NPORT-P false 0000356349 XXXXXXXX S000000693 C000002008 C000002007 C000117927 C000002015 C000002006 C000002017 C000002012 C000002018 C000002013 MFS Series Trust XIII 811-03327 0000356349 5493000SCRZM3WD72S74 111 Huntington Avenue Boston 02199 617-954-5000 MFS Government Securities Fund S000000693 UWWK6TDSOPDQSQMMEB12 2022-02-28 2021-11-30 N 3357510972.17 686570191.72 2670940780.45 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 682702847.25000000 0.00000000 0.00000000 1056759.33000000 USD N GNMA 549300M8ZYFG0OCMTT87 36179WR26 15800000.00000000 PA USD 16252544.07000000 0.608495111121 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292JBG4 69169.24000000 PA USD 78653.68000000 0.002944793107 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H0326C9 47117230.00000000 PA USD 49211737.88000000 1.842487045770 Long ABS-MBS USGA US N 2 2051-12-15 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDD0 13343200.00000000 PA USD 13306714.62000000 0.498203281682 Long DBT UST US N 2 2023-10-31 Fixed 0.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BHCY1 9000000.00000000 PA USD 9430102.80000000 0.353062968262 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 2.81100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UV90 1862827.00000000 PA USD 1967772.49000000 0.073673385213 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DD97 467790.01000000 PA USD 540059.45000000 0.020219821193 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XA98 86790.48000000 PA USD 99235.13000000 0.003715362419 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBN0 51824200.00000000 PA USD 51682492.94000000 1.934992094107 Long DBT UST US N 2 2023-02-28 Fixed 0.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JJC3 320519.39000000 PA USD 366214.38000000 0.013711063258 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36177UCZ5 206093.85000000 PA USD 223755.25000000 0.008377394648 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPN91 1079500.19000000 PA USD 1181955.61000000 0.044252407939 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DP79 1890630.95000000 PA USD 2171782.88000000 0.081311532471 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PFQE8 116.54000000 PA USD 116.70000000 0.000004369247 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WLQ9 5369227.08000000 PA USD 5587267.42000000 0.209187244468 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZU4 20077463.00000000 PA USD 2869679.82000000 0.107440787942 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.98485640 N N N N N N United States Small Business Administration N/A 83162CNR0 117238.99000000 PA USD 120964.56000000 0.004528912092 Long ABS-O CORP US N 2 2024-04-01 Fixed 4.77000000 N N N N N N Tobacco Settlement Finance Authority N/A 88880LAG8 1550000.00000000 PA USD 1546205.91000000 0.057889936059 Long DBT MUN US N 2 2025-06-01 Fixed 1.64700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WG44 4780531.23000000 PA USD 4967543.89000000 0.185984800799 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEVB2 720836.39000000 PA USD 770085.78000000 0.028832005023 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENEK1 9307932.90000000 PA USD 10311868.49000000 0.386076268162 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M7PU4 156914.43000000 PA USD 174117.26000000 0.006518948726 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M5HJ2 48588.33000000 PA USD 56409.73000000 0.002111979809 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACPT2 4502288.64000000 PA USD 4535631.69000000 0.169814011721 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 1.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUL8 40544490.95000000 PA USD 1741734.57000000 0.065210527419 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.62519400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A9RJ7 472872.42290000 PA USD 85216.06000000 0.003190488558 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FXC5 749918.48000000 PA USD 834564.68000000 0.031246094488 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RB6 27528200.00000000 PA USD 32438112.68000000 1.214482661593 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TNQ4 2435318.56000000 PA USD 2535102.77000000 0.094914226049 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.00000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PLK3 2214384.49000000 PA USD 2405711.07000000 0.090069801906 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KRH4 370358.59000000 PA USD 420680.42000000 0.015750271330 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TH89 1780286.43000000 PA USD 1836972.53000000 0.068776235828 Long DBT MUN US N 2 2030-06-01 Fixed 2.32600000 N N N N N N Benchmark Mortgage Trust N/A 08162RAF4 44014168.29000000 PA USD 3992045.45000000 0.149462147540 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.38385440 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312941LZ8 385611.40000000 PA USD 427851.93000000 0.016018772603 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419JS25 215342.02000000 PA USD 241791.92000000 0.009052687418 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N FNMA or FHLMC N/A 01F0224C6 30900000.00000000 PA USD 32036717.99000000 1.199454447829 Long ABS-MBS USGSE US N 2 2036-12-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWHX1 10235210.00000000 PA USD 1297317.99000000 0.048571574461 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 1.70397000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202F2V7 657573.15000000 PA USD 768537.99000000 0.028774055779 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AMD58 296928.29000000 PA USD 338946.52000000 0.012690154812 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913BB9 14792000.00000000 PA USD 14658339.49000000 0.548808105267 Long DBT MUN US N 2 2023-02-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828U24 51959000.00000000 PA USD 54108397.83000000 2.025817952462 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQ2X7 1621478.80680000 PA USD 167651.83000000 0.006276883082 Long ABS-MBS USGSE US N 2 2036-02-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BCM47 829501.38000000 PA USD 850511.90000000 0.031843158269 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BLRJ9 1340934.19000000 PA USD 1374794.79000000 0.051472305191 Long ABS-MBS USGSE US N 2 2027-01-15 Fixed 3.50000000 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 55291X109 762705095.45000000 NS USD 762705095.45000000 28.55567225722 Long STIV RF US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYK9 1495937.33000000 PA USD 1640657.67000000 0.061426209147 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 50.00000000 NC USD 202112.55000000 0.007567092145 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Long Bond 2022-03-22 8106250.00000000 USD 202112.55000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L5AD5 8093313.82000000 PA USD 8587430.13000000 0.321513310697 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H0406C2 21225000.00000000 PA USD 22412273.44000000 0.839115326107 Long ABS-MBS USGA US N 2 2051-12-15 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BDCW4 4700000.00000000 PA USD 4952892.90000000 0.185436267859 Long ABS-MBS USGSE US N 2 2024-07-25 Fixed 3.30300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412FS38 146855.78000000 PA USD 169324.31000000 0.006339500719 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Commercial Mortgage Trust N/A 12593GAF9 5300000.00000000 PA USD 5684662.87000000 0.212833729284 Long ABS-MBS CORP US N 2 2050-07-10 Fixed 3.90200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179R7H6 134925.85000000 PA USD 141052.53000000 0.005281005518 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4T37 176440.52000000 PA USD 202658.92000000 0.007587548233 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412QSX8 92879.35000000 PA USD 105894.62000000 0.003964693668 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WNE4 9076054.38000000 PA USD 9336011.00000000 0.349540172074 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PR3E7 81380.41000000 PA USD 85984.61000000 0.003219263063 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N FNMA or FHLMC N/A 01F0124C7 13750000.00000000 PA USD 13821972.59000000 0.517494535677 Long ABS-MBS USGSE US N 2 2036-12-25 Fixed 1.