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 2025-02-28 2024-11-30 N 2197659948.66 104061038.85 2093598909.81 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 95824607.28000000 0.00000000 0.00000000 0.00000000 USD N BBG U.S. Govt/Mortgage Bond Index LUMSTRUU GNMA 549300M8ZYFG0OCMTT87 36179WR26 8448189.39000000 PA USD 7215752.99000000 0.344657849991 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292JBG4 39300.23000000 PA USD 39652.70000000 0.001893996974 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H7Z48 116203070.00000000 PA USD 2536457.37000000 0.121152975296 Long ABS-MBS USGSE US N 2 2055-06-25 Variable 0.43422840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ED56 127600.54000000 PA USD 107043.47000000 0.005112892899 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D6B3 1284386.34000000 PA USD 1034426.38000000 0.049409004521 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BHCY1 5364160.74000000 PA USD 5341253.09000000 0.255123035504 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 2.81100000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531BAA7 2305057.30000000 PA USD 2313607.68000000 0.110508639890 Long ABS-O CORP US Y 2 2027-02-12 Fixed 5.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AT2J0 5450000.00000000 PA USD 5156503.33000000 0.246298529572 Long ABS-MBS USGSE US N 2 2032-08-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DD97 277134.50000000 PA USD 283686.85000000 0.013550200502 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XA98 48109.00000000 PA USD 48603.58000000 0.002321532542 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385JJC3 170374.30000000 PA USD 177533.69000000 0.008479832940 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36177UCZ5 183409.15000000 PA USD 176688.01000000 0.008439439339 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPN91 650158.42000000 PA USD 618755.78000000 0.029554647602 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DP79 1082792.77000000 PA USD 1103064.12000000 0.052687461520 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B3DM9 819679.90000000 PA USD 795911.56000000 0.038016429807 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTZU4 20077463.00000000 PA USD 1728769.95000000 0.082574075764 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.98445680 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FRUV1 26595348.35000000 PA USD 1501735.60000000 0.071729861577 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.43920800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCKS0 6739963.00000000 PA USD 6739947.50000000 0.321931171649 Long ABS-MBS USGSE US N 2 2030-11-25 Floating 5.40447840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XTD8 13302979.18000000 PA USD 13353224.80000000 0.637811986690 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 1525538.06000000 0.072866777530 Long DBT MUN US N 2 2025-06-01 Fixed 1.64700000 N N N N N N Verus Securitization Trust 213800WNY873LW1L3M73 92540GAA6 2758525.19000000 PA USD 2783788.04000000 0.132966635918 Long ABS-MBS CORP US Y 2 2069-06-25 Variable 6.21799920 N N N N N N GLS Auto Receivables Issuer Trust N/A 37964VAB3 4686659.48000000 PA USD 4702586.62000000 0.224617360945 Long ABS-O CORP US Y 2 2027-06-15 Fixed 5.77000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHGD3 7112002.43000000 PA USD 5956067.20000000 0.284489410655 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMZC1 3980885.58000000 PA USD 3378306.33000000 0.161363588515 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MXGL2 32057.80000000 PA USD 26953.14000000 0.001287407051 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N5ER1 174312.12000000 PA USD 174150.33000000 0.008318227965 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEVB2 467141.80000000 PA USD 430866.80000000 0.020580197953 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENEK1 5911671.76000000 PA USD 5846530.64000000 0.279257436207 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Business Jet Securities LLC N/A 12327CAA2 1413416.26000000 PA USD 1435733.82000000 0.068577310260 Long ABS-O CORP US Y 2 2039-05-15 Fixed 6.19700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M7PU4 98423.26000000 PA USD 97459.29000000 0.004655107983 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A2PJ6 447117.76000000 PA USD 445502.68000000 0.021279275505 Long ABS-MBS USGSE US N 2 2041-03-25 Floating 5.19851160 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B4H99 2446925.36000000 PA USD 1992299.35000000 0.095161462907 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M5HJ2 32174.11000000 PA USD 33625.90000000 0.001606129036 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 289532.74000000 PA USD 289868.60000000 0.013845469571 Long ABS-O CORP US Y 2 2027-06-15 Fixed 5.21000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVNJ7 19957683.56000000 PA USD 1009289.99000000 0.048208373880 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.20866760 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUL8 40116044.57000000 PA USD 1032290.13000000 0.049306967307 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.60883200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XG3S6 408278.89000000 PA USD 366626.21000000 0.017511769244 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A9RJ7 286238.75290000 PA USD 47472.53000000 0.002267508345 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W7L6 12361363.66000000 PA USD 11304984.88000000 0.539978542548 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CMP40 1429286.44000000 PA USD 1446341.06000000 0.069083961269 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FXC5 492548.63000000 PA USD 487581.40000000 0.023289150453 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A0TJ8 694800.93000000 PA USD 703671.22000000 0.033610603096 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H0506C1 24775000.00000000 PA USD 24415068.55000000 1.166176980490 Long ABS-MBS USGA US N 2 2054-12-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RB6 27528200.00000000 PA USD 21942986.43000000 1.048098865889 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TNQ4 1487115.81000000 PA USD 1334065.70000000 0.063721169023 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WXH6 12570836.59000000 PA USD 10337378.57000000 0.493761174672 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.00000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PLK3 1924146.65000000 PA USD 1783052.44000000 0.085166859403 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KRH4 221878.05000000 PA USD 223703.75000000 0.010685129274 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140YWX81 256331.97000000 PA USD 259394.73000000 0.012389896115 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TH89 79719.29000000 PA USD 77926.23000000 0.003722118388 Long DBT MUN US N 2 2030-06-01 Fixed 2.32600000 N N N N N N Benchmark Mortgage Trust N/A 08162RAF4 43450425.27000000 PA USD 2321378.08000000 0.110879790256 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.36683720 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133ASJ79 298950.27000000 PA USD 261204.32000000 0.012476330531 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312941LZ8 216467.74000000 PA USD 213117.20000000 0.010179466515 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419JS25 116511.14000000 PA USD 117762.42000000 0.005624879696 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WVT2 10621047.60000000 PA USD 8735393.50000000 0.417242933164 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MAXK5 98896.75000000 PA USD 88685.17000000 0.004236015293 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379QC94 7654448.98000000 PA USD 7427037.60000000 0.354749783504 Long ABS-MBS USGA US N 2 2045-10-20 Floating 5.02065000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWHX1 10235210.00000000 PA USD 795093.63000000 0.037977361674 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 1.70256960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QK5E4 8201956.08000000 PA USD 6869245.09000000 0.328107024598 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YHS6 186928.43000000 PA USD 187400.64000000 0.008951124263 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DV66 661957.74000000 PA USD 506205.89000000 0.024178742529 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202F2V7 404628.73000000 PA USD 418093.42000000 0.019970082045 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AMD58 184941.20000000 PA USD 180772.45000000 0.008634531148 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BRN76 369864.38000000 PA USD 364203.53000000 0.017396050804 Long ABS-MBS USGSE US N 2 2046-08-15 Floating 5.32010880 N N N N N N United States of America 254900HROIFWPRGM1V77 912828U24 51959000.00000000 PA USD 49846136.11000000 2.380882788791 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQ2X7 846617.81680000 PA USD 70780.81000000 0.003380819968 Long ABS-MBS USGSE US N 2 2036-02-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BCM47 236439.34000000 PA USD 232750.04000000 0.011117222067 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 3.00000000 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 55291X109 210546095.18660000 NS USD 210567149.80000000 10.05766428389 Long STIV RF US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYK9 1158617.08000000 PA USD 1114113.64000000 0.053215237874 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L5AD5 5710981.98000000 PA USD 5171528.50000000 0.247016201420 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412FS38 108541.26000000 PA USD 112952.51000000 0.005395136072 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDR1 722035.80000000 PA USD 605746.61000000 0.028933269269 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ES68 29659.52000000 PA USD 30067.92000000 0.001436183399 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNGA5 421378.68000000 PA USD 355614.25000000 0.016985786930 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179R7H6 83334.46000000 PA USD 75022.61000000 0.003583428021 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KLC59 905318.83000000 PA USD 758209.92000000 0.036215624513 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AXU76 5597180.00000000 PA USD 5320511.95000000 0.254132342401 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWCJ0 176407.95000000 PA USD 148395.22000000 0.007088044386 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHE60 2571105.93000000 PA USD 2427077.18000000 0.115928469805 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F84D2 3012500.00000000 PA USD 3010434.03000000 0.143792300229 Long ABS-MBS USGSE US N 2 2029-12-25 Floating 5.33394000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10805MAB3 3353727.32000000 PA USD 3361183.33000000 0.160545714570 Long ABS-O CORP US N 2 2027-02-16 Fixed 5.78000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4T37 83056.37000000 PA USD 85524.58000000 0.004085050847 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412QSX8 56592.30000000 PA USD 57292.51000000 0.002736556163 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179Y2M5 10210251.94000000 PA USD 10317395.16000000 0.492806674270 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WNE4 6839305.92000000 PA USD 5845819.93000000 0.279223489399 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDC4 6406324.32000000 PA USD 5143237.59000000 0.245664896265 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HDJK7 58862053.06000000 PA USD 1112639.96000000 0.053144848078 Long ABS-MBS USGSE US N 2 2029-05-25 Variable 0.63016200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KELG1 575662.69000000 PA USD 462957.81000000 0.022113013520 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PR3E7 5272.25000000 PA USD 5242.57000000 0.000250409473 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183DA9 2740205.04000000 PA USD 2756099.05000000 0.131644081255 Long ABS-O CORP US Y 2 2035-10-15 Floating 5.90563080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N9UX2 479344.53000000 PA USD 479220.30000000 0.022889785515 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQTZ5 874767.89000000 PA USD 863665.77000000 0.041252685313 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 1197528.60000000 0.057199523480 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.91510280 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417TNK0 462510.52000000 PA USD 456546.93000000 0.021806800140 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385W2S7 106405.47000000 PA USD 110006.43000000 0.005254417619 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416YDT2 354342.63000000 PA USD 350436.40000000 0.016738468784 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PRZ69 