0001752724-23-236750.txt : 20231025 0001752724-23-236750.hdr.sgml : 20231025 20231025133523 ACCESSION NUMBER: 0001752724-23-236750 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230831 FILED AS OF DATE: 20231025 DATE AS OF CHANGE: 20231025 PERIOD START: 20240229 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MFS SERIES TRUST XIII CENTRAL INDEX KEY: 0000356349 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03327 FILM NUMBER: 231344948 BUSINESS ADDRESS: STREET 1: 111 HUNTINGTON AVENUE STREET 2: 21ST FLOOR CITY: BOSTON STATE: MA ZIP: 02199 BUSINESS PHONE: 18006372929 MAIL ADDRESS: STREET 1: 111 HUNTINGTON AVENUE STREET 2: 21ST FLOOR CITY: BOSTON STATE: MA ZIP: 02199 FORMER COMPANY: FORMER CONFORMED NAME: MFS GOVERNMENT SECURITIES FUND DATE OF NAME CHANGE: 19930408 FORMER COMPANY: FORMER CONFORMED NAME: MFS GOVERNMENT GUARANTEED SECURITIES TRUST DATE OF NAME CHANGE: 19910522 FORMER COMPANY: FORMER CONFORMED NAME: WORKING CAPITAL TRUST DATE OF NAME CHANGE: 19840529 0000356349 S000000693 MFS Government Securities Fund C000002006 I MGSIX C000002007 A MFGSX C000002008 R4 MFGJX C000002012 B MFGBX C000002013 C MFGDX C000002015 R1 MFGGX C000002017 R2 MGVSX C000002018 R3 MFGHX C000117927 R6 MFGKX NPORT-P 1 primary_doc.xml 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 2024-02-29 2023-08-31 N 2474697027.68 231933895.81 2242763131.87 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 224097491.18 0.00000000 0.00000000 0.00000000 USD N BBG U.S. Govt/Mortgage Bond Index LUMSTRUU GNMA 549300M8ZYFG0OCMTT87 36179WR26 13608798.20000000 PA USD 11585878.79000000 0.516589497364 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292JBG4 48706.43000000 PA USD 48734.49000000 0.002172966431 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D6B3 1384678.77000000 PA USD 1103949.90000000 0.049222759386 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDD0 8133200.00000000 PA USD 8065846.94000000 0.359638823439 Long DBT UST US N 2 2023-10-31 Fixed 0.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BHCY1 7351921.89000000 PA USD 7091725.61000000 0.316204841662 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 2.81100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DD97 334200.47000000 PA USD 339923.55000000 0.015156462364 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XA98 61973.09000000 PA USD 62923.86000000 0.002805640020 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHD6 20568000.00000000 PA USD 20316524.11000000 0.905870255369 Long DBT UST US N 2 2025-05-31 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JJC3 221540.53000000 PA USD 229754.27000000 0.010244250350 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36177UCZ5 193243.48000000 PA USD 183617.11000000 0.008187093295 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPN91 735257.03000000 PA USD 698379.77000000 0.031139256753 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DP79 1323056.08000000 PA USD 1343384.96000000 0.059898655409 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZU4 20077463.00000000 PA USD 2000831.62000000 0.089212792540 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.98502200 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H0626A0 4950000.00000000 PA USD 5008588.20000000 0.223322210394 Long ABS-MBS USGA US N 2 2053-10-15 Fixed 6.50000000 N N N N N N United States Small Business Administration N/A 83162CNR0 38424.72000000 PA USD 38061.55000000 0.001697082917 Long ABS-O CORP US N 2 2024-04-01 Fixed 4.77000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XTD8 15927726.86000000 PA USD 15766853.47000000 0.703010195145 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N Tobacco Settlement Finance Authority N/A 88880LAG8 1550000.00000000 PA USD 1449040.29000000 0.064609600069 Long DBT MUN US N 2 2025-06-01 Fixed 1.64700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H062693 2450000.00000000 PA USD 2481294.90000000 0.110635620174 Long ABS-MBS USGA US N 2 2053-09-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BMXZ6 15400000.00000000 PA USD 12365653.30000000 0.551357971079 Long ABS-MBS USGSE US N 2 2032-01-25 Variable 2.00252880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHGD3 7594708.43000000 PA USD 6293962.95000000 0.280634314902 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMZC1 4367596.72000000 PA USD 3654127.74000000 0.162929722183 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MXGL2 32959.78000000 PA USD 27322.98000000 0.001218273103 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N5ER1 210559.88000000 PA USD 208024.04000000 0.009275345980 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEVB2 537932.08000000 PA USD 490546.90000000 0.021872434633 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENEK1 6826021.33000000 PA USD 6649782.47000000 0.296499544490 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M7PU4 115036.75000000 PA USD 112206.65000000 0.005003053974 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B4H99 2563041.34000000 PA USD 2057056.46000000 0.091719737620 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M5HJ2 37218.22000000 PA USD 38459.50000000 0.001714826655 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N LAD Auto Receivables Trust N/A 501687AA5 857599.87000000 PA USD 847705.23000000 0.037797358889 Long ABS-O CORP US Y 2 2027-06-15 Fixed 5.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ACPT2 2620767.62000000 PA USD 2381598.20000000 0.106190358052 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 1.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUL8 40248252.91000000 PA USD 1214012.08000000 0.054130196040 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.61176960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XG3S6 467978.46000000 PA USD 410071.71000000 0.018284218434 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N N/A N/A N/A 2027.00000000 NC USD 1868462.28000000 0.083310727443 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2023-12-19 225060343.75000000 USD 1868462.28000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A9RJ7 341302.98290000 PA USD 53471.63000000 0.002384185348 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FXC5 561585.47000000 PA USD 549029.79000000 0.024480061322 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 21926856.56000000 0.977671527073 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TNQ4 1683020.54000000 PA USD 1497843.60000000 0.066785635037 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 2048787.19000000 PA USD 1844355.93000000 0.082235876976 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KRH4 297724.37000000 PA USD 297520.66000000 0.013265808402 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TH89 585329.29000000 PA USD 551956.33000000 0.024610549467 Long DBT MUN US N 2 2030-06-01 Fixed 2.32600000 N N N N N N Benchmark Mortgage Trust N/A 08162RAF4 43723901.50000000 PA USD 2750430.16000000 0.122635784444 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.37531520 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDH3 448578.47000000 PA USD 357190.40000000 0.015926354188 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133ASJ79 324929.57000000 PA USD 280789.97000000 0.012519822802 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312941LZ8 285900.94000000 PA USD 277383.12000000 0.012367918665 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419JS25 164634.20000000 PA USD 162229.00000000 0.007233443322 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WVT2 8628137.59000000 PA USD 7124506.10000000 0.317666453436 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MAXK5 113788.24000000 PA USD 99708.80000000 0.004445801635 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EGA2 917278.93000000 PA USD 824742.07000000 0.036773480813 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWHX1 10235210.00000000 PA USD 925584.37000000 0.041269822784 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 1.70379000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QK5E4 8695693.10000000 PA USD 7242202.95000000 0.322914303659 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DV66 710896.52000000 PA USD 537445.08000000 0.023963523938 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202F2V7 491512.56000000 PA USD 503425.91000000 0.022446682079 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AMD58 217180.22000000 PA USD 210316.56000000 0.009377564532 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828U24 51959000.00000000 PA USD 48102667.97000000 2.144794841972 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQ2X7 1090874.63680000 PA USD 103250.74000000 0.004603729146 Long ABS-MBS USGSE US N 2 2036-02-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BCM47 410594.77000000 PA USD 395401.08000000 0.017630086493 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BLRJ9 108653.46000000 PA USD 108341.35000000 0.004830708533 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 343468795.97300000 NS USD 343503142.85000000 15.31606873542 Long STIV RF US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYK9 1245067.38000000 PA USD 1182837.58000000 0.052740191917 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L5AD5 6486464.88000000 PA USD 5749514.06000000 0.256358506090 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BDCW4 4700000.00000000 PA USD 4610147.28000000 0.205556583951 Long ABS-MBS USGSE US N 2 2024-07-25 Fixed 3.30300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412FS38 125254.65000000 PA USD 127720.61000000 0.005694788191 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNGA5 451760.79000000 PA USD 374506.98000000 0.016698463367 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179R7H6 94209.58000000 PA USD 83029.22000000 0.003702094921 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KLC59 961815.76000000 PA USD 801535.97000000 0.035738770564 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ERW2 7424037.32000000 PA USD 6636853.43000000 0.295923066314 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWCJ0 193641.91000000 PA USD 160789.97000000 0.007169280059 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHE60 2977096.40000000 PA USD 2768147.28000000 0.123425752843 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDZ3 1978473.76000000 PA USD 1704761.13000000 0.076011644108 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4T37 125690.02000000 PA USD 130025.60000000 0.005797562754 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412QSX8 68495.18000000 PA USD 68448.98000000 0.003051993276 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LXAE5 302302.21000000 PA USD 264883.30000000 0.011810578488 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WNE4 7665528.54000000 PA USD 6526005.87000000 0.290980611249 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDC4 5753058.53000000 PA USD 4581583.36000000 0.204282979994 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KELG1 621938.72000000 PA USD 498164.95000000 0.022212107151 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PR3E7 20737.40000000 PA USD 20407.09000000 0.000909908394 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N9UX2 510189.72000000 PA USD 503757.90000000 0.022461484801 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MFW58 279759.81000000 PA USD 245138.25000000 0.010930189038 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQTZ5 1014966.11000000 PA USD 965754.69000000 0.043060931235 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 1422128.62000000 0.063409666397 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.91588040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417TNK0 529153.82000000 PA USD 514507.92000000 0.022940805147 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385W2S7 137012.90000000 PA USD 140189.22000000 0.006250736781 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 1245654.35000000 PA USD 1168020.94000000 0.052079549703 Long ABS-O CORP US Y 2 2050-02-15 Fixed 3.19000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416YDT2 407696.86000000 PA USD 397167.97000000 0.017708868331 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YAS3 19699512.53000000 PA USD 19500537.41000000 0.869487157733 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PRZ69 29601.72000000 PA USD 29101.77000000 0.001297585535 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGX46 7619909.66000000 PA USD 6069902.16000000 0.270643924618 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36201U6W9 97026.40000000 PA USD 96716.77000000 0.004312393432 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 2127352.50000000 0.094854087342 Long DBT UST US N 2 2038-02-15 Fixed 4.