NPORT-P false 0000200489 XXXXXXXX S000002439 C000006546 C000006547 C000006551 C000006552 C000006553 C000006555 C000006557 C000006558 C000116934 MFS Series Trust V 811-02031 0000200489 5493004F6FXFYCOUPT54 111 Huntington Avenue Boston 02199 617-954-5000 MFS Total Return Fund S000002439 HPZZAPCUIEU12XV0HS18 2026-09-30 2025-12-31 N 7617478480.43 29582569.33 7587895911.10 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 27175254.89000000 0.00000000 0.00000000 0.00000000 CAD CHF EUR GBP HKD KRW USD N 60% S&P, 40% BBG Barc US Aggregate Index 60% SPX, 40% LBUSTRUU AGCO Corp. LYOM0B2GCF1JWXK5ZG04 001084102 241858.00000000 NS USD 25230626.56000000 0.332511500626 Long EC CORP US N 1 N N N AerCap Ireland Capital DAC N/A 00774MAB1 7298000.00000000 PA USD 7251090.57000000 0.095561281479 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAV7 12829000.00000000 PA USD 12654628.36000000 0.166773879192 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Adventist Health System 5493008YM33UCY5QPW83 007944AH4 8829000.00000000 PA USD 9041504.85000000 0.119156943583 Long DBT CORP US N 2 2032-03-01 Fixed 5.43000000 N N N N N N Affirm Asset Securitization Trust N/A 00834MAA1 725156.97000000 PA USD 726214.32000000 0.009570694280 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.08000000 N N N N N N Agilent Technologies, Inc. QUIX8Y7A2WP0XRMW7G29 00846U101 277863.00000000 NS USD 37808818.41000000 0.498278031920 Long EC CORP US N 1 N N N Airbnb, Inc. 549300HMUDNO0RY56D37 009066101 155010.00000000 NS USD 21037957.20000000 0.277256797490 Long EC CORP US N 1 N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158106 56980.00000000 NS USD 14075199.60000000 0.185495422774 Long EC CORP US N 1 N N N Albertsons Cos., Inc. 549300YKWOC0AOR16R51 013091103 852526.00000000 NS USD 14637871.42000000 0.192910809419 Long EC CORP US N 1 N N N Alcon Finance Corp. 549300CUZUI9VU7XNK42 01400EAD5 944000.00000000 PA USD 877672.07000000 0.011566738398 Long DBT CORP US Y 2 2030-05-27 Fixed 2.60000000 N N N N N N Alimentation Couche-Tard, Inc. 549300OSW32RVX8CCZ87 01626PAP1 7066000.00000000 PA USD 5524364.92000000 0.072804964442 Long DBT CORP CA Y 2 2041-05-13 Fixed 3.43900000 N N N N N N FNMA or FHLMC N/A 01F020612 8025000.00000000 PA USD 6485171.19000000 0.085467318819 Long ABS-MBS USGSE US N 2 2055-01-25 Fixed 2.00000000 N N N N N N FNMA or FHLMC N/A 01F022618 1350000.00000000 PA USD 1141066.41000000 0.015037981851 Long ABS-MBS USGSE US N 2 2056-01-25 Fixed 2.50000000 N N N N N N FNMA or FHLMC N/A 01F030611 11000000.00000000 PA USD 9727695.34000000 0.128200168452 Long ABS-MBS USGSE US N 2 2056-01-25 Fixed 3.00000000 N N N N N N FNMA or FHLMC N/A 01F032617 10700000.00000000 PA USD 9891230.44000000 0.130355378564 Long ABS-MBS USGSE US N 2 2056-01-25 Fixed 3.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 301303.00000000 NS USD 17373130.98000000 0.228958477864 Long EC CORP US N 1 N N N Diageo plc 213800ZVIELEA55JMJ32 N/A 1185782.00000000 NS 25542568.71000000 0.336622550035 Long EC CORP GB N 2 N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AW1 4167000.00000000 PA USD 4472096.53000000 0.058937241395 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N American Transmission Systems, Inc. N/A 030288AC8 1697000.00000000 PA USD 1526948.06000000 0.020123471353 Long DBT CORP US Y 2 2032-01-15 Fixed 2.65000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03067FAB6 2069000.00000000 PA USD 2072174.67000000 0.027308949599 Long ABS-O CORP US Y 2 2029-03-19 Fixed 4.22000000 N N N N N N Angel Oak Mortgage Trust 254900O3R79X1AD55F36 03466JAA7 4743958.04000000 PA USD 4756887.22000000 0.062690464863 Long ABS-MBS CORP US Y 2 2069-09-25 Variable 5.13799920 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AW0 4221000.00000000 PA USD 4407737.63000000 0.058089062918 Long DBT CORP GB Y 2 2030-04-01 Fixed 5.62500000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AX8 14501000.00000000 PA USD 13365483.97000000 0.176142162815 Long DBT CORP GB Y 2 2030-09-10 Fixed 2.62500000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863BB5 1639000.00000000 PA USD 1617313.21000000 0.021314383182 Long DBT CORP GB Y 2 2029-03-16 Fixed 3.87500000 N N N N N N Angel Oak Mortgage Trust 254900S8TF74AZOT0548 034932AA1 7619302.25000000 PA USD 7684291.09000000 0.101270380880 Long ABS-MBS CORP US Y 2 2069-10-25 Variable 5.65300080 N N N N N N Angel Oak Mortgage Trust 254900QN92XYN8GJBJ44 034933AA9 8789107.49000000 PA USD 8830864.54000000 0.116380939373 Long ABS-MBS CORP US Y 2 2069-10-25 Variable 5.34800160 N N N N N N Angel Oak Mortgage Trust 254900CFOEUA52TRVZ51 034940AA4 2731847.47000000 PA USD 2734880.91000000 0.036042678260 Long ABS-MBS CORP US Y 2 2070-09-25 Variable 4.96000080 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 03523TBJ6 9340000.00000000 PA USD 11857481.74000000 0.156268376357 Long DBT CORP US N 2 2039-11-15 Fixed 8.00000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AM2 2343000.00000000 PA USD 2228547.03000000 0.029369762792 Long DBT CORP US N 2 2038-04-15 Fixed 4.37500000 N N N N N N Aon Corp. LTS3U8DGK38SETRUWX71 037389BB8 6796000.00000000 PA USD 6876993.91000000 0.090631104993 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03880XAE6 16706500.00000000 PA USD 16727376.44000000 0.220448153690 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 6.08384880 N N N N N N ARDN Mortgage Trust N/A 039961AA5 14611000.00000000 PA USD 14633728.87000000 0.192856215233 Long ABS-MBS CORP US Y 2 2035-06-15 Floating 5.50011960 N N N N N N AREIT Trust N/A 04002VAE1 10151500.00000000 PA USD 10099850.59000000 0.133104759321 Long ABS-MBS CORP KY Y 2 2037-01-20 Floating 5.78670840 N N N N N N ARI Fleet Lease Trust N/A 04033GAB3 1370768.76000000 PA USD 1381239.79000000 0.018203198965 Long ABS-O CORP US Y 2 2032-07-15 Fixed 6.05000000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 04273WAC5 9356000.00000000 PA USD 8364940.25000000 0.110240577203 Long DBT CORP US N 2 2032-02-15 Fixed 2.95000000 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 04505AAA7 13806000.00000000 PA USD 14255302.05000000 0.187868972070 Long DBT CORP US Y 2 2032-08-11 Fixed 5.50000000 N N N N N N Avery Dennison Corp. 549300PW7VPFCYKLIV37 053611109 86765.00000000 NS USD 15780818.20000000 0.207973572448 Long EC CORP US N 1 N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAG6 2248000.00000000 PA USD 2248686.02000000 0.029635172205 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.37500000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAJ0 6935000.00000000 PA USD 6857918.86000000 0.090379717122 Long DBT CORP KY Y 2 2027-02-15 Fixed 3.25000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAR2 2516000.00000000 PA USD 2439186.75000000 0.032145759227 Long DBT CORP KY Y 2 2027-11-18 Fixed 2.52800000 N N N N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 05523RAD9 2846000.00000000 PA USD 2751030.29000000 0.036255509066 Long DBT CORP GB Y 2 2030-04-15 Fixed 3.40000000 N N N N N N BAT International Finance plc 21380041YBGOQDFAC823 05530QAP5 16618000.00000000 PA USD 16747096.10000000 0.220708036802 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N BDS LLC N/A 05556XAA2 8636766.00000000 PA USD 8639479.67000000 0.113858700372 Long ABS-CBDO CORP US Y 2 2043-07-19 Floating 5.13104040 N N N N N N BSPRT Issuer Ltd. N/A 055983AE0 5979000.00000000 PA USD 5963297.95000000 0.078589611927 Long ABS-CBDO CORP KY Y 2 2037-02-15 Floating 6.03384840 N N N N N N BXMT Ltd. N/A 05609GAC2 16816500.00000000 PA USD 16723580.43000000 0.220398126515 Long ABS-CBDO CORP KY Y 2 2038-05-15 Floating 5.15012040 N N N N N N Bain Capital Credit CLO Ltd. N/A 05682GAU2 8838526.00000000 PA USD 8847435.23000000 0.116599322574 Long ABS-CBDO CORP KY Y 2 2035-04-22 Floating 5.50734840 N N N N N N Bain Capital Credit CLO Ltd. N/A 05684KBG1 11516802.00000000 PA USD 11523861.80000000 0.151871637869 Long ABS-CBDO CORP KY Y 2 2036-10-20 Floating 5.03660880 N N N N N N Bain Capital Credit CLO Ltd. N/A 05684UAS4 15000000.00000000 PA USD 15000000.00000000 0.197683259967 Long ABS-CBDO CORP KY Y 2 2038-10-18 Floating 5.73444000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 2566067.00000000 NS USD 141133685.00000000 1.859984462801 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKD0 11068000.00000000 PA USD 9982264.17000000 0.131555101532 Long DBT CORP US N 2 2032-10-20 Variable 2.57200000 N N N N N N BANK5 N/A 06211GAG1 6889915.00000000 PA USD 7103533.37000000 0.093616642257 Long ABS-MBS CORP US N 2 2058-11-15 Fixed 5.22500000 N N N N N N BANK N/A 06541DBH6 16647021.00000000 PA USD 17552452.47000000 0.231321734979 Long ABS-MBS CORP US N 2 2056-08-15 Fixed 5.74500000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBV6 3413000.00000000 PA USD 3109915.77000000 0.040985219175 Long DBT CORP GB N 2 2032-11-24 Variable 2.89400000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECE3 8955000.00000000 PA USD 10239640.60000000 0.134947035646 Long DBT CORP GB N 2 2033-11-02 Variable 7.43700000 N N N N N N Bayview Financial Revolving Asset Trust N/A 073250BW1 460388.66000000 PA USD 1060785.19000000 0.013979964965 Long ABS-O CORP US Y 2 2040-12-28 Floating 5.44191840 N N N N N N Becton Dickinson & Co. ICE2EP6D98PQUILVRZ91 075887109 848065.00000000 NS USD 164583974.55000000 2.169033108496 Long EC CORP US N 1 N N N Becton Dickinson & Co. ICE2EP6D98PQUILVRZ91 075887BX6 5265000.00000000 PA USD 4584218.34000000 0.060414881723 Long DBT CORP US N 2 2047-06-06 Fixed 4.66900000 N N N N N N Benchmark Mortgage Trust N/A 08163VAC1 1190323.00000000 PA USD 1244622.68000000 0.016402737920 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.36289920 N N N N N N Benchmark Mortgage Trust N/A 08164EAC8 6657910.00000000 PA USD 6856338.35000000 0.090358887764 Long ABS-MBS CORP US N 2 2058-10-15 Fixed 5.18365000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023105 83397.00000000 NS USD 18107156.64000000 0.238632116889 Long EC CORP US N 1 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023204 338957.00000000 NS USD 23408370.42000000 0.308496198343 Long EP CORP US N 1 N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CW3 3164000.00000000 PA USD 3112092.65000000 0.041013908024 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DT9 2772000.00000000 PA USD 3113340.23000000 0.041030349736 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RBE3 3985000.00000000 PA USD 3476398.08000000 0.045815047026 Long DBT CORP US N 2 2032-04-01 Fixed 2.55000000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137BA4 4819000.00000000 PA USD 4534515.68000000 0.059759856133 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBT6 13375000.00000000 PA USD 12181583.12000000 0.160539670848 Long DBT CORP US N 2 2032-01-12 Fixed 2.72100000 N N N N N N Brazos Securitization LLC N/A 106230AB1 5403000.00000000 PA USD 5400030.19000000 0.071166371458 Long DBT CORP US Y 2 2040-09-01 Fixed 5.24300000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAH6 553000.00000000 PA USD 550751.66000000 0.007258292238 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAJ2 5247000.00000000 PA USD 5172864.87000000 0.068172586058 Long DBT CORP US N 2 2030-07-01 Fixed 4.05000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAS0 4190000.00000000 PA USD 4133095.99000000 0.054469592604 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBV2 2171000.00000000 PA USD 2142795.17000000 0.028239648976 Long DBT CORP US Y 2 2037-05-15 Fixed 4.92600000 N N N N N N Brown & Brown, Inc. 549300PC8KTJ71XKFY89 115236AE1 6851000.00000000 PA USD 6629277.32000000 0.087366476789 Long DBT CORP US N 2 2032-03-17 Fixed 4.20000000 N N N N N N Brown & Brown, Inc. 549300PC8KTJ71XKFY89 115236AM3 1849000.00000000 PA USD 1895881.64000000 0.024985604207 Long DBT CORP US N 2 2035-06-23 Fixed 5.55000000 N N N N N N Business Jet Securities LLC N/A 12327CAA2 2592946.09000000 PA USD 2653655.00000000 0.034972211415 Long ABS-O CORP US Y 2 2039-05-15 Fixed 6.19700000 N N N N N N BX Commercial Mortgage Trust N/A 12433HAA2 8885217.00000000 PA USD 8896285.31000000 0.117243112112 Long ABS-MBS CORP US Y 2 2042-08-15 Floating 5.13011880 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523100 382790.00000000 NS USD 105355291.70000000 1.388465167871 Long EC CORP US N 1 N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523CJ7 1517000.00000000 PA USD 1198331.83000000 0.015792676178 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N CME Group, Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 189699.00000000 NS USD 51803002.92000000 0.682705766221 Long EC CORP US N 1 N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAL8 1459000.00000000 PA USD 1457805.18000000 0.019212245358 Long DBT CORP US N 2 2026-01-15 Fixed 1.87500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCN3 15546000.00000000 PA USD 15085113.02000000 0.198804954584 Long DBT CORP US N 2 2030-03-01 Variable 3.27300000 N N N N N N CARLYLE US CLO Ltd. N/A 14318RAN8 8500000.00000000 PA USD 8530217.50000000 0.112418746908 Long ABS-CBDO CORP KY Y 2 2037-07-20 Floating 5.48444160 N N N N N N Charter Communications Operating LLC N/A 161175AZ7 3335000.00000000 PA USD 3441905.56000000 0.045360474106 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N Charter Communications Operating LLC N/A 161175BL7 898000.00000000 PA USD 739722.66000000 0.009748719126 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N Charter Communications Operating LLC N/A 161175BZ6 6646000.00000000 PA USD 4727225.96000000 0.062299562558 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Charter Communications Operating LLC N/A 161175CK8 1000000.00000000 PA USD 790845.45000000 0.010422460445 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N Chevron Corp. N/A 166764100 323445.00000000 NS USD 49296252.45000000 0.649669592566 Long EC CORP US N 1 N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 192446102 424149.00000000 NS USD 35204367.00000000 0.463954268910 Long EC CORP US N 1 N N N COLT Mortgage Loan Trust 213800AWBXHFGYDU9Q16 19685AAA7 5237918.58000000 PA USD 5247976.96000000 0.069162479579 Long ABS-MBS CORP US Y 2 2069-08-25 Variable 5.12300160 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030N119 3089784.00000000 NS USD 88831290.00000000 1.170697266287 Long EC CORP US N 1 N N N Connecticut Avenue Securities Trust N/A 20754TAB8 2644656.40000000 PA USD 2648711.45000000 0.034907060943 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 4.87419120 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 1032221.00000000 NS USD 96626207.81000000 1.273425583878 Long EC CORP US N 1 N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036P108 265363.00000000 NS USD 36609479.48000000 0.482472083287 Long EC CORP US N 1 N N N Consumers 2023 Securitization Funding LLC N/A 21071BAA3 2074721.33040000 PA USD 2097071.89000000 0.027637067173 Long DBT CORP US N 2 2028-03-01 Fixed 5.55000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAH2 10864000.00000000 PA USD 10311554.84000000 0.135894785073 Long DBT CORP US N 2 2032-04-05 Fixed 3.90000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAS8 4345000.00000000 PA USD 4542659.87000000 0.059867187468 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VAH4 7499000.00000000 PA USD 7439327.46000000 0.098042033617 Long DBT CORP US N 2 2027-09-01 Fixed 3.65000000 N N N N N N Dwight Issuer LLC N/A 233636AA7 8383500.00000000 PA USD 8404456.23000000 0.110761353720 Long ABS-CBDO CORP US Y 2 2042-06-18 Floating 5.39646840 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361702 297633.00000000 NS USD 20655730.20000000 0.272219472196 Long EC CORP US N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CP2 2866000.00000000 PA USD 2819535.15000000 0.037158326669 Long DBT CORP DE N 2 2027-11-16 Variable 2.31100000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CS6 7852000.00000000 PA USD 8220569.19000000 0.108337927751 Long DBT CORP DE N 2 2029-01-18 Variable 