9023.33000000 PA USD 8989.28000000 0.000429369730 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36201U6W9 41764.75000000 PA USD 42580.28000000 0.002033831781 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 2105923.13000000 0.100588661951 Long DBT UST US N 2 2038-02-15 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407HWN2 36710.18000000 PA USD 38012.76000000 0.001815665828 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 7109162.65000000 0.339566600684 Long ABS-MBS CORP KY Y 2 2037-01-20 Floating 6.41077920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNZC9 25642.25000000 PA USD 23644.02000000 0.001129348123 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DKQ4 5988480.31000000 PA USD 5067686.85000000 0.242056242303 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ATAP7 1585147.89000000 PA USD 1480283.38000000 0.070705203994 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNX70 19135469.52110000 PA USD 808421.92000000 0.038613982659 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.21735440 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXZ50 49935067.70000000 PA USD 773039.79000000 0.036923967928 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.41601960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9MC0 74026378.00000000 PA USD 1017166.85000000 0.048584609269 Long ABS-MBS USGSE US N 2 2032-11-25 Variable 0.30144240 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BAF41 1257880.09000000 PA USD 1155310.16000000 0.055182974856 Long ABS-MBS USGSE US N 2 2044-08-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390YPP7 37395.30000000 PA USD 38721.28000000 0.001849508032 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJC99 366981.11000000 PA USD 376120.11000000 0.017965241968 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAMF0 78666400.00000000 PA USD 1039371.94000000 0.049645227418 Long ABS-MBS USGSE US N 2 2033-08-25 Variable 0.29917440 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CM43 411129.56000000 PA USD 380959.05000000 0.018196372199 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H13T1 7120528.00000000 PA USD 471383.23000000 0.022515450681 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 1.32382080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4X98 168070881.95780000 PA USD 727746.92000000 0.034760570259 Long ABS-MBS USGSE US N 2 2028-02-25 Variable 0.26480160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MGEZ0 12615630.94000000 PA USD 10625915.45000000 0.507543035115 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RCV9 207418.23000000 PA USD 208974.91000000 0.009981611521 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6NG9 74960.99000000 PA USD 76670.71000000 0.003662148926 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFQG9 22815.12000000 PA USD 20131.44000000 0.000961571001 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XQW9 2172901.05000000 PA USD 2142188.79000000 0.102320878175 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DSRU8 582189.12000000 PA USD 571694.04000000 0.027306760493 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHY92 2683827.99000000 PA USD 2248503.23000000 0.107398949219 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABKG7 4995679.00000000 PA USD 4733930.40000000 0.226114485339 Long ABS-MBS USGSE US N 2 2033-01-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292SBD1 5081743.97000000 PA USD 4739219.38000000 0.226367111570 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CA70 56675.05000000 PA USD 58232.76000000 0.002781466866 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VFL8 42201.67000000 PA USD 43154.24000000 0.002061246774 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F5D3 52171.74000000 PA USD 52569.03000000 0.002510940837 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133ARVM4 953615.05000000 PA USD 865870.51000000 0.041357993928 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FEZU7 1867674.00000000 PA USD 1834303.52000000 0.087614848833 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 3.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M4GZ0 20804.86000000 PA USD 20970.12000000 0.001001630250 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WFPH3 965346.92000000 PA USD 890381.23000000 0.042528739665 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J4MM8 972048.01000000 PA USD 926180.08000000 0.044238658878 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F1G44 10090226.00000000 PA USD 9811173.74000000 0.468627189956 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 3.24300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419JSM1 1120148.68000000 PA USD 1079909.77000000 0.051581502308 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394AWL6 245873.39000000 PA USD 245728.79000000 0.011737147399 Long ABS-MBS USGSE US N 2 2034-04-25 Floating 5.29850880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A5AW6 1590148.99000000 PA USD 1500868.17000000 0.071688429095 Long ABS-MBS USGSE US N 2 2041-04-25 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEXT1 419087.87000000 PA USD 386674.93000000 0.018469389155 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MEB47 128321.91000000 PA USD 126149.94000000 0.006025506576 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFH4 19609421.33000000 PA USD 18955400.26000000 0.905397885487 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 2158809.38000000 0.103114754687 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.59626440 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140AEUX5 1200813.41000000 PA USD 1215161.83000000 0.058041768378 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WZE1 43047.20000000 PA USD 42704.16000000 0.002039748864 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGYB2 4136288.24000000 PA USD 3934986.26000000 0.187953205437 Long ABS-MBS USGSE US N 2 2033-10-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418C5U4 745088.21000000 PA USD 708680.29000000 0.033849859525 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E55N4 82300.96000000 PA USD 76868.24000000 0.003671583875 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414CLB2 239846.10000000 PA USD 244667.55000000 0.011686457652 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CV68 674102.53000000 PA USD 638910.14000000 0.030517313369 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWB69 100783.28000000 PA USD 84935.97000000 0.004056936101 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HQU3 575698.72980000 PA USD 80291.15000000 0.003835077942 Long ABS-MBS USGA US N 2 2042-08-16 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138YWJX6 2485483.22000000 PA USD 2300012.93000000 0.109859291539 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411JUS3 32248.64000000 PA USD 33421.59000000 0.001596370242 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36294UUL4 145543.65000000 PA USD 136491.85000000 0.006519484193 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 4611669.95000000 0.220274758856 Long ABS-CBDO CORP KY Y 2 2036-10-15 Floating 6.20376840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XLYU6 28040.66000000 PA USD 28041.94000000 0.001339413192 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312932ZG4 271594.24000000 PA USD 273621.16000000 0.013069416434 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A2J36 135947.19000000 PA USD 134867.33000000 0.006441889579 Long ABS-MBS USGSE US N 2 2025-11-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BKWG3 547573.64000000 PA USD 78805.27000000 0.003764105418 Long ABS-MBS USGSE US N 2 2052-01-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PRZ51 13012.23000000 PA USD 12963.58000000 0.000619200742 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132QSWK0 914387.36000000 PA USD 845582.93000000 0.040388964955 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 18127880.77000000 0.865871714255 Long DBT UST US N 2 2030-04-30 Fixed 3.50000000 N N N N N N Benchmark Mortgage Trust N/A 08163CBE8 26190588.87000000 PA USD 1235525.32000000 0.059014423164 Long ABS-MBS CORP US N 2 2054-03-15 Variable 1.25750520 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8FJ5 1382151.48000000 PA USD 1279903.67000000 0.061134139113 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ADY37 1950988.38000000 PA USD 1828726.96000000 0.087348486447 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWFG3 22642.41000000 PA USD 22282.98000000 0.001064338536 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620A9PQ8 186390.18000000 PA USD 178847.30000000 0.008542577050 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412MAJ7 11873.32000000 PA USD 12380.07000000 0.000591329597 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GRK1 9741.38000000 PA USD 10208.46000000 0.000487603425 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CXQ9 93357.79000000 PA USD 95563.34000000 0.004564548613 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BRQJ7 31475000.00000000 PA USD 30581698.58000000 1.460723849095 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 2.57000000 N N N N N N Golden State Tobacco Securitization Corp. N/A 38122NB76 3315000.00000000 PA USD 3089306.84000000 0.147559631671 Long DBT MUN US N 2 2046-06-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179RBW8 1559464.60000000 PA USD 1409010.70000000 0.067300890031 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFLN9 3782583.33000000 PA USD 3348188.93000000 0.159925041721 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X13A2 633252.37000000 PA USD 590228.74000000 0.028192063782 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EH3F7 1503543.46000000 PA USD 1449572.17000000 0.069238294078 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 954080.12000000 0.045571294268 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.76916960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXE30 69268.48000000 PA USD 69925.80000000 0.003339980722 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 28854401.71000000 1.378220134467 Long DBT UST US N 2 2028-07-31 Fixed 1.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GSKF4 7038680.73000000 PA USD 7211545.52000000 0.344456881698 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMZB4 3229408.77000000 PA USD 2740818.31000000 0.130914202197 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A8KR0 1575223.13000000 PA USD 1471979.07000000 0.070308551609 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 12319494.55370000 PA USD 374485.53000000 0.017887166841 Long ABS-MBS CORP US Y 2 2052-01-15 Variable 1.10202480 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384AZ30 2350852.21000000 PA USD 290561.10000000 0.013878546584 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YKT0 290546.77000000 PA USD 294406.52000000 0.014062221690 Long ABS-MBS USGA US N 2 2053-11-20 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WGHU1 516948.25000000 PA USD 478384.16000000 0.022849847588 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TLR4 3855491.34000000 PA USD 3458813.72000000 0.165208995084 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 401705.96000000 0.019187340904 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.66472200 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCB5 41833000.00000000 PA USD 35945331.97000000 1.716915871591 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PMN6 1996795.21000000 PA USD 1736944.26000000 0.082964518746 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404XS39 45333.18000000 PA USD 46181.51000000 0.002205843238 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419B5X9 830847.17000000 PA USD 801002.52000000 0.038259597683 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEWL2 1026078.38000000 PA USD 873485.33000000 0.041721713070 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 525465.25000000 PA USD 485110.10000000 0.023171109696 Long ABS-O CORP US N 2 2033-02-01 Fixed 2.21000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297DCF3 1711.69000000 PA USD 1744.68000000 0.000083334013 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NPSF8 1168213.54000000 PA USD 1185674.40000000 0.056633311874 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECZ1 6406707.80000000 PA USD 5589009.88000000 0.266957049595 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 3870306.93000000 0.184863820470 Long ABS-CBDO CORP KY Y 2 2035-12-15 Floating 6.22377000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F72B0 4600000.00000000 PA USD 4241187.58000000 0.202578801513 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 1.47000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A2AX7 805510.30000000 PA USD 766129.17000000 0.036593884645 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 