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383YLA8 2874165.08000000 PA USD 2797611.98000000 0.124739520649 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407HWN2 39664.12000000 PA USD 40311.65000000 0.001797410053 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N AREIT Trust N/A 04002VAC5 7155500.00000000 PA USD 6979410.30000000 0.311196942772 Long ABS-MBS CORP KY Y 2 2037-01-20 Floating 6.88001040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNZC9 29156.29000000 PA USD 26247.60000000 0.001170324214 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6B66 17795416.38000000 PA USD 15594278.55000000 0.695315449429 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ATAP7 1862733.97000000 PA USD 1703861.58000000 0.075971535102 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNX70 19292321.08110000 PA USD 996915.26000000 0.044450314250 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.21973400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXZ50 50115298.34000000 PA USD 918628.45000000 0.040959673223 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.42012000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390YPP7 44897.92000000 PA USD 45624.65000000 0.002034305333 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJC99 456527.29000000 PA USD 465296.64000000 0.020746579671 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CM43 483717.47000000 PA USD 440948.17000000 0.019660933592 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNDQ3 243893.79000000 PA USD 202495.21000000 0.009028827303 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H13T1 7120528.00000000 PA USD 535314.89000000 0.023868543333 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 1.32523560 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133WJPG8 91638.48000000 PA USD 82465.35000000 0.003676953166 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4X98 173754232.73780000 PA USD 1072011.49000000 0.047798694153 Long ABS-MBS USGSE US N 2 2028-02-25 Variable 0.27040680 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RCV9 256219.83000000 PA USD 256045.20000000 0.011416506556 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6NG9 91092.99000000 PA USD 92678.24000000 0.004132324037 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XQW9 2465627.94000000 PA USD 2399442.10000000 0.106985979299 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHY92 2908186.88000000 PA USD 2410229.70000000 0.107466975257 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292SBD1 5675510.80000000 PA USD 5233264.61000000 0.233340049853 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CA70 101226.44000000 PA USD 102456.03000000 0.004568294731 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VFL8 45074.51000000 PA USD 45212.99000000 0.002015950296 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F5D3 62528.99000000 PA USD 62486.46000000 0.002786137292 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133ARVM4 976871.42000000 PA USD 874170.07000000 0.038977369369 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4GZ0 29173.23000000 PA USD 29657.96000000 0.001322384855 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WFPH3 1090900.31000000 PA USD 994801.01000000 0.044356044375 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J4MM8 1141329.87000000 PA USD 1061419.09000000 0.047326401746 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YAR5 10899993.39000000 PA USD 10607400.51000000 0.472961248527 Long ABS-MBS USGA US N 2 2053-07-20 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419JSM1 1283829.31000000 PA USD 1219693.37000000 0.054383512581 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 2797496.43000000 PA USD 2595755.53000000 0.115739174285 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 14661.77000000 PA USD 14601.43000000 0.000651046461 Long ABS-O CORP US N 2 2024-06-01 Fixed 5.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEXT1 464584.29000000 PA USD 423563.99000000 0.018885810274 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MEB47 167869.69000000 PA USD 162805.52000000 0.007259149113 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFH4 21892702.30000000 PA USD 20874633.19000000 0.930755142768 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H5DT1 73957916.00000000 PA USD 2431514.40000000 0.108416014399 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.59709960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WZE1 49684.06000000 PA USD 48652.08000000 0.002169291946 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGYB2 4825000.76000000 PA USD 4486711.27000000 0.200052836888 Long ABS-MBS USGSE US N 2 2033-10-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418C5U4 924494.31000000 PA USD 864474.08000000 0.038545045962 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E55N4 90161.68000000 PA USD 83039.94000000 0.003702572903 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CLB2 264551.58000000 PA USD 267143.73000000 0.011911366216 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CV68 781058.85000000 PA USD 725434.94000000 0.032345588782 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W2V9 1872608.55000000 PA USD 1648256.86000000 0.073492239843 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWB69 110286.32000000 PA USD 91747.11000000 0.004090806946 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PKJ7 1580955.97000000 PA USD 1414835.60000000 0.063084486270 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XF4R9 966544.24000000 PA USD 833777.12000000 0.037176334324 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BPHE1 486255.01000000 PA USD 418983.36000000 0.018681569803 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HQU3 638188.35980000 PA USD 92201.75000000 0.004111078369 Long ABS-MBS USGA US N 2 2042-08-16 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138YWJX6 2877856.82000000 PA USD 2623151.70000000 0.116960710773 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MPWM9 631681.90000000 PA USD 553536.78000000 0.024681018344 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JUS3 43027.86000000 PA USD 43595.02000000 0.001943808482 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36294UUL4 183544.23000000 PA USD 170225.15000000 0.007589974508 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 4458099.92000000 0.198777118129 Long ABS-CBDO CORP KY Y 2 2036-10-15 Floating 6.90495840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H8VN8 3549050.00000000 PA USD 3363872.64000000 0.149987869525 Long ABS-MBS USGSE US N 2 2037-08-25 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312932ZG4 323476.42000000 PA USD 321747.76000000 0.014346042853 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A2J36 436950.45000000 PA USD 426605.74000000 0.019021435386 Long ABS-MBS USGSE US N 2 2025-11-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PRZ51 44687.47000000 PA USD 43974.26000000 0.001960717981 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QSWK0 1095123.74000000 PA USD 999466.77000000 0.044564080610 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGZ8 18675000.00000000 PA USD 17904656.25000000 0.798330238069 Long DBT UST US N 2 2030-04-30 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMQA5 263321.93000000 PA USD 237258.38000000 0.010578842528 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.50000000 N N N N N N Benchmark Mortgage Trust N/A 08163CBE8 26297951.70000000 PA USD 1497991.81000000 0.066792243403 Long ABS-MBS CORP US N 2 2054-03-15 Variable 1.26616680 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8FJ5 1602795.47000000 PA USD 1453577.49000000 0.064811904090 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGU9 22442000.00000000 PA USD 22036115.33000000 0.982543141398 Long DBT UST US N 2 2025-03-31 Fixed 3.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWFG3 24745.54000000 PA USD 24002.13000000 0.001070203520 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620A9PQ8 216070.88000000 PA USD 204248.24000000 0.009106991152 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LJWH5 7265315.00000000 PA USD 6982636.78000000 0.311340804598 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 4.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412MAJ7 12821.23000000 PA USD 13221.57000000 0.000589521461 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N FNMA or FHLMC N/A 01F020695 13571646.00000000 PA USD 10805893.02000000 0.481811604018 Long ABS-MBS USGSE US N 2 2053-09-25 Fixed 2.00000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PML0 2753532.09000000 PA USD 2502561.13000000 0.111583835779 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N PFP Ltd. N/A 69290LAC1 4914423.52000000 PA USD 4861313.35000000 0.216755540561 Long ABS-MBS CORP KY Y 2 2038-04-14 Floating 6.57708840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GRK1 11788.20000000 PA USD 12372.60000000 0.000551667709 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CXQ9 110381.00000000 PA USD 112362.20000000 0.005009989615 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 3705000.00000000 PA USD 3401089.97000000 0.151647310483 Long DBT MUN US N 2 2046-06-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179RBW8 1776383.03000000 PA USD 1593698.68000000 0.071059607559 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N Nissan Auto Receivables Owner Trust N/A 65480WAA9 1643419.82000000 PA USD 1643152.76000000 0.073264658966 Long ABS-O CORP US N 2 2024-05-15 Fixed 5.42400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFLN9 4256386.74000000 PA USD 3713607.92000000 0.165581815896 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGX3 68430000.00000000 PA USD 67187033.37000000 2.995725781972 Long DBT UST US N 2 2025-04-30 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X13A2 693736.71000000 PA USD 638884.38000000 0.028486484859 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EH3F7 1760904.61000000 PA USD 1672923.16000000 0.074592057280 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 1102924.73000000 0.049177049253 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.76880960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXE30 83977.40000000 PA USD 84025.64000000 0.003746523152 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCR0 32248000.00000000 PA USD 27597233.75000000 1.230501489784 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 12292474.62000000 0.548095090619 Long DBT UST US N 2 2039-08-15 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMZB4 3584139.93000000 PA USD 3000000.46000000 0.133763589091 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8KR0 1917498.22000000 PA USD 1744228.29000000 0.077771400163 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 12640345.48370000 PA USD 480376.11000000 0.021418940911 Long ABS-MBS CORP US Y 2 2052-01-15 Variable 1.10748960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WGHU1 586119.06000000 PA USD 533952.79000000 0.023807810214 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TLR4 4364808.16000000 PA USD 3888949.18000000 0.173399906781 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4SM3 12187459.00000000 PA USD 452726.32000000 0.020186096051 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.66504960 