 1491819.210000 0.0892361890 Long DBT CORP US N 2 2034-09-01 Fixed 5.6000000 N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 1105000.000000 PA USD 1111326.130000 0.0664762244 Long DBT CORP US N 2 2029-04-15 Fixed 5.2500000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 680000.000000 PA USD 635331.480000 0.0380036399 Long DBT CORP US N 2 2030-05-15 Fixed 3.7500000 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 29286DAB1 660000.000000 PA USD 661261.920000 0.0395547217 Long DBT CORP FR N 2 2034-04-10 Fixed 5.6250000 N N N N N N Enterprise Fleet Financing 2024-4 LLC N/A 29374MAB4 530000.000000 PA USD 530928.830000 0.0317585838 Long ABS-O CORP US N 2 2027-07-20 Fixed 4.6900000 N N N N N N Enterprise Fleet Financing 2024-4 LLC N/A 29374MAD0 790000.000000 PA USD 787605.670000 0.0471122291 Long ABS-O CORP US N 2 2031-06-20 Fixed 4.7000000 N N N N N N Enterprise Fleet Financing 2023-2 LLC N/A 29375NAB1 1096219.570000 PA USD 1104943.180000 0.0660944153 Long ABS-O CORP US N 2 2030-04-22 Fixed 5.5600000 N N N N N N Enterprise Fleet Financing 2024-3 LLC N/A 29375QAC2 165000.000000 PA USD 166177.750000 0.0099402588 Long ABS-O CORP US N 2 2028-08-21 Fixed 4.9800000 N N N N N N Enterprise Fleet Financing 2024-3 LLC N/A 29375QAD0 115000.000000 PA USD 115699.230000 0.0069207839 Long ABS-O CORP US N 2 2031-03-20 Fixed 5.0600000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCE1 2845000.000000 PA USD 2847648.700000 0.1703378773 Long DBT CORP US N 2 2027-01-11 Fixed 4.6000000 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC33 N/A 29425AAD5 440000.000000 PA USD 435787.880000 0.0260675351 Long ABS-MBS CORP US N 2 2058-09-10 Fixed 3.7780000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAS6 1455000.000000 PA USD 1207827.510000 0.0722486500 Long DBT CORP US N 2 2048-03-15 Fixed 4.5000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAV9 660000.000000 PA USD 560307.000000 0.0335158986 Long DBT CORP US N 2 2032-03-15 Fixed 2.6500000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAU5 1815000.000000 PA USD 1786773.120000 0.1068794548 Long DBT CORP US N 2 2026-04-15 Fixed 3.4000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NBM2 305000.000000 PA USD 306994.700000 0.0183635101 Long DBT CORP US N 2 2029-03-15 Fixed 5.1500000 N N N N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 30225VAN7 15000.000000 PA USD 14399.030000 0.0008613072 Long DBT CORP US N 2 2029-06-15 Fixed 4.0000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M8Q8 1825000.000000 PA USD 1815541.030000 0.1086002656 Long DBT CORP US N 2 2053-05-15 Fixed 5.6000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283H6F7 16529.020000 PA USD 16690.340000 0.0009983665 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283HRL1 844.590000 PA USD 885.460000 0.0000529656 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283HS89 6228.490000 PA USD 6398.540000 0.0003827416 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283HS97 3195.700000 PA USD 3314.590000 0.0001982689 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31283HWN1 1553.610000 PA USD 1595.670000 0.0000954482 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31287UDJ8 943.440000 PA USD 989.090000 0.0000591644 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31287UEV0 771.190000 PA USD 808.510000 0.0000483627 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31288ALH6 801.650000 PA USD 813.060000 0.0000486348 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128JM6Y8 3015.690000 PA USD 3050.550000 0.0001824748 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 6.1250000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128K2DR7 9982.470000 PA USD 10287.620000 0.0006153748 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128K6NH9 183.700000 PA USD 185.690000 0.0000111074 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128KU6L6 16131.680000 PA USD 16723.450000 0.0010003470 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128KWBR3 585.490000 PA USD 605.100000 0.0000361953 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128KWH55 285.610000 PA USD 295.020000 0.0000176472 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128KXSH5 7608.300000 PA USD 7799.090000 0.0004665184 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128LUHZ2 5083.240000 PA USD 5176.400000 0.0003096369 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.2910000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M5H45 6872.140000 PA USD 7125.820000 0.0004262454 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M6M88 5521.330000 PA USD 5717.320000 0.0003419931 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M6QE1 6684.760000 PA USD 6925.930000 0.0004142885 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M6VF2 1720.300000 PA USD 1732.200000 0.0001036151 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M74W3 26447.460000 PA USD 25688.360000 0.0015366013 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M75Q5 25597.260000 PA USD 25489.410000 0.0015247007 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M75T9 97355.130000 PA USD 96944.960000 0.0057989592 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M75X0 35557.570000 PA USD 34536.940000 0.0020658970 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M7TQ9 76980.250000 PA USD 74771.390000 0.0044726022 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M7UU8 1571.070000 PA USD 1526.320000 0.0000912999 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M8AV6 16755.740000 PA USD 16871.690000 0.0010092143 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M8MA9 36996.700000 PA USD 37267.860000 0.0022292526 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M8R30 429.400000 PA USD 405.130000 0.0000242337 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128M9LV2 43501.660000 PA USD 38481.670000 0.0023018591 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MEE31 114219.100000 PA USD 109217.810000 0.0065330846 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MEE49 53197.580000 PA USD 50939.260000 0.0030470351 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 2.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJMK3 4886.470000 PA USD 4747.270000 0.0002839676 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJQ94 73891.280000 PA USD 67442.320000 0.0040341990 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJSY7 277534.660000 PA USD 245099.210000 0.0146611059 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJTL4 26276.150000 PA USD 23915.550000 0.0014305571 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJWW6 221577.810000 PA USD 206028.560000 0.0123240158 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128MJZW3 1721733.540000 PA USD 1496167.920000 0.0894963159 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128NC3S1 4834.190000 PA USD 4953.810000 0.0002963222 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 7.5970000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128QJ2R6 17171.390000 PA USD 17380.620000 0.0010396570 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.8480000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128QJPK6 10237.980000 PA USD 10368.570000 0.0006202170 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.7960000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128QJQE9 12729.120000 PA USD 13002.020000 0.0007777422 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.5790000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292GXS0 2958.970000 PA USD 3039.080000 0.0001817887 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HGC2 258.420000 PA USD 270.920000 0.0000162056 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HL93 2693.680000 PA USD 2776.750000 0.0001660969 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292HLZ5 1345.750000 PA USD 1382.180000 0.0000826779 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31292KG76 6494.530000 PA USD 6582.890000 0.0003937689 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312938BW2 33779.440000 PA USD 32714.050000 0.0019568572 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312938PU1 38106.020000 PA USD 37012.260000 0.0022139633 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312939WT4 41948.350000 PA USD 41771.680000 0.0024986577 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312940EU9 2529.830000 PA USD 2519.170000 0.0001506893 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312940JV2 73761.370000 PA USD 73450.500000 0.0043935905 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3129413N5 55162.970000 PA USD 53579.600000 0.0032049723 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312941NS2 15757.850000 PA USD 15691.440000 0.0009386153 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312942NF8 4538.180000 PA USD 4281.710000 0.0002561192 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312942UJ2 1384.020000 PA USD 1302.010000 0.0000778824 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312942WL5 829.280000 PA USD 782.410000 0.0000468014 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312943DQ3 69793.570000 PA USD 67789.920000 0.0040549914 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312943GW7 7924.250000 PA USD 7476.340000 0.0004472124 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312944LP4 11795.760000 PA USD 11048.760000 0.0006609040 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312945AM0 2203.480000 PA USD 2078.920000 0.0001243548 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312945DS4 224635.800000 PA USD 211939.740000 0.0126776050 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312945ZY7 208537.890000 PA USD 196751.330000 0.0117690795 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 312946PD2 495.660000 PA USD 481.430000 0.0000287977 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31296QR51 4000.810000 PA USD 3975.380000 0.0002377954 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31297DL97 11296.830000 PA USD 11428.660000 0.0006836285 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31298SV27 2027.320000 PA USD 2108.190000 0.0001261057 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132A4LW6 352752.830000 PA USD 350803.390000 0.0209840156 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 5.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132A8HM4 11560.820000 PA USD 11274.000000 0.0006743772 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132CWAQ7 461679.640000 PA USD 447885.070000 0.0267911530 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132CWL51 1707166.390000 PA USD 1611369.790000 0.0963873492 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132CXBB7 486766.810000 PA USD 470919.440000 0.0281690005 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132D6CG3 191422.720000 PA USD 183998.840000 0.0110062635 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 4.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132D6CX6 46261.170000 PA USD 45325.110000 0.0027112133 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 4.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DMC60 611450.240000 PA USD 600741.640000 0.0359345785 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 5.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DMCR4 264274.510000 PA USD 230625.590000 0.0137953370 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DMRX5 1057953.890000 PA USD 910423.310000 0.0544588151 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DNJ46 1449948.460000 PA USD 1246315.310000 0.0745508757 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DQ6R2 707408.890000 PA USD 555399.870000 0.0332223686 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DQLW4 496412.640000 PA USD 480748.440000 0.0287569421 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DS3J9 1165402.890000 PA USD 1185271.960000 0.0708994440 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DSBZ4 712004.200000 PA USD 652029.960000 0.0390024933 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 4.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DSGB2 214559.990000 PA USD 220773.850000 0.0132060352 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DSQU9 778259.290000 PA USD 773195.290000 0.0462502430 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DTTP5 1111029.130000 PA USD 1142724.270000 0.0683543677 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DTZU7 2675759.720000 PA USD 2649302.820000 0.1584734165 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DUCT2 690218.210000 PA USD 666851.140000 0.0398890522 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DUJN8 3562149.100000 PA USD 3529650.550000 0.2111331999 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DULH8 1506359.420000 PA USD 1552863.340000 0.0928876673 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DULT2 2963820.840000 PA USD 2941693.220000 0.1759633408 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DV4Y8 1492702.230000 PA USD 1377943.340000 0.0824244730 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DV7L3 1411061.130000 PA USD 1161690.940000 0.0694888975 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DVE92 1524658.000000 PA USD 1542982.360000 0.0922966165 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DWA52 3593980.960000 PA USD 2807894.120000 0.1679598765 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWB69 3920332.520000 PA USD 3215813.720000 0.1923604140 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DWBH5 884349.600000 PA USD 692747.400000 0.0414380895 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DWBP7 603131.190000 PA USD 472900.200000 0.0282874837 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DWBQ5 1746940.640000 PA USD 1436079.440000 0.0859020017 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DWCZ4 2923686.230000 PA USD 2284793.890000 0.1366695763 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DWDC4 12075722.450000 PA USD 9427542.000000 0.5639275280 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DWDH3 1043899.410000 PA USD 814469.160000 0.0487191232 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DWDJ9 1933333.900000 PA USD 1580199.420000 0.0945228303 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DWDR1 7863451.950000 PA USD 6422306.420000 0.3841632722 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DWE74 1185560.620000 PA USD 1148551.770000 0.0687029515 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DWEG4 3672752.510000 PA USD 3126613.110000 0.1870246987 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132DWEP4 999159.410000 PA USD 850233.020000 0.0508584109 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DWET6 1204569.480000 PA USD 1166966.940000 0.0698044922 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DWFF5 2658561.120000 PA USD 2505416.350000 0.1498665558 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DWLN1 1096598.740000 PA USD 1125042.560000 0.0672967004 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132DWMB6 3625779.060000 PA USD 3652228.940000 0.2184654747 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3132E0A77 2248281.260000 PA USD 2233305.550000 0.1335896969 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132GK2F2 4707.860000 PA USD 4409.690000 0.0002637745 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132JA6N0 370061.450000 PA USD 337125.960000 0.0201658724 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132JMS75 502737.210000 PA USD 444086.470000 0.0265639321 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3132KE4T9 192759.540000 PA USD 184186.680000 0.0110174995 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31335ABF4 776742.680000 PA USD 708600.970000 0.0423864029 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31335ALP1 5585.220000 PA USD 5425.050000 0.0003245104 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31335APZ5 681017.330000 PA USD 617527.440000 0.0369386551 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133AMGK6 815252.580000 PA USD 679312.190000 0.0406344352 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133AQFQ5 1342607.430000 PA USD 1105646.240000 0.0661364702 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133ASJB0 463420.370000 PA USD 382040.310000 0.0228525153 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133CTLV9 881030.100000 PA USD 874772.800000 0.0523263076 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133CWHU9 483136.120000 PA USD 496691.300000 0.0297105966 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133CWHZ8 840755.310000 PA USD 851607.120000 0.0509406055 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133CWPC0 610292.870000 PA USD 628423.100000 0.0375904011 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133GEL97 511179.050000 PA USD 456073.970000 0.0272809887 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133KH3Q7 156742.930000 PA USD 149135.360000 0.0089208338 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133KHDK9 455246.640000 PA USD 421032.820000 0.0251849313 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133KHKY1 524924.960000 PA USD 487400.620000 0.0291548557 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133KLZX8 2413399.490000 PA USD 1891880.490000 0.1131666651 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133KMSE6 1990353.960000 PA USD 1715191.780000 0.1025976719 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133KN4U4 801202.240000 PA USD 657959.310000 0.0393571694 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133KNGN7 4376623.880000 PA USD 3444700.250000 0.2060517256 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133KNJ79 2078903.730000 PA USD 1844642.320000 0.1103410182 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133KNLC5 3629934.450000 PA USD 2996362.680000 0.1792335053 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3133KPD54 347115.350000 PA USD 274685.420000 0.0164308650 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133KYWH8 2664033.230000 PA USD 2211481.730000 0.1322842609 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.0000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3133KYWJ4 1619009.730000 PA USD 1387936.920000 0.0830222593 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.5000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MEU3 342000.000000 PA USD 367738.090000 0.0219969990 Long DBT NUSS US N 2 2029-05-15 Fixed 6.2500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MGK3 500000.000000 PA USD 555726.720000 0.0332419198 Long DBT NUSS US N 2 2030-11-15 Fixed 6.6250000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31368HMT7 389.630000 PA USD 403.850000 0.0000241571 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371KHY0 2250.090000 PA USD 2342.240000 0.0001401058 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371KWK3 21360.310000 PA USD 22458.360000 0.0013433923 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371LWU9 25175.270000 PA USD 25908.840000 0.0015497898 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371M2R7 1800.490000 PA USD 1885.570000 0.0001127892 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 7.