1273080.59000000 PA USD 1274148.07000000 0.060859224946 Long ABS-O CORP US N 2 2027-03-15 Floating 5.64827040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335B7E0 1240594.57000000 PA USD 1263862.72000000 0.060367948897 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418E2D1 851698.43000000 PA USD 850899.77000000 0.040642921908 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KGB4 371441.62000000 PA USD 380070.67000000 0.018153939048 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 44977140.90000000 PA USD 1988758.74000000 0.094992346942 Long ABS-MBS CORP US N 2 2054-09-15 Variable 1.13381640 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LDU3 268869.28000000 PA USD 265906.65000000 0.012700935635 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XD6K7 217059.57000000 PA USD 184494.99000000 0.008812336935 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BNPS7 1643802.50000000 PA USD 1533814.20000000 0.073262084385 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D4X7 371720.94000000 PA USD 299215.79000000 0.014291934744 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401L6S7 160786.28000000 PA USD 162531.46000000 0.007763256812 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BBT1 2972189.37000000 PA USD 2865453.86000000 0.136867374480 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AMNZ8 623628.05000000 PA USD 596311.33000000 0.028482596509 Long ABS-MBS USGSE US N 2 2044-09-25 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YB0 29405000.00000000 PA USD 26356528.37000000 1.258910111507 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SJS7 753558.50000000 PA USD 676443.04000000 0.032310058857 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNF99 1648479.39000000 PA USD 1380598.79000000 0.065943805355 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ER5E6 2569321.16000000 PA USD 2466425.60000000 0.117807932954 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKY77 1381411.27000000 PA USD 1227465.02000000 0.058629425829 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 1380226.56000000 PA USD 1374788.47000000 0.065666277507 Long ABS-CBDO CORP KY Y 2 2035-12-15 Floating 5.69377080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418E3E8 1955651.94000000 PA USD 1953818.13000000 0.093323421255 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6K49 41994.15000000 PA USD 43202.67000000 0.002063560016 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 144489.67000000 PA USD 144577.90000000 0.006905711467 Long ABS-O CORP US Y 2 2026-10-15 Fixed 5.68000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYE3 2033694.48000000 PA USD 1957258.15000000 0.093487732575 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWCZ4 423596.46000000 PA USD 340685.23000000 0.016272707652 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A4J99 2374504.88000000 PA USD 2360011.85000000 0.112725118404 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XVRK3 1458574.93000000 PA USD 1344420.73000000 0.064215773312 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWBX0 4028934.87000000 PA USD 3076257.89000000 0.146936353261 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 85024392.79000000 4.061159584655 Long DBT UST US N 2 2028-03-31 Fixed 3.62500000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563PLH0 1469519.13000000 PA USD 1399953.56000000 0.066868278992 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B7RX1 2015211.83000000 PA USD 1980648.33000000 0.094604956122 Long ABS-MBS USGSE US N 2 2049-12-25 Floating 5.34850920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AEEF6 530708.05000000 PA USD 536843.84000000 0.025642153207 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398WSD7 1378923.23000000 PA USD 1390397.11000000 0.066411818590 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132CWVZ4 64457.81000000 PA USD 59395.29000000 0.002836994694 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F2L38 2389816.83000000 PA USD 2341220.38000000 0.111827550589 Long ABS-MBS USGSE US N 2 2026-12-25 Fixed 2.79700000 N N N N N N BXMT Ltd. N/A 05609GAC2 7779500.00000000 PA USD 7339684.41000000 0.350577389757 Long ABS-MBS CORP KY Y 2 2038-05-15 Floating 6.02496000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGQ69 3871924.35000000 PA USD 3421444.38000000 0.163424061980 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6HH4 15175.61000000 PA USD 15547.64000000 0.000742627440 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 22218522.99420000 PA USD 601915.34000000 0.028750270034 Long ABS-MBS CORP US N 2 2051-12-15 Variable 0.97345080 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BUYL5 591685.01000000 PA USD 592544.75000000 0.028302687168 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QRAA1 638965.53000000 PA USD 598693.72000000 0.028596390511 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297V6E3 53785.11000000 PA USD 55123.46000000 0.002632952269 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 1023765.47000000 0.048899789983 Long DBT UST US N 2 2026-08-15 Fixed 6.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WLP1 3307262.53000000 PA USD 2827614.58000000 0.135059994861 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418QPN7 207143.34000000 PA USD 209706.81000000 0.010016570462 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N BBCMS Trust N/A 05551VBK8 20055762.53000000 PA USD 1168338.42000000 0.055805265016 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.33680240 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AYB75 897189.65000000 PA USD 838521.16000000 0.040051662048 Long ABS-MBS USGSE US N 2 2041-08-15 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412LA34 111039.56000000 PA USD 115913.50000000 0.005536566696 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N COMM Mortgage Trust N/A 12674GAC8 1395974.00000000 PA USD 1426212.47000000 0.068122526397 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 0.00000000 N N N N N N N/A N/A N/A 2175.00000000 NC USD 1679767.74000000 0.080233502803 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2025-03-31 234033399.53000000 USD 1679767.74000000 N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61775UAA6 5442128.35000000 PA USD 5483944.58000000 0.261938643276 Long ABS-MBS CORP US Y 2 2068-12-25 Variable 6.15200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECH1 4134809.87000000 PA USD 3612013.32000000 0.172526518956 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 274534.70000000 0.013113051344 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EP20 162702.08000000 PA USD 159932.74000000 0.007639129885 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B4JE6 2734800.65000000 PA USD 2221787.98000000 0.106122904897 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202ESB6 91880.80000000 PA USD 94945.99000000 0.004535061111 Long ABS-MBS USGA US N 2 2038-04-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WDKV2 585027.19000000 PA USD 556757.87000000 0.026593339698 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200NG47 209704.30000000 PA USD 215324.64000000 0.010284904094 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWF57 2696518.73000000 PA USD 2653503.24000000 0.126743629238 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KYWE5 5556997.38000000 PA USD 4683094.30000000 0.223686317281 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MG4T5 848508.94000000 PA USD 770537.76000000 0.036804459363 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M23F7 636747.73000000 PA USD 592938.72000000 0.028321505003 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XAB2 275730.77000000 PA USD 272367.92000000 0.013009555876 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BRUM4 225392.81000000 PA USD 225454.01000000 0.010768729814 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312940ZV4 36352.09000000 PA USD 36623.51000000 0.001749308801 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AP2K7 3823449.90000000 PA USD 3604292.05000000 0.172157715267 Long ABS-MBS USGSE US N 2 2035-08-25 Fixed 3.00000000 N N N N N N Benchmark Mortgage Trust N/A 08163EBE4 38088068.66000000 PA USD 1469331.04000000 0.070182069407 Long ABS-MBS CORP US N 2 2054-06-15 Variable 0.99492120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M73V6 155729.13000000 PA USD 157271.05000000 0.007511995218 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419EJE0 222693.85000000 PA USD 225450.54000000 0.010768564071 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHU0 2657756.80000000 PA USD 2689738.81000000 0.128474408225 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36295SD45 64173.47000000 PA USD 65896.37000000 0.003147516446 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W7K8 7246571.47000000 PA USD 6423629.51000000 0.306822356464 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNV59 2818323.11000000 PA USD 2272810.52000000 0.108559978195 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 21636500.48000000 PA USD 923337.66000000 0.044102891708 Long ABS-MBS CORP US N 2 2054-11-15 Variable 1.11894840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ANFH7 929631.76000000 PA USD 941597.00000000 0.044975042525 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CAS68 557951.15000000 PA USD 568001.48000000 0.027130386691 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RRA9 2165000.00000000 PA USD 2066259.55000000 0.098694145297 Long DBT MUN US N 2 2027-07-01 Fixed 2.68200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406XKB7 55625.39000000 PA USD 56666.66000000 0.002706662662 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N7TV2 24422.61000000 PA USD 22883.19000000 0.001093007351 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692CBK3 19837235.72000000 PA USD 960580.45000000 0.045881780196 Long ABS-MBS CORP US N 2 2054-06-15 Variable 1.28918160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A3G98 749046.69000000 PA USD 759550.11000000 0.036279638207 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393FGK6 41009.00000000 PA USD 40756.47000000 0.001946718151 Long ABS-MBS USGSE US N 2 2032-11-15 Floating 5.37010920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DY48 177460.87000000 PA USD 163735.76000000 0.007820779769 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H3EX6 14886036.18000000 PA USD 417882.30000000 0.019959997974 Long ABS-MBS USGSE US N 2 2031-08-25 Variable 0.60716520 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128KYA33 137183.40000000 PA USD 143239.57000000 0.006841786615 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXC57 321364.08000000 PA USD 326572.49000000 0.015598617694 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 5.50000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61776UAA5 2134076.48000000 PA USD 2120888.10000000 0.101303458368 Long ABS-MBS CORP US Y 2 2069-07-25 Variable 5.04399960 N N N N N N BDS LLC N/A 05555MAA7 1558000.00000000 PA USD 1557791.23000000 0.074407338612 Long ABS-CBDO CORP US Y 2 2039-09-19 Floating 6.18660000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBH2 466277.21000000 PA USD 379298.59000000 0.018117060924 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERCZ1 613961.57000000 PA USD 589387.38000000 0.028151876524 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179Y2L7 14605620.61000000 PA USD 14629830.01000000 0.698788576047 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNBC6 1211992.07000000 PA USD 1059328.72000000 0.050598455847 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371KHY0 39952.14000000 PA USD 41727.87000000 0.001993116723 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JAGT9 1076954.06000000 PA USD 1101264.93000000 0.052601523856 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 1772736.70000000 PA USD 1766029.55000000 0.084353767176 Long ABS-MBS CORP US Y 2 2036-11-25 Floating 5.90218920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410LK35 488585.59000000 PA USD 468762.47000000 0.022390271021 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Verus Securitization Trust 984500A3F1D749452747 92540EAA1 5193374.08000000 PA USD 5202187.24000000 0.248480605125 Long ABS-MBS CORP US Y 2 2069-01-25 Variable 5.71200120 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BB3C1 1149052.33000000 PA USD 1052350.27000000 0.050265132689 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QWD8 650935.03000000 PA USD 543562.78000000 0.025963080963 Long ABS-MBS USGA US N 2 2051-05-20 Floating 2.49999840 N N N N N N LoanCore Issuer Ltd. N/A 53947XAE2 6508500.00000000 PA USD 6475128.97000000 0.309282209675 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 6.47376840 N N N N N N BANK N/A 06542BBN6 18913478.50000000 PA USD 646604.55000000 0.030884834099 