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCB5 41833000.00000000 PA USD 35040039.91000000 1.562360260523 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 2099107.23000000 PA USD 1795813.94000000 0.080071493707 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XS39 57006.62000000 PA USD 57404.11000000 0.002559526201 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419B5X9 962368.08000000 PA USD 914294.95000000 0.040766451749 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEWL2 1138815.76000000 PA USD 955469.94000000 0.042602356281 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N United States Small Business Administration N/A 83162CVH3 630030.46000000 PA USD 568598.21000000 0.025352575219 Long ABS-O CORP US N 2 2033-02-01 Fixed 2.21000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297DCF3 1867.25000000 PA USD 1874.74000000 0.000083590637 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECZ1 7098766.51000000 PA USD 6069756.50000000 0.270637429951 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03881CAE1 3901000.00000000 PA USD 3780564.43000000 0.168567263135 Long ABS-CBDO CORP KY Y 2 2035-12-15 Floating 6.92496000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A2AX7 955250.17000000 PA USD 895134.64000000 0.039912134602 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N World Omni Select Auto Trust N/A 98163UAC4 6755000.00000000 PA USD 6764176.67000000 0.301600136629 Long ABS-O CORP US N 2 2027-03-15 Floating 6.06324960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335B7E0 1521864.84000000 PA USD 1553264.78000000 0.069256746641 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KGB4 456116.19000000 PA USD 463714.97000000 0.020676056397 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 45290303.63000000 PA USD 2362740.79000000 0.105349546567 Long ABS-MBS CORP US N 2 2054-09-15 Variable 1.14652440 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LDU3 317623.43000000 PA USD 309422.63000000 0.013796491729 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BNPS7 1965928.22000000 PA USD 1789521.35000000 0.079790920609 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D4X7 401453.12000000 PA USD 320237.19000000 0.014278689775 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N FNMA or FHLMC N/A 01F052698 11375000.00000000 PA USD 11231035.16000000 0.500767780618 Long ABS-MBS USGSE US N 2 2053-09-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401L6S7 187061.22000000 PA USD 189930.78000000 0.008468606305 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BBT1 3442980.51000000 PA USD 3270958.67000000 0.145845034792 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AMNZ8 762614.57000000 PA USD 707482.42000000 0.031545124402 Long ABS-MBS USGSE US N 2 2044-09-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AEEP8 10059.14000000 PA USD 10007.84000000 0.000446228130 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 25465189.31000000 1.135438198895 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SJS7 850592.68000000 PA USD 760511.27000000 0.033909567140 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNF99 1762216.06000000 PA USD 1460172.91000000 0.065105979728 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ER5E6 2980782.15000000 PA USD 2831800.21000000 0.126263900532 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKY77 1537113.13000000 PA USD 1342851.07000000 0.059874850398 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03881CAA9 4674500.00000000 PA USD 4635748.40000000 0.206698083008 Long ABS-CBDO CORP KY Y 2 2035-12-15 Floating 6.39496080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6K49 44804.01000000 PA USD 45016.74000000 0.002007199929 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N LAD Auto Receivables Trust N/A 505710AB9 1171892.49000000 PA USD 1167632.78000000 0.052062242481 Long ABS-O CORP US Y 2 2026-10-15 Fixed 5.68000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYE3 2235436.78000000 PA USD 2123711.51000000 0.094691743404 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XVRK3 1650072.02000000 PA USD 1500633.54000000 0.066910032480 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWBX0 4344228.38000000 PA USD 3282806.80000000 0.146373317509 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGT2 86350000.00000000 PA USD 83941644.96000000 3.742777994125 Long DBT UST US N 2 2028-03-31 Fixed 3.62500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CWWJ9 2891660.80000000 PA USD 2600092.65000000 0.115932557168 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFG6 7218870.94000000 PA USD 6724722.55000000 0.299840962000 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.00000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PLH0 1781555.44000000 PA USD 1660018.62000000 0.074016671507 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AEEF6 608525.89000000 PA USD 606361.81000000 0.027036373185 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BDPV1 171726.57000000 PA USD 148021.55000000 0.006599963584 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CWVZ4 77674.39000000 PA USD 70013.51000000 0.003121752315 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.50000000 N N N N N N BXMT Ltd. N/A 05609GAC2 7779500.00000000 PA USD 7257599.02000000 0.323600781414 Long ABS-MBS CORP KY Y 2 2038-05-15 Floating 6.72824160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MM5J3 2110460.50000000 PA USD 1887229.09000000 0.084147499269 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGQ69 4310957.68000000 PA USD 3742207.13000000 0.166856993358 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133WJJW0 4315112.50000000 PA USD 3779711.38000000 0.168529227464 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6HH4 72823.50000000 PA USD 73212.33000000 0.003264380841 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 23846936.08420000 PA USD 777798.82000000 0.034680381933 Long ABS-MBS CORP US N 2 2051-12-15 Variable 0.99754200 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BUYL5 718174.25000000 PA USD 709452.74000000 0.031632976747 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297V6E3 58382.70000000 PA USD 58759.78000000 0.002619972620 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 1040128.24000000 0.046377088387 Long DBT UST US N 2 2026-08-15 Fixed 6.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WLP1 3693824.75000000 PA USD 3144871.60000000 0.140223082647 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418QPN7 249317.52000000 PA USD 249149.47000000 0.011109040739 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N BBCMS Trust N/A 05551VBK8 21122409.67000000 PA USD 1353891.54000000 0.060367121287 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.41330600 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LXPH2 1000000.89000000 PA USD 876250.34000000 0.039070124149 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AYB75 1095766.33000000 PA USD 997971.27000000 0.044497399472 Long ABS-MBS USGSE US N 2 2041-08-15 Fixed 1.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133ANBX1 431739.95000000 PA USD 360284.27000000 0.016064303219 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QRPE7 34247.83000000 PA USD 30792.52000000 0.001372972453 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412LA34 119163.76000000 PA USD 122990.33000000 0.005483875147 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNTD4 24946.40000000 PA USD 21486.16000000 0.000958021812 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KPTE8 639113.50000000 PA USD 571337.44000000 0.025474711612 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042XAC9 983991.33000000 PA USD 983457.12000000 0.043850244639 Long ABS-O CORP US Y 2 2026-06-15 Floating 6.03851040 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C2A65 833167.21000000 PA USD 807862.96000000 0.036020877484 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Toyota Lease Owner Trust 5493000CIH8ERWDIA629 89239MAA5 104453.87000000 PA USD 104435.25000000 0.004656543908 Long ABS-O CORP US Y 2 2024-04-22 Fixed 5.38800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECH1 4642933.06000000 PA USD 3974009.35000000 0.177192557409 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375GBQ3 310000.00000000 PA USD 260776.56000000 0.011627467755 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EP20 177824.73000000 PA USD 172424.15000000 0.007688023204 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B4JE6 3044051.63000000 PA USD 2435950.08000000 0.108613791861 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202ESB6 108105.06000000 PA USD 110741.47000000 0.004937724739 Long ABS-MBS USGA US N 2 2038-04-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WDKV2 662676.81000000 PA USD 629057.63000000 0.028048331143 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200NG47 277764.94000000 PA USD 276900.99000000 0.012346421521 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWF57 2938726.72000000 PA USD 2849528.66000000 0.127054374111 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KYWE5 6154849.59000000 PA USD 5111362.18000000 0.227904681834 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MG4T5 982123.07000000 PA USD 878735.02000000 0.039180910703 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M23F7 803602.65000000 PA USD 730370.43000000 0.032565651700 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XHX7 5809886.44000000 PA USD 5412187.40000000 0.241317833483 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XAB2 314153.17000000 PA USD 305927.90000000 0.013640669210 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BRUM4 249474.62000000 PA USD 246462.94000000 0.010989254125 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312940ZV4 38168.47000000 PA USD 37606.55000000 0.001676795443 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 38137426.08000000 PA USD 1742746.89000000 0.077705347713 Long ABS-MBS CORP US N 2 2054-06-15 Variable 0.99727200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M73V6 188671.52000000 PA USD 188779.97000000 0.008417294154 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M9DA2 57301688.56000000 PA USD 45763119.72000000 2.040479401043 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419EJE0 244515.40000000 PA USD 244300.39000000 0.010892830657 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNXV0 968540.74000000 PA USD 834565.09000000 0.037211468217 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36295SD45 70546.76000000 PA USD 70075.54000000 0.003124518100 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W7K8 19508549.19000000 PA USD 17149257.63000000 0.764648633032 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNV59 3098344.03000000 PA USD 2476103.75000000 0.110404157925 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N 3650R Commercial Mortgage Trust N/A 88581EAF8 21860823.62000000 PA USD 1112344.29000000 0.049597047240 Long ABS-MBS CORP US N 2 2054-11-15 Variable 1.13382720 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EG95 1854606.72000000 PA USD 1667507.39000000 0.074350579706 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 2.50000000 N N N N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RRA9 2165000.00000000 PA USD 1969497.47000000 0.087815669965 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 4077624.22000000 0.181812522332 Long DBT CORP US N 2 2028-11-15 Fixed 5.32500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XKB7 65852.57000000 PA USD 65211.57000000 0.002907644105 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 20403343.33000000 PA USD 1176160.93000000 0.052442494407 Long ABS-MBS CORP US N 2 2054-06-15 Variable 1.32797160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DY48 211252.06000000 PA USD 190371.09000000 0.008488238784 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H3EX6 14899141.36000000 PA USD 481757.78000000 0.021480546614 Long ABS-MBS