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371MNT0 14468.030000 PA USD 14997.110000 0.0008970825 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31371NZQ1 3253.200000 PA USD 3379.650000 0.0002021606 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.5000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates S6XOOCT0IEG5ABCC6L87 3137BRQH1 34050.080000 PA USD 33897.970000 0.0020276758 Long ABS-MBS USGSE US N 2 2025-06-25 Fixed 2.2060000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates S6XOOCT0IEG5ABCC6L87 3137FBBW5 250076.560000 PA USD 246186.990000 0.0147261737 Long ABS-MBS USGSE US N 2 2027-02-25 Fixed 2.9520000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates S6XOOCT0IEG5ABCC6L87 3137H5DP9 10520000.000000 PA USD 9055588.650000 0.5416783847 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 2.3470000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates S6XOOCT0IEG5ABCC6L87 3137H9C98 4545000.000000 PA USD 4224470.690000 0.2526952745 Long ABS-MBS USGSE US N 2 2032-09-25 Variable 3.7100000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates S6XOOCT0IEG5ABCC6L87 3137HA2B1 3725000.000000 PA USD 3630914.320000 0.2171904975 Long ABS-MBS USGSE US N 2 2033-02-25 Variable 4.4300000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates S6XOOCT0IEG5ABCC6L87 3137HB2L7 6065000.000000 PA USD 5963027.940000 0.3566905993 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 4.4000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31384VQL9 661.000000 PA USD 692.230000 0.0000414071 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385HSH6 692.180000 PA USD 724.890000 0.0000433608 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385JG85 296.340000 PA USD 310.340000 0.0000185636 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31385JJC3 9064.890000 PA USD 9416.750000 0.0005632820 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31386CUE0 124.820000 PA USD 124.670000 0.0000074574 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31386FRU1 23.070000 PA USD 24.160000 0.0000014452 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138A2BP3 3497.660000 PA USD 3296.740000 0.0001972012 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138A2GV5 1337.020000 PA USD 1254.010000 0.0000750111 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138A46Y6 266540.480000 PA USD 251146.200000 0.0150228189 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138A8YD2 541879.990000 PA USD 510582.920000 0.0305415520 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138AW5A7 26578.480000 PA USD 26295.070000 0.0015728929 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138E0Q93 5816.240000 PA USD 5301.440000 0.0003171164 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138E2LR4 213353.550000 PA USD 200903.760000 0.0120174655 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138E9AW0 1800.110000 PA USD 1692.270000 0.0001012266 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EGTC8 37202.300000 PA USD 36996.640000 0.0022130290 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EH6R8 28707.930000 PA USD 28897.450000 0.0017285595 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EJ7F9 46152.560000 PA USD 43669.910000 0.0026122042 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EJBA5 249507.140000 PA USD 235104.910000 0.0140632766 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EJL48 2289.760000 PA USD 2221.130000 0.0001328614 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EJRA8 1564.850000 PA USD 1516.330000 0.0000907024 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EK2B0 58979.650000 PA USD 54808.580000 0.0032784863 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ELB36 54427.400000 PA USD 49562.180000 0.0029646622 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ELN41 435986.260000 PA USD 397106.060000 0.0237537036 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EPHN7 5592.920000 PA USD 5376.800000 0.0003216242 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EPW34 89907.230000 PA USD 93195.110000 0.0055746543 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EPW42 31309.600000 PA USD 32591.790000 0.0019495440 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138EQ2Z4 286845.510000 PA USD 259575.000000 0.0155270046 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ERA59 16836.350000 PA USD 15457.340000 0.0009246121 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ERDM9 713.020000 PA USD 685.480000 0.0000410034 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ERGZ7 1013689.580000 PA USD 883225.100000 0.0528318991 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ERJM3 1059076.970000 PA USD 921445.200000 0.0551181118 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ERN63 306002.810000 PA USD 283289.950000 0.0169455624 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ERN71 70995.680000 PA USD 65621.480000 0.0039252818 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ERNB2 437337.410000 PA USD 380499.800000 0.0227603666 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ERNP1 578458.620000 PA USD 502070.480000 0.0300323631 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ERTY6 297246.200000 PA USD 269651.240000 0.0161297353 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ETGU4 89341.830000 PA USD 81411.310000 0.0048697825 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138ETJ98 22935.210000 PA USD 21320.790000 0.0012753463 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138W9NY2 153660.840000 PA USD 135310.140000 0.0080938502 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WAXQ5 379.240000 PA USD 364.580000 0.0000218081 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WD5K3 14150.820000 PA USD 13523.470000 0.0008089338 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WEKJ7 112699.130000 PA USD 102019.430000 0.0061024989 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WEMN6 13635.270000 PA USD 13031.630000 0.0007795134 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WF2Z8 575302.840000 PA USD 520605.710000 0.0311410855 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WF3A2 135692.770000 PA USD 122707.220000 0.0073399810 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WFRH1 18621.500000 PA USD 17188.610000 0.0010281715 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGA20 463042.850000 PA USD 418730.840000 0.0250472337 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGA61 276180.030000 PA USD 251032.470000 0.0150160159 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGAC8 804134.560000 PA USD 727433.120000 0.0435128861 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGDE1 9118.480000 PA USD 8412.000000 0.0005031808 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WGDN1 96603.030000 PA USD 87268.270000 0.0052201284 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WH6D9 279457.870000 PA USD 243139.590000 0.0145438873 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJ5G9 898778.870000 PA USD 809693.630000 0.0484334652 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJG44 342800.680000 PA USD 297741.590000 0.0178100165 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJGD4 797263.220000 PA USD 699318.630000 0.0418311609 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJGK8 354254.250000 PA USD 308217.160000 0.0184366340 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJGP7 100502.970000 PA USD 87294.130000 0.0052216753 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJMU9 476790.080000 PA USD 415425.050000 0.0248494912 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJMV7 283764.920000 PA USD 246887.070000 0.0147680504 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJNB0 443127.140000 PA USD 388686.670000 0.0232500808 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJNN4 556837.220000 PA USD 501673.060000 0.0300085906 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WJPN2 561948.690000 PA USD 504968.040000 0.0302056865 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WLAM5 182831.790000 PA USD 164598.310000 0.0098457814 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138WQAX0 59424.520000 PA USD 52470.260000 0.0031386149 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.0000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138X0Y36 31248.210000 PA USD 27559.640000 0.0016485357 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X2RR7 674572.410000 PA USD 594500.270000 0.0355612383 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138X3GC0 127013.280000 PA USD 122222.080000 0.0073109614 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YGXF4 1637.250000 PA USD 1482.100000 0.0000886548 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YNLE5 562747.180000 PA USD 509424.810000 0.0304722773 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YR3Y2 113389.370000 PA USD 102644.770000 0.0061399049 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YT6D1 2940.580000 PA USD 2662.790000 0.0001592802 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3138YWJZ1 46539.200000 PA USD 43215.660000 0.0025850323 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31390MFQ2 1521.730000 PA USD 1574.670000 0.0000941921 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31390NEP3 4538.890000 PA USD 4753.360000 0.0002843319 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31400GV36 4913.920000 PA USD 4949.770000 0.0002960805 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402CPL0 2402.180000 PA USD 2390.440000 0.0001429890 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402CTT9 14163.290000 PA USD 14533.880000 0.0008693735 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402CVY5 62771.740000 PA USD 62523.870000 0.0037399920 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402DGM6 27025.870000 PA USD 27676.050000 0.0016554990 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402QWA5 26136.300000 PA USD 26367.820000 0.0015772446 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402QY39 38688.330000 PA USD 39046.920000 0.0023356706 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402RAB5 2121.190000 PA USD 2104.590000 0.0001258903 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31402RDF3 1772.990000 PA USD 1829.030000 0.0001094071 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403C6L0 2072.130000 PA USD 2057.710000 0.0001230861 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403DBD0 51.630000 PA USD 51.250000 0.0000030656 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403DBK4 18842.830000 PA USD 19483.150000 0.0011654241 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403DD97 66969.590000 PA USD 67810.340000 0.0040562129 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403DE70 11402.460000 PA USD 11818.450000 0.0007069445 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403DGZ6 5986.100000 PA USD 6061.280000 0.0003625677 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403DQ69 6969.240000 PA USD 7159.960000 0.0004282875 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 6.9990000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403DVZ9 3866.370000 PA USD 4028.740000 0.0002409872 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403DWF2 270.440000 PA USD 273.840000 0.0000163803 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403DWG0 49.390000 PA USD 50.700000 0.0000030327 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31403DWH8 4829.910000 PA USD 5003.760000 0.0002993100 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31405RLV6 45280.090000 PA USD 46074.800000 0.0027560575 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31406AUU4 14930.630000 PA USD 15056.960000 0.0009006626 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31407CB71 3881.180000 PA USD 3887.260000 0.0002325243 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 7.0290000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31407D5X9 19891.840000 PA USD 20501.730000 0.0012263525 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31407SFD9 644.540000 PA USD 658.080000 0.0000393644 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140APFF6 278954.840000 PA USD 286190.430000 0.0171190605 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140AXVY0 303730.000000 PA USD 311608.220000 0.0186394771 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140E0E35 322957.230000 PA USD 292251.620000 0.0174816228 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EU4G1 1950.300000 PA USD 1760.630000 0.0001053157 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EU6W4 5563.790000 PA USD 4798.360000 0.0002870236 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EU6Z7 218322.030000 PA USD 189010.010000 0.0113060167 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140EV5H6 478903.640000 PA USD 433376.880000 0.0259233162 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140F0GY4 23422.900000 PA USD 20349.370000 0.0012172388 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140F5C35 313798.860000 PA USD 273019.110000 0.0163311913 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140F5TN3 83795.450000 PA USD 73010.290000 0.0043672584 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140F9WA9 712025.230000 PA USD 640411.210000 0.0383074942 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140F9WP6 217640.430000 PA USD 189597.650000 0.0113411676 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FE2P8 549671.820000 PA USD 507462.570000 0.0303549019 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FGML0 1119184.480000 PA USD 973734.200000 0.0582458843 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FGMN6 160143.050000 PA USD 139531.860000 0.0083463809 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FGNN5 99751.630000 PA USD 86713.310000 0.0051869323 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FLK49 60103.880000 PA USD 52368.670000 0.0031325381 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FMTU0 634717.410000 PA USD 570347.110000 0.0341164681 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FXGC0 3155.790000 PA USD 3034.130000 0.0001814926 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140FXGG1 322491.780000 PA USD 306290.730000 0.0183214007 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140GYJX8 336765.130000 PA USD 302360.660000 0.0180863156 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140HMPA6 88815.330000 PA USD 87356.730000 0.0052254198 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J5SM2 176031.210000 PA USD 166381.340000 0.0099524370 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J5UV9 141567.300000 PA USD 135533.540000 0.0081072133 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J6C47 245734.630000 PA USD 233327.300000 0.0139569452 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J6CR6 89906.140000 PA USD 81862.860000 0.0048967929 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J6F28 44430.470000 PA USD 39892.180000 0.0023862316 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J72R5 488092.530000 PA USD 457080.640000 0.0273412047 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J7MP7 4140.230000 PA USD 3727.610000 0.0002229745 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J7QA6 399822.690000 PA USD 383247.480000 0.0229247246 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J7RN7 360235.110000 PA USD 349438.600000 0.0209023779 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J7SA4 140678.200000 PA USD 137567.750000 0.0082288937 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J7UD5 1454518.610000 PA USD 1470983.080000 0.0879898336 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J7WZ4 367292.270000 PA USD 339111.640000 0.0202846499 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J7XP5 677354.930000 PA USD 620367.520000 0.0371085403 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J8AN3 280529.330000 PA USD 260501.460000 0.0155824227 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J8DT7 1311888.350000 PA USD 1219997.480000 0.0729766214 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J8E25 311520.740000 PA USD 303496.390000 0.0181542516 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J8ET6 853998.780000 PA USD 742739.780000 0.0444284850 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J8GH0 880372.730000 PA USD 767032.140000 0.0458815817 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J8TH6 279737.840000 PA USD 264684.090000 0.0158326152 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J8UK7 200263.400000 PA USD 192523.980000 0.0115162120 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J8VP5 291820.280000 PA USD 257578.140000 0.0154075584 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J8ZH9 949343.880000 PA USD 909989.750000 0.0544328808 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J93L3 62682.240000 PA USD 56744.480000 0.0033942861 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J95H0 105378.350000 PA USD 94903.550000 0.0056768481 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J9CU3 103513.740000 PA USD 93647.080000 0.0056016899 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J9H87 3181.430000 PA USD 2871.220000 0.0001717478 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J9QZ7 789082.090000 PA USD 817897.880000 0.0489242190 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J9SN2 183750.610000 PA USD 159490.880000 0.0095402702 