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BRS71 641160.21000000 PA USD 649763.68000000 0.024327146627 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQTZ5 1397377.06000000 PA USD 1543178.43000000 0.057776587234 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTG43 14430646.00000000 PA USD 1986150.42000000 0.074361454755 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.91472480 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417TNK0 733669.96000000 PA USD 813340.06000000 0.030451444897 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385W2S7 199788.52000000 PA USD 229427.00000000 0.008589744919 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N CARS-DB4 LP N/A 12510HAD2 1256150.69000000 PA USD 1268401.80000000 0.047488952554 Long ABS-O CORP US Y 2 2050-02-15 Fixed 3.19000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416YDT2 536154.30000000 PA USD 594584.43000000 0.022261235979 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PRZ69 120391.44000000 PA USD 127282.49000000 0.004765455338 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N MF1 Ltd. N/A 58003UAA6 4790500.00000000 PA USD 4809853.14000000 0.180080860467 Long ABS-CBDO CORP KY Y 2 2035-11-15 Floating 1.86447960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36201U6W9 131150.59000000 PA USD 150217.36000000 0.005624136674 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810PW2 2078000.00000000 PA USD 2907982.42000000 0.108874836959 Long DBT UST US N 2 2038-02-15 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407HWN2 67096.18000000 PA USD 74767.64000000 0.002799299802 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N Commercial Mortgage Trust N/A 12593FBD5 3135000.00000000 PA USD 3356153.56000000 0.125654360612 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.70800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNX70 19373967.18110000 PA USD 1442670.84000000 0.054013583923 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.21801320 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284D9 131000000.00000000 PA USD 134709960.61000000 5.043539774300 Long DBT UST US N 2 2023-03-31 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXZ50 50226558.90000000 PA USD 1317322.10000000 0.049320528169 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.42257160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390YPP7 57606.99000000 PA USD 64193.50000000 0.002403404091 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJC99 595658.13000000 PA USD 687966.88000000 0.025757474109 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CM43 689046.64000000 PA USD 724986.76000000 0.027143498100 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H13T1 7120528.00000000 PA USD 749215.55000000 0.028050623790 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 1.33359840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4X98 176453215.52780000 PA USD 1677611.30000000 0.062809752738 Long ABS-MBS USGSE US N 2 2028-02-25 Variable 0.26886240 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RCV9 369555.93000000 PA USD 419394.52000000 0.015702127245 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6NG9 124467.40000000 PA USD 143441.14000000 0.005370435056 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N BDS Ltd. N/A 05493NAA0 5974500.00000000 PA USD 5959999.89000000 0.223142344960 Long ABS-CBDO CORP KY Y 2 2038-11-16 Floating 1.15875000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAN1 49534000.00000000 PA USD 49497236.36000000 1.853176106422 Long DBT UST US N 2 2022-09-30 Fixed 0.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292SBD1 7533135.35000000 PA USD 8139156.43000000 0.304729947199 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CA70 113040.46000000 PA USD 129625.17000000 0.004853165257 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VFL8 135566.29000000 PA USD 155559.32000000 0.005824139611 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F5D3 85327.03000000 PA USD 97055.31000000 0.003633749977 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4GZ0 37534.77000000 PA USD 43010.96000000 0.001610329974 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WFPH3 1419781.43000000 PA USD 1522925.26000000 0.057018308722 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J4MM8 1626275.08000000 PA USD 1731437.61000000 0.064825009325 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419JSM1 1743865.18000000 PA USD 1912838.91000000 0.071616672447 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PKG3 3873817.27000000 PA USD 4059533.11000000 0.151988884954 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N United States Small Business Administration N/A 83162CNU3 57427.93000000 PA USD 59403.86000000 0.002224080010 Long ABS-O CORP US N 2 2024-06-01 Fixed 5.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEXT1 627270.75000000 PA USD 669801.15000000 0.025077349333 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N FNMA or FHLMC N/A 01F020414 4950000.00000000 PA USD 5066208.97000000 0.189678820552 Long ABS-MBS USGSE US N 2 2037-01-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418C5U4 1479637.30000000 PA USD 1553243.62000000 0.058153427862 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E55N4 135685.01000000 PA USD 146553.08000000 0.005486946063 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CLB2 478891.20000000 PA USD 555194.77000000 0.020786487445 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CV68 1109636.36000000 PA USD 1175714.52000000 0.044018741583 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCK5 18346500.00000000 PA USD 18259784.17000000 0.683646163316 Long DBT UST US N 2 2023-06-30 Fixed 0.12500000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PKJ7 1711421.03000000 PA USD 1864382.02000000 0.069802446899 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BKRJ1 16621000.00000000 PA USD 17746148.62000000 0.664415652712 Long ABS-MBS USGSE US N 2 2025-05-25 Variable 3.32899920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HQU3 835335.09980000 PA USD 108948.83000000 0.004079043264 Long ABS-MBS USGA US N 2 2042-08-16 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138YWJX6 3743849.48000000 PA USD 4019531.09000000 0.150491209667 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JUS3 56623.00000000 PA USD 65220.86000000 0.002441868441 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36294UUL4 206187.95000000 PA USD 221385.58000000 0.008288674223 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N BSPDF Issuer Ltd. N/A 055731AC7 4700500.00000000 PA USD 4700500.00000000 0.175986679839 Long ABS-CBDO CORP KY Y 2 2036-10-15 Floating 1.56925080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312932ZG4 432830.12000000 PA USD 493638.07000000 0.018481805123 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A2J36 1160266.39000000 PA USD 1210958.31000000 0.045338268780 Long ABS-MBS USGSE US N 2 2025-11-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PRZ51 129920.85000000 PA USD 137312.01000000 0.005140960481 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QSWK0 1468346.09000000 PA USD 1567711.26000000 0.058695096180 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Benchmark Mortgage Trust N/A 08163CBE8 26371503.30000000 PA USD 2176052.51000000 0.081471387382 Long ABS-MBS CORP US N 2 2054-03-15 Variable 1.27288440 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8FJ5 2251300.15000000 PA USD 2372027.04000000 0.088808672111 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620A9PQ8 282047.41000000 PA USD 309249.59000000 0.011578302007 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412MAJ7 22926.77000000 PA USD 26314.46000000 0.000985213157 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PML0 3672514.27000000 PA USD 3808967.64000000 0.142607715898 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N PFP Ltd. N/A 69290LAC1 5441728.44000000 PA USD 5414987.79000000 0.202737096592 Long ABS-MBS CORP KY Y 2 2038-04-14 Floating 1.24112880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H022614 20925000.00000000 PA USD 21456298.93000000 0.803323648620 Long ABS-MBS USGA US N 2 2052-01-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GRK1 16713.78000000 PA USD 19456.30000000 0.000728443705 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CXQ9 154650.58000000 PA USD 178560.09000000 0.006685288244 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Golden State Tobacco Securitization Corp. N/A 38122NB76 4695000.00000000 PA USD 4833625.04000000 0.180970880199 Long DBT MUN US N 2 2046-06-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179RBW8 2497341.28000000 PA USD 2612636.06000000 0.097817071764 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N FNMA or FHLMC N/A 01F0326C3 9550000.00000000 PA USD 10040183.55000000 0.375904386330 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCB0 5416000.00000000 PA USD 5350588.31000000 0.200325980611 Long DBT CORP US N 2 2027-04-22 Variable 1.57799880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X13A2 866068.04000000 PA USD 935441.33000000 0.035022915402 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EH3F7 2375916.60000000 PA USD 2609361.26000000 0.097694463280 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZZ0 12033779.00000000 PA USD 1552505.51000000 0.058125793030 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.76594400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXE30 113463.37000000 PA USD 128989.98000000 0.004829383749 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFZS6 2269646.94000000 PA USD 2330277.38000000 0.087245565197 Long ABS-MBS USGSE US N 2 2028-03-25 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCR0 32248000.00000000 PA USD 31524939.21000000 1.180293454678 Long DBT UST US N 2 2028-07-31 Fixed 1.