USGSE US N 2 2031-08-25 Variable 0.60786360 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128KYA33 146510.21000000 PA USD 151137.77000000 0.006738909154 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXC57 511618.58000000 PA USD 513351.55000000 0.022889245088 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133WJDP1 912665.68000000 PA USD 799710.59000000 0.035657380783 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B6T67 962975.27000000 PA USD 830422.50000000 0.037026759009 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBH2 510188.46000000 PA USD 409220.16000000 0.018246249645 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERCZ1 721798.62000000 PA USD 685722.37000000 0.030574890422 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNBC6 1309560.54000000 PA USD 1129837.45000000 0.050377029742 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371KHY0 51845.48000000 PA USD 53913.42000000 0.002403883817 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JAGT9 1270824.44000000 PA USD 1295470.28000000 0.057762242547 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 3589516.57000000 PA USD 3550494.22000000 0.158308925697 Long ABS-MBS CORP US Y 2 2036-11-25 Floating 6.62942880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LK35 538965.59000000 PA USD 512191.47000000 0.022837519607 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BB3C1 1362240.29000000 PA USD 1230272.96000000 0.054855233819 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N LoanCore Issuer Ltd. N/A 53947XAE2 6508500.00000000 PA USD 6341678.03000000 0.282761828027 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 7.17495840 N N N N N N BANK N/A 06542BBN6 18996336.61000000 PA USD 758861.86000000 0.033836023484 Long ABS-MBS CORP US N 2 2054-04-15 Variable 0.88471080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WXK9 2694698.01000000 PA USD 2373178.10000000 0.105814923844 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBR0 16798122.49000000 PA USD 13389587.74000000 0.597013012641 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376KQF6 286807.13000000 PA USD 291777.51000000 0.013009733656 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 985817.29000000 PA USD 886766.80000000 0.039539030555 Long ABS-O CORP US N 2 2033-03-01 Fixed 2.22000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHH9 499999.48000000 PA USD 501283.11000000 0.022351139220 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMSR7 783084.02000000 PA USD 624484.72000000 0.027844434890 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6EP1 2634820.67000000 PA USD 2566083.60000000 0.114416166537 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HMPP3 654240.27000000 PA USD 611812.67000000 0.027279415347 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EEA4 2623514.37000000 PA USD 2358865.89000000 0.105176773083 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AT49 64156.50000000 PA USD 64112.54000000 0.002858640713 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N FNMA or FHLMC N/A 01F022691 964356.00000000 PA USD 798833.33000000 0.035618265640 Long ABS-MBS USGSE US N 2 2053-09-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BWP99 1791741.54000000 PA USD 1720954.85000000 0.076733687367 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YSE8 237026.55000000 PA USD 236720.54000000 0.010554861395 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419GP24 235727.10000000 PA USD 229641.24000000 0.010239210585 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N CPS Auto Receivables Trust N/A 12655KAE8 5505000.00000000 PA USD 5423741.80000000 0.241833019409 Long ABS-O CORP US Y 2 2025-10-15 Fixed 3.86000000 N N N N N N United States Small Business Administration N/A 83162CNH2 5944.42000000 PA USD 5921.05000000 0.000264006925 Long ABS-O CORP US N 2 2023-11-01 Fixed 4.98000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EAM2 493679.28000000 PA USD 393366.83000000 0.017539383647 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N FNMA or FHLMC N/A 01F050494 9550000.00000000 PA USD 9437934.95000000 0.420817286314 Long ABS-MBS USGSE US N 2 2038-09-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKNN4 13045982.69000000 PA USD 10837212.37000000 0.483208066692 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414QTQ0 25202.07000000 PA USD 24908.58000000 0.001110620183 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M5GB5 846215.51000000 PA USD 674888.15000000 0.030091815778 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N FNMA or FHLMC N/A 01F060691 6875000.00000000 PA USD 6892993.11000000 0.307343785531 Long ABS-MBS USGSE US N 2 2053-09-25 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XHV1 780269.79000000 PA USD 686515.40000000 0.030610249929 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KUCJ9 4928913.84000000 PA USD 4327462.93000000 0.192952294805 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDWA0 981318.59000000 PA USD 859604.93000000 0.038327941002 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.00000000 N N N N N N ACREC Ltd. N/A 00500RAC9 7778000.00000000 PA USD 7528554.87000000 0.335682121888 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 6.92642880 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWBZ5 139546.94000000 PA USD 116064.41000000 0.005175063222 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECQ1 27381062.81000000 PA USD 22704938.05000000 1.012364512656 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N United States Small Business Administration N/A 83162CPL1 43623.71000000 PA USD 42743.00000000 0.001905818737 Long ABS-O CORP US N 2 2025-04-01 Fixed 5.11000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DXJ6 48859.48000000 PA USD 36883.95000000 0.001644576258 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDJ9 9466716.72000000 PA USD 7843906.11000000 0.349742957628 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N BBCMS Mortgage Trust N/A 054975AG2 23060243.94000000 PA USD 854089.17000000 0.038082005088 Long ABS-MBS CORP US N 2 2055-12-15 Variable 0.63801360 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECY4 9783187.71000000 PA USD 8124332.89000000 0.362246586567 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B0CN2 1665135.15000000 PA USD 1582192.27000000 0.070546561405 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XHZ2 217663.06000000 PA USD 212066.50000000 0.009455590605 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133GHAQ4 879099.01000000 PA USD 770300.89000000 0.034346065309 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003DBP2 20603589.52000000 PA USD 1607069.68000000 0.071655791784 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.65406680 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KQ64 36313.33000000 PA USD 36927.69000000 0.001646526531 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398NQG2 366678.03000000 PA USD 349144.81000000 0.015567618579 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MHS34 5934543.50000000 PA USD 4967162.23000000 0.221475115201 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BAHF1 337067.17000000 PA USD 311327.76000000 0.013881437391 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BBY0 528500.42000000 PA USD 514853.95000000 0.022956233883 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179M2P4 59551.51000000 PA USD 53563.06000000 0.002388262016 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407HWY8 16096.05000000 PA USD 16348.23000000 0.000728932528 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABC35 1364822.91510000 PA USD 117673.53000000 0.005246810433 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N0AF2 890273.15000000 PA USD 795870.49000000 0.035486158956 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YDK7 8450000.00000000 PA USD 8364603.03000000 0.372959717017 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DV50 47910.88000000 PA USD 48855.11000000 0.002178344618 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PR3G2 43458.36000000 PA USD 42759.63000000 0.001906560233 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MS7F6 342984.53000000 PA USD 300531.48000000 0.013400054411 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X54P5 3190676.85000000 PA USD 2667991.72000000 0.118960031136 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N5FT6 202148.09000000 PA USD 200042.80000000 0.008919479598 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EFE5 2286548.56000000 PA USD 2003543.13000000 0.089333692958 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397QLS5 51780.17000000 PA USD 51226.52000000 0.002284080707 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 3779980.55000000 0.168541229177 Long ABS-MBS CORP US Y 2 2036-07-15 Floating 6.62824080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CRF3 829760.03000000 PA USD 753676.50000000 0.033604819398 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133D3L45 659596.19000000 PA USD 572040.36000000 0.025506053308 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179NJA7 5156454.35000000 PA USD 4781272.54000000 0.213186692435 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D7E6 332561.48000000 PA USD 265091.62000000 0.011819867030 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6CC2 877296.46730000 PA USD 768849.57000000 0.034281354061 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X8ZU4 366408.16000000 PA USD 292965.95000000 0.013062723648 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FJ92 204002.42000000 PA USD 207495.82000000 0.009251793782 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406V2P0 55163.65000000 PA USD 55126.16000000 0.002457957294 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BYPS3 35814566.27900000 PA USD 118736.03000000 0.005294185030 Long ABS-MBS USGSE US N 2 2024-04-25 Variable 1.04210640 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYG8 219437.31000000 PA USD 208471.18000000 0.009295282994 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AC2G2 1453259.80000000 PA USD 1161981.30000000 0.051810255103 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AA5A5 782621.25000000 PA USD 762410.49000000 0.033994249288 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AFKG6 1702103.92000000 PA USD 1606814.53000000 0.071644415193 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Flagship Credit Auto Trust N/A 33846AAG1 2270000.00000000 PA USD 2227766.65000000 0.099331339022 Long ABS-O CORP US Y 2 2025-12-15 Fixed 2.86000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6B74 967225.89000000 PA USD 869653.51000000 0.038775985642 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F5DA8 5138364.84000000 PA USD 4686390.21000000 0.208956092750 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398JUK7 1926956.52770000 PA USD 1911249.52000000 0.085218518747 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHGM8 642114.97000000 PA USD 610028.93000000 0.027199882204 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6WA2 293483.64000000 PA USD 303278.18000000 0.013522523876 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQMV5 75000.53000000 PA USD 75226.53000000 0.003354189701 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312934M58 130418.22000000 PA USD 130494.39000000 0.005818465095 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ5E8 1551054.77000000 PA USD 1511027.80000000 0.067373490250 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WY85 22579363.37000000 PA USD 18626063.66000000 0.830496247923 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XBV7 681027.82000000 PA USD 662864.96000000 0.029555727512 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563P7F0 5101742.02000000 PA USD 4582024.50000000 0.204302649481 Long ABS-MBS USGSE US N 2 2061-11-25 Fixed 3.