6.72000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAN7 2814000.00000000 PA USD 2856943.78000000 0.037651330664 Long DBT CORP DE N 2 2027-07-13 Variable 7.14600000 N N N N N N Diageo Capital plc 213800L23DJLALFC4O95 25243YBB4 7901000.00000000 PA USD 7426497.94000000 0.097872954861 Long DBT CORP GB N 2 2029-10-24 Fixed 2.37500000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278X109 173295.00000000 NS USD 26051437.35000000 0.343328870812 Long EC CORP US N 1 N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAZ2 4479000.00000000 PA USD 4586157.12000000 0.060440432680 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687FY7 7611000.00000000 PA USD 6371893.50000000 0.083974445283 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N Dryden 55 CLO Ltd. N/A 26245MAC5 2905859.27000000 PA USD 2905981.32000000 0.038297590716 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 5.18614920 N N N N N N Dryden 86 CLO Ltd. 25490017VKY7XEFZL303 26245XBC0 18968331.00000000 PA USD 18976354.60000000 0.250087175975 Long ABS-CBDO CORP KY Y 2 2034-07-17 Floating 5.48163000 N N N N N N Dryden XXVI Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 508375.70000000 PA USD 508240.47000000 0.006698042197 Long ABS-CBDO CORP KY Y 2 2029-04-15 Floating 5.06615040 N N N N N N Dryden 75 CLO Ltd. 254900JFO9XUH2EREJ70 26252JBE7 16953585.00000000 PA USD 16959942.59000000 0.223513116003 Long ABS-CBDO CORP KY Y 2 2034-04-14 Floating 5.37314040 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C204 482243.00000000 NS USD 56523702.03000000 0.744919312181 Long EC CORP US N 1 N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CAS4 1167000.00000000 PA USD 1157049.96000000 0.015248627202 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBT1 9846000.00000000 PA USD 9813494.22000000 0.129330901938 Long DBT CORP US N 2 2032-08-15 Fixed 4.50000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CBJ2 13535000.00000000 PA USD 13940715.69000000 0.183723074925 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAH7 5272000.00000000 PA USD 5189331.14000000 0.068389593120 Long DBT CORP US N 2 2029-03-15 Fixed 3.45000000 N N N N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26614N102 262305.00000000 NS USD 10544661.00000000 0.138966864115 Long EC CORP US N 1 N N N ELM Trust N/A 26860XBA8 8492449.00000000 PA USD 8536986.80000000 0.112507958728 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 5.99520960 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAE8 11994000.00000000 PA USD 12186075.15000000 0.160598870790 Long DBT CORP IT Y 2 2028-09-12 Fixed 4.75000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 2559000.00000000 PA USD 2963692.62000000 0.039058161244 Long DBT CORP US Y 2 2037-10-15 Fixed 7.00000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAR0 10301000.00000000 PA USD 10760888.97000000 0.141816507449 Long DBT CORP US N 2 2034-02-01 Fixed 5.75000000 N N N N N N East Ohio Gas Co. (The) BC95Y6MXLT75BGO7UM71 27409LAC7 3473000.00000000 PA USD 3144169.45000000 0.041436644451 Long DBT CORP US Y 2 2030-06-15 Fixed 2.00000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 28504DAD5 2221000.00000000 PA USD 2446669.79000000 0.032244377343 Long DBT NUSS FR Y 2 2053-05-23 Fixed 6.90000000 N N N N N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 285512109 254949.00000000 NS USD 52093729.17000000 0.686537213745 Long EC CORP US N 1 N N N Empire District Bondco LLC N/A 291918AA8 3787344.08000000 PA USD 3849908.20000000 0.050737493570 Long DBT CORP US N 2 2033-01-01 Fixed 4.94300000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NCC7 10688000.00000000 PA USD 11157460.35000000 0.147042875663 Long DBT CORP CA N 2 2034-04-05 Fixed 5.62500000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAC2 1993000.00000000 PA USD 1720674.33000000 0.022676567393 Long DBT CORP NL Y 2 2047-05-25 Fixed 4.75000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374MAB4 1725160.54000000 PA USD 1731168.24000000 0.022814865415 Long ABS-O CORP US Y 2 2027-07-20 Fixed 4.69000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBG0 4515000.00000000 PA USD 4361781.40000000 0.057483411094 Long DBT CORP US N 2 2027-07-15 Fixed 1.80000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBS4 6102000.00000000 PA USD 5522198.33000000 0.072776411204 Long DBT CORP US N 2 2031-05-15 Fixed 2.50000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161N101 673571.00000000 NS USD 29360959.89000000 0.386944684455 Long EC CORP US N 1 N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NAX9 4954000.00000000 PA USD 4904950.50000000 0.064641773654 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N Experian Finance plc 635400RKRK5EGXSPC782 30217AAB9 3787000.00000000 PA USD 3795848.29000000 0.050025044287 Long DBT CORP GB Y 2 2029-02-01 Fixed 4.25000000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 632732.00000000 NS USD 76142968.88000000 1.003479354119 Long EC CORP US N 1 N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901BL5 14068000.00000000 PA USD 14675861.26000000 0.193411473113 Long DBT CORP CA N 2 2032-08-16 Fixed 5.62500000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901BN1 348000.00000000 PA USD 369014.71000000 0.004863202056 Long DBT CORP CA N 2 2033-12-07 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128KQ3H7 121760.85000000 PA USD 128951.86000000 0.001699441604 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128KSXS6 23149.77000000 PA USD 24201.07000000 0.000318943094 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128KTMG2 40165.34000000 PA USD 42368.36000000 0.000558367701 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXAE0 36884.46000000 PA USD 37249.32000000 0.000490904467 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXE30 91930.00000000 PA USD 94505.11000000 0.001245471881 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXE55 52581.47000000 PA USD 55428.39000000 0.000730484321 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4ZA4 10045.40000000 PA USD 10672.58000000 0.000140652693 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6JU3 65375.16000000 PA USD 67220.00000000 0.000885884582 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M7PU4 243889.80000000 PA USD 246285.60000000 0.003245769352 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M8RP1 100084.36000000 PA USD 103021.78000000 0.001357712087 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9BH4 106333.14000000 PA USD 109605.76000000 0.001444481596 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9LS9 707210.91000000 PA USD 680771.02000000 0.008971802301 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9T51 1012634.29000000 PA USD 991837.72000000 0.013071314256 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJAD2 41977.02000000 PA USD 43757.20000000 0.000576671062 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJCF5 47008.08000000 PA USD 49768.85000000 0.000655897900 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJCL2 50431.76000000 PA USD 53372.43000000 0.000703389063 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJM64 188074.00000000 PA USD 189806.16000000 0.002501433364 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJMN7 138757.45000000 PA USD 140120.69000000 0.001846634319 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJMS6 79856.54000000 PA USD 80628.86000000 0.001062598392 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJS35 2237950.40000000 PA USD 2070090.42000000 0.027281481510 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJS43 336813.39000000 PA USD 321440.61000000 0.004236228511 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJXK1 1788658.43000000 PA USD 1697342.77000000 0.022369083470 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8E23 247157.67000000 PA USD 243945.43000000 0.003214928523 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8FJ5 1247377.62000000 PA USD 1180965.81000000 0.015563811415 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292H5P5 211385.60000000 PA USD 217223.12000000 0.002862758300 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292HVC5 117993.34000000 PA USD 122389.78000000 0.001612960713 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292HYT5 284355.60000000 PA USD 289150.60000000 0.003810682215 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292JAL4 43122.55000000 PA USD 43849.69000000 0.000577889977 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292KER4 70145.20000000 PA USD 73992.47000000 0.000975138178 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312934M58 289987.32000000 PA USD 298548.15000000 0.003934531436 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312941LZ8 74113.40000000 PA USD 74302.07000000 0.000979218361 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312943UJ0 681853.65000000 PA USD 668871.15000000 0.008814975295 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129456V5 61592.85000000 PA USD 62071.82000000 0.000818037315 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312945AM0 1053572.01000000 PA USD 1027390.27000000 0.013539857188 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296R3K2 177485.42000000 PA USD 180130.99000000 0.002373925421 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296RC55 156978.85000000 PA USD 161259.04000000 0.002125214181 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296UUQ2 76398.20000000 PA USD 76730.99000000 0.001011228816 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296XVE2 25348.60000000 PA USD 25829.21000000 0.000340400162 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296YLB7 18978.30000000 PA USD 19710.09000000 0.000259756989 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297B7K2 39816.00000000 PA USD 40889.41000000 0.000538876791 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297BAX0 101224.14000000 PA USD 105127.26000000 0.001385459964 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297C5V8 18163.24000000 PA USD 18652.91000000 0.000245824537 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297C6G0 31818.92000000 PA USD 33074.68000000 0.000435887370 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297DDQ8 197470.15000000 PA USD 203280.95000000 0.002679016059 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297DH68 47643.77000000 PA USD 50359.89000000 0.000663687148 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297DJF6 6855.79000000 PA USD 7120.14000000 0.000093835499 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297DMD7 11433.44000000 PA USD 11896.73000000 0.000156785624 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297ECL8 40196.21000000 PA USD 41761.35000000 0.000550367987 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297GMT5 57855.74000000 PA USD 60137.56000000 0.000792545927 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297GXJ5 40656.62000000 PA USD 41739.62000000 0.000550081610 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297NBF2 19308.84000000 PA USD 20040.62000000 0.000264113006 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297S5K7 42687.40000000 PA USD 44210.67000000 0.000582647291 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297SBU8 46563.61000000 PA USD 47838.92000000 0.000630463577 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297UKW9 52396.95000000 PA USD 53793.60000000 0.000708939614 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297VPS1 75865.39000000 PA USD 78100.67000000 0.001029279670 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31307WKG8 67494.46000000 PA USD 66475.78000000 0.000876076593 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31307WQ64 19637.18000000 PA USD 19333.82000000 0.000254798171 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131WGQD4 29169.75000000 PA USD 30478.32000000 0.000401670243 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131WGVK2 31216.17000000 PA USD 32259.82000000 0.000425148425 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131WHAE7 16712.67000000 PA USD 17157.66000000 0.000226118810 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131WHFH5 128379.34000000 PA USD 131877.68000000 0.001738000646 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XVRK3 2520194.42000000 PA USD 2379759.86000000 0.031362579137 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5H32 343011.22000000 PA USD 309792.77000000 0.004082722979 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5HG3 5139924.37000000 PA USD 4951908.30000000 0.065260625053 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5HP3 327201.02000000 PA USD 296072.03000000 0.003901898938 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A92F3 38318.90000000 PA USD 39005.05000000 0.000514043029 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6BS8 239323.98000000 PA USD 226367.20000000 0.002983267069 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6CT5 20641.18000000 PA USD 19855.00000000 0.000261666741 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DMYS8 26231.71000000 PA USD 20255.65000000 0.000266946861 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 1.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNBC6 587103.97000000 PA USD 520551.10000000 0.006860282561 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNP64 1289831.33000000 PA USD 1093752.59000000 0.014414438505 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNXJ7 925260.59000000 PA USD 787513.48000000 0.010378548799 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQDZ6 1884987.16000000 PA USD 1938967.78000000 0.025553431448 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQFD3 535319.91000000 PA USD 474555.91000000 0.006254117288 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQZG4 1295594.35000000 PA USD 1315930.48000000 0.017342495145 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQZR0 977519.09000000 PA USD 979502.65000000 0.012908751799 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWBN2 141872.53000000 PA USD 109507.71000000 0.001443189406 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 1.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWBS1 201242.30000000 PA USD 155396.04000000 0.002047946384 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 1.