Long ABS-MBS CORP US N 2 2054-04-15 Variable 0.87584040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WXK9 7241276.67000000 PA USD 6418966.99000000 0.306599652871 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBR0 2580097.30000000 PA USD 2073526.90000000 0.099041267660 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31376KQF6 251720.43000000 PA USD 257673.10000000 0.012307663076 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHW4 37647000.00000000 PA USD 37645529.51000000 1.798125196454 Long DBT UST US N 2 2030-08-31 Fixed 4.12500000 N N N N N N United States Small Business Administration N/A 83162CVK6 827045.71000000 PA USD 761185.33000000 0.036357743903 Long ABS-O CORP US N 2 2033-03-01 Fixed 2.22000000 N N N N N N N/A N/A N/A -174.00000000 NC USD -738646.38000000 -0.03528117905 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2025-03-20 -22130625.00000000 USD -738646.38000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHH9 436127.56000000 PA USD 441331.02000000 0.021080017663 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XPTH2 339743.39000000 PA USD 317872.68000000 0.015183074394 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UA4 59072000.00000000 PA USD 61407190.00000000 2.933092375634 Long DBT UST US N 2 2054-05-15 Fixed 4.62500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMSR7 716858.37000000 PA USD 576836.70000000 0.027552397801 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HMPP3 502041.96000000 PA USD 477509.36000000 0.022808063080 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419AT49 51491.88000000 PA USD 51373.54000000 0.002453838687 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H1YZ3 22560568.00000000 PA USD 1553344.74000000 0.074194953614 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 1.32112080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417YSE8 207489.32000000 PA USD 210058.10000000 0.010033349703 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419GP24 212761.51000000 PA USD 210416.32000000 0.010050459952 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EAM2 458578.90000000 PA USD 367691.15000000 0.017562635721 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414QTQ0 23088.05000000 PA USD 23587.64000000 0.001126655152 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M5GB5 761516.06000000 PA USD 612662.55000000 0.029263606659 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384KSR3 4840802.05000000 PA USD 4861723.03000000 0.232218454414 Long ABS-MBS USGA US N 2 2064-03-20 Floating 5.91077880 N N N N N N Provident Funding Mortgage Trust N/A 74389BAC5 3173618.13000000 PA USD 3163546.65000000 0.151105669532 Long ABS-MBS CORP US Y 2 2054-12-25 Variable 5.50000080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XHV1 689466.68000000 PA USD 611169.95000000 0.029192313156 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCXK3 15324353.00000000 PA USD 15762649.42000000 0.752897288307 Long ABS-MBS USGSE US N 2 2034-03-25 Variable 5.00000040 N N N N N N Navistar Financial Dealer Note Master Owner Trust II 549300S28N49H5RT4J50 63938PBV0 1379000.00000000 PA USD 1392019.00000000 0.066489287584 Long ABS-O CORP US Y 2 2028-08-25 Fixed 6.48000000 N N N N N N ACREC Ltd. N/A 00500RAC9 7778000.00000000 PA USD 7733257.83000000 0.369376282809 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 6.22496160 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWBZ5 127461.32000000 PA USD 107458.44000000 0.005132713792 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECQ1 6366564.80000000 PA USD 5347736.55000000 0.255432715643 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 9707.11000000 PA USD 9673.65000000 0.000462058417 Long ABS-O CORP US N 2 2025-04-01 Fixed 5.11000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DXJ6 45605.40000000 PA USD 34851.77000000 0.001664682276 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDJ9 8914177.88000000 PA USD 7479451.65000000 0.357253321777 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 22976232.95000000 PA USD 812722.20000000 0.038819383989 Long ABS-MBS CORP US N 2 2055-12-15 Variable 0.63951840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECY4 8868533.27000000 PA USD 7530561.51000000 0.359694565884 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B0CN2 1270003.29000000 PA USD 1229810.23000000 0.058741443943 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XHZ2 192629.37000000 PA USD 190277.61000000 0.009088541702 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003DBP2 20295830.96000000 PA USD 1448409.95000000 0.069182781057 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.62139680 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQTK5 2279223.38000000 PA USD 2242079.79000000 0.107092135914 Long ABS-MBS USGSE US N 2 2039-10-25 Floating 5.14851120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KQ64 30100.99000000 PA USD 30811.68000000 0.001471708829 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398NQG2 298367.86000000 PA USD 291346.73000000 0.013916071919 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4.00000000 N N N N N N N/A N/A N/A 794.00000000 NC USD 336281.14000000 0.016062347874 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2025-03-31 163650844.54000000 USD 336281.14000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MHS34 5200981.57000000 PA USD 4416560.58000000 0.210955429872 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N N/A N/A N/A 96000000.00000000 PA USD -681900.77000000 -0.03257074537 N/A DIR US N 2 LCH Clearnet US WAM6YERMS7OXFZUOY219 Y 2026-05-24 0.00000000 USD 0.00000000 USD 96000000.00000000 USD -681900.77000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31419BBY0 467902.82000000 PA USD 462747.27000000 0.022102957153 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179M2P4 52609.76000000 PA USD 47564.78000000 0.002271914633 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407HWY8 15019.58000000 PA USD 15517.05000000 0.000741166320 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ABC35 1070115.84510000 PA USD 81897.57000000 0.003911808017 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLG4 52940000.00000000 PA USD 52429211.59000000 2.504262461368 Long DBT UST US N 2 2027-08-15 Fixed 3.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384J5R1 3863532.00000000 PA USD 3944659.99000000 0.188415267676 Long ABS-MBS USGA US N 2 2055-11-20 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408DV50 44373.08000000 PA USD 46177.94000000 0.002205672719 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PR3G2 10279.49000000 PA USD 10242.04000000 0.000489207362 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X54P5 2839360.72000000 PA USD 2408770.90000000 0.115054076915 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N5FT6 198669.90000000 PA USD 199449.39000000 0.009526628480 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395NTT4 158320.63000000 PA USD 158181.04000000 0.007555460564 Long ABS-MBS USGSE US N 2 2036-01-25 Floating 5.13851040 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55282XAC4 3875500.00000000 PA USD 3858176.52000000 0.184284415793 Long ABS-MBS CORP US Y 2 2036-07-15 Floating 5.92377120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CRF3 716822.63000000 PA USD 663878.46000000 0.031709916206 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133D3L45 568447.31000000 PA USD 503670.24000000 0.024057628117 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179NJA7 4561210.47000000 PA USD 4260818.77000000 0.203516478253 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H0706C9 25000.00000000 PA USD 25637.52000000 0.001224566934 Long ABS-MBS USGA US N 2 2054-12-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D7E6 308722.00000000 PA USD 248010.40000000 0.011846127681 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X8ZU4 338362.10000000 PA USD 273248.01000000 0.013051593059 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407FJ92 161142.39000000 PA USD 164955.74000000 0.007879051676 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N SBNA Auto Lease Trust N/A 78414SAC8 1605818.39000000 PA USD 1608675.78000000 0.076837820867 Long ABS-O CORP US Y 2 2026-01-20 Fixed 5.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406V2P0 41319.73000000 PA USD 41626.06000000 0.001988253805 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYG8 175962.86000000 PA USD 169421.98000000 0.008092380025 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AC2G2 1316990.51000000 PA USD 1063693.67000000 0.050806946116 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AA5A5 681736.48000000 PA USD 674221.34000000 0.032203940154 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AFKG6 1462900.34000000 PA USD 1417664.39000000 0.067714230426 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179Y5H3 1629534.75000000 PA USD 1532800.65000000 0.073213672533 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F5DA8 4643932.01000000 PA USD 4293528.11000000 0.205078828130 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ABZY4 827034.75000000 PA USD 826259.40000000 0.039465983485 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398JUK7 1562042.75770000 PA USD 1586411.09000000 0.075774355945 Long ABS-MBS USGSE US N 2 2038-06-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A1FZ5 1854710.23000000 PA USD 1877932.91000000 0.089698790976 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CC5R3 37740.54000000 PA USD 38195.22000000 0.001824380965 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHGM8 566889.03000000 PA USD 546522.12000000 0.026104432775 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6WA2 257745.92000000 PA USD 269329.49000000 0.012864426358 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FV5Q1 29501502.81000000 PA USD 1794549.86000000 0.085716029540 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.47850560 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQMV5 68619.76000000 PA USD 69843.97000000 0.003336072142 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312934M58 110079.57000000 PA USD 111580.31000000 0.005329593432 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ5E8 1378292.68000000 PA USD 1363114.30000000 0.065108664969 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WY85 12728227.83000000 PA USD 10466954.29000000 0.499950312400 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XBV7 598376.32000000 PA USD 591047.69000000 0.028231180634 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 5.00000000 N N N N N N FHLMC Seasoned Credit Risk Transfer Trust N/A 35563P7F0 4558860.95000000 PA USD 4179018.02000000 0.199609294808 Long ABS-MBS USGSE US N 2 2061-11-25 Fixed 3.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297H6A1 109084.63000000 PA USD 107279.89000000 0.005124185415 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FPG5 463202.61000000 PA USD 458532.02000000 0.021901617251 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KYB94 986183.65000000 PA USD 884493.87000000 0.042247532029 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297CWY2 70038.99000000 PA USD 70409.64000000 0.003363091166 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNGE6 889408.54000000 PA USD 775649.97000000 0.037048642238 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F2LJ3 15075000.00000000 PA USD 14596614.47000000 0.697202047708 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.11700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312940BC2 97929.40000000 PA USD 98660.81000000 0.004712498155 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416XV64 177558.41000000 PA USD 179465.20000000 0.008572090822 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMY58 347829.71000000 PA USD 293888.13000000 0.014037460977 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCKQ4 5243526.03000000 PA USD 5235143.73000000 0.250054760034 Long ABS-MBS USGSE US N 2 2029-03-25 Floating 5.32946160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MUR1 99853.62000000 PA USD 100349.96000000 0.004793179798 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A2EK2 1176256.39000000 PA USD 1046348.83000000 0.049978476063 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WAFE2 583575.90000000 PA USD 567909.03000000 0.027125970850 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200EAQ4 69839.26000000 PA USD 71623.52000000 0.003421071708 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132JADZ5 311338.48000000 PA USD 281932.75000000 0.013466416546 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N EQT Trust N/A 29439DAC5 1503054.00000000 PA USD 1514812.09000000 0.072354455426 Long ABS-MBS CORP US Y 2 2041-07-05 Variable 5.65459920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GRL58 