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QC5 11926300.00000000 PA USD 17079766.10000000 0.639466296857 Long DBT UST US N 2 2039-08-15 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMZB4 4110377.70000000 PA USD 4241681.50000000 0.158808519119 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8KR0 3058019.34000000 PA USD 3121826.14000000 0.116881144009 Long ABS-MBS USGSE US N 2 2042-01-25 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300REQJRID6TODX95 95001RAY5 13800787.28320000 PA USD 804736.33000000 0.030129321319 Long ABS-MBS CORP US Y 2 2052-01-15 Variable 1.12044960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WGHU1 759108.64000000 PA USD 815018.24000000 0.030514275942 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TLR4 6351727.24000000 PA USD 6644778.98000000 0.248780468239 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCB5 41833000.00000000 PA USD 42643514.38000000 1.596572814048 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PMN6 2236056.66000000 PA USD 2371923.49000000 0.088804795200 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XS39 86180.94000000 PA USD 98233.90000000 0.003677876376 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419B5X9 1266688.83000000 PA USD 1393819.80000000 0.052184601403 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N United States Small Business Administration N/A 83162CVH3 1073236.97000000 PA USD 1090508.57000000 0.040828631543 Long ABS-O CORP US N 2 2033-02-01 Fixed 2.21000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297DCF3 2065.63000000 PA USD 2300.41000000 0.000086127330 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03881CAE1 3901000.00000000 PA USD 3881483.30000000 0.145322701589 Long ABS-CBDO CORP KY Y 2 2035-12-15 Floating 1.58924880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A2AX7 1304018.82000000 PA USD 1430348.26000000 0.053552226633 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335B7E0 2087272.19000000 PA USD 2417070.82000000 0.090495110849 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KGB4 669280.38000000 PA USD 772181.22000000 0.028910458279 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N Benchmark Mortgage Trust N/A 08163JAG9 45621580.78000000 PA USD 3433594.22000000 0.128553738260 Long ABS-MBS CORP US Y 2 2054-09-15 Variable 1.16013240 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LDU3 420203.96000000 PA USD 465658.31000000 0.017434243147 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BNPS7 2833233.54000000 PA USD 2960560.19000000 0.110843348219 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401L6S7 295179.93000000 PA USD 337650.56000000 0.012641634081 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BBT1 4703713.46000000 PA USD 5164570.75000000 0.193361484754 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AMNZ8 1064578.49000000 PA USD 1103552.71000000 0.041317004033 Long ABS-MBS USGSE US N 2 2044-09-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AEEP8 361279.54000000 PA USD 363445.41000000 0.013607393045 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YB0 29405000.00000000 PA USD 29977018.99000000 1.122339334867 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SJS7 1217437.36000000 PA USD 1273639.42000000 0.047685049003 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ER5E6 4190601.65000000 PA USD 4594833.75000000 0.172030536342 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N FNMA or FHLMC N/A 01F020612 146625000.00000000 PA USD 146418808.59000000 5.481918942633 Long ABS-MBS USGSE US N 2 2052-01-25 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CBA8 51749000.00000000 PA USD 51269917.59000000 1.919545276528 Long DBT UST US N 2 2023-12-15 Fixed 0.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6K49 71168.76000000 PA USD 79401.73000000 0.002972800092 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYE3 3004272.77000000 PA USD 3305690.08000000 0.123765008351 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 678.00000000 NC USD 1196751.36000000 0.044806360693 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2022-03-22 88690875.00000000 USD 1196751.36000000 N N N N/A N/A N/A -142.00000000 NC USD -454511.75000000 -0.01701691603 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2022-03-22 -20858468.75000000 USD -454511.75000000 N N N Seasoned Credit Risk Transfer Trust N/A 35563PLH0 2630560.42000000 PA USD 2745116.07000000 0.102777122207 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AEEF6 816840.26000000 PA USD 928079.18000000 0.034747276569 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N BXMT Ltd. N/A 05609GAC2 7779500.00000000 PA USD 7779726.38000000 0.291272889198 Long ABS-MBS CORP KY Y 2 2038-05-15 Floating 1.38888000 N N N N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RQZ5 445000.00000000 PA USD 461070.69000000 0.017262482694 Long DBT MUN US N 2 2026-07-01 Fixed 2.56200000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CE6 2796000.00000000 PA USD 3939524.46000000 0.147495762123 Long DBT NUSS US N 2 2044-01-24 Fixed 4.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6HH4 153450.50000000 PA USD 172864.60000000 0.006472049147 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691RAF3 24454995.74180000 PA USD 1220932.78000000 0.045711712851 Long ABS-MBS CORP US N 2 2051-12-15 Variable 1.02351240 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297V6E3 83669.24000000 PA USD 95394.75000000 0.003571578624 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810EX2 981000.00000000 PA USD 1233339.26000000 0.046176211356 Long DBT UST US N 2 2026-08-15 Fixed 6.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WLP1 4440782.61000000 PA USD 4567975.64000000 0.171024968933 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418QPN7 359931.17000000 PA USD 410350.19000000 0.015363507607 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N BBCMS Trust N/A 05551VBK8 21357644.83000000 PA USD 2043332.87000000 0.076502365194 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.43165880 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAM3 19700000.00000000 PA USD 19131316.36000000 0.716276321063 Long DBT UST US N 2 2025-09-30 Fixed 0.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AYB75 1730105.24000000 PA USD 1760814.09000000 0.065924864485 Long ABS-MBS USGSE US N 2 2041-08-15 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412LA34 154795.73000000 PA USD 181349.21000000 0.006789712872 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Symphony CLO XVII Ltd. 549300X84MR2MGY6OR68 87165UAQ4 4840622.00000000 PA USD 4826748.78000000 0.180713433084 Long ABS-CBDO CORP KY Y 2 2028-04-15 Floating 1.32374880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375GBQ3 310000.00000000 PA USD 320911.66000000 0.012014929808 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202ESB6 152527.62000000 PA USD 178275.94000000 0.006674649670 Long ABS-MBS USGA US N 2 2038-04-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WDKV2 931147.79000000 PA USD 1019215.88000000 0.038159433839 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200NG47 361486.88000000 PA USD 407181.82000000 0.015244883861 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312940ZV4 64552.79000000 PA USD 72423.44000000 0.002711532974 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Benchmark Mortgage Trust N/A 08163EBE4 38181599.58000000 PA USD 2510871.62000000 0.094007012000 Long ABS-MBS CORP US N 2 2054-06-15 Variable 0.99900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M73V6 261792.06000000 PA USD 297550.80000000 0.011140299409 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419EJE0 391477.55000000 PA USD 441747.71000000 0.016539030488 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L2T72 1168180.71000000 PA USD 1189998.45000000 0.044553531800 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 2.55000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36295SD45 79134.70000000 PA USD 88078.77000000 0.003297668396 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 5.50000000 N N N N N N 3650R Commercial Mortgage Trust N/A 88581EAF8 22131488.00000000 PA USD 1625447.14000000 0.060856727034 Long ABS-MBS CORP US N 2 2054-11-15 Variable 1.03852080 N N N N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RRA9 2165000.00000000 PA USD 2256790.80000000 0.084494228270 Long DBT MUN US N 2 2027-07-01 Fixed 2.68200000 N N N N N N Toledo Hospital (The) 5493009DCR7NWV6K4T34 889184AF4 4139000.00000000 PA USD 4898066.94000000 0.183383584385 Long DBT CORP US N 2 2028-11-15 Fixed 5.32500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XKB7 77816.47000000 PA USD 86792.94000000 0.003249526932 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692CBK3 20745363.12000000 PA USD 1759244.13000000 0.065866085196 Long ABS-MBS CORP US N 2 2054-06-15 Variable 1.35415080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H3EX6 14903848.68000000 PA USD 667589.58000000 0.024994548171 Long ABS-MBS USGSE US N 2 2031-08-25 Variable 0.60798960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128KYA33 158564.93000000 PA USD 185978.71000000 0.006963041313 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXC57 754035.96000000 PA USD 844864.94000000 0.031631736135 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 5.50000000 N N N N N N Chicago Transit Authority Sales Tax Receipts Fund N/A 16772PCM6 1723000.00000000 PA USD 1780643.83000000 0.066667289781 Long DBT MUN US N 2 2026-12-01 Fixed 2.48100000 N N N N N N Howard University N/A 442851AD3 458000.00000000 PA USD 461883.46000000 0.017292912796 Long DBT CORP US N 2 2022-10-01 Fixed 2.73800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERCZ1 1010478.24000000 PA USD 1108055.31000000 0.041485581339 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371KHY0 72356.46000000 PA USD 82888.03000000 0.003103327135 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JAGT9 1759808.92000000 PA USD 2028419.33000000 0.075944002384 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N Ready Capital Mortgage Financing LLC N/A 75575WAA4 4105000.00000000 PA USD 4101147.87000000 0.153546941213 Long ABS-MBS CORP US Y 2 2036-11-25 Floating 1.28000160 N N N N N N Palmer Square Loan Funding Ltd. N/A 69701EAC0 3163115.00000000 PA USD 3149004.34000000 0.117898695585 Long ABS-CBDO CORP KY Y 2 2028-02-20 Floating 