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWBU6 31472.23000000 PA USD 26831.22000000 0.000353605535 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWC68 1443116.79000000 PA USD 1170422.15000000 0.015424857743 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWC84 456651.01000000 PA USD 404830.22000000 0.005335210508 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWD67 22595.06000000 PA USD 20022.07000000 0.000263868537 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDC4 36172779.31000000 PA USD 29331745.31000000 0.386559668894 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDJ9 2559408.30000000 PA USD 2175981.99000000 0.028677014227 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDR1 27127227.73000000 PA USD 23055171.24000000 0.303841427322 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDS9 7248814.80000000 PA USD 6433984.66000000 0.084792737477 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDY6 3502394.63000000 PA USD 2977715.85000000 0.039242971765 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDZ3 4905897.02000000 PA USD 4347230.39000000 0.057291645021 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWE33 155318.22000000 PA USD 137590.37000000 0.001813287525 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWE66 6342691.00000000 PA USD 6216534.11000000 0.081926981904 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWEP4 492082.17000000 PA USD 436044.58000000 0.005746580937 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWF40 484019.63000000 PA USD 474242.61000000 0.006249988344 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWFC2 1254359.31000000 PA USD 1111023.92000000 0.014642055360 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWFF5 1239381.93000000 PA USD 1214603.21000000 0.016007114807 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWFS7 681273.94000000 PA USD 694409.72000000 0.009151545146 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWG98 163392.70000000 PA USD 166234.05000000 0.002190779261 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWJE4 25792.45000000 PA USD 25804.23000000 0.000340070953 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWL43 15284978.73000000 PA USD 15695044.29000000 0.206843168038 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWPP2 1089929.97000000 PA USD 1034173.73000000 0.013629255621 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWPS6 704952.33000000 PA USD 714966.37000000 0.009422458852 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0QN5 1290956.61000000 PA USD 1196416.13000000 0.015767429390 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GRL58 835900.58000000 PA USD 801545.97000000 0.010563481357 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GS6D6 515845.39000000 PA USD 495602.44000000 0.006531487065 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HQDE9 876800.19000000 PA USD 840221.34000000 0.011073179572 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J4MM8 873395.86000000 PA USD 846066.74000000 0.011150215420 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J87H7 214180.81000000 PA USD 206069.09000000 0.002715760632 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J8ZX1 297419.61000000 PA USD 275048.78000000 0.003624835965 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J93Z9 376011.84000000 PA USD 347182.82000000 0.004575482110 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J9V88 724900.79000000 PA USD 670681.20000000 0.008838829734 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132JADZ5 330682.64000000 PA USD 306121.93000000 0.004034345404 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132JAJ97 805194.25000000 PA USD 744798.68000000 0.009815615405 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132JNDC8 1083847.65500000 PA USD 1033476.83000000 0.013620071257 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L5AD5 2239674.62000000 PA USD 2072624.93000000 0.027314883523 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L6HF1 704997.60000000 PA USD 684184.60000000 0.009016789476 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QSWK0 574852.55000000 PA USD 546577.69000000 0.007203283972 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WDYH1 1348501.79000000 PA USD 1232404.51000000 0.016241716075 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WH5Q4 1933867.12000000 PA USD 1767600.21000000 0.023294998122 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WHJY2 3517420.66000000 PA USD 3214973.38000000 0.042369761231 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WJUV1 780196.06000000 PA USD 737408.98000000 0.009718227406 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132XVEW9 396930.08000000 PA USD 358691.80000000 0.004727157623 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31334YPZ4 590524.15000000 PA USD 513975.63000000 0.006773625205 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335ALX4 341164.28000000 PA USD 343885.45000000 0.004532026454 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A62T7 173611.34000000 PA USD 157252.05000000 0.002072406525 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AYUA6 1453020.13000000 PA USD 1236276.62000000 0.016292746164 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B4H99 1883074.57000000 PA USD 1543936.81000000 0.020347364118 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BAFE6 3575393.87000000 PA USD 3192259.67000000 0.042070419881 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BAX89 21056.33000000 PA USD 18637.49000000 0.000245621318 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BB3C1 840316.53000000 PA USD 784627.32000000 0.010340512431 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BBTH2 260504.91000000 PA USD 221236.57000000 0.002915651092 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BCWD5 5108299.24000000 PA USD 4734203.72000000 0.062391521647 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BHQL3 351972.54000000 PA USD 352913.43000000 0.004651005155 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BNAD5 32769.89000000 PA USD 32816.93000000 0.000432490513 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BNU84 1084559.22000000 PA USD 1063658.46000000 0.014017831457 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BRZA5 490804.88000000 PA USD 481118.23000000 0.006340601342 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BSYV8 443047.57000000 PA USD 442928.75000000 0.005837306615 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BW3Z4 306272.72000000 PA USD 306709.36000000 0.004042087076 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BWMK6 658540.45000000 PA USD 669722.08000000 0.008826189603 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BX4N8 528922.51000000 PA USD 528250.37000000 0.006961750348 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BXSM4 1142229.21000000 PA USD 1141956.56000000 0.015049713034 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C1CP3 273712.85000000 PA USD 273389.00000000 0.003602961917 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C1QU7 93428.36000000 PA USD 93538.45000000 0.001232732381 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C23A4 482069.74000000 PA USD 483736.52000000 0.006375107482 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C2SM1 587664.54000000 PA USD 597233.04000000 0.007870864953 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C47J7 61501.12000000 PA USD 62609.94000000 0.000825129136 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C52T7 783480.85000000 PA USD 784040.62000000 0.010332780380 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C6X38 1273954.77000000 PA USD 1272670.83000000 0.016772381235 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CABS8 620656.29000000 PA USD 550008.73000000 0.007248501250 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CAKL3 289024.83000000 PA USD 288709.72000000 0.003804871908 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CDMS0 378993.73000000 PA USD 394473.00000000 0.005198713907 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CF4A4 37792.13000000 PA USD 38974.66000000 0.000513642522 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CJYF2 245740.85000000 PA USD 252891.59000000 0.003332828928 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KLHG5 1087797.11000000 PA USD 843870.39000000 0.011121269979 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KLLS4 558538.61000000 PA USD 494376.55000000 0.006515331203 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMBC8 467856.55000000 PA USD 395752.34000000 0.005215574180 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMET8 420819.07000000 PA USD 372477.53000000 0.004908838159 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMMQ5 419636.22000000 PA USD 354962.09000000 0.004678004207 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMSR7 859700.14000000 PA USD 696853.12000000 0.009183746432 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMY58 276559.19000000 PA USD 235517.45000000 0.003103857153 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMZB4 2420752.81000000 PA USD 2083617.57000000 0.027459754250 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNEG4 3219354.41000000 PA USD 2766880.68000000 0.036464399517 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNF99 911532.50000000 PA USD 771040.12000000 0.010161448299 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KPF52 3047406.08000000 PA USD 2920439.84000000 0.038488137874 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KPFP8 473601.00000000 PA USD 419265.73000000 0.005525454419 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KRS54 716816.48000000 PA USD 635373.88000000 0.008373518659 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KRT61 1854579.38000000 PA USD 1890035.23000000 0.024908555047 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KYWE5 4399956.96000000 PA USD 3810694.00000000 0.050220694177 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133USK83 20297026.68000000 PA USD 21083823.67000000 0.277861266377 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABC35 350069.28810000 PA USD 23577.80000000 0.000310729091 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AEXM4 71702.89680000 PA USD 3901.51000000 0.000051417547 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AKFL2 180583.81000000 PA USD 178171.81000000 0.002348105615 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ARB31 308709.17000000 PA USD 289295.16000000 0.003812587354 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ASG67 585036.92040000 PA USD 106876.30000000 0.001408510359 Long ABS-MBS USGSE US N 2 2046-07-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371J5A8 11983.19000000 PA USD 12435.95000000 0.000163891942 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371LCC1 195403.98000000 PA USD 195797.29000000 0.002580389771 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371LEW5 85571.95000000 PA USD 86914.20000000 0.001145432159 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371LJS9 221100.82000000 PA USD 226944.84000000 0.002990879720 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371LM63 18271.86000000 PA USD 18957.62000000 0.000249840274 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376KCV6 24779.19000000 PA USD 25243.11000000 0.000332676018 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376KHJ8 34418.29000000 PA USD 35310.79000000 0.000465356805 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376KS98 40331.88000000 PA USD 42405.26000000 0.000558854002 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376KT22 62655.13000000 PA USD 64336.18000000 0.000847879053 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376KTN6 231813.85000000 PA USD 242360.67000000 0.003194043155 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A9RJ7 97356.52590000 PA USD 14972.12000000 0.000197315832 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ATAP7 1220479.48000000 PA USD 1163140.74000000 0.015328896885 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B0ZL1 363561.34210000 PA USD 16741.27000000 0.000220631255 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJF65 204375.02000000 PA USD 197248.77000000 0.002599518658 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJGN7 35288.28480000 PA USD 3270.38000000 0.000043099958 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BSLS0 90029.15920000 PA USD 7560.61000000 0.000099640402 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F2LL8 11644337.28270000 PA USD 90603.42000000 0.001194051961 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 0.72614160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F2LN4 39273000.00000000 PA USD 396790.83000000 0.005229260319 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 0.63740880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F62R7 2196896.00000000 PA USD 107986.45000000 0.001423140897 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.16837280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F84L4 4320889.00000000 PA USD 203348.38000000 0.002679904711 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 1.07965440 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9Z38 4767487.00000000 PA USD 198804.21000000 0.002620017621 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.93517560 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9ZC8 6541106.00000000 PA USD 232685.46000000 0.003066534685 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.77919840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FAWU8 31761519.67620000 PA USD 219541.98000000 0.002893318287 Long ABS-MBS USGSE US N 2 2027-07-25 Variable 0.56133720 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBBZ8 16458854.13390000 PA USD 99449.33000000 0.001310631183 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.40420080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBC38 27934000.00000000 PA USD 166053.66000000 0.002188401922 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.32556240 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBUB0 30183000.00000000 PA USD 165541.68000000 0.002181654597 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 0.27888480 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FCJM7 28284449.81030000 PA USD 144997.40000000 0.001910903914 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.31607640 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FCJP0 29308000.00000000 PA USD 146671.89000000 0.001932971824 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.24794640 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FCLF9 31819520.16970000 PA USD 135894.81000000 0.001790941936 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.27600480 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FCLH5 47333000.00000000 PA USD 171832.99000000 0.002264567042 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.19520640 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FDEU2 23430359.07470000 PA USD 334023.20000000 0.004402053005 Long ABS-MBS USGSE US N 2 2032-11-25 Variable 0.28558080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FEBS8 47584313.42050000 PA USD 305995.69000000 0.004032681702 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.36172080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FEBU3 32765000.00000000 PA USD 198287.23000000 0.002613204402 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.31316760 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNX70 827981.84290000 PA USD 27929.48000000 0.000368079377 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.08218160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPHM0 13017150.60820000 PA USD 456270.65000000 0.006013137967 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.13504400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTG43 2500000.00000000 PA USD 169566.25000000 0.002234693938 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.79670240 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZU4 7819828.00000000 PA USD 553054.21000000 0.007288637278 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.83824280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZG2 8995049.00000000 PA USD 638067.40000000 0.008409016247 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.79790480 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZZ0 4048749.00000000 PA USD 265084.55000000 0.003493518534 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.66575600 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVNL2 3687431.00000000 PA USD 196873.42000000 0.002594571964 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.34078400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWHX1 3331192.00000000 PA USD 217072.80000000 0.002860777250 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 1.59717960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXZ50 16946205.32000000 PA USD 211915.69000000 0.002792812295 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.31964400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUL8 13735697.45000000 PA USD 297167.69000000 0.003916338514 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.50912640 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUN4 5934811.00000000 PA USD 204921.90000000 0.002700641948 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.73138680 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H13T1 2518959.00000000 PA USD 142620.69000000 0.001879581529 