779348.18000000 PA USD 727988.56000000 0.034772112107 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EAN0 2395931.83000000 PA USD 2011002.57000000 0.096054815493 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140K8RB9 1052489.98000000 PA USD 893544.54000000 0.042679834031 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XMV45 435212.60000000 PA USD 364482.55000000 0.017409378094 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DYB2 2457060.70000000 PA USD 1980890.86000000 0.094616540480 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 626541.30000000 0.029926520168 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 1.03906440 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140AJNJ3 6232769.12000000 PA USD 6307240.80000000 0.301263091533 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419LZZ9 492787.45000000 PA USD 475086.67000000 0.022692344162 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQVJ6 455186.60000000 PA USD 427036.04000000 0.020397223078 Long ABS-MBS USGSE US N 2 2045-12-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QDT38 2289602.33000000 PA USD 1944473.47000000 0.092877076926 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXAY6 245352.20000000 PA USD 254290.93000000 0.012146114941 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377VGJ9 338815.83000000 PA USD 337675.48000000 0.016128948024 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 7684851.88000000 0.367064189993 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 709995.63000000 0.033912686268 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.43584560 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XF93 141105.80000000 PA USD 142852.42000000 0.006823294535 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WR34 3027972.46000000 PA USD 2685269.84000000 0.128260949478 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M72C9 69391.02000000 PA USD 71116.43000000 0.003396850737 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H6LS2 49680895.00000000 PA USD 2309386.60000000 0.110307021520 Long ABS-MBS USGSE US N 2 2032-02-25 Variable 0.87049440 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDY67 4173449.25000000 PA USD 3531520.42000000 0.168681804497 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJWU0 1311345.20000000 PA USD 1174099.47000000 0.056080439500 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ET75 949661.74000000 PA USD 961485.94000000 0.045925030601 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWFW2 2036329.62000000 PA USD 1913341.01000000 0.091390046156 Long ABS-MBS USGSE US N 2 2039-05-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AAL29 1203595.85000000 PA USD 1138465.55000000 0.054378398109 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FDC8 3251166.02000000 PA USD 3291006.04000000 0.157193721518 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F84L4 13158725.00000000 PA USD 730010.53000000 0.034868690778 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 1.17143280 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWD67 7734126.11000000 PA USD 6748642.60000000 0.322346489978 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 1413569.68000000 PA USD 1353470.35000000 0.064648025161 Long DBT MUN US N 2 2026-05-01 Fixed 1.51700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133Q3JD4 656588.45000000 PA USD 665139.08000000 0.031770129267 Long ABS-MBS USGSE US N 2 2053-10-25 Floating 6.18402960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XCTH1 2814072.56000000 PA USD 2379551.39000000 0.113658417514 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BSRE5 12661384.00000000 PA USD 12358445.19000000 0.590296695899 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 3.12000120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MHS42 2341634.58000000 PA USD 1987017.39000000 0.094909171985 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Toledo Hospital (The) 5493009DCR7NWV6K4T34 889184AD9 1992000.00000000 PA USD 2006615.18000000 0.095845253386 Long DBT CORP US N 2 2038-11-15 Fixed 5.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWKV4 4874651.40000000 PA USD 4870080.44000000 0.232617643101 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HFP33 31354116.00000000 PA USD 1102965.69000000 0.052682760046 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.00514160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LQ2S2 355808.16000000 PA USD 341674.82000000 0.016319975062 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A5GN6 1368377.17000000 PA USD 1319223.43000000 0.063012233327 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWL92 494167.09000000 PA USD 485017.33000000 0.023166678570 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FEZW3 110405132.36930000 PA USD 488443.35000000 0.023330321185 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 0.26028000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BUX60 16700000.00000000 PA USD 16355256.89000000 0.781202971274 Long ABS-MBS USGSE US N 2 2026-12-25 Fixed 3.41300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419FG83 434212.60000000 PA USD 418613.67000000 0.019994931600 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384NWN1 9912300.26000000 PA USD 9724576.16000000 0.464490887649 Long ABS-MBS USGA US N 2 2054-05-20 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132WJUV1 768330.78000000 PA USD 709088.94000000 0.033869378546 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36291FAQ1 192335.09000000 PA USD 192336.18000000 0.009186868559 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 1317785.97000000 0.062943573567 Long ABS-O CORP US Y 2 2028-10-15 Fixed 5.91000000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03880KAC8 6638000.00000000 PA USD 6602958.00000000 0.315387917382 Long ABS-CBDO CORP KY Y 2 2034-08-15 Floating 6.12376920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDC1 825702.44000000 PA USD 691493.84000000 0.033028954913 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384JC85 10178556.86000000 PA USD 10293579.64000000 0.491669134511 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BLD8 379109.48000000 PA USD 387765.56000000 0.018521482705 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N ACREC LLC N/A 00501BAA7 4821634.69000000 PA USD 4817981.82000000 0.230129171228 Long ABS-MBS CORP US Y 2 2038-02-19 Floating 6.83929080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405PNR7 77305.32000000 PA USD 78911.79000000 0.003769193307 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403CZM6 326841.00000000 PA USD 329664.99000000 0.015746329846 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWBU6 35770.60000000 PA USD 30249.41000000 0.001444852204 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHNH1 1179668.68000000 PA USD 1087534.36000000 0.051945688111 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FEBS8 1359636.55000000 PA USD 13867.34000000 0.000662368514 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.48898080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJJ61 4704950.33000000 PA USD 4346252.96000000 0.207597211654 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RK6 97983000.00000000 PA USD 71730445.18000000 3.426178951655 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531AAA9 842873.75000000 PA USD 843727.83000000 0.040300356770 Long ABS-O CORP US Y 2 2027-01-12 Fixed 5.61000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TBS3 117237.44000000 PA USD 119430.70000000 0.005704564491 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9BH4 309923.47000000 PA USD 314385.45000000 0.015016508106 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A1B97 21814.30000000 PA USD 22103.85000000 0.001055782456 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETEE2 1236092.38000000 PA USD 1222483.16000000 0.058391469076 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412LBD1 30090.54000000 PA USD 31096.53000000 0.001485314586 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KFYV1 181984.96000000 PA USD 156368.67000000 0.007468893361 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHVK5 1453558.73000000 PA USD 1246198.16000000 0.059524207533 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WEEL9 422810.85000000 PA USD 390766.58000000 0.018664825347 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EZN3 1156575.42000000 PA USD 1184244.39000000 0.056565007960 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.50000000 N N N N N N OBX Trust 254900UI1468MQ7I8472 67448LAB8 588272.76000000 PA USD 591128.41000000 0.028235036196 Long ABS-MBS CORP US Y 2 2063-11-25 Variable 6.25299840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXDA5 151696.68000000 PA USD 155468.97000000 0.007425919514 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FSD9 295671.79000000 PA USD 285801.14000000 0.013651188805 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAAL0 64115960.00000000 PA USD 1422117.64000000 0.067926938313 Long ABS-MBS USGSE US N 2 2033-05-25 Variable 0.43125480 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FETQ3 58281445.27740000 PA USD 514106.46000000 0.024556110417 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 0.43158960 N N N N N N BSPDF Issuer Ltd. N/A 055731AA1 948450.01000000 PA USD 938837.47000000 0.044843234566 Long ABS-CBDO CORP KY Y 2 2036-10-15 Floating 5.92377120 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWGJ6 2575157.95000000 PA USD 2609306.68000000 0.124632596423 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ARB31 887136.33000000 PA USD 814567.25000000 0.038907512140 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397BYP0 1773144.16000000 PA USD 1846175.71000000 0.088181919724 Long ABS-MBS USGSE US N 2 2036-10-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36177T4M6 223844.16000000 PA USD 209783.20000000 0.010020219203 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XNCU6 3166476.08000000 PA USD 3000632.59000000 0.143324137968 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31368HMH3 58175.45000000 PA USD 58606.27000000 0.002799307437 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVNC2 2694844.66000000 PA USD 2688404.79000000 0.128410689239 Long ABS-MBS USGSE US N 2 2030-06-25 Floating 5.22946080 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DMWR2 1153189.87000000 PA USD 882739.00000000 0.042163711294 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 1.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377YEC0 821595.67000000 PA USD 788823.86000000 0.037677888362 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KPF52 4152633.92000000 PA USD 3914165.14000000 0.186958692119 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HHHY0 15933680.00000000 PA USD 15783696.27000000 0.753902583538 Long ABS-MBS USGSE US N 2 2034-09-25 Fixed 4.48900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E2LH6 976556.48000000 PA USD 911276.07000000 0.043526774193 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AMF80 242884.17000000 PA USD 239765.35000000 0.011452305829 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TSF3 1359291.80000000 PA USD 1219539.83000000 0.058250881975 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LDWL4 84219.50000000 PA USD 86192.48000000 0.004116952850 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391WVR9 256407.44000000 PA USD 259532.44000000 0.012396473784 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620AFWD5 210552.02000000 PA USD 207436.94000000 0.009908150937 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJQ89 587585677.00000000 PA USD 219880.44000000 0.010502510245 Long ABS-MBS USGSE US N 2 2025-05-25 Variable 0.17839080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WD3L3 2675402.62000000 PA USD 2486352.76000000 0.118759746594 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UC0 10146000.00000000 PA USD 9922470.94000000 0.473943260741 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJXK1 1040459.11000000 PA USD 960221.27000000 0.045864624093 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XX50 1804139.85000000 PA USD 1781416.91000000 0.085088738900 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FAWU8 100912050.80870000 PA USD 1261087.81000000 0.060235406318 Long ABS-MBS USGSE US N 2 2027-07-25 Variable 0.69941520 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9LS9 865024.33000000 PA USD 808026.93000000 0.038595116104 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132JAJ97 835870.00000000 PA USD 756909.96000000 0.036153532391 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERQS2 3265351.46000000 PA USD 3140772.23000000 0.150017857541 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q8AF2 560744.28000000 PA USD 519633.69000000 0.024820116573 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQDZ6 2206388.61000000 PA USD 2230297.96000000 0.106529381036 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N LoanCore Issuer Ltd. N/A 53948HAC0 10000000.00000000 PA USD 9856890.00000000 0.470810810696 Long ABS-CBDO CORP KY Y 2 2038-11-15 Floating 6.37377120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397U6E4 299435.02000000 PA USD 296239.96000000 0.014149795293 Long ABS-MBS USGSE US N 2 2041-07-25 Floating 5.34850920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FJXQ7 1893746.13000000 PA USD 1878438.60000000 0.089722945077 Long ABS-MBS USGSE US N 2 2025-08-25 Fixed 3.