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J9VD0 254475.120000 PA USD 242954.130000 0.0145327936 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140J9WH0 31670.480000 PA USD 29432.020000 0.0017605359 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JAAY4 4380.380000 PA USD 3804.260000 0.0002275595 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JACE6 428185.240000 PA USD 377926.590000 0.0226064448 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JACW6 1243.030000 PA USD 1152.720000 0.0000689523 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JAD96 523953.780000 PA USD 486487.800000 0.0291002535 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JAND6 851028.550000 PA USD 791051.510000 0.0473183490 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JAP36 983650.310000 PA USD 896618.350000 0.0536330434 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140JLY73 39579.620000 PA USD 36605.140000 0.0021896106 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140K3B27 2055.870000 PA USD 1940.490000 0.0001160743 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140KAZU3 1566260.480000 PA USD 1393799.840000 0.0833729617 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140KLQA3 350209.220000 PA USD 301442.660000 0.0180314035 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140KQTJ0 23803.410000 PA USD 20499.820000 0.0012262383 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140LNFD4 1088160.430000 PA USD 908896.780000 0.0543675026 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140LVQG7 756279.850000 PA USD 673399.180000 0.0402807365 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140MAYW8 738701.400000 PA USD 577117.140000 0.0345214312 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140MHSH3 5604567.120000 PA USD 4576472.170000 0.2737509563 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140NGTB6 652924.820000 PA USD 631147.430000 0.0377533624 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140NLSV2 685516.290000 PA USD 663116.130000 0.0396656350 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q7UB1 436436.560000 PA USD 416423.220000 0.0249091987 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140Q9XM0 122316.770000 PA USD 116778.380000 0.0069853354 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QA3Y4 395911.000000 PA USD 377582.020000 0.0225858336 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QAZ94 1412995.820000 PA USD 1271553.850000 0.0760605701 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QCCH7 205733.830000 PA USD 189978.560000 0.0113639525 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QCQ66 1651682.720000 PA USD 1426140.010000 0.0853074545 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QCXQ4 60021.060000 PA USD 57182.240000 0.0034204716 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QDGB4 2247.100000 PA USD 2052.570000 0.0001227786 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QDGC2 2249.570000 PA USD 2050.520000 0.0001226560 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QDKJ2 167040.830000 PA USD 159036.910000 0.0095131150 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QEYY2 2737977.740000 PA USD 2275103.820000 0.1360899451 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QKN87 790552.580000 PA USD 651180.030000 0.0389516530 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QKR91 3496766.460000 PA USD 2882746.860000 0.1724373448 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QL6V3 2279955.500000 PA USD 1879797.160000 0.1124438762 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QLM60 578921.740000 PA USD 477028.260000 0.0285344120 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QLNM4 1946695.220000 PA USD 1525575.830000 0.0912554096 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QLPR1 1647365.550000 PA USD 1358400.100000 0.0812554545 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QLQZ2 3203058.610000 PA USD 2642385.940000 0.1580596693 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QM4V3 3494594.390000 PA USD 2875672.370000 0.1720141699 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QMCC6 3117875.850000 PA USD 2570673.140000 0.1537700229 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QMZC1 381303.860000 PA USD 315036.760000 0.0188445622 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QNCC4 1615548.090000 PA USD 1270806.650000 0.0760158748 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QNDJ8 2799477.920000 PA USD 2305999.360000 0.1379380244 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QNEW8 2388222.970000 PA USD 1886140.810000 0.1128233345 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QNQM7 2891539.730000 PA USD 2383445.970000 0.1425706503 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QPDF1 1635391.010000 PA USD 1489500.210000 0.0890974733 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QQ3C7 1922086.560000 PA USD 1912239.790000 0.1143844979 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QRKQ5 1894846.150000 PA USD 1931675.400000 0.1155470783 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QS4E8 664155.150000 PA USD 672950.240000 0.0402538822 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QT2Q1 562657.430000 PA USD 559014.390000 0.0334385785 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QTW47 366474.020000 PA USD 378609.280000 0.0226472813 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QUD86 43858.090000 PA USD 45271.250000 0.0027079916 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QUNB8 845596.620000 PA USD 839205.290000 0.0501987649 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QUNX0 1879267.870000 PA USD 1944211.500000 0.1162969505 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QUXA9 1320798.410000 PA USD 1341370.240000 0.0802367790 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QVAM6 1907079.150000 PA USD 1935900.630000 0.1157998190 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140QVLJ1 1117251.660000 PA USD 1109697.850000 0.0663788255 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4D86 1291715.410000 PA USD 1169350.120000 0.0699470469 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4TB2 236503.180000 PA USD 206389.900000 0.0123456301 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X4XA9 565619.260000 PA USD 491227.410000 0.0293837629 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X5WP4 2058615.670000 PA USD 1879506.900000 0.1124265137 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X6BM2 399539.170000 PA USD 380930.550000 0.0227861327 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X6C66 178648.660000 PA USD 177662.270000 0.0106272287 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X6GH8 863584.890000 PA USD 837739.940000 0.0501111120 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X6V24 1110882.460000 PA USD 1077628.450000 0.0644605294 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X7A82 136905.520000 PA USD 129218.940000 0.0077294927 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X7MW6 307636.320000 PA USD 275922.140000 0.0165048419 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X7VE6 122526.670000 PA USD 121675.240000 0.0072782510 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X7VJ5 1702999.330000 PA USD 1528992.480000 0.0914597834 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140X9KW4 382098.070000 PA USD 370638.310000 0.0221704815 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XCV21 558182.940000 PA USD 498470.180000 0.0298170039 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XDGT7 350700.720000 PA USD 304019.630000 0.0181855502 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XFSL6 3706469.650000 PA USD 3062453.350000 0.1831868527 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XFY70 1593257.080000 PA USD 1261177.660000 0.0754398973 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XGYQ6 836454.480000 PA USD 662005.870000 0.0395992226 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XH2F3 215873.900000 PA USD 179090.820000 0.0107126803 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XH4E4 330428.490000 PA USD 320215.720000 0.0191543522 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XHCV7 401719.220000 PA USD 386551.540000 0.0231223636 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XHHP5 2732119.880000 PA USD 2362507.860000 0.1413181949 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 1.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XHHT7 4552217.700000 PA USD 3555477.180000 0.2126780721 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XJ6F5 1155766.850000 PA USD 986553.150000 0.0590126757 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XJKB8 822940.320000 PA USD 732326.520000 0.0438055947 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XK6P0 1419101.860000 PA USD 1295788.720000 0.0775102280 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XKG61 1646738.680000 PA USD 1679394.710000 0.1004563976 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XKXM7 529581.120000 PA USD 436685.770000 0.0261212442 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XLG28 2410693.650000 PA USD 1906637.710000 0.1140493981 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XNAD6 1756942.690000 PA USD 1809749.760000 0.1082538490 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XNBR4 1807309.170000 PA USD 1860866.170000 0.1113114807 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XNZY3 1449976.060000 PA USD 1190856.800000 0.0712335126 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XPDH9 814396.210000 PA USD 788046.840000 0.0471386186 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XPW96 1500530.510000 PA USD 1185585.030000 0.0709181710 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3140XRP58 1042534.470000 PA USD 981810.340000 0.0587289750 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410CRD6 17676.260000 PA USD 18284.600000 0.0010937304 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410FX67 22442.390000 PA USD 22678.000000 0.0013565305 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410FYU3 57841.860000 PA USD 58472.860000 0.0034976726 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410FZ99 634.470000 PA USD 657.610000 0.0000393363 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410GBA0 52385.260000 PA USD 54262.620000 0.0032458286 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410GBE2 17185.130000 PA USD 17400.890000 0.0010408695 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410GJA2 30927.460000 PA USD 31344.370000 0.0018749270 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410GNK5 171858.400000 PA USD 168507.910000 0.0100796421 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410GRD7 343760.040000 PA USD 346668.670000 0.0207366890 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410KGR9 24674.810000 PA USD 25536.630000 0.0015275253 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410KHU1 36340.820000 PA USD 36797.040000 0.0022010895 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410LS37 177719.460000 PA USD 162247.700000 0.0097051749 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410LTW2 8509.220000 PA USD 7700.240000 0.0004606055 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31410WWU8 1724.310000 PA USD 1786.870000 0.0001068852 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31411ETV9 18974.850000 PA USD 19483.440000 0.0011654414 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31411FFM1 1362.040000 PA USD 1393.070000 0.0000833293 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.7300000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31411UTE1 42.900000 PA USD 44.310000 0.0000026505 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412P2U4 18380.730000 PA USD 17837.450000 0.0010669832 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31412SA21 1862.850000 PA USD 1930.840000 0.0001154971 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413EAD7 773.340000 PA USD 803.590000 0.0000480684 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413HLX4 4256.660000 PA USD 4398.670000 0.0002631154 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413MUF2 1705.680000 PA USD 1718.870000 0.0001028177 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 7.5300000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31413TK27 83.020000 PA USD 86.290000 0.0000051616 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416BN53 1987.670000 PA USD 2007.730000 0.0001200964 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416CJV9 9979.930000 PA USD 10336.120000 0.0006182760 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416TMF3 26792.300000 PA USD 26000.390000 0.0015552660 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416VKM5 5441.030000 PA USD 5639.990000 0.0003373674 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416XJ92 7611.470000 PA USD 7171.910000 0.0004290023 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416XY95 23037.330000 PA USD 22346.460000 0.0013366988 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31416YDZ8 43452.500000 PA USD 43212.260000 0.0025848289 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417DF99 145604.850000 PA USD 128809.330000 0.0077049911 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417DMU4 106876.740000 PA USD 94459.830000 0.0056503061 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417DMV2 312426.220000 PA USD 276258.230000 0.0165249458 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417DQW6 374717.420000 PA USD 331338.490000 0.0198196832 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417FU22 700264.670000 PA USD 618028.000000 0.0369685971 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417GH25 106733.770000 PA USD 94248.130000 0.0056376429 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417GP67 10483.560000 PA USD 9247.990000 0.0005531873 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417SBL3 21804.690000 PA USD 21151.120000 0.0012651971 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417UHR9 674.190000 PA USD 676.540000 0.0000404686 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417VPC1 7982.070000 PA USD 7937.960000 0.0004748252 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417WUE9 67597.550000 PA USD 65571.180000 0.0039222730 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417YRW9 5806.160000 PA USD 5774.070000 0.0003453877 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417YSE8 215372.610000 PA USD 214182.000000 0.0128117303 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417YV95 31818.700000 PA USD 29980.930000 0.0017933701 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31417YVG9 11955.800000 PA USD 11265.260000 0.0006738544 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418ATV0 5496.610000 PA USD 4982.500000 0.0002980383 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418AWX2 250708.550000 PA USD 236539.540000 0.0141490919 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BWU6 8842.050000 PA USD 8210.570000 0.0004911319 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418BYJ9 217250.030000 PA USD 201734.850000 0.0120671788 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418C4G6 238344.900000 PA USD 227503.530000 0.0136085846 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CEF7 5502.160000 PA USD 4778.990000 0.0002858650 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CGE8 234238.040000 PA USD 210678.360000 0.0126021530 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CJD7 236846.810000 PA USD 212951.190000 0.0127381069 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CNE0 264233.010000 PA USD 245026.090000 0.0146567321 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CQB3 9357.870000 PA USD 8677.590000 0.0005190676 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CQD9 369056.800000 PA USD 337658.090000 0.0201977029 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CR89 1256679.970000 PA USD 1128320.980000 0.0674928058 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CXN9 746681.630000 PA USD 692426.470000 0.0414188924 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CYM0 388340.730000 PA USD 360122.800000 0.0215414750 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418CZN7 792503.370000 PA USD 780605.270000 0.0466934860 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418D2M3 693395.160000 PA USD 569099.130000 0.0340418176 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418D4C3 3966446.290000 PA USD 3531460.130000 0.2112414436 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418D6B3 2034101.240000 PA USD 1591230.960000 0.0951827042 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DH54 8579.750000 PA USD 8158.730000 0.0004880310 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DTQ5 639071.320000 PA USD 502337.540000 0.0300483379 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DV74 5897529.020000 PA USD 4606455.410000 0.2755444645 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DVA7 14378751.330000 PA USD 11300057.070000 0.6759358113 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DWR9 3845930.650000 PA USD 3016378.250000 0.1804307772 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DXK3 3831997.260000 PA USD 3005013.620000 0.1797509788 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418DYX4 12406026.010000 PA USD 9730252.640000 0.5820347784 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EAN0 2563481.640000 PA USD 2098283.110000 0.1255130560 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EAQ3 1152166.720000 PA USD 1026593.330000 0.0614077603 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EAV2 2052039.250000 PA USD 1643125.690000 0.0982868927 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 1.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EBR0 684111.300000 PA USD 534313.430000 0.0319610405 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418ECD0 3851690.610000 PA USD 3427581.690000 0.2050277442 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418ECT5 1332340.820000 PA USD 1152620.260000 0.0689463164 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 1.