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 1.21362840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2NA8 4010843.00000000 PA USD 188112.95000000 0.002479118746 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 0.93761280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H3EX6 5109008.61000000 PA USD 124153.00000000 0.001636197984 Long ABS-MBS USGSE US N 2 2031-08-25 Variable 0.50559480 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H3EZ1 5075984.00000000 PA USD 212927.38000000 0.002806145240 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.85452120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4BT6 16898337.00000000 PA USD 460226.21000000 0.006065267834 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.53570880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4CH1 25136487.00000000 PA USD 463546.98000000 0.006109031876 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 0.34900920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4SM3 40016231.00000000 PA USD 1130518.55000000 0.014898972827 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.56677320 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H5DT1 23600379.00000000 PA USD 598281.41000000 0.007884681300 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.49605120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381RTA2 798726.17000000 PA USD 799827.00000000 0.010540827251 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.54000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381TQQ6 772948.48000000 PA USD 773688.89000000 0.010196356131 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JJC3 125815.75000000 PA USD 132238.53000000 0.001742756246 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JMS4 25977.00000000 PA USD 26951.94000000 0.000355196490 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385W2A6 101176.68000000 PA USD 104973.91000000 0.001383438982 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XF93 149425.14000000 PA USD 153363.54000000 0.002021160303 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XQ91 208763.33000000 PA USD 214460.28000000 0.002826347152 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388D4L9 48234.50000000 PA USD 50044.78000000 0.000659534350 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31388TL68 19301.34000000 PA USD 20025.73000000 0.000263916772 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389MRC3 63801.87000000 PA USD 66196.40000000 0.000872394676 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A2AX7 414116.04000000 PA USD 401412.03000000 0.005290162578 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A5GN6 584439.51000000 PA USD 572641.28000000 0.007546773001 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A7PB8 198613.72000000 PA USD 200331.00000000 0.002640139010 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AA5A5 378094.94000000 PA USD 380472.48000000 0.005014202678 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ABYR4 528266.77000000 PA USD 531534.63000000 0.007005033229 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AEEF6 167403.75000000 PA USD 171912.65000000 0.002265616872 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AM6S9 64605.23000000 PA USD 61584.46000000 0.000811614454 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E2LH6 729569.13000000 PA USD 701487.23000000 0.009244818830 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E55N4 86509.66000000 PA USD 83137.28000000 0.001095656569 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EH3F7 995783.21000000 PA USD 974807.48000000 0.012846874699 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHGM8 438097.77000000 PA USD 428733.10000000 0.005650223790 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EJQT8 344923.00000000 PA USD 346844.23000000 0.004571019872 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EK6N0 918256.91000000 PA USD 897956.75000000 0.011834067843 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKBW4 201253.73000000 PA USD 206962.16000000 0.002727530298 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENAA7 383911.31000000 PA USD 386206.16000000 0.005089766181 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENEK1 2981593.31000000 PA USD 2999415.78000000 0.039528952625 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENSU4 173782.18000000 PA USD 174820.96000000 0.002303945152 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPN91 439383.19000000 PA USD 425864.03000000 0.005612412650 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPPA6 174814.21000000 PA USD 179813.65000000 0.002369743234 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPS47 243736.35000000 PA USD 238375.33000000 0.003141520822 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPUM4 199308.49000000 PA USD 200479.55000000 0.002642096733 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ5E8 391298.54000000 PA USD 393676.89000000 0.005188222065 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ7L0 854435.21000000 PA USD 835644.04000000 0.011012855866 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQTZ5 568933.96000000 PA USD 571555.15000000 0.007532459020 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ER5E6 822436.39000000 PA USD 804343.07000000 0.010600344013 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERCZ1 502713.18000000 PA USD 491654.37000000 0.006479455909 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETDS2 984400.48000000 PA USD 961684.71000000 0.012673931235 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETEE2 352455.88000000 PA USD 354959.56000000 0.004677970865 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LQ2S2 309338.90000000 PA USD 302628.48000000 0.003988305632 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MBH82 416194.35000000 PA USD 407165.78000000 0.005365990582 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W9A75 341922.92000000 PA USD 333869.39000000 0.004400025961 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WAFE2 140024.67000000 PA USD 138370.33000000 0.001823566527 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WD3L3 2662271.42000000 PA USD 2536299.50000000 0.033425596894 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WDKV2 553197.23000000 PA USD 536059.21000000 0.007064662144 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEVB2 477204.85000000 PA USD 453007.64000000 0.005970135137 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEXT1 567380.03000000 PA USD 538669.69000000 0.007099065357 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WFPH3 2240883.75000000 PA USD 2127018.98000000 0.028031736398 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WFUW4 794747.30000000 PA USD 754365.85000000 0.009941700029 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WGHU1 677321.34000000 PA USD 642632.77000000 0.008469182729 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHNH1 2415025.62000000 PA USD 2284600.25000000 0.030108481676 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X13A2 884029.31000000 PA USD 843072.07000000 0.011110749012 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X6UA1 3054435.66000000 PA USD 2910371.92000000 0.038355453924 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138YWJX6 1286210.31000000 PA USD 1220990.01000000 0.016091285704 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398RDA0 151146.66000000 PA USD 145066.63000000 0.001911816288 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398T7G0 187040.31000000 PA USD 186485.81000000 0.002457674857 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398W3B8 287425.20380000 PA USD 294308.32000000 0.003878655208 Long ABS-MBS USGSE US N 2 2040-01-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400HAZ6 16712.97000000 PA USD 16944.90000000 0.000223314871 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400RW80 9185.94000000 PA USD 9369.76000000 0.000123482980 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401KVB8 12353.17000000 PA USD 12524.60000000 0.000165060250 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401L6S7 59209.48000000 PA USD 60108.86000000 0.000792167693 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401XPX9 234174.00000000 PA USD 237423.72000000 0.003128979664 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CP30 51478.77000000 PA USD 52756.34000000 0.000695269685 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CU67 87253.42000000 PA USD 88578.78000000 0.001167369466 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DF54 40290.58000000 PA USD 40752.34000000 0.000537070361 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DJR2 168948.94000000 PA USD 171565.91000000 0.002261047225 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RJV2 137608.76000000 PA USD 139759.68000000 0.001841876610 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402XTB2 6224.24000000 PA USD 6457.84000000 0.000085107124 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403FQY3 24532.80000000 PA USD 24942.05000000 0.000328708383 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403SG42 99995.42000000 PA USD 102588.39000000 0.001352000491 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404AHA5 15527.54000000 PA USD 15743.02000000 0.000207475434 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404BKC5 310048.65000000 PA USD 314351.32000000 0.004142799580 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404BNP3 61384.21000000 PA USD 62975.96000000 0.000829952871 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404CMC1 29366.24000000 PA USD 29773.77000000 0.000392385061 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404EPN0 32162.19000000 PA USD 32996.18000000 0.000434852828 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404FYW7 27473.73000000 PA USD 27854.99000000 0.000367097681 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404GLP4 15429.60000000 PA USD 15829.70000000 0.000208617780 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404LQM5 36071.17000000 PA USD 36571.74000000 0.000481974719 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404LSA9 56997.64000000 PA USD 57788.62000000 0.000761589519 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404MBT4 24004.66000000 PA USD 24337.78000000 0.000320744779 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404P6Y2 32307.88000000 PA USD 32813.67000000 0.000432447550 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QM71 58721.33000000 PA USD 59536.23000000 0.000784621068 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QW70 36097.58000000 PA USD 36598.52000000 0.000482327649 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404QYR4 73045.06000000 PA USD 74058.73000000 0.000976011411 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404RRD1 56849.44000000 PA USD 58323.60000000 0.000768639958 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404S2P9 55118.61000000 PA USD 57149.63000000 0.000753168344 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404SGA7 22019.52000000 PA USD 22848.32000000 0.000301115358 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404SKL8 33703.91000000 PA USD 35034.94000000 0.000461721410 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404SM28 23644.52000000 PA USD 24257.64000000 0.000319688623 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404T4V2 35292.07000000 PA USD 35781.83000000 0.000471564586 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404T5C3 16969.87000000 PA USD 17409.91000000 0.000229443184 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404U5K2 245318.76000000 PA USD 252879.50000000 0.003332669595 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404UV64 297215.27000000 PA USD 312961.92000000 0.004124488839 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404W5H5 28863.65000000 PA USD 30012.74000000 0.000395534418 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WRQ1 70543.04000000 PA USD 71761.70000000 0.000945739119 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404WXR2 33045.60000000 PA USD 34693.53000000 0.000457222007 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XS39 133759.56000000 PA USD 135615.79000000 0.001787264764 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404YM82 16113.56000000 PA USD 16337.17000000 0.000215305668 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405AAX1 48296.86000000 PA USD 49664.88000000 0.000654527692 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405CJ34 79043.21000000 PA USD 81621.96000000 0.001075686342 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405CMV8 94419.75000000 PA USD 98881.90000000 0.001303153089 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DQU4 6814.14000000 PA USD 6908.70000000 0.000091048955 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405DWE3 15179.53000000 PA USD 15390.18000000 0.000202825396 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405FTX0 62957.91000000 PA USD 64590.46000000 0.000851230179 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405FXF4 48367.74000000 PA USD 49871.32000000 0.000657248341 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405FZM7 84747.71000000 PA USD 88545.80000000 0.001166934826 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405GRV4 18204.47000000 PA USD 18639.00000000 0.000245641218 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405HBL1 23875.98000000 PA USD 24618.27000000 0.000324441324 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405HL71 23443.21000000 PA USD 24277.96000000 0.000319956418 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KD73 131856.89000000 PA USD 133686.72000000 0.001761841774 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KMM0 105462.42000000 PA USD 109420.50000000 0.001442040076 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MJX6 80167.58000000 PA USD 82246.40000000 0.001083915764 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MW52 60609.24000000 PA USD 62949.11000000 0.000829599018 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MWY9 7347.58000000 PA USD 7449.55000000 0.000098176755 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405MZF7 83093.12000000 PA USD 84246.24000000 0.001110271424 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N2Z7 87279.30000000 PA USD 88490.51000000 0.001166206166 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405N4M4 48519.64000000 PA USD 49192.97000000 0.000648308445 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RR65 32975.91000000 PA USD 34171.80000000 0.000450346188 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405RVK9 29673.83000000 PA USD 30085.63000000 0.000396495027 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405T3U4 71117.43000000 PA USD 74305.19000000 0.000979259479 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405TBK7 59038.20000000 PA USD 61246.24000000 0.000807157092 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405VJP3 45722.28000000 PA USD 46907.90000000 0.000618193772 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XDY6 283951.55000000 PA USD 295980.23000000 0.003900689116 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406ANH1 33187.75000000 PA USD 34458.10000000 0.000454119302 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406AYE6 23300.91000000 PA USD 24146.08000000 0.000318218387 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406B2L3 111208.32000000 PA USD 114087.81000000 0.001503550013 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406B2N9 62976.93000000 PA USD 63850.89000000 0.000841483472 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406S3H4 78737.57000000 PA USD 82073.40000000 0.001081635817 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406TAC5 119614.75000000 PA USD 124591.62000000 0.001641978507 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406V2P0 37945.93000000 PA USD 38948.38000000 