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297H6A1 114968.15000000 PA USD 111626.02000000 0.004977164927 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FPG5 528999.08000000 PA USD 517182.90000000 0.023060076770 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297CWY2 90679.84000000 PA USD 91595.61000000 0.004084051886 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNGE6 964077.89000000 PA USD 830722.26000000 0.037040124665 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312940BC2 103684.31000000 PA USD 102246.99000000 0.004558974086 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ENZ9 324999.20000000 PA USD 292208.58000000 0.013028954143 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416XV64 233401.89000000 PA USD 232571.85000000 0.010369880202 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMY58 385049.14000000 PA USD 319485.51000000 0.014245173975 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MUR1 118278.14000000 PA USD 117321.84000000 0.005231129330 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A2EK2 1281310.46000000 PA USD 1123732.06000000 0.050104803491 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N FNMA or FHLMC N/A 01F062697 11150000.00000000 PA USD 11324218.64000000 0.504922632224 Long ABS-MBS USGSE US N 2 2053-09-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WAFE2 915166.60000000 PA USD 876244.55000000 0.039069865985 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200EAQ4 94070.57000000 PA USD 93872.38000000 0.004185568179 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 20663.99000000 PA USD 20581.95000000 0.000917705026 Long ABS-O CORP US N 2 2023-12-01 Fixed 4.89000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132JADZ5 337935.03000000 PA USD 299615.58000000 0.013359216394 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GRL58 882764.40000000 PA USD 814031.60000000 0.036295923917 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YDL5 11725000.00000000 PA USD 11769349.46000000 0.524770061214 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EAN0 2620844.87000000 PA USD 2174027.80000000 0.096935238907 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140K8RB9 1120464.92000000 PA USD 936963.29000000 0.041777184433 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DYB2 2654801.36000000 PA USD 2116660.09000000 0.094377335703 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2NA8 11674001.00000000 PA USD 698785.85000000 0.031157362989 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 1.03911120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A2UM3 3144000.00000000 PA USD 2997556.88000000 0.133654635097 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ENB2 1904159.20000000 PA USD 1641105.66000000 0.073173383166 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XD5G7 949002.93000000 PA USD 786327.86000000 0.035060673542 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419LZZ9 562491.49000000 PA USD 534393.54000000 0.023827462312 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQVJ6 548286.53000000 PA USD 510475.98000000 0.022761029586 Long ABS-MBS USGSE US N 2 2045-12-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QDT38 2525570.15000000 PA USD 2114037.99000000 0.094260421885 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133ATLG4 1481174.79000000 PA USD 1180767.47000000 0.052647890150 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXAY6 302432.38000000 PA USD 312117.13000000 0.013916633707 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377VGJ9 540297.68000000 PA USD 530538.34000000 0.023655567209 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 7447334.73000000 0.332060689966 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 837161.17000000 0.037327221858 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.43601480 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EKQ2 536589.57000000 PA USD 462527.04000000 0.020623089145 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XF93 178782.34000000 PA USD 181526.11000000 0.008093860088 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XAJC7 990995.10000000 PA USD 789389.13000000 0.035197169009 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WR34 3404371.87000000 PA USD 3002543.34000000 0.133876970658 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M72C9 81208.62000000 PA USD 82682.65000000 0.003686642107 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDY67 4637335.50000000 PA USD 3866893.87000000 0.172416507791 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJWU0 1466704.41000000 PA USD 1298371.13000000 0.057891585230 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWFW2 2400712.72000000 PA USD 2182181.60000000 0.097298799368 Long ABS-MBS USGSE US N 2 2039-05-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AAL29 1575591.51000000 PA USD 1450064.45000000 0.064655265167 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 1.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F84L4 13158725.00000000 PA USD 833567.07000000 0.037166968644 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 1.17184680 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWD67 8233058.96000000 PA USD 7094068.77000000 0.316309318143 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Port of Oakland N/A 735000TN1 1680000.00000000 PA USD 1533768.94000000 0.068387468930 Long DBT MUN US N 2 2026-05-01 Fixed 1.51700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XCTH1 3135968.15000000 PA USD 2620542.18000000 0.116844357870 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFFQ9 1960612.00000000 PA USD 1625760.41000000 0.072489171366 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MKGZ9 1354329.36000000 PA USD 1186666.27000000 0.052910904996 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MHS42 2582274.89000000 PA USD 2159484.52000000 0.096286785229 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Dell Equipment Finance Trust N/A 24702HAC7 5094000.00000000 PA USD 5083562.90000000 0.226665171536 Long ABS-O CORP US Y 2 2028-09-22 Fixed 5.65000000 N N N N N N Toledo Hospital (The) 5493009DCR7NWV6K4T34 889184AD9 1992000.00000000 PA USD 1951812.10000000 0.087027117231 Long DBT CORP US N 2 2038-11-15 Fixed 5.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6EE6 2745715.60000000 PA USD 2674580.84000000 0.119253825871 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LQ2S2 408689.56000000 PA USD 388387.42000000 0.017317362430 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A5GN6 1588346.93000000 PA USD 1508991.75000000 0.067282707146 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PPZS5 49363.87000000 PA USD 48460.73000000 0.002160760060 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FEZW3 112373501.70930000 PA USD 666037.74000000 0.029697194970 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 0.26328240 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419FG83 461899.41000000 PA USD 438822.62000000 0.019566159875 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 52.00000000 NC USD 85372.61000000 0.003806581657 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Long Bond 2023-12-19 6327750.00000000 USD 85372.61000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WJUV1 861519.89000000 PA USD 784399.75000000 0.034974703251 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36291FAQ1 224878.00000000 PA USD 223430.26000000 0.009962276302 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N PFS Financing Corp. N/A 69335PEZ4 1302000.00000000 PA USD 1301001.89000000 0.058008885178 Long ABS-O CORP US Y 2 2028-10-16 Fixed 5.91000000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03880KAC8 6638000.00000000 PA USD 6426493.41000000 0.286543563993 Long ABS-CBDO CORP KY Y 2 2034-08-15 Floating 6.82495920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDC1 887765.91000000 PA USD 735710.97000000 0.032803774930 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BLD8 461824.47000000 PA USD 469458.57000000 0.020932151207 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N ACREC LLC N/A 00501BAA7 4824645.00000000 PA USD 4814137.41000000 0.214652066533 Long ABS-MBS CORP US Y 2 2038-02-19 Floating 7.54048080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PNR7 96245.18000000 PA USD 97811.28000000 0.004361195286 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CZM6 380957.23000000 PA USD 380698.56000000 0.016974532646 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWBU6 39056.40000000 PA USD 32436.64000000 0.001446280239 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHNH1 1337697.27000000 PA USD 1217381.53000000 0.054280432592 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJJ61 5689743.42000000 PA USD 5129111.78000000 0.228696098447 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379RD34 2507424.79460000 PA USD 86096.69000000 0.003838866832 Long ABS-MBS USGA US N 2 2059-02-16 Variable 0.58417920 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RK6 97983000.00000000 PA USD 71952438.41000000 3.208204976599 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TBS3 137222.12000000 PA USD 135609.30000000 0.006046527966 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9BH4 379048.69000000 PA USD 379230.83000000 0.016909089712 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETEE2 1443572.95000000 PA USD 1406328.46000000 0.062705171135 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412LBD1 32934.01000000 PA USD 33463.14000000 0.001492049674 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KFYV1 222177.47000000 PA USD 188298.56000000 0.008395829114 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHVK5 1532495.60000000 PA USD 1290434.52000000 0.057537708804 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEEL9 459053.76000000 PA USD 418902.79000000 0.018677977359 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXDA5 187086.70000000 PA USD 190636.65000000 0.008500079535 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FSD9 341187.44000000 PA USD 326309.34000000 0.014549433926 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FETQ3 61128606.92740000 PA USD 750561.49000000 0.033465927780 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 0.43612200 N N N N N N BSPDF Issuer Ltd. N/A 055731AA1 3712000.00000000 PA USD 3607960.06000000 0.160871204307 Long ABS-CBDO CORP KY Y 2 2036-10-15 Floating 6.62496120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ARB31 1109458.80000000 PA USD 990107.33000000 0.044146763246 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36177T4M6 256185.52000000 PA USD 237671.65000000 0.010597269351 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368HMH3 70934.37000000 PA USD 70886.11000000 0.003160659678 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DMWR2 1236847.44000000 PA USD 934841.94000000 0.041682597984 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 1.