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418ECU2 2284590.770000 PA USD 2033811.650000 0.1216565650 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418ECY4 4481420.500000 PA USD 3715428.590000 0.2222458898 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418ED98 1827322.790000 PA USD 1626116.620000 0.0972694607 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EDF4 1191707.840000 PA USD 1030488.870000 0.0616407799 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 1.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EDG2 1986225.250000 PA USD 1767522.370000 0.1057279321 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EE63 1959745.540000 PA USD 1847850.540000 0.1105329244 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EEA4 994057.860000 PA USD 905379.440000 0.0541571058 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 2.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EEE6 1500477.720000 PA USD 1320677.260000 0.0789989864 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EGJ3 4139145.920000 PA USD 3791982.470000 0.2268251153 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EGK0 839476.810000 PA USD 791574.600000 0.0473496387 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EHG8 1015832.690000 PA USD 865138.760000 0.0517500280 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EHJ2 1360269.630000 PA USD 1246177.670000 0.0745426425 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EP38 1575033.290000 PA USD 1557478.170000 0.0931637127 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418ET42 5457188.070000 PA USD 5141003.340000 0.3075195322 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EW48 507015.550000 PA USD 511428.920000 0.0305921572 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.0000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418EXV7 1159718.850000 PA USD 1170015.650000 0.0699868569 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418EZM5 7149102.120000 PA USD 7207442.800000 0.4311277957 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418FAW7 1889128.100000 PA USD 1866350.920000 0.1116395621 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418FGL5 1909589.400000 PA USD 1959120.750000 0.1171887775 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418RGW5 6199.190000 PA USD 6164.930000 0.0003687678 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418TUV7 1024.660000 PA USD 1019.000000 0.0000609535 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418UCL6 97640.970000 PA USD 97101.320000 0.0058083122 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418UEL4 109620.920000 PA USD 109015.040000 0.0065209555 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31418XGC6 7254.720000 PA USD 7168.650000 0.0004288073 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419A3K1 63056.460000 PA USD 65280.980000 0.0039049141 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419AJR9 13646.830000 PA USD 13571.390000 0.0008118002 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419ARE9 201.670000 PA USD 203.170000 0.0000121530 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419AVS3 108404.390000 PA USD 102177.110000 0.0061119309 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419AXG7 1658.020000 PA USD 1649.040000 0.0000986407 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419BBT1 21348.090000 PA USD 20115.100000 0.0012032255 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419FFW1 62788.080000 PA USD 59161.610000 0.0035388716 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419GWX8 33712.840000 PA USD 32701.890000 0.0019561298 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419JSV1 450336.960000 PA USD 436834.270000 0.0261301270 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31419KLG8 873.890000 PA USD 867.980000 0.0000519200 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 31425UTP0 336286.620000 PA USD 345009.300000 0.0206374304 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 31425VMB6 93918.920000 PA USD 95088.150000 0.0056878904 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.0000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 31425WYY1 496982.520000 PA USD 509873.360000 0.0304991082 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.5000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 31425YBE6 161472.000000 PA USD 165660.300000 0.0099093065 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.5000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBN5 6500000.000000 PA USD 5181774.000000 0.3099583118 Long DBT CORP US N 2 2047-01-15 Fixed 4.4000000 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 3142GS4H8 525910.440000 PA USD 522666.760000 0.0312643713 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000 N N N N N N Ellington Financial Mortgage Trust 2019-2 N/A 31573TAC2 98282.890000 PA USD 94389.220000 0.0056460825 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.0460000 N N N N N N Ellington Financial Mortgage Trust 2020-2 N/A 31573WAA9 579881.230000 PA USD 540687.290000 0.0323423059 Long ABS-MBS CORP US N 2 2065-10-25 Variable 1.1780000 N N N N N N Fidelity National Financial Inc 549300CAZYIH39SYQ287 31620RAH8 1615000.000000 PA USD 1588898.370000 0.0950431756 Long DBT CORP US N 2 2028-08-15 Fixed 4.5000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DK3 460000.000000 PA USD 478799.740000 0.0286403767 Long DBT CORP US N 2 2029-07-27 Variable 6.3390000 N N N N N N FirstEnergy Transmission LLC 549300AINIIPOLYX2R63 33767BAH2 610000.000000 PA USD 589466.790000 0.0352601505 Long DBT CORP US N 2 2035-01-15 Fixed 5.0000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AT5 10000.000000 PA USD 9758.090000 0.0005836999 Long DBT CORP US N 2 2026-07-01 Fixed 3.2000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738BL1 2125000.000000 PA USD 2116999.380000 0.1266326077 Long DBT CORP US N 2 2034-03-15 Fixed 5.4500000 N N N N N N Florida Development Finance Corp 549300HC854CNBLMWC48 34061UEQ7 1425000.000000 PA USD 1148229.090000 0.0686836497 Long DBT MUN US N 2 2050-04-01 Fixed 4.1090000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081GU5 3040000.000000 PA USD 3055075.360000 0.1827455232 Long DBT CORP US N 2 2034-06-15 Fixed 5.3000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CH0 170000.000000 PA USD 181811.600000 0.0108754293 Long DBT CORP US N 2 2037-09-15 Fixed 6.3500000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QHR8 1625000.000000 PA USD 1590033.740000 0.0951110901 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.3200000 N N N N N N Ford Credit Auto Owner Trust 2020-REV2 N/A 34532JAC8 2020000.000000 PA USD 1969970.050000 0.1178377504 Long ABS-O CORP US N 2 2033-04-15 Fixed 1.7400000 N N N N N N Ford Credit Auto Owner Trust 2023-REV1 N/A 34535QAA3 520000.000000 PA USD 523336.220000 0.0313044165 Long ABS-O CORP US N 2 2035-08-15 Fixed 4.8500000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397D67 635000.000000 PA USD 664478.610000 0.0397471345 Long DBT CORP US N 2 2033-11-07 Fixed 7.1220000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397F81 1435000.000000 PA USD 1433260.780000 0.0857333978 Long DBT CORP US N 2 2026-11-05 Fixed 5.1250000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AC7 885000.000000 PA USD 902946.920000 0.0540115997 Long DBT CORP US N 2 2032-01-25 Fixed 6.1500000 N N N N N N Freddie Mac STACR REMIC Trust 2021-DNA7 5493000ISOMSKCX2AW62 35564KMA4 779560.650000 PA USD 778604.210000 0.0465737885 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 5.2010000 N N N N N N Freddie Mac STACR REMIC Trust 2024-HQA1 529900PGKDI4ZEXFQ523 35564NBW2 2351479.410000 PA USD 2363071.030000 0.1413518820 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 5.6010000 N N N N N N Freddie Mac STACR REMIC Trust 2024-DNA2 529900GRKKKHILZX4347 35564NCW1 972250.470000 PA USD 979647.550000 0.0585996033 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.6010000 N N N N N N County of Fulton GA N/A 360046Q90 2660000.000000 PA USD 2603233.470000 0.1557176850 Long DBT MUN US N 2 2039-07-01 Fixed 5.1480000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448BM4 1785000.000000 PA USD 1856321.460000 0.1110396296 Long DBT CORP US N 2 2034-03-15 Fixed 6.0500000 N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36178NGA1 134547.280000 PA USD 120215.010000 0.0071909044 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36178WP45 3070.800000 PA USD 2763.100000 0.0001652804 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179M2Q2 55023.790000 PA USD 50341.840000 0.0030112992 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MG61 139449.900000 PA USD 132122.020000 0.0079031463 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MK74 43559.210000 PA USD 39886.820000 0.0023859110 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MLA6 1605.390000 PA USD 1602.500000 0.0000958568 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179MVS6 436468.820000 PA USD 399287.140000 0.0238841694 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179N2K3 56407.360000 PA USD 53162.610000 0.0031800292 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NDR6 19529.570000 PA USD 17868.780000 0.0010688573 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NF78 349181.150000 PA USD 319521.490000 0.0191128254 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NJA7 225315.440000 PA USD 206165.700000 0.0123322191 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179NNA2 112344.100000 PA USD 102823.540000 0.0061505984 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179QPF2 3654.270000 PA USD 3246.850000 0.0001942169 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179R4E6 1863243.450000 PA USD 1696046.490000 0.1014524575 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179R7J2 363550.410000 PA USD 329541.290000 0.0197121800 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RJG5 151068.100000 PA USD 145934.420000 0.0087293630 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RVB2 136752.050000 PA USD 124121.920000 0.0074246042 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RVD8 2176.100000 PA USD 2102.150000 0.0001257444 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RXE4 249831.090000 PA USD 234611.320000 0.0140337515 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179RXF1 3625.750000 PA USD 3495.820000 0.0002091096 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179S2P1 742898.290000 PA USD 673012.960000 0.0402576339 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179S5M5 741648.070000 PA USD 689812.750000 0.0412625474 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SB71 201555.920000 PA USD 178152.690000 0.0106565641 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SB89 156011.790000 PA USD 141376.960000 0.0084567493 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SB97 87227.760000 PA USD 81897.560000 0.0048988685 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SEG8 684.750000 PA USD 605.150000 0.0000361983 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SEH6 79054.280000 PA USD 71617.960000 0.0042839734 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SGK7 113095.410000 PA USD 99934.100000 0.0059777607 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SGL5 30995.190000 PA USD 28079.540000 0.0016796346 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SGN1 2193.900000 PA USD 2119.400000 0.0001267762 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SJS7 2739364.510000 PA USD 2420219.480000 0.1447703324 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SJV0 3162.400000 PA USD 3055.020000 0.0001827422 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SLR6 877461.870000 PA USD 775121.070000 0.0463654375 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SLS4 153046.940000 PA USD 138649.730000 0.0082936146 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SLU9 3297.260000 PA USD 3138.060000 0.0001877094 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SNV5 1419.360000 PA USD 1285.840000 0.0000769151 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SQV2 175523.310000 PA USD 155005.920000 0.0092719932 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SSP3 1263970.260000 PA USD 1115846.680000 0.0667466302 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SUU9 827.290000 PA USD 730.760000 0.0000437119 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SYT8 98881.910000 PA USD 92397.060000 0.0055269174 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179SYU5 100299.230000 PA USD 96478.280000 0.0057710438 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179T7M1 125526.110000 PA USD 123672.600000 0.0073977272 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TAN5 441.230000 PA USD 435.950000 0.0000260772 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TC29 286211.360000 PA USD 282783.110000 0.0169152447 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TCZ6 202936.090000 PA USD 195036.940000 0.0116665298 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TE27 472995.100000 PA USD 440779.040000 0.0263660914 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TE35 1415494.250000 PA USD 1360395.490000 0.0813748128 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TE43 36411.020000 PA USD 35974.900000 0.0021519115 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TG74 228512.590000 PA USD 225775.230000 0.0135052029 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TJ22 115495.300000 PA USD 114574.740000 0.0068535202 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TLT0 518083.820000 PA USD 483961.780000 0.0289491545 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TLV5 49644.550000 PA USD 49049.890000 0.0029340186 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TNR2 613446.270000 PA USD 554593.500000 0.0331741340 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TNU5 240036.210000 PA USD 237160.820000 0.0141862550 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TQS7 383553.700000 PA USD 378887.930000 0.0226639493 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TR64 83030.110000 PA USD 71774.180000 0.0042933180 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TSG1 822528.270000 PA USD 743383.910000 0.0444670149 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TSK2 235923.470000 PA USD 234972.340000 0.0140553466 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TTX3 171162.090000 PA USD 147970.620000 0.0088511625 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TUE3 198447.400000 PA USD 202028.670000 0.0120847543 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TV93 68856.740000 PA USD 70099.500000 0.0041931436 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TXX8 151881.670000 PA USD 149920.570000 0.0089678027 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TXY6 30360.580000 PA USD 30758.820000 0.0018399011 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179TZ73 271976.440000 PA USD 268254.580000 0.0160461913 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179U3S9 244689.580000 PA USD 209389.610000 0.0125250638 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UCE0 838.710000 PA USD 848.590000 0.0000507601 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UEC2 18800.690000 PA USD 19001.690000 0.0011366246 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UGF3 91458.170000 PA USD 92424.350000 0.0055285498 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UH70 243460.590000 PA USD 246176.680000 0.0147255569 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UK27 58156.100000 PA USD 58512.000000 0.0035000138 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UKW1 106179.330000 PA USD 96199.220000 0.0057543513 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UPD8 197811.750000 PA USD 199789.790000 0.0119508311 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UQ54 1720586.550000 PA USD 1602424.430000 0.0958522643 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UUM2 343751.720000 PA USD 338358.120000 0.0202395766 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179UZH8 524640.050000 PA USD 453500.750000 0.0271270663 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179V4U1 5145289.940000 PA USD 4122820.910000 0.2466148869 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VDC1 223534.990000 PA USD 193222.990000 0.0115580247 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VKA7 161580.120000 PA USD 139668.720000 0.0083545675 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VQJ2 343191.840000 PA USD 293529.720000 0.0175580750 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VSG6 992815.820000 PA USD 832991.440000 0.0498270709 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179VV31 870056.990000 PA USD 810347.490000 0.0484725771 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179W3Y2 374969.900000 PA USD 326971.690000 0.0195584742 Long ABS-MBS USGA US N 2 2037-05-20 Fixed 1.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179W5A2 811968.470000 PA USD 650573.700000 0.0389153841 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 2.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179W7K8 3637390.300000 PA USD 3168178.260000 0.1895110024 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WBX5 1143649.610000 PA USD 916780.230000 0.0548390672 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WDR6 999444.930000 PA USD 836233.230000 0.0500209851 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WG69 478491.230000 PA USD 445540.540000 0.0266509102 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WJQ2 1762906.840000 PA USD 1412821.640000 0.0845107892 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WLN6 2420903.720000 PA USD 1940146.090000 0.1160537697 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WLP1 793459.940000 PA USD 663886.080000 0.0397116911 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WNE4 1101747.830000 PA USD 921829.830000 0.0551411192 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WQA9 9334419.540000 PA USD 7810086.990000 0.4671761791 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WQB7 2646334.430000 PA USD 2305099.740000 0.1378842118 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WR26 2176695.550000 PA USD 1821236.070000 0.1089409260 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WSZ2 158714.680000 PA USD 138404.670000 0.0082789558 Long ABS-MBS USGA US N 2 2036-12-20 Fixed 1.