0.000513296181 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407B3J6 157542.97000000 PA USD 161802.98000000 0.002132382703 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407BTX7 22108.17000000 PA USD 22692.26000000 0.000299058662 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CD53 88651.80000000 PA USD 90993.78000000 0.001199196471 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407HWN2 41225.00000000 PA USD 43436.66000000 0.000572446703 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407HWY8 26850.04000000 PA USD 28207.44000000 0.000371742579 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407J4F6 8495.82000000 PA USD 8836.88000000 0.000116460216 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407JUK6 25134.24000000 PA USD 26105.49000000 0.000344041224 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407PYP7 40161.60000000 PA USD 42228.40000000 0.000556523185 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407VTF2 56810.57000000 PA USD 59470.36000000 0.000783752975 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407YD63 83737.53000000 PA USD 88300.53000000 0.001163702441 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DV50 48184.29000000 PA USD 50664.09000000 0.000667696164 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EW65 72250.26000000 PA USD 75490.84000000 0.000994885023 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A1F51 1568648.81000000 PA USD 1612288.20000000 0.021248159158 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A1FW2 513172.21000000 PA USD 528544.58000000 0.006965627707 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A5WM6 997647.11000000 PA USD 1027136.38000000 0.013536511201 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A6M78 4837405.04000000 PA USD 4978988.10000000 0.065617506596 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A8VZ2 46644.37000000 PA USD 47974.45000000 0.000632249711 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140AAEQ6 54598.27000000 PA USD 56098.87000000 0.000739320500 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140APG57 767849.68000000 PA USD 789118.86000000 0.010399705916 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140AQAR3 23203.74000000 PA USD 23533.35000000 0.000310143289 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E0X91 985876.98000000 PA USD 965010.96000000 0.012717767498 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140EU7G8 750122.90000000 PA USD 710542.23000000 0.009364153624 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F5BK8 89551.81000000 PA USD 86673.53000000 0.001142260397 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FDVW3 673348.00000000 PA USD 614726.73000000 0.008101412265 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HF7H6 275819.54000000 PA USD 239323.33000000 0.003154014404 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140K5AX5 348222.16000000 PA USD 300301.05000000 0.003957632702 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KDB82 159310.01000000 PA USD 137430.18000000 0.001811176400 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KE2N7 191262.10000000 PA USD 165990.07000000 0.002187563877 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KFYV1 202873.34000000 PA USD 176269.76000000 0.002323038719 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KG4A8 575308.26000000 PA USD 500306.60000000 0.006593482644 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KGJG9 473246.51000000 PA USD 409118.80000000 0.005391729206 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KNN79 12851.61000000 PA USD 10974.70000000 0.000144634298 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KSJQ1 9966020.08000000 PA USD 7710075.00000000 0.101610184039 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140L1Y41 617428.01000000 PA USD 509457.76000000 0.006714084720 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M3Y46 33297.80000000 PA USD 28237.82000000 0.000372142954 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M5KY0 192849.57000000 PA USD 182872.88000000 0.002410060471 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MGEZ0 830142.69000000 PA USD 705410.25000000 0.009296519855 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MHS34 4149252.68000000 PA USD 3561202.46000000 0.046932674113 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MHS42 1902640.01000000 PA USD 1631841.54000000 0.021505850358 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MKFU1 3542081.08000000 PA USD 3139660.22000000 0.041377217831 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MMBG2 21823.88000000 PA USD 19318.93000000 0.000254601937 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MMU55 390076.35000000 PA USD 345709.31000000 0.004556062893 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MNM37 3869359.56000000 PA USD 3451641.96000000 0.045488788992 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N17J6 579698.52000000 PA USD 568048.50000000 0.007486245286 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N24Z1 1713876.28000000 PA USD 1689570.22000000 0.022266649935 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NAK51 133603.10000000 PA USD 133642.73000000 0.001761262035 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NCLT4 125670.77000000 PA USD 125760.54000000 0.001657383568 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NCW21 675990.75000000 PA USD 661426.48000000 0.008716862853 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NDJ73 138174.16000000 PA USD 138140.35000000 0.001820535648 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NEEH4 499995.91000000 PA USD 499424.84000000 0.006581862031 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NEPE9 3649493.63000000 PA USD 3655853.53000000 0.048180069584 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NFAL6 470271.48000000 PA USD 471444.85000000 0.006213116989 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NGGN4 129149.38000000 PA USD 132216.06000000 0.001742460117 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NHFH6 1447227.81000000 PA USD 1445090.15000000 0.019044675453 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NJXN9 1438335.09000000 PA USD 1441172.65000000 0.018993047175 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QDT38 1963133.73000000 PA USD 1693870.31000000 0.022323320322 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEAV4 1081755.37000000 PA USD 933813.59000000 0.012306620978 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEWL2 894860.11000000 PA USD 774193.19000000 0.010203002242 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QFA66 3303772.61000000 PA USD 2857886.87000000 0.037663759538 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKNN4 18168018.33000000 PA USD 15368113.05000000 0.202534579151 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKQL5 1405855.02000000 PA USD 1200302.17000000 0.015818643060 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKVG0 44915.38000000 PA USD 39760.76000000 0.000524002443 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKY77 1098689.51000000 PA USD 995491.47000000 0.013119466603 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QM3U6 668218.78000000 PA USD 546031.92000000 0.007196091332 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMCQ5 109134.42000000 PA USD 97962.11000000 0.001291031283 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMF74 94264.93000000 PA USD 89212.56000000 0.001175721979 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMZC1 3881439.93000000 PA USD 3336226.21000000 0.043967738212 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMZG2 41554.06000000 PA USD 35789.02000000 0.000471659342 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QN6T4 2505115.38000000 PA USD 2219543.65000000 0.029251108291 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNFR8 13373028.95000000 PA USD 11378095.99000000 0.149950607168 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QPKC0 22723.43000000 PA USD 20135.99000000 0.000265369876 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QQ6V2 162664.75000000 PA USD 164837.21000000 0.002172370469 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QQQM0 1064590.37000000 PA USD 1043415.58000000 0.013751052890 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QRQH9 1367322.64000000 PA USD 1369990.59000000 0.018054947063 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QSEC1 597110.39000000 PA USD 608427.87000000 0.008018400319 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QTNV7 18533.59000000 PA USD 19045.05000000 0.000250992504 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X54P5 2723535.16000000 PA USD 2344281.72000000 0.030895016846 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X5XN8 1148945.58000000 PA USD 989992.49000000 0.013046996184 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X7LA5 415070.76000000 PA USD 351716.67000000 0.004635233194 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XCAE8 171056.81000000 PA USD 151530.16000000 0.001996998400 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XCAK4 1140188.62000000 PA USD 983206.34000000 0.012957562300 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDY67 3277290.61000000 PA USD 2816686.91000000 0.037120790045 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDYN0 3097020.67000000 PA USD 2670993.98000000 0.035200719821 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XEAG9 1141580.24000000 PA USD 1010848.51000000 0.013321855252 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XEAU8 3136171.35000000 PA USD 2807800.66000000 0.037003679187 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFGA3 3423088.28000000 PA USD 2945615.66000000 0.038819927085 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFLN9 2983294.07000000 PA USD 2691755.33000000 0.035474331244 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGQ36 6858944.70000000 PA USD 6071024.25000000 0.080009324338 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGQ69 3150625.56000000 PA USD 2814462.26000000 0.037091471640 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGR35 793033.23000000 PA USD 702727.32000000 0.009261161832 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHCP0 26241.40000000 PA USD 23240.07000000 0.000306278186 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHHS9 4410766.12000000 PA USD 3578007.70000000 0.047154148421 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHKM8 2681654.51000000 PA USD 2069069.64000000 0.027268028768 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHY92 2097004.13000000 PA USD 1783513.88000000 0.023504722533 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHZC4 393365.12000000 PA USD 348522.94000000 0.004593143396 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJ5L3 809798.54000000 PA USD 685994.11000000 0.009040636798 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJJ61 201266.14000000 PA USD 190912.14000000 0.002516008946 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJTN3 35121.50000000 PA USD 36191.72000000 0.000476966479 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKJJ0 357238.96000000 PA USD 357770.42000000 0.004715014863 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XLJA7 191713.53000000 PA USD 182205.26000000 0.002401261985 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XLVH8 1531778.48000000 PA USD 1557395.12000000 0.020524729625 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XMWM4 5445963.75000000 PA USD 5541923.10000000 0.073036361659 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F5D3 265292.38000000 PA USD 272190.45000000 0.003587166365 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LDU3 127361.81000000 PA USD 128286.86000000 0.001690677646 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LK35 373686.53000000 PA USD 365579.87000000 0.004817934698 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411GNH1 115678.80000000 PA USD 122104.66000000 0.001609203149 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411GSU7 26343.26000000 PA USD 27573.94000000 0.000363393756 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V4L9 50565.63000000 PA USD 53326.87000000 0.000702788633 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413F7J5 29473.34000000 PA USD 30264.80000000 0.000398856288 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413GAG5 73096.00000000 PA USD 76627.62000000 0.001009866515 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415PNH7 30340.97000000 PA USD 31513.26000000 0.000415309597 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BW87 474808.15000000 PA USD 474064.66000000 0.006247643161 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416QUP8 127604.03000000 PA USD 131022.21000000 0.001726726506 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416XV64 95808.75000000 PA USD 98304.70000000 0.001295546237 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AVY2 203202.94000000 PA USD 194501.25000000 0.002563309411 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYE3 1897768.68000000 PA USD 1856021.72000000 0.024460294945 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYG8 197142.71000000 PA USD 192805.87000000 0.002540966194 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYH6 422859.15000000 PA USD 413555.84000000 0.005450204441 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYK9 912710.18000000 PA USD 892630.88000000 0.011763878820 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417EN98 556848.86000000 PA USD 530989.78000000 0.006997852714 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417F3J5 1314966.97000000 PA USD 1253768.68000000 0.016523271993 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417G2Y1 1643330.19000000 PA USD 1565827.09000000 0.020635853579 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417GQH2 1150884.70000000 PA USD 1097560.99000000 0.014464628967 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417NB67 134202.98000000 PA USD 138174.59000000 0.001820986893 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417SBP4 71003.35000000 PA USD 73015.61000000 0.000962264254 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417SBQ2 90666.44000000 PA USD 93236.79000000 0.001228756839 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417TNK0 382234.88000000 PA USD 384588.12000000 0.005068442220 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YRW9 50311.70000000 PA USD 51738.31000000 0.000681853185 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CLH5 1182009.83000000 PA USD 1147164.61000000 0.015118349321 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CM43 379375.70000000 PA USD 359861.78000000 0.004742576653 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CRF3 675379.45000000 PA USD 636570.73000000 0.008389291807 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CV68 623921.96000000 PA USD 602294.06000000 0.007937563549 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CZB3 108054.93000000 PA USD 105405.95000000 0.001389132787 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D4X7 985121.71000000 PA USD 800053.67000000 0.010543814508 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D6B3 1562246.99000000 PA USD 1268271.30000000 0.016714400340 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D7E6 811154.68000000 PA USD 658261.57000000 0.008675152871 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DKQ4 5116671.23000000 PA USD 4378501.40000000 0.057703762034 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DYB2 2144713.97000000 PA USD 1747164.38000000 0.023025676689 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418E5B2 388450.53000000 PA USD 368582.71000000 0.004857508778 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EAM2 98077.28000000 PA USD 79560.03000000 0.001048512406 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EAN0 