1.50963120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LK35 725530.33000000 PA USD 797114.29000000 0.029843952207 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N LoanCore Issuer Ltd. N/A 53947XAE2 6508500.00000000 PA USD 6510468.82000000 0.243751896996 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 1.83949920 N N N N N N BANK N/A 06542BBN6 19069262.58000000 PA USD 1099436.43000000 0.041162890545 Long ABS-MBS CORP US N 2 2054-04-15 Variable 0.89227800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376KQF6 380423.40000000 PA USD 436207.47000000 0.016331603949 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N United States Small Business Administration N/A 83162CVK6 1691544.06000000 PA USD 1720067.89000000 0.064399327105 Long ABS-O CORP US N 2 2033-03-01 Fixed 2.22000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HMPP3 931062.26000000 PA USD 977901.67000000 0.036612630169 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AT49 91797.33000000 PA USD 104026.46000000 0.003894749773 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N N/A N/A N/A -482.00000000 NC USD -238188.97000000 -0.00891779300 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Note 2022-03-31 -105429969.23000000 USD -238188.97000000 N N N Benchmark Mortgage Trust N/A 08163GAZ3 40484781.19000000 PA USD 3850912.39000000 0.144178126980 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.40443560 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BWP99 2370004.52000000 PA USD 2456504.00000000 0.091971488772 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YSE8 318780.34000000 PA USD 362033.83000000 0.013554543502 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419GP24 323837.94000000 PA USD 359152.99000000 0.013446684877 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N United States Small Business Administration N/A 83162CNH2 33056.50000000 PA USD 34168.47000000 0.001279267224 Long ABS-O CORP US N 2 2023-11-01 Fixed 4.98000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414QTQ0 28768.06000000 PA USD 31960.76000000 0.001196610581 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N ACREC Ltd. N/A 00500RAC9 7778000.00000000 PA USD 7768931.63000000 0.290868733850 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 1.58874840 N N N N N N Central Texas Turnpike System N/A 88283KBK3 3260000.00000000 PA USD 3290372.77000000 0.123191528396 Long DBT MUN US N 2 2042-08-15 Variable 1.98000000 N N N N N N United States Small Business Administration N/A 83162CPL1 97711.83000000 PA USD 101904.47000000 0.003815302486 Long ABS-O CORP US N 2 2025-04-01 Fixed 5.11000000 N N N N N N N/A N/A N/A -174.00000000 NC USD -174617.70000000 -0.00653768519 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2022-03-31 -21123328.21000000 USD -174617.70000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 31294LSL8 4306.56000000 PA USD 4326.26000000 0.000161975137 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B0CN2 2671527.99000000 PA USD 2811141.24000000 0.105249104007 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36296FS61 42379.25070000 PA USD 47477.54000000 0.001777558691 Long ABS-MBS USGA US N 2 2058-04-20 Variable 5.87000160 N N N N N N Chicago Transit Authority Sales Tax Receipts Fund N/A 16772PCL8 738000.00000000 PA USD 755143.59000000 0.028272569557 Long DBT MUN US N 2 2025-12-01 Fixed 2.21400000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003DBP2 20967573.15000000 PA USD 2459928.26000000 0.092099693037 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.68264360 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KQ64 56004.32000000 PA USD 64661.87000000 0.002420939860 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398NQG2 512686.87000000 PA USD 556317.70000000 0.020828529934 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4.00000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EW8 3827000.00000000 PA USD 3795877.34000000 0.142117615178 Long DBT USGA US N 2 2025-05-15 Fixed 0.75000000 N N N N N N Commercial Mortgage Trust N/A 12592GBD4 1000000.00000000 PA USD 1059348.50000000 0.039661998789 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.79600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BBY0 725223.13000000 PA USD 803519.31000000 0.030083756101 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179M2P4 77752.76000000 PA USD 81733.21000000 0.003060090684 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407HWY8 17458.77000000 PA USD 19454.92000000 0.000728392038 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.50000000 N N N N N N Bancorp Commercial Mortgage Trust N/A 05973BAA5 362653.63380000 PA USD 362376.17000000 0.013567360708 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 1.21448160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABC35 1939179.19510000 PA USD 190026.96000000 0.007114607758 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YF1 35000000.00000000 PA USD 35360937.50000000 1.323913197882 Long DBT UST US N 2 2022-09-15 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DV50 62806.29000000 PA USD 72472.72000000 0.002713378017 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PR3G2 104242.66000000 PA USD 110162.04000000 0.004124465836 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828Y79 30757000.00000000 PA USD 32836701.91000000 1.229405838959 Long DBT UST US N 2 2025-07-31 Fixed 2.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D7G1 6347980.00000000 PA USD 6616131.24000000 0.247707897098 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397QLS5 270538.66000000 PA USD 277965.68000000 0.010407032684 Long ABS-MBS USGSE US N 2 2040-04-25 Fixed 3.50000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55282XAC4 3875500.00000000 PA USD 3871992.67000000 0.144967372483 Long ABS-MBS CORP US Y 2 2036-07-15 Floating 1.36215000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CRF3 1160518.94000000 PA USD 1218621.33000000 0.045625172183 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133D3L45 796718.22000000 PA USD 831334.43000000 0.031125153956 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179NJA7 6879902.32000000 PA USD 7393586.58000000 0.276815818385 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N Rhode Island Student Loan Authority N/A 762323BM4 385000.00000000 PA USD 392618.42000000 0.014699630290 Long DBT MUN US N 2 2039-12-01 Fixed 2.19500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FJ92 285745.25000000 PA USD 327806.93000000 0.012273088658 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406V2P0 64139.77000000 PA USD 72894.06000000 0.002729152983 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BYPS3 43313173.16900000 PA USD 770493.71000000 0.028847277919 Long ABS-MBS USGSE US N 2 2024-04-25 Variable 1.03054680 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYG8 303071.95000000 PA USD 333487.26000000 0.012485760165 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AA5A5 1001607.66000000 PA USD 1107521.80000000 0.041465606729 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F5DA8 6902982.62000000 PA USD 7321111.74000000 0.274102360995 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398JUK7 2739995.67000000 PA USD 3076987.19000000 0.115202374104 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHGM8 847081.02000000 PA USD 931403.42000000 0.034871736087 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6WA2 415070.58000000 PA USD 486819.96000000 0.018226535143 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312934M58 183840.26000000 PA USD 209668.16000000 0.007849974119 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ5E8 2271845.11000000 PA USD 2510053.18000000 0.093976369613 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297H6A1 122612.13000000 PA USD 136756.75000000 0.005120171551 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FPG5 707937.56000000 PA USD 790000.04000000 0.029577594747 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297CWY2 127837.97000000 PA USD 146115.94000000 0.005470579545 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F2LJ3 5237000.00000000 PA USD 5676490.61000000 0.212527759939 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.11700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312940BC2 110613.94000000 PA USD 123716.00000000 0.004631925982 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416XV64 247250.54000000 PA USD 279313.56000000 0.010457497299 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 584.00000000 NC USD 4925310.00000000 0.184403564319 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2022-03-22 117128500.00000000 USD 4925310.00000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MUR1 154663.26000000 PA USD 176337.89000000 0.006602089095 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A2EK2 1746376.86000000 PA USD 1834908.13000000 0.068698944710 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WAFE2 1533445.72000000 PA USD 1615543.29000000 0.060485926974 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200EAQ4 109814.70000000 PA USD 124931.99000000 0.004677452638 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N United States Small Business Administration N/A 83162CNK5 97019.91000000 PA USD 99303.54000000 0.003717923689 Long ABS-O CORP US N 2 2023-12-01 Fixed 4.89000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132JADZ5 407541.58000000 PA USD 432340.79000000 0.016186835483 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GRL58 1120176.59000000 PA