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WTX6 1104047.080000 PA USD 884783.580000 0.0529251227 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WTY4 1862128.240000 PA USD 1558038.340000 0.0931972204 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WUV8 213527.890000 PA USD 186204.670000 0.0111382096 Long ABS-MBS USGA US N 2 2037-01-20 Fixed 1.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WVT2 3774060.600000 PA USD 3023988.130000 0.1808859776 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WVU9 918489.260000 PA USD 768497.810000 0.0459692537 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WY85 4736233.830000 PA USD 3794909.060000 0.2270001752 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179WZA9 1845569.330000 PA USD 1607496.630000 0.0961556682 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179XBS4 4117813.140000 PA USD 3686256.650000 0.2205009111 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179XFG6 2129676.530000 PA USD 1963179.510000 0.1174315604 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179XFL5 723919.980000 PA USD 733991.780000 0.0439052056 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 6.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179XH33 432553.470000 PA USD 439625.930000 0.0262971158 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 6.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179XHX7 2659411.620000 PA USD 2449840.520000 0.1465421749 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179XHY5 3090389.600000 PA USD 2927675.700000 0.1751248544 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179XLK0 793631.660000 PA USD 805413.090000 0.0481774160 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 6.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36179XX43 714519.290000 PA USD 676528.280000 0.0404679099 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3617A9KW6 32303.610000 PA USD 29328.070000 0.0017543179 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3617G85D1 21892.360000 PA USD 21312.200000 0.0012748324 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3617G9FT3 73945.350000 PA USD 72179.930000 0.0043175888 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36180AAF0 816474.900000 PA USD 811346.030000 0.0485323068 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36181KC81 62386.960000 PA USD 57637.950000 0.0034477308 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36183FLP2 31206.710000 PA USD 28085.720000 0.0016800043 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36184BAH0 31927.270000 PA USD 28868.560000 0.0017268314 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36184BZ34 37488.090000 PA USD 34414.610000 0.0020585796 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36189MBR8 51442.970000 PA USD 46704.710000 0.0027937369 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36200X6E4 24028.900000 PA USD 24166.170000 0.0014455484 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 7.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202CQB2 39.140000 PA USD 39.260000 0.0000023484 Long ABS-MBS USGA US N 2 2026-07-20 Fixed 8.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202D3Y5 78792.960000 PA USD 79955.110000 0.0047826769 Long ABS-MBS USGA US N 2 2034-02-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202D4P3 378.670000 PA USD 388.260000 0.0000232246 Long ABS-MBS USGA US N 2 2034-03-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202D7H8 10108.890000 PA USD 10365.110000 0.0006200101 Long ABS-MBS USGA US N 2 2034-08-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202DUU3 442.480000 PA USD 449.090000 0.0000268632 Long ABS-MBS USGA US N 2 2032-10-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202DVY4 713.780000 PA USD 719.110000 0.0000430150 Long ABS-MBS USGA US N 2 2033-01-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202E4H9 3821.080000 PA USD 3814.200000 0.0002281541 Long ABS-MBS USGA US N 2 2039-04-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202EC31 2686.130000 PA USD 2677.920000 0.0001601852 Long ABS-MBS USGA US N 2 2035-03-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202ECN7 3185.540000 PA USD 3175.480000 0.0001899478 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202ECP2 550.040000 PA USD 560.110000 0.0000335041 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202ED48 443.910000 PA USD 442.280000 0.0000264559 Long ABS-MBS USGA US N 2 2035-06-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202EEU9 2442.690000 PA USD 2432.280000 0.0001454918 Long ABS-MBS USGA US N 2 2035-08-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202EG45 5640.010000 PA USD 5783.160000 0.0003459314 Long ABS-MBS USGA US N 2 2036-02-20 Fixed 5.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202EGC7 3298.890000 PA USD 3292.950000 0.0001969745 Long ABS-MBS USGA US N 2 2035-12-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202EGN3 1009.840000 PA USD 1008.020000 0.0000602968 Long ABS-MBS USGA US N 2 2036-01-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202EHE2 4475.000000 PA USD 4466.940000 0.0002671991 Long ABS-MBS USGA US N 2 2036-03-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FCN4 15879.570000 PA USD 15433.490000 0.0009231855 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FGY6 573.030000 PA USD 571.660000 0.0000341950 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FJR8 415.230000 PA USD 413.210000 0.0000247170 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FKN5 67206.900000 PA USD 65215.230000 0.0039009811 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FLQ7 28159.910000 PA USD 28109.240000 0.0016814111 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FMB9 247036.780000 PA USD 239866.570000 0.0143481049 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FMC7 14981.850000 PA USD 14954.890000 0.0008945570 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FP75 207011.850000 PA USD 201003.490000 0.0120234311 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FQ74 17597.010000 PA USD 17086.270000 0.0010220499 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FQ82 194361.440000 PA USD 194011.710000 0.0116052036 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FUG9 9583.520000 PA USD 9566.280000 0.0005722264 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36202FX84 1649.810000 PA USD 1563.100000 0.0000935000 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36205K2K7 42.220000 PA USD 42.190000 0.0000025237 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 7.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36206LSZ3 33.790000 PA USD 33.770000 0.0000020200 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 7.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36206PAJ9 5.540000 PA USD 5.540000 0.0000003314 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 7.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36206UME6 38.940000 PA USD 39.020000 0.0000023341 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 6.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36206UPY9 21.740000 PA USD 21.830000 0.0000013058 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 7.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36208QJG2 163.170000 PA USD 163.960000 0.0000098076 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36209BFA1 62.790000 PA USD 65.120000 0.0000038953 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36209E6V9 232.610000 PA USD 236.890000 0.0000141701 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36209RZR7 189.220000 PA USD 189.930000 0.0000113610 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 7.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620A56A2 40461.440000 PA USD 39313.440000 0.0023516131 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620A9S44 61092.340000 PA USD 60538.040000 0.0036212055 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620AR3K5 68428.570000 PA USD 64272.560000 0.0038445934 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620ASAG4 79171.040000 PA USD 74362.590000 0.0044481490 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3620AVCW0 4001.080000 PA USD 3870.640000 0.0002315302 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36210BBB0 278.310000 PA USD 288.840000 0.0000172775 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36210BUH6 186.220000 PA USD 192.930000 0.0000115405 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36210JVW5 72.260000 PA USD 73.990000 0.0000044259 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36210RKR0 51.910000 PA USD 52.560000 0.0000031440 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36210RW22 273.810000 PA USD 275.810000 0.0000164981 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 7.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36210VKW0 133.300000 PA USD 134.220000 0.0000080286 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36211BKC7 111.020000 PA USD 112.290000 0.0000067169 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36211D2Q2 309.080000 PA USD 312.280000 0.0000186797 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36213CU32 873.000000 PA USD 844.710000 0.0000505280 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225BEG9 59.890000 PA USD 61.310000 0.0000036674 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225BUB2 542.680000 PA USD 573.330000 0.0000342949 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36225BZP6 2778.270000 PA USD 2868.600000 0.0001715911 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 6.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3622A26L1 4587.010000 PA USD 4158.910000 0.0002487736 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3622A2D74 99847.630000 PA USD 89854.200000 0.0053748110 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3622A2MG4 8080.750000 PA USD 8346.830000 0.0004992825 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3622A2N81 4552.370000 PA USD 4067.370000 0.0002432980 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.0000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3622A2TA0 121072.740000 PA USD 109524.960000 0.0065514574 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3622AAC28 663471.370000 PA USD 597098.310000 0.0357166453 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 3622AACK8 436534.230000 PA USD 399689.610000 0.0239082439 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36241KAG3 553.590000 PA USD 541.800000 0.0000324089 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 4.5000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 36241LX84 295204.030000 PA USD 271392.790000 0.0162339097 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 3.5000000 N N N N N N GS Mortgage-Backed Securities Trust 2020-INV1 N/A 36258KAS7 983640.270000 PA USD 822877.060000 0.0492220588 Long ABS-MBS CORP US N 2 2050-10-25 Variable 2.9120000 N N N N N N GM Financial Consumer Automobile Receivables Trust 2025-1 N/A 362955AD8 630000.000000 PA USD 631413.720000 0.0377692911 Long ABS-O CORP US N 2 2029-12-17 Fixed 4.6200000 N N N N N N GM Financial Consumer Automobile Receivables Trust 2025-1 N/A 362955AE6 675000.000000 PA USD 677409.140000 0.0405206004 Long ABS-O CORP US N 2 2030-08-16 Fixed 4.7300000 N N N N N N Galton Funding Mortgage Trust 2017-1 N/A 36417JAL3 38940.910000 PA USD 34669.540000 0.0020738288 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.5000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BK3 35000.000000 PA USD 34929.480000 0.0020893776 Long DBT CORP US N 2 2025-04-01 Fixed 3.2500000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAG5 1090000.000000 PA USD 1088484.900000 0.0651099299 Long DBT CORP US N 2 2025-04-01 Fixed 4.0000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XEU6 600000.000000 PA USD 606114.600000 0.0362559730 Long DBT CORP US N 2 2029-07-15 Fixed 5.5500000 N N N N N N Georgetown University/The 549300GCL3B0KVXSX752 37310PAC5 1475000.000000 PA USD 1230092.480000 0.0735804743 Long DBT CORP US N 2 2049-04-01 Fixed 4.3150000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KT7 895000.000000 PA USD 875819.260000 0.0523889037 Long DBT CORP US N 2 2033-05-17 Fixed 4.9500000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GB60 3340000.000000 PA USD 3261409.800000 0.1950878359 Long DBT CORP US N 2 2030-10-23 Variable 4.6920000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GFD1 455000.000000 PA USD 487205.360000 0.0291431758 Long DBT CORP US N 2 2037-10-01 Fixed 6.7500000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GVR2 825000.000000 PA USD 821871.600000 0.0491619151 Long DBT CORP US N 2 2025-10-21 Fixed 4.2500000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXH2 1270000.000000 PA USD 1195166.520000 0.0714913072 Long DBT CORP US N 2 2030-03-15 Fixed 3.8000000 N N N N N N Golub Capital Partners CLO 43B Ltd 2549006E2S3MDN9M6Q69 38180PAA4 2550000.000000 PA USD 2553099.910000 0.1527188445 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.6330000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380H5W8 38949.220000 PA USD 34805.430000 0.0020819573 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.0000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380UPK3 33635.540000 PA USD 30721.770000 0.0018376849 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.0000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383REY9 1015000.000000 PA USD 818400.080000 0.0489542591 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 3.5000000 N N N N N N Grand Parkway Transportation Corp N/A 38611TDL8 15000.000000 PA USD 10314.560000 0.0006169863 Long DBT MUN US N 2 2052-10-01 Fixed 3.2360000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BX6 1695000.000000 PA USD 1623764.240000 0.0971287483 Long DBT CORP US N 2 2029-06-15 Fixed 4.1250000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AK1 890000.000000 PA USD 868615.080000 0.0519579711 Long DBT CORP US N 2 2034-09-15 Fixed 5.4500000 N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 3345000.000000 PA USD 3098587.230000 0.1853482739 Long DBT CORP GB N 2 2028-09-22 Variable 2.0130000 N N N N N N HSBC Bank USA NA/New York NY 1IE8VN30JCEQV1H4R804 4042Q1AA5 550000.000000 PA USD 563279.750000 0.0336937196 Long DBT CORP US N 2 2034-11-01 Fixed 5.8750000 N N N N N N Hackensack Meridian Health Inc 5493001CB3OCWTEJY668 404530AB3 1680000.000000 PA USD 1370488.560000 0.0819785503 Long DBT CORP US N 2 2048-07-01 Fixed 4.2110000 N N N N N N Halseypoint Clo 6 Ltd 5493001PG85K1980W896 40639GAN9 1710000.000000 PA USD 1710000.000000 0.1022871150 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.6500000 N N N N N N Hardee s Funding LLC N/A 411707AM4 1761687.500000 PA USD 1811815.260000 0.1083774011 Long ABS-O CORP US N 2 2054-03-20 Fixed 7.2530000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 413875AR6 295000.000000 PA USD 294354.250000 0.0176073959 Long DBT CORP US N 2 2025-04-27 Fixed 3.8320000 N N N N N N Health Care Service Corp A Mutual Legal Reserve Co 549300TMJ1FKCKECR148 42218SAL2 1095000.000000 PA USD 1094329.860000 0.0654595580 Long DBT CORP US N 2 2034-06-15 Fixed 5.4500000 N N N N N N Healthcare Realty Holdings LP 549300IYGAS4GE6VDL07 42225UAK0 605000.000000 PA USD 577043.560000 0.0345170298 Long DBT CORP US N 2 2028-01-15 Fixed 3.6250000 N N N N N N Healthpeak OP LLC PZ9HF5U52KPF0MH0QN75 42250PAB9 420000.000000 PA USD 371150.640000 0.0222011276 Long DBT CORP US N 2 2031-01-15 Fixed 2.8750000 N N N N N N Healthpeak OP LLC PZ9HF5U52KPF0MH0QN75 42250PAD5 710000.000000 PA USD 641328.800000 0.0383623817 Long DBT CORP US N 2 2028-12-01 Fixed 2.1250000 N N N N N N High Street Funding Trust I N/A 42981CAA6 1100000.000000 PA USD 1060455.000000 0.0634332647 Long DBT CORP US N 2 2028-02-15 Fixed 4.1110000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076AS1 3000000.000000 PA USD 3160683.000000 0.1890626582 Long DBT CORP US N 2 2036-12-16 Fixed 5.8750000 N N N N N Highbridge Loan Management 5-2015 Ltd 54930067MZ9NV8B3SZ80 44331DAQ2 559010.520000 PA USD 561276.080000 0.0335738661 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 5.3620000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BR2 1050000.000000 PA USD 843469.200000 0.0504538193 Long DBT CORP US N 2 2032-02-03 Fixed 2.1500000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BT8 880000.000000 PA USD 833192.800000 0.0498391157 Long DBT CORP US N 2 2029-03-23 Fixed 3.7000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BY7 835000.000000 PA USD 845350.660000 0.0505663627 Long DBT CORP US N 2 2034-03-15 Fixed 5.9500000 N N N N N Humana Inc 529900YLDW34GJAO4J06 444859CA8 785000.000000 PA USD 777827.460000 0.0465273257 Long DBT CORP US N 2 2031-04-15 Fixed 5.3750000 N N N N N N Huntington Bank Auto Credit-Linked Notes Series 2024-1 N/A 44644NAA7 183610.030000 PA USD 186134.980000 0.0111340410 Long ABS-O CORP US N 2 2032-05-20 Fixed 6.1530000 N N N N N N Hudson Yards 2025-SPRL Mortgage Trust N/A 44855PAA6 1720000.000000 PA USD 1738940.120000 0.1040182269 Long ABS-MBS CORP US N 2 2040-01-13 Variable 5.4670000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABS5 1510000.000000 PA USD 1462708.310000 0.0874948615 Long DBT CORP US N 2 2026-01-08 Fixed 1.3000000 N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACB1 820000.000000 PA USD 825339.840000 0.0493693749 Long DBT CORP US N 2 2026-03-30 Fixed 5.5000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACY1 500000.000000 PA USD 503287.000000 0.0301051317 Long DBT CORP US N 2 2029-03-19 Fixed 5.3500000 N N N N N N Icon Investments Six DAC 635400FQ1M7J2CHLAS59 45115AAB0 300000.000000 PA USD 305717.400000 0.0182871058 Long DBT CORP IE N 2 2029-05-08 Fixed 5.8490000 N N N N N N Illinois State Toll Highway Authority 549300ISBFGI8MJJKM98 452252FH7 315000.000000 PA USD 327353.760000 0.0195813285 Long DBT MUN US N 2 2034-01-01 Fixed 6.1840000 N N N N N N Indiana University Health Inc Obligated Group N/A 455170AA8 1030000.000000 PA USD 817118.570000 0.0488776030 Long DBT CORP US N 2 2048-11-01 Fixed 3.9700000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837BH5 740000.000000 PA USD 767004.820000 0.0458799475 Long DBT CORP NL N 2 2034-09-11 Variable 6.1140000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837BM4 1655000.000000 PA USD 1652512.540000 