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377YEC0 943763.29000000 PA USD 899675.01000000 0.040114579966 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KPF52 4609884.58000000 PA USD 4286066.33000000 0.191106509158 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MHQD4 287994.57000000 PA USD 252342.95000000 0.011251431166 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E2LH6 1173321.89000000 PA USD 1080625.00000000 0.048182752099 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AMF80 291277.59000000 PA USD 284766.13000000 0.012697111253 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TSF3 1539730.10000000 PA USD 1368171.82000000 0.061003848358 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LDWL4 88888.47000000 PA USD 89307.01000000 0.003982008118 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391WVR9 323490.48000000 PA USD 327134.55000000 0.014586228271 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AFWD5 244116.13000000 PA USD 237981.25000000 0.010611073751 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CXAJ1 301580.34000000 PA USD 264127.42000000 0.011776875419 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WD3L3 3011423.05000000 PA USD 2749905.95000000 0.122612411044 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJXK1 1165850.26000000 PA USD 1063162.17000000 0.047404121946 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XX50 2004929.15000000 PA USD 1951110.03000000 0.086995813435 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133WJRC5 241875.94000000 PA USD 217639.75000000 0.009704089874 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FAWU8 103097254.37870000 PA USD 1894566.70000000 0.084474667568 Long ABS-MBS USGSE US N 2 2027-07-25 Variable 0.70603920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9LS9 969598.47000000 PA USD 894117.49000000 0.039866782064 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132JAJ97 1000002.94000000 PA USD 886279.96000000 0.039517323403 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNFR8 5570033.13000000 PA USD 4619887.19000000 0.205990865658 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERQS2 4169486.09000000 PA USD 3935461.30000000 0.175473782499 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q8AF2 635242.15000000 PA USD 581405.22000000 0.025923612339 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQDZ6 2584889.19000000 PA USD 2576170.67000000 0.114865927363 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AQD87 465146.90000000 PA USD 386236.75000000 0.017221468665 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N LoanCore Issuer Ltd. N/A 53948HAC0 10000000.00000000 PA USD 9638890.00000000 0.429777441185 Long ABS-CBDO CORP KY Y 2 2038-11-15 Floating 7.07496120 N N N N N N Tobacco Settlement Finance Authority N/A 88880LAF0 1900000.00000000 PA USD 1840512.71000000 0.082064516035 Long DBT MUN US N 2 2024-06-01 Fixed 1.49700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378TKC3 379382.26330000 PA USD 14922.70000000 0.000665371201 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NDT72 42265.70000000 PA USD 40984.66000000 0.001827418126 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QN7M8 2362994.23000000 PA USD 2113353.46000000 0.094229900160 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9DT6 752125.49000000 PA USD 733630.75000000 0.032711022380 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PRY29 34663.04000000 PA USD 34041.34000000 0.001517830372 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AULZ9 3796052.80000000 PA USD 2865006.51000000 0.127744498261 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 1.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297GLY4 833628.55000000 PA USD 814061.48000000 0.036297256202 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPPA6 725935.69000000 PA USD 737372.36000000 0.032877852748 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 954197.50000000 PA USD 888279.06000000 0.039606458987 Long ABS-O CORP US N 2 2033-07-01 Fixed 3.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBJ8 9035344.99000000 PA USD 7503484.56000000 0.334564290511 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEG2 2613000.00000000 PA USD 2565843.50000000 0.114405460993 Long DBT UST US N 2 2024-03-31 Fixed 2.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133ASXD0 685058.77000000 PA USD 614125.05000000 0.027382519414 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A7PB8 698228.02000000 PA USD 680201.59000000 0.030328730677 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKQL5 1827646.57000000 PA USD 1524410.96000000 0.067970216664 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XX68 5343483.10000000 PA USD 5289512.26000000 0.235848011982 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ7L0 751280.12000000 PA USD 713745.87000000 0.031824398210 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4.00000000 N N N N N N BANK N/A 06540CBL0 13297080.46000000 PA USD 743055.48000000 0.033131250886 Long ABS-MBS CORP US N 2 2064-06-15 Variable 1.14806880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9T51 890687.67000000 PA USD 847233.29000000 0.037776316096 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410K6E9 729.00000000 PA USD 722.33000000 0.000032207146 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W9A75 397836.52000000 PA USD 378068.85000000 0.016857279515 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B5N24 1607684.57000000 PA USD 1286116.48000000 0.057345176658 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36291FVS4 134057.93000000 PA USD 133964.76000000 0.005973201453 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNYE6 4235382.77000000 PA USD 3510431.32000000 0.156522606873 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GSK4 25136.11000000 PA USD 25201.51000000 0.001123681303 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WVY4 105562.60000000 PA USD 107290.04000000 0.004783832874 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YDJ0 12100000.00000000 PA USD 11775194.86000000 0.525030695068 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BDP58 57980.95000000 PA USD 48065.82000000 0.002143151869 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335ALX4 1203829.95000000 PA USD 1174232.74000000 0.052356520548 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379FNW5 656202.11000000 PA USD 621666.85000000 0.027718792108 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 923021.45000000 0.041155547676 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.87262920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J6CW5 14879.51000000 PA USD 14041.82000000 0.000626094650 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 16753271.64350000 PA USD 1064370.53000000 0.047458000128 Long ABS-MBS CORP US N 2 2054-05-15 Variable 1.41557400 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMFW9 387556.40000000 PA USD 339966.88000000 0.015158394356 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SLR6 1422047.23000000 PA USD 1272645.18000000 0.056744520271 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CXAK8 6235772.22000000 PA USD 5462341.22000000 0.243554084797 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 2.00000000 N N N N N N Howard University N/A 442851AG6 688000.00000000 PA USD 645233.62000000 0.028769583859 Long DBT CORP US N 2 2025-10-01 Fixed 2.51600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CMG6 1625986.75000000 PA USD 1523112.13000000 0.067912304619 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPHM0 33647731.77870000 PA USD 1832765.03000000 0.081719063594 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.26722160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XF85 88667.22000000 PA USD 90014.74000000 0.004013564282 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396HE70 537210.82000000 PA USD 533324.26000000 0.023779785409 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377DSY3 1118952.97000000 PA USD 1125398.59000000 0.050179110491 Long ABS-MBS USGA US N 2 2034-08-20 Variable 5.67825120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129456R4 1324034.22000000 PA USD 1324808.58000000 0.059070374449 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C4J8 431305.77000000 PA USD 437929.13000000 0.019526321071 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FMVC3 3707535.08000000 PA USD 3271496.33000000 0.145869007899 Long ABS-MBS USGSE US N 2 2049-08-25 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B6Y53 103942.40000000 PA USD 89598.07000000 0.003994985860 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJGN7 86736.16420000 PA USD 7148.22000000 0.000318723805 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GEV23 372448.74000000 PA USD 371562.23000000 0.016567163278 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283W8 54157000.00000000 PA USD 50738339.38000000 2.262313779774 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKBW4 1200949.51000000 PA USD 1198161.63000000 0.053423458455 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A4XB6 1533582.71000000 PA USD 1526865.48000000 0.068079658449 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404BRW4 205466.45000000 PA USD 206458.71000000 0.009205551271 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GETS9 267464.24000000 PA USD 260882.77000000 0.011632203432 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 239711.69000000 0.010688230361 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 1.48041000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QQSC0 397742.09000000 PA USD 330163.21000000 0.014721269727 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWEG4 15456915.25000000 PA USD 13318497.86000000 0.593843267295 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H0606A4 20700000.00000000 PA USD 20747706.88000000 0.925095770711 Long ABS-MBS USGA US N 2 2053-10-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FLP9 123197.51000000 PA USD 120443.88000000 0.005370334400 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HL3J0 412127.67000000 PA USD 365385.18000000 0.016291741861 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FARG5 48376545.67950000 PA USD 155220.98000000 0.006920970734 Long ABS-MBS USGSE US N 2 2024-07-25 Variable 0.72755640 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292SA59 1317871.18000000 PA USD 1215185.21000000 0.054182503392 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 1227418.05000000 0.054727939502 Long ABS-MBS CORP US Y 2 2036-11-25 Floating 6.92943120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M8RP1 330227.80000000 PA USD 329571.02000000 0.014694865245 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 1748134.37000000 0.077945563896 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 0.44133840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERQU7 2579942.48000000 PA USD 2434948.47000000 0.108569132219 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 442759.50000000 0.019741696914 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.26279360 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296L3U3 28945.46000000 PA USD 29345.57000000 0.001308456055 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6B33 818836.00000000 PA USD 717487.84000000 0.031991244630 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 2.00000000 N N N N N N N/A N/A N/A 341.00000000 NC USD 656587.24000000 0.029275817435 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2023-12-19 44148843.75000000 USD 656587.24000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QPFB8 2546268.85000000 PA USD 2275930.70000000 0.101478870758 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EJT8 1112827.04000000 PA USD 1001422.55000000 0.044651284648 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEAV4 1492188.78000000 PA USD 1254068.89000000 0.055916243324 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292HVU5 157465.35000000 PA USD 160080.20000000 0.007137632937 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HF7H6 407819.89000000 PA USD 344471.27000000 0.015359235449 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CXAP7 918770.53000000 PA USD 825843.40000000 0.036822586757 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QFA66 4561515.50000000 PA USD 3838091.71000000 0.171132281223 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378CP92 603572.54000000 PA USD 577588.86000000 0.025753449028 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JPLF0 623482.97000000 PA USD 571292.79000000 0.025472720764 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHHS9 3867146.99000000 PA USD 3083679.56000000 0.137494660768 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D2M3 120920.90000000 PA USD 100664.11000000 0.004488396860 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FDVW3 2168384.66000000 PA USD 1900974.78000000 0.084760390118 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V4J4 76045.33000000 PA USD 76364.16000000 0.003404914184 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N56D1 4708712.88000000 PA USD 4649931.00000000 0.207330454737 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N BBCMS Mortgage Trust