USD 1210358.39000000 0.045315807780 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140K8RB9 1349612.80000000 PA USD 1385787.42000000 0.051883869164 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2NA8 11674001.00000000 PA USD 976037.54000000 0.036542837158 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 1.03919040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419LZZ9 711329.34000000 PA USD 780212.77000000 0.029211159442 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQVJ6 776326.87000000 PA USD 838384.19000000 0.031389096910 Long ABS-MBS USGSE US N 2 2045-12-25 Fixed 3.50000000 N N N N N N Madison Park Funding XIII Ltd. N/A 55818MBC0 5711934.00000000 PA USD 5737340.68000000 0.214805986040 Long ABS-CBDO CORP KY Y 2 2030-04-19 Floating 1.62362880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXAY6 425093.83000000 PA USD 495625.64000000 0.018556219727 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377VGJ9 1004470.94000000 PA USD 1049588.16000000 0.039296571742 Long ABS-MBS USGA US N 2 2039-05-16 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YS3 8564000.00000000 PA USD 8815567.50000000 0.330054771881 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVNL2 11124134.00000000 PA USD 1169267.74000000 0.043777374195 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.43621280 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XF93 259540.43000000 PA USD 297056.99000000 0.011121811167 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WR34 4025000.00000000 PA USD 4193971.51000000 0.157022257501 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M72C9 112725.98000000 PA USD 130091.50000000 0.004870624648 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDY67 5200000.00000000 PA USD 5363297.21000000 0.200801801719 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJWU0 1916323.45000000 PA USD 2018536.43000000 0.075573986693 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWFW2 3522348.46000000 PA USD 3699243.97000000 0.138499662631 Long ABS-MBS USGSE US N 2 2039-05-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AAL29 2939222.08000000 PA USD 2984786.19000000 0.111750369452 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828VS6 136673000.00000000 PA USD 141365795.93000000 5.292734191814 Long DBT UST US N 2 2023-08-15 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F84L4 13158725.00000000 PA USD 1170335.69000000 0.043817358234 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 1.17211680 N N N N N N Port of Oakland N/A 735000TN1 1680000.00000000 PA USD 1688560.94000000 0.063219707166 Long DBT MUN US N 2 2026-05-01 Fixed 1.51700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BTAC5 7808000.00000000 PA USD 8488295.42000000 0.317801708002 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 3.30000000 N N N N N N Toledo Hospital (The) 5493009DCR7NWV6K4T34 889184AD9 1992000.00000000 PA USD 2347628.83000000 0.087895203337 Long DBT CORP US N 2 2038-11-15 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LQ2S2 634311.80000000 PA USD 691346.95000000 0.025884023901 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A5GN6 2041439.84000000 PA USD 2246525.36000000 0.084109890284 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PPZS5 182218.82000000 PA USD 190491.30000000 0.007131992644 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FEZW3 113521277.26930000 PA USD 1006911.03000000 0.037698740360 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 0.26282160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419FG83 589189.70000000 PA USD 648292.76000000 0.024272075395 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N United States Small Business Administration N/A 83162CMC4 9927.87000000 PA USD 9957.20000000 0.000372797482 Long ABS-O CORP US N 2 2022-03-01 Fixed 6.07000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WJUV1 1209203.73000000 PA USD 1282401.17000000 0.048013088848 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Allegro CLO IV Ltd. 635400THLJMIHHPCEN50 01749TAQ3 6215880.00000000 PA USD 6216184.58000000 0.232733897565 Long ABS-CBDO CORP KY Y 2 2030-01-15 Floating 1.67375160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36291FAQ1 358128.15000000 PA USD 403650.85000000 0.015112684375 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03880KAC8 6638000.00000000 PA USD 6605188.37000000 0.247298196139 Long ABS-CBDO CORP KY Y 2 2034-08-15 Floating 1.48925160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BLD8 652243.04000000 PA USD 752251.72000000 0.028164297969 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PNR7 135449.79000000 PA USD 155896.37000000 0.005836758760 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CZM6 542855.93000000 PA USD 617233.68000000 0.023109223705 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHNH1 1889089.23000000 PA USD 2023923.54000000 0.075775680045 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379RD34 3494519.93460000 PA USD 144790.54000000 0.005420956580 Long ABS-MBS USGA US N 2 2059-02-16 Variable 0.55756080 N N N N N N United States of America 254900HROIFWPRGM1V77 912810EQ7 1445000.00000000 PA USD 1587863.09000000 0.059449580523 Long DBT UST US N 2 2023-08-15 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RK6 97983000.00000000 PA USD 109775406.90000000 4.109990296434 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TBS3 153933.30000000 PA USD 171030.72000000 0.006403388695 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9BH4 551309.23000000 PA USD 621976.03000000 0.023286777249 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AK6V0 316283.60000000 PA USD 317093.67000000 0.011871984295 Long ABS-MBS USGSE US N 2 2040-06-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETEE2 1992860.03000000 PA USD 2207695.44000000 0.082656098411 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412LBD1 35760.10000000 PA USD 39848.74000000 0.001491936485 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KFYV1 251365.85000000 PA USD 260947.18000000 0.009769860189 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEEL9 625957.56000000 PA USD 672121.15000000 0.025164210113 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXDA5 223389.87000000 PA USD 257729.54000000 0.009649391775 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FSD9 475533.88000000 PA USD 518862.93000000 0.019426223666 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FETQ3 62146247.26740000 PA USD 1157113.41000000 0.043322316184 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 0.43396200 N N N N N N BSPDF Issuer Ltd. N/A 055731AA1 3712000.00000000 PA USD 3712000.00000000 0.138977248285 Long ABS-CBDO CORP KY Y 2 2036-10-15 Floating 1.28925000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ARB31 1586838.80000000 PA USD 1612903.42000000 0.060387090264 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36177T4M6 357423.25000000 PA USD 384191.36000000 0.014384121235 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368HMH3 99571.30000000 PA USD 113145.86000000 0.004236180031 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377YEC0 1243499.73000000 PA USD 1354246.69000000 0.050702984503 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E2LH6 1558756.61000000 PA USD 1683656.66000000 0.063036090965 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AMF80 443545.37000000 PA USD 503758.42000000 0.018860710940 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TSF3 2259703.24000000 PA USD 2352250.90000000 0.088068253598 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LDWL4 150368.46000000 PA USD 168463.89000000 0.006307286602 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391WVR9 429163.94000000 PA USD 492323.86000000 0.018432601112 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABC0 2831000.00000000 PA USD 2884241.23000000 0.107985967008 Long DBT CORP US Y 2 2022-11-01 Fixed 2.85000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AFWD5 341172.38000000 PA USD 394487.98000000 0.014769626600 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WD3L3 3793252.02000000 PA USD 4086438.23000000 0.152996212417 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJXK1 1626834.47000000 PA USD 1735997.45000000 0.064995729695 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FAWU8 105596550.05870000 PA USD 3123271.40000000 0.116935254531 Long ABS-MBS USGSE US N 2 2027-07-25 Variable 0.71145720 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9LS9 1339735.83000000 PA USD 1447641.73000000 0.054199694002 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132JAJ97 1296165.00000000 PA USD 1375021.03000000 0.051480775615 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQ5E6 1450006.22000000 PA USD 1465022.34000000 0.054850423892 Long ABS-MBS USGSE US N 2 2023-01-25 Fixed 2.15200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERQS2 5967540.45000000 PA USD 6318476.35000000 0.236563700560 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q8AF2 813959.34000000 PA USD 877597.36000000 0.032857237660 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N LoanCore Issuer Ltd. N/A 53948HAC0 10000000.00000000 PA USD 10000000.00000000 0.374399914561 Long ABS-CBDO CORP KY Y 2 2038-11-15 Floating 1.73925000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B4WB8 871000.00000000 PA USD 900389.19000000 0.033710563580 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 3.06000000 N N N N N N Tobacco Settlement Finance Authority N/A 88880LAF0 1900000.00000000 PA USD 1905060.27000000 0.071325440232 Long DBT MUN US N 2 2024-06-01 Fixed 1.49700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378TKC3 748043.71330000 PA USD 51179.28000000 0.001916151805 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9DT6 1003935.99000000 PA USD 1113220.71000000 0.041678973871 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PRY29 97646.46000000 PA USD 102985.01000000 0.003855757894 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297GLY4 1019480.40000000 PA USD 1159124.73000000 0.043397619987 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPPA6 1040893.30000000 PA USD 1195908.49000000 0.044774803647 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N United States Small Business Administration N/A 83162CVR1 1643459.69000000 PA USD 1726567.15000000 0.064642659344 Long ABS-O CORP US N 2 2033-07-01 Fixed 3.