2104571.61000000 PA USD 1794952.61000000 0.023655472228 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EAP5 25656.91000000 PA USD 22718.71000000 0.000299407243 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EB74 867747.97000000 PA USD 669506.54000000 0.008823349026 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EB90 983523.06000000 PA USD 833737.72000000 0.010987732696 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBG4 167816.61000000 PA USD 161427.64000000 0.002127436141 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBH2 390694.06000000 PA USD 329287.76000000 0.004339645190 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBJ8 6514548.23000000 PA USD 5658218.62000000 0.074569006827 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBR0 6790630.21000000 PA USD 5506399.67000000 0.072568202496 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBS8 2525747.03000000 PA USD 2148947.17000000 0.028320725470 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECG3 4207800.00000000 PA USD 3652067.06000000 0.048130168136 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECH1 3275249.97000000 PA USD 2924430.09000000 0.038540724915 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECQ1 2634852.72000000 PA USD 2240123.46000000 0.029522327220 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECW8 1731871.55000000 PA USD 1665931.60000000 0.021955119304 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECY4 7260029.19000000 PA USD 6301209.69000000 0.083042911550 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECZ1 5140355.91000000 PA USD 4553145.66000000 0.060005378478 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ED56 136035.54000000 PA USD 115700.03000000 0.001524797273 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDC1 959635.89000000 PA USD 815873.17000000 0.010752297864 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EE30 3695687.89000000 PA USD 3278865.52000000 0.043211788332 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EGK0 63462.06000000 PA USD 62212.90000000 0.000819896592 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EP38 385497.75000000 PA USD 392369.32000000 0.005170989752 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ES43 175391.49000000 PA USD 175760.97000000 0.002316333434 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ET59 108517.69000000 PA USD 108623.19000000 0.001431532420 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EVA5 551797.67000000 PA USD 567653.77000000 0.007481043185 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FHV2 348661.30000000 PA USD 330825.61000000 0.004359912337 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FKK2 2208919.93000000 PA USD 2095921.64000000 0.027621908162 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FNF0 63823.88000000 PA USD 60558.84000000 0.000798097927 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FQC4 1197932.12000000 PA USD 1136649.15000000 0.014979767294 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ANB9 1552980.76000000 PA USD 1523388.46000000 0.020076559797 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419B5X9 703294.38000000 PA USD 689495.15000000 0.009086776598 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BBY0 219220.12000000 PA USD 220744.85000000 0.002909170771 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419CSC8 47536.72000000 PA USD 47901.73000000 0.000631291342 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419EJE0 143998.43000000 PA USD 148081.94000000 0.001951554709 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419HBF8 45631.24000000 PA USD 46855.32000000 0.000617500826 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419JS25 77461.55000000 PA USD 79479.57000000 0.001047452033 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419JSM1 472221.36000000 PA USD 462420.89000000 0.006094191267 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419LZZ9 595717.78000000 PA USD 583692.45000000 0.007692415088 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31426XCA4 569299.99000000 PA USD 540175.56000000 0.007118911043 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427BAJ4 1414063.16000000 PA USD 1341722.36000000 0.017682403339 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427N6D6 2516737.87000000 PA USD 2552487.73000000 0.033638939699 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31427NMZ9 1235070.47000000 PA USD 1288909.66000000 0.016986390892 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GRQ29 37906.12000000 PA USD 38987.01000000 0.000513805282 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GSCR7 2453303.24000000 PA USD 2523821.28000000 0.033261147880 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6AF0 2138164.20000000 PA USD 2028787.14000000 0.026737150374 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6BF9 3887903.97000000 PA USD 3689012.68000000 0.048617070176 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 4.00000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620M106 448940.00000000 NS USD 29836552.40000000 0.393212462974 Long EC CORP US N 1 N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738108 287802.00000000 NS USD 19331660.34000000 0.254769709106 Long EC CORP US N 1 N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BC1 2308000.00000000 PA USD 2127658.81000000 0.028040168643 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N State Board of Administration Finance Corp. 549300S34SOJ0RULXM35 341271AF1 3243000.00000000 PA USD 2983910.89000000 0.039324615479 Long DBT MUN US N 2 2030-07-01 Fixed 2.15400000 N N N N N N Flowserve Corp. 6Y0GK87T6V7NJKZJVM41 34354P105 240465.00000000 NS USD 16683461.70000000 0.219869406426 Long EC CORP US N 1 N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PLK3 718663.81000000 PA USD 689358.28000000 0.009084972805 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PMN6 789088.69000000 PA USD 699484.99000000 0.009218431541 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36177MPD8 134085.26000000 PA USD 125174.84000000 0.001649664695 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179NF78 1388967.40000000 PA USD 1308907.26000000 0.017249936943 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179NJA7 1299443.44000000 PA USD 1225313.56000000 0.016148265268 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179R7H6 278046.41000000 PA USD 253052.21000000 0.003334945720 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179RBW8 545189.57000000 PA USD 498379.26000000 0.006568082454 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SJS7 265015.81000000 PA USD 241191.21000000 0.003178630977 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SLR6 716320.17000000 PA USD 653398.71000000 0.008611065803 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TLR4 3209756.37000000 PA USD 2922647.74000000 0.038517235531 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TLS2 2013535.25000000 PA USD 1874934.76000000 0.024709547705 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TQN8 6531386.95000000 PA USD 5931996.93000000 0.078177099415 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TQP3 12419.26000000 PA USD 11522.05000000 0.000151847760 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TSF3 155122.50000000 PA USD 141032.24000000 0.001858647530 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TUA1 103140.68000000 PA USD 95689.43000000 0.001261079897 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UQ62 503939.21000000 PA USD 501114.79000000 0.006604133687 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179USV5 131331.84000000 PA USD 129726.37000000 0.001709648781 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UWA6 464899.12000000 PA USD 459372.23000000 0.006054013330 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W2U1 13068294.94000000 PA USD 11278294.91000000 0.148635340312 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W7K8 7300347.14000000 PA USD 6568113.56000000 0.086560406691 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WJS8 871529.92000000 PA USD 784114.42000000 0.010333752982 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WLP1 2469826.22000000 PA USD 2131549.24000000 0.028091440169 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WNE4 8742634.02000000 PA USD 7545180.27000000 0.099437055521 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WR34 1174633.83000000 PA USD 1056816.65000000 0.013927664037 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WVT2 7981827.63000000 PA USD 6612482.28000000 0.087145136905 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WXH6 15107266.30000000 PA USD 12515495.87000000 0.164940268246 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WXK9 2122293.69000000 PA USD 1909425.09000000 0.025164091763 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WY85 4459002.43000000 PA USD 3694025.47000000 0.048683133154 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WY93 14741723.45000000 PA USD 12722518.63000000 0.167668597185 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179X2K1 10483140.77000000 PA USD 10487298.07000000 0.138210884715 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XBT2 2384553.51000000 PA USD 2273259.70000000 0.029959025883 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XBW5 66085.89000000 PA USD 67286.36000000 0.000886759133 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFC5 30227.89000000 PA USD 25102.58000000 0.000330823989 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFG6 1797520.93000000 PA USD 1712326.01000000 0.022566545852 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFH4 13710222.56000000 PA USD 13455658.41000000 0.177330561299 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XHV1 6396395.18000000 PA USD 5762655.95000000 0.075945374284 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XHX7 6580925.23000000 PA USD 6260199.89000000 0.082502448153 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XLG9 6327119.78000000 PA USD 6208665.66000000 0.081823284514 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XNE2 7840125.82000000 PA USD 7689505.95000000 0.101339106915 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XNF9 6616121.41000000 PA USD 6628599.02000000 0.087357537552 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XQW9 468422.75000000 PA USD 469064.05000000 0.006181740702 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XTD8 9158072.04000000 PA USD 9315417.52000000 0.122766806887 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XVS2 19332.80000000 PA USD 19344.24000000 0.000254935494 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XX50 2919745.07000000 PA USD 2924267.17000000 0.038538577812 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N GLP Capital LP N/A 361841AL3 4735000.00000000 PA USD 4817415.47000000 0.063488159648 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5A58 57904.63000000 PA USD 59114.38000000 0.000779061556 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5EV7 8734772.96000000 PA USD 8829857.34000000 0.116367665601 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5JD2 13914267.36000000 PA USD 14074724.19000000 0.185489157401 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5JE0 16560144.44000000 PA USD 16887482.85000000 0.222558177495 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5MQ9 122860.38000000 PA USD 124144.19000000 0.001636081879 Long ABS-MBS USGA US N 2 2055-05-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5PE3 12399011.47000000 PA USD 11289259.52000000 0.148779841635 Long ABS-MBS USGA US N 2 2055-06-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5PJ2 4930333.61000000 PA USD 4981579.65000000 0.065651660333 Long ABS-MBS USGA US N 2 2055-06-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5VS5 1981446.81000000 PA USD 2022991.81000000 0.026660774392 Long ABS-MBS USGA US N 2 2055-09-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5XL8 6251081.28000000 PA USD 5691564.00000000 0.075008461722 Long ABS-MBS USGA US N 2 2055-10-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200AJD2 322300.27000000 PA USD 331396.87000000 0.004367440906 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200MJ79 280283.76000000 PA USD 288958.22000000 0.003808146861 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200NBM2 4110.06000000 PA USD 4092.17000000 0.000053930233 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200NDM0 35452.89000000 PA USD 36372.48000000 0.000479348694 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200NGF2 61329.58000000 PA USD 62231.83000000 0.000820146068 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200NGH8 200317.88000000 PA USD 206833.49000000 0.002725834571 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200NTS0 74857.83000000 PA USD 75968.73000000 0.001001183080 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36201DBT8 9593.82000000 PA USD 10001.52000000 0.000131808871 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DYJ4 14229.37000000 PA USD 14202.79000000 0.000187176921 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DYK1 45082.33000000 PA USD 45660.92000000 0.000601759967 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DZE4 64942.23000000 PA USD 64800.59000000 0.000853999458 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EBF5 195189.64000000 PA USD 206181.60000000 0.002717243388 Long ABS-MBS USGA US N 2 2034-11-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EBT5 22928.09000000 PA USD 23138.73000000 0.000304942638 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EDF3 26994.68000000 PA USD 27964.74000000 0.000368544064 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EDG1 101938.31000000 PA USD 106974.28000000 0.001409801626 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202F3N4 413386.19000000 PA USD 401827.54000000 0.005295638536 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FP67 258659.03000000 PA USD 251588.74000000 0.003315658819 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FPF7 983580.94000000 PA USD 956772.18000000 0.012609189572 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FPG5 279050.44000000 PA USD 281008.55000000 0.003703379082 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FSD9 204118.24000000 PA USD 198506.77000000 0.002616097694 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FUF1 130375.04000000 PA USD 130536.03000000 0.001720319196 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620A9WQ0 206633.08000000 PA USD 207170.76000000 0.002730279413 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AFWD5 305517.71000000 PA USD 304872.22000000 0.004017875621 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AMD58 114838.31000000 PA USD 114085.97000000 0.001503525764 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241KAL2 24590.06000000 PA USD 25217.47000000 0.000332338111 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241L4N3 359371.65000000 PA USD 356130.42000000 0.004693401493 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N GLS Auto Select Receivables Trust N/A 36269EAB5 482210.05000000 PA USD 484418.91000000 0.006384100621 Long ABS-O CORP US Y 2 2028-06-15 Fixed 6.37000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36290RRX3 2294.90000000 PA USD 2285.69000000 0.000030122843 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36290RYF4 125677.10000000 PA USD 128852.91000000 0.001698137553 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36290SKW0 5446.70000000 PA USD 5442.74000000 0.000071729239 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36290SR29 4491.79000000 PA USD 4433.86000000 0.000058433326 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36291F4X3 11085.35000000 PA USD 11461.46000000 0.000151049251 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36295PM90 