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HB3H5 39463167.26000000 PA USD 633857.39000000 0.030275970580 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 0.61245360 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378TKC3 256327.27330000 PA USD 5432.04000000 0.000259459439 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XLHE1 11395595.44000000 PA USD 9956562.15000000 0.475571615143 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NDT72 34235.42000000 PA USD 33629.85000000 0.001606317706 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XVQ6 1077532.70000000 PA USD 1013577.21000000 0.048413151404 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9DT6 644061.06000000 PA USD 637756.78000000 0.030462223542 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128PRY29 9708.43000000 PA USD 9687.04000000 0.000462697986 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AULZ9 3635484.38000000 PA USD 2775799.86000000 0.132585083369 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 1.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297GLY4 744437.09000000 PA USD 745710.01000000 0.035618570801 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPPA6 592481.60000000 PA USD 604523.34000000 0.028874840217 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 772146.95000000 PA USD 730376.50000000 0.034886171203 Long ABS-O CORP US N 2 2033-07-01 Fixed 3.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBJ8 8078904.90000000 PA USD 6845077.90000000 0.326952687447 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133ASXD0 665955.93000000 PA USD 605943.68000000 0.028942682247 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A7PB8 526700.82000000 PA USD 520896.77000000 0.024880447136 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKQL5 1669273.02000000 PA USD 1413361.15000000 0.067508687713 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AEZE0 1012944.00000000 PA USD 932168.91000000 0.044524713192 Long ABS-MBS USGSE US N 2 2043-06-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQ7L0 617400.89000000 PA USD 595237.19000000 0.028431290597 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B45J1 5407108.72000000 PA USD 5226471.82000000 0.249640549367 Long ABS-MBS USGSE US N 2 2033-08-15 Fixed 3.50000000 N N N N N N BANK N/A 06540CBL0 13212437.62000000 PA USD 645300.74000000 0.030822558082 Long ABS-MBS CORP US N 2 2064-06-15 Variable 1.13949720 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M9T51 769640.45000000 PA USD 742917.66000000 0.035485195207 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138W9A75 378509.66000000 PA USD 362680.85000000 0.017323320541 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36291FVS4 119073.46000000 PA USD 122261.67000000 0.005839784756 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043RAC1 3568573.56000000 PA USD 3571556.17000000 0.170594097716 Long ABS-O CORP US Y 2 2027-03-15 Floating 5.36826960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408GSK4 23109.02000000 PA USD 23524.36000000 0.001123632606 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B6HC8 3571565.94000000 PA USD 3458517.31000000 0.165194837167 Long ABS-MBS USGSE US N 2 2033-12-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409WVY4 94602.32000000 PA USD 97842.12000000 0.004673393721 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379XRW2 3007318.14000000 PA USD 2948955.42000000 0.140855796503 Long ABS-MBS USGA US N 2 2046-07-20 Floating 5.17065120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335ALX4 1038880.66000000 PA USD 1028710.54000000 0.049135989476 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379FNW5 341516.43000000 PA USD 335016.93000000 0.016001963338 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 812816.17000000 0.038823872432 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.87188040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J6CW5 11034.16000000 PA USD 10554.29000000 0.000504121871 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 16667750.30350000 PA USD 920944.87000000 0.043988600953 Long ABS-MBS CORP US N 2 2054-05-15 Variable 1.40597640 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XLB0 882883.46000000 PA USD 726030.87000000 0.034678603747 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SLR6 1254155.55000000 PA USD 1127507.54000000 0.053854992697 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFMA8 1585626.52000000 PA USD 1370716.09000000 0.065471761738 Long ABS-MBS USGSE US N 2 2041-03-25 Fixed 1.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383WQB5 8621739.72000000 PA USD 8373491.38000000 0.399956808382 Long ABS-MBS USGA US N 2 2041-09-20 Floating 4.82064840 N N N N N N Howard University 5493000EDHIQDJSTOF89 442851AG6 688000.00000000 PA USD 671105.38000000 0.032055107444 Long DBT CORP US N 2 2025-10-01 Fixed 2.51600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CMG6 1437479.06000000 PA USD 1362659.44000000 0.065086938745 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWLB7 314436.17000000 PA USD 321934.70000000 0.015377095320 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPHM0 33375284.47870000 PA USD 1489589.01000000 0.071149684068 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.26396000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XF85 69744.83000000 PA USD 70628.13000000 0.003373527262 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396HE70 449199.72000000 PA USD 456441.49000000 0.021801763836 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377DSY3 850175.23000000 PA USD 864028.50000000 0.041270010982 Long ABS-MBS USGA US N 2 2034-08-20 Variable 5.65968960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129456R4 1060936.97000000 PA USD 1075405.93000000 0.051366378008 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C4J8 349089.41000000 PA USD 355620.40000000 0.016986080683 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N FNMA or FHLMC N/A 01F0206C8 40026092.00000000 PA USD 32058204.74000000 1.531248635533 Long ABS-MBS USGSE US N 2 2054-12-25 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJGN7 52684.51420000 PA USD 4915.05000000 0.000234765597 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWJ61 411668.57000000 PA USD 421967.23000000 0.020155113189 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GEV23 330825.96000000 PA USD 335337.66000000 0.016017282891 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LXAS4 245185.07000000 PA USD 206940.13000000 0.009884420985 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283W8 54157000.00000000 PA USD 51950525.22000000 2.481398178828 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EKBW4 1034224.12000000 PA USD 1047014.30000000 0.050010261998 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A1EV5 31177.96000000 PA USD 31565.78000000 0.001507728144 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138A4XB6 1222878.22000000 PA USD 1238017.46000000 0.059133459336 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404BRW4 175334.85000000 PA USD 177285.41000000 0.008467973935 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GETS9 214199.43000000 PA USD 212100.17000000 0.010130888443 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373ATA4 1065156.49000000 PA USD 1071209.45000000 0.051165934648 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418E5P1 11117120.16000000 PA USD 11106695.75000000 0.530507333470 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FTFW2 5583000.00000000 PA USD 155277.75000000 0.007416785959 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 1.47911040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QQSC0 361538.99000000 PA USD 305557.33000000 0.014594836124 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWEG4 14456168.39000000 PA USD 12618412.66000000 0.602713948735 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QPE86 147123.29000000 PA USD 132030.07000000 0.006306368874 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202FLP9 106664.46000000 PA USD 105588.92000000 0.005043416840 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HL3J0 368935.52000000 PA USD 334096.30000000 0.015957989777 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140AHVX7 2948971.46000000 PA USD 2946206.50000000 0.140724495326 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.50000000 N N N N N N Navistar Financial Dealer Note Master Owner Trust II 549300S28N49H5RT4J50 63938PBU2 1299000.00000000 PA USD 1311776.57000000 0.062656536734 Long ABS-O CORP US Y 2 2028-08-25 Fixed 6.18000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LLM1 198648.43000000 PA USD 22951.82000000 0.001096285439 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNXJ7 885712.76000000 PA USD 743777.47000000 0.035526263722 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HCKP6 18431877.00000000 PA USD 429824.00000000 0.020530388986 Long ABS-MBS USGSE US N 2 2031-02-25 Variable 0.54644040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292SA59 1168772.88000000 PA USD 1090237.82000000 0.052074817907 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 1262477.66000000 0.060301792004 Long ABS-MBS CORP US Y 2 2036-11-25 Floating 6.20219160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M8RP1 282277.73000000 PA USD 285766.87000000 0.013649551910 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 1553954.28000000 0.074224068073 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 0.44119440 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ERQU7 1917714.65000000 PA USD 1841186.31000000 0.087943602825 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWC68 15062227.74000000 PA USD 12101339.60000000 0.578016139734 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F62R7 6568138.00000000 PA USD 382653.81000000 0.018277321802 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.26248040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B13S1 8324421.10000000 PA USD 7563991.06000000 0.361291316333 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296L3U3 21812.44000000 PA USD 22246.85000000 0.001062612800 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N ARI Fleet Lease Trust N/A 04033GAB3 1525452.72000000 PA USD 1540913.49000000 0.073601179422 Long ABS-O CORP US Y 2 2032-07-15 Fixed 6.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ML3E8 481975.07000000 PA USD 405401.84000000 0.019363873285 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A84D9 5300879.00000000 PA USD 5043188.96000000 0.240886109386 Long ABS-MBS USGSE US N 2 2032-10-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEAV4 1352735.43000000 PA USD 1152829.49000000 0.055064486545 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292HVU5 125644.95000000 PA USD 127531.04000000 0.006091474322 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HF7H6 346978.39000000 PA USD 296472.13000000 0.014160884809 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QFA66 4080525.10000000 PA USD 3480695.34000000 0.166254162805 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378CP92 546440.04000000 PA USD 542833.92000000 0.025928267227 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JPLF0 551497.96000000 PA USD 509934.42000000 0.024356834425 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHHS9 3593976.88000000 PA USD 2890050.25000000 0.138042212214 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D2M3 110088.07000000 PA USD 92641.21000000 0.004424974123 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FDVW3 1792750.94000000 PA USD 1599075.75000000 0.076379278882 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412V4J4 66424.56000000 PA USD 68146.73000000 0.003255004083 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FG7F6 3220004.21000000 PA USD 3200579.53000000 0.152874531745 Long ABS-MBS USGSE US N 2 2025-05-25 Fixed 3.