0.0988483861 Long DBT CORP NL N 2 2035-03-19 Variable 5.5500000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687VAD8 4440000.000000 PA USD 4480048.800000 0.2679831970 Long DBT CORP US N 2 2029-06-15 Fixed 5.1760000 N N N N N N Inland Valley Development Agency N/A 45750TAS2 250000.000000 PA USD 250848.800000 0.0150050293 Long DBT MUN US N 2 2033-03-01 Fixed 5.5000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAN4 1735000.000000 PA USD 1378518.230000 0.0824588613 Long DBT CORP US N 2 2032-09-15 Fixed 1.8500000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FBA1 1585000.000000 PA USD 1605765.090000 0.0960520927 Long DBT CORP US N 2 2031-06-15 Fixed 5.2500000 N N N N N N Invesco US CLO 2023-1 Ltd 54930008KXQ75MGXPQ71 46146GAQ5 730000.000000 PA USD 733733.160000 0.0438897358 Long ABS-CBDO CORP JE N 2 2037-04-22 Floating 5.8600000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 46266TAF5 735000.000000 PA USD 757050.000000 0.0452844798 Long DBT CORP US N 2 2029-02-01 Fixed 6.2500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRV4 980000.000000 PA USD 954525.880000 0.0570968997 Long DBT CORP US N 2 2026-10-01 Fixed 2.9500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRY8 990000.000000 PA USD 972246.330000 0.0581568843 Long DBT CORP US N 2 2028-02-01 Variable 3.7820000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAJ5 4905000.000000 PA USD 4176161.150000 0.2498055415 Long DBT CORP US N 2 2038-07-24 Variable 3.8820000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBP0 1230000.000000 PA USD 1102025.880000 0.0659199111 Long DBT CORP US N 2 2031-05-13 Variable 2.9560000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PDU7 3170000.000000 PA USD 3196691.400000 0.1912165736 Long DBT CORP US N 2 2029-07-24 Variable 5.2990000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M N/A 46652RAA2 1625000.000000 PA USD 1608873.180000 0.0962380094 Long ABS-MBS CORP US N 2 2033-10-15 Floating 6.0410000 N N N N N N J.P. Morgan Mortgage Trust 2023-DSC2 N/A 46657BAA2 549035.410000 PA USD 539215.750000 0.0322542827 Long ABS-MBS CORP US N 2 2063-11-25 Variable 5.2500000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LVC2 3620000.000000 PA USD 3622888.760000 0.2167104323 Long DBT CORP US N 2 2027-01-13 Fixed 4.9000000 N N N N N N Jamestown CLO XV Ltd N/A 47050EAN9 1315000.000000 PA USD 1319097.840000 0.0789045102 Long ABS-CBDO CORP KY N 2 2035-07-15 Floating 5.6720000 N N N N N N JDE Peet s NV 724500EHG519SE5ZRT89 47216QAB9 1245000.000000 PA USD 1160855.430000 0.0694389198 Long DBT CORP NL N 2 2027-01-15 Fixed 1.3750000 N N N N N N Jersey Mike s Funding N/A 476681AB7 49750.000000 PA USD 47747.780000 0.0028561302 Long ABS-O CORP US N 2 2052-02-15 Fixed 2.8910000 N N N N N N KKR CLO 43 Ltd N/A 48255UAJ3 1080000.000000 PA USD 1087070.700000 0.0650253367 Long ABS-CBDO CORP JE N 2 2036-01-15 Floating 6.0520000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAL6 335000.000000 PA USD 333723.990000 0.0199623767 Long DBT CORP US N 2 2025-10-01 Fixed 4.3750000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456BAX9 1800000.000000 PA USD 1757390.400000 0.1051218678 Long DBT CORP US N 2 2033-06-01 Fixed 5.2000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AS8 1300000.000000 PA USD 1303892.200000 0.0779949541 Long DBT CORP US N 2 2029-06-01 Fixed 5.0500000 N N N N N LYB International Finance II BV 549300ZSNDBYN4Z4VZ93 50247WAB3 1000000.000000 PA USD 973736.000000 0.0582459920 Long DBT CORP NL N 2 2027-03-02 Fixed 3.5000000 N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 53079EBF0 1370000.000000 PA USD 1173144.700000 0.0701740274 Long DBT CORP US N 2 2044-08-01 Fixed 4.8500000 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 53079EBH6 1670000.000000 PA USD 1231209.170000 0.0736472713 Long DBT CORP US N 2 2049-06-15 Fixed 4.5000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAZ6 1015000.000000 PA USD 1023995.950000 0.0612523927 Long DBT CORP GB N 2 2028-01-05 Variable 5.4620000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BB4 184000.000000 PA USD 153045.860000 0.0091547482 Long DBT CORP US N 2 2042-12-15 Fixed 4.0700000 N N N N N N City of Los Angeles Department of Airports N/A 544435Q52 700000.000000 PA USD 782138.280000 0.0467851861 Long DBT MUN US N 2 2040-05-15 Fixed 7.0530000 N N N N N N MHC Commercial Mortgage Trust 2021-MHC N/A 55316VAC8 3180000.000000 PA USD 3177018.750000 0.1900398142 Long ABS-MBS CORP US N 2 2038-04-15 Floating 5.5210000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBW9 1600000.000000 PA USD 1485078.400000 0.0888329738 Long DBT CORP US N 2 2053-03-01 Fixed 5.6500000 N N N N N N MVW 2019-2 LLC N/A 55400DAA9 442553.370000 PA USD 432352.030000 0.0258620128 Long ABS-O CORP US N 2 2038-10-20 Fixed 2.2200000 N N N N N N MVW 2020-1 LLC N/A 55400EAA7 134908.440000 PA USD 129673.560000 0.0077566868 Long ABS-O CORP US N 2 2037-10-20 Fixed 1.7400000 N N N N N N Madison Park Funding XXXIII Ltd N/A 55819JAN3 1255000.000000 PA USD 1256529.150000 0.0751618372 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 5.5920000 N N N N N N Province of Manitoba Canada 5493003QILFOB3JRKE30 563469VC6 2045000.000000 PA USD 1965202.060000 0.1175525434 Long DBT NUSS CA N 2 2033-07-27 Fixed 4.3000000 N N N N N N Maryland Economic Development Corp 549300JJ16DDBSZWSN94 57420NDK4 2045000.000000 PA USD 1784550.030000 0.1067464761 Long DBT MUN US N 2 2042-06-01 Fixed 4.7500000 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629W4S6 2940000.000000 PA USD 2973554.220000 0.1778691711 Long DBT CORP US N 2 2027-04-09 Fixed 5.1000000 N N N N N McDonald s Corp UE2136O97NLB5BYP9H04 58013MFL3 935000.000000 PA USD 917944.670000 0.0549087205 Long DBT CORP US N 2 2025-09-01 Fixed 1.4500000 N N N N N N McDonald s Corp UE2136O97NLB5BYP9H04 58013MFN9 15000.000000 PA USD 14916.570000 0.0008922649 Long DBT CORP US N 2 2025-07-01 Fixed 3.3000000 N N N N N N MedStar Health Inc 549300ICFOCGDEPVJE31 58506YAS1 920000.000000 PA USD 662335.600000 0.0396189460 Long DBT CORP US N 2 2049-08-15 Fixed 3.6260000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AC2 600000.000000 PA USD 485914.800000 0.0290659784 Long DBT CORP US N 2 2055-07-01 Fixed 4.2000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAF4 1930000.000000 PA USD 1933688.230000 0.1156674798 Long DBT CORP US N 2 2026-03-30 Fixed 4.8000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YBM6 810000.000000 PA USD 738016.920000 0.0441459775 Long DBT CORP US N 2 2053-05-17 Fixed 5.0000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 59023VAA8 150000.000000 PA USD 175488.900000 0.0104972242 Long DBT CORP US N 2 2038-05-14 Fixed 7.7500000 N N N N N N METLIFE SECURITIZATION TRUST 2018-1 N/A 59166DAA5 624459.470000 PA USD 597587.540000 0.0357459096 Long ABS-MBS CORP US N 2 2057-03-25 Variable 3.7500000 N N N N N N FirstEnergy Pennsylvania Electric Co N/A 591894CC2 2320000.000000 PA USD 2263733.040000 0.1354097789 Long DBT CORP US N 2 2029-01-15 Fixed 4.3000000 N N N N N N Metropolitan Transportation Authority Dedicated Tax Fund N/A 59259NZH9 125000.000000 PA USD 145713.610000 0.0087161548 Long DBT MUN US N 2 2039-11-15 Fixed 7.3360000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YCA5 1315000.000000 PA USD 1373269.490000 0.0821448972 Long DBT MUN US N 2 2031-11-15 Fixed 6.5480000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017BE3 850000.000000 PA USD 848989.350000 0.0507840183 Long DBT CORP US N 2 2029-03-15 Fixed 5.0500000 N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BP7 805000.000000 PA USD 795032.490000 0.0475564794 Long DBT CORP US N 2 2027-02-15 Fixed 4.1850000 N N N N N N Mid-Atlantic Interstate Transmission LLC N/A 59524QAA3 1765000.000000 PA USD 1723180.090000 0.1030755088 Long DBT CORP US N 2 2028-05-15 Fixed 4.1000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 59562VAM9 170000.000000 PA USD 178329.660000 0.0106671500 Long DBT CORP US N 2 2036-04-01 Fixed 6.1250000 N N N N N N Mississippi Power Co LNZ0J6YZ5SC6ILIRU850 605417CB8 905000.000000 PA USD 884026.630000 0.0528798442 Long DBT CORP US N 2 2028-03-30 Fixed 3.9500000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BN3 2200000.000000 PA USD 2194515.400000 0.1312693855 Long DBT CORP JP N 2 2025-02-25 Fixed 2.1930000 N N N N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190AM6 1430000.000000 PA USD 1468873.120000 0.0878636221 Long DBT CORP US N 2 2028-09-18 Fixed 5.8500000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207BC8 3800000.000000 PA USD 3787798.200000 0.2265748247 Long DBT CORP US N 2 2029-02-20 Fixed 4.7500000 N N N N N N Moody s Corp 549300GCEDD8YCF5WU84 615369AW5 1660000.000000 PA USD 1381383.940000 0.0826302795 Long DBT CORP US N 2 2031-08-19 Fixed 2.0000000 N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 N/A 61690AAG9 1390000.000000 PA USD 1359254.310000 0.0813065509 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 4.0680000 N N N N N N Morgan Stanley Capital I Trust 2018-H4 N/A 61691RAE6 3045000.000000 PA USD 2960874.260000 0.1771106936 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.3100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 1410000.000000 PA USD 1401207.240000 0.0838160504 Long DBT CORP US N 2 2026-04-28 Variable 2.1880000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BCY0 175000.000000 PA USD 178751.300000 0.0106923712 Long DBT CORP US N 2 2026-08-09 Fixed 6.2500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDY8 750000.000000 PA USD 627579.750000 0.0375399544 Long DBT CORP US N 2 2045-01-27 Fixed 4.3000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFQ3 2975000.000000 PA USD 3036811.580000 0.1816530382 Long DBT CORP US N 2 2030-04-18 Variable 5.6560000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 2000000.000000 PA USD 1957414.000000 0.1170866848 Long DBT CORP US N 2 2026-07-27 Fixed 3.1250000 N N N N N N Morgan Stanley Capital I Trust 2014-150E N/A 61764BAA1 2780000.000000 PA USD 2481150.000000 0.1484150149 Long ABS-MBS CORP US N 2 2032-09-09 Fixed 3.9120000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 N/A 61765LAW0 700000.000000 PA USD 683134.690000 0.0408630857 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.0360000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61772BAC7 830000.000000 PA USD 617778.960000 0.0369537003 Long DBT CORP US N 2 2042-04-22 Variable 3.2170000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BY4 835000.000000 PA USD 836073.810000 0.0500114491 Long DBT CORP US N 2 2029-04-15 Fixed 5.0000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YM0 1715000.000000 PA USD 1840254.510000 0.1100785525 Long DBT MUN US N 2 2057-04-01 Fixed 6.6550000 N N N N N N NXP BV / NXP Funding LLC / NXP USA Inc N/A 62954HAX6 395000.000000 PA USD 381111.010000 0.0227969273 Long DBT CORP NL N 2 2027-05-01 Fixed 3.1500000 N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 63906YAJ7 2850000.000000 PA USD 2891228.100000 0.1729446674 Long DBT CORP GB N 2 2029-05-17 Fixed 5.4100000 N N N N N N Navient Private Education Refi Loan Trust 2020-H N/A 63935BAA1 156190.850000 PA USD 145736.060000 0.0087174977 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.3100000 N N N N N N Navistar Financial Dealer Note Master Owner Trust N/A 63938PBW8 640000.000000 PA USD 647100.930000 0.0387076534 Long ABS-O CORP US N 2 2029-04-25 Fixed 5.5900000 N N N N N N Navient Private Education Refi Loan Trust 2019-C N/A 63940YAB2 336470.840000 PA USD 328970.400000 0.0196780311 Long ABS-O CORP US N 2 2068-02-15 Fixed 3.1300000 N N N N N N Navient Private Education Loan Trust 2020-A N/A 63941FAB2 593337.000000 PA USD 566364.020000 0.0338782115 Long ABS-O CORP US N 2 2068-11-15 Fixed 2.4600000 N N N N N N Navient Private Education Refi Loan Trust 2020-G N/A 63941UAA1 184377.310000 PA USD 169882.010000 0.0101618367 Long ABS-O CORP US N 2 2069-09-16 Fixed 1.1700000 N N N N N N Nestle Holdings Inc 549300EAEU8YV8MQXP30 641062BH6 2700000.000000 PA USD 2675816.100000 0.1600593621 Long DBT CORP US N 2 2033-03-14 Fixed 4.8500000 N N N N N Neuberger Berman CLO XXI Ltd 549300VBBLOSKH8XQ869 64130DBS8 495000.000000 PA USD 499197.240000 0.0298604944 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 5.6130000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423BP2 400000.000000 PA USD 429763.200000 0.0257071567 Long DBT CORP US N 2 2036-04-01 Fixed 6.6500000 N N N N N N Province of New Brunswick Canada 549300POZA55ZTGSOU44 642869AM3 2545000.000000 PA USD 2480005.790000 0.1483465716 Long DBT NUSS CA N 2 2028-02-24 Fixed 3.6250000 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646139W35 1000000.000000 PA USD 1168103.000000 0.0698724479 Long DBT MUN US N 2 2040-01-01 Fixed 7.4140000 N N N N N N New York Life Insurance Co TAE73CY392TBWJ3O3305 64952GAT5 1415000.000000 PA USD 1027782.420000 0.0614788881 Long DBT CORP US N 2 2050-05-15 Fixed 3.7500000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971M4P4 35000.000000 PA USD 34930.600000 0.0020894446 Long DBT MUN US N 2 2037-08-01 Fixed 5.5080000 N N N N N N New York State Electric & Gas Corp 549300GEC6J0YHUXA160 649840CW3 1195000.000000 PA USD 1174846.330000 0.0702758139 Long DBT CORP US N 2 2034-08-15 Fixed 5.3000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990C7K1 800000.000000 PA USD 733084.880000 0.0438509576 Long DBT MUN US N 2 2048-07-01 Fixed 4.8500000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990CER8 950000.000000 PA USD 764361.170000 0.0457218122 Long DBT MUN US N 2 2046-07-01 Fixed 3.8790000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBS8 1355000.000000 PA USD 1361775.000000 0.0814573310 Long DBT CORP US N 2 2025-09-01 Fixed 5.7490000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAL9 1280000.000000 PA USD 1053478.400000 0.0630159452 Long DBT CORP US N 2 2031-02-15 Fixed 1.7000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAQ8 1850000.000000 PA USD 1832449.050000 0.1096116531 Long DBT CORP US N 2 2034-04-01 Fixed 5.3500000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBE2 710000.000000 PA USD 691853.110000 0.0413845957 Long DBT CORP US N 2 2027-05-15 Fixed 3.4900000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBG7 1000000.000000 PA USD 764894.000000 0.0457536845 Long DBT CORP US N 2 2048-03-30 Fixed 3.9500000 N N N N N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 667274AA2 1275000.000000 PA USD 985267.730000 0.0589357857 Long DBT CORP US N 2 2046-11-01 Fixed 3.9790000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AP0 1311000.000000 PA USD 1281345.180000 0.0766462584 Long DBT CORP US N 2 2028-05-01 Fixed 3.9500000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AS4 775000.000000 PA USD 694958.780000 0.0415703676 Long DBT CORP US N 2 2030-06-01 Fixed 2.7000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAE8 525000.000000 PA USD 517782.300000 0.0309721975 Long DBT CORP CA N 2 2026-12-15 Fixed 4.0000000 N N N N N N OCP CLO 2017-13 Ltd 254900M77QLN2EBJHE11 67097LAV8 2370000.000000 PA USD 2385391.060000 0.1426869998 Long ABS-CBDO CORP KY N 2 2037-11-15 Floating 5.9000000 N N N N N N O Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAF4 20000.000000 PA USD 19446.300000 0.0011632198 Long DBT CORP US N 2 2027-09-01 Fixed 3.6000000 N N N N N N O Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAH0 2470000.000000 PA USD 2375478.040000 0.1420940325 Long DBT CORP US N 2 2029-06-01 Fixed 3.9000000 N N N N N O Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAM9 390000.000000 PA USD 396918.990000 0.0237425137 Long DBT CORP US N 2 2026-11-20 Fixed 5.7500000 N N N N N N OBX 2019-EXP3 Trust N/A 67113AAQ3 111231.530000 PA USD 98107.500000 0.0058684989 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.5000000 N N N N N N OBX 2019-EXP3 Trust N/A 67113ABC3 34760.890000 PA USD 35056.430000 0.0020969714 Long ABS-MBS CORP US N 2 2059-10-25 Floating 5.5250000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599EK7 1430000.000000 PA USD 1400606.350000 0.0837801069 Long DBT CORP US N 2 2032-01-01 Fixed 5.3750000 N N N N N N Octane Receivables Trust 2023-1 N/A 67571BAA1 48529.300000 PA USD 48728.370000 0.0029147862 Long ABS-O CORP US N 2 2029-05-21 Fixed 5.8700000 N N N N N N Octane Receivables Trust 2024-1 N/A 67571FAB0 418814.530000 PA USD 422613.010000 0.0252794535 Long ABS-O CORP US N 2 2030-05-20 Fixed 5.6800000 N N N N N N Octane Receivables Trust 2024-RVM1 N/A 67579FAA4 1075000.000000 PA USD 1076333.860000 0.0643830908 Long ABS-O CORP US N 2 2046-01-22 Fixed 5.0100000 N N N N N N Omnicom Group Inc / Omnicom Capital Inc N/A 68217FAA0 695000.000000 PA USD 686468.880000 0.0410625271 Long DBT CORP US N 2 2026-04-15 Fixed 3.6000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680CD3 1340000.000000 PA USD 1291250.800000 0.0772387831 Long DBT CORP US N 2 2031-10-15 Fixed 4.7500000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 683234AW8 4360000.000000 PA USD 4206218.440000 0.2516034792 Long DBT NUSS CA N 2 2029-09-17 Fixed 3.7000000 N N N N N N State of Oregon Department of Transportation N/A 68607DVJ1 2400000.000000 PA USD 1925665.200000 0.1151875660 Long DBT MUN US N 2 2032-11-15 Fixed 1.7600000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AP6 1235000.000000 PA USD 1258099.440000 0.0752557673 Long DBT CORP US N 2 2034-06-15 Fixed 5.7000000 N N N N N N PECO Energy Co YH65D4JBECK76IFEJ279 693304AH0 150000.000000 PA USD 157364.550000 0.0094130794 Long DBT CORP US N 2 2036-10-01 Fixed 5.9500000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475BL8 1920000.000000 PA USD 1916219.520000 0.1146225535 Long DBT CORP US N 2 2027-01-26 Variable 4.7580000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RS72 2895000.000000 PA USD 2930631.660000 0.1753016712 Long DBT CORP US N 2 2026-11-09 Fixed 5.2000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RT22 3070000.000000 PA USD 3108869.270000 0.1859633150 Long DBT CORP US N 2 2027-05-13 Fixed 5.0000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JF5 1985000.000000 PA USD 1834570.750000 0.1097385669 Long DBT CORP US N 2 2027-08-01 Fixed 2.1000000 N N N N N N Palmer Square CLO 2020-3 Ltd 549300IUW4WDDDVSMS20 69701RAY3 1410000.000000 PA USD 1417192.480000 0.0847722399 Long ABS-CBDO CORP JE N 2 2036-11-15 Floating 6.1730000 N N N N N N Revvity Inc 549300IKL1SDPFI7N655 714046AM1 1575000.000000 PA USD 1414855.580000 0.0846324535 