N/A 054975AJ6 2688397.00000000 PA USD 2751811.98000000 0.122697396835 Long ABS-MBS CORP US N 2 2055-12-15 Variable 6.34754880 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BAFE6 4591579.99000000 PA USD 3965596.53000000 0.176817447801 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TCW3 38334.02000000 PA USD 34282.58000000 0.001528586746 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CRE9 52677.34000000 PA USD 52526.79000000 0.002342056958 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BYCW7 291244.94000000 PA USD 287697.93000000 0.012827833930 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133WJ6N4 185293.09000000 PA USD 166632.29000000 0.007429776583 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417NB67 273532.28000000 PA USD 273319.95000000 0.012186750625 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179X2K1 14110850.14000000 PA USD 13732066.95000000 0.612283426406 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QZ4 9748800.00000000 PA USD 8097597.00000000 0.361054490549 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620ALQ49 240302.46000000 PA USD 234274.66000000 0.010445804849 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Carmax Auto Owner Trust N/A 142921AA3 2774691.88000000 PA USD 2774398.04000000 0.123704460831 Long ABS-O CORP US N 2 2024-05-15 Fixed 5.50800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BFXT3 10948000.00000000 PA USD 10571397.56000000 0.471355954170 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 314901.54000000 0.014040784580 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 3.06200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312934RV6 238906.87000000 PA USD 239046.31000000 0.010658562493 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 49904.40000000 PA USD 49109.09000000 0.002189669042 Long ABS-O CORP US N 2 2025-01-01 Fixed 4.86000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUN4 17260719.00000000 PA USD 789175.61000000 0.035187648610 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.82861560 N N N N N N Howard University N/A 442851AE1 505000.00000000 PA USD 503750.52000000 0.022461155743 Long DBT CORP US N 2 2023-10-01 Fixed 2.80100000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNEG4 4613918.61000000 PA USD 3847347.32000000 0.171544969030 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BW87 326429.15000000 PA USD 317421.89000000 0.014153161584 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H0326A3 18250000.00000000 PA USD 16573994.10000000 0.738998865483 Long ABS-MBS USGA US N 2 2053-10-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KE2N7 206842.30000000 PA USD 175338.65000000 0.007817974511 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296LFZ9 31199.86000000 PA USD 30856.02000000 0.001375803782 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 19939089.90000000 0.889041273091 Long DBT UST US N 2 2025-12-31 Fixed 2.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417NCH2 328001.47000000 PA USD 327780.24000000 0.014615018204 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417F3J5 2512853.21000000 PA USD 2314146.93000000 0.103182850525 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDB3 3447679.06000000 PA USD 2747032.14000000 0.122484274017 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWQJ9 948438.23000000 PA USD 890565.86000000 0.039708422496 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EB82 43089370.50000000 PA USD 34330719.55000000 1.530733186316 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A62T7 98602.74000000 PA USD 86311.07000000 0.003848425577 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ABYR4 756421.19000000 PA USD 736886.76000000 0.032856200885 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N24Z1 2258969.66000000 PA USD 2153208.56000000 0.096006953627 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E0X91 1246951.78000000 PA USD 1178873.13000000 0.052563425590 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XCAK4 1559315.87000000 PA USD 1303952.57000000 0.058140449674 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFGA3 4715361.91000000 PA USD 3948658.63000000 0.176062223151 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DF70 216697.42000000 PA USD 223284.80000000 0.009955790552 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N0HM0 142769.22000000 PA USD 127631.24000000 0.005690803374 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N N/A N/A N/A -1912.00000000 NC USD -1111938.90000000 -0.04957897176 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Note 2023-12-29 -389674563.46000000 USD -1111938.90000000 N N N GNMA 549300M8ZYFG0OCMTT87 36179X5H5 1392006.90000000 PA USD 1377939.07000000 0.061439349096 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UWA6 218770.13000000 PA USD 210837.92000000 0.009400810857 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MPRV5 375899.73000000 PA USD 347301.94000000 0.015485448956 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBBZ8 80659106.46970000 PA USD 1147762.95000000 0.051176289358 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.55203840 N N N N N N Toyota Lease Owner Trust 5493000CIH8ERWDIA629 89239MAB3 2861000.00000000 PA USD 2848015.07000000 0.126986886378 Long ABS-O CORP US Y 2 2025-08-20 Fixed 5.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413ECR4 115851.72000000 PA USD 119498.86000000 0.005328197984 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407QRK4 100679.18000000 PA USD 99552.43000000 0.004438829432 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DYC0 95145.60000000 PA USD 79142.04000000 0.003528773898 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415PNH7 41210.04000000 PA USD 40780.18000000 0.001818300801 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCF6 38599000.00000000 PA USD 34811473.13000000 1.552168957805 Long DBT UST US N 2 2026-05-31 Fixed 0.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYH6 861323.72000000 PA USD 818273.52000000 0.036485062036 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXMK3 50053.32000000 PA USD 51023.71000000 0.002275037843 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BUZL4 33881.64000000 PA USD 32859.62000000 0.001465140011 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XEAU8 3792522.24000000 PA USD 3287056.39000000 0.146562797617 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Benchmark Mortgage Trust N/A 08163HAG3 33600045.37020000 PA USD 2258978.09000000 0.100722990221 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.37914560 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F5BK8 372475.57000000 PA USD 342111.80000000 0.015254031740 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDYN0 4532080.95000000 PA USD 3785819.39000000 0.168801570536 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A5C38 162428.70060000 PA USD 10579.81000000 0.000471731046 Long ABS-MBS USGSE US N 2 2031-12-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BMFL5 242608.40000000 PA USD 234467.48000000 0.010454402280 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HHFV2 190856.93000000 PA USD 180127.91000000 0.008031517347 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DVB5 279839.95000000 PA USD 211209.32000000 0.009417370786 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DM2M6 37921.14000000 PA USD 31487.75000000 0.001403971268 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N United States Small Business Administration N/A 83162CPB3 27102.08000000 PA USD 26805.94000000 0.001195219397 Long ABS-O CORP US N 2 2024-10-01 Fixed 4.86000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENAA7 1762681.57000000 PA USD 1717171.26000000 0.076564985200 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297GSD3 1261958.30000000 PA USD 1170364.52000000 0.052184044911 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J8ZX1 591685.12000000 PA USD 524334.30000000 0.023378942365 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EPC8 38078.96000000 PA USD 36931.80000000 0.001646709787 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XBT2 2120694.34000000 PA USD 1975545.11000000 0.088085321268 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.00000000 N N N N N N N/A N/A N/A 2277.00000000 NC USD 1615555.31000000 0.072034147834 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2023-12-29 243461109.38000000 USD 1615555.31000000 N N N Benchmark Mortgage Trust N/A 08163GAZ3 40098340.43000000 PA USD 2726474.63000000 0.121567658717 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.38940920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WH6K3 932605.89000000 PA USD 782437.95000000 0.034887230794 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H032696 9000000.00000000 PA USD 8172070.29000000 0.364375094894 Long ABS-MBS USGA US N 2 2053-09-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N1NC3 645063.63000000 PA USD 596326.39000000 0.026588915321 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N BBCMS Mortgage Trust N/A 05493EAZ5 13771264.31000000 PA USD 1158770.64000000 0.051667098657 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.73923920 N N N N N N N/A N/A N/A 811.00000000 NC USD 1219234.30000000 0.054363043634 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Ultra Note 2023-12-19 94164703.13000000 USD 1219234.30000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140L1Y41 2334847.81000000 PA USD 1883155.86000000 0.083965882675 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 722253.77000000 0.032203747232 Long ABS-CBDO CORP KY Y 2 2039-02-15 Floating 6.72824160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6JU3 92758.23000000 PA USD 92811.52000000 0.004138266706 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563P7E3 8019444.30350000 PA USD 6789329.71000000 0.302721656760 Long ABS-MBS USGSE US N 2 2061-11-25 Fixed 3.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FA1 2309000.00000000 PA USD 2473335.87000000 0.110280744089 Long DBT UST US N 2 2027-08-15 Fixed 6.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8E23 304596.43000000 PA USD 289102.71000000 0.012890470058 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDJ7 11425300.00000000 PA USD 9259402.34000000 0.412856899974 Long DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129456V5 195880.71000000 PA USD 191097.51000000 0.008520628294 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QRKT9 1652619.13000000 PA USD 1705914.68000000 0.076063078430 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NEPE9 2837178.36000000 PA USD 2751011.47000000 0.122661703811 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UGA4 129234.41000000 PA USD 115183.62000000 0.005135790684 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KN2Y8 1507913.74000000 PA USD 1248507.02000000 0.055668251464 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QL7F7 965281.63000000 PA USD 801532.69000000 0.035738624316 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H040699 6575000.00000000 PA USD 6126050.78000000 0.273147471212 Long ABS-MBS USGA US N 2 2053-09-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136APK43 155089.12000000 PA USD 149471.00000000 0.006664591453 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417MLN1 103926.68000000 PA USD 103122.44000000 0.004598008525 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MBH82 648234.36000000 PA USD 616034.29000000 0.027467648332 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHKP1 103457.32000000 PA USD 103060.20000000 0.004595233376 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWGG2 1964257.42000000 PA USD 1904603.12000000 0.084922170020 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDG2 704847.14000000 PA USD 617610.53000000 0.027537929495 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNR61 108320.98000000 PA USD 97396.74000000 0.004342711836 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.50000000 N N N N N N School District of