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N56D1 4358209.90000000 PA USD 4363063.29000000 0.208400151029 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BAFE6 4243830.09000000 PA USD 3710789.84000000 0.177244543957 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HB3B8 75772703.00000000 PA USD 1327984.82000000 0.063430717974 Long ABS-MBS USGSE US N 2 2033-10-25 Variable 0.36235800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FQXJ7 10822583.00000000 PA USD 10450531.82000000 0.499165899018 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 2.52500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179TCW3 33965.91000000 PA USD 30459.82000000 0.001454902362 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407CRE9 47400.72000000 PA USD 48483.37000000 0.002315790754 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BYCW7 269044.75000000 PA USD 269325.11000000 0.012864217149 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417NB67 259584.14000000 PA USD 262998.01000000 0.012562005490 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A1F77 45791.39000000 PA USD 46338.50000000 0.002213341809 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133W93M1 496110.74000000 PA USD 509709.00000000 0.024346067320 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWMA8 4112326.04000000 PA USD 4108470.20000000 0.196239603524 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QZ4 9748800.00000000 PA USD 8100643.50000000 0.386924327388 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3620ALQ49 171377.86000000 PA USD 168707.55000000 0.008058255533 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FV2G6 1824554.73000000 PA USD 1820247.69000000 0.086943477161 Long ABS-MBS USGSE US N 2 2030-06-25 Floating 5.26946040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BFXT3 1281199.81000000 PA USD 1276939.82000000 0.060992571882 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 2.67000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FLN34 2053825.88000000 PA USD 2024552.91000000 0.096702042617 Long ABS-MBS USGSE US N 2 2026-02-25 Fixed 3.20800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BGK24 115287.40000000 PA USD 114906.46000000 0.005488465792 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 3.06200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312934RV6 208419.29000000 PA USD 211260.11000000 0.010090763278 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 12961.18000000 PA USD 12934.85000000 0.000617828464 Long ABS-O CORP US N 2 2025-01-01 Fixed 4.86000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C8L60 2222292.05000000 PA USD 2250891.90000000 0.107513043183 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWKW2 935930.84000000 PA USD 947098.47000000 0.045237818264 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYUN4 17260719.00000000 PA USD 692071.98000000 0.033056569563 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.82808640 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNEG4 4156392.29000000 PA USD 3519016.31000000 0.168084550173 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BW87 260301.47000000 PA USD 256012.46000000 0.012228343203 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KE2N7 166929.56000000 PA USD 143424.54000000 0.006850621641 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CNU34 360838.27000000 PA USD 365143.87000000 0.017440965807 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296LFZ9 24703.21000000 PA USD 25080.38000000 0.001197955342 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417NCH2 308147.30000000 PA USD 311959.89000000 0.014900652103 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TW8 11168000.00000000 PA USD 11584618.78000000 0.553335155349 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417F3J5 2306904.78000000 PA USD 2148730.10000000 0.102633321498 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FJG6 3905931.70000000 PA USD 608691.02000000 0.029073907955 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDB3 3234752.31000000 PA USD 2595844.70000000 0.123989589784 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWQJ9 786470.77000000 PA USD 760499.77000000 0.036324998376 Long ABS-MBS USGSE US N 2 2030-06-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EB82 27107631.02000000 PA USD 21751053.34000000 1.038931250779 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BM3G1 602265.69000000 PA USD 591609.32000000 0.028258006690 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A62T7 93449.10000000 PA USD 83130.43000000 0.003970695132 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ABYR4 648483.92000000 PA USD 641335.26000000 0.030633148354 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N24Z1 1878100.35000000 PA USD 1818640.71000000 0.086866720338 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E0X91 1093681.61000000 PA USD 1054415.85000000 0.050363794376 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XCAK4 1426516.56000000 PA USD 1208328.28000000 0.057715366316 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFGA3 4228515.99000000 PA USD 3579358.53000000 0.170966774639 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DF70 176411.70000000 PA USD 182579.24000000 0.008720831824 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N0HM0 139504.21000000 PA USD 126634.45000000 0.006048649022 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FAV9 26401.39000000 PA USD 25912.78000000 0.001237714629 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QN6Y3 881164.18000000 PA USD 772530.22000000 0.036899628500 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UWA6 191352.24000000 PA USD 186801.99000000 0.008922529961 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140AD2W0 1167558.64000000 PA USD 1166463.91000000 0.055715729719 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XL6Z6 758457.83000000 PA USD 635191.69000000 0.030339702940 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBBZ8 78492806.54970000 PA USD 777745.97000000 0.037148756925 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.54364320 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31413ECR4 94399.53000000 PA USD 98448.03000000 0.004702334794 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W5B0 3909970.43000000 PA USD 3342057.59000000 0.159632180468 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407QRK4 83128.48000000 PA USD 84890.12000000 0.004054746093 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DYC0 87185.89000000 PA USD 73583.82000000 0.003514704734 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415PNH7 38164.16000000 PA USD 38868.91000000 0.001856559526 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AF5A8 9248372.89000000 PA USD 8814959.92000000 0.421043394639 Long ABS-MBS USGSE US N 2 2033-08-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AYH6 753983.61000000 PA USD 724399.39000000 0.034600676691 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXMK3 42386.96000000 PA USD 43441.34000000 0.002074960002 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWK93 5355956.19000000 PA USD 5350933.96000000 0.255585438783 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BUZL4 30242.87000000 PA USD 29739.09000000 0.001420476952 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XEAU8 3361412.35000000 PA USD 2959817.42000000 0.141374616032 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 33377564.55020000 PA USD 1886773.64000000 0.090121065269 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.36829160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HBP73 5750979.00000000 PA USD 5977160.98000000 0.285496947480 Long ABS-MBS USGSE US N 2 2033-12-25 Fixed 5.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F5BK8 291998.76000000 PA USD 276473.09000000 0.013205637847 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XDYN0 4052450.48000000 PA USD 3436019.84000000 0.164120253592 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A5C38 107901.47060000 PA USD 5021.34000000 0.000239842501 Long ABS-MBS USGSE US N 2 2031-12-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BMFL5 147076.70000000 PA USD 145948.20000000 0.006971163354 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HHFV2 134501.13000000 PA USD 128777.14000000 0.006150993841 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DVB5 260577.74000000 PA USD 199221.56000000 0.009515746261 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133WEUZ1 361438.63000000 PA USD 365751.58000000 0.017469992857 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N OBX Trust 254900UI1468MQ7I8472 67448LAA0 1947124.61000000 PA USD 1958326.22000000 0.093538748555 Long ABS-MBS CORP US Y 2 2063-11-25 Variable 5.92800120 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DM2M6 33763.31000000 PA USD 28485.54000000 0.001360601587 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BSY98 2867491.00000000 PA USD 2822433.54000000 0.134812524346 Long ABS-MBS USGSE US N 2 2055-01-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ENAA7 1511535.18000000 PA USD 1494879.39000000 0.071402377169 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36297GSD3 1148187.58000000 PA USD 1077076.87000000 0.051446189857 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J8ZX1 520301.39000000 PA USD 471153.18000000 0.022504462425 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EPC8 34547.98000000 PA USD 33994.12000000 0.001623716932 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XBT2 1919502.72000000 PA USD 1805570.39000000 0.086242421198 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 706.00000000 NC USD 1072934.32000000 0.051248322444 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2025-03-20 78498375.00000000 USD 1072934.32000000 N N N Benchmark Mortgage Trust N/A 08163GAZ3 39748230.66000000 PA USD 2341691.49000000 0.111850052989 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.37516040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WH6K3 858263.12000000 PA USD 732725.88000000 0.034998388495 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FXYZ5 70182335.00000000 PA USD 2030634.63000000 0.096992533788 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.62730360 N N N N N N BBCMS Mortgage Trust N/A 05493EAZ5 13581247.33000000 PA USD 1007363.22000000 0.048116342403 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.71390600 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GQK43 122314.75000000 PA USD 124475.14000000 0.005945510356 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140L1Y41 2151714.22000000 PA USD 1753474.80000000 0.083754094052 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 744992.66000000 0.035584306836 Long ABS-CBDO CORP KY Y 2 2039-02-15 Floating 6.02496000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M6JU3 77526.17000000 PA USD 78277.81000000 0.003738911480 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FA1 2309000.00000000 PA USD 2443661.60000000 0.116720618670 Long DBT UST US N 2 2027-08-15 Fixed 6.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P8E23 263910.89000000 PA USD 256881.28000000 0.012269842078 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 9528521.74000000 0.455126418692 Long DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129456V5 185404.40000000 PA USD 183622.78000000 0.008770676137 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QRKT9 1406860.96000000 PA USD 1463734.78000000 0.069914766058 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWKQ5 348857.68000000 PA USD 357159.07000000 0.017059574702 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HHJ44 9883118.00000000 PA USD 717599.36000000 0.034275875700 Long ABS-MBS USGSE US N 2 2034-09-25 Variable 0.90538920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UGA4 114618.76000000 PA USD 102923.73000000 0.004916114997 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KN2Y8 5131740.63000000 PA USD 4327726.60000000 0.206712306723 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QL7F7 908953.22000000 PA USD 761252.87000000 0.036360969927 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136APK43 13448.85000000 PA USD 13388.27000000 0.000639485908 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A4ES4 1382204.77000000 PA USD 1401731.04000000 0.066953179686 Long ABS-MBS USGSE US N 2 2042-03-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417MLN1 91237.61000000 PA USD 91992.82000000 0.004394004007 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MBH82 596134.56000000 PA USD 572946.02000000 0.027366560868 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHKP1 36987.52000000 PA USD 37030.13000000 0.001768730859 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWGG2 1816794.89000000 PA USD 1787668.71000000 0.085387353882 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNR61 93617.22000000 PA USD 86191.47000000 0.004116904608 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418TKF3 3838.40000000 PA USD 3825.12000000 0.000182705482 