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A7PB8 934511.60000000 PA USD 1028527.62000000 0.038508065305 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FNMA or FHLMC N/A 01F030611 49050000.00000000 PA USD 50880514.61000000 1.904966032284 Long ABS-MBS USGSE US N 2 2052-01-25 Fixed 3.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABE6 1899000.00000000 PA USD 1930378.01000000 0.072273336201 Long DBT CORP US Y 2 2023-02-10 Fixed 2.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MBVM6 20932.02000000 PA USD 21645.34000000 0.000810401344 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ7L0 1138093.17000000 PA USD 1246432.28000000 0.046666413913 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4.00000000 N N N N N N BANK N/A 06540CBL0 13405799.06000000 PA USD 1066275.81000000 0.039921357216 Long ABS-MBS CORP US N 2 2064-06-15 Variable 1.15883280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9T51 1243508.32000000 PA USD 1368268.09000000 0.051227945599 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410K6E9 74770.95000000 PA USD 77342.07000000 0.002895686440 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W9A75 538607.64000000 PA USD 589727.94000000 0.022079409035 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36291FVS4 221598.37000000 PA USD 255270.91000000 0.009557340689 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GSK4 97382.73000000 PA USD 109982.38000000 0.004117739367 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WVY4 120054.07000000 PA USD 133780.49000000 0.005008740402 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335ALX4 1647114.99000000 PA USD 1822400.70000000 0.068230666637 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379FNW5 1601844.45000000 PA USD 1618464.87000000 0.060595310904 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 2.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9ZC8 19512958.00000000 PA USD 1294220.35000000 0.048455598846 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.87344280 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J6CW5 21880.55000000 PA USD 23012.93000000 0.000861603902 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691YAP6 16826645.09000000 PA USD 1569991.61000000 0.058780472464 Long ABS-MBS CORP US N 2 2054-05-15 Variable 1.42392600 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SLR6 2058037.14000000 PA USD 2153106.07000000 0.080612272865 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B5JM6 240000.00000000 PA USD 249762.36000000 0.009351100624 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 3.53099880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H0306C3 10625000.00000000 PA USD 11015966.85000000 0.412437704745 Long ABS-MBS USGA US N 2 2051-12-15 Fixed 3.00000000 N N N N N N Howard University N/A 442851AG6 688000.00000000 PA USD 692043.55000000 0.025910104599 Long DBT CORP US N 2 2025-10-01 Fixed 2.51600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CMG6 2394003.77000000 PA USD 2570085.26000000 0.096223970176 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPHM0 33864896.43870000 PA USD 2645383.48000000 0.099043134889 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.26796680 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XF85 126143.03000000 PA USD 144281.45000000 0.005401896255 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396HE70 735041.76000000 PA USD 820703.09000000 0.030727116677 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377DSY3 1661171.14000000 PA USD 1876734.01000000 0.070264905299 Long ABS-MBS USGA US N 2 2034-08-20 Variable 5.69913120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129456R4 1847136.90000000 PA USD 2107613.57000000 0.078909034053 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C4J8 605778.62000000 PA USD 694321.44000000 0.025995388781 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMVC3 5104443.85000000 PA USD 5327738.77000000 0.199470494029 Long ABS-MBS USGSE US N 2 2049-08-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H020618 4225000.00000000 PA USD 4272366.22000000 0.159957354774 Long ABS-MBS USGA US N 2 2052-01-15 Fixed 2.00000000 N N N N N N FNMA or FHLMC N/A 01F0206C8 83275000.00000000 PA USD 83340058.59000000 3.120251081566 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVY52 4554847.98000000 PA USD 4789915.03000000 0.179334377799 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.64099960 N N N N N N Commercial Mortgage Trust N/A 12629NAF2 4990000.00000000 PA USD 5251955.54000000 0.196633170545 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.35000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCD1 33455000.00000000 PA USD 33308634.38000000 1.247074986604 Long DBT UST US N 2 2023-05-31 Fixed 0.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJGN7 171115.80420000 PA USD 16436.60000000 0.000615386163 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GEV23 486127.52000000 PA USD 553783.88000000 0.020733663735 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N FNMA or FHLMC N/A 01F022618 78965000.00000000 PA USD 80754050.78000000 3.023430971254 Long ABS-MBS USGSE US N 2 2052-01-25 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283W8 54157000.00000000 PA USD 58887275.47000000 2.204739090474 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKBW4 1933230.69000000 PA USD 2201595.45000000 0.082427714837 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A4XB6 1882758.70000000 PA USD 2144098.22000000 0.080275019038 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404BRW4 446644.41000000 PA USD 509751.38000000 0.019085087311 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GETS9 323430.03000000 PA USD 358816.94000000 0.013434103167 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTFW2 5583000.00000000 PA USD 380570.22000000 0.014248545785 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 1.48127400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B5KW2 4600000.00000000 PA USD 4787725.08000000 0.179252386089 Long ABS-MBS USGSE US N 2 2023-08-25 Variable 3.45800160 N N N N N N Chicago Transit Authority Sales Tax Receipts Fund N/A 16772PCJ3 492000.00000000 PA USD 499505.21000000 0.018701470794 Long DBT MUN US N 2 2023-12-01 Fixed 1.83800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FLP9 165394.80000000 PA USD 182542.31000000 0.006834382526 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HL3J0 481738.90000000 PA USD 510631.73000000 0.019118047608 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FARG5 58100848.52950000 PA USD 641933.04000000 0.024033967533 Long ABS-MBS USGSE US N 2 2024-07-25 Variable 0.73169280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292SA59 1757578.31000000 PA USD 1898967.56000000 0.071097329221 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Ready Capital Mortgage Financing LLC N/A 75575WAC0 1261500.00000000 PA USD 1261500.00000000 0.047230549221 Long ABS-MBS CORP US Y 2 2036-11-25 Floating 1.58000040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M8RP1 511535.45000000 PA USD 576473.95000000 0.021583179762 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4CH1 73361326.00000000 PA USD 2389356.38000000 0.089457482452 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 0.34954920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERQU7 3717275.88000000 PA USD 3919100.02000000 0.146731071264 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F62R7 6568138.00000000 PA USD 622139.94000000 0.023292914038 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.26288720 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296L3U3 43383.20000000 PA USD 49694.30000000 0.001860554167 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEAV4 1831956.81000000 PA USD 1895615.26000000 0.070971819138 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292HVU5 227570.23000000 PA USD 260545.23000000 0.009754811185 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HF7H6 512669.65000000 PA USD 532216.41000000 0.019926177843 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414TCF6 29814.19000000 PA USD 30396.70000000 0.001138052188 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378CP92 861459.95000000 PA USD 932038.67000000 0.034895519841 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JPLF0 823551.37000000 PA USD 890036.39000000 0.033322954837 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FDVW3 2749048.98000000 PA USD 2906863.14000000 0.108832931125 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V4J4 144896.53000000 PA USD 165479.81000000 0.006195562672 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TCW3 55794.20000000 PA