Philadelphia (The) 254900HSKDHZKBZCUL90 717883UB6 3280000.00000000 PA USD 3422510.75000000 0.152602417141 Long DBT MUN US N 2 2030-09-01 Fixed 5.99500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418TKF3 17997.24000000 PA USD 17654.21000000 0.000787163376 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N0CA1 1864276.89000000 PA USD 1841844.18000000 0.082123883428 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X6UA1 401620.44000000 PA USD 369859.59000000 0.016491246210 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 1733957.76000000 0.077313459248 Long DBT CORP US N 2 2029-12-15 Fixed 3.47400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFC51 1380652.49000000 PA USD 1272243.93000000 0.056726629393 Long ABS-MBS USGSE US N 2 2042-09-25 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419HBF8 89167.21000000 PA USD 87902.65000000 0.003919390717 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 17676773.98000000 0.788169456186 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L6HF1 1045930.59000000 PA USD 994669.16000000 0.044350165466 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371LJS9 183984.38000000 PA USD 186810.01000000 0.008329457861 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H060697 13800000.00000000 PA USD 13844742.08000000 0.617307368899 Long ABS-MBS USGA US N 2 2053-09-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJW55 2140017.94000000 PA USD 1952417.63000000 0.087054116516 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AR2J6 990921.19000000 PA USD 905128.82000000 0.040357753662 Long ABS-MBS USGSE US N 2 2045-04-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KGJG9 617788.91000000 PA USD 519878.54000000 0.023180269579 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LYC6 15249.03000000 PA USD 15411.91000000 0.000687184026 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 2650337.23000000 0.118172855275 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.90686960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W2U1 18623757.48000000 PA USD 15844550.17000000 0.706474524431 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QPNY9 483610.92000000 PA USD 423616.55000000 0.018888153812 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N United States Small Business Administration N/A 83162CVU4 371379.06000000 PA USD 351884.82000000 0.015689789750 Long ABS-O CORP US N 2 2033-09-01 Fixed 3.62000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H3EZ1 48419608.00000000 PA USD 2635426.00000000 0.117507995496 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.95535000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XHY5 11627644.58000000 PA USD 11086890.74000000 0.494340689948 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECG3 5792424.82000000 PA USD 4809161.17000000 0.214430186659 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DYJ4 93999.05000000 PA USD 92039.73000000 0.004103854245 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGFW4 6135965.19000000 PA USD 5091192.43000000 0.227005355922 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412QF95 62963.66000000 PA USD 62921.19000000 0.002805520971 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417N4M0 213833.39000000 PA USD 213689.30000000 0.009527947778 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AVY2 211160.98000000 PA USD 194469.48000000 0.008670977208 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292LLA1 1341447.78000000 PA USD 1237002.95000000 0.055155309645 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DPPP7 741663.38000000 PA USD 593700.82000000 0.026471846784 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406B2M1 235378.28000000 PA USD 235966.28000000 0.010521230559 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389QN61 85831.40000000 PA USD 87188.31000000 0.003887539828 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DMYS8 213278.77000000 PA USD 160970.03000000 0.007177308549 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 1.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BKWN5 125107.25000000 PA USD 111872.44000000 0.004988152266 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4D66 142355784.02730000 PA USD 1694560.55000000 0.075556822114 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 0.42987600 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWCM3 361203.18000000 PA USD 272557.70000000 0.012152763532 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 1.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36177PCJ2 512579.59000000 PA USD 475379.96000000 0.021196173293 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JT88 107605.29000000 PA USD 107531.76000000 0.004794610651 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWGX5 6925575.63000000 PA USD 6566238.54000000 0.292774499754 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335B7F7 1436837.12000000 PA USD 1437664.98000000 0.064102399382 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810EW4 5933000.00000000 PA USD 6108208.91000000 0.272351940479 Long DBT UST US N 2 2026-02-15 Fixed 6.00000000 N N N N N N DT Auto Owner Trust N/A 23346CAA6 6823436.78000000 PA USD 6813660.84000000 0.303806529685 Long ABS-O CORP US Y 2 2027-04-15 Fixed 5.88000000 N N N N N N DT Auto Owner Trust N/A 23346KAA8 2290302.88000000 PA USD 2282606.09000000 0.101776512087 Long ABS-O CORP US Y 2 2027-04-15 Fixed 5.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDRB4 1374021.00000000 PA USD 1143640.20000000 0.050992464774 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6EV8 4499999.05000000 PA USD 4499294.94000000 0.200613915757 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D4Y5 1513750.55000000 PA USD 1256949.97000000 0.056044704504 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417G5A0 493176.79000000 PA USD 453884.19000000 0.020237722992 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWYJ0 1982370.36000000 PA USD 1892108.28000000 0.084365051891 Long ABS-MBS USGSE US N 2 2053-05-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EDF3 60090.21000000 PA USD 61039.86000000 0.002721636499 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X6EF4 1148503.34000000 PA USD 1170780.99000000 0.052202614416 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ANB9 1310425.93000000 PA USD 1244963.47000000 0.055510252166 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128K8GJ9 64928.24000000 PA USD 64773.72000000 0.002888121312 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UH21 109709.56000000 PA USD 97757.88000000 0.004358814295 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 3.00000000 N N N N N N United States Small Business Administration N/A 83162CPA5 25394.43000000 PA USD 25048.77000000 0.001116870954 Long ABS-O CORP US N 2 2024-09-01 Fixed 4.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X5XN8 1448616.79000000 PA USD 1216004.87000000 0.054219050274 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EK6N0 2014965.20000000 PA USD 1914241.91000000 0.085351943002 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBTA4 5874217.15000000 PA USD 5744487.41000000 0.256134378542 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 3.06399960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M5M56 125486.41000000 PA USD 127870.98000000 0.005701492867 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 301989AB5 1167000.00000000 PA USD 1166470.88000000 0.052010435851 Long ABS-O CORP US N 2 2025-09-15 Fixed 6.11000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140L1Y58 1418744.23000000 PA USD 1138213.59000000 0.050750503868 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241L4N3 410274.25000000 PA USD 396002.19000000 0.017656888700 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWBG7 340096.68000000 PA USD 256632.32000000 0.011442684978 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 1.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A67D7 1320813.89000000 PA USD 1152517.14000000 0.051388268498 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EGG9 3416923.49000000 PA USD 2944931.92000000 0.131308200948 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJF65 286001.05000000 PA USD 265225.68000000 0.011825844478 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 23242731.62600000 PA USD 935217.79000000 0.041699356330 Long ABS-MBS CORP US Y 2 2072-12-15 Variable 0.98879760 N N N N N N Santander Drive Auto Receivables Trust N/A 802918AB8 177514.39000000 PA USD 177339.84000000 0.007907203283 Long ABS-O CORP US N 2 2025-05-15 Fixed 4.37000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371KN49 5508.19000000 PA USD 5677.66000000 0.000253154687 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 1801377.19000000 0.080319547098 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.63226080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETDS2 1771738.08000000 PA USD 1679282.09000000 0.074875588337 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EE30 6266255.89000000 PA USD 5402315.79000000 0.240877679556 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VC31 13747.50000000 PA USD 13617.32000000 0.000607167105 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GLGN8 196792.05000000 PA USD 181465.62000000 0.008091162968 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Benchmark Mortgage Trust N/A 08163VAC1 1091016.00000000 PA USD 1118490.18000000 0.049871079299 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.36289920 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55282XAE0 4881500.00000000 PA USD 4774837.76000000 0.212899779390 Long ABS-MBS CORP US Y 2 2036-07-15 Floating 6.87823920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W5C8 4018478.10000000 PA USD 3532695.69000000 0.157515327401 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 3.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61772TBN3 80536230.62000000 PA USD 4422937.03000000 0.197209280246 Long ABS-MBS CORP US N 2 2054-10-15 Variable 1.21015080 N N N N N N BANK N/A 06541ABM1 33440046.50000000 PA USD 2335743.78000000 0.104145807767 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.42569720 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B2S75 4767566.38000000 PA USD 4114368.07000000 0.183450851832 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H8U90 5826297.00000000 PA USD 5273141.37000000 0.235118069093 Long ABS-MBS USGSE US N 2 2032-07-25 Variable 3.49999920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EB90 611735.24000000 PA USD 506890.07000000 0.022601141547 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Chicago Transit Authority Sales Tax Receipts Fund N/A 16772PCK0 985000.00000000 PA USD 944490.59000000 0.042112810603 Long DBT MUN US N 2 2024-12-01 Fixed 2.06400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPS47 457261.19000000 PA USD 434411.41000000 0.019369473477 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 398855.37000000 PA USD 370879.57000000 0.016536724932 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 816349.09000000 0.036399255828 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 1.02670920 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWFD0 2162072.85000000 PA USD 1932506.18000000 0.086166307646 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KG3Z4 1225219.60000000 PA USD 1038262.12000000 0.046293882097 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DZW5 27143.85000000 PA USD 22611.63000000 0.001008204106 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PDM8 138129.09000000 PA USD 138418.52000000 0.006171785064 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287HAB4 10905.49000000 PA USD 10898.68000000 0.000485948776 Long ABS-O CORP US N 2 2025-01-15 Fixed 3.98000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBS8 902661.21000000 PA USD 747960.76000000 0.033349966805 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N 2023-10-02 MFS Series Trust XIII Kasey Phillips Kasey Phillips Assistant Treasurer