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N0CA1 1738907.89000000 PA USD 1740294.22000000 0.083124528382 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X6UA1 360858.60000000 PA USD 335815.73000000 0.016040117733 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 1851026.34000000 0.088413608324 Long DBT CORP US N 2 2029-12-15 Fixed 3.47400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFC51 1071197.91000000 PA USD 1020360.57000000 0.048737156158 Long ABS-MBS USGSE US N 2 2042-09-25 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419HBF8 84875.85000000 PA USD 85926.88000000 0.004104266562 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 18164661.48000000 0.867628531658 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132L6HF1 922188.26000000 PA USD 878733.28000000 0.041972379517 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Dell Equipment Finance Trust N/A 24702EAB6 1505387.43000000 PA USD 1510958.87000000 0.072170407756 Long ABS-O CORP US Y 2 2029-04-23 Fixed 6.10000000 N N N N N N FNMA or FHLMC N/A 01F0506C5 27275000.00000000 PA USD 26761933.52000000 1.278274142893 Long ABS-MBS USGSE US N 2 2054-12-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371LJS9 149475.07000000 PA USD 152271.87000000 0.007273211181 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LYSB0 141185.90000000 PA USD 118243.03000000 0.005647835860 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133AWL77 3133320.29000000 PA USD 2542649.28000000 0.121448729653 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJW55 1903609.29000000 PA USD 1756815.70000000 0.083913670940 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AR2J6 814945.92000000 PA USD 762404.07000000 0.036415956582 Long ABS-MBS USGSE US N 2 2045-04-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375AVL5 496585.27000000 PA USD 81022.75000000 0.003870022554 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KGJG9 572381.85000000 PA USD 488241.93000000 0.023320700431 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406LYC6 13741.29000000 PA USD 14038.15000000 0.000670527192 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 2271726.46000000 0.108508198459 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.90693440 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQWE6 638569.82000000 PA USD 623391.40000000 0.029776066326 Long ABS-MBS USGSE US N 2 2045-12-25 Floating 5.14851120 N N N N N N United States Small Business Administration N/A 83162CVU4 299170.00000000 PA USD 287265.67000000 0.013721141554 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 2293956.40000000 0.109570003559 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.95500080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XHY5 3590101.34000000 PA USD 3469810.90000000 0.165734271437 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FRZC8 19453242.44000000 PA USD 1307411.57000000 0.062448044077 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.70636040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECG3 5194081.49000000 PA USD 4399204.61000000 0.210126428199 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DYJ4 67678.17000000 PA USD 66540.10000000 0.003178263978 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGFW4 5778810.97000000 PA USD 4841335.67000000 0.231244659486 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412QF95 55153.17000000 PA USD 55835.58000000 0.002666966425 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417N4M0 202089.20000000 PA USD 204590.34000000 0.009772184110 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 480.00000000 NC USD 384930.24000000 0.018386054663 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Ultra Note 2025-03-20 55102500.00000000 USD 384930.24000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31417AVY2 169636.61000000 PA USD 158255.65000000 0.007559024283 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292LLA1 1153365.84000000 PA USD 1077359.43000000 0.051459686234 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384KSF9 2218503.87000000 PA USD 2227321.76000000 0.106387223912 Long ABS-MBS USGA US N 2 2064-03-20 Floating 5.91077880 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DPPP7 678391.52000000 PA USD 548213.15000000 0.026185204216 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406B2M1 147939.91000000 PA USD 150462.47000000 0.007186785840 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389QN61 75477.80000000 PA USD 78185.28000000 0.003734491818 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N FNMA or FHLMC N/A 01F0204C0 1000000.00000000 PA USD 896683.98000000 0.042829788255 Long ABS-MBS USGSE US N 2 2039-12-25 Fixed 2.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DMYS8 198937.21000000 PA USD 152142.02000000 0.007267008942 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 1.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BKWN5 121133.86000000 PA USD 110006.19000000 0.005254406156 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F4D66 139275285.55730000 PA USD 1211736.77000000 0.057878171617 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 0.43044120 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWCM3 335625.75000000 PA USD 256261.68000000 0.012240247107 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 1.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36177PCJ2 432079.93000000 PA USD 406279.00000000 0.019405770517 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404JT88 85980.55000000 PA USD 86643.20000000 0.004138481329 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335B7F7 1201181.40000000 PA USD 1214309.65000000 0.058001064306 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 6060930.31000000 0.289498159442 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 871813.78000000 PA USD 872816.98000000 0.041689789572 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 100952.04000000 PA USD 100974.47000000 0.004823009294 Long ABS-O CORP US Y 2 2027-04-15 Fixed 5.48000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 023947AC8 6797375.39000000 PA USD 6800844.09000000 0.324839875399 Long ABS-O CORP US N 2 2028-02-18 Floating 5.38890120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D4Y5 1377593.56000000 PA USD 1160964.98000000 0.055453075303 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417G5A0 441287.17000000 PA USD 410573.18000000 0.019610880483 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EDF3 50094.72000000 PA USD 51334.20000000 0.002451959626 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X6EF4 971255.08000000 PA USD 991727.87000000 0.047369525526 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133C4BS2 120863.70000000 PA USD 122380.96000000 0.005845482600 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419ANB9 1140122.00000000 PA USD 1099167.43000000 0.052501337522 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128K8GJ9 48230.48000000 PA USD 48717.99000000 0.002326997295 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179UH21 99593.31000000 PA USD 89470.21000000 0.004273512446 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A1FR3 274382.65000000 PA USD 277660.99000000 0.013262377463 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X5XN8 1374331.87000000 PA USD 1170179.57000000 0.055893206884 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EK6N0 1828078.40000000 PA USD 1753340.14000000 0.083747662065 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 11350000.00000000 PA USD 236886.69000000 0.011314807668 N/A DIR US N 2 LCH Clearnet US WAM6YERMS7OXFZUOY219 Y 2054-10-30 0.00000000 USD 0.00000000 USD 11350000.00000000 USD 236886.69000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M5M56 100735.46000000 PA USD 103240.82000000 0.004931260687 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140L1Y58 1309364.69000000 PA USD 1063423.07000000 0.050794021004 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241L4N3 349054.62000000 PA USD 341284.96000000 0.016301353540 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWBG7 315936.29000000 PA USD 241396.13000000 0.011530199450 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 1.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A67D7 1233383.99000000 PA USD 1095617.97000000 0.052331798840 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EGG9 3188743.31000000 PA USD 2784328.10000000 0.132992431690 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJF65 235687.18000000 PA USD 223532.53000000 0.010676951012 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 22609895.60600000 PA USD 757234.80000000 0.036169048257 Long ABS-MBS CORP US Y 2 2072-12-15 Variable 0.97189920 N N N N N N Santander Drive Auto Receivables Trust N/A 80288AAB8 892548.75000000 PA USD 894247.18000000 0.042713395379 Long ABS-O CORP US N 2 2027-02-16 Fixed 5.71000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371KN49 4190.62000000 PA USD 4330.68000000 0.000206853374 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4BT6 50814178.00000000 PA USD 1543633.10000000 0.073731080617 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.63218160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ETDS2 1575498.91000000 PA USD 1515453.94000000 0.072385113160 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EE30 4955128.54000000 PA USD 4326197.71000000 0.206639279841 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31411VC31 8999.68000000 PA USD 9168.15000000 0.000437913391 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132GLGN8 184850.02000000 PA USD 172705.02000000 0.008249193252 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55282XAE0 4881500.00000000 PA USD 4852354.03000000 0.231770947494 Long ABS-MBS CORP US Y 2 2036-07-15 Floating 6.17376960 N N N N N N Verus Securitization Trust 984500A3F1D749452747 92540EAB9 1451960.89000000 PA USD 1452168.08000000 0.069362286787 Long ABS-MBS CORP US Y 2 2069-01-25 Variable 5.91500160 N N N N N N FNMA or FHLMC N/A 01F0226C4 1275000.00000000 PA USD 1066880.30000000 0.050959154353 Long ABS-MBS USGSE US N 2 2054-12-25 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36180AAC7 4814968.39000000 PA USD 4529129.00000000 0.216332220024 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YMN1 499220.05000000 PA USD 513270.96000000 0.024516203060 Long ABS-MBS USGA US N 2 2053-12-20 Fixed 7.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61772TBN3 79980183.26000000 PA USD 3819157.72000000 0.182420696825 Long ABS-MBS CORP US N 2 2054-10-15 Variable 1.19966400 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6BR0 86725.74000000 PA USD 77826.75000000 0.003717366761 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.00000000 N N N N N N BANK N/A 06541ABM1 32827318.19000000 PA USD 1997972.35000000 0.095432431715 Long ABS-MBS CORP US N 2 2054-02-15 Variable 1.39449960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NPQ78 225853.27000000 PA USD 228644.13000000 0.010921104750 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EB90 562333.93000000 PA USD 472179.20000000 0.022553469902 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 985000.00000000 0.047048171232 Long DBT MUN US N 2 2024-12-01 Fixed 2.06400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPS47 410152.87000000 PA USD 395086.09000000 0.018871145191 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 4.00000000 N N N N N N GLS Auto Select Receivables Trust N/A 36269EAB5 1931311.07000000 PA USD 1954077.36000000 0.093335803283 Long ABS-O CORP US Y 2 2028-06-15 Fixed 6.37000000 N N N N N N United States Small Business Administration N/A 83162CVS9 324557.20000000 PA USD 307300.85000000 0.014678114731 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 720274.25000000 0.034403640860 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 1.02626280 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KG3Z4 1185018.15000000 PA USD 1018145.74000000 0.048631365598 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DZW5 24914.30000000 PA USD 21029.29000000 0.001004456484 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BBTH2 4010102.02000000 PA USD 3374905.55000000 0.161201151480 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406PDM8 125857.61000000 PA USD 128784.03000000 0.006151322939 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H0606C0 10075000.00000000 PA USD 10176152.40000000 0.486060264567 Long ABS-MBS USGA US N 2 2054-12-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EBS8 829041.29000000 PA USD 696389.98000000 0.033262817282 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LWVU8 215842.46000000 PA USD 180763.71000000 0.008634113685 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N 2024-12-30 MFS Series Trust XIII James Byrne James Byrne Assistant Treasurer XXXX