175511.60000000 PA USD 184116.34000000 0.002426447886 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297GSD3 908544.22000000 PA USD 848732.56000000 0.011185347953 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550108 138200.00000000 NS USD 46526412.00000000 0.613166186583 Long EC CORP US N 1 N N N Genuine Parts Co. 549300D46DQVEU651W04 372460AC9 12549000.00000000 PA USD 11100512.85000000 0.146292371166 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KN0 454000.00000000 PA USD 339376.34000000 0.004472601416 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AY4 5139000.00000000 PA USD 4708786.97000000 0.062056557248 Long DBT CORP US Y 2 2030-09-01 Fixed 2.50000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BE7 2163000.00000000 PA USD 1995198.74000000 0.026294492747 Long DBT CORP US Y 2 2031-04-27 Fixed 2.85000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAE2 6442000.00000000 PA USD 6411924.81000000 0.084502013273 Long DBT CORP US N 2 2026-03-01 Fixed 1.20000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAH5 3763000.00000000 PA USD 3372482.67000000 0.044445557892 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989BAC6 1459019.52000000 PA USD 1461670.12000000 0.019263180954 Long ABS-O CORP US Y 2 2028-03-15 Fixed 4.75000000 N N N N N N GMACM Home Equity Loan Trust N/A 38012TAC6 109056.27830000 PA USD 108563.57000000 0.001430746695 Long ABS-O CORP US N 2 2036-10-25 Variable 5.80500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141G104 74191.00000000 NS USD 65213889.00000000 0.859446278178 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXG4 10264000.00000000 PA USD 9644774.93000000 0.127107369987 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYJ7 8505000.00000000 PA USD 7617176.32000000 0.100385883112 Long DBT CORP US N 2 2032-07-21 Variable 2.38300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377YEC0 289145.40000000 PA USD 285254.14000000 0.003759331220 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378CP92 189755.85000000 PA USD 191691.57000000 0.002526280964 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383WQB5 2233311.21000000 PA USD 2191750.85000000 0.028884830204 Long ABS-MBS USGA US N 2 2041-09-20 Floating 3.94837920 N N N N N N Greystone CRE Notes LLC N/A 39810MAC3 2031000.00000000 PA USD 2036148.59000000 0.026834166069 Long ABS-CBDO CORP KY Y 2 2043-01-15 Floating 5.88859920 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BY4 5387000.00000000 PA USD 5202279.72000000 0.068560240954 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CP2 1215000.00000000 PA USD 1212257.38000000 0.015976199386 Long DBT CORP GB N 2 2026-03-09 Variable 4.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CQ0 2870000.00000000 PA USD 2726127.19000000 0.035927314000 Long DBT CORP GB N 2 2031-03-09 Variable 4.70000000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516106 200343.00000000 NS USD 39084915.87000000 0.515095572315 Long EC CORP US N 1 N N N Humana, Inc. 529900YLDW34GJAO4J06 444859102 118307.00000000 NS USD 30301971.91000000 0.399346172707 Long EC CORP US N 1 N N N Humana, Inc. 529900YLDW34GJAO4J06 444859BV3 4292000.00000000 PA USD 4508387.19000000 0.059415511794 Long DBT CORP US N 2 2033-03-01 Fixed 5.87500000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44935DAB5 4439724.26000000 PA USD 4456200.96000000 0.058727755522 Long ABS-O CORP US Y 2 2027-09-15 Fixed 4.58000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 1493367.00000000 NS USD 55105242.30000000 0.726225595944 Long EC CORP US N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAK0 6569000.00000000 PA USD 6045647.77000000 0.079674890652 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 300016.00000000 NS USD 96671155.52000000 1.274017944534 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAN6 2781000.00000000 PA USD 2214300.06000000 0.029182003627 Long DBT CORP US N 2 2049-01-23 Variable 3.89700000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBM7 7691000.00000000 PA USD 6038478.67000000 0.079580409915 Long DBT CORP US N 2 2041-04-22 Variable 3.10900000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 1509000.00000000 PA USD 1423536.37000000 0.018760620686 Long DBT CORP US N 2 2031-05-13 Variable 2.95600000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCR5 14703000.00000000 PA USD 13267941.18000000 0.174856657701 Long DBT CORP US N 2 2032-11-08 Variable 2.54500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCU8 5702000.00000000 PA USD 5232612.90000000 0.068959998414 Long DBT CORP US N 2 2033-01-25 Variable 2.96300000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEH5 4550000.00000000 PA USD 4848444.15000000 0.063897083022 Long DBT CORP US N 2 2035-04-22 Variable 5.76600000 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556DD4 2889000.00000000 PA USD 2595092.27000000 0.034200419989 Long DBT CORP US Y 2 2032-03-01 Fixed 2.75000000 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556DF9 2399000.00000000 PA USD 2425945.23000000 0.031971250771 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 706550.00000000 NS USD 146220522.50000000 1.927023304129 Long EC CORP US N 1 N N N Kenvue, Inc. 5493008HSF8L4M2LIJ82 49177J102 6798794.00000000 NS USD 117279196.50000000 1.545608926032 Long EC CORP US N 1 N N N Kenvue, Inc. 5493008HSF8L4M2LIJ82 49177JAK8 3446000.00000000 PA USD 3516327.83000000 0.046341276569 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 930000.00000000 PA USD 883427.83000000 0.011642592892 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N N LKQ Corp. DS830JTTZQN6GK0I2E41 501889208 1329394.00000000 NS USD 40147698.80000000 0.529101865265 Long EC CORP US N 1 N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAF1 14189000.00000000 PA USD 13796958.50000000 0.181828515594 Long DBT CORP US Y 2 2031-05-15 Fixed 4.37500000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAH7 1244000.00000000 PA USD 1327700.03000000 0.017497604679 Long DBT CORP US N 2 2028-11-17 Fixed 6.75000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431109 208434.00000000 NS USD 61189969.38000000 0.806415508289 Long EC CORP US N 1 N N N Henkel AG & Co. KGaA 549300VZCL1HTH4O4Y49 N/A 525078.00000000 NS 42935846.47000000 0.565846539976 Long EC CORP DE N 1 N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AF4 2562000.00000000 PA USD 2497113.76000000 0.032909172572 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N Lear Corp. 549300UPNBTXA1SYTQ33 521865204 530078.00000000 NS USD 60746938.80000000 0.800576859668 Long EC CORP US N 1 N N N Leidos Holdings, Inc. 549300IUTGTP6EJP8124 525327102 82247.00000000 NS USD 14837358.80000000 0.195539830459 Long EC CORP US N 1 N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 53079EBJ2 2990000.00000000 PA USD 2211044.75000000 0.029139102274 Long DBT CORP US Y 2 2050-10-15 Fixed 3.95100000 N N N N N N LoanCore Issuer Ltd. N/A 53947XAE2 9616872.44000000 PA USD 9606109.24000000 0.126597799344 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 5.61459960 N N N N N N MF1 Ltd. N/A 55284JAE9 7392231.00000000 PA USD 7364864.96000000 0.097060700967 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 5.68104120 N N N N N N MF1 N/A 55287EAA5 17590246.00000000 PA USD 17612210.94000000 0.232109284923 Long ABS-CBDO CORP KY Y 2 2039-11-18 Floating 5.27546880 N N N N N N LLC N/A 55287HAC4 15153744.00000000 PA USD 15158714.43000000 0.199774939029 Long ABS-CBDO CORP US Y 2 2040-02-18 Floating 5.30646840 N N N N N N LLC N/A 55287KAA1 7619439.00000000 PA USD 7636083.66000000 0.100635060752 Long ABS-CBDO CORP US Y 2 2042-05-18 Floating 5.22257040 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 55291X109 41513677.29030000 NS USD 41521980.03000000 0.547213358175 Long STIV RF US N 1 N N N MSWF Commercial Mortgage Trust N/A 55361AAU8 7477126.00000000 PA USD 8067019.65000000 0.106314316175 Long ABS-MBS CORP US N 2 2056-12-15 Variable 6.01400160 N N N N N N Magna International, Inc. 95RWVLFZX6VGDZNNTN43 559222AV6 5772000.00000000 PA USD 5361242.89000000 0.070655198131 Long DBT CORP CA N 2 2030-06-15 Fixed 2.45000000 N N N N N N Magnetite XIX Ltd. 5493000OP4ZUZOOM1U45 55954KAY1 3285540.00000000 PA USD 3286302.25000000 0.043309796134 Long ABS-CBDO CORP KY Y 2 2034-04-17 Floating 5.33162880 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585AAH5 2779000.00000000 PA USD 2375342.91000000 0.031304368665 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BA2 7684000.00000000 PA USD 7897842.88000000 0.104084755148 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BE2 6563000.00000000 PA USD 6660954.55000000 0.087783947329 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BG7 23000.00000000 PA USD 21322.94000000 0.000281012552 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BH5 5130000.00000000 PA USD 4478573.31000000 0.059022598128 Long DBT CORP US N 2 2033-10-15 Fixed 2.75000000 N N N N N N Martin Marietta Materials, Inc. 5299005MZ4WZECVATV08 573284AV8 586000.00000000 PA USD 546516.91000000 0.007202482959 Long DBT CORP US N 2 2030-03-15 Fixed 2.50000000 N N N N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599106 1022563.00000000 NS USD 64891847.98000000 0.855202136933 Long EC CORP US N 1 N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599BQ8 12460000.00000000 PA USD 11017438.77000000 0.145197547503 Long DBT CORP US N 2 2031-02-15 Fixed 2.00000000 N N N N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RTX7 9860000.00000000 PA USD 10198588.46000000 0.134406014255 Long DBT MUN US N 2 2049-07-01 Fixed 6.35200000 N N N N N N MF1 N/A 58003MAC0 8571000.00000000 PA USD 8592416.36000000 0.113238458469 Long ABS-CBDO CORP KY Y 2 2041-08-18 Floating 5.77446840 N N N N N N McKesson Corp. 549300WZWOM80UCFSF54 58155Q103 18248.00000000 NS USD 14968651.92000000 0.197270127257 Long EC CORP US N 1 N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEZ8 14375000.00000000 PA USD 14001991.75000000 0.184530625011 Long DBT CORP US Y 2 2029-03-21 Fixed 3.30000000 N N N N N N MF1 LLC N/A 59319CAC9 15453000.00000000 PA USD 15472269.89000000 0.203907250063 Long ABS-CBDO CORP US Y 2 2043-02-18 Floating 5.43447000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 246869.00000000 NS USD 119390785.78000000 1.573437316204 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CD4 8693000.00000000 PA USD 7884172.51000000 0.103904594928 Long DBT CORP JP N 2 2033-01-19 Variable 2.85200000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DL5 11148000.00000000 PA USD 11668439.70000000 0.153777013241 Long DBT CORP JP N 2 2036-04-24 Variable 5.61500000 N N N N N N Mohawk Industries, Inc. 549300JI1115MG3Q6322 608190104 170518.00000000 NS USD 18637617.40000000 0.245622997710 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 321004.00000000 NS USD 56987840.12000000 0.751036134228 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 18899000.00000000 PA USD 17727197.55000000 0.233624680118 Long DBT CORP US N 2 2031-01-22 Variable 2.69900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEL5 10038000.00000000 PA USD 9161612.43000000 0.120739827448 Long DBT CORP US N 2 2033-01-21 Variable 2.94300000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61767EAE4 4195516.00000000 PA USD 4141365.73000000 0.054578578548 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.53600000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617955AB5 5098142.00000000 PA USD 5120727.28000000 0.067485470807 Long ABS-MBS CORP US Y 2 2070-11-25 Variable 5.24099880 N N N N N N NTT Finance Corp. 3538007PR116187GD960 62954WAV7 14166000.00000000 PA USD 14668016.69000000 0.193308090435 Long DBT CORP JP Y 2 2035-07-16 Fixed 5.50200000 N N N N N N Neuberger Berman CLO XX Ltd. 549300NPF57YF6WBDP72 64130TBJ3 5725000.00000000 PA USD 5721599.35000000 0.075404294115 Long ABS-CBDO CORP KY Y 2 2039-04-15 Floating 5.05454040 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646139W35 5815000.00000000 PA USD 6969525.80000000 0.091850572038 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAH8 3757000.00000000 PA USD 3605018.76000000 0.047510124048 Long DBT CORP US N 2 2029-09-01 Fixed 2.95000000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473QBD4 1946000.00000000 PA USD 1932507.43000000 0.025468291244 Long DBT CORP US N 2 2045-02-01 Fixed 5.65000000 N N N N N N Nissan Master Owner Trust Receivables N/A 65479VAA4 5130663.00000000 PA USD 5132237.60000000 0.067637163979 Long ABS-O CORP US Y 2 2028-02-15 Floating 4.65384960 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859104 752537.00000000 NS USD 102789028.83000000 1.354644687200 Long EC CORP US N 1 N N N Northwell Healthcare, Inc. 54930073NUTKK4QD3P47 667274AA2 490000.00000000 PA USD 386548.79000000 0.005094281662 Long DBT CORP US N 2 2046-11-01 Fixed 3.97900000 N N N N N N Northwell Healthcare, Inc. 54930073NUTKK4QD3P47 667274AC8 3585000.00000000 PA USD 2943576.50000000 0.038793053232 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N OBX Trust N/A 67121UAA4 2589577.50000000 PA USD 2612113.82000000 0.034424745022 Long ABS-MBS CORP US Y 2 2065-05-25 Variable 5.44100040 N N N N N N OBX Trust 254900Y8CC35WOVR8295 67126GAC6 3721626.46000000 PA USD 3731872.47000000 0.049181914376 Long ABS-MBS CORP US Y 2 2065-10-25 Variable 5.02099920 N Y N N N N OBX Trust 2549007E8KF1RJ2ZV866 673914AC1 4209224.47000000 PA USD 4243636.56000000 0.055926393953 Long ABS-MBS CORP US Y 2 2064-12-25 Variable 5.54699880 N N N N N N OBX Trust 254900YXEB756F6RCA13 67449DAA7 3080528.93000000 PA USD 3098412.02000000 0.040833612589 Long ABS-MBS CORP US Y 2 2064-10-25 Variable 5.31600120 N N N N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 N/A 491419.00000000 NS 30157627.57000000 0.397443875394 Long EC CORP KR N 2 N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 681919106 1489374.00000000 NS USD 120266950.50000000 1.584984189412 Long EC CORP US N 1 N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JBK9 3467000.00000000 PA USD 3625200.56000000 0.047776097649 Long DBT CORP US N 2 2029-03-15 Fixed 5.75000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 2441000.00000000 PA USD 2349202.14000000 0.030959862490 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 8195000.00000000 PA USD 7851471.66000000 0.103473634219 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N Organon & Co. 549300AMCKY57OK2CO56 68622V106 463245.00000000 NS USD 3321466.65000000 0.043773223683 Long EC CORP US N 1 N N N PG&E Corp. 8YQ2GSDWYZXO2EDN3511 69331C108 4920103.00000000 NS USD 79066055.21000000 1.042002369778 Long EC CORP US N 1 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475105 338881.00000000 NS USD 70734631.13000000 0.932203498291 Long EC CORP US N 1 N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 693506107 474534.00000000 NS USD 48620753.64000000 0.640767272108 Long EC CORP US N 1 N N N PFP Ltd. N/A 69382JAB7 12850500.00000000 PA USD 12826945.03000000 0.169044820596 Long ABS-CBDO CORP KY Y 2 2042-12-18 Floating 5.47626960 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JF5 1524000.00000000 PA USD 1477443.25000000 0.019471053205 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JG3 6640000.00000000 PA USD 5975739.05000000 0.078753571741 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JH1 3109000.00000000 PA USD 2353365.29000000 0.031014728161 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JW8 4398000.00000000 PA USD 4264477.91000000 0.056201059687 Long DBT CORP US N 2 2028-06-15 Fixed 3.00000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69690EAC3 16148818.00000000 PA USD 16160364.40000000 0.212975567790 Long ABS-CBDO CORP KY Y 2 2032-08-08 Floating 5.51495160 N N N N N N Parallel Ltd. N/A 69915NAL2 6858996.00000000 PA USD 6867377.69000000 0.090504373945 Long ABS-CBDO CORP KY Y 2 2036-07-20 Floating 5.68443960 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 122461.00000000 NS 50609220.46000000 0.666973045662 Long EC CORP