Long DBT CORP US N 2 2028-09-15 Fixed 1.9000000 N N N N N N Perrigo Finance Unlimited Co 549300E86RB6YCTMRM83 71429MAC9 1725000.000000 PA USD 1621410.300000 0.0969879426 Long DBT CORP IE N 2 2030-06-15 Variable 4.9000000 N N N N N N Peruvian Government International Bond 254900STKLK2DBJJZ530 715638EB4 740000.000000 PA USD 716924.960000 0.0428843192 Long DBT NUSS PE N 2 2035-02-08 Fixed 5.3750000 N N N N N N Philadelphia Authority for Industrial Development 549300DIY68KQZEW7M79 71783DAD7 345000.000000 PA USD 343090.530000 0.0205226553 Long DBT MUN US N 2 2026-04-15 Fixed 3.9640000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787AT4 695000.000000 PA USD 674077.720000 0.0403213247 Long DBT CORP US N 2 2026-01-15 Fixed 1.1250000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787AV9 635000.000000 PA USD 639423.410000 0.0382484070 Long DBT CORP US N 2 2026-03-29 Fixed 5.1000000 N N N N N N Republic of Poland Government International Bond 259400R9L8QEP0TPXS31 731011AU6 890000.000000 PA USD 878717.470000 0.0525622660 Long DBT NUSS PL N 2 2026-04-06 Fixed 3.2500000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WRQ9 40000.000000 PA USD 38661.150000 0.0023125950 Long DBT MUN US N 2 2046-08-01 Fixed 5.3100000 N N N N N N Post Road Equipment Finance 2024-1 LLC N/A 737473AB4 246221.570000 PA USD 247650.520000 0.0148137177 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.5900000 N N N N N N Post Road Equipment Finance 2025-1 LLC N/A 73747LAB4 1665000.000000 PA USD 1664834.000000 0.0995854192 Long ABS-O CORP US N 2 2031-05-15 Fixed 4.9000000 N N N N N N President and Fellows of Harvard College 6S3X7J22E861RNTJSA74 740816AL7 385000.000000 PA USD 329800.240000 0.0197276696 Long DBT CORP US N 2 2037-10-01 Fixed 3.6190000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503AW6 810000.000000 PA USD 808866.000000 0.0483839588 Long DBT CORP US N 2 2025-03-15 Fixed 3.6500000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAK8 1215000.000000 PA USD 1209221.460000 0.0723320319 Long DBT CORP US N 2 2025-05-15 Fixed 3.4000000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAR3 10000.000000 PA USD 9537.330000 0.0005704947 Long DBT CORP US N 2 2029-05-15 Fixed 3.7000000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAS1 1900000.000000 PA USD 1644041.500000 0.0983416737 Long DBT CORP US N 2 2030-06-15 Fixed 2.1250000 N N N N N N Progress Residential 2024-SFR5 Trust N/A 74332HAA4 745000.000000 PA USD 682095.630000 0.0408009323 Long ABS-O CORP US N 2 2029-08-09 Fixed 3.0000000 N N N N N N Progress Residential 2024-SFR4 Trust N/A 74334JAA8 995000.000000 PA USD 917889.090000 0.0549053959 Long ABS-O CORP US N 2 2041-07-17 Fixed 3.1000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBX8 2110000.000000 PA USD 2056657.090000 0.1230231113 Long DBT CORP US N 2 2028-09-15 Fixed 4.0000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CAX2 2345000.000000 PA USD 2308821.340000 0.1381068269 Long DBT CORP US N 2 2025-07-15 Fixed 1.1700000 N N N N N N Provident Funding Mortgage Trust 2019-1 N/A 74387LAW1 2090808.750000 PA USD 1759197.070000 0.1052299375 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.1800000 N N N N N N Public Finance Authority 5493004S6D3NA627K012 74442PVD4 2520000.000000 PA USD 1734781.360000 0.1037694623 Long DBT MUN US N 2 2051-07-01 Fixed 3.4050000 N N N N N N Public Service Electric and Gas Co 549300RUHPVD434XUK18 74456QAQ9 180000.000000 PA USD 184077.900000 0.0110109926 Long DBT CORP US N 2 2036-12-01 Fixed 5.7000000 N N N N N N Public Storage Operating Co 549300LMZF40TKJ6DM64 74460DAH2 1285000.000000 PA USD 1163113.900000 0.0695740148 Long DBT CORP US N 2 2028-11-09 Fixed 1.9500000 N N N N N N Qatar Government International Bond 52990074F6OJOAXK4P65 74727PBD2 730000.000000 PA USD 696482.960000 0.0416615396 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.7500000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748148QR7 104000.000000 PA USD 116620.710000 0.0069759041 Long DBT NUSS CA N 2 2029-09-15 Fixed 7.5000000 N N N N N N RCKT Mortgage Trust 2024-CES9 N/A 749426AA0 351298.850000 PA USD 352135.890000 0.0210637218 Long ABS-MBS CORP US N 2 2044-12-25 Variable 5.5820000 N N N N N N RELX Capital Inc 2R15C3RTKJN1RCBOV146 74949LAD4 1120000.000000 PA USD 1023141.280000 0.0612012689 Long DBT CORP US N 2 2030-05-22 Fixed 3.0000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109BE3 1775000.000000 PA USD 1773929.680000 0.1061111984 Long DBT CORP US N 2 2025-11-01 Fixed 4.6250000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109BG8 835000.000000 PA USD 821382.820000 0.0491326778 Long DBT CORP US N 2 2027-08-15 Fixed 3.9500000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109BJ2 685000.000000 PA USD 628353.930000 0.0375862636 Long DBT CORP US N 2 2028-06-15 Fixed 2.2000000 N N N N N N Regal Rexnord Corp QH78R09VCJGQKPBPYU33 758750AP8 1640000.000000 PA USD 1697770.640000 0.1015555911 Long DBT CORP US N 2 2033-04-15 Fixed 6.4000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAV5 350000.000000 PA USD 342366.150000 0.0204793250 Long DBT CORP US N 2 2027-02-01 Fixed 3.6000000 N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAW3 2000000.000000 PA USD 1650784.000000 0.0987449900 Long DBT CORP US N 2 2047-02-01 Fixed 4.4000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAX1 520000.000000 PA USD 509077.400000 0.0304514962 Long DBT CORP US N 2 2028-03-15 Fixed 4.1250000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RBB8 1340000.000000 PA USD 1322466.100000 0.0791059895 Long DBT CORP US N 2 2034-01-15 Fixed 5.2500000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AS9 585000.000000 PA USD 566539.740000 0.0338887225 Long DBT CORP US N 2 2027-11-15 Fixed 3.3750000 N N N N N N T. Rowe Price Government Reserve Fund 5493002Y0IYARJVQ5N24 76105Y109 63279621.180000 NS USD 63279621.180000 3.7851987663 Long STIV RF US N 1 N N N T. Rowe Price Government Reserve Fund 5493002Y0IYARJVQ5N24 76105YYY8 44706136.250000 NS USD 44706136.250000 2.6741881292 Long STIV RF US N 1 N N RGA Global Funding 549300Y22K5FOEBMSK42 76209PAE3 1730000.000000 PA USD 1755718.180000 0.1050218406 Long DBT CORP US N 2 2029-05-24 Fixed 5.4480000 N N N N N N Rogers Communications Inc 5493000M6Z4XFIP6PF03 775109BE0 335000.000000 PA USD 331964.900000 0.0198571532 Long DBT CORP CA N 2 2025-12-15 Fixed 3.6250000 N N N N N N Rogers Communications Inc 5493000M6Z4XFIP6PF03 775109DF5 1885000.000000 PA USD 1833712.920000 0.1096872540 Long DBT CORP CA N 2 2034-02-15 Fixed 5.3000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AD8 660000.000000 PA USD 650676.840000 0.0389215537 Long DBT CORP US N 2 2026-12-15 Fixed 3.8000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AG1 685000.000000 PA USD 628679.990000 0.0376057675 Long DBT CORP US N 2 2029-09-15 Fixed 2.9500000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AJ5 575000.000000 PA USD 492783.050000 0.0294768167 Long DBT CORP US N 2 2030-06-30 Fixed 2.0000000 N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296AB9 3575000.000000 PA USD 3572962.250000 0.2137239770 Long DBT CORP US N 2 2025-04-15 Fixed 4.6000000 N N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296AG8 300000.000000 PA USD 248993.700000 0.0148940627 Long DBT CORP US N 2 2031-04-15 Fixed 1.8750000 N N N N N N SCF Equipment Leasing 2024-1 LLC N/A 783896AE3 840000.000000 PA USD 853144.990000 0.0510325963 Long ABS-O CORP US N 2 2032-09-20 Fixed 5.8200000 N N N N N N SFS Auto Receivables Securitization Trust 2024-2 N/A 78397XAC8 850000.000000 PA USD 859252.760000 0.0513979450 Long ABS-O CORP US N 2 2029-11-20 Fixed 5.3300000 N N N N N N SFS Auto Receivables Securitization Trust 2024-2 N/A 78397XAE4 165000.000000 PA USD 167435.800000 0.0100155117 Long ABS-O CORP US N 2 2030-08-20 Fixed 5.4100000 N N N N N N SG Residential Mortgage Trust 2019-3 N/A 78432BAA7 3645.980000 PA USD 3623.700000 0.0002167590 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.7030000 N N N N N N SEB Funding LLC N/A 78433DAC8 840000.000000 PA USD 864922.460000 0.0517370896 Long ABS-O CORP US N 2 2054-04-30 Fixed 7.3860000 N N N N N N SCF Equipment Trust 2016-1 LLC N/A 78437DAB6 1285000.000000 PA USD 1284982.910000 0.0768638566 Long ABS-O CORP US N 2 2030-07-22 Fixed 4.8200000 N N N N N N SCF Equipment Trust 2016-1 LLC N/A 78437DAC4 1250000.000000 PA USD 1249914.000000 0.0747661386 Long ABS-O CORP US N 2 2033-11-21 Fixed 5.1100000 N N N N N N SMB Private Education Loan Trust 2021-A N/A 78448YAH4 1678374.110000 PA USD 1492910.750000 0.0893014816 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.0700000 N N N N N N SMB Private Education Loan Trust 2018-B 549300INMCHM7L5O6M41 78449LAB4 220498.220000 PA USD 217047.090000 0.0129831115 Long ABS-O CORP US N 2 2037-01-15 Fixed 3.6000000 N N N N N N SMB Private Education Loan Trust 2020-A N/A 78449UAB4 301436.830000 PA USD 287278.520000 0.0171841468 Long ABS-O CORP US N 2 2037-09-15 Fixed 2.2300000 N N N N N N SMB Private Education Loan Trust N/A 78449XAA0 831817.890000 PA USD 774440.840000 0.0463247481 Long ABS-O CORP US N 2 2053-07-15 Fixed 1.2900000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 815000.000000 PA USD 797779.050000 0.0477207704 Long DBT CORP US N 2 2028-03-15 Fixed 4.2000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 655000.000000 PA USD 634298.730000 0.0379418638 Long DBT CORP US N 2 2030-05-15 Fixed 4.5000000 N N N N N N San Diego County Water Authority 549300Y0QN5OFKA1G520 79741TAR5 275000.000000 PA USD 284294.340000 0.0170056420 Long DBT MUN US N 2 2049-05-01 Fixed 6.1380000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BJ2 170000.000000 PA USD 176039.080000 0.0105301343 Long DBT CORP US N 2 2037-09-15 Fixed 6.1250000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BX1 1790000.000000 PA USD 1393096.140000 0.0833308685 Long DBT CORP US N 2 2049-06-15 Fixed 4.1000000 N N N N N N San Jose Redevelopment Agency Successor Agency N/A 798170AN6 610000.000000 PA USD 547109.240000 0.0327264478 Long DBT MUN US N 2 2034-08-01 Fixed 3.3750000 N N N N N N Santander Holdings USA Inc 549300SMVCQN2P0O6I58 80282KBF2 885000.000000 PA USD 914305.010000 0.0546910069 Long DBT CORP US N 2 2029-03-09 Variable 6.4990000 N N N N N Santander Holdings USA Inc 549300SMVCQN2P0O6I58 80282KBL9 1925000.000000 PA USD 1983337.130000 0.1186373293 Long DBT CORP US N 2 2035-05-31 Variable 6.3420000 N N N N N N Santander Drive Auto Receivables Trust 2021-1 N/A 80286NAH9 4100000.000000 PA USD 4032273.580000 0.2411986149 Long ABS-O CORP US N 2 2028-12-15 Fixed 2.5100000 N N N N N N Santander Drive Auto Receivables Trust 2021-3 N/A 80287EAG0 4300000.000000 PA USD 4228348.580000 0.2529272383 Long ABS-O CORP US N 2 2028-10-16 Fixed 2.7000000 N N N N N N Santander Drive Auto Receivables Trust 2024-5 N/A 802920AD0 945000.000000 PA USD 943784.540000 0.0564543847 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.6200000 N N N N N N Santander Drive Auto Receivables Trust 2024-5 N/A 802920AE8 1065000.000000 PA USD 1061111.470000 0.0634725327 Long ABS-O CORP US N 2 2029-08-15 Fixed 4.6300000 N N N N N N Saudi Government International Bond 635400FMICXSM3SI3H65 80413TBK4 2010000.000000 PA USD 2028417.630000 0.1213339108 Long DBT NUSS SA N 2 2031-01-13 Fixed 5.3750000 N N N N N N SDR Commercial Mortgage Trust 2024-DSNY N/A 811304AA2 1260000.000000 PA USD 1259212.500000 0.0753223473 Long ABS-MBS CORP US N 2 2039-05-15 Floating 5.6980000 N N N N N N Sequoia Mortgage Trust 2018-CH2 N/A 81747EAC1 91288.710000 PA USD 83759.530000 0.0050102460 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.0000000 N N N N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762PAE2 3710000.000000 PA USD 3091943.680000 0.1849508765 Long DBT CORP US N 2 2030-09-01 Fixed 1.4000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348BT2 2400000.000000 PA USD 2364038.400000 0.1414097472 Long DBT CORP US N 2 2031-09-01 Fixed 4.8000000 N N N N N N Signal Peak CLO 5 Ltd N/A 82666VAA2 2310000.000000 PA USD 2326271.710000 0.1391506561 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.8500000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DJ3 2830000.000000 PA USD 2078643.490000 0.1243382724 Long DBT CORP US N 2 2050-07-15 Fixed 3.8000000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 830505AZ6 2930000.000000 PA USD 2957105.430000 0.1768852534 Long DBT CORP SE N 2 2027-03-05 Fixed 5.1250000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBX9 1305000.000000 PA USD 1299970.530000 0.0777603714 Long DBT CORP FR N 2 2035-01-19 Variable 6.0660000 N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBZ4 1230000.000000 PA USD 1232594.070000 0.0737301119 Long DBT CORP FR N 2 2027-02-19 Fixed 5.2500000 N N N N N N Solventum Corp 254900I70403OSGY4M28 83444MAP6 1735000.000000 PA USD 1750753.800000 0.1047248862 Long DBT CORP US N 2 2029-03-01 Fixed 5.4000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400JC8 2105000.000000 PA USD 2078354.910000 0.1243210104 Long DBT CORP US N 2 2029-06-01 Fixed 5.1500000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CG5 140000.000000 PA USD 140903.140000 0.0084284068 Long DBT CORP US N 2 2035-11-15 Fixed 5.7500000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587CX3 1935000.000000 PA USD 1594147.820000 0.0953571821 Long DBT CORP US N 2 2046-07-01 Fixed 4.4000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587DT1 725000.000000 PA USD 737361.250000 0.0441067573 Long DBT CORP US N 2 2034-03-15 Fixed 5.7000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 8426EPAH1 1735000.000000 PA USD 1670520.460000 0.0999255663 Long DBT CORP US N 2 2034-09-15 Fixed 4.9500000 N N N N N N Southwestern Public Service Co OL6FE7QD5EQ3DOYEO258 845743BX0 365000.000000 PA USD 366696.520000 0.0219346954 Long DBT CORP US N 2 2054-06-01 Fixed 6.0000000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAH2 460000.000000 PA USD 450117.360000 0.0269246820 Long DBT CORP US N 2 2026-10-15 Fixed 3.3750000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254DB3 2030000.000000 PA USD 2057145.160000 0.1230523062 Long DBT CORP GB N 2 2028-05-14 Fixed 5.6880000 N N N N N N Stanford Health Care 5493005311WCPXQGDG42 85434VAA6 440000.000000 PA USD 336611.440000 0.0201350954 Long DBT CORP US N 2 2048-11-15 Fixed 3.7950000 N N N N N N Starwood Mortgage Residential Trust 2019-INV1 N/A 85572JAC1 289179.680000 PA USD 285448.540000 0.0170746828 Long ABS-MBS CORP US N 2 2049-09-27 Variable 2.9160000 N N N N N N Starwood Mortgage Residential Trust 2020-INV N/A 85573EAA5 278530.290000 PA USD 263099.020000 0.0157378010 Long ABS-MBS CORP US N 2 2055-11-25 Variable 1.0270000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MCT5 1755000.000000 PA USD 1769601.600000 0.1058523055 Long DBT CORP JP N 2 2026-01-13 Fixed 5.4640000 N N N N N N Synchrony Card Funding LLC N/A 87166PAK7 250000.000000 PA USD 253457.750000 0.0151610889 Long ABS-O CORP US N 2 2029-07-15 Fixed 5.5400000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540AW9 1425000.000000 PA USD 1173124.130000 0.0701727970 Long DBT CORP US N 2 2031-05-15 Fixed 1.6000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABD6 3565000.000000 PA USD 3486413.140000 0.2085468666 Long DBT CORP US N 2 2027-04-15 Fixed 3.7500000 N N N N N N TPIC SPV I LLC 98450079E44D2D1B6432 872660AA3 2036552.500000 PA USD 2036552.500000 0.1218205145 Long ABS-O CORP US Y 2 2044-11-30 Fixed 7.1310000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060AX4 2310000.000000 PA USD 2004192.960000 0.1198848631 Long DBT CORP JP N 2 2030-03-31 Fixed 2.0500000 N N N N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127AW2 700000.000000 PA USD 719575.500000 0.0430428666 Long DBT CORP US N 2 2037-05-15 Fixed 6.1500000 N N N N N N Teachers Insurance & Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BF3 1400000.000000 PA USD 1121096.200000 0.0670606409 Long DBT CORP US N 2 2047-05-15 Fixed 4.2700000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BH6 655000.000000 PA USD 652672.790000 0.0390409455 Long DBT CORP US N 2 2025-03-12 Fixed 1.3750000 N N N N N N Texas Natural Gas Securitization Finance Corp N/A 88258MAB1 705000.000000 PA USD 696360.300000 0.0416542024 Long ABS-O CORP US N 2 2041-04-01 Fixed 5.1690000 N N N N N N Texas Private Activity Bond Surface Transportation Corp N/A 882667AZ1 2400000.000000 PA USD 1896660.960000 0.1134526186 Long DBT MUN US N 2 2049-12-31 Fixed 3.9220000 N N N N N N Central Texas Turnpike System N/A 88283KBL1 40000.000000 PA USD 29892.980000 0.0017881092 Long DBT MUN US N 2 2041-08-15 Fixed 3.0290000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 88339WAB2 1415000.000000 PA USD 1409154.640000 0.0842914402 Long DBT CORP US N 2 2029-03-15 Fixed 4.9000000 N N N N N N Thomson Reuters Corp 549300561UZND4C7B569 884903BV6 225000.000000 PA USD 221327.100000 0.0132391290 Long DBT CORP CA N 2 2026-05-15 Fixed 3.3500000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 235000.000000 PA USD 231029.680000 0.0138195085 Long DBT CORP US N 2 2037-05-01 Fixed 6.5500000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAU2 2580000.000000 PA USD 2587672.920000 0.1547868992 Long DBT CORP US N 2 2039-06-15 Fixed 6.7500000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QCH9 1725000.000000 PA USD 1703813.550000 0.1019170600 Long DBT CORP CA N 2 2025-06-12 Fixed 1.1500000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89115A2Y7 2200000.000000 PA USD 2190905.200000 0.1310534340 Long DBT CORP CA N 2 2029-04-05 Fixed 4.9940000 N N N N N N Towd Point Mortgage Trust 2018-1 N/A 89176EAA8 39628.020000 PA USD 38987.080000 0.0023320912 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.0000000 N N N N N N Towd Point Mortgage Trust 2019-HY3 N/A 89177XAD9 510000.000000 PA USD 521567.110000 0.0311985936 Long ABS-MBS CORP US N 2 2059-10-25 Floating 5.9250000 N N N N N N Towd Point Mortgage Trust 2024-1 N/A 89182NAA0 2199986.440000 PA USD 2195638.830000 0.1313365857 Long ABS-MBS CORP US N 2 2064-03-25 Variable 4.7110000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TLJ2 2945000.000000 PA USD 2954494.680000 0.1767290861 Long DBT CORP US N 2 2026-01-05 Fixed 4.8000000 N N N N N N Transcontinental Gas Pipe Line Co LLC N/A 893574AM5 790000.000000 PA USD 656049.180000 0.0392429111 Long DBT CORP US N 2 2048-03-15 Fixed 4.6000000 N N N N N N Transurban Finance Co Pty Ltd 54930081LPJMUMEA6E57 