USD 58428.65000000 0.002187568156 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAB1 507807.54000000 PA USD 514756.33000000 0.019272472597 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.06200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CRE9 59136.40000000 PA USD 67140.65000000 0.002513745362 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BLAC2 1125000.00000000 PA USD 1199902.50000000 0.044924339348 Long ABS-MBS USGSE US N 2 2025-06-25 Variable 3.28399920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417NB67 291675.46000000 PA USD 332350.12000000 0.012443185653 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N California Earthquake Authority 254900P2MGLOUH3QS859 13017HAK2 1355000.00000000 PA USD 1370833.85000000 0.051324007631 Long DBT MUN US N 2 2023-07-01 Fixed 1.47700000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QZ4 9748800.00000000 PA USD 11908768.50000000 0.445864190893 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620ALQ49 384247.67000000 PA USD 439006.47000000 0.016436398486 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BFXT3 10948000.00000000 PA USD 11412762.31000000 0.427293723377 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 2.67000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BGK24 325000.00000000 PA USD 342546.00000000 0.012824919313 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 3.06200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312934RV6 307890.58000000 PA USD 351142.53000000 0.013146773323 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N United States Small Business Administration N/A 83162CPG2 164010.12000000 PA USD 169900.17000000 0.006361060913 Long ABS-O CORP US N 2 2025-01-01 Fixed 4.86000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MBM61 9407.21000000 PA USD 9801.04000000 0.000366950853 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUN4 17260719.00000000 PA USD 1105112.36000000 0.041375397316 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.83673360 N N N N N N Howard University N/A 442851AE1 505000.00000000 PA USD 517115.81000000 0.019360811508 Long DBT CORP US N 2 2023-10-01 Fixed 2.80100000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNEG4 5200000.00000000 PA USD 5363300.02000000 0.200801906925 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BW87 488707.16000000 PA USD 540117.60000000 0.020221998329 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KE2N7 284633.54000000 PA USD 295485.70000000 0.011062982083 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAP0 5951000.00000000 PA USD 6293499.09000000 0.235628552159 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.38200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296LFZ9 54165.25000000 PA USD 60323.89000000 0.002258525926 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285T3 20900000.00000000 PA USD 22213597.60000000 0.831676904354 Long DBT UST US N 2 2025-12-31 Fixed 2.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417NCH2 420874.38000000 PA USD 475101.28000000 0.017787787864 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417F3J5 3225589.22000000 PA USD 3483986.56000000 0.130440427039 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWQJ9 1165239.19000000 PA USD 1219982.48000000 0.045676133627 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A62T7 134207.21000000 PA USD 141317.86000000 0.005290939471 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ABYR4 1042779.39000000 PA USD 1153189.97000000 0.043175422624 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E0X91 1912096.63000000 PA USD 2103506.80000000 0.078755276620 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DF70 303879.32000000 PA USD 348871.93000000 0.013061762078 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UWA6 376226.35000000 PA USD 399920.91000000 0.014973035453 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBBZ8 83111556.91970000 PA USD 1896140.30000000 0.070991476631 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.56093040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413ECR4 165071.61000000 PA USD 193413.78000000 0.007241410270 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407QRK4 170202.79000000 PA USD 190876.06000000 0.007146398055 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415PNH7 66267.20000000 PA USD 74111.74000000 0.002774742912 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYH6 1091446.65000000 PA USD 1200950.01000000 0.044963558113 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXMK3 71489.84000000 PA USD 82523.05000000 0.003089662286 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N Benchmark Mortgage Trust N/A 08163HAG3 33821835.17020000 PA USD 3199119.45000000 0.119775004875 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.38839040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F5BK8 545827.23000000 PA USD 568646.09000000 0.021290104751 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A5C38 272547.12060000 PA USD 20628.87000000 0.000772344716 Long ABS-MBS USGSE US N 2 2031-12-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BMFL5 435419.28000000 PA USD 447106.50000000 0.016739663540 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HHFV2 350882.91000000 PA USD 368961.04000000 0.013813898185 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N United States Small Business Administration N/A 83162CPB3 70603.51000000 PA USD 73081.22000000 0.002736160252 Long ABS-O CORP US N 2 2024-10-01 Fixed 4.86000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENAA7 2439540.47000000 PA USD 2694993.66000000 0.100900539604 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297GSD3 1457724.37000000 PA USD 1625169.22000000 0.060846321711 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B5MH3 3617890.25000000 PA USD 3654175.88000000 0.136812313726 Long ABS-MBS USGSE US N 2 2036-08-15 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J8ZX1 739998.82000000 PA USD 789178.38000000 0.029546831804 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WH6K3 1149675.05000000 PA USD 1181018.41000000 0.044217319179 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N BBCMS Mortgage Trust N/A 05493EAZ5 13963135.72000000 PA USD 1660859.14000000 0.062182552011 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.76407560 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L3D28 1358501.55000000 PA USD 1381984.20000000 0.051741476640 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 2.41000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140L1Y41 2670159.73000000 PA USD 2688555.39000000 0.100659490831 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N KREF Ltd. 54930083ELM2GCMVTQ91 48275RAC1 759000.00000000 PA USD 758071.74000000 0.028382199468 Long ABS-CBDO CORP KY Y 2 2039-02-15 Floating 1.38888000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6JU3 129607.02000000 PA USD 147334.33000000 0.005516196056 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FA1 2309000.00000000 PA USD 2965802.25000000 0.111039610900 Long DBT UST US N 2 2027-08-15 Fixed 6.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8E23 417739.80000000 PA USD 455188.07000000 0.017042237451 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.00000000 N N N N N N Howard University N/A 442851AF8 556000.00000000 PA USD 563391.74000000 0.021093381932 Long DBT CORP US N 2 2024-10-01 Fixed 2.41600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129456V5 285771.61000000 PA USD 314603.95000000 0.011778769200 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UGA4 180861.37000000 PA USD 188892.43000000 0.007072130965 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RU4 26245000.00000000 PA USD 31757475.13000000 1.188999597536 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136APK43 614463.70000000 PA USD 619292.03000000 0.023186288312 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 2.00000000 N N N N N N New York Transportation Development Corp. N/A 650116DY9 810000.00000000 PA USD 810000.00000000 0.030326393079 Long DBT MUN US N 2 2021-12-01 Fixed 1.36000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417MLN1 136416.37000000 PA USD 154189.69000000 0.005772860676 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N ACREC Ltd. N/A 00500RAE5 6036500.00000000 PA USD 6037907.11000000 0.226059190611 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 1.88875080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MBH82 797072.95000000 PA USD 874247.92000000 0.032731834655 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N School District of Philadelphia (The) 254900HSKDHZKBZCUL90 717883UB6 3280000.00000000 PA USD 4222611.98000000 0.158094556453 Long DBT MUN US N 2 2030-09-01 Fixed 5.99500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418TKF3 63035.74000000 PA USD 66576.05000000 0.002492606743 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X6UA1 549850.36000000 PA USD 593901.02000000 0.022235649114 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N Conservation Fund A Nonprofit Corp. (The) N/A 20848FAA8 2018000.00000000 PA USD 2141608.37000000 0.080181799075 Long DBT CORP US N 2 2029-12-15 Fixed 3.47400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFC51 2239994.78000000 PA USD 2311182.93000000 0.086530669152 Long ABS-MBS USGSE US N 2 2042-09-25 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419HBF8 140898.18000000 PA USD 155409.35000000 0.005818524736 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286T2 