CH N 2 N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081103 5064567.00000000 NS USD 126107718.30000000 1.661958990706 Long EC CORP US N 1 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172109 580849.00000000 NS USD 93168179.60000000 1.227852631237 Long EC CORP US N 1 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CV9 2946000.00000000 PA USD 3009697.50000000 0.039664454221 Long DBT CORP US N 2 2027-11-17 Fixed 5.12500000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CW7 1269000.00000000 PA USD 1334072.20000000 0.017581582768 Long DBT CORP US N 2 2029-11-17 Fixed 5.62500000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CX5 5624000.00000000 PA USD 6010558.10000000 0.079212447962 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DA4 4791000.00000000 PA USD 4952340.61000000 0.065266322416 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AW4 9419000.00000000 PA USD 8446858.32000000 0.111320165945 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N N Plains All American Pipeline LP N/A 72650RBN1 5953000.00000000 PA USD 5778449.29000000 0.076153512880 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N Plains All American Pipeline LP N/A 72650RBP6 3291000.00000000 PA USD 3393766.94000000 0.044726060817 Long DBT CORP US N 2 2034-09-15 Fixed 5.70000000 N N N N N N Principal Financial Group, Inc. CUMYEZJOAF02RYZ1JJ85 74251V102 161938.00000000 NS USD 14284550.98000000 0.188254440326 Long EC CORP US N 1 N N N PRM Trust N/A 74277DAA0 4808434.00000000 PA USD 4802919.21000000 0.063297115119 Long ABS-MBS CORP US Y 2 2033-07-05 Variable 4.48030080 N N N N N N Provident Funding Mortgage Trust N/A 74389DAD9 10368243.96000000 PA USD 10430039.73000000 0.137456283694 Long ABS-MBS CORP US Y 2 2055-06-25 Variable 5.50000080 N N N N N N Public Storage Operating Co. 549300LMZF40TKJ6DM64 74460WAG2 14650000.00000000 PA USD 15162075.51000000 0.199819234312 Long DBT CORP US N 2 2033-08-01 Fixed 5.10000000 N N N N N N Qnity Electronics, Inc. 254900RSUG4J9TFFZX53 74743L100 189865.00000000 NS USD 15502477.25000000 0.204305349356 Long EC CORP US N 1 N N N RPM International, Inc. 549300TJCKW4BRXPJ474 749685AY9 4405000.00000000 PA USD 3992643.28000000 0.052618582631 Long DBT CORP US N 2 2032-01-15 Fixed 2.95000000 N N N N N N Rate Mortgage Trust N/A 75410EBC8 10600576.80000000 PA USD 10595815.02000000 0.139641017011 Long ABS-MBS CORP US Y 2 2055-11-25 Floating 5.42418840 N N N N N N Ready Capital Mortgage Financing LLC N/A 75575WAE6 3695000.00000000 PA USD 3684576.77000000 0.048558609832 Long ABS-CBDO CORP US Y 2 2036-11-25 Floating 5.64621120 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109AX2 1504000.00000000 PA USD 1431849.98000000 0.018870184788 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750103 248309.00000000 NS USD 34842718.88000000 0.459188150288 Long EC CORP US N 1 N N N Home Equity Loan Trust N/A 76110VSS8 140906.11000000 PA USD 2008.01000000 0.000026463330 Long ABS-O CORP US N 2 2035-12-25 Variable 4.43521000 Y Y N N N N Rhode Island Student Loan Authority N/A 762323CU5 7175000.00000000 PA USD 7283227.70000000 0.095984812988 Long DBT MUN US N 2 2042-12-01 Fixed 6.08100000 N N N N N N Rockford Tower CLO Ltd. 5493009YDNBJVFWX7747 77341EBC8 18536627.00000000 PA USD 18372818.83000000 0.242133248073 Long ABS-CBDO CORP KY Y 2 2036-01-20 Floating 5.18443920 N N N N N N Rogers Communications, Inc. 5493000M6Z4XFIP6PF03 775109CH2 16771000.00000000 PA USD 15801079.40000000 0.208240592453 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AJ5 3961000.00000000 PA USD 3583337.43000000 0.047224388315 Long DBT CORP US N 2 2030-06-30 Fixed 2.00000000 N N N N N N STWD Ltd. N/A 78485KAE5 17154000.00000000 PA USD 17082742.28000000 0.225131478872 Long ABS-CBDO CORP KY Y 2 2038-11-15 Floating 5.78385000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 1572000.00000000 PA USD 1578364.15000000 0.020801078039 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N Sammons Financial Group, Inc. 254900SHCOQLVJ21CT59 79588TAE0 2233000.00000000 PA USD 2172428.51000000 0.028630183326 Long DBT CORP US Y 2 2032-04-08 Fixed 4.75000000 N N N N N N Sammons Financial Group, Inc. 254900SHCOQLVJ21CT59 79588TAF7 11339000.00000000 PA USD 12415823.44000000 0.163626696853 Long DBT CORP US Y 2 2034-04-15 Fixed 6.87500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288DAB2 1360772.19000000 PA USD 1361061.35000000 0.017937269645 Long ABS-O CORP US N 2 2027-08-16 Fixed 4.76000000 N N N N N N Santos Finance Ltd. 213800BKUBSWG53XNS94 803014AC3 2933000.00000000 PA USD 2916705.69000000 0.038438925944 Long DBT CORP AU Y 2 2035-11-13 Fixed 5.75000000 N N N N N N SLB Ltd. 213800ZUA17OK3QLGM62 806857108 301170.00000000 NS USD 11558904.60000000 0.152333462865 Long EC CORP CW N 1 N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 2021917.00000000 NS USD 202009727.47000000 2.662262764760 Long EC CORP US N 1 N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CE3 15896000.00000000 PA USD 17027709.68000000 0.224406210621 Long DBT CORP US N 2 2034-05-19 Variable 5.85300000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAH2 2615000.00000000 PA USD 2603188.02000000 0.034307112940 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N Stellantis Finance US, Inc. 549300QZ0AI8Q7LNON33 85855CAB6 9598000.00000000 PA USD 8415429.27000000 0.110905966141 Long DBT CORP US Y 2 2031-09-15 Fixed 2.69100000 N N N N N N Stellantis Financial Underwritten Enhanced Lease Trust N/A 858928AB0 4980359.75000000 PA USD 4997267.57000000 0.065858409611 Long ABS-O CORP US Y 2 2027-07-20 Fixed 4.63000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCN8 16151000.00000000 PA USD 15400149.54000000 0.202956784336 Long DBT CORP JP N 2 2029-01-14 Fixed 2.47200000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAZ8 7057000.00000000 PA USD 5812557.47000000 0.076603020627 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACA1 6050000.00000000 PA USD 5807699.50000000 0.076538998004 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N TRTX Issuer Ltd. N/A 87277LAA4 16758371.00000000 PA USD 16758287.21000000 0.220855523142 Long ABS-CBDO CORP KY Y 2 2043-06-18 Floating 5.47999920 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 290525.00000000 NS USD 28398818.75000000 0.374264737981 Long EC CORP US N 1 N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAA9 2413000.00000000 PA USD 2310108.81000000 0.030444656029 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAC5 7595000.00000000 PA USD 8124198.49000000 0.107067869475 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N Time Warner Cable Enterprises LLC N/A 88731EAJ9 6403000.00000000 PA USD 7388647.85000000 0.097374132915 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417E109 83132.00000000 NS USD 24113267.92000000 0.317785960726 Long EC CORP US N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AE8 20387000.00000000 PA USD 18069704.71000000 0.238138542248 Long DBT CORP CH Y 2 2032-02-11 Variable 2.09500000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818108 308650.00000000 NS USD 71396918.00000000 0.940931700124 Long EC CORP US N 1 N N N US Foods Holding Corp. 549300UGOZSO64CFPR97 912008109 226490.00000000 NS USD 17059226.80000000 0.224821571089 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 912810RB6 36361000.00000000 PA USD 28226646.51000000 0.371995700003 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RP5 215000.00000000 PA USD 164281.84000000 0.002165051312 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RT7 161800000.00000000 PA USD 106478305.09000000 1.403265231066 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RU4 14148000.00000000 PA USD 10447413.75000000 0.137685253888 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TB4 9015000.00000000 PA USD 4982900.44000000 0.065669066871 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 44658400.00000000 PA USD 27095088.63000000 0.357083029965 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TL2 7700000.00000000 PA USD 6677042.99000000 0.087995975013 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TV0 20000000.00000000 PA USD 19633593.80000000 0.258748855150 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TX6 58900000.00000000 PA USD 53249281.25000000 0.701766100561 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TZ1 14000000.00000000 PA USD 13543906.32000000 0.178493570268 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UE6 31400000.00000000 PA USD 29616577.97000000 0.390313445479 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEF4 48400000.00000000 PA USD 47800672.00000000 0.629959511306 Long DBT UST US N 2 2027-03-31 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEN7 57767600.00000000 PA USD 57207976.38000000 0.753937284462 Long DBT UST US N 2 2027-04-30 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHQ7 44000000.00000000 PA USD 44656562.72000000 0.588523659828 Long DBT UST US N 2 2028-07-31 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKJ9 61600000.00000000 PA USD 62357968.90000000 0.821808438473 Long DBT UST US N 2 2027-04-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKX8 97400000.00000000 PA USD 99458335.69000000 1.310749868675 Long DBT UST US N 2 2029-06-30 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLW9 100900000.00000000 PA USD 101960238.03000000 1.343722149388 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMZ1 24000000.00000000 PA USD 24187500.00000000 0.318764256697 Long DBT UST US N 2 2030-04-30 Fixed 3.87500000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PFB3 7433000.00000000 PA USD 7552931.16000000 0.099539203601 Long DBT CORP US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VDR2 5693000.00000000 PA USD 5402758.85000000 0.071202332152 Long DBT CORP US N 2 2039-03-15 Fixed 4.81200000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VFE9 3222000.00000000 PA USD 3085531.55000000 0.040663862369 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VGJ7 2662000.00000000 PA USD 2430920.99000000 0.032036825735 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 92345YAF3 2686000.00000000 PA USD 2680679.54000000 0.035328364693 Long DBT CORP US N 2 2029-03-15 Fixed 4.12500000 N N N N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 92345YAH9 4946000.00000000 PA USD 5231733.98000000 0.068948415229 Long DBT CORP US N 2 2033-04-01 Fixed 5.75000000 N N N N N N Verus Securitization Trust 2138002AFCEWDDRL8N22 92490EAA1 1771255.67000000 PA USD 1773329.10000000 0.023370498498 Long ABS-MBS CORP US Y 2 2070-10-27 Variable 4.93499880 N N N N N N Versant Media Group, Inc. 254900D2Q5F5F229PU30 925283103 123591.36000000 NS USD 5561611.20000000 0.073295828845 Long EC CORP US N 1 N N N Verus Securitization Trust 213800RZ8QGNZ38DSP77 92540PAA6 1923467.64000000 PA USD 1933533.34000000 0.025481811593 Long ABS-MBS CORP US Y 2 2069-10-25 Variable 5.36400000 N N N N N N Virginia Power Fuel Securitization LLC 254900BELJ95ONW6U791 92808VAA0 2288976.91000000 PA USD 2304211.93000000 0.030366941731 Long DBT CORP US N 2 2027-05-01 Fixed 5.08800000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBY5 2556000.00000000 PA USD 2447101.95000000 0.032250072729 Long DBT CORP GB N 2 2053-02-10 Fixed 5.62500000 N N N N N N Vulcan Materials Co. 549300Q8LSNHAVWBNI21 929160AZ2 1217000.00000000 PA USD 1178893.39000000 0.015536499232 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N Voya Ltd. N/A 92916GBF0 6439259.00000000 PA USD 6441519.18000000 0.084892034043 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 5.61615120 N N N N N N Warner Bros Discovery, Inc. 5493006ZCRFWKF6B1K26 934423104 1269168.00000000 NS USD 36577421.76000000 0.482049598314 Long EC CORP US N 1 N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBW8 19470000.00000000 PA USD 19973344.87000000 0.263226395090 Long DBT CORP US N 2 2034-02-15 Fixed 4.87500000 N N N N N N Waters Corp. 5T547R1474YC9HOD8Q74 941848103 60423.00000000 NS USD 22950468.09000000 0.302461556654 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746101 424827.00000000 NS USD 39593876.40000000 0.521803104100 Long EC CORP US N 1 N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 960386AM2 6570000.00000000 PA USD 6650487.89000000 0.087646008431 Long DBT CORP US N 2 2028-09-15 Fixed 4.70000160 N N N N N N Xcel Energy, Inc. LGJNMI9GH8XIDG5RCM61 98389BAY6 3231000.00000000 PA USD 3107121.33000000 0.040948391575 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N Techtronic Industries Co. Ltd. 549300HZW2SBE758OK89 N/A 1110000.00000000 NS 12752546.21000000 0.168064327178 Long EC CORP HK N 2 N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 867224107 1189959.00000000 NS 52815782.51000000 0.696053070953 Long EC CORP CA N 1 N N N Glencore plc 2138002658CPO9NBH955 N/A 3702182.00000000 NS 20138891.96000000 0.265408120985 Long EC CORP JE N 2 N N N National Grid plc 8R95QZMKZLJX5Q2XR704 N/A 3514976.00000000 NS 54169694.77000000 0.713896123571 Long EC CORP GB N 2 N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 00131LAJ4 7948000.00000000 PA USD 7733935.16000000 0.101924634320 Long DBT CORP HK Y 2 2030-04-07 Fixed 3.37500000 N N N N N N Canadian Dollar N/A N/A 0.01000000 OU Currencies 0.01000000 0.000000000131 Long STIV CA N 1 N N N EURO N/A N/A 37.36000000 OU Currencies 43.91000000 0.000000578684 Long STIV XX N 1 N N N N/A N/A N/A 747.00000000 NC USD -323631.77000000 -0.00426510555 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2026-03-31 81650601.94000000 USD -323631.77000000 N N N Amdocs Ltd. 549300HQV672RJ7RQV66 N/A 283250.00000000 NS USD 22804457.50000000 0.300537300025 Long EC CORP GG N 1 N N N Aon plc 635400FALWQYX5E6QC64 N/A 282537.00000000 NS USD 99701656.56000000 1.313956566195 Long EC CORP IE N 1 N N N Axalta Coating Systems Ltd. 529900AGLPA40GV6H619 N/A 1038045.00000000 NS USD 33539233.95000000 0.442009673603 Long EC CORP BM N 1 N N N Accenture plc 5493000EWHDSR3MZWH98 N/A 112921.00000000 NS USD 30296704.30000000 0.399276751486 Long EC CORP IE N 1 N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 N/A 72281.00000000 NS USD 23022221.31000000 0.303407184016 Long EC CORP IE N 1 N N N Aptiv plc N/A N/A 905359.00000000 NS USD 68888766.31000000 0.907877059953 Long EC CORP JE N 1 N N N ICON plc 6354008SRQGEMC4XFI67 N/A 248954.00000000 NS USD 45364397.88000000 0.597852137291 Long EC CORP IE N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 N/A 395587.00000000 NS USD 47371543.25000000 0.624304073289 Long EC CORP IE N 1 N N N Medtronic plc 549300GX3ZBSQWUXY261 N/A 1510459.00000000 NS USD 145094691.54000000 1.912186108506 Long EC CORP IE N 1 N N N Smurfit WestRock plc 635400EGSEOPDW2EXS14 N/A 659789.00000000 NS USD 25514040.63000000 0.336246581778 Long EC CORP IE N 1 N N N Willis Towers Watson plc 549300WHC56FF48KL350 N/A 256761.00000000 NS USD 84371664.60000000 1.111924380467 Long EC CORP IE N 1 N N N British Pound N/A N/A 61.90000000 OU Currencies 83.44000000 0.000001099646 Long STIV GB N 1 N N N Chubb Ltd. E0JAN6VLUDI1HITHT809 N/A 297708.00000000 NS USD 92920620.96000000 1.224590084638 Long EC CORP CH N 1 N N N South Korea Won N/A N/A -540.00000000 OU Currencies -0.37000000 -0.00000000487 Short STIV KR N 1 N N N NXP Semiconductors NV 724500M9BY5293JDF951 N/A 272176.00000000 NS USD 59078522.56000000 0.778588995581 Long EC CORP NL N 1 N N N N/A N/A N/A 878.00000000 NC USD -135069.76000000 -0.00178006869 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2026-03-31 183316796.44000000 USD -135069.76000000 N N N N/A N/A N/A 198.00000000 NC USD -99733.59000000 -0.00131437741 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Ultra Note 2026-03-20 22773093.75000000 USD -99733.59000000 N N N N/A N/A N/A 407.00000000 NC USD -1146250.38000000 -0.01510630079 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2026-03-20 48026000.00000000 USD -1146250.38000000 N N N 2026-01-30 MFS Series Trust V James Byrne James Byrne Assistant Treasurer XXXX