89400PAE3 185000.000000 PA USD 183606.950000 0.0109828218 Long DBT CORP AU N 2 2026-02-02 Fixed 4.1250000 N N N N N N Transurban Finance Co Pty Ltd 54930081LPJMUMEA6E57 89400PAG8 235000.000000 PA USD 227570.950000 0.0136126175 Long DBT CORP AU N 2 2027-03-22 Fixed 3.3750000 N N N N N N Transurban Finance Co Pty Ltd 54930081LPJMUMEA6E57 89400PAK9 1820000.000000 PA USD 1550416.140000 0.0927412831 Long DBT CORP AU N 2 2031-03-16 Fixed 2.4500000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417EAD1 225000.000000 PA USD 241188.080000 0.0144271537 Long DBT CORP US N 2 2037-06-15 Fixed 6.2500000 N N N N N N Tricon Residential 2024-SFR3 Trust N/A 89616YAA2 1064236.370000 PA USD 1041099.130000 0.0622754541 Long ABS-O CORP US N 2 2041-08-17 Fixed 4.5000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 89788MAB8 1470000.000000 PA USD 1258941.810000 0.0753061554 Long DBT CORP US N 2 2030-06-05 Fixed 1.9500000 N N N N N N TX Trust 2024-HOU N/A 90216DAA0 660000.000000 PA USD 661326.670000 0.0395585948 Long ABS-MBS CORP US N 2 2039-06-15 Floating 5.8980000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AC2 1700000.000000 PA USD 1642483.900000 0.0982485027 Long DBT CORP CH N 2 2027-01-30 Variable 1.3640000 N N N N N N Uber Technologies Inc 549300B2FTG34FILDR98 90353TAN0 2710000.000000 PA USD 2624326.060000 0.1569793810 Long DBT CORP US N 2 2030-01-15 Fixed 4.3000000 N N N N N N US Bank NA N/A 90357PAV6 371840.250000 PA USD 377311.210000 0.0225696346 Long ABS-O CORP US N 2 2032-08-25 Fixed 6.7890000 N N N N N N United Airlines 2018-1 Class A Pass Through Trust N/A 90931VAA4 876829.220000 PA USD 793971.490000 0.0474930135 Long DBT CORP US N 2 2030-03-01 Fixed 3.7000000 N N N N N United Airlines 2016-2 Class A Pass Through Trust N/A 90932DAA3 590204.360000 PA USD 537417.660000 0.0321467263 Long DBT CORP US N 2 2028-10-07 Fixed 3.1000000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 91087BAM2 5154000.000000 PA USD 4239077.330000 0.2535690003 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.6590000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJQ4 665000.000000 PA USD 673580.500000 0.0402915825 Long DBT CORP US N 2 2030-01-23 Variable 5.3840000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QK7 2005000.000000 PA USD 1808885.940000 0.1082021779 Long DBT UST US N 2 2040-08-15 Fixed 3.8750000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QN1 35000.000000 PA USD 34912.500000 0.0020883619 Long DBT UST US N 2 2041-02-15 Fixed 4.7500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QQ4 20000.000000 PA USD 19078.130000 0.0011411970 Long DBT UST US N 2 2041-05-15 Fixed 4.3750000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QT8 8085000.000000 PA USD 6522321.090000 0.3901458524 Long DBT UST US N 2 2041-11-15 Fixed 3.1250000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RJ9 1500000.000000 PA USD 1141875.000000 0.0683035669 Long DBT UST US N 2 2044-11-15 Fixed 3.0000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RK6 3570000.000000 PA USD 2482265.630000 0.1484817485 Long DBT UST US N 2 2045-02-15 Fixed 2.5000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RP5 2845000.000000 PA USD 2144418.750000 0.1282727528 Long DBT UST US N 2 2045-11-15 Fixed 3.0000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RS9 4840000.000000 PA USD 3305568.750000 0.1977292930 Long DBT UST US N 2 2046-05-15 Fixed 2.5000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RV2 3450000.000000 PA USD 2563781.250000 0.1533577705 Long DBT UST US N 2 2047-02-15 Fixed 3.0000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RX8 3150000.000000 PA USD 2334445.310000 0.1396395766 Long DBT UST US N 2 2047-05-15 Fixed 3.0000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RY6 1710000.000000 PA USD 1205282.810000 0.0720964336 Long DBT UST US N 2 2047-08-15 Fixed 2.7500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SA7 15835000.000000 PA USD 11643673.440000 0.6964899207 Long DBT UST US N 2 2048-02-15 Fixed 3.0000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SD1 60000.000000 PA USD 43931.250000 0.0026278367 Long DBT UST US N 2 2048-08-15 Fixed 3.0000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SJ8 50000.000000 PA USD 31015.630000 0.0018552628 Long DBT UST US N 2 2049-08-15 Fixed 2.2500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SL3 34340000.000000 PA USD 19960125.000000 1.1939553227 Long DBT UST US N 2 2050-02-15 Fixed 2.0000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SU3 2740000.000000 PA USD 1524981.250000 0.0912198436 Long DBT UST US N 2 2051-02-15 Fixed 1.8750000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SX7 1420000.000000 PA USD 892603.130000 0.0533928649 Long DBT UST US N 2 2051-05-15 Fixed 2.3750000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SZ2 5550000.000000 PA USD 3170437.500000 0.1896461434 Long DBT UST US N 2 2051-08-15 Fixed 2.0000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TA6 6900000.000000 PA USD 4487156.250000 0.2684083436 Long DBT UST US N 2 2041-08-15 Fixed 1.7500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TD0 7275000.000000 PA USD 4409332.030000 0.2637531301 Long DBT UST US N 2 2052-02-15 Fixed 2.2500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TJ7 4200000.000000 PA USD 3010875.000000 0.1801015892 Long DBT UST US N 2 2052-08-15 Fixed 3.0000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TK4 2550000.000000 PA USD 2112117.190000 0.1263405696 Long DBT UST US N 2 2042-08-15 Fixed 3.3750000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TL2 2540000.000000 PA USD 2209800.000000 0.1321836648 Long DBT UST US N 2 2052-11-15 Fixed 4.0000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TR9 13045000.000000 PA USD 10605177.340000 0.6343701722 Long DBT UST US N 2 2053-05-15 Fixed 3.6250000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TS7 8430000.000000 PA USD 7439475.000000 0.4450072720 Long DBT UST US N 2 2043-05-15 Fixed 3.8750000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TV0 10870000.000000 PA USD 10735823.440000 0.6421850334 Long DBT UST US N 2 2053-11-15 Fixed 4.7500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TW8 1250000.000000 PA USD 1236914.060000 0.0739885209 Long DBT UST US N 2 2043-11-15 Fixed 4.7500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810TX6 7145000.000000 PA USD 6506415.630000 0.3891944351 Long DBT UST US N 2 2054-02-15 Fixed 4.2500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UA4 6515000.000000 PA USD 6319550.000000 0.3780166887 Long DBT UST US N 2 2054-05-15 Fixed 4.6250000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UB2 14350000.000000 PA USD 13944164.060000 0.8340984287 Long DBT UST US N 2 2044-05-15 Fixed 4.6250000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UC0 13535000.000000 PA USD 12337998.440000 0.7380223775 Long DBT UST US N 2 2054-08-15 Fixed 4.2500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UD8 13885000.000000 PA USD 12596298.440000 0.7534731154 Long DBT UST US N 2 2044-08-15 Fixed 4.1250000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810UF3 11300000.000000 PA USD 10968062.500000 0.6560768834 Long DBT UST US N 2 2044-11-15 Fixed 4.6250000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282R0 9805000.000000 PA USD 9342326.560000 0.5588301938 Long DBT UST US N 2 2027-08-15 Fixed 2.2500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CAH4 50000.000000 PA USD 45500.000000 0.0027216747 Long DBT UST US N 2 2027-08-31 Fixed 0.5000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CEC1 17260000.000000 PA USD 16464421.880000 0.9848527571 Long DBT UST US N 2 2027-02-28 Fixed 1.8750000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CFB2 17245000.000000 PA USD 16646814.060000 0.9957629149 Long DBT UST US N 2 2027-07-31 Fixed 2.7500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CFF3 14000000.000000 PA USD 12470937.500000 0.7459743968 Long DBT UST US N 2 2032-08-15 Fixed 2.7500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CFM8 6210000.000000 PA USD 6194475.000000 0.3705350742 Long DBT UST US N 2 2027-09-30 Fixed 4.1250000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CFU0 29975000.000000 PA USD 29895378.910000 1.7882526674 Long DBT UST US N 2 2027-10-31 Fixed 4.1250000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CGP0 10285000.000000 PA USD 10211076.560000 0.6107962354 Long DBT UST US N 2 2028-02-29 Fixed 4.0000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CHC8 885000.000000 PA USD 816135.940000 0.0488188250 Long DBT UST US N 2 2033-05-15 Fixed 3.3750000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CHE4 14000000.000000 PA USD 13724375.000000 0.8209513007 Long DBT UST US N 2 2028-05-31 Fixed 3.6250000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJJ1 7900000.000000 PA USD 7887656.250000 0.4718161416 Long DBT UST US N 2 2033-11-15 Fixed 4.5000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJN2 835000.000000 PA USD 836957.030000 0.0500642807 Long DBT UST US N 2 2028-11-30 Fixed 4.3750000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJR3 14550000.000000 PA USD 14259000.000000 0.8529309784 Long DBT UST US N 2 2028-12-31 Fixed 3.7500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKB6 23010000.000000 PA USD 23096287.500000 1.3815512375 Long DBT UST US N 2 2026-02-28 Fixed 4.6250000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKD2 6895000.000000 PA USD 6877762.500000 0.4114073006 Long DBT UST US N 2 2029-02-28 Fixed 4.2500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKQ3 18400000.000000 PA USD 18172875.000000 1.0870473424 Long DBT UST US N 2 2034-05-15 Fixed 4.3750000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKT7 63095000.000000 PA USD 63538636.720000 3.8006923056 Long DBT UST US N 2 2029-05-31 Fixed 4.5000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKX8 9980000.000000 PA USD 9948812.500000 0.5951083793 Long DBT UST US N 2 2029-06-30 Fixed 4.2500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKY6 16000000.000000 PA USD 16087500.000000 0.9623064111 Long DBT UST US N 2 2026-06-30 Fixed 4.6250000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLH2 5605000.000000 PA USD 5565589.840000 0.3329170340 Long DBT UST US N 2 2026-08-31 Fixed 3.7500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLR0 11500000.000000 PA USD 11397578.130000 0.6817692311 Long DBT UST US N 2 2029-10-31 Fixed 4.1250000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLS8 17500000.000000 PA USD 17472656.250000 1.0451623390 Long DBT UST US N 2 2026-10-31 Fixed 4.1250000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLW9 4300000.000000 PA USD 4199890.630000 0.2512249684 Long DBT UST US N 2 2034-11-15 Fixed 4.2500000 N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMA6 12530000.000000 PA USD 12420362.500000 0.7429491507 Long DBT UST US N 2 2029-11-30 Fixed 4.1250000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMD0 12000000.000000 PA USD 12022500.000000 0.7191501991 Long DBT UST US N 2 2029-12-31 Fixed 4.3750000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCP5 400000.000000 PA USD 399240.400000 0.0238813735 Long DBT CORP US N 2 2025-07-15 Fixed 3.7500000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCR1 900000.000000 PA USD 791021.700000 0.0473165659 Long DBT CORP US N 2 2045-07-15 Fixed 4.7500000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDT6 1960000.000000 PA USD 1548601.880000 0.0926327594 Long DBT CORP US N 2 2039-08-15 Fixed 3.5000000 N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDX7 10000.000000 PA USD 8652.590000 0.0005175722 Long DBT CORP US N 2 2030-05-15 Fixed 2.0000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366KC3 700000.000000 PA USD 449489.040000 0.0268870977 Long DBT MUN US N 2 2060-05-15 Fixed 3.2560000 N N N N N N Verdant Receivables 2024-1 LLC N/A 92339MAB6 177128.520000 PA USD 179081.220000 0.0107121061 Long ABS-O CORP US N 2 2031-12-12 Fixed 5.6800000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFD1 1500000.000000 PA USD 1148563.500000 0.0687036531 Long DBT CORP US N 2 2050-03-22 Fixed 4.0000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFX7 625000.000000 PA USD 519387.500000 0.0310682158 Long DBT CORP US N 2 2030-10-30 Fixed 1.6800000 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 92348KDR1 4060000.000000 PA USD 4075490.930000 0.2437837483 Long ABS-O CORP US N 2 2031-01-21 Fixed 4.7100000 N N N N N N Verus Securitization Trust 2020-1 N/A 92536PAE4 909042.560000 PA USD 890077.300000 0.0532417773 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.7240000 N N N N N N Verus Securitization Trust 2019-INV3 N/A 92537MAA8 264992.530000 PA USD 261100.240000 0.0156182399 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.6920000 N N N N N N Verus Securitization Trust 2021-1 N/A 92537QAA9 439734.770000 PA USD 387190.380000 0.0231605772 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.8150000 N N N N N N Verus Securitization Trust 2023-INV1 N/A 92539FAA1 1365648.900000 PA USD 1369936.900000 0.0819455516 Long ABS-MBS CORP US N 2 2068-02-25 Variable 5.9990000 N N N N N N Verus Securitization Trust 2024-INV1 9845000FE754F4AE7E70 92540FAB6 1440633.510000 PA USD 1450190.240000 0.0867460678 Long ABS-MBS CORP US N 2 2069-03-25 Variable 6.3180000 N N N N N N Virginia Public Building Authority N/A 928172WG6 540000.000000 PA USD 550452.460000 0.0329264293 Long DBT MUN US N 2 2030-08-01 Fixed 5.9000000 N N N N N N VMware LLC 549300BUDHS3LRWBE814 928563AJ4 3475000.000000 PA USD 3303699.880000 0.1976175027 Long DBT CORP US N 2 2026-08-15 Fixed 1.4000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBS8 20000.000000 PA USD 17176.500000 0.0010274472 Long DBT CORP GB N 2 2049-06-19 Fixed 4.8750000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBU3 700000.000000 PA USD 539506.800000 0.0322716925 Long DBT CORP GB N 2 2050-09-17 Fixed 4.2500000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CM2 495000.000000 PA USD 486394.430000 0.0290946684 Long DBT CORP US N 2 2029-08-15 Fixed 4.9500000 N N N N N WB Commercial Mortgage Trust 2024-HQ N/A 92943PAA9 490000.000000 PA USD 492588.030000 0.0294651512 Long ABS-MBS CORP US N 2 2040-03-15 Variable 6.1340000 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 94973VBB2 485000.000000 PA USD 421303.010000 0.0252010932 Long DBT CORP US N 2 2043-01-15 Fixed 4.6500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2N2 1655000.000000 PA USD 1645204.060000 0.0984112146 Long DBT CORP US N 2 2026-04-30 Variable 2.1880000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2S1 2415000.000000 PA USD 2281126.890000 0.1364502272 Long DBT CORP US N 2 2028-06-02 Variable 2.3930000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3E1 1250000.000000 PA USD 1266303.750000 0.0757465248 Long DBT CORP US N 2 2029-07-25 Variable 5.5740000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3G6 1380000.000000 PA USD 1438858.380000 0.0860682296 Long DBT CORP US N 2 2029-10-23 Variable 6.3030000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U3L5 1895000.000000 PA USD 1919030.500000 0.1147906979 Long DBT CORP US N 2 2028-04-22 Variable 5.7070000 N N N N N N West Virginia United Health System Obligated Group N/A 956708AA9 1620000.000000 PA USD 1386580.680000 0.0829411330 Long DBT CORP US N 2 2048-06-01 Fixed 4.9240000 N N N N N N Western Minnesota Municipal Power Agency 549300LFJK9CQSN2NJ11 958697LB8 2350000.000000 PA USD 1928221.530000 0.1153404780 Long DBT MUN US N 2 2039-01-01 Fixed 3.1560000 N N N N N N Western Union Co/The 28ID94QU1140NC23S047 959802AH2 2684000.000000 PA USD 2691882.910000 0.1610204309 Long DBT CORP US N 2 2036-11-17 Fixed 6.2000000 N N N N N Westpac New Zealand Ltd 549300MW73M5PK1PNG73 96122FAC1 1935000.000000 PA USD 1952656.880000 0.1168021280 Long DBT CORP NZ N 2 2029-02-28 Fixed 5.1950000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96949LAE5 190000.000000 PA USD 162325.170000 0.0097098090 Long DBT CORP US N 2 2048-03-01 Fixed 4.8500000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AG6 1110000.000000 PA USD 1092903.780000 0.0653742542 Long DBT CORP US N 2 2028-09-15 Fixed 4.5000000 N N N N N N State of Wisconsin 549300VTAT608CNZ5827 977100EL6 1700000.000000 PA USD 1549139.790000 0.0926649356 Long DBT MUN US N 2 2036-05-01 Fixed 3.9540000 N N N N N N Woodside Finance Ltd 254900AIZKU6TGRRNZ98 980236AN3 330000.000000 PA USD 323812.500000 0.0193695008 Long DBT CORP AU N 2 2026-09-15 Fixed 3.7000000 N N N N N N Woodside Finance Ltd 254900AIZKU6TGRRNZ98 980236AP8 435000.000000 PA USD 416177.550000 0.0248945035 Long DBT CORP AU N 2 2028-03-15 Fixed 3.7000000 N N N N N N Woodside Finance Ltd 254900AIZKU6TGRRNZ98 980236AQ6 1435000.000000 PA USD 1394919.020000 0.0834399077 Long DBT CORP AU N 2 2029-03-04 Fixed 4.5000000 N N N N N N N/A N/A 000000000 470.000000 NC USD -173242.000000 -0.0103628213 N/A DIR CORP US N 1 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Long United States Treasury Note/Bond US TREASURY N/B 2025-03-31 50176838.100000 USD -173242.000000 N N N N/A N/A 000000000 1.000000 NC USD 1029076.560000 0.0615562997 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70J1_ICE_CDX IG CDSI S43 5Y 12/20/2029 Y Default Event 2029-12-20 985909.120000 USD 0.000000 USD 43000000.000000 USD 43167.440000 N N N N/A N/A 000000000 1.000000 NC USD 1632086.260000 0.0976265468 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70J1_ICE_CDX IG CDSI S42 5Y 06/20/2029 BNPA Y Default Event 2029-06-20 1486210.710000 USD 0.000000 USD 68200000.000000 USD 145875.550000 N N N N/A N/A 000000000 282.000000 NC USD 18281.667121 0.0010935550 N/A DIR CORP US N 1 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Long United States Treasury Note/Bond US TREASURY N/B 2025-03-31 57967968.332879 USD 18281.667121 N N N N/A N/A 000000000 41.000000 NC USD 2657.972879 0.0001589920 N/A DIR CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long United States Treasury Note/Bond US TREASURY N/B 2025-03-31 8427967.027121 USD 2657.972879 N N N N/A N/A 000000000 1.000000 NC USD -3345.170000 -0.0002000981 N/A DIR CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long United States Treasury Note/Bond US TREASURY N/B 2025-03-20 114720.170000 USD -3345.170000 N N N 2025-03-07 T. ROWE PRICE QM U.S. BOND INDEX FUND, INC. /s/ Alan Dupski Alan Dupski Treasurer & Vice President XXXX