19515500.00000000 PA USD 20896069.21000000 0.782348652690 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L6HF1 1510797.02000000 PA USD 1661650.95000000 0.062212197371 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371LJS9 261861.98000000 PA USD 300375.23000000 0.011246046044 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJW55 2993995.13000000 PA USD 3195934.05000000 0.119655743526 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AR2J6 1376553.67000000 PA USD 1432176.21000000 0.053620665066 Long ABS-MBS USGSE US N 2 2045-04-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BLMZ8 2651000.00000000 PA USD 2808451.11000000 0.105148385563 Long ABS-MBS USGSE US N 2 2025-07-25 Fixed 3.01000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KGJG9 651339.41000000 PA USD 674827.38000000 0.025265531341 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LYC6 22774.65000000 PA USD 26232.69000000 0.000982151689 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUZG2 26880424.00000000 PA USD 3731820.02000000 0.139719309664 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.90569600 N N N N N N United States Small Business Administration N/A 83162CVU4 686397.20000000 PA USD 729504.32000000 0.027312635508 Long ABS-O CORP US N 2 2033-09-01 Fixed 3.62000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H0206C4 16350000.00000000 PA USD 16562039.06000000 0.620082600903 Long ABS-MBS USGA US N 2 2051-12-15 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31294LYK3 82152.18000000 PA USD 83960.78000000 0.003143490885 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H3EZ1 14983637.00000000 PA USD 1143707.01000000 0.042820380682 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.95532840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B36J2 4570622.94000000 PA USD 4699866.90000000 0.175962976581 Long ABS-MBS USGSE US N 2 2023-02-25 Variable 3.31999920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DYJ4 128529.80000000 PA USD 141679.49000000 0.005304478895 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412QF95 87614.11000000 PA USD 99892.29000000 0.003739966484 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417N4M0 374053.70000000 PA USD 422074.48000000 0.015802464925 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AVY2 300934.77000000 PA USD 325033.14000000 0.012169237984 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N BPCRE Ltd. N/A 05601GAA4 1248506.27000000 PA USD 1246384.43000000 0.046664622410 Long ABS-MBS CORP KY Y 2 2037-02-15 Floating 0.93888000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292LLA1 1659981.66000000 PA USD 1793624.86000000 0.067153299433 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406B2M1 340122.95000000 PA USD 389044.72000000 0.014565830992 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389QN61 99426.80000000 PA USD 110922.75000000 0.004152946812 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N FNMA or FHLMC N/A 01F0204C0 46500000.00000000 PA USD 47678847.54000000 1.785095644537 Long ABS-MBS USGSE US N 2 2036-12-25 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4D66 150992661.11730000 PA USD 2732046.11000000 0.102287783016 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 0.42746040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36177PCJ2 708159.68000000 PA USD 761222.69000000 0.028500171009 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JT88 160635.16000000 PA USD 182457.03000000 0.006831189644 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N FNMA or FHLMC N/A 01F0306C7 25725000.00000000 PA USD 26711795.05000000 1.000089378451 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335B7F7 1914385.24000000 PA USD 2176167.96000000 0.081475709829 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B3NA2 8989610.76000000 PA USD 9255369.72000000 0.346520963240 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 3.25000080 N N N N N N United States of America 254900HROIFWPRGM1V77 912810EW4 5933000.00000000 PA USD 7142775.78000000 0.267425464176 Long DBT UST US N 2 2026-02-15 Fixed 6.00000000 N N N N N N New York Transportation Development Corp. N/A 650116DZ6 770000.00000000 PA USD 775254.79000000 0.029025532713 Long DBT MUN US N 2 2022-12-01 Fixed 1.61000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417G5A0 652205.67000000 PA USD 699535.25000000 0.026190593783 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWYJ0 4210992.56000000 PA USD 4290703.28000000 0.160643894144 Long ABS-MBS USGSE US N 2 2053-05-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EDF3 84560.85000000 PA USD 96369.16000000 0.003608060527 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X6EF4 1639772.33000000 PA USD 1893426.79000000 0.070889882840 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ANB9 1775250.07000000 PA USD 1953158.99000000 0.073126255898 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128K8GJ9 83919.12000000 PA USD 95486.27000000 0.003575005132 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UH21 160558.77000000 PA USD 167539.21000000 0.006272666590 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WJU33 2212689.82000000 PA USD 2346927.69000000 0.087868952661 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N United States Small Business Administration N/A 83162CPA5 121723.83000000 PA USD 125194.41000000 0.004687277640 Long ABS-O CORP US N 2 2024-09-01 Fixed 4.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X5XN8 2025998.19000000 PA USD 2079177.16000000 0.077844375106 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EK6N0 2539442.03000000 PA USD 2794370.67000000 0.104621214010 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBTA4 6042782.11000000 PA USD 6299790.70000000 0.235864109983 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 3.06399960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M5M56 167079.78000000 PA USD 192970.96000000 0.007224831093 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140L1Y58 1703927.87000000 PA USD 1713555.01000000 0.064155484934 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N CSAIL Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAT5 5341994.00000000 PA USD 5654074.36000000 0.211688495730 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 3.50400000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241L4N3 564583.24000000 PA USD 637066.12000000 0.023851750089 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A67D7 1675927.12000000 PA USD 1764252.23000000 0.066053588417 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJF65 403966.47000000 PA USD 424789.89000000 0.015904129852 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 3.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328CAJ1 23508198.88600000 PA USD 1385267.64000000 0.051864408606 Long ABS-MBS CORP US Y 2 2072-12-15 Variable 1.00139040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371KN49 8105.94000000 PA USD 9214.37000000 0.000344985934 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4BT6 50149699.00000000 PA USD 2466442.44000000 0.092343583880 Long ABS-MBS USGSE US N 2 2049-10-25 Variable 0.53595000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETDS2 2397446.01000000 PA USD 2630672.67000000 0.098492362288 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VC31 16671.64000000 PA USD 18577.45000000 0.000695539569 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GLGN8 284856.13000000 PA USD 303621.45000000 0.011367584493 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55282XAE0 4881500.00000000 PA USD 4878564.75000000 0.182653422558 Long ABS-MBS CORP US Y 2 2036-07-15 Floating 1.61214840 N N N N N N FNMA or FHLMC N/A 01F0226C4 36425000.00000000 PA USD 37341316.41000000 1.398058567352 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 2.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61772TBN3 81161707.98000000 PA USD 6489503.50000000 0.242966955594 Long ABS-MBS CORP US N 2 2054-10-15 Variable 1.22216040 N N N N N N BANK N/A 06541ABM1 33858100.66000000 PA USD 3348847.18000000 0.125380809807 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.44129600 N N N N N N Chicago Transit Authority Sales Tax Receipts Fund N/A 16772PCK0 985000.00000000 PA USD 1004603.77000000 0.037612356565 Long DBT MUN US N 2 2024-12-01 Fixed 2.06400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPS47 620025.32000000 PA USD 681168.56000000 0.025502945066 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 4.00000000 N N N N N N United States Small Business Administration N/A 83162CVS9 635131.17000000 PA USD 667038.45000000 0.024973913868 Long ABS-O CORP US N 2 2033-08-01 Fixed 3.16000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9Z38 14681587.00000000 PA USD 1151516.51000000 0.043112768296 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 1.02682440 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KG3Z4 1391112.06000000 PA USD 1444150.77000000 0.054068992490 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N BPCRE Ltd. N/A 05601GAE6 1306500.00000000 PA USD 1305676.64000000 0.048884522246 Long ABS-MBS CORP KY Y 2 2037-02-15 Floating 1.63887840 N N N N N N FNMA or FHLMC N/A 01F0304C9 1785603.00000000 PA USD 1867947.35000000 0.069935932824 Long ABS-MBS USGSE US N 2 2036-12-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PDM8 208435.51000000 PA USD 239560.36000000 0.008969137831 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N 2021-12-30 MFS Series